src/HOL/Hyperreal/SEQ.thy
author huffman
Wed, 11 Apr 2007 04:13:06 +0200
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child 22974 08b0fa905ea0
permissions -rw-r--r--
moved nonstandard stuff from SEQ.thy into new file HSEQ.thy
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(*  Title       : SEQ.thy
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    Author      : Jacques D. Fleuriot
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    Copyright   : 1998  University of Cambridge
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    Description : Convergence of sequences and series
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    Conversion to Isar and new proofs by Lawrence C Paulson, 2004
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    Additional contributions by Jeremy Avigad and Brian Huffman
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*)
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header {* Sequences and Convergence *}
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theory SEQ
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imports "../Real/Real"
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begin
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definition
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  Zseq :: "[nat \<Rightarrow> 'a::real_normed_vector] \<Rightarrow> bool" where
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    --{*Standard definition of sequence converging to zero*}
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  "Zseq X = (\<forall>r>0. \<exists>no. \<forall>n\<ge>no. norm (X n) < r)"
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definition
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  LIMSEQ :: "[nat => 'a::real_normed_vector, 'a] => bool"
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    ("((_)/ ----> (_))" [60, 60] 60) where
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    --{*Standard definition of convergence of sequence*}
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  "X ----> L = (\<forall>r. 0 < r --> (\<exists>no. \<forall>n. no \<le> n --> norm (X n - L) < r))"
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definition
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  lim :: "(nat => 'a::real_normed_vector) => 'a" where
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    --{*Standard definition of limit using choice operator*}
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  "lim X = (THE L. X ----> L)"
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definition
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  convergent :: "(nat => 'a::real_normed_vector) => bool" where
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    --{*Standard definition of convergence*}
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  "convergent X = (\<exists>L. X ----> L)"
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definition
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  Bseq :: "(nat => 'a::real_normed_vector) => bool" where
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    --{*Standard definition for bounded sequence*}
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  "Bseq X = (\<exists>K>0.\<forall>n. norm (X n) \<le> K)"
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definition
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  monoseq :: "(nat=>real)=>bool" where
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    --{*Definition for monotonicity*}
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  "monoseq X = ((\<forall>m. \<forall>n\<ge>m. X m \<le> X n) | (\<forall>m. \<forall>n\<ge>m. X n \<le> X m))"
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definition
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  subseq :: "(nat => nat) => bool" where
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    --{*Definition of subsequence*}
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  "subseq f = (\<forall>m. \<forall>n>m. (f m) < (f n))"
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definition
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  Cauchy :: "(nat => 'a::real_normed_vector) => bool" where
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    --{*Standard definition of the Cauchy condition*}
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  "Cauchy X = (\<forall>e>0. \<exists>M. \<forall>m \<ge> M. \<forall>n \<ge> M. norm (X m - X n) < e)"
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subsection {* Bounded Sequences *}
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lemma BseqI: assumes K: "\<And>n. norm (X n) \<le> K" shows "Bseq X"
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unfolding Bseq_def
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proof (intro exI conjI allI)
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  show "0 < max K 1" by simp
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next
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  fix n::nat
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  have "norm (X n) \<le> K" by (rule K)
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  thus "norm (X n) \<le> max K 1" by simp
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qed
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lemma BseqD: "Bseq X \<Longrightarrow> \<exists>K>0. \<forall>n. norm (X n) \<le> K"
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unfolding Bseq_def by simp
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lemma BseqE: "\<lbrakk>Bseq X; \<And>K. \<lbrakk>0 < K; \<forall>n. norm (X n) \<le> K\<rbrakk> \<Longrightarrow> Q\<rbrakk> \<Longrightarrow> Q"
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unfolding Bseq_def by auto
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lemma BseqI2: assumes K: "\<forall>n\<ge>N. norm (X n) \<le> K" shows "Bseq X"
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proof (rule BseqI)
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  let ?A = "norm ` X ` {..N}"
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  have 1: "finite ?A" by simp
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  have 2: "?A \<noteq> {}" by auto
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  fix n::nat
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  show "norm (X n) \<le> max K (Max ?A)"
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  proof (cases rule: linorder_le_cases)
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    assume "n \<ge> N"
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    hence "norm (X n) \<le> K" using K by simp
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    thus "norm (X n) \<le> max K (Max ?A)" by simp
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  next
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    assume "n \<le> N"
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    hence "norm (X n) \<in> ?A" by simp
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    with 1 2 have "norm (X n) \<le> Max ?A" by (rule Max_ge)
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    thus "norm (X n) \<le> max K (Max ?A)" by simp
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  qed
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qed
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lemma Bseq_ignore_initial_segment: "Bseq X \<Longrightarrow> Bseq (\<lambda>n. X (n + k))"
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unfolding Bseq_def by auto
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lemma Bseq_offset: "Bseq (\<lambda>n. X (n + k)) \<Longrightarrow> Bseq X"
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apply (erule BseqE)
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apply (rule_tac N="k" and K="K" in BseqI2)
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apply clarify
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apply (drule_tac x="n - k" in spec, simp)
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done
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subsection {* Sequences That Converge to Zero *}
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lemma ZseqI:
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  "(\<And>r. 0 < r \<Longrightarrow> \<exists>no. \<forall>n\<ge>no. norm (X n) < r) \<Longrightarrow> Zseq X"
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unfolding Zseq_def by simp
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lemma ZseqD:
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  "\<lbrakk>Zseq X; 0 < r\<rbrakk> \<Longrightarrow> \<exists>no. \<forall>n\<ge>no. norm (X n) < r"
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unfolding Zseq_def by simp
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lemma Zseq_zero: "Zseq (\<lambda>n. 0)"
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unfolding Zseq_def by simp
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lemma Zseq_const_iff: "Zseq (\<lambda>n. k) = (k = 0)"
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unfolding Zseq_def by force
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lemma Zseq_norm_iff: "Zseq (\<lambda>n. norm (X n)) = Zseq (\<lambda>n. X n)"
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unfolding Zseq_def by simp
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lemma Zseq_imp_Zseq:
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  assumes X: "Zseq X"
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  assumes Y: "\<And>n. norm (Y n) \<le> norm (X n) * K"
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  shows "Zseq (\<lambda>n. Y n)"
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proof (cases)
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  assume K: "0 < K"
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  show ?thesis
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  proof (rule ZseqI)
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    fix r::real assume "0 < r"
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    hence "0 < r / K"
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      using K by (rule divide_pos_pos)
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    then obtain N where "\<forall>n\<ge>N. norm (X n) < r / K"
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      using ZseqD [OF X] by fast
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    hence "\<forall>n\<ge>N. norm (X n) * K < r"
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      by (simp add: pos_less_divide_eq K)
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    hence "\<forall>n\<ge>N. norm (Y n) < r"
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      by (simp add: order_le_less_trans [OF Y])
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    thus "\<exists>N. \<forall>n\<ge>N. norm (Y n) < r" ..
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  qed
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next
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  assume "\<not> 0 < K"
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  hence K: "K \<le> 0" by (simp only: linorder_not_less)
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  {
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    fix n::nat
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    have "norm (Y n) \<le> norm (X n) * K" by (rule Y)
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    also have "\<dots> \<le> norm (X n) * 0"
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      using K norm_ge_zero by (rule mult_left_mono)
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    finally have "norm (Y n) = 0" by simp
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  }
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  thus ?thesis by (simp add: Zseq_zero)
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qed
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lemma Zseq_le: "\<lbrakk>Zseq Y; \<forall>n. norm (X n) \<le> norm (Y n)\<rbrakk> \<Longrightarrow> Zseq X"
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by (erule_tac K="1" in Zseq_imp_Zseq, simp)
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   158
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   159
lemma Zseq_add:
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  assumes X: "Zseq X"
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   161
  assumes Y: "Zseq Y"
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  shows "Zseq (\<lambda>n. X n + Y n)"
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   163
proof (rule ZseqI)
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   164
  fix r::real assume "0 < r"
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   165
  hence r: "0 < r / 2" by simp
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  obtain M where M: "\<forall>n\<ge>M. norm (X n) < r/2"
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   167
    using ZseqD [OF X r] by fast
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  obtain N where N: "\<forall>n\<ge>N. norm (Y n) < r/2"
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    using ZseqD [OF Y r] by fast
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  show "\<exists>N. \<forall>n\<ge>N. norm (X n + Y n) < r"
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  proof (intro exI allI impI)
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    fix n assume n: "max M N \<le> n"
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   173
    have "norm (X n + Y n) \<le> norm (X n) + norm (Y n)"
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   174
      by (rule norm_triangle_ineq)
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   175
    also have "\<dots> < r/2 + r/2"
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   176
    proof (rule add_strict_mono)
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   177
      from M n show "norm (X n) < r/2" by simp
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      from N n show "norm (Y n) < r/2" by simp
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   179
    qed
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    finally show "norm (X n + Y n) < r" by simp
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   181
  qed
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   182
qed
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   183
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lemma Zseq_minus: "Zseq X \<Longrightarrow> Zseq (\<lambda>n. - X n)"
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   185
unfolding Zseq_def by simp
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   186
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lemma Zseq_diff: "\<lbrakk>Zseq X; Zseq Y\<rbrakk> \<Longrightarrow> Zseq (\<lambda>n. X n - Y n)"
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   188
by (simp only: diff_minus Zseq_add Zseq_minus)
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   189
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   190
lemma (in bounded_linear) Zseq:
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   191
  assumes X: "Zseq X"
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   192
  shows "Zseq (\<lambda>n. f (X n))"
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   193
proof -
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   194
  obtain K where "\<And>x. norm (f x) \<le> norm x * K"
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   195
    using bounded by fast
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   196
  with X show ?thesis
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   197
    by (rule Zseq_imp_Zseq)
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   198
qed
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   199
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   200
lemma (in bounded_bilinear) Zseq_prod:
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  assumes X: "Zseq X"
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   202
  assumes Y: "Zseq Y"
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   203
  shows "Zseq (\<lambda>n. X n ** Y n)"
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   204
proof (rule ZseqI)
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   205
  fix r::real assume r: "0 < r"
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   206
  obtain K where K: "0 < K"
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   207
    and norm_le: "\<And>x y. norm (x ** y) \<le> norm x * norm y * K"
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   208
    using pos_bounded by fast
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   209
  from K have K': "0 < inverse K"
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   210
    by (rule positive_imp_inverse_positive)
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   211
  obtain M where M: "\<forall>n\<ge>M. norm (X n) < r"
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   212
    using ZseqD [OF X r] by fast
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   213
  obtain N where N: "\<forall>n\<ge>N. norm (Y n) < inverse K"
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   214
    using ZseqD [OF Y K'] by fast
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   215
  show "\<exists>N. \<forall>n\<ge>N. norm (X n ** Y n) < r"
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   216
  proof (intro exI allI impI)
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   217
    fix n assume n: "max M N \<le> n"
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   218
    have "norm (X n ** Y n) \<le> norm (X n) * norm (Y n) * K"
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   219
      by (rule norm_le)
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   220
    also have "norm (X n) * norm (Y n) * K < r * inverse K * K"
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   221
    proof (intro mult_strict_right_mono mult_strict_mono' norm_ge_zero K)
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   222
      from M n show Xn: "norm (X n) < r" by simp
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   223
      from N n show Yn: "norm (Y n) < inverse K" by simp
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   224
    qed
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   225
    also from K have "r * inverse K * K = r" by simp
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   226
    finally show "norm (X n ** Y n) < r" .
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   227
  qed
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   228
qed
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   229
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   230
lemma (in bounded_bilinear) Zseq_prod_Bseq:
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   231
  assumes X: "Zseq X"
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   232
  assumes Y: "Bseq Y"
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   233
  shows "Zseq (\<lambda>n. X n ** Y n)"
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   234
proof -
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   235
  obtain K where K: "0 \<le> K"
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   236
    and norm_le: "\<And>x y. norm (x ** y) \<le> norm x * norm y * K"
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   237
    using nonneg_bounded by fast
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   238
  obtain B where B: "0 < B"
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   239
    and norm_Y: "\<And>n. norm (Y n) \<le> B"
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   240
    using Y [unfolded Bseq_def] by fast
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   241
  from X show ?thesis
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   242
  proof (rule Zseq_imp_Zseq)
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   243
    fix n::nat
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   244
    have "norm (X n ** Y n) \<le> norm (X n) * norm (Y n) * K"
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   245
      by (rule norm_le)
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   246
    also have "\<dots> \<le> norm (X n) * B * K"
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   247
      by (intro mult_mono' order_refl norm_Y norm_ge_zero
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   248
                mult_nonneg_nonneg K)
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   249
    also have "\<dots> = norm (X n) * (B * K)"
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   250
      by (rule mult_assoc)
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   251
    finally show "norm (X n ** Y n) \<le> norm (X n) * (B * K)" .
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   252
  qed
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   253
qed
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   254
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   255
lemma (in bounded_bilinear) Bseq_prod_Zseq:
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   256
  assumes X: "Bseq X"
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   257
  assumes Y: "Zseq Y"
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   258
  shows "Zseq (\<lambda>n. X n ** Y n)"
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   259
proof -
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   260
  obtain K where K: "0 \<le> K"
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   261
    and norm_le: "\<And>x y. norm (x ** y) \<le> norm x * norm y * K"
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   262
    using nonneg_bounded by fast
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   263
  obtain B where B: "0 < B"
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   264
    and norm_X: "\<And>n. norm (X n) \<le> B"
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   265
    using X [unfolded Bseq_def] by fast
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   266
  from Y show ?thesis
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   267
  proof (rule Zseq_imp_Zseq)
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   268
    fix n::nat
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   269
    have "norm (X n ** Y n) \<le> norm (X n) * norm (Y n) * K"
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   270
      by (rule norm_le)
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   271
    also have "\<dots> \<le> B * norm (Y n) * K"
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   272
      by (intro mult_mono' order_refl norm_X norm_ge_zero
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   273
                mult_nonneg_nonneg K)
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   274
    also have "\<dots> = norm (Y n) * (B * K)"
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   275
      by (simp only: mult_ac)
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   276
    finally show "norm (X n ** Y n) \<le> norm (Y n) * (B * K)" .
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   277
  qed
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   278
qed
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   279
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   280
lemma (in bounded_bilinear) Zseq_prod_left:
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   281
  "Zseq X \<Longrightarrow> Zseq (\<lambda>n. X n ** a)"
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   282
by (rule bounded_linear_left [THEN bounded_linear.Zseq])
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diff changeset
   283
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   284
lemma (in bounded_bilinear) Zseq_prod_right:
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   285
  "Zseq X \<Longrightarrow> Zseq (\<lambda>n. a ** X n)"
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   286
by (rule bounded_linear_right [THEN bounded_linear.Zseq])
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   287
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   288
lemmas Zseq_mult = bounded_bilinear_mult.Zseq_prod
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   289
lemmas Zseq_mult_right = bounded_bilinear_mult.Zseq_prod_right
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   290
lemmas Zseq_mult_left = bounded_bilinear_mult.Zseq_prod_left
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   291
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   292
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   293
subsection {* Limits of Sequences *}
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   294
15082
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   295
lemma LIMSEQ_iff:
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44eda2314aab replace (x + - y) with (x - y)
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   296
      "(X ----> L) = (\<forall>r>0. \<exists>no. \<forall>n \<ge> no. norm (X n - L) < r)"
22608
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   297
by (rule LIMSEQ_def)
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   298
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   299
lemma LIMSEQ_Zseq_iff: "((\<lambda>n. X n) ----> L) = Zseq (\<lambda>n. X n - L)"
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   300
by (simp only: LIMSEQ_def Zseq_def)
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6c3276a2735b conversion of SEQ.ML to Isar script
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   301
20751
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   302
lemma LIMSEQ_I:
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   303
  "(\<And>r. 0 < r \<Longrightarrow> \<exists>no. \<forall>n\<ge>no. norm (X n - L) < r) \<Longrightarrow> X ----> L"
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
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   304
by (simp add: LIMSEQ_def)
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   305
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
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   306
lemma LIMSEQ_D:
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   307
  "\<lbrakk>X ----> L; 0 < r\<rbrakk> \<Longrightarrow> \<exists>no. \<forall>n\<ge>no. norm (X n - L) < r"
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
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   308
by (simp add: LIMSEQ_def)
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   309
22608
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   310
lemma LIMSEQ_const: "(\<lambda>n. k) ----> k"
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3b887ad7d196 reorganized subsection headings
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diff changeset
   311
by (simp add: LIMSEQ_def)
3b887ad7d196 reorganized subsection headings
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parents: 20695
diff changeset
   312
22608
092a3353241e add new standard proofs for limits of sequences
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   313
lemma LIMSEQ_const_iff: "(\<lambda>n. k) ----> l = (k = l)"
092a3353241e add new standard proofs for limits of sequences
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diff changeset
   314
by (simp add: LIMSEQ_Zseq_iff Zseq_const_iff)
092a3353241e add new standard proofs for limits of sequences
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parents: 21842
diff changeset
   315
20696
3b887ad7d196 reorganized subsection headings
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diff changeset
   316
lemma LIMSEQ_norm: "X ----> a \<Longrightarrow> (\<lambda>n. norm (X n)) ----> norm a"
3b887ad7d196 reorganized subsection headings
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parents: 20695
diff changeset
   317
apply (simp add: LIMSEQ_def, safe)
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   318
apply (drule_tac x="r" in spec, safe)
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   319
apply (rule_tac x="no" in exI, safe)
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   320
apply (drule_tac x="n" in spec, safe)
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   321
apply (erule order_le_less_trans [OF norm_triangle_ineq3])
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   322
done
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   323
22615
d650e51b5970 new standard proofs of some LIMSEQ lemmas
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parents: 22614
diff changeset
   324
lemma LIMSEQ_ignore_initial_segment:
d650e51b5970 new standard proofs of some LIMSEQ lemmas
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parents: 22614
diff changeset
   325
  "f ----> a \<Longrightarrow> (\<lambda>n. f (n + k)) ----> a"
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   326
apply (rule LIMSEQ_I)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   327
apply (drule (1) LIMSEQ_D)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   328
apply (erule exE, rename_tac N)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   329
apply (rule_tac x=N in exI)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   330
apply simp
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   331
done
20696
3b887ad7d196 reorganized subsection headings
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parents: 20695
diff changeset
   332
22615
d650e51b5970 new standard proofs of some LIMSEQ lemmas
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parents: 22614
diff changeset
   333
lemma LIMSEQ_offset:
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   334
  "(\<lambda>n. f (n + k)) ----> a \<Longrightarrow> f ----> a"
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   335
apply (rule LIMSEQ_I)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   336
apply (drule (1) LIMSEQ_D)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   337
apply (erule exE, rename_tac N)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   338
apply (rule_tac x="N + k" in exI)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   339
apply clarify
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   340
apply (drule_tac x="n - k" in spec)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   341
apply (simp add: le_diff_conv2)
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   342
done
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   343
22615
d650e51b5970 new standard proofs of some LIMSEQ lemmas
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diff changeset
   344
lemma LIMSEQ_Suc: "f ----> l \<Longrightarrow> (\<lambda>n. f (Suc n)) ----> l"
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   345
by (drule_tac k="1" in LIMSEQ_ignore_initial_segment, simp)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   346
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   347
lemma LIMSEQ_imp_Suc: "(\<lambda>n. f (Suc n)) ----> l \<Longrightarrow> f ----> l"
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   348
by (rule_tac k="1" in LIMSEQ_offset, simp)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   349
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   350
lemma LIMSEQ_Suc_iff: "(\<lambda>n. f (Suc n)) ----> l = f ----> l"
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   351
by (blast intro: LIMSEQ_imp_Suc LIMSEQ_Suc)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   352
22608
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diff changeset
   353
lemma add_diff_add:
092a3353241e add new standard proofs for limits of sequences
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parents: 21842
diff changeset
   354
  fixes a b c d :: "'a::ab_group_add"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   355
  shows "(a + c) - (b + d) = (a - b) + (c - d)"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   356
by simp
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   357
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   358
lemma minus_diff_minus:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   359
  fixes a b :: "'a::ab_group_add"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   360
  shows "(- a) - (- b) = - (a - b)"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   361
by simp
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   362
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   363
lemma LIMSEQ_add: "\<lbrakk>X ----> a; Y ----> b\<rbrakk> \<Longrightarrow> (\<lambda>n. X n + Y n) ----> a + b"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   364
by (simp only: LIMSEQ_Zseq_iff add_diff_add Zseq_add)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   365
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   366
lemma LIMSEQ_minus: "X ----> a \<Longrightarrow> (\<lambda>n. - X n) ----> - a"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   367
by (simp only: LIMSEQ_Zseq_iff minus_diff_minus Zseq_minus)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   368
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   369
lemma LIMSEQ_minus_cancel: "(\<lambda>n. - X n) ----> - a \<Longrightarrow> X ----> a"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   370
by (drule LIMSEQ_minus, simp)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   371
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   372
lemma LIMSEQ_diff: "\<lbrakk>X ----> a; Y ----> b\<rbrakk> \<Longrightarrow> (\<lambda>n. X n - Y n) ----> a - b"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   373
by (simp add: diff_minus LIMSEQ_add LIMSEQ_minus)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   374
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   375
lemma LIMSEQ_unique: "\<lbrakk>X ----> a; X ----> b\<rbrakk> \<Longrightarrow> a = b"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   376
by (drule (1) LIMSEQ_diff, simp add: LIMSEQ_const_iff)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   377
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   378
lemma (in bounded_linear) LIMSEQ:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   379
  "X ----> a \<Longrightarrow> (\<lambda>n. f (X n)) ----> f a"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   380
by (simp only: LIMSEQ_Zseq_iff diff [symmetric] Zseq)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   381
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   382
lemma (in bounded_bilinear) LIMSEQ:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   383
  "\<lbrakk>X ----> a; Y ----> b\<rbrakk> \<Longrightarrow> (\<lambda>n. X n ** Y n) ----> a ** b"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   384
by (simp only: LIMSEQ_Zseq_iff prod_diff_prod
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   385
               Zseq_add Zseq_prod Zseq_prod_left Zseq_prod_right)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   386
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   387
lemma LIMSEQ_mult:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   388
  fixes a b :: "'a::real_normed_algebra"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   389
  shows "[| X ----> a; Y ----> b |] ==> (%n. X n * Y n) ----> a * b"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   390
by (rule bounded_bilinear_mult.LIMSEQ)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   391
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   392
lemma inverse_diff_inverse:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   393
  "\<lbrakk>(a::'a::division_ring) \<noteq> 0; b \<noteq> 0\<rbrakk>
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   394
   \<Longrightarrow> inverse a - inverse b = - (inverse a * (a - b) * inverse b)"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   395
by (simp add: right_diff_distrib left_diff_distrib mult_assoc)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   396
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   397
lemma Bseq_inverse_lemma:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   398
  fixes x :: "'a::real_normed_div_algebra"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   399
  shows "\<lbrakk>r \<le> norm x; 0 < r\<rbrakk> \<Longrightarrow> norm (inverse x) \<le> inverse r"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   400
apply (subst nonzero_norm_inverse, clarsimp)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   401
apply (erule (1) le_imp_inverse_le)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   402
done
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   403
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   404
lemma Bseq_inverse:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   405
  fixes a :: "'a::real_normed_div_algebra"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   406
  assumes X: "X ----> a"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   407
  assumes a: "a \<noteq> 0"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   408
  shows "Bseq (\<lambda>n. inverse (X n))"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   409
proof -
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   410
  from a have "0 < norm a" by simp
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   411
  hence "\<exists>r>0. r < norm a" by (rule dense)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   412
  then obtain r where r1: "0 < r" and r2: "r < norm a" by fast
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   413
  obtain N where N: "\<And>n. N \<le> n \<Longrightarrow> norm (X n - a) < r"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   414
    using LIMSEQ_D [OF X r1] by fast
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   415
  show ?thesis
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   416
  proof (rule BseqI2 [rule_format])
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   417
    fix n assume n: "N \<le> n"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   418
    hence 1: "norm (X n - a) < r" by (rule N)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   419
    hence 2: "X n \<noteq> 0" using r2 by auto
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   420
    hence "norm (inverse (X n)) = inverse (norm (X n))"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   421
      by (rule nonzero_norm_inverse)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   422
    also have "\<dots> \<le> inverse (norm a - r)"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   423
    proof (rule le_imp_inverse_le)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   424
      show "0 < norm a - r" using r2 by simp
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   425
    next
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   426
      have "norm a - norm (X n) \<le> norm (a - X n)"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   427
        by (rule norm_triangle_ineq2)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   428
      also have "\<dots> = norm (X n - a)"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   429
        by (rule norm_minus_commute)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   430
      also have "\<dots> < r" using 1 .
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   431
      finally show "norm a - r \<le> norm (X n)" by simp
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   432
    qed
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   433
    finally show "norm (inverse (X n)) \<le> inverse (norm a - r)" .
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   434
  qed
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   435
qed
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   436
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   437
lemma LIMSEQ_inverse_lemma:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   438
  fixes a :: "'a::real_normed_div_algebra"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   439
  shows "\<lbrakk>X ----> a; a \<noteq> 0; \<forall>n. X n \<noteq> 0\<rbrakk>
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   440
         \<Longrightarrow> (\<lambda>n. inverse (X n)) ----> inverse a"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   441
apply (subst LIMSEQ_Zseq_iff)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   442
apply (simp add: inverse_diff_inverse nonzero_imp_inverse_nonzero)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   443
apply (rule Zseq_minus)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   444
apply (rule Zseq_mult_left)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   445
apply (rule bounded_bilinear_mult.Bseq_prod_Zseq)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   446
apply (erule (1) Bseq_inverse)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   447
apply (simp add: LIMSEQ_Zseq_iff)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   448
done
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   449
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   450
lemma LIMSEQ_inverse:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   451
  fixes a :: "'a::real_normed_div_algebra"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   452
  assumes X: "X ----> a"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   453
  assumes a: "a \<noteq> 0"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   454
  shows "(\<lambda>n. inverse (X n)) ----> inverse a"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   455
proof -
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   456
  from a have "0 < norm a" by simp
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   457
  then obtain k where "\<forall>n\<ge>k. norm (X n - a) < norm a"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   458
    using LIMSEQ_D [OF X] by fast
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   459
  hence "\<forall>n\<ge>k. X n \<noteq> 0" by auto
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   460
  hence k: "\<forall>n. X (n + k) \<noteq> 0" by simp
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   461
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   462
  from X have "(\<lambda>n. X (n + k)) ----> a"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   463
    by (rule LIMSEQ_ignore_initial_segment)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   464
  hence "(\<lambda>n. inverse (X (n + k))) ----> inverse a"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   465
    using a k by (rule LIMSEQ_inverse_lemma)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   466
  thus "(\<lambda>n. inverse (X n)) ----> inverse a"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   467
    by (rule LIMSEQ_offset)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   468
qed
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   469
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   470
lemma LIMSEQ_divide:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   471
  fixes a b :: "'a::real_normed_field"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   472
  shows "\<lbrakk>X ----> a; Y ----> b; b \<noteq> 0\<rbrakk> \<Longrightarrow> (\<lambda>n. X n / Y n) ----> a / b"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   473
by (simp add: LIMSEQ_mult LIMSEQ_inverse divide_inverse)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   474
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   475
lemma LIMSEQ_pow:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   476
  fixes a :: "'a::{real_normed_algebra,recpower}"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   477
  shows "X ----> a \<Longrightarrow> (\<lambda>n. (X n) ^ m) ----> a ^ m"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   478
by (induct m) (simp_all add: power_Suc LIMSEQ_const LIMSEQ_mult)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   479
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   480
lemma LIMSEQ_setsum:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   481
  assumes n: "\<And>n. n \<in> S \<Longrightarrow> X n ----> L n"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   482
  shows "(\<lambda>m. \<Sum>n\<in>S. X n m) ----> (\<Sum>n\<in>S. L n)"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   483
proof (cases "finite S")
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   484
  case True
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   485
  thus ?thesis using n
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   486
  proof (induct)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   487
    case empty
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   488
    show ?case
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   489
      by (simp add: LIMSEQ_const)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   490
  next
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   491
    case insert
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   492
    thus ?case
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   493
      by (simp add: LIMSEQ_add)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   494
  qed
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   495
next
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   496
  case False
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   497
  thus ?thesis
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   498
    by (simp add: LIMSEQ_const)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   499
qed
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   500
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   501
lemma LIMSEQ_setprod:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   502
  fixes L :: "'a \<Rightarrow> 'b::{real_normed_algebra,comm_ring_1}"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   503
  assumes n: "\<And>n. n \<in> S \<Longrightarrow> X n ----> L n"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   504
  shows "(\<lambda>m. \<Prod>n\<in>S. X n m) ----> (\<Prod>n\<in>S. L n)"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   505
proof (cases "finite S")
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   506
  case True
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   507
  thus ?thesis using n
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   508
  proof (induct)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   509
    case empty
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   510
    show ?case
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   511
      by (simp add: LIMSEQ_const)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   512
  next
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   513
    case insert
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   514
    thus ?case
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   515
      by (simp add: LIMSEQ_mult)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   516
  qed
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   517
next
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   518
  case False
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   519
  thus ?thesis
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   520
    by (simp add: setprod_def LIMSEQ_const)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   521
qed
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   522
22614
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   523
lemma LIMSEQ_add_const: "f ----> a ==> (%n.(f n + b)) ----> a + b"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   524
by (simp add: LIMSEQ_add LIMSEQ_const)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   525
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   526
(* FIXME: delete *)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   527
lemma LIMSEQ_add_minus:
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   528
     "[| X ----> a; Y ----> b |] ==> (%n. X n + -Y n) ----> a + -b"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   529
by (simp only: LIMSEQ_add LIMSEQ_minus)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   530
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   531
lemma LIMSEQ_diff_const: "f ----> a ==> (%n.(f n  - b)) ----> a - b"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   532
by (simp add: LIMSEQ_diff LIMSEQ_const)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   533
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   534
lemma LIMSEQ_diff_approach_zero: 
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   535
  "g ----> L ==> (%x. f x - g x) ----> 0  ==>
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   536
     f ----> L"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   537
  apply (drule LIMSEQ_add)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   538
  apply assumption
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   539
  apply simp
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   540
done
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   541
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   542
lemma LIMSEQ_diff_approach_zero2: 
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   543
  "f ----> L ==> (%x. f x - g x) ----> 0  ==>
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   544
     g ----> L";
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   545
  apply (drule LIMSEQ_diff)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   546
  apply assumption
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   547
  apply simp
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   548
done
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   549
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   550
text{*A sequence tends to zero iff its abs does*}
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   551
lemma LIMSEQ_norm_zero: "((\<lambda>n. norm (X n)) ----> 0) = (X ----> 0)"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   552
by (simp add: LIMSEQ_def)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   553
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   554
lemma LIMSEQ_rabs_zero: "((%n. \<bar>f n\<bar>) ----> 0) = (f ----> (0::real))"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   555
by (simp add: LIMSEQ_def)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   556
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   557
lemma LIMSEQ_imp_rabs: "f ----> (l::real) ==> (%n. \<bar>f n\<bar>) ----> \<bar>l\<bar>"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   558
by (drule LIMSEQ_norm, simp)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   559
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   560
text{*An unbounded sequence's inverse tends to 0*}
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   561
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   562
text{* standard proof seems easier *}
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   563
lemma LIMSEQ_inverse_zero:
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   564
      "\<forall>y::real. \<exists>N. \<forall>n \<ge> N. y < f(n) ==> (%n. inverse(f n)) ----> 0"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   565
apply (simp add: LIMSEQ_def, safe)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   566
apply (drule_tac x = "inverse r" in spec, safe)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   567
apply (rule_tac x = N in exI, safe)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   568
apply (drule spec, auto)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   569
apply (frule positive_imp_inverse_positive)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   570
apply (frule order_less_trans, assumption)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   571
apply (frule_tac a = "f n" in positive_imp_inverse_positive)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   572
apply (simp add: abs_if) 
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   573
apply (rule_tac t = r in inverse_inverse_eq [THEN subst])
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   574
apply (auto intro: inverse_less_iff_less [THEN iffD2]
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   575
            simp del: inverse_inverse_eq)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   576
done
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   577
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   578
text{*The sequence @{term "1/n"} tends to 0 as @{term n} tends to infinity*}
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   579
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   580
lemma LIMSEQ_inverse_real_of_nat: "(%n. inverse(real(Suc n))) ----> 0"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   581
apply (rule LIMSEQ_inverse_zero, safe)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   582
apply (cut_tac x = y in reals_Archimedean2)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   583
apply (safe, rule_tac x = n in exI)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   584
apply (auto simp add: real_of_nat_Suc)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   585
done
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   586
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   587
text{*The sequence @{term "r + 1/n"} tends to @{term r} as @{term n} tends to
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   588
infinity is now easily proved*}
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   589
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   590
lemma LIMSEQ_inverse_real_of_nat_add:
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   591
     "(%n. r + inverse(real(Suc n))) ----> r"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   592
by (cut_tac LIMSEQ_add [OF LIMSEQ_const LIMSEQ_inverse_real_of_nat], auto)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   593
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   594
lemma LIMSEQ_inverse_real_of_nat_add_minus:
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   595
     "(%n. r + -inverse(real(Suc n))) ----> r"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   596
by (cut_tac LIMSEQ_add_minus [OF LIMSEQ_const LIMSEQ_inverse_real_of_nat], auto)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   597
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   598
lemma LIMSEQ_inverse_real_of_nat_add_minus_mult:
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   599
     "(%n. r*( 1 + -inverse(real(Suc n)))) ----> r"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   600
by (cut_tac b=1 in
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   601
        LIMSEQ_mult [OF LIMSEQ_const LIMSEQ_inverse_real_of_nat_add_minus], auto)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   602
22615
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   603
lemma LIMSEQ_le_const:
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   604
  "\<lbrakk>X ----> (x::real); \<exists>N. \<forall>n\<ge>N. a \<le> X n\<rbrakk> \<Longrightarrow> a \<le> x"
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   605
apply (rule ccontr, simp only: linorder_not_le)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   606
apply (drule_tac r="a - x" in LIMSEQ_D, simp)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   607
apply clarsimp
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   608
apply (drule_tac x="max N no" in spec, drule mp, rule le_maxI1)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   609
apply (drule_tac x="max N no" in spec, drule mp, rule le_maxI2)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   610
apply simp
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   611
done
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   612
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   613
lemma LIMSEQ_le_const2:
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   614
  "\<lbrakk>X ----> (x::real); \<exists>N. \<forall>n\<ge>N. X n \<le> a\<rbrakk> \<Longrightarrow> x \<le> a"
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   615
apply (subgoal_tac "- a \<le> - x", simp)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   616
apply (rule LIMSEQ_le_const)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   617
apply (erule LIMSEQ_minus)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   618
apply simp
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   619
done
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   620
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   621
lemma LIMSEQ_le:
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   622
  "\<lbrakk>X ----> x; Y ----> y; \<exists>N. \<forall>n\<ge>N. X n \<le> Y n\<rbrakk> \<Longrightarrow> x \<le> (y::real)"
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   623
apply (subgoal_tac "0 \<le> y - x", simp)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   624
apply (rule LIMSEQ_le_const)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   625
apply (erule (1) LIMSEQ_diff)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   626
apply (simp add: le_diff_eq)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   627
done
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   628
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   629
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   630
subsection {* Convergence *}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   631
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   632
lemma limI: "X ----> L ==> lim X = L"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   633
apply (simp add: lim_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   634
apply (blast intro: LIMSEQ_unique)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   635
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   636
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   637
lemma convergentD: "convergent X ==> \<exists>L. (X ----> L)"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   638
by (simp add: convergent_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   639
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   640
lemma convergentI: "(X ----> L) ==> convergent X"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   641
by (auto simp add: convergent_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   642
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   643
lemma convergent_LIMSEQ_iff: "convergent X = (X ----> lim X)"
20682
cecff1f51431 define constants with THE instead of SOME
huffman
parents: 20653
diff changeset
   644
by (auto intro: theI LIMSEQ_unique simp add: convergent_def lim_def)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   645
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   646
lemma convergent_minus_iff: "(convergent X) = (convergent (%n. -(X n)))"
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   647
apply (simp add: convergent_def)
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   648
apply (auto dest: LIMSEQ_minus)
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   649
apply (drule LIMSEQ_minus, auto)
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   650
done
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   651
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   652
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   653
subsection {* Bounded Monotonic Sequences *}
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   654
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   655
text{*Subsequence (alternative definition, (e.g. Hoskins)*}
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   656
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   657
lemma subseq_Suc_iff: "subseq f = (\<forall>n. (f n) < (f (Suc n)))"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   658
apply (simp add: subseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   659
apply (auto dest!: less_imp_Suc_add)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   660
apply (induct_tac k)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   661
apply (auto intro: less_trans)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   662
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   663
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   664
lemma monoseq_Suc:
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   665
   "monoseq X = ((\<forall>n. X n \<le> X (Suc n))
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   666
                 | (\<forall>n. X (Suc n) \<le> X n))"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   667
apply (simp add: monoseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   668
apply (auto dest!: le_imp_less_or_eq)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   669
apply (auto intro!: lessI [THEN less_imp_le] dest!: less_imp_Suc_add)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   670
apply (induct_tac "ka")
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   671
apply (auto intro: order_trans)
18585
5d379fe2eb74 replaced swap by contrapos_np;
wenzelm
parents: 17439
diff changeset
   672
apply (erule contrapos_np)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   673
apply (induct_tac "k")
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   674
apply (auto intro: order_trans)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   675
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   676
15360
300e09825d8b Added "ALL x > y" and relatives.
nipkow
parents: 15312
diff changeset
   677
lemma monoI1: "\<forall>m. \<forall> n \<ge> m. X m \<le> X n ==> monoseq X"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   678
by (simp add: monoseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   679
15360
300e09825d8b Added "ALL x > y" and relatives.
nipkow
parents: 15312
diff changeset
   680
lemma monoI2: "\<forall>m. \<forall> n \<ge> m. X n \<le> X m ==> monoseq X"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   681
by (simp add: monoseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   682
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   683
lemma mono_SucI1: "\<forall>n. X n \<le> X (Suc n) ==> monoseq X"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   684
by (simp add: monoseq_Suc)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   685
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   686
lemma mono_SucI2: "\<forall>n. X (Suc n) \<le> X n ==> monoseq X"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   687
by (simp add: monoseq_Suc)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   688
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   689
text{*Bounded Sequence*}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   690
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   691
lemma BseqD: "Bseq X ==> \<exists>K. 0 < K & (\<forall>n. norm (X n) \<le> K)"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   692
by (simp add: Bseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   693
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   694
lemma BseqI: "[| 0 < K; \<forall>n. norm (X n) \<le> K |] ==> Bseq X"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   695
by (auto simp add: Bseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   696
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   697
lemma lemma_NBseq_def:
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   698
     "(\<exists>K > 0. \<forall>n. norm (X n) \<le> K) =
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   699
      (\<exists>N. \<forall>n. norm (X n) \<le> real(Suc N))"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   700
apply auto
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   701
 prefer 2 apply force
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   702
apply (cut_tac x = K in reals_Archimedean2, clarify)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   703
apply (rule_tac x = n in exI, clarify)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   704
apply (drule_tac x = na in spec)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   705
apply (auto simp add: real_of_nat_Suc)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   706
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   707
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   708
text{* alternative definition for Bseq *}
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   709
lemma Bseq_iff: "Bseq X = (\<exists>N. \<forall>n. norm (X n) \<le> real(Suc N))"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   710
apply (simp add: Bseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   711
apply (simp (no_asm) add: lemma_NBseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   712
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   713
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   714
lemma lemma_NBseq_def2:
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   715
     "(\<exists>K > 0. \<forall>n. norm (X n) \<le> K) = (\<exists>N. \<forall>n. norm (X n) < real(Suc N))"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   716
apply (subst lemma_NBseq_def, auto)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   717
apply (rule_tac x = "Suc N" in exI)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   718
apply (rule_tac [2] x = N in exI)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   719
apply (auto simp add: real_of_nat_Suc)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   720
 prefer 2 apply (blast intro: order_less_imp_le)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   721
apply (drule_tac x = n in spec, simp)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   722
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   723
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   724
(* yet another definition for Bseq *)
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   725
lemma Bseq_iff1a: "Bseq X = (\<exists>N. \<forall>n. norm (X n) < real(Suc N))"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   726
by (simp add: Bseq_def lemma_NBseq_def2)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   727
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   728
subsubsection{*Upper Bounds and Lubs of Bounded Sequences*}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   729
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   730
lemma Bseq_isUb:
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   731
  "!!(X::nat=>real). Bseq X ==> \<exists>U. isUb (UNIV::real set) {x. \<exists>n. X n = x} U"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   732
by (auto intro: isUbI setleI simp add: Bseq_def abs_le_interval_iff)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   733
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   734
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   735
text{* Use completeness of reals (supremum property)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   736
   to show that any bounded sequence has a least upper bound*}
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   737
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   738
lemma Bseq_isLub:
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   739
  "!!(X::nat=>real). Bseq X ==>
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   740
   \<exists>U. isLub (UNIV::real set) {x. \<exists>n. X n = x} U"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   741
by (blast intro: reals_complete Bseq_isUb)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   742
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   743
subsubsection{*A Bounded and Monotonic Sequence Converges*}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   744
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   745
lemma lemma_converg1:
15360
300e09825d8b Added "ALL x > y" and relatives.
nipkow
parents: 15312
diff changeset
   746
     "!!(X::nat=>real). [| \<forall>m. \<forall> n \<ge> m. X m \<le> X n;
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   747
                  isLub (UNIV::real set) {x. \<exists>n. X n = x} (X ma)
15360
300e09825d8b Added "ALL x > y" and relatives.
nipkow
parents: 15312
diff changeset
   748
               |] ==> \<forall>n \<ge> ma. X n = X ma"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   749
apply safe
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   750
apply (drule_tac y = "X n" in isLubD2)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   751
apply (blast dest: order_antisym)+
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   752
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   753
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   754
text{* The best of both worlds: Easier to prove this result as a standard
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   755
   theorem and then use equivalence to "transfer" it into the
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   756
   equivalent nonstandard form if needed!*}
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   757
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   758
lemma Bmonoseq_LIMSEQ: "\<forall>n. m \<le> n --> X n = X m ==> \<exists>L. (X ----> L)"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   759
apply (simp add: LIMSEQ_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   760
apply (rule_tac x = "X m" in exI, safe)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   761
apply (rule_tac x = m in exI, safe)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   762
apply (drule spec, erule impE, auto)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   763
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   764
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   765
lemma lemma_converg2:
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   766
   "!!(X::nat=>real).
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   767
    [| \<forall>m. X m ~= U;  isLub UNIV {x. \<exists>n. X n = x} U |] ==> \<forall>m. X m < U"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   768
apply safe
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   769
apply (drule_tac y = "X m" in isLubD2)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   770
apply (auto dest!: order_le_imp_less_or_eq)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   771
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   772
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   773
lemma lemma_converg3: "!!(X ::nat=>real). \<forall>m. X m \<le> U ==> isUb UNIV {x. \<exists>n. X n = x} U"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   774
by (rule setleI [THEN isUbI], auto)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   775
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   776
text{* FIXME: @{term "U - T < U"} is redundant *}
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   777
lemma lemma_converg4: "!!(X::nat=> real).
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   778
               [| \<forall>m. X m ~= U;
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   779
                  isLub UNIV {x. \<exists>n. X n = x} U;
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   780
                  0 < T;
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   781
                  U + - T < U
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   782
               |] ==> \<exists>m. U + -T < X m & X m < U"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   783
apply (drule lemma_converg2, assumption)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   784
apply (rule ccontr, simp)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   785
apply (simp add: linorder_not_less)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   786
apply (drule lemma_converg3)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   787
apply (drule isLub_le_isUb, assumption)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   788
apply (auto dest: order_less_le_trans)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   789
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   790
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   791
text{*A standard proof of the theorem for monotone increasing sequence*}
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   792
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   793
lemma Bseq_mono_convergent:
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   794
     "[| Bseq X; \<forall>m. \<forall>n \<ge> m. X m \<le> X n |] ==> convergent (X::nat=>real)"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   795
apply (simp add: convergent_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   796
apply (frule Bseq_isLub, safe)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   797
apply (case_tac "\<exists>m. X m = U", auto)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   798
apply (blast dest: lemma_converg1 Bmonoseq_LIMSEQ)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   799
(* second case *)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   800
apply (rule_tac x = U in exI)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   801
apply (subst LIMSEQ_iff, safe)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   802
apply (frule lemma_converg2, assumption)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   803
apply (drule lemma_converg4, auto)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   804
apply (rule_tac x = m in exI, safe)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   805
apply (subgoal_tac "X m \<le> X n")
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   806
 prefer 2 apply blast
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   807
apply (drule_tac x=n and P="%m. X m < U" in spec, arith)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   808
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   809
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   810
lemma Bseq_minus_iff: "Bseq (%n. -(X n)) = Bseq X"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   811
by (simp add: Bseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   812
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   813
text{*Main monotonicity theorem*}
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   814
lemma Bseq_monoseq_convergent: "[| Bseq X; monoseq X |] ==> convergent X"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   815
apply (simp add: monoseq_def, safe)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   816
apply (rule_tac [2] convergent_minus_iff [THEN ssubst])
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   817
apply (drule_tac [2] Bseq_minus_iff [THEN ssubst])
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   818
apply (auto intro!: Bseq_mono_convergent)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   819
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   820
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   821
subsubsection{*A Few More Equivalence Theorems for Boundedness*}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   822
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   823
text{*alternative formulation for boundedness*}
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   824
lemma Bseq_iff2: "Bseq X = (\<exists>k > 0. \<exists>x. \<forall>n. norm (X(n) + -x) \<le> k)"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   825
apply (unfold Bseq_def, safe)
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   826
apply (rule_tac [2] x = "k + norm x" in exI)
15360
300e09825d8b Added "ALL x > y" and relatives.
nipkow
parents: 15312
diff changeset
   827
apply (rule_tac x = K in exI, simp)
15221
8412cfdf3287 tweaking of arithmetic proofs
paulson
parents: 15140
diff changeset
   828
apply (rule exI [where x = 0], auto)
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   829
apply (erule order_less_le_trans, simp)
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   830
apply (drule_tac x=n in spec, fold diff_def)
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   831
apply (drule order_trans [OF norm_triangle_ineq2])
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   832
apply simp
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   833
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   834
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   835
text{*alternative formulation for boundedness*}
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   836
lemma Bseq_iff3: "Bseq X = (\<exists>k > 0. \<exists>N. \<forall>n. norm(X(n) + -X(N)) \<le> k)"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   837
apply safe
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   838
apply (simp add: Bseq_def, safe)
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   839
apply (rule_tac x = "K + norm (X N)" in exI)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   840
apply auto
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   841
apply (erule order_less_le_trans, simp)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   842
apply (rule_tac x = N in exI, safe)
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   843
apply (drule_tac x = n in spec)
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   844
apply (rule order_trans [OF norm_triangle_ineq], simp)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   845
apply (auto simp add: Bseq_iff2)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   846
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   847
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   848
lemma BseqI2: "(\<forall>n. k \<le> f n & f n \<le> (K::real)) ==> Bseq f"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   849
apply (simp add: Bseq_def)
15221
8412cfdf3287 tweaking of arithmetic proofs
paulson
parents: 15140
diff changeset
   850
apply (rule_tac x = " (\<bar>k\<bar> + \<bar>K\<bar>) + 1" in exI, auto)
20217
25b068a99d2b linear arithmetic splits certain operators (e.g. min, max, abs)
webertj
parents: 19765
diff changeset
   851
apply (drule_tac x = n in spec, arith)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   852
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   853
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   854
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   855
subsection {* Cauchy Sequences *}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   856
20751
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents: 20740
diff changeset
   857
lemma CauchyI:
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents: 20740
diff changeset
   858
  "(\<And>e. 0 < e \<Longrightarrow> \<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. norm (X m - X n) < e) \<Longrightarrow> Cauchy X"
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents: 20740
diff changeset
   859
by (simp add: Cauchy_def)
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents: 20740
diff changeset
   860
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents: 20740
diff changeset
   861
lemma CauchyD:
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents: 20740
diff changeset
   862
  "\<lbrakk>Cauchy X; 0 < e\<rbrakk> \<Longrightarrow> \<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. norm (X m - X n) < e"
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents: 20740
diff changeset
   863
by (simp add: Cauchy_def)
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents: 20740
diff changeset
   864
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   865
subsubsection {* Cauchy Sequences are Bounded *}
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   866
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   867
text{*A Cauchy sequence is bounded -- this is the standard
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   868
  proof mechanization rather than the nonstandard proof*}
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   869
20563
44eda2314aab replace (x + - y) with (x - y)
huffman
parents: 20552
diff changeset
   870
lemma lemmaCauchy: "\<forall>n \<ge> M. norm (X M - X n) < (1::real)
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   871
          ==>  \<forall>n \<ge> M. norm (X n :: 'a::real_normed_vector) < 1 + norm (X M)"
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   872
apply (clarify, drule spec, drule (1) mp)
20563
44eda2314aab replace (x + - y) with (x - y)
huffman
parents: 20552
diff changeset
   873
apply (simp only: norm_minus_commute)
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   874
apply (drule order_le_less_trans [OF norm_triangle_ineq2])
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   875
apply simp
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   876
done
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   877
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   878
lemma Cauchy_Bseq: "Cauchy X ==> Bseq X"
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   879
apply (simp add: Cauchy_def)
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   880
apply (drule spec, drule mp, rule zero_less_one, safe)
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   881
apply (drule_tac x="M" in spec, simp)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   882
apply (drule lemmaCauchy)
22608
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   883
apply (rule_tac k="M" in Bseq_offset)
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   884
apply (simp add: Bseq_def)
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   885
apply (rule_tac x="1 + norm (X M)" in exI)
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   886
apply (rule conjI, rule order_less_le_trans [OF zero_less_one], simp)
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   887
apply (simp add: order_less_imp_le)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   888
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   889
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   890
subsubsection {* Cauchy Sequences are Convergent *}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   891
20830
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
   892
axclass banach \<subseteq> real_normed_vector
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
   893
  Cauchy_convergent: "Cauchy X \<Longrightarrow> convergent X"
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
   894
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   895
theorem LIMSEQ_imp_Cauchy:
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   896
  assumes X: "X ----> a" shows "Cauchy X"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   897
proof (rule CauchyI)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   898
  fix e::real assume "0 < e"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   899
  hence "0 < e/2" by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   900
  with X have "\<exists>N. \<forall>n\<ge>N. norm (X n - a) < e/2" by (rule LIMSEQ_D)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   901
  then obtain N where N: "\<forall>n\<ge>N. norm (X n - a) < e/2" ..
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   902
  show "\<exists>N. \<forall>m\<ge>N. \<forall>n\<ge>N. norm (X m - X n) < e"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   903
  proof (intro exI allI impI)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   904
    fix m assume "N \<le> m"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   905
    hence m: "norm (X m - a) < e/2" using N by fast
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   906
    fix n assume "N \<le> n"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   907
    hence n: "norm (X n - a) < e/2" using N by fast
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   908
    have "norm (X m - X n) = norm ((X m - a) - (X n - a))" by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   909
    also have "\<dots> \<le> norm (X m - a) + norm (X n - a)"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   910
      by (rule norm_triangle_ineq4)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   911
    also from m n have "\<dots> < e/2 + e/2" by (rule add_strict_mono)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   912
    also have "e/2 + e/2 = e" by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   913
    finally show "norm (X m - X n) < e" .
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   914
  qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   915
qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   916
20691
53cbea20e4d9 add lemma convergent_Cauchy
huffman
parents: 20685
diff changeset
   917
lemma convergent_Cauchy: "convergent X \<Longrightarrow> Cauchy X"
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   918
unfolding convergent_def
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   919
by (erule exE, erule LIMSEQ_imp_Cauchy)
20691
53cbea20e4d9 add lemma convergent_Cauchy
huffman
parents: 20685
diff changeset
   920
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   921
text {*
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   922
Proof that Cauchy sequences converge based on the one from
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   923
http://pirate.shu.edu/~wachsmut/ira/numseq/proofs/cauconv.html
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   924
*}
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   925
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   926
text {*
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   927
  If sequence @{term "X"} is Cauchy, then its limit is the lub of
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   928
  @{term "{r::real. \<exists>N. \<forall>n\<ge>N. r < X n}"}
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   929
*}
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   930
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   931
lemma isUb_UNIV_I: "(\<And>y. y \<in> S \<Longrightarrow> y \<le> u) \<Longrightarrow> isUb UNIV S u"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   932
by (simp add: isUbI setleI)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   933
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   934
lemma real_abs_diff_less_iff:
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   935
  "(\<bar>x - a\<bar> < (r::real)) = (a - r < x \<and> x < a + r)"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   936
by auto
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   937
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   938
locale (open) real_Cauchy =
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   939
  fixes X :: "nat \<Rightarrow> real"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   940
  assumes X: "Cauchy X"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   941
  fixes S :: "real set"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   942
  defines S_def: "S \<equiv> {x::real. \<exists>N. \<forall>n\<ge>N. x < X n}"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   943
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   944
lemma (in real_Cauchy) mem_S: "\<forall>n\<ge>N. x < X n \<Longrightarrow> x \<in> S"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   945
by (unfold S_def, auto)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   946
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   947
lemma (in real_Cauchy) bound_isUb:
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   948
  assumes N: "\<forall>n\<ge>N. X n < x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   949
  shows "isUb UNIV S x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   950
proof (rule isUb_UNIV_I)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   951
  fix y::real assume "y \<in> S"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   952
  hence "\<exists>M. \<forall>n\<ge>M. y < X n"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   953
    by (simp add: S_def)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   954
  then obtain M where "\<forall>n\<ge>M. y < X n" ..
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   955
  hence "y < X (max M N)" by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   956
  also have "\<dots> < x" using N by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   957
  finally show "y \<le> x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   958
    by (rule order_less_imp_le)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   959
qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   960
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   961
lemma (in real_Cauchy) isLub_ex: "\<exists>u. isLub UNIV S u"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   962
proof (rule reals_complete)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   963
  obtain N where "\<forall>m\<ge>N. \<forall>n\<ge>N. norm (X m - X n) < 1"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   964
    using CauchyD [OF X zero_less_one] by fast
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   965
  hence N: "\<forall>n\<ge>N. norm (X n - X N) < 1" by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   966
  show "\<exists>x. x \<in> S"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   967
  proof
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   968
    from N have "\<forall>n\<ge>N. X N - 1 < X n"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   969
      by (simp add: real_abs_diff_less_iff)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   970
    thus "X N - 1 \<in> S" by (rule mem_S)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   971
  qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   972
  show "\<exists>u. isUb UNIV S u"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   973
  proof
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   974
    from N have "\<forall>n\<ge>N. X n < X N + 1"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   975
      by (simp add: real_abs_diff_less_iff)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   976
    thus "isUb UNIV S (X N + 1)"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   977
      by (rule bound_isUb)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   978
  qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   979
qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   980
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   981
lemma (in real_Cauchy) isLub_imp_LIMSEQ:
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   982
  assumes x: "isLub UNIV S x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   983
  shows "X ----> x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   984
proof (rule LIMSEQ_I)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   985
  fix r::real assume "0 < r"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   986
  hence r: "0 < r/2" by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   987
  obtain N where "\<forall>n\<ge>N. \<forall>m\<ge>N. norm (X n - X m) < r/2"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   988
    using CauchyD [OF X r] by fast
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   989
  hence "\<forall>n\<ge>N. norm (X n - X N) < r/2" by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   990
  hence N: "\<forall>n\<ge>N. X N - r/2 < X n \<and> X n < X N + r/2"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   991
    by (simp only: real_norm_def real_abs_diff_less_iff)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   992
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   993
  from N have "\<forall>n\<ge>N. X N - r/2 < X n" by fast
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   994
  hence "X N - r/2 \<in> S" by (rule mem_S)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   995
  hence "X N - r/2 \<le> x" using x isLub_isUb isUbD by fast
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   996
  hence 1: "X N + r/2 \<le> x + r" by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   997
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   998
  from N have "\<forall>n\<ge>N. X n < X N + r/2" by fast
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   999
  hence "isUb UNIV S (X N + r/2)" by (rule bound_isUb)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1000
  hence "x \<le> X N + r/2" using x isLub_le_isUb by fast
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1001
  hence 2: "x - r \<le> X N - r/2" by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1002
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1003
  show "\<exists>N. \<forall>n\<ge>N. norm (X n - x) < r"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1004
  proof (intro exI allI impI)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1005
    fix n assume n: "N \<le> n"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1006
    from N n have 3: "X n < X N + r/2" by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1007
    from N n have 4: "X N - r/2 < X n" by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1008
    show "norm (X n - x) < r"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1009
      using order_less_le_trans [OF 3 1]
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1010
            order_le_less_trans [OF 2 4]
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1011
      by (simp add: real_abs_diff_less_iff)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1012
  qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1013
qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1014
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1015
lemma (in real_Cauchy) LIMSEQ_ex: "\<exists>x. X ----> x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1016
proof -
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1017
  obtain x where "isLub UNIV S x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1018
    using isLub_ex by fast
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1019
  hence "X ----> x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1020
    by (rule isLub_imp_LIMSEQ)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1021
  thus ?thesis ..
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1022
qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1023
20830
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1024
lemma real_Cauchy_convergent:
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1025
  fixes X :: "nat \<Rightarrow> real"
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1026
  shows "Cauchy X \<Longrightarrow> convergent X"
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1027
unfolding convergent_def by (rule real_Cauchy.LIMSEQ_ex)
20830
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1028
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1029
instance real :: banach
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1030
by intro_classes (rule real_Cauchy_convergent)
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1031
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1032
lemma Cauchy_convergent_iff:
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1033
  fixes X :: "nat \<Rightarrow> 'a::banach"
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1034
  shows "Cauchy X = convergent X"
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1035
by (fast intro: Cauchy_convergent convergent_Cauchy)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1036
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1037
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
  1038
subsection {* Power Sequences *}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1039
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1040
text{*The sequence @{term "x^n"} tends to 0 if @{term "0\<le>x"} and @{term
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1041
"x<1"}.  Proof will use (NS) Cauchy equivalence for convergence and
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1042
  also fact that bounded and monotonic sequence converges.*}
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1043
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1044
lemma Bseq_realpow: "[| 0 \<le> (x::real); x \<le> 1 |] ==> Bseq (%n. x ^ n)"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1045
apply (simp add: Bseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1046
apply (rule_tac x = 1 in exI)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1047
apply (simp add: power_abs)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1048
apply (auto dest: power_mono intro: order_less_imp_le simp add: abs_if)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1049
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1050
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1051
lemma monoseq_realpow: "[| 0 \<le> x; x \<le> 1 |] ==> monoseq (%n. x ^ n)"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1052
apply (clarify intro!: mono_SucI2)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1053
apply (cut_tac n = n and N = "Suc n" and a = x in power_decreasing, auto)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1054
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1055
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1056
lemma convergent_realpow:
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1057
  "[| 0 \<le> (x::real); x \<le> 1 |] ==> convergent (%n. x ^ n)"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1058
by (blast intro!: Bseq_monoseq_convergent Bseq_realpow monoseq_realpow)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1059
22628
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1060
lemma LIMSEQ_inverse_realpow_zero_lemma:
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1061
  fixes x :: real
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1062
  assumes x: "0 \<le> x"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1063
  shows "real n * x + 1 \<le> (x + 1) ^ n"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1064
apply (induct n)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1065
apply simp
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1066
apply simp
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1067
apply (rule order_trans)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1068
prefer 2
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1069
apply (erule mult_left_mono)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1070
apply (rule add_increasing [OF x], simp)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1071
apply (simp add: real_of_nat_Suc)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1072
apply (simp add: ring_distrib)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1073
apply (simp add: mult_nonneg_nonneg x)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1074
done
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1075
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1076
lemma LIMSEQ_inverse_realpow_zero:
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1077
  "1 < (x::real) \<Longrightarrow> (\<lambda>n. inverse (x ^ n)) ----> 0"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1078
proof (rule LIMSEQ_inverse_zero [rule_format])
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1079
  fix y :: real
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1080
  assume x: "1 < x"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1081
  hence "0 < x - 1" by simp
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1082
  hence "\<forall>y. \<exists>N::nat. y < real N * (x - 1)"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1083
    by (rule reals_Archimedean3)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1084
  hence "\<exists>N::nat. y < real N * (x - 1)" ..
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1085
  then obtain N::nat where "y < real N * (x - 1)" ..
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1086
  also have "\<dots> \<le> real N * (x - 1) + 1" by simp
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1087
  also have "\<dots> \<le> (x - 1 + 1) ^ N"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1088
    by (rule LIMSEQ_inverse_realpow_zero_lemma, cut_tac x, simp)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1089
  also have "\<dots> = x ^ N" by simp
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1090
  finally have "y < x ^ N" .
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1091
  hence "\<forall>n\<ge>N. y < x ^ n"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1092
    apply clarify
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1093
    apply (erule order_less_le_trans)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1094
    apply (erule power_increasing)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1095
    apply (rule order_less_imp_le [OF x])
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1096
    done
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1097
  thus "\<exists>N. \<forall>n\<ge>N. y < x ^ n" ..
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1098
qed
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1099
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1100
lemma LIMSEQ_realpow_zero:
22628
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1101
  "\<lbrakk>0 \<le> (x::real); x < 1\<rbrakk> \<Longrightarrow> (\<lambda>n. x ^ n) ----> 0"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1102
proof (cases)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1103
  assume "x = 0"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1104
  hence "(\<lambda>n. x ^ Suc n) ----> 0" by (simp add: LIMSEQ_const)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1105
  thus ?thesis by (rule LIMSEQ_imp_Suc)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1106
next
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1107
  assume "0 \<le> x" and "x \<noteq> 0"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1108
  hence x0: "0 < x" by simp
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1109
  assume x1: "x < 1"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1110
  from x0 x1 have "1 < inverse x"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1111
    by (rule real_inverse_gt_one)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1112
  hence "(\<lambda>n. inverse (inverse x ^ n)) ----> 0"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1113
    by (rule LIMSEQ_inverse_realpow_zero)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1114
  thus ?thesis by (simp add: power_inverse)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1115
qed
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1116
20685
fee8c75e3b5d added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents: 20682
diff changeset
  1117
lemma LIMSEQ_power_zero:
fee8c75e3b5d added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents: 20682
diff changeset
  1118
  fixes x :: "'a::{real_normed_div_algebra,recpower}"
fee8c75e3b5d added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents: 20682
diff changeset
  1119
  shows "norm x < 1 \<Longrightarrow> (\<lambda>n. x ^ n) ----> 0"
fee8c75e3b5d added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents: 20682
diff changeset
  1120
apply (drule LIMSEQ_realpow_zero [OF norm_ge_zero])
fee8c75e3b5d added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents: 20682
diff changeset
  1121
apply (simp add: norm_power [symmetric] LIMSEQ_norm_zero)
fee8c75e3b5d added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents: 20682
diff changeset
  1122
done
fee8c75e3b5d added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents: 20682
diff changeset
  1123
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1124
lemma LIMSEQ_divide_realpow_zero:
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1125
  "1 < (x::real) ==> (%n. a / (x ^ n)) ----> 0"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1126
apply (cut_tac a = a and x1 = "inverse x" in
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1127
        LIMSEQ_mult [OF LIMSEQ_const LIMSEQ_realpow_zero])
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1128
apply (auto simp add: divide_inverse power_inverse)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1129
apply (simp add: inverse_eq_divide pos_divide_less_eq)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1130
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1131
15102
04b0e943fcc9 new simprules Int_subset_iff and Un_subset_iff
paulson
parents: 15085
diff changeset
  1132
text{*Limit of @{term "c^n"} for @{term"\<bar>c\<bar> < 1"}*}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1133
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1134
lemma LIMSEQ_rabs_realpow_zero: "\<bar>c\<bar> < (1::real) ==> (%n. \<bar>c\<bar> ^ n) ----> 0"
20685
fee8c75e3b5d added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents: 20682
diff changeset
  1135
by (rule LIMSEQ_realpow_zero [OF abs_ge_zero])
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1136
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1137
lemma LIMSEQ_rabs_realpow_zero2: "\<bar>c\<bar> < (1::real) ==> (%n. c ^ n) ----> 0"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1138
apply (rule LIMSEQ_rabs_zero [THEN iffD1])
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1139
apply (auto intro: LIMSEQ_rabs_realpow_zero simp add: power_abs)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1140
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1141
10751
a81ea5d3dd41 separation of HOL-Hyperreal from HOL-Real
paulson
parents:
diff changeset
  1142
end