| author | dixon | 
| Thu, 02 Nov 2006 14:27:18 +0100 | |
| changeset 21145 | 87a03f9b7db2 | 
| parent 21141 | f0b5e6254a1f | 
| child 21404 | eb85850d3eb7 | 
| permissions | -rw-r--r-- | 
| 10751 | 1 | (* Title : Series.thy | 
| 2 | Author : Jacques D. Fleuriot | |
| 3 | Copyright : 1998 University of Cambridge | |
| 14416 | 4 | |
| 5 | Converted to Isar and polished by lcp | |
| 15539 | 6 | Converted to setsum and polished yet more by TNN | 
| 16819 | 7 | Additional contributions by Jeremy Avigad | 
| 10751 | 8 | *) | 
| 9 | ||
| 14416 | 10 | header{*Finite Summation and Infinite Series*}
 | 
| 10751 | 11 | |
| 15131 | 12 | theory Series | 
| 21141 | 13 | imports SEQ | 
| 15131 | 14 | begin | 
| 15561 | 15 | |
| 19765 | 16 | definition | 
| 20692 | 17 | sums :: "(nat \<Rightarrow> 'a::real_normed_vector) \<Rightarrow> 'a \<Rightarrow> bool" | 
| 18 | (infixr "sums" 80) | |
| 19765 | 19 |    "f sums s = (%n. setsum f {0..<n}) ----> s"
 | 
| 10751 | 20 | |
| 20692 | 21 | summable :: "(nat \<Rightarrow> 'a::real_normed_vector) \<Rightarrow> bool" | 
| 19765 | 22 | "summable f = (\<exists>s. f sums s)" | 
| 14416 | 23 | |
| 20692 | 24 | suminf :: "(nat \<Rightarrow> 'a::real_normed_vector) \<Rightarrow> 'a" | 
| 20688 | 25 | "suminf f = (THE s. f sums s)" | 
| 14416 | 26 | |
| 15546 | 27 | syntax | 
| 20692 | 28 |   "_suminf" :: "idt \<Rightarrow> 'a \<Rightarrow> 'a" ("\<Sum>_. _" [0, 10] 10)
 | 
| 15546 | 29 | translations | 
| 20770 | 30 | "\<Sum>i. b" == "CONST suminf (%i. b)" | 
| 15546 | 31 | |
| 14416 | 32 | |
| 15539 | 33 | lemma sumr_diff_mult_const: | 
| 34 |  "setsum f {0..<n} - (real n*r) = setsum (%i. f i - r) {0..<n::nat}"
 | |
| 15536 | 35 | by (simp add: diff_minus setsum_addf real_of_nat_def) | 
| 36 | ||
| 15542 | 37 | lemma real_setsum_nat_ivl_bounded: | 
| 38 | "(!!p. p < n \<Longrightarrow> f(p) \<le> K) | |
| 39 |       \<Longrightarrow> setsum f {0..<n::nat} \<le> real n * K"
 | |
| 40 | using setsum_bounded[where A = "{0..<n}"]
 | |
| 41 | by (auto simp:real_of_nat_def) | |
| 14416 | 42 | |
| 15539 | 43 | (* Generalize from real to some algebraic structure? *) | 
| 44 | lemma sumr_minus_one_realpow_zero [simp]: | |
| 15543 | 45 | "(\<Sum>i=0..<2*n. (-1) ^ Suc i) = (0::real)" | 
| 15251 | 46 | by (induct "n", auto) | 
| 14416 | 47 | |
| 15539 | 48 | (* FIXME this is an awful lemma! *) | 
| 49 | lemma sumr_one_lb_realpow_zero [simp]: | |
| 50 | "(\<Sum>n=Suc 0..<n. f(n) * (0::real) ^ n) = 0" | |
| 20692 | 51 | by (rule setsum_0', simp) | 
| 14416 | 52 | |
| 15543 | 53 | lemma sumr_group: | 
| 15539 | 54 |      "(\<Sum>m=0..<n::nat. setsum f {m * k ..< m*k + k}) = setsum f {0 ..< n * k}"
 | 
| 15543 | 55 | apply (subgoal_tac "k = 0 | 0 < k", auto) | 
| 15251 | 56 | apply (induct "n") | 
| 15539 | 57 | apply (simp_all add: setsum_add_nat_ivl add_commute) | 
| 14416 | 58 | done | 
| 15539 | 59 | |
| 20692 | 60 | lemma sumr_offset3: | 
| 61 |   "setsum f {0::nat..<n+k} = (\<Sum>m=0..<n. f (m+k)) + setsum f {0..<k}"
 | |
| 62 | apply (subst setsum_shift_bounds_nat_ivl [symmetric]) | |
| 63 | apply (simp add: setsum_add_nat_ivl add_commute) | |
| 64 | done | |
| 65 | ||
| 16819 | 66 | lemma sumr_offset: | 
| 20692 | 67 | fixes f :: "nat \<Rightarrow> 'a::ab_group_add" | 
| 68 |   shows "(\<Sum>m=0..<n. f(m+k)) = setsum f {0..<n+k} - setsum f {0..<k}"
 | |
| 69 | by (simp add: sumr_offset3) | |
| 16819 | 70 | |
| 71 | lemma sumr_offset2: | |
| 72 |  "\<forall>f. (\<Sum>m=0..<n::nat. f(m+k)::real) = setsum f {0..<n+k} - setsum f {0..<k}"
 | |
| 20692 | 73 | by (simp add: sumr_offset) | 
| 16819 | 74 | |
| 75 | lemma sumr_offset4: | |
| 20692 | 76 |   "\<forall>n f. setsum f {0::nat..<n+k} = (\<Sum>m=0..<n. f (m+k)::real) + setsum f {0..<k}"
 | 
| 77 | by (clarify, rule sumr_offset3) | |
| 16819 | 78 | |
| 79 | (* | |
| 80 | lemma sumr_from_1_from_0: "0 < n ==> | |
| 81 | (\<Sum>n=Suc 0 ..< Suc n. if even(n) then 0 else | |
| 82 | ((- 1) ^ ((n - (Suc 0)) div 2))/(real (fact n))) * a ^ n = | |
| 83 | (\<Sum>n=0..<Suc n. if even(n) then 0 else | |
| 84 | ((- 1) ^ ((n - (Suc 0)) div 2))/(real (fact n))) * a ^ n" | |
| 85 | by (rule_tac n1 = 1 in sumr_split_add [THEN subst], auto) | |
| 86 | *) | |
| 14416 | 87 | |
| 88 | subsection{* Infinite Sums, by the Properties of Limits*}
 | |
| 89 | ||
| 90 | (*---------------------- | |
| 91 | suminf is the sum | |
| 92 | ---------------------*) | |
| 93 | lemma sums_summable: "f sums l ==> summable f" | |
| 94 | by (simp add: sums_def summable_def, blast) | |
| 95 | ||
| 96 | lemma summable_sums: "summable f ==> f sums (suminf f)" | |
| 20688 | 97 | apply (simp add: summable_def suminf_def sums_def) | 
| 98 | apply (blast intro: theI LIMSEQ_unique) | |
| 14416 | 99 | done | 
| 100 | ||
| 101 | lemma summable_sumr_LIMSEQ_suminf: | |
| 15539 | 102 |      "summable f ==> (%n. setsum f {0..<n}) ----> (suminf f)"
 | 
| 20688 | 103 | by (rule summable_sums [unfolded sums_def]) | 
| 14416 | 104 | |
| 105 | (*------------------- | |
| 106 | sum is unique | |
| 107 | ------------------*) | |
| 108 | lemma sums_unique: "f sums s ==> (s = suminf f)" | |
| 109 | apply (frule sums_summable [THEN summable_sums]) | |
| 110 | apply (auto intro!: LIMSEQ_unique simp add: sums_def) | |
| 111 | done | |
| 112 | ||
| 16819 | 113 | lemma sums_split_initial_segment: "f sums s ==> | 
| 114 | (%n. f(n + k)) sums (s - (SUM i = 0..< k. f i))" | |
| 115 | apply (unfold sums_def); | |
| 116 | apply (simp add: sumr_offset); | |
| 117 | apply (rule LIMSEQ_diff_const) | |
| 118 | apply (rule LIMSEQ_ignore_initial_segment) | |
| 119 | apply assumption | |
| 120 | done | |
| 121 | ||
| 122 | lemma summable_ignore_initial_segment: "summable f ==> | |
| 123 | summable (%n. f(n + k))" | |
| 124 | apply (unfold summable_def) | |
| 125 | apply (auto intro: sums_split_initial_segment) | |
| 126 | done | |
| 127 | ||
| 128 | lemma suminf_minus_initial_segment: "summable f ==> | |
| 129 | suminf f = s ==> suminf (%n. f(n + k)) = s - (SUM i = 0..< k. f i)" | |
| 130 | apply (frule summable_ignore_initial_segment) | |
| 131 | apply (rule sums_unique [THEN sym]) | |
| 132 | apply (frule summable_sums) | |
| 133 | apply (rule sums_split_initial_segment) | |
| 134 | apply auto | |
| 135 | done | |
| 136 | ||
| 137 | lemma suminf_split_initial_segment: "summable f ==> | |
| 138 | suminf f = (SUM i = 0..< k. f i) + suminf (%n. f(n + k))" | |
| 139 | by (auto simp add: suminf_minus_initial_segment) | |
| 140 | ||
| 14416 | 141 | lemma series_zero: | 
| 15539 | 142 |      "(\<forall>m. n \<le> m --> f(m) = 0) ==> f sums (setsum f {0..<n})"
 | 
| 15537 | 143 | apply (simp add: sums_def LIMSEQ_def diff_minus[symmetric], safe) | 
| 14416 | 144 | apply (rule_tac x = n in exI) | 
| 15542 | 145 | apply (clarsimp simp add:setsum_diff[symmetric] cong:setsum_ivl_cong) | 
| 14416 | 146 | done | 
| 147 | ||
| 16819 | 148 | lemma sums_zero: "(%n. 0) sums 0"; | 
| 149 | apply (unfold sums_def); | |
| 150 | apply simp; | |
| 151 | apply (rule LIMSEQ_const); | |
| 152 | done; | |
| 15539 | 153 | |
| 16819 | 154 | lemma summable_zero: "summable (%n. 0)"; | 
| 155 | apply (rule sums_summable); | |
| 156 | apply (rule sums_zero); | |
| 157 | done; | |
| 158 | ||
| 159 | lemma suminf_zero: "suminf (%n. 0) = 0"; | |
| 160 | apply (rule sym); | |
| 161 | apply (rule sums_unique); | |
| 162 | apply (rule sums_zero); | |
| 163 | done; | |
| 164 | ||
| 20692 | 165 | lemma sums_mult: | 
| 166 | fixes c :: "'a::real_normed_algebra" | |
| 167 | shows "f sums a \<Longrightarrow> (\<lambda>n. c * f n) sums (c * a)" | |
| 19279 | 168 | by (auto simp add: sums_def setsum_right_distrib [symmetric] | 
| 14416 | 169 | intro!: LIMSEQ_mult intro: LIMSEQ_const) | 
| 170 | ||
| 20692 | 171 | lemma summable_mult: | 
| 172 | fixes c :: "'a::real_normed_algebra" | |
| 173 | shows "summable f \<Longrightarrow> summable (%n. c * f n)"; | |
| 16819 | 174 | apply (unfold summable_def); | 
| 175 | apply (auto intro: sums_mult); | |
| 176 | done; | |
| 177 | ||
| 20692 | 178 | lemma suminf_mult: | 
| 179 | fixes c :: "'a::real_normed_algebra" | |
| 180 | shows "summable f \<Longrightarrow> suminf (\<lambda>n. c * f n) = c * suminf f"; | |
| 16819 | 181 | apply (rule sym); | 
| 182 | apply (rule sums_unique); | |
| 183 | apply (rule sums_mult); | |
| 184 | apply (erule summable_sums); | |
| 185 | done; | |
| 186 | ||
| 20692 | 187 | lemma sums_mult2: | 
| 188 | fixes c :: "'a::real_normed_algebra" | |
| 189 | shows "f sums a \<Longrightarrow> (\<lambda>n. f n * c) sums (a * c)" | |
| 190 | by (auto simp add: sums_def setsum_left_distrib [symmetric] | |
| 191 | intro!: LIMSEQ_mult LIMSEQ_const) | |
| 16819 | 192 | |
| 20692 | 193 | lemma summable_mult2: | 
| 194 | fixes c :: "'a::real_normed_algebra" | |
| 195 | shows "summable f \<Longrightarrow> summable (\<lambda>n. f n * c)" | |
| 16819 | 196 | apply (unfold summable_def) | 
| 197 | apply (auto intro: sums_mult2) | |
| 198 | done | |
| 199 | ||
| 20692 | 200 | lemma suminf_mult2: | 
| 201 | fixes c :: "'a::real_normed_algebra" | |
| 202 | shows "summable f \<Longrightarrow> suminf f * c = (\<Sum>n. f n * c)" | |
| 203 | by (auto intro!: sums_unique sums_mult2 summable_sums) | |
| 16819 | 204 | |
| 20692 | 205 | lemma sums_divide: | 
| 206 | fixes c :: "'a::real_normed_field" | |
| 207 | shows "f sums a \<Longrightarrow> (\<lambda>n. f n / c) sums (a / c)" | |
| 208 | by (simp add: divide_inverse sums_mult2) | |
| 14416 | 209 | |
| 20692 | 210 | lemma summable_divide: | 
| 211 | fixes c :: "'a::real_normed_field" | |
| 212 | shows "summable f \<Longrightarrow> summable (\<lambda>n. f n / c)" | |
| 16819 | 213 | apply (unfold summable_def); | 
| 214 | apply (auto intro: sums_divide); | |
| 215 | done; | |
| 216 | ||
| 20692 | 217 | lemma suminf_divide: | 
| 218 | fixes c :: "'a::real_normed_field" | |
| 219 | shows "summable f \<Longrightarrow> suminf (\<lambda>n. f n / c) = suminf f / c" | |
| 16819 | 220 | apply (rule sym); | 
| 221 | apply (rule sums_unique); | |
| 222 | apply (rule sums_divide); | |
| 223 | apply (erule summable_sums); | |
| 224 | done; | |
| 225 | ||
| 226 | lemma sums_add: "[| x sums x0; y sums y0 |] ==> (%n. x n + y n) sums (x0+y0)" | |
| 227 | by (auto simp add: sums_def setsum_addf intro: LIMSEQ_add) | |
| 228 | ||
| 229 | lemma summable_add: "summable f ==> summable g ==> summable (%x. f x + g x)"; | |
| 230 | apply (unfold summable_def); | |
| 231 | apply clarify; | |
| 232 | apply (rule exI); | |
| 233 | apply (erule sums_add); | |
| 234 | apply assumption; | |
| 235 | done; | |
| 236 | ||
| 237 | lemma suminf_add: | |
| 238 | "[| summable f; summable g |] | |
| 239 | ==> suminf f + suminf g = (\<Sum>n. f n + g n)" | |
| 240 | by (auto intro!: sums_add sums_unique summable_sums) | |
| 241 | ||
| 14416 | 242 | lemma sums_diff: "[| x sums x0; y sums y0 |] ==> (%n. x n - y n) sums (x0-y0)" | 
| 15536 | 243 | by (auto simp add: sums_def setsum_subtractf intro: LIMSEQ_diff) | 
| 14416 | 244 | |
| 16819 | 245 | lemma summable_diff: "summable f ==> summable g ==> summable (%x. f x - g x)"; | 
| 246 | apply (unfold summable_def); | |
| 247 | apply clarify; | |
| 248 | apply (rule exI); | |
| 249 | apply (erule sums_diff); | |
| 250 | apply assumption; | |
| 251 | done; | |
| 14416 | 252 | |
| 253 | lemma suminf_diff: | |
| 254 | "[| summable f; summable g |] | |
| 15546 | 255 | ==> suminf f - suminf g = (\<Sum>n. f n - g n)" | 
| 14416 | 256 | by (auto intro!: sums_diff sums_unique summable_sums) | 
| 257 | ||
| 16819 | 258 | lemma sums_minus: "f sums s ==> (%x. - f x) sums (- s)"; | 
| 259 | by (simp add: sums_def setsum_negf LIMSEQ_minus); | |
| 260 | ||
| 261 | lemma summable_minus: "summable f ==> summable (%x. - f x)"; | |
| 262 | by (auto simp add: summable_def intro: sums_minus); | |
| 263 | ||
| 264 | lemma suminf_minus: "summable f ==> suminf (%x. - f x) = - (suminf f)"; | |
| 265 | apply (rule sym); | |
| 266 | apply (rule sums_unique); | |
| 267 | apply (rule sums_minus); | |
| 268 | apply (erule summable_sums); | |
| 269 | done; | |
| 14416 | 270 | |
| 271 | lemma sums_group: | |
| 15539 | 272 |      "[|summable f; 0 < k |] ==> (%n. setsum f {n*k..<n*k+k}) sums (suminf f)"
 | 
| 14416 | 273 | apply (drule summable_sums) | 
| 20692 | 274 | apply (simp only: sums_def sumr_group) | 
| 275 | apply (unfold LIMSEQ_def, safe) | |
| 276 | apply (drule_tac x="r" in spec, safe) | |
| 277 | apply (rule_tac x="no" in exI, safe) | |
| 278 | apply (drule_tac x="n*k" in spec) | |
| 279 | apply (erule mp) | |
| 280 | apply (erule order_trans) | |
| 281 | apply simp | |
| 14416 | 282 | done | 
| 283 | ||
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changeset | 284 | text{*A summable series of positive terms has limit that is at least as
 | 
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changeset | 285 | great as any partial sum.*} | 
| 14416 | 286 | |
| 20692 | 287 | lemma series_pos_le: | 
| 288 | fixes f :: "nat \<Rightarrow> real" | |
| 289 |   shows "\<lbrakk>summable f; \<forall>m\<ge>n. 0 \<le> f m\<rbrakk> \<Longrightarrow> setsum f {0..<n} \<le> suminf f"
 | |
| 14416 | 290 | apply (drule summable_sums) | 
| 291 | apply (simp add: sums_def) | |
| 15539 | 292 | apply (cut_tac k = "setsum f {0..<n}" in LIMSEQ_const)
 | 
| 293 | apply (erule LIMSEQ_le, blast) | |
| 20692 | 294 | apply (rule_tac x="n" in exI, clarify) | 
| 15539 | 295 | apply (rule setsum_mono2) | 
| 296 | apply auto | |
| 14416 | 297 | done | 
| 298 | ||
| 299 | lemma series_pos_less: | |
| 20692 | 300 | fixes f :: "nat \<Rightarrow> real" | 
| 301 |   shows "\<lbrakk>summable f; \<forall>m\<ge>n. 0 < f m\<rbrakk> \<Longrightarrow> setsum f {0..<n} < suminf f"
 | |
| 302 | apply (rule_tac y="setsum f {0..<Suc n}" in order_less_le_trans)
 | |
| 303 | apply simp | |
| 304 | apply (erule series_pos_le) | |
| 305 | apply (simp add: order_less_imp_le) | |
| 306 | done | |
| 307 | ||
| 308 | lemma suminf_gt_zero: | |
| 309 | fixes f :: "nat \<Rightarrow> real" | |
| 310 | shows "\<lbrakk>summable f; \<forall>n. 0 < f n\<rbrakk> \<Longrightarrow> 0 < suminf f" | |
| 311 | by (drule_tac n="0" in series_pos_less, simp_all) | |
| 312 | ||
| 313 | lemma suminf_ge_zero: | |
| 314 | fixes f :: "nat \<Rightarrow> real" | |
| 315 | shows "\<lbrakk>summable f; \<forall>n. 0 \<le> f n\<rbrakk> \<Longrightarrow> 0 \<le> suminf f" | |
| 316 | by (drule_tac n="0" in series_pos_le, simp_all) | |
| 317 | ||
| 318 | lemma sumr_pos_lt_pair: | |
| 319 | fixes f :: "nat \<Rightarrow> real" | |
| 320 | shows "\<lbrakk>summable f; | |
| 321 | \<forall>d. 0 < f (k + (Suc(Suc 0) * d)) + f (k + ((Suc(Suc 0) * d) + 1))\<rbrakk> | |
| 322 |       \<Longrightarrow> setsum f {0..<k} < suminf f"
 | |
| 323 | apply (subst suminf_split_initial_segment [where k="k"]) | |
| 324 | apply assumption | |
| 325 | apply simp | |
| 326 | apply (drule_tac k="k" in summable_ignore_initial_segment) | |
| 327 | apply (drule_tac k="Suc (Suc 0)" in sums_group, simp) | |
| 328 | apply simp | |
| 329 | apply (frule sums_unique) | |
| 330 | apply (drule sums_summable) | |
| 331 | apply simp | |
| 332 | apply (erule suminf_gt_zero) | |
| 333 | apply (simp add: add_ac) | |
| 14416 | 334 | done | 
| 335 | ||
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changeset | 336 | text{*Sum of a geometric progression.*}
 | 
| 14416 | 337 | |
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changeset | 338 | lemmas sumr_geometric = geometric_sum [where 'a = real] | 
| 14416 | 339 | |
| 20692 | 340 | lemma geometric_sums: | 
| 341 |   fixes x :: "'a::{real_normed_field,recpower,division_by_zero}"
 | |
| 342 | shows "norm x < 1 \<Longrightarrow> (\<lambda>n. x ^ n) sums (1 / (1 - x))" | |
| 343 | proof - | |
| 344 | assume less_1: "norm x < 1" | |
| 345 | hence neq_1: "x \<noteq> 1" by auto | |
| 346 | hence neq_0: "x - 1 \<noteq> 0" by simp | |
| 347 | from less_1 have lim_0: "(\<lambda>n. x ^ n) ----> 0" | |
| 348 | by (rule LIMSEQ_power_zero) | |
| 349 | hence "(\<lambda>n. x ^ n / (x - 1) - 1 / (x - 1)) ----> 0 / (x - 1) - 1 / (x | |
| 350 | - 1)" | |
| 351 | using neq_0 by (intro LIMSEQ_divide LIMSEQ_diff LIMSEQ_const) | |
| 352 | hence "(\<lambda>n. (x ^ n - 1) / (x - 1)) ----> 1 / (1 - x)" | |
| 353 | by (simp add: nonzero_minus_divide_right [OF neq_0] diff_divide_distrib) | |
| 354 | thus "(\<lambda>n. x ^ n) sums (1 / (1 - x))" | |
| 355 | by (simp add: sums_def geometric_sum neq_1) | |
| 356 | qed | |
| 357 | ||
| 358 | lemma summable_geometric: | |
| 359 |   fixes x :: "'a::{real_normed_field,recpower,division_by_zero}"
 | |
| 360 | shows "norm x < 1 \<Longrightarrow> summable (\<lambda>n. x ^ n)" | |
| 361 | by (rule geometric_sums [THEN sums_summable]) | |
| 14416 | 362 | |
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changeset | 363 | text{*Cauchy-type criterion for convergence of series (c.f. Harrison)*}
 | 
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changeset | 364 | |
| 15539 | 365 | lemma summable_convergent_sumr_iff: | 
| 366 |  "summable f = convergent (%n. setsum f {0..<n})"
 | |
| 14416 | 367 | by (simp add: summable_def sums_def convergent_def) | 
| 368 | ||
| 20689 | 369 | lemma summable_LIMSEQ_zero: "summable f \<Longrightarrow> f ----> 0" | 
| 370 | apply (drule summable_convergent_sumr_iff [THEN iffD1]) | |
| 20692 | 371 | apply (drule convergent_Cauchy) | 
| 20689 | 372 | apply (simp only: Cauchy_def LIMSEQ_def, safe) | 
| 373 | apply (drule_tac x="r" in spec, safe) | |
| 374 | apply (rule_tac x="M" in exI, safe) | |
| 375 | apply (drule_tac x="Suc n" in spec, simp) | |
| 376 | apply (drule_tac x="n" in spec, simp) | |
| 377 | done | |
| 378 | ||
| 14416 | 379 | lemma summable_Cauchy: | 
| 20848 | 380 | "summable (f::nat \<Rightarrow> 'a::banach) = | 
| 381 |       (\<forall>e > 0. \<exists>N. \<forall>m \<ge> N. \<forall>n. norm (setsum f {m..<n}) < e)"
 | |
| 382 | apply (simp only: summable_convergent_sumr_iff Cauchy_convergent_iff [symmetric] Cauchy_def, safe) | |
| 20410 | 383 | apply (drule spec, drule (1) mp) | 
| 384 | apply (erule exE, rule_tac x="M" in exI, clarify) | |
| 385 | apply (rule_tac x="m" and y="n" in linorder_le_cases) | |
| 386 | apply (frule (1) order_trans) | |
| 387 | apply (drule_tac x="n" in spec, drule (1) mp) | |
| 388 | apply (drule_tac x="m" in spec, drule (1) mp) | |
| 389 | apply (simp add: setsum_diff [symmetric]) | |
| 390 | apply simp | |
| 391 | apply (drule spec, drule (1) mp) | |
| 392 | apply (erule exE, rule_tac x="N" in exI, clarify) | |
| 393 | apply (rule_tac x="m" and y="n" in linorder_le_cases) | |
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changeset | 394 | apply (subst norm_minus_commute) | 
| 20410 | 395 | apply (simp add: setsum_diff [symmetric]) | 
| 396 | apply (simp add: setsum_diff [symmetric]) | |
| 14416 | 397 | done | 
| 398 | ||
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changeset | 399 | text{*Comparison test*}
 | 
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changeset | 400 | |
| 20692 | 401 | lemma norm_setsum: | 
| 402 | fixes f :: "'a \<Rightarrow> 'b::real_normed_vector" | |
| 403 | shows "norm (setsum f A) \<le> (\<Sum>i\<in>A. norm (f i))" | |
| 404 | apply (case_tac "finite A") | |
| 405 | apply (erule finite_induct) | |
| 406 | apply simp | |
| 407 | apply simp | |
| 408 | apply (erule order_trans [OF norm_triangle_ineq add_left_mono]) | |
| 409 | apply simp | |
| 410 | done | |
| 411 | ||
| 14416 | 412 | lemma summable_comparison_test: | 
| 20848 | 413 | fixes f :: "nat \<Rightarrow> 'a::banach" | 
| 414 | shows "\<lbrakk>\<exists>N. \<forall>n\<ge>N. norm (f n) \<le> g n; summable g\<rbrakk> \<Longrightarrow> summable f" | |
| 20692 | 415 | apply (simp add: summable_Cauchy, safe) | 
| 416 | apply (drule_tac x="e" in spec, safe) | |
| 417 | apply (rule_tac x = "N + Na" in exI, safe) | |
| 14416 | 418 | apply (rotate_tac 2) | 
| 419 | apply (drule_tac x = m in spec) | |
| 420 | apply (auto, rotate_tac 2, drule_tac x = n in spec) | |
| 20848 | 421 | apply (rule_tac y = "\<Sum>k=m..<n. norm (f k)" in order_le_less_trans) | 
| 422 | apply (rule norm_setsum) | |
| 15539 | 423 | apply (rule_tac y = "setsum g {m..<n}" in order_le_less_trans)
 | 
| 424 | apply (auto intro: setsum_mono simp add: abs_interval_iff) | |
| 14416 | 425 | done | 
| 426 | ||
| 20848 | 427 | lemma summable_norm_comparison_test: | 
| 428 | fixes f :: "nat \<Rightarrow> 'a::banach" | |
| 429 | shows "\<lbrakk>\<exists>N. \<forall>n\<ge>N. norm (f n) \<le> g n; summable g\<rbrakk> | |
| 430 | \<Longrightarrow> summable (\<lambda>n. norm (f n))" | |
| 431 | apply (rule summable_comparison_test) | |
| 432 | apply (auto) | |
| 433 | done | |
| 434 | ||
| 14416 | 435 | lemma summable_rabs_comparison_test: | 
| 20692 | 436 | fixes f :: "nat \<Rightarrow> real" | 
| 437 | shows "\<lbrakk>\<exists>N. \<forall>n\<ge>N. \<bar>f n\<bar> \<le> g n; summable g\<rbrakk> \<Longrightarrow> summable (\<lambda>n. \<bar>f n\<bar>)" | |
| 14416 | 438 | apply (rule summable_comparison_test) | 
| 15543 | 439 | apply (auto) | 
| 14416 | 440 | done | 
| 441 | ||
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changeset | 442 | text{*Limit comparison property for series (c.f. jrh)*}
 | 
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changeset | 443 | |
| 14416 | 444 | lemma summable_le: | 
| 20692 | 445 | fixes f g :: "nat \<Rightarrow> real" | 
| 446 | shows "\<lbrakk>\<forall>n. f n \<le> g n; summable f; summable g\<rbrakk> \<Longrightarrow> suminf f \<le> suminf g" | |
| 14416 | 447 | apply (drule summable_sums)+ | 
| 20692 | 448 | apply (simp only: sums_def, erule (1) LIMSEQ_le) | 
| 14416 | 449 | apply (rule exI) | 
| 15539 | 450 | apply (auto intro!: setsum_mono) | 
| 14416 | 451 | done | 
| 452 | ||
| 453 | lemma summable_le2: | |
| 20692 | 454 | fixes f g :: "nat \<Rightarrow> real" | 
| 455 | shows "\<lbrakk>\<forall>n. \<bar>f n\<bar> \<le> g n; summable g\<rbrakk> \<Longrightarrow> summable f \<and> suminf f \<le> suminf g" | |
| 20848 | 456 | apply (subgoal_tac "summable f") | 
| 457 | apply (auto intro!: summable_le) | |
| 14416 | 458 | apply (simp add: abs_le_interval_iff) | 
| 20848 | 459 | apply (rule_tac g="g" in summable_comparison_test, simp_all) | 
| 14416 | 460 | done | 
| 461 | ||
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changeset | 462 | (* specialisation for the common 0 case *) | 
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changeset | 463 | lemma suminf_0_le: | 
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changeset | 464 | fixes f::"nat\<Rightarrow>real" | 
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changeset | 465 | assumes gt0: "\<forall>n. 0 \<le> f n" and sm: "summable f" | 
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changeset | 466 | shows "0 \<le> suminf f" | 
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changeset | 467 | proof - | 
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changeset | 468 | let ?g = "(\<lambda>n. (0::real))" | 
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changeset | 469 | from gt0 have "\<forall>n. ?g n \<le> f n" by simp | 
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changeset | 470 | moreover have "summable ?g" by (rule summable_zero) | 
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changeset | 471 | moreover from sm have "summable f" . | 
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changeset | 472 | ultimately have "suminf ?g \<le> suminf f" by (rule summable_le) | 
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changeset | 473 | then show "0 \<le> suminf f" by (simp add: suminf_zero) | 
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changeset | 474 | qed | 
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changeset | 475 | |
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changeset | 476 | |
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changeset | 477 | text{*Absolute convergence imples normal convergence*}
 | 
| 20848 | 478 | lemma summable_norm_cancel: | 
| 479 | fixes f :: "nat \<Rightarrow> 'a::banach" | |
| 480 | shows "summable (\<lambda>n. norm (f n)) \<Longrightarrow> summable f" | |
| 20692 | 481 | apply (simp only: summable_Cauchy, safe) | 
| 482 | apply (drule_tac x="e" in spec, safe) | |
| 483 | apply (rule_tac x="N" in exI, safe) | |
| 484 | apply (drule_tac x="m" in spec, safe) | |
| 20848 | 485 | apply (rule order_le_less_trans [OF norm_setsum]) | 
| 486 | apply (rule order_le_less_trans [OF abs_ge_self]) | |
| 20692 | 487 | apply simp | 
| 14416 | 488 | done | 
| 489 | ||
| 20848 | 490 | lemma summable_rabs_cancel: | 
| 491 | fixes f :: "nat \<Rightarrow> real" | |
| 492 | shows "summable (\<lambda>n. \<bar>f n\<bar>) \<Longrightarrow> summable f" | |
| 493 | by (rule summable_norm_cancel, simp) | |
| 494 | ||
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changeset | 495 | text{*Absolute convergence of series*}
 | 
| 20848 | 496 | lemma summable_norm: | 
| 497 | fixes f :: "nat \<Rightarrow> 'a::banach" | |
| 498 | shows "summable (\<lambda>n. norm (f n)) \<Longrightarrow> norm (suminf f) \<le> (\<Sum>n. norm (f n))" | |
| 499 | by (auto intro: LIMSEQ_le LIMSEQ_norm summable_norm_cancel | |
| 500 | summable_sumr_LIMSEQ_suminf norm_setsum) | |
| 501 | ||
| 14416 | 502 | lemma summable_rabs: | 
| 20692 | 503 | fixes f :: "nat \<Rightarrow> real" | 
| 504 | shows "summable (\<lambda>n. \<bar>f n\<bar>) \<Longrightarrow> \<bar>suminf f\<bar> \<le> (\<Sum>n. \<bar>f n\<bar>)" | |
| 20848 | 505 | by (fold real_norm_def, rule summable_norm) | 
| 14416 | 506 | |
| 507 | subsection{* The Ratio Test*}
 | |
| 508 | ||
| 20848 | 509 | lemma norm_ratiotest_lemma: | 
| 510 | fixes x y :: "'a::normed" | |
| 511 | shows "\<lbrakk>c \<le> 0; norm x \<le> c * norm y\<rbrakk> \<Longrightarrow> x = 0" | |
| 512 | apply (subgoal_tac "norm x \<le> 0", simp) | |
| 513 | apply (erule order_trans) | |
| 514 | apply (simp add: mult_le_0_iff) | |
| 515 | done | |
| 516 | ||
| 14416 | 517 | lemma rabs_ratiotest_lemma: "[| c \<le> 0; abs x \<le> c * abs y |] ==> x = (0::real)" | 
| 20848 | 518 | by (erule norm_ratiotest_lemma, simp) | 
| 14416 | 519 | |
| 520 | lemma le_Suc_ex: "(k::nat) \<le> l ==> (\<exists>n. l = k + n)" | |
| 521 | apply (drule le_imp_less_or_eq) | |
| 522 | apply (auto dest: less_imp_Suc_add) | |
| 523 | done | |
| 524 | ||
| 525 | lemma le_Suc_ex_iff: "((k::nat) \<le> l) = (\<exists>n. l = k + n)" | |
| 526 | by (auto simp add: le_Suc_ex) | |
| 527 | ||
| 528 | (*All this trouble just to get 0<c *) | |
| 529 | lemma ratio_test_lemma2: | |
| 20848 | 530 | fixes f :: "nat \<Rightarrow> 'a::banach" | 
| 531 | shows "\<lbrakk>\<forall>n\<ge>N. norm (f (Suc n)) \<le> c * norm (f n)\<rbrakk> \<Longrightarrow> 0 < c \<or> summable f" | |
| 14416 | 532 | apply (simp (no_asm) add: linorder_not_le [symmetric]) | 
| 533 | apply (simp add: summable_Cauchy) | |
| 15543 | 534 | apply (safe, subgoal_tac "\<forall>n. N < n --> f (n) = 0") | 
| 535 | prefer 2 | |
| 536 | apply clarify | |
| 537 | apply(erule_tac x = "n - 1" in allE) | |
| 538 | apply (simp add:diff_Suc split:nat.splits) | |
| 20848 | 539 | apply (blast intro: norm_ratiotest_lemma) | 
| 14416 | 540 | apply (rule_tac x = "Suc N" in exI, clarify) | 
| 15543 | 541 | apply(simp cong:setsum_ivl_cong) | 
| 14416 | 542 | done | 
| 543 | ||
| 544 | lemma ratio_test: | |
| 20848 | 545 | fixes f :: "nat \<Rightarrow> 'a::banach" | 
| 546 | shows "\<lbrakk>c < 1; \<forall>n\<ge>N. norm (f (Suc n)) \<le> c * norm (f n)\<rbrakk> \<Longrightarrow> summable f" | |
| 14416 | 547 | apply (frule ratio_test_lemma2, auto) | 
| 20848 | 548 | apply (rule_tac g = "%n. (norm (f N) / (c ^ N))*c ^ n" | 
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changeset | 549 | in summable_comparison_test) | 
| 14416 | 550 | apply (rule_tac x = N in exI, safe) | 
| 551 | apply (drule le_Suc_ex_iff [THEN iffD1]) | |
| 552 | apply (auto simp add: power_add realpow_not_zero) | |
| 15539 | 553 | apply (induct_tac "na", auto) | 
| 20848 | 554 | apply (rule_tac y = "c * norm (f (N + n))" in order_trans) | 
| 14416 | 555 | apply (auto intro: mult_right_mono simp add: summable_def) | 
| 556 | apply (simp add: mult_ac) | |
| 20848 | 557 | apply (rule_tac x = "norm (f N) * (1/ (1 - c)) / (c ^ N)" in exI) | 
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changeset | 558 | apply (rule sums_divide) | 
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changeset | 559 | apply (rule sums_mult) | 
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changeset | 560 | apply (auto intro!: geometric_sums) | 
| 14416 | 561 | done | 
| 562 | ||
| 563 | end |