src/HOL/Deriv.thy
author paulson <lp15@cam.ac.uk>
Mon, 24 Mar 2014 14:22:29 +0000
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permissions -rw-r--r--
rearranging some deriv theorems
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(*  Title       : Deriv.thy
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    Author      : Jacques D. Fleuriot
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    Copyright   : 1998  University of Cambridge
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400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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    Author      : Brian Huffman
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    Conversion to Isar and new proofs by Lawrence C Paulson, 2004
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    GMVT by Benjamin Porter, 2005
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*)
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header{* Differentiation *}
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theory Deriv
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imports Limits
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begin
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subsection {* Frechet derivative *}
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definition
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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  has_derivative :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> ('a \<Rightarrow> 'b) \<Rightarrow> 'a filter \<Rightarrow>  bool"
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  (infix "(has'_derivative)" 50)
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where
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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  "(f has_derivative f') F \<longleftrightarrow>
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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    (bounded_linear f' \<and>
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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     ((\<lambda>y. ((f y - f (Lim F (\<lambda>x. x))) - f' (y - Lim F (\<lambda>x. x))) /\<^sub>R norm (y - Lim F (\<lambda>x. x))) ---> 0) F)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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text {*
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  Usually the filter @{term F} is @{term "at x within s"}.  @{term "(f has_derivative D)
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  (at x within s)"} means: @{term D} is the derivative of function @{term f} at point @{term x}
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  within the set @{term s}. Where @{term s} is used to express left or right sided derivatives. In
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  most cases @{term s} is either a variable or @{term UNIV}.
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*}
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text {*
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  The following syntax is only used as a legacy syntax.
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*}
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abbreviation (input)
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  FDERIV :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a \<Rightarrow>  ('a \<Rightarrow> 'b) \<Rightarrow> bool"
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  ("(FDERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60)
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where
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  "FDERIV f x :> f' \<equiv> (f has_derivative f') (at x)"
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lemma has_derivative_eq_rhs: "(f has_derivative f') F \<Longrightarrow> f' = g' \<Longrightarrow> (f has_derivative g') F"
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400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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  by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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ML {*
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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structure has_derivative_Intros = Named_Thms
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400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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(
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  val name = @{binding has_derivative_intros}
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  val description = "introduction rules for FDERIV"
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)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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*}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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setup {*
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  has_derivative_Intros.setup #>
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  Global_Theory.add_thms_dynamic (@{binding has_derivative_eq_intros},
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    map_filter (try (fn thm => @{thm has_derivative_eq_rhs} OF [thm])) o has_derivative_Intros.get o Context.proof_of);
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400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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*}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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lemma has_derivative_bounded_linear: "(f has_derivative f') F \<Longrightarrow> bounded_linear f'"
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400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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  by (simp add: has_derivative_def)
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lemma has_derivative_ident[has_derivative_intros, simp]: "((\<lambda>x. x) has_derivative (\<lambda>x. x)) F"
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400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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  by (simp add: has_derivative_def tendsto_const)
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lemma has_derivative_const[has_derivative_intros, simp]: "((\<lambda>x. c) has_derivative (\<lambda>x. 0)) F"
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400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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  by (simp add: has_derivative_def tendsto_const)
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400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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lemma (in bounded_linear) bounded_linear: "bounded_linear f" ..
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lemma (in bounded_linear) has_derivative:
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400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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  "(g has_derivative g') F \<Longrightarrow> ((\<lambda>x. f (g x)) has_derivative (\<lambda>x. f (g' x))) F"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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  using assms unfolding has_derivative_def
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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  apply safe
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  apply (erule bounded_linear_compose [OF bounded_linear])
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  apply (drule tendsto)
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  apply (simp add: scaleR diff add zero)
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400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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  done
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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lemmas has_derivative_scaleR_right [has_derivative_intros] =
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  bounded_linear.has_derivative [OF bounded_linear_scaleR_right]
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400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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lemmas has_derivative_scaleR_left [has_derivative_intros] =
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  bounded_linear.has_derivative [OF bounded_linear_scaleR_left]
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400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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lemmas has_derivative_mult_right [has_derivative_intros] =
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  bounded_linear.has_derivative [OF bounded_linear_mult_right]
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400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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lemmas has_derivative_mult_left [has_derivative_intros] =
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  bounded_linear.has_derivative [OF bounded_linear_mult_left]
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400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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lemma has_derivative_add[simp, has_derivative_intros]:
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400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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  assumes f: "(f has_derivative f') F" and g: "(g has_derivative g') F"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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  shows "((\<lambda>x. f x + g x) has_derivative (\<lambda>x. f' x + g' x)) F"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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  unfolding has_derivative_def
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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proof safe
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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  let ?x = "Lim F (\<lambda>x. x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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  let ?D = "\<lambda>f f' y. ((f y - f ?x) - f' (y - ?x)) /\<^sub>R norm (y - ?x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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  have "((\<lambda>x. ?D f f' x + ?D g g' x) ---> (0 + 0)) F"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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    using f g by (intro tendsto_add) (auto simp: has_derivative_def)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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  then show "(?D (\<lambda>x. f x + g x) (\<lambda>x. f' x + g' x) ---> 0) F"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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    by (simp add: field_simps scaleR_add_right scaleR_diff_right)
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qed (blast intro: bounded_linear_add f g has_derivative_bounded_linear)
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400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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lemma has_derivative_setsum[simp, has_derivative_intros]:
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400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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  assumes f: "\<And>i. i \<in> I \<Longrightarrow> (f i has_derivative f' i) F"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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  shows "((\<lambda>x. \<Sum>i\<in>I. f i x) has_derivative (\<lambda>x. \<Sum>i\<in>I. f' i x)) F"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   109
proof cases
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   110
  assume "finite I" from this f show ?thesis
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   111
    by induct (simp_all add: f)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   112
qed simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   113
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   114
lemma has_derivative_minus[simp, has_derivative_intros]: "(f has_derivative f') F \<Longrightarrow> ((\<lambda>x. - f x) has_derivative (\<lambda>x. - f' x)) F"
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parents: 55970
diff changeset
   115
  using has_derivative_scaleR_right[of f f' F "-1"] by simp
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   116
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   117
lemma has_derivative_diff[simp, has_derivative_intros]:
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   118
  "(f has_derivative f') F \<Longrightarrow> (g has_derivative g') F \<Longrightarrow> ((\<lambda>x. f x - g x) has_derivative (\<lambda>x. f' x - g' x)) F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   119
  by (simp only: diff_conv_add_uminus has_derivative_add has_derivative_minus)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   120
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   121
lemma has_derivative_at_within:
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parents: 55970
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   122
  "(f has_derivative f') (at x within s) \<longleftrightarrow>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   123
    (bounded_linear f' \<and> ((\<lambda>y. ((f y - f x) - f' (y - x)) /\<^sub>R norm (y - x)) ---> 0) (at x within s))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   124
  by (cases "at x within s = bot") (simp_all add: has_derivative_def Lim_ident_at)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   125
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   126
lemma has_derivative_iff_norm:
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   127
  "(f has_derivative f') (at x within s) \<longleftrightarrow>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   128
    (bounded_linear f' \<and> ((\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x)) ---> 0) (at x within s))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   129
  using tendsto_norm_zero_iff[of _ "at x within s", where 'b="'b", symmetric]
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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diff changeset
   130
  by (simp add: has_derivative_at_within divide_inverse ac_simps)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   131
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   132
lemma has_derivative_at:
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   133
  "(f has_derivative D) (at x) \<longleftrightarrow> (bounded_linear D \<and> (\<lambda>h. norm (f (x + h) - f x - D h) / norm h) -- 0 --> 0)"
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parents: 55970
diff changeset
   134
  unfolding has_derivative_iff_norm LIM_offset_zero_iff[of _ _ x] by simp
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   135
56181
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   136
lemma field_has_derivative_at:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   137
  fixes x :: "'a::real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   138
  shows "(f has_derivative op * D) (at x) \<longleftrightarrow> (\<lambda>h. (f (x + h) - f x) / h) -- 0 --> D"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   139
  apply (unfold has_derivative_at)
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parents: 55970
diff changeset
   140
  apply (simp add: bounded_linear_mult_right)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   141
  apply (simp cong: LIM_cong add: nonzero_norm_divide [symmetric])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   142
  apply (subst diff_divide_distrib)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   143
  apply (subst times_divide_eq_left [symmetric])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   144
  apply (simp cong: LIM_cong)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   145
  apply (simp add: tendsto_norm_zero_iff LIM_zero_iff)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   146
  done
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   147
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   148
lemma has_derivativeI:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   149
  "bounded_linear f' \<Longrightarrow> ((\<lambda>y. ((f y - f x) - f' (y - x)) /\<^sub>R norm (y - x)) ---> 0) (at x within s) \<Longrightarrow>
56181
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   150
  (f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   151
  by (simp add: has_derivative_at_within)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   152
56181
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diff changeset
   153
lemma has_derivativeI_sandwich:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   154
  assumes e: "0 < e" and bounded: "bounded_linear f'"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   155
    and sandwich: "(\<And>y. y \<in> s \<Longrightarrow> y \<noteq> x \<Longrightarrow> dist y x < e \<Longrightarrow> norm ((f y - f x) - f' (y - x)) / norm (y - x) \<le> H y)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   156
    and "(H ---> 0) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
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   157
  shows "(f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   158
  unfolding has_derivative_iff_norm
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   159
proof safe
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   160
  show "((\<lambda>y. norm (f y - f x - f' (y - x)) / norm (y - x)) ---> 0) (at x within s)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   161
  proof (rule tendsto_sandwich[where f="\<lambda>x. 0"])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   162
    show "(H ---> 0) (at x within s)" by fact
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   163
    show "eventually (\<lambda>n. norm (f n - f x - f' (n - x)) / norm (n - x) \<le> H n) (at x within s)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   164
      unfolding eventually_at using e sandwich by auto
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   165
  qed (auto simp: le_divide_eq tendsto_const)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   166
qed fact
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   167
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   168
lemma has_derivative_subset: "(f has_derivative f') (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow> (f has_derivative f') (at x within t)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   169
  by (auto simp add: has_derivative_iff_norm intro: tendsto_within_subset)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   170
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   171
lemmas has_derivative_within_subset = has_derivative_subset 
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   172
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   173
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   174
subsection {* Continuity *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   175
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   176
lemma has_derivative_continuous:
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   177
  assumes f: "(f has_derivative f') (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   178
  shows "continuous (at x within s) f"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   179
proof -
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   180
  from f interpret F: bounded_linear f' by (rule has_derivative_bounded_linear)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   181
  note F.tendsto[tendsto_intros]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   182
  let ?L = "\<lambda>f. (f ---> 0) (at x within s)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   183
  have "?L (\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x))"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   184
    using f unfolding has_derivative_iff_norm by blast
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   185
  then have "?L (\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x) * norm (y - x))" (is ?m)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   186
    by (rule tendsto_mult_zero) (auto intro!: tendsto_eq_intros)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   187
  also have "?m \<longleftrightarrow> ?L (\<lambda>y. norm ((f y - f x) - f' (y - x)))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   188
    by (intro filterlim_cong) (simp_all add: eventually_at_filter)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   189
  finally have "?L (\<lambda>y. (f y - f x) - f' (y - x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   190
    by (rule tendsto_norm_zero_cancel)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   191
  then have "?L (\<lambda>y. ((f y - f x) - f' (y - x)) + f' (y - x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   192
    by (rule tendsto_eq_intros) (auto intro!: tendsto_eq_intros simp: F.zero)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   193
  then have "?L (\<lambda>y. f y - f x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   194
    by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   195
  from tendsto_add[OF this tendsto_const, of "f x"] show ?thesis
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   196
    by (simp add: continuous_within)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   197
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   198
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   199
subsection {* Composition *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   200
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   201
lemma tendsto_at_iff_tendsto_nhds_within: "f x = y \<Longrightarrow> (f ---> y) (at x within s) \<longleftrightarrow> (f ---> y) (inf (nhds x) (principal s))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   202
  unfolding tendsto_def eventually_inf_principal eventually_at_filter
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   203
  by (intro ext all_cong imp_cong) (auto elim!: eventually_elim1)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   204
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parents: 55970
diff changeset
   205
lemma has_derivative_in_compose:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   206
  assumes f: "(f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   207
  assumes g: "(g has_derivative g') (at (f x) within (f`s))"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   208
  shows "((\<lambda>x. g (f x)) has_derivative (\<lambda>x. g' (f' x))) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   209
proof -
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   210
  from f interpret F: bounded_linear f' by (rule has_derivative_bounded_linear)
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   211
  from g interpret G: bounded_linear g' by (rule has_derivative_bounded_linear)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   212
  from F.bounded obtain kF where kF: "\<And>x. norm (f' x) \<le> norm x * kF" by fast
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   213
  from G.bounded obtain kG where kG: "\<And>x. norm (g' x) \<le> norm x * kG" by fast
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   214
  note G.tendsto[tendsto_intros]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   215
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   216
  let ?L = "\<lambda>f. (f ---> 0) (at x within s)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   217
  let ?D = "\<lambda>f f' x y. (f y - f x) - f' (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   218
  let ?N = "\<lambda>f f' x y. norm (?D f f' x y) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   219
  let ?gf = "\<lambda>x. g (f x)" and ?gf' = "\<lambda>x. g' (f' x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   220
  def Nf \<equiv> "?N f f' x"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   221
  def Ng \<equiv> "\<lambda>y. ?N g g' (f x) (f y)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   222
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   223
  show ?thesis
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   224
  proof (rule has_derivativeI_sandwich[of 1])
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   225
    show "bounded_linear (\<lambda>x. g' (f' x))"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   226
      using f g by (blast intro: bounded_linear_compose has_derivative_bounded_linear)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   227
  next
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   228
    fix y::'a assume neq: "y \<noteq> x"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   229
    have "?N ?gf ?gf' x y = norm (g' (?D f f' x y) + ?D g g' (f x) (f y)) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   230
      by (simp add: G.diff G.add field_simps)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   231
    also have "\<dots> \<le> norm (g' (?D f f' x y)) / norm (y - x) + Ng y * (norm (f y - f x) / norm (y - x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   232
      by (simp add: add_divide_distrib[symmetric] divide_right_mono norm_triangle_ineq G.zero Ng_def)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   233
    also have "\<dots> \<le> Nf y * kG + Ng y * (Nf y + kF)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   234
    proof (intro add_mono mult_left_mono)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   235
      have "norm (f y - f x) = norm (?D f f' x y + f' (y - x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   236
        by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   237
      also have "\<dots> \<le> norm (?D f f' x y) + norm (f' (y - x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   238
        by (rule norm_triangle_ineq)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   239
      also have "\<dots> \<le> norm (?D f f' x y) + norm (y - x) * kF"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   240
        using kF by (intro add_mono) simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   241
      finally show "norm (f y - f x) / norm (y - x) \<le> Nf y + kF"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   242
        by (simp add: neq Nf_def field_simps)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   243
    qed (insert kG, simp_all add: Ng_def Nf_def neq zero_le_divide_iff field_simps)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   244
    finally show "?N ?gf ?gf' x y \<le> Nf y * kG + Ng y * (Nf y + kF)" .
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   245
  next
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   246
    have [tendsto_intros]: "?L Nf"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   247
      using f unfolding has_derivative_iff_norm Nf_def ..
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   248
    from f have "(f ---> f x) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   249
      by (blast intro: has_derivative_continuous continuous_within[THEN iffD1])
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   250
    then have f': "LIM x at x within s. f x :> inf (nhds (f x)) (principal (f`s))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   251
      unfolding filterlim_def
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   252
      by (simp add: eventually_filtermap eventually_at_filter le_principal)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   253
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   254
    have "((?N g  g' (f x)) ---> 0) (at (f x) within f`s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   255
      using g unfolding has_derivative_iff_norm ..
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   256
    then have g': "((?N g  g' (f x)) ---> 0) (inf (nhds (f x)) (principal (f`s)))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   257
      by (rule tendsto_at_iff_tendsto_nhds_within[THEN iffD1, rotated]) simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   258
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   259
    have [tendsto_intros]: "?L Ng"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   260
      unfolding Ng_def by (rule filterlim_compose[OF g' f'])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   261
    show "((\<lambda>y. Nf y * kG + Ng y * (Nf y + kF)) ---> 0) (at x within s)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   262
      by (intro tendsto_eq_intros) auto
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   263
  qed simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   264
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   265
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   266
lemma has_derivative_compose:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   267
  "(f has_derivative f') (at x within s) \<Longrightarrow> (g has_derivative g') (at (f x)) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   268
  ((\<lambda>x. g (f x)) has_derivative (\<lambda>x. g' (f' x))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   269
  by (blast intro: has_derivative_in_compose has_derivative_subset)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   270
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   271
lemma (in bounded_bilinear) FDERIV:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   272
  assumes f: "(f has_derivative f') (at x within s)" and g: "(g has_derivative g') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   273
  shows "((\<lambda>x. f x ** g x) has_derivative (\<lambda>h. f x ** g' h + f' h ** g x)) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   274
proof -
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   275
  from bounded_linear.bounded [OF has_derivative_bounded_linear [OF f]]
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   276
  obtain KF where norm_F: "\<And>x. norm (f' x) \<le> norm x * KF" by fast
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   277
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   278
  from pos_bounded obtain K where K: "0 < K" and norm_prod:
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   279
    "\<And>a b. norm (a ** b) \<le> norm a * norm b * K" by fast
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   280
  let ?D = "\<lambda>f f' y. f y - f x - f' (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   281
  let ?N = "\<lambda>f f' y. norm (?D f f' y) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   282
  def Ng =="?N g g'" and Nf =="?N f f'"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   283
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   284
  let ?fun1 = "\<lambda>y. norm (f y ** g y - f x ** g x - (f x ** g' (y - x) + f' (y - x) ** g x)) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   285
  let ?fun2 = "\<lambda>y. norm (f x) * Ng y * K + Nf y * norm (g y) * K + KF * norm (g y - g x) * K"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   286
  let ?F = "at x within s"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   287
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   288
  show ?thesis
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   289
  proof (rule has_derivativeI_sandwich[of 1])
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   290
    show "bounded_linear (\<lambda>h. f x ** g' h + f' h ** g x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   291
      by (intro bounded_linear_add
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   292
        bounded_linear_compose [OF bounded_linear_right] bounded_linear_compose [OF bounded_linear_left]
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   293
        has_derivative_bounded_linear [OF g] has_derivative_bounded_linear [OF f])
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   294
  next
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   295
    from g have "(g ---> g x) ?F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   296
      by (intro continuous_within[THEN iffD1] has_derivative_continuous)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   297
    moreover from f g have "(Nf ---> 0) ?F" "(Ng ---> 0) ?F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   298
      by (simp_all add: has_derivative_iff_norm Ng_def Nf_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   299
    ultimately have "(?fun2 ---> norm (f x) * 0 * K + 0 * norm (g x) * K + KF * norm (0::'b) * K) ?F"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   300
      by (intro tendsto_intros) (simp_all add: LIM_zero_iff)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   301
    then show "(?fun2 ---> 0) ?F"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   302
      by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   303
  next
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   304
    fix y::'d assume "y \<noteq> x"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   305
    have "?fun1 y = norm (f x ** ?D g g' y + ?D f f' y ** g y + f' (y - x) ** (g y - g x)) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   306
      by (simp add: diff_left diff_right add_left add_right field_simps)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   307
    also have "\<dots> \<le> (norm (f x) * norm (?D g g' y) * K + norm (?D f f' y) * norm (g y) * K +
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   308
        norm (y - x) * KF * norm (g y - g x) * K) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   309
      by (intro divide_right_mono mult_mono'
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   310
                order_trans [OF norm_triangle_ineq add_mono]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   311
                order_trans [OF norm_prod mult_right_mono]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   312
                mult_nonneg_nonneg order_refl norm_ge_zero norm_F
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   313
                K [THEN order_less_imp_le])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   314
    also have "\<dots> = ?fun2 y"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   315
      by (simp add: add_divide_distrib Ng_def Nf_def)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   316
    finally show "?fun1 y \<le> ?fun2 y" .
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   317
  qed simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   318
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   319
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   320
lemmas has_derivative_mult[simp, has_derivative_intros] = bounded_bilinear.FDERIV[OF bounded_bilinear_mult]
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   321
lemmas has_derivative_scaleR[simp, has_derivative_intros] = bounded_bilinear.FDERIV[OF bounded_bilinear_scaleR]
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   322
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   323
lemma has_derivative_setprod[simp, has_derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   324
  fixes f :: "'i \<Rightarrow> 'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   325
  assumes f: "\<And>i. i \<in> I \<Longrightarrow> (f i has_derivative f' i) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   326
  shows "((\<lambda>x. \<Prod>i\<in>I. f i x) has_derivative (\<lambda>y. \<Sum>i\<in>I. f' i y * (\<Prod>j\<in>I - {i}. f j x))) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   327
proof cases
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   328
  assume "finite I" from this f show ?thesis
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   329
  proof induct
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   330
    case (insert i I)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   331
    let ?P = "\<lambda>y. f i x * (\<Sum>i\<in>I. f' i y * (\<Prod>j\<in>I - {i}. f j x)) + (f' i y) * (\<Prod>i\<in>I. f i x)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   332
    have "((\<lambda>x. f i x * (\<Prod>i\<in>I. f i x)) has_derivative ?P) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   333
      using insert by (intro has_derivative_mult) auto
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   334
    also have "?P = (\<lambda>y. \<Sum>i'\<in>insert i I. f' i' y * (\<Prod>j\<in>insert i I - {i'}. f j x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   335
      using insert(1,2) by (auto simp add: setsum_right_distrib insert_Diff_if intro!: ext setsum_cong)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   336
    finally show ?case
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   337
      using insert by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   338
  qed simp  
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   339
qed simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   340
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   341
lemma has_derivative_power[simp, has_derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   342
  fixes f :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   343
  assumes f: "(f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   344
  shows "((\<lambda>x. f x^n) has_derivative (\<lambda>y. of_nat n * f' y * f x^(n - 1))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   345
  using has_derivative_setprod[OF f, of "{..< n}"] by (simp add: setprod_constant ac_simps)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   346
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   347
lemma has_derivative_inverse':
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   348
  fixes x :: "'a::real_normed_div_algebra"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   349
  assumes x: "x \<noteq> 0"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   350
  shows "(inverse has_derivative (\<lambda>h. - (inverse x * h * inverse x))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   351
        (is "(?inv has_derivative ?f) _")
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   352
proof (rule has_derivativeI_sandwich)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   353
  show "bounded_linear (\<lambda>h. - (?inv x * h * ?inv x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   354
    apply (rule bounded_linear_minus)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   355
    apply (rule bounded_linear_mult_const)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   356
    apply (rule bounded_linear_const_mult)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   357
    apply (rule bounded_linear_ident)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   358
    done
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   359
next
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   360
  show "0 < norm x" using x by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   361
next
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   362
  show "((\<lambda>y. norm (?inv y - ?inv x) * norm (?inv x)) ---> 0) (at x within s)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   363
    apply (rule tendsto_mult_left_zero)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   364
    apply (rule tendsto_norm_zero)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   365
    apply (rule LIM_zero)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   366
    apply (rule tendsto_inverse)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   367
    apply (rule tendsto_ident_at)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   368
    apply (rule x)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   369
    done
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   370
next
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   371
  fix y::'a assume h: "y \<noteq> x" "dist y x < norm x"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   372
  then have "y \<noteq> 0"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   373
    by (auto simp: norm_conv_dist dist_commute)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   374
  have "norm (?inv y - ?inv x - ?f (y -x)) / norm (y - x) = norm ((?inv y - ?inv x) * (y - x) * ?inv x) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   375
    apply (subst inverse_diff_inverse [OF `y \<noteq> 0` x])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   376
    apply (subst minus_diff_minus)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   377
    apply (subst norm_minus_cancel)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   378
    apply (simp add: left_diff_distrib)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   379
    done
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   380
  also have "\<dots> \<le> norm (?inv y - ?inv x) * norm (y - x) * norm (?inv x) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   381
    apply (rule divide_right_mono [OF _ norm_ge_zero])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   382
    apply (rule order_trans [OF norm_mult_ineq])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   383
    apply (rule mult_right_mono [OF _ norm_ge_zero])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   384
    apply (rule norm_mult_ineq)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   385
    done
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   386
  also have "\<dots> = norm (?inv y - ?inv x) * norm (?inv x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   387
    by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   388
  finally show "norm (?inv y - ?inv x - ?f (y -x)) / norm (y - x) \<le>
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   389
      norm (?inv y - ?inv x) * norm (?inv x)" .
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   390
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   391
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   392
lemma has_derivative_inverse[simp, has_derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   393
  fixes f :: "_ \<Rightarrow> 'a::real_normed_div_algebra"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   394
  assumes x:  "f x \<noteq> 0" and f: "(f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   395
  shows "((\<lambda>x. inverse (f x)) has_derivative (\<lambda>h. - (inverse (f x) * f' h * inverse (f x)))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   396
  using has_derivative_compose[OF f has_derivative_inverse', OF x] .
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   397
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   398
lemma has_derivative_divide[simp, has_derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   399
  fixes f :: "_ \<Rightarrow> 'a::real_normed_div_algebra"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   400
  assumes f: "(f has_derivative f') (at x within s)" and g: "(g has_derivative g') (at x within s)" 
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   401
  assumes x: "g x \<noteq> 0"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   402
  shows "((\<lambda>x. f x / g x) has_derivative
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   403
                (\<lambda>h. - f x * (inverse (g x) * g' h * inverse (g x)) + f' h / g x)) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   404
  using has_derivative_mult[OF f has_derivative_inverse[OF x g]]
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   405
  by (simp add: divide_inverse field_simps)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   406
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   407
text{*Conventional form requires mult-AC laws. Types real and complex only.*}
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   408
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   409
lemma has_derivative_divide'[has_derivative_intros]: 
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   410
  fixes f :: "_ \<Rightarrow> 'a::real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   411
  assumes f: "(f has_derivative f') (at x within s)" and g: "(g has_derivative g') (at x within s)" and x: "g x \<noteq> 0"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   412
  shows "((\<lambda>x. f x / g x) has_derivative (\<lambda>h. (f' h * g x - f x * g' h) / (g x * g x))) (at x within s)"
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   413
proof -
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   414
  { fix h
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   415
    have "f' h / g x - f x * (inverse (g x) * g' h * inverse (g x)) =
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   416
          (f' h * g x - f x * g' h) / (g x * g x)"
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   417
      by (simp add: divide_inverse field_simps nonzero_inverse_mult_distrib x)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   418
   }
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   419
  then show ?thesis
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   420
    using has_derivative_divide [OF f g] x
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   421
    by simp
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   422
qed
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   423
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   424
subsection {* Uniqueness *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   425
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   426
text {*
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   427
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   428
This can not generally shown for @{const has_derivative}, as we need to approach the point from
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   429
all directions. There is a proof in @{text Multivariate_Analysis} for @{text euclidean_space}.
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   430
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   431
*}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   432
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   433
lemma has_derivative_zero_unique:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   434
  assumes "((\<lambda>x. 0) has_derivative F) (at x)" shows "F = (\<lambda>h. 0)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   435
proof -
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   436
  interpret F: bounded_linear F
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   437
    using assms by (rule has_derivative_bounded_linear)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   438
  let ?r = "\<lambda>h. norm (F h) / norm h"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   439
  have *: "?r -- 0 --> 0"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   440
    using assms unfolding has_derivative_at by simp
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   441
  show "F = (\<lambda>h. 0)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   442
  proof
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   443
    fix h show "F h = 0"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   444
    proof (rule ccontr)
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
   445
      assume **: "F h \<noteq> 0"
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
   446
      then have h: "h \<noteq> 0"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   447
        by (clarsimp simp add: F.zero)
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
   448
      with ** have "0 < ?r h"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   449
        by (simp add: divide_pos_pos)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   450
      from LIM_D [OF * this] obtain s where s: "0 < s"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   451
        and r: "\<And>x. x \<noteq> 0 \<Longrightarrow> norm x < s \<Longrightarrow> ?r x < ?r h" by auto
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   452
      from dense [OF s] obtain t where t: "0 < t \<and> t < s" ..
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   453
      let ?x = "scaleR (t / norm h) h"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   454
      have "?x \<noteq> 0" and "norm ?x < s" using t h by simp_all
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   455
      hence "?r ?x < ?r h" by (rule r)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   456
      thus "False" using t h by (simp add: F.scaleR)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   457
    qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   458
  qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   459
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   460
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   461
lemma has_derivative_unique:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   462
  assumes "(f has_derivative F) (at x)" and "(f has_derivative F') (at x)" shows "F = F'"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   463
proof -
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   464
  have "((\<lambda>x. 0) has_derivative (\<lambda>h. F h - F' h)) (at x)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   465
    using has_derivative_diff [OF assms] by simp
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   466
  hence "(\<lambda>h. F h - F' h) = (\<lambda>h. 0)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   467
    by (rule has_derivative_zero_unique)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   468
  thus "F = F'"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   469
    unfolding fun_eq_iff right_minus_eq .
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   470
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   471
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   472
subsection {* Differentiability predicate *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   473
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   474
definition
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   475
  differentiable :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a filter \<Rightarrow> bool"
56182
528fae0816ea update syntax of has_*derivative to infix 50; fixed proofs
hoelzl
parents: 56181
diff changeset
   476
  (infix "differentiable" 50)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   477
where
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   478
  "f differentiable F \<longleftrightarrow> (\<exists>D. (f has_derivative D) F)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   479
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   480
lemma differentiable_subset: "f differentiable (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow> f differentiable (at x within t)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   481
  unfolding differentiable_def by (blast intro: has_derivative_subset)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   482
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   483
lemmas differentiable_within_subset = differentiable_subset
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   484
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   485
lemma differentiable_ident [simp]: "(\<lambda>x. x) differentiable F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   486
  unfolding differentiable_def by (blast intro: has_derivative_ident)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   487
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   488
lemma differentiable_const [simp]: "(\<lambda>z. a) differentiable F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   489
  unfolding differentiable_def by (blast intro: has_derivative_const)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   490
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   491
lemma differentiable_in_compose:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   492
  "f differentiable (at (g x) within (g`s)) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f (g x)) differentiable (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   493
  unfolding differentiable_def by (blast intro: has_derivative_in_compose)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   494
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   495
lemma differentiable_compose:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   496
  "f differentiable (at (g x)) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f (g x)) differentiable (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   497
  by (blast intro: differentiable_in_compose differentiable_subset)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   498
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   499
lemma differentiable_sum [simp]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   500
  "f differentiable F \<Longrightarrow> g differentiable F \<Longrightarrow> (\<lambda>x. f x + g x) differentiable F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   501
  unfolding differentiable_def by (blast intro: has_derivative_add)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   502
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   503
lemma differentiable_minus [simp]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   504
  "f differentiable F \<Longrightarrow> (\<lambda>x. - f x) differentiable F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   505
  unfolding differentiable_def by (blast intro: has_derivative_minus)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   506
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   507
lemma differentiable_diff [simp]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   508
  "f differentiable F \<Longrightarrow> g differentiable F \<Longrightarrow> (\<lambda>x. f x - g x) differentiable F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   509
  unfolding differentiable_def by (blast intro: has_derivative_diff)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   510
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   511
lemma differentiable_mult [simp]:
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   512
  fixes f g :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_algebra"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   513
  shows "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f x * g x) differentiable (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   514
  unfolding differentiable_def by (blast intro: has_derivative_mult)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   515
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   516
lemma differentiable_inverse [simp]:
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   517
  fixes f :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   518
  shows "f differentiable (at x within s) \<Longrightarrow> f x \<noteq> 0 \<Longrightarrow> (\<lambda>x. inverse (f x)) differentiable (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   519
  unfolding differentiable_def by (blast intro: has_derivative_inverse)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   520
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   521
lemma differentiable_divide [simp]:
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   522
  fixes f g :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   523
  shows "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> g x \<noteq> 0 \<Longrightarrow> (\<lambda>x. f x / g x) differentiable (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   524
  unfolding divide_inverse using assms by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   525
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   526
lemma differentiable_power [simp]:
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   527
  fixes f g :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   528
  shows "f differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f x ^ n) differentiable (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   529
  unfolding differentiable_def by (blast intro: has_derivative_power)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   530
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   531
lemma differentiable_scaleR [simp]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   532
  "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f x *\<^sub>R g x) differentiable (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   533
  unfolding differentiable_def by (blast intro: has_derivative_scaleR)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   534
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   535
definition 
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   536
  has_field_derivative :: "('a::real_normed_field \<Rightarrow> 'a) \<Rightarrow> 'a \<Rightarrow> 'a filter \<Rightarrow> bool"
56182
528fae0816ea update syntax of has_*derivative to infix 50; fixed proofs
hoelzl
parents: 56181
diff changeset
   537
  (infix "(has'_field'_derivative)" 50)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   538
where
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   539
  "(f has_field_derivative D) F \<longleftrightarrow> (f has_derivative op * D) F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   540
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   541
lemma has_derivative_imp_has_field_derivative:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   542
  "(f has_derivative D) F \<Longrightarrow> (\<And>x. x * D' = D x) \<Longrightarrow> (f has_field_derivative D') F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   543
  unfolding has_field_derivative_def 
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   544
  by (rule has_derivative_eq_rhs[of f D]) (simp_all add: fun_eq_iff mult_commute)
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   545
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   546
lemma has_field_derivative_imp_has_derivative: "(f has_field_derivative D) F \<Longrightarrow> (f has_derivative op * D) F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   547
  by (simp add: has_field_derivative_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   548
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   549
lemma DERIV_subset: 
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   550
  "(f has_field_derivative f') (at x within s) \<Longrightarrow> t \<subseteq> s 
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   551
   \<Longrightarrow> (f has_field_derivative f') (at x within t)"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   552
  by (simp add: has_field_derivative_def has_derivative_within_subset)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   553
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   554
abbreviation (input)
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   555
  deriv :: "('a::real_normed_field \<Rightarrow> 'a) \<Rightarrow> 'a \<Rightarrow> 'a \<Rightarrow> bool"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   556
  ("(DERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   557
where
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   558
  "DERIV f x :> D \<equiv> (f has_field_derivative D) (at x)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   559
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   560
abbreviation 
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   561
  has_real_derivative :: "(real \<Rightarrow> real) \<Rightarrow> real \<Rightarrow> real filter \<Rightarrow> bool"
56182
528fae0816ea update syntax of has_*derivative to infix 50; fixed proofs
hoelzl
parents: 56181
diff changeset
   562
  (infix "(has'_real'_derivative)" 50)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   563
where
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   564
  "(f has_real_derivative D) F \<equiv> (f has_field_derivative D) F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   565
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   566
lemma real_differentiable_def:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   567
  "f differentiable at x within s \<longleftrightarrow> (\<exists>D. (f has_real_derivative D) (at x within s))"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   568
proof safe
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   569
  assume "f differentiable at x within s"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   570
  then obtain f' where *: "(f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   571
    unfolding differentiable_def by auto
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   572
  then obtain c where "f' = (op * c)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   573
    by (metis real_bounded_linear has_derivative_bounded_linear mult_commute fun_eq_iff)
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   574
  with * show "\<exists>D. (f has_real_derivative D) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   575
    unfolding has_field_derivative_def by auto
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   576
qed (auto simp: differentiable_def has_field_derivative_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   577
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   578
lemma real_differentiableE [elim?]:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   579
  assumes f: "f differentiable (at x within s)" obtains df where "(f has_real_derivative df) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   580
  using assms by (auto simp: real_differentiable_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   581
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   582
lemma differentiableD: "f differentiable (at x within s) \<Longrightarrow> \<exists>D. (f has_real_derivative D) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   583
  by (auto elim: real_differentiableE)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   584
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   585
lemma differentiableI: "(f has_real_derivative D) (at x within s) \<Longrightarrow> f differentiable (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   586
  by (force simp add: real_differentiable_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   587
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   588
lemma deriv_def:
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   589
  "DERIV f x :> D \<longleftrightarrow> (\<lambda>h. (f (x + h) - f x) / h) -- 0 --> D"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   590
  apply (simp add: has_field_derivative_def has_derivative_at bounded_linear_mult_right LIM_zero_iff[symmetric, of _ D])
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   591
  apply (subst (2) tendsto_norm_zero_iff[symmetric])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   592
  apply (rule filterlim_cong)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   593
  apply (simp_all add: eventually_at_filter field_simps nonzero_norm_divide)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   594
  done
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   595
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   596
lemma mult_commute_abs: "(\<lambda>x. x * c) = op * (c::'a::ab_semigroup_mult)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   597
  by (simp add: fun_eq_iff mult_commute)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   598
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   599
subsection {* Derivatives *}
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   600
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   601
lemma DERIV_D: "DERIV f x :> D \<Longrightarrow> (\<lambda>h. (f (x + h) - f x) / h) -- 0 --> D"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   602
  by (simp add: deriv_def)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   603
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   604
lemma DERIV_const [simp]: "((\<lambda>x. k) has_field_derivative 0) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   605
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_const]) auto
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   606
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   607
lemma DERIV_ident [simp]: "((\<lambda>x. x) has_field_derivative 1) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   608
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_ident]) auto
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   609
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   610
lemma field_differentiable_add:
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   611
  assumes "(f has_field_derivative f') F" "(g has_field_derivative g') F"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   612
    shows "((\<lambda>z. f z + g z) has_field_derivative f' + g') F"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   613
  apply (rule has_derivative_imp_has_field_derivative[OF has_derivative_add])
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   614
  using assms 
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   615
  by (auto simp: has_field_derivative_def field_simps mult_commute_abs)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   616
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   617
corollary DERIV_add:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   618
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> (g has_field_derivative E) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   619
  ((\<lambda>x. f x + g x) has_field_derivative D + E) (at x within s)"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   620
  by (rule field_differentiable_add)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   621
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   622
lemma field_differentiable_minus:
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   623
  assumes "(f has_field_derivative f') F" 
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   624
    shows "((\<lambda>z. - (f z)) has_field_derivative -f') F"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   625
  apply (rule has_derivative_imp_has_field_derivative[OF has_derivative_minus])
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   626
  using assms 
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   627
  by (auto simp: has_field_derivative_def field_simps mult_commute_abs)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   628
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   629
corollary DERIV_minus: "(f has_field_derivative D) (at x within s) \<Longrightarrow> ((\<lambda>x. - f x) has_field_derivative -D) (at x within s)"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   630
  by (rule field_differentiable_minus)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   631
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   632
lemma field_differentiable_diff:
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   633
  assumes "(f has_field_derivative f') F" "(g has_field_derivative g') F"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   634
    shows "((\<lambda>z. f z - g z) has_field_derivative f' - g') F"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   635
by (simp only: assms diff_conv_add_uminus field_differentiable_add field_differentiable_minus)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   636
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   637
corollary DERIV_diff:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   638
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> (g has_field_derivative E) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   639
  ((\<lambda>x. f x - g x) has_field_derivative D - E) (at x within s)"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   640
  by (rule field_differentiable_diff)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   641
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   642
lemma DERIV_continuous: "(f has_field_derivative D) (at x within s) \<Longrightarrow> continuous (at x within s) f"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   643
  by (drule has_derivative_continuous[OF has_field_derivative_imp_has_derivative]) simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   644
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   645
corollary DERIV_isCont: "DERIV f x :> D \<Longrightarrow> isCont f x"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   646
  by (rule DERIV_continuous)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   647
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   648
lemma DERIV_continuous_on:
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   649
  "(\<And>x. x \<in> s \<Longrightarrow> (f has_field_derivative D) (at x)) \<Longrightarrow> continuous_on s f"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   650
  by (metis DERIV_continuous continuous_at_imp_continuous_on)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   651
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   652
lemma DERIV_mult':
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   653
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> (g has_field_derivative E) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   654
  ((\<lambda>x. f x * g x) has_field_derivative f x * E + D * g x) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   655
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_mult])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   656
     (auto simp: field_simps mult_commute_abs dest: has_field_derivative_imp_has_derivative)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   657
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   658
lemma DERIV_mult:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   659
  "(f has_field_derivative Da) (at x within s) \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   660
  ((\<lambda>x. f x * g x) has_field_derivative Da * g x + Db * f x) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   661
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_mult])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   662
     (auto simp: field_simps dest: has_field_derivative_imp_has_derivative)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   663
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   664
text {* Derivative of linear multiplication *}
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   665
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   666
lemma DERIV_cmult:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   667
  "(f has_field_derivative D) (at x within s) ==> ((\<lambda>x. c * f x) has_field_derivative c * D) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   668
  by (drule DERIV_mult' [OF DERIV_const], simp)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   669
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   670
lemma DERIV_cmult_right:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   671
  "(f has_field_derivative D) (at x within s) ==> ((\<lambda>x. f x * c) has_field_derivative D * c) (at x within s)"
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   672
  using DERIV_cmult   by (force simp add: mult_ac)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   673
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   674
lemma DERIV_cmult_Id [simp]: "(op * c has_field_derivative c) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   675
  by (cut_tac c = c and x = x in DERIV_ident [THEN DERIV_cmult], simp)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   676
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   677
lemma DERIV_cdivide:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   678
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> ((\<lambda>x. f x / c) has_field_derivative D / c) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   679
  using DERIV_cmult_right[of f D x s "1 / c"] by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   680
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   681
lemma DERIV_unique:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   682
  "DERIV f x :> D \<Longrightarrow> DERIV f x :> E \<Longrightarrow> D = E"
50331
4b6dc5077e98 use filterlim in Lim and SEQ; tuned proofs
hoelzl
parents: 50330
diff changeset
   683
  unfolding deriv_def by (rule LIM_unique) 
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   684
31880
6fb86c61747c Added DERIV_intros
hoelzl
parents: 31404
diff changeset
   685
lemma DERIV_setsum:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   686
  "(\<And> n. n \<in> S \<Longrightarrow> ((\<lambda>x. f x n) has_field_derivative (f' x n)) F) \<Longrightarrow> 
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   687
    ((\<lambda>x. setsum (f x) S) has_field_derivative setsum (f' x) S) F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   688
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_setsum])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   689
     (auto simp: setsum_right_distrib mult_commute_abs dest: has_field_derivative_imp_has_derivative)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   690
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   691
lemma DERIV_inverse':
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   692
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> f x \<noteq> 0 \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   693
  ((\<lambda>x. inverse (f x)) has_field_derivative - (inverse (f x) * D * inverse (f x))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   694
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_inverse])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   695
     (auto dest: has_field_derivative_imp_has_derivative)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   696
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   697
text {* Power of @{text "-1"} *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   698
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   699
lemma DERIV_inverse:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   700
  "x \<noteq> 0 \<Longrightarrow> ((\<lambda>x. inverse(x)) has_field_derivative - (inverse x ^ Suc (Suc 0))) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   701
  by (drule DERIV_inverse' [OF DERIV_ident]) simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   702
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   703
text {* Derivative of inverse *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   704
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   705
lemma DERIV_inverse_fun:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   706
  "(f has_field_derivative d) (at x within s) \<Longrightarrow> f x \<noteq> 0 \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   707
  ((\<lambda>x. inverse (f x)) has_field_derivative (- (d * inverse(f x ^ Suc (Suc 0))))) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   708
  by (drule (1) DERIV_inverse') (simp add: mult_ac nonzero_inverse_mult_distrib)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   709
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   710
text {* Derivative of quotient *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   711
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   712
lemma DERIV_divide:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   713
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   714
  (g has_field_derivative E) (at x within s) \<Longrightarrow> g x \<noteq> 0 \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   715
  ((\<lambda>x. f x / g x) has_field_derivative (D * g x - f x * E) / (g x * g x)) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   716
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_divide])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   717
     (auto dest: has_field_derivative_imp_has_derivative simp: field_simps nonzero_inverse_mult_distrib divide_inverse)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   718
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   719
lemma DERIV_quotient:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   720
  "(f has_field_derivative d) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   721
  (g has_field_derivative e) (at x within s)\<Longrightarrow> g x \<noteq> 0 \<Longrightarrow> 
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   722
  ((\<lambda>y. f y / g y) has_field_derivative (d * g x - (e * f x)) / (g x ^ Suc (Suc 0))) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   723
  by (drule (2) DERIV_divide) (simp add: mult_commute)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   724
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   725
lemma DERIV_power_Suc:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   726
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   727
  ((\<lambda>x. f x ^ Suc n) has_field_derivative (1 + of_nat n) * (D * f x ^ n)) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   728
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_power])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   729
     (auto simp: has_field_derivative_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   730
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   731
lemma DERIV_power:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   732
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   733
  ((\<lambda>x. f x ^ n) has_field_derivative of_nat n * (D * f x ^ (n - Suc 0))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   734
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_power])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   735
     (auto simp: has_field_derivative_def)
31880
6fb86c61747c Added DERIV_intros
hoelzl
parents: 31404
diff changeset
   736
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   737
lemma DERIV_pow: "((\<lambda>x. x ^ n) has_field_derivative real n * (x ^ (n - Suc 0))) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   738
  apply (cut_tac DERIV_power [OF DERIV_ident])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   739
  apply (simp add: real_of_nat_def)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   740
  done
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   741
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   742
lemma DERIV_chain': "(f has_field_derivative D) (at x within s) \<Longrightarrow> DERIV g (f x) :> E \<Longrightarrow> 
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   743
  ((\<lambda>x. g (f x)) has_field_derivative E * D) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   744
  using has_derivative_compose[of f "op * D" x s g "op * E"]
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   745
  unfolding has_field_derivative_def mult_commute_abs ac_simps .
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   746
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   747
corollary DERIV_chain2: "DERIV f (g x) :> Da \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   748
  ((\<lambda>x. f (g x)) has_field_derivative Da * Db) (at x within s)"
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   749
  by (rule DERIV_chain')
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   750
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   751
text {* Standard version *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   752
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   753
lemma DERIV_chain:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   754
  "DERIV f (g x) :> Da \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow> 
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   755
  (f o g has_field_derivative Da * Db) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   756
  by (drule (1) DERIV_chain', simp add: o_def mult_commute)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   757
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   758
lemma DERIV_image_chain: 
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   759
  "(f has_field_derivative Da) (at (g x) within (g ` s)) \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   760
  (f o g has_field_derivative Da * Db) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   761
  using has_derivative_in_compose [of g "op * Db" x s f "op * Da "]
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   762
  by (simp add: has_field_derivative_def o_def mult_commute_abs ac_simps)
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   763
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   764
(*These two are from HOL Light: HAS_COMPLEX_DERIVATIVE_CHAIN*)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   765
lemma DERIV_chain_s:
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   766
  assumes "(\<And>x. x \<in> s \<Longrightarrow> DERIV g x :> g'(x))"
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   767
      and "DERIV f x :> f'" 
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   768
      and "f x \<in> s"
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   769
    shows "DERIV (\<lambda>x. g(f x)) x :> f' * g'(f x)"
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   770
  by (metis (full_types) DERIV_chain' mult_commute assms)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   771
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   772
lemma DERIV_chain3: (*HAS_COMPLEX_DERIVATIVE_CHAIN_UNIV*)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   773
  assumes "(\<And>x. DERIV g x :> g'(x))"
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   774
      and "DERIV f x :> f'" 
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   775
    shows "DERIV (\<lambda>x. g(f x)) x :> f' * g'(f x)"
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   776
  by (metis UNIV_I DERIV_chain_s [of UNIV] assms)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   777
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   778
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   779
subsubsection {* @{text "DERIV_intros"} *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   780
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   781
ML {*
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   782
structure Deriv_Intros = Named_Thms
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   783
(
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   784
  val name = @{binding DERIV_intros}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   785
  val description = "DERIV introduction rules"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   786
)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   787
*}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   788
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   789
setup Deriv_Intros.setup
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   790
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   791
lemma DERIV_cong: "(f has_field_derivative X) (at x within s) \<Longrightarrow> X = Y \<Longrightarrow> (f has_field_derivative Y) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   792
  by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   793
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   794
declare
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   795
  DERIV_const[THEN DERIV_cong, DERIV_intros]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   796
  DERIV_ident[THEN DERIV_cong, DERIV_intros]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   797
  DERIV_add[THEN DERIV_cong, DERIV_intros]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   798
  DERIV_minus[THEN DERIV_cong, DERIV_intros]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   799
  DERIV_mult[THEN DERIV_cong, DERIV_intros]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   800
  DERIV_diff[THEN DERIV_cong, DERIV_intros]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   801
  DERIV_inverse'[THEN DERIV_cong, DERIV_intros]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   802
  DERIV_divide[THEN DERIV_cong, DERIV_intros]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   803
  DERIV_power[where 'a=real, THEN DERIV_cong,
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   804
              unfolded real_of_nat_def[symmetric], DERIV_intros]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   805
  DERIV_setsum[THEN DERIV_cong, DERIV_intros]
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   806
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   807
text{*Alternative definition for differentiability*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   808
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   809
lemma DERIV_LIM_iff:
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   810
  fixes f :: "'a::{real_normed_vector,inverse} \<Rightarrow> 'a" shows
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   811
     "((%h. (f(a + h) - f(a)) / h) -- 0 --> D) =
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   812
      ((%x. (f(x)-f(a)) / (x-a)) -- a --> D)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   813
apply (rule iffI)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   814
apply (drule_tac k="- a" in LIM_offset)
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
   815
apply simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   816
apply (drule_tac k="a" in LIM_offset)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   817
apply (simp add: add_commute)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   818
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   819
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   820
lemma DERIV_iff2: "(DERIV f x :> D) \<longleftrightarrow> (\<lambda>z. (f z - f x) / (z - x)) --x --> D"
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
   821
  by (simp add: deriv_def DERIV_LIM_iff)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   822
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   823
lemma DERIV_cong_ev: "x = y \<Longrightarrow> eventually (\<lambda>x. f x = g x) (nhds x) \<Longrightarrow> u = v \<Longrightarrow>
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   824
    DERIV f x :> u \<longleftrightarrow> DERIV g y :> v"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   825
  unfolding DERIV_iff2
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   826
proof (rule filterlim_cong)
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
   827
  assume *: "eventually (\<lambda>x. f x = g x) (nhds x)"
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
   828
  moreover from * have "f x = g x" by (auto simp: eventually_nhds)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   829
  moreover assume "x = y" "u = v"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   830
  ultimately show "eventually (\<lambda>xa. (f xa - f x) / (xa - x) = (g xa - g y) / (xa - y)) (at x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   831
    by (auto simp: eventually_at_filter elim: eventually_elim1)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   832
qed simp_all
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   833
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   834
lemma DERIV_shift:
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   835
  "(DERIV f (x + z) :> y) \<longleftrightarrow> (DERIV (\<lambda>x. f (x + z)) x :> y)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   836
  by (simp add: deriv_def field_simps)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   837
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   838
lemma DERIV_mirror:
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   839
  "(DERIV f (- x) :> y) \<longleftrightarrow> (DERIV (\<lambda>x. f (- x::real) :: real) x :> - y)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   840
  by (simp add: deriv_def filterlim_at_split filterlim_at_left_to_right
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   841
                tendsto_minus_cancel_left field_simps conj_commute)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   842
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   843
text {* Caratheodory formulation of derivative at a point *}
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   844
55970
6d123f0ae358 Some new proofs. Tidying up, esp to remove "apply rule".
paulson <lp15@cam.ac.uk>
parents: 55967
diff changeset
   845
lemma CARAT_DERIV: (*FIXME: SUPERSEDED BY THE ONE IN Deriv.thy. But still used by NSA/HDeriv.thy*)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   846
  "(DERIV f x :> l) \<longleftrightarrow> (\<exists>g. (\<forall>z. f z - f x = g z * (z - x)) \<and> isCont g x \<and> g x = l)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   847
      (is "?lhs = ?rhs")
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   848
proof
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   849
  assume der: "DERIV f x :> l"
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   850
  show "\<exists>g. (\<forall>z. f z - f x = g z * (z-x)) \<and> isCont g x \<and> g x = l"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   851
  proof (intro exI conjI)
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   852
    let ?g = "(%z. if z = x then l else (f z - f x) / (z-x))"
23413
5caa2710dd5b tuned laws for cancellation in divisions for fields.
nipkow
parents: 23412
diff changeset
   853
    show "\<forall>z. f z - f x = ?g z * (z-x)" by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   854
    show "isCont ?g x" using der
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   855
      by (simp add: isCont_iff deriv_def cong: LIM_equal [rule_format])
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   856
    show "?g x = l" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   857
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   858
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   859
  assume "?rhs"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   860
  then obtain g where
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   861
    "(\<forall>z. f z - f x = g z * (z-x))" and "isCont g x" and "g x = l" by blast
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   862
  thus "(DERIV f x :> l)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   863
     by (auto simp add: isCont_iff deriv_def cong: LIM_cong)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   864
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   865
31899
1a7ade46061b fixed document (DERIV_intros);
wenzelm
parents: 31880
diff changeset
   866
text {*
1a7ade46061b fixed document (DERIV_intros);
wenzelm
parents: 31880
diff changeset
   867
 Let's do the standard proof, though theorem
1a7ade46061b fixed document (DERIV_intros);
wenzelm
parents: 31880
diff changeset
   868
 @{text "LIM_mult2"} follows from a NS proof
1a7ade46061b fixed document (DERIV_intros);
wenzelm
parents: 31880
diff changeset
   869
*}
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   870
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   871
subsection {* Local extrema *}
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   872
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   873
text{*If @{term "0 < f'(x)"} then @{term x} is Locally Strictly Increasing At The Right*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   874
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   875
lemma DERIV_pos_inc_right:
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   876
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   877
  assumes der: "DERIV f x :> l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   878
      and l:   "0 < l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   879
  shows "\<exists>d > 0. \<forall>h > 0. h < d --> f(x) < f(x + h)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   880
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   881
  from l der [THEN DERIV_D, THEN LIM_D [where r = "l"]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   882
  have "\<exists>s > 0. (\<forall>z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < l)"
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
   883
    by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   884
  then obtain s
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   885
        where s:   "0 < s"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   886
          and all: "!!z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   887
    by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   888
  thus ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   889
  proof (intro exI conjI strip)
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
   890
    show "0<s" using s .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   891
    fix h::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   892
    assume "0 < h" "h < s"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   893
    with all [of h] show "f x < f (x+h)"
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
   894
    proof (simp add: abs_if pos_less_divide_eq split add: split_if_asm)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   895
      assume "~ (f (x+h) - f x) / h < l" and h: "0 < h"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   896
      with l
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   897
      have "0 < (f (x+h) - f x) / h" by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   898
      thus "f x < f (x+h)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   899
  by (simp add: pos_less_divide_eq h)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   900
    qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   901
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   902
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   903
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   904
lemma DERIV_neg_dec_left:
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   905
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   906
  assumes der: "DERIV f x :> l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   907
      and l:   "l < 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   908
  shows "\<exists>d > 0. \<forall>h > 0. h < d --> f(x) < f(x-h)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   909
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   910
  from l der [THEN DERIV_D, THEN LIM_D [where r = "-l"]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   911
  have "\<exists>s > 0. (\<forall>z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < -l)"
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
   912
    by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   913
  then obtain s
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   914
        where s:   "0 < s"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   915
          and all: "!!z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < -l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   916
    by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   917
  thus ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   918
  proof (intro exI conjI strip)
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
   919
    show "0<s" using s .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   920
    fix h::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   921
    assume "0 < h" "h < s"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   922
    with all [of "-h"] show "f x < f (x-h)"
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
   923
    proof (simp add: abs_if pos_less_divide_eq split add: split_if_asm)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   924
      assume " - ((f (x-h) - f x) / h) < l" and h: "0 < h"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   925
      with l
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   926
      have "0 < (f (x-h) - f x) / h" by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   927
      thus "f x < f (x-h)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   928
  by (simp add: pos_less_divide_eq h)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   929
    qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   930
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   931
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   932
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   933
lemma DERIV_pos_inc_left:
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   934
  fixes f :: "real => real"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   935
  shows "DERIV f x :> l \<Longrightarrow> 0 < l \<Longrightarrow> \<exists>d > 0. \<forall>h > 0. h < d --> f(x - h) < f(x)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   936
  apply (rule DERIV_neg_dec_left [of "%x. - f x" "-l" x, simplified])
41368
8afa26855137 use DERIV_intros
hoelzl
parents: 37891
diff changeset
   937
  apply (auto simp add: DERIV_minus)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   938
  done
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   939
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   940
lemma DERIV_neg_dec_right:
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   941
  fixes f :: "real => real"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   942
  shows "DERIV f x :> l \<Longrightarrow> l < 0 \<Longrightarrow> \<exists>d > 0. \<forall>h > 0. h < d --> f(x) > f(x + h)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   943
  apply (rule DERIV_pos_inc_right [of "%x. - f x" "-l" x, simplified])
41368
8afa26855137 use DERIV_intros
hoelzl
parents: 37891
diff changeset
   944
  apply (auto simp add: DERIV_minus)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   945
  done
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   946
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   947
lemma DERIV_local_max:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   948
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   949
  assumes der: "DERIV f x :> l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   950
      and d:   "0 < d"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   951
      and le:  "\<forall>y. \<bar>x-y\<bar> < d --> f(y) \<le> f(x)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   952
  shows "l = 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   953
proof (cases rule: linorder_cases [of l 0])
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
   954
  case equal thus ?thesis .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   955
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   956
  case less
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   957
  from DERIV_neg_dec_left [OF der less]
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   958
  obtain d' where d': "0 < d'"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   959
             and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x-h)" by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   960
  from real_lbound_gt_zero [OF d d']
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   961
  obtain e where "0 < e \<and> e < d \<and> e < d'" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   962
  with lt le [THEN spec [where x="x-e"]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   963
  show ?thesis by (auto simp add: abs_if)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   964
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   965
  case greater
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   966
  from DERIV_pos_inc_right [OF der greater]
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   967
  obtain d' where d': "0 < d'"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   968
             and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x + h)" by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   969
  from real_lbound_gt_zero [OF d d']
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   970
  obtain e where "0 < e \<and> e < d \<and> e < d'" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   971
  with lt le [THEN spec [where x="x+e"]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   972
  show ?thesis by (auto simp add: abs_if)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   973
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   974
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   975
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   976
text{*Similar theorem for a local minimum*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   977
lemma DERIV_local_min:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   978
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   979
  shows "[| DERIV f x :> l; 0 < d; \<forall>y. \<bar>x-y\<bar> < d --> f(x) \<le> f(y) |] ==> l = 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   980
by (drule DERIV_minus [THEN DERIV_local_max], auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   981
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   982
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   983
text{*In particular, if a function is locally flat*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   984
lemma DERIV_local_const:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   985
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   986
  shows "[| DERIV f x :> l; 0 < d; \<forall>y. \<bar>x-y\<bar> < d --> f(x) = f(y) |] ==> l = 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   987
by (auto dest!: DERIV_local_max)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   988
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   989
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   990
subsection {* Rolle's Theorem *}
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   991
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   992
text{*Lemma about introducing open ball in open interval*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   993
lemma lemma_interval_lt:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   994
     "[| a < x;  x < b |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   995
      ==> \<exists>d::real. 0 < d & (\<forall>y. \<bar>x-y\<bar> < d --> a < y & y < b)"
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
   996
22998
97e1f9c2cc46 avoid using redundant lemmas from RealDef.thy
huffman
parents: 22984
diff changeset
   997
apply (simp add: abs_less_iff)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   998
apply (insert linorder_linear [of "x-a" "b-x"], safe)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   999
apply (rule_tac x = "x-a" in exI)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1000
apply (rule_tac [2] x = "b-x" in exI, auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1001
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1002
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1003
lemma lemma_interval: "[| a < x;  x < b |] ==>
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1004
        \<exists>d::real. 0 < d &  (\<forall>y. \<bar>x-y\<bar> < d --> a \<le> y & y \<le> b)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1005
apply (drule lemma_interval_lt, auto)
44921
58eef4843641 tuned proofs
huffman
parents: 44890
diff changeset
  1006
apply force
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1007
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1008
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1009
text{*Rolle's Theorem.
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1010
   If @{term f} is defined and continuous on the closed interval
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1011
   @{text "[a,b]"} and differentiable on the open interval @{text "(a,b)"},
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1012
   and @{term "f(a) = f(b)"},
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1013
   then there exists @{text "x0 \<in> (a,b)"} such that @{term "f'(x0) = 0"}*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1014
theorem Rolle:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1015
  assumes lt: "a < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1016
      and eq: "f(a) = f(b)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1017
      and con: "\<forall>x. a \<le> x & x \<le> b --> isCont f x"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1018
      and dif [rule_format]: "\<forall>x. a < x & x < b --> f differentiable (at x)"
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1019
  shows "\<exists>z::real. a < z & z < b & DERIV f z :> 0"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1020
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1021
  have le: "a \<le> b" using lt by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1022
  from isCont_eq_Ub [OF le con]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1023
  obtain x where x_max: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f z \<le> f x"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1024
             and alex: "a \<le> x" and xleb: "x \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1025
    by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1026
  from isCont_eq_Lb [OF le con]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1027
  obtain x' where x'_min: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f x' \<le> f z"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1028
              and alex': "a \<le> x'" and x'leb: "x' \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1029
    by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1030
  show ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1031
  proof cases
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1032
    assume axb: "a < x & x < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1033
        --{*@{term f} attains its maximum within the interval*}
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
  1034
    hence ax: "a<x" and xb: "x<b" by arith + 
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1035
    from lemma_interval [OF ax xb]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1036
    obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1037
      by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1038
    hence bound': "\<forall>y. \<bar>x-y\<bar> < d \<longrightarrow> f y \<le> f x" using x_max
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1039
      by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1040
    from differentiableD [OF dif [OF axb]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1041
    obtain l where der: "DERIV f x :> l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1042
    have "l=0" by (rule DERIV_local_max [OF der d bound'])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1043
        --{*the derivative at a local maximum is zero*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1044
    thus ?thesis using ax xb der by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1045
  next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1046
    assume notaxb: "~ (a < x & x < b)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1047
    hence xeqab: "x=a | x=b" using alex xleb by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1048
    hence fb_eq_fx: "f b = f x" by (auto simp add: eq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1049
    show ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1050
    proof cases
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1051
      assume ax'b: "a < x' & x' < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1052
        --{*@{term f} attains its minimum within the interval*}
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
  1053
      hence ax': "a<x'" and x'b: "x'<b" by arith+ 
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1054
      from lemma_interval [OF ax' x'b]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1055
      obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1056
  by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1057
      hence bound': "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> f x' \<le> f y" using x'_min
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1058
  by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1059
      from differentiableD [OF dif [OF ax'b]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1060
      obtain l where der: "DERIV f x' :> l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1061
      have "l=0" by (rule DERIV_local_min [OF der d bound'])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1062
        --{*the derivative at a local minimum is zero*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1063
      thus ?thesis using ax' x'b der by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1064
    next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1065
      assume notax'b: "~ (a < x' & x' < b)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1066
        --{*@{term f} is constant througout the interval*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1067
      hence x'eqab: "x'=a | x'=b" using alex' x'leb by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1068
      hence fb_eq_fx': "f b = f x'" by (auto simp add: eq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1069
      from dense [OF lt]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1070
      obtain r where ar: "a < r" and rb: "r < b" by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1071
      from lemma_interval [OF ar rb]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1072
      obtain d where d: "0<d" and bound: "\<forall>y. \<bar>r-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1073
  by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1074
      have eq_fb: "\<forall>z. a \<le> z --> z \<le> b --> f z = f b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1075
      proof (clarify)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1076
        fix z::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1077
        assume az: "a \<le> z" and zb: "z \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1078
        show "f z = f b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1079
        proof (rule order_antisym)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1080
          show "f z \<le> f b" by (simp add: fb_eq_fx x_max az zb)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1081
          show "f b \<le> f z" by (simp add: fb_eq_fx' x'_min az zb)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1082
        qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1083
      qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1084
      have bound': "\<forall>y. \<bar>r-y\<bar> < d \<longrightarrow> f r = f y"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1085
      proof (intro strip)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1086
        fix y::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1087
        assume lt: "\<bar>r-y\<bar> < d"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1088
        hence "f y = f b" by (simp add: eq_fb bound)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1089
        thus "f r = f y" by (simp add: eq_fb ar rb order_less_imp_le)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1090
      qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1091
      from differentiableD [OF dif [OF conjI [OF ar rb]]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1092
      obtain l where der: "DERIV f r :> l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1093
      have "l=0" by (rule DERIV_local_const [OF der d bound'])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1094
        --{*the derivative of a constant function is zero*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1095
      thus ?thesis using ar rb der by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1096
    qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1097
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1098
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1099
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1100
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1101
subsection{*Mean Value Theorem*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1102
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1103
lemma lemma_MVT:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1104
     "f a - (f b - f a)/(b-a) * a = f b - (f b - f a)/(b-a) * (b::real)"
51481
ef949192e5d6 move continuous_on_inv to HOL image (simplifies isCont_inverse_function)
hoelzl
parents: 51480
diff changeset
  1105
  by (cases "a = b") (simp_all add: field_simps)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1106
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1107
theorem MVT:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1108
  assumes lt:  "a < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1109
      and con: "\<forall>x. a \<le> x & x \<le> b --> isCont f x"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1110
      and dif [rule_format]: "\<forall>x. a < x & x < b --> f differentiable (at x)"
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1111
  shows "\<exists>l z::real. a < z & z < b & DERIV f z :> l &
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1112
                   (f(b) - f(a) = (b-a) * l)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1113
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1114
  let ?F = "%x. f x - ((f b - f a) / (b-a)) * x"
44233
aa74ce315bae add simp rules for isCont
huffman
parents: 44209
diff changeset
  1115
  have contF: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?F x"
aa74ce315bae add simp rules for isCont
huffman
parents: 44209
diff changeset
  1116
    using con by (fast intro: isCont_intros)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1117
  have difF: "\<forall>x. a < x \<and> x < b \<longrightarrow> ?F differentiable (at x)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1118
  proof (clarify)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1119
    fix x::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1120
    assume ax: "a < x" and xb: "x < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1121
    from differentiableD [OF dif [OF conjI [OF ax xb]]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1122
    obtain l where der: "DERIV f x :> l" ..
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1123
    show "?F differentiable (at x)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1124
      by (rule differentiableI [where D = "l - (f b - f a)/(b-a)"],
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1125
          blast intro: DERIV_diff DERIV_cmult_Id der)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1126
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1127
  from Rolle [where f = ?F, OF lt lemma_MVT contF difF]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1128
  obtain z where az: "a < z" and zb: "z < b" and der: "DERIV ?F z :> 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1129
    by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1130
  have "DERIV (%x. ((f b - f a)/(b-a)) * x) z :> (f b - f a)/(b-a)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1131
    by (rule DERIV_cmult_Id)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1132
  hence derF: "DERIV (\<lambda>x. ?F x + (f b - f a) / (b - a) * x) z
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1133
                   :> 0 + (f b - f a) / (b - a)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1134
    by (rule DERIV_add [OF der])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1135
  show ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1136
  proof (intro exI conjI)
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
  1137
    show "a < z" using az .
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
  1138
    show "z < b" using zb .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1139
    show "f b - f a = (b - a) * ((f b - f a)/(b-a))" by (simp)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1140
    show "DERIV f z :> ((f b - f a)/(b-a))"  using derF by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1141
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1142
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1143
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1144
lemma MVT2:
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1145
     "[| a < b; \<forall>x. a \<le> x & x \<le> b --> DERIV f x :> f'(x) |]
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1146
      ==> \<exists>z::real. a < z & z < b & (f b - f a = (b - a) * f'(z))"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1147
apply (drule MVT)
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1148
apply (blast intro: DERIV_isCont)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1149
apply (force dest: order_less_imp_le simp add: real_differentiable_def)
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1150
apply (blast dest: DERIV_unique order_less_imp_le)
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1151
done
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1152
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1153
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1154
text{*A function is constant if its derivative is 0 over an interval.*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1155
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1156
lemma DERIV_isconst_end:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1157
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1158
  shows "[| a < b;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1159
         \<forall>x. a \<le> x & x \<le> b --> isCont f x;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1160
         \<forall>x. a < x & x < b --> DERIV f x :> 0 |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1161
        ==> f b = f a"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1162
apply (drule MVT, assumption)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1163
apply (blast intro: differentiableI)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1164
apply (auto dest!: DERIV_unique simp add: diff_eq_eq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1165
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1166
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1167
lemma DERIV_isconst1:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1168
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1169
  shows "[| a < b;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1170
         \<forall>x. a \<le> x & x \<le> b --> isCont f x;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1171
         \<forall>x. a < x & x < b --> DERIV f x :> 0 |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1172
        ==> \<forall>x. a \<le> x & x \<le> b --> f x = f a"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1173
apply safe
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1174
apply (drule_tac x = a in order_le_imp_less_or_eq, safe)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1175
apply (drule_tac b = x in DERIV_isconst_end, auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1176
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1177
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1178
lemma DERIV_isconst2:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1179
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1180
  shows "[| a < b;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1181
         \<forall>x. a \<le> x & x \<le> b --> isCont f x;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1182
         \<forall>x. a < x & x < b --> DERIV f x :> 0;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1183
         a \<le> x; x \<le> b |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1184
        ==> f x = f a"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1185
apply (blast dest: DERIV_isconst1)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1186
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1187
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1188
lemma DERIV_isconst3: fixes a b x y :: real
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1189
  assumes "a < b" and "x \<in> {a <..< b}" and "y \<in> {a <..< b}"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1190
  assumes derivable: "\<And>x. x \<in> {a <..< b} \<Longrightarrow> DERIV f x :> 0"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1191
  shows "f x = f y"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1192
proof (cases "x = y")
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1193
  case False
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1194
  let ?a = "min x y"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1195
  let ?b = "max x y"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1196
  
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1197
  have "\<forall>z. ?a \<le> z \<and> z \<le> ?b \<longrightarrow> DERIV f z :> 0"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1198
  proof (rule allI, rule impI)
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1199
    fix z :: real assume "?a \<le> z \<and> z \<le> ?b"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1200
    hence "a < z" and "z < b" using `x \<in> {a <..< b}` and `y \<in> {a <..< b}` by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1201
    hence "z \<in> {a<..<b}" by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1202
    thus "DERIV f z :> 0" by (rule derivable)
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1203
  qed
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1204
  hence isCont: "\<forall>z. ?a \<le> z \<and> z \<le> ?b \<longrightarrow> isCont f z"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1205
    and DERIV: "\<forall>z. ?a < z \<and> z < ?b \<longrightarrow> DERIV f z :> 0" using DERIV_isCont by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1206
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1207
  have "?a < ?b" using `x \<noteq> y` by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1208
  from DERIV_isconst2[OF this isCont DERIV, of x] and DERIV_isconst2[OF this isCont DERIV, of y]
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1209
  show ?thesis by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1210
qed auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1211
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1212
lemma DERIV_isconst_all:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1213
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1214
  shows "\<forall>x. DERIV f x :> 0 ==> f(x) = f(y)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1215
apply (rule linorder_cases [of x y])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1216
apply (blast intro: sym DERIV_isCont DERIV_isconst_end)+
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1217
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1218
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1219
lemma DERIV_const_ratio_const:
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1220
  fixes f :: "real => real"
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1221
  shows "[|a \<noteq> b; \<forall>x. DERIV f x :> k |] ==> (f(b) - f(a)) = (b-a) * k"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1222
apply (rule linorder_cases [of a b], auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1223
apply (drule_tac [!] f = f in MVT)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1224
apply (auto dest: DERIV_isCont DERIV_unique simp add: real_differentiable_def)
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
  1225
apply (auto dest: DERIV_unique simp add: ring_distribs)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1226
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1227
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1228
lemma DERIV_const_ratio_const2:
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1229
  fixes f :: "real => real"
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1230
  shows "[|a \<noteq> b; \<forall>x. DERIV f x :> k |] ==> (f(b) - f(a))/(b-a) = k"
56217
dc429a5b13c4 Some rationalisation of basic lemmas
paulson <lp15@cam.ac.uk>
parents: 56182
diff changeset
  1231
apply (rule_tac c1 = "b-a" in mult_right_cancel [THEN iffD1])
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1232
apply (auto dest!: DERIV_const_ratio_const simp add: mult_assoc)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1233
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1234
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1235
lemma real_average_minus_first [simp]: "((a + b) /2 - a) = (b-a)/(2::real)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1236
by (simp)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1237
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1238
lemma real_average_minus_second [simp]: "((b + a)/2 - a) = (b-a)/(2::real)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1239
by (simp)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1240
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1241
text{*Gallileo's "trick": average velocity = av. of end velocities*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1242
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1243
lemma DERIV_const_average:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1244
  fixes v :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1245
  assumes neq: "a \<noteq> (b::real)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1246
      and der: "\<forall>x. DERIV v x :> k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1247
  shows "v ((a + b)/2) = (v a + v b)/2"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1248
proof (cases rule: linorder_cases [of a b])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1249
  case equal with neq show ?thesis by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1250
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1251
  case less
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1252
  have "(v b - v a) / (b - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1253
    by (rule DERIV_const_ratio_const2 [OF neq der])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1254
  hence "(b-a) * ((v b - v a) / (b-a)) = (b-a) * k" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1255
  moreover have "(v ((a + b) / 2) - v a) / ((a + b) / 2 - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1256
    by (rule DERIV_const_ratio_const2 [OF _ der], simp add: neq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1257
  ultimately show ?thesis using neq by force
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1258
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1259
  case greater
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1260
  have "(v b - v a) / (b - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1261
    by (rule DERIV_const_ratio_const2 [OF neq der])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1262
  hence "(b-a) * ((v b - v a) / (b-a)) = (b-a) * k" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1263
  moreover have " (v ((b + a) / 2) - v a) / ((b + a) / 2 - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1264
    by (rule DERIV_const_ratio_const2 [OF _ der], simp add: neq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1265
  ultimately show ?thesis using neq by (force simp add: add_commute)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1266
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1267
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1268
(* A function with positive derivative is increasing. 
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1269
   A simple proof using the MVT, by Jeremy Avigad. And variants.
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1270
*)
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1271
lemma DERIV_pos_imp_increasing_open:
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1272
  fixes a::real and b::real and f::"real => real"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1273
  assumes "a < b" and "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> (EX y. DERIV f x :> y & y > 0)"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1274
      and con: "\<And>x. a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> isCont f x"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1275
  shows "f a < f b"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1276
proof (rule ccontr)
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1277
  assume f: "~ f a < f b"
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1278
  have "EX l z. a < z & z < b & DERIV f z :> l
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1279
      & f b - f a = (b - a) * l"
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1280
    apply (rule MVT)
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1281
      using assms Deriv.differentiableI
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1282
      apply force+
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1283
    done
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1284
  then obtain l z where z: "a < z" "z < b" "DERIV f z :> l"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1285
      and "f b - f a = (b - a) * l"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1286
    by auto
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1287
  with assms f have "~(l > 0)"
36777
be5461582d0f avoid using real-specific versions of generic lemmas
huffman
parents: 35216
diff changeset
  1288
    by (metis linorder_not_le mult_le_0_iff diff_le_0_iff_le)
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1289
  with assms z show False
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1290
    by (metis DERIV_unique)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1291
qed
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1292
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1293
lemma DERIV_pos_imp_increasing:
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1294
  fixes a::real and b::real and f::"real => real"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1295
  assumes "a < b" and "\<forall>x. a \<le> x & x \<le> b --> (EX y. DERIV f x :> y & y > 0)"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1296
  shows "f a < f b"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1297
by (metis DERIV_pos_imp_increasing_open [of a b f] assms DERIV_continuous less_imp_le)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1298
45791
d985ec974815 more systematic lemma name
noschinl
parents: 45600
diff changeset
  1299
lemma DERIV_nonneg_imp_nondecreasing:
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1300
  fixes a::real and b::real and f::"real => real"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1301
  assumes "a \<le> b" and
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1302
    "\<forall>x. a \<le> x & x \<le> b --> (\<exists>y. DERIV f x :> y & y \<ge> 0)"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1303
  shows "f a \<le> f b"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1304
proof (rule ccontr, cases "a = b")
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1305
  assume "~ f a \<le> f b" and "a = b"
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1306
  then show False by auto
37891
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1307
next
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1308
  assume A: "~ f a \<le> f b"
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1309
  assume B: "a ~= b"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1310
  with assms have "EX l z. a < z & z < b & DERIV f z :> l
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1311
      & f b - f a = (b - a) * l"
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1312
    apply -
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1313
    apply (rule MVT)
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1314
      apply auto
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1315
      apply (metis DERIV_isCont)
36777
be5461582d0f avoid using real-specific versions of generic lemmas
huffman
parents: 35216
diff changeset
  1316
     apply (metis differentiableI less_le)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1317
    done
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1318
  then obtain l z where z: "a < z" "z < b" "DERIV f z :> l"
37891
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1319
      and C: "f b - f a = (b - a) * l"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1320
    by auto
37891
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1321
  with A have "a < b" "f b < f a" by auto
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1322
  with C have "\<not> l \<ge> 0" by (auto simp add: not_le algebra_simps)
45051
c478d1876371 discontinued legacy theorem names from RealDef.thy
huffman
parents: 44921
diff changeset
  1323
    (metis A add_le_cancel_right assms(1) less_eq_real_def mult_right_mono add_left_mono linear order_refl)
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1324
  with assms z show False
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1325
    by (metis DERIV_unique order_less_imp_le)
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1326
qed
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1327
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1328
lemma DERIV_neg_imp_decreasing_open:
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1329
  fixes a::real and b::real and f::"real => real"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1330
  assumes "a < b" and "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> (EX y. DERIV f x :> y & y < 0)"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1331
      and con: "\<And>x. a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> isCont f x"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1332
  shows "f a > f b"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1333
proof -
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1334
  have "(%x. -f x) a < (%x. -f x) b"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1335
    apply (rule DERIV_pos_imp_increasing_open [of a b "%x. -f x"])
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1336
    using assms
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1337
    apply auto
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1338
    apply (metis field_differentiable_minus neg_0_less_iff_less)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1339
    done
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1340
  thus ?thesis
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1341
    by simp
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1342
qed
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1343
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1344
lemma DERIV_neg_imp_decreasing:
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1345
  fixes a::real and b::real and f::"real => real"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1346
  assumes "a < b" and
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1347
    "\<forall>x. a \<le> x & x \<le> b --> (\<exists>y. DERIV f x :> y & y < 0)"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1348
  shows "f a > f b"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1349
by (metis DERIV_neg_imp_decreasing_open [of a b f] assms DERIV_continuous less_imp_le)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1350
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1351
lemma DERIV_nonpos_imp_nonincreasing:
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1352
  fixes a::real and b::real and f::"real => real"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1353
  assumes "a \<le> b" and
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1354
    "\<forall>x. a \<le> x & x \<le> b --> (\<exists>y. DERIV f x :> y & y \<le> 0)"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1355
  shows "f a \<ge> f b"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1356
proof -
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1357
  have "(%x. -f x) a \<le> (%x. -f x) b"
45791
d985ec974815 more systematic lemma name
noschinl
parents: 45600
diff changeset
  1358
    apply (rule DERIV_nonneg_imp_nondecreasing [of a b "%x. -f x"])
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1359
    using assms
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1360
    apply auto
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1361
    apply (metis DERIV_minus neg_0_le_iff_le)
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1362
    done
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1363
  thus ?thesis
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1364
    by simp
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1365
qed
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1366
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1367
text {* Derivative of inverse function *}
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1368
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1369
lemma DERIV_inverse_function:
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1370
  fixes f g :: "real \<Rightarrow> real"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1371
  assumes der: "DERIV f (g x) :> D"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1372
  assumes neq: "D \<noteq> 0"
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1373
  assumes a: "a < x" and b: "x < b"
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1374
  assumes inj: "\<forall>y. a < y \<and> y < b \<longrightarrow> f (g y) = y"
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1375
  assumes cont: "isCont g x"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1376
  shows "DERIV g x :> inverse D"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1377
unfolding DERIV_iff2
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1378
proof (rule LIM_equal2)
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1379
  show "0 < min (x - a) (b - x)"
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
  1380
    using a b by arith 
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1381
next
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1382
  fix y
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1383
  assume "norm (y - x) < min (x - a) (b - x)"
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
  1384
  hence "a < y" and "y < b" 
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1385
    by (simp_all add: abs_less_iff)
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1386
  thus "(g y - g x) / (y - x) =
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1387
        inverse ((f (g y) - x) / (g y - g x))"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1388
    by (simp add: inj)
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1389
next
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1390
  have "(\<lambda>z. (f z - f (g x)) / (z - g x)) -- g x --> D"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1391
    by (rule der [unfolded DERIV_iff2])
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1392
  hence 1: "(\<lambda>z. (f z - x) / (z - g x)) -- g x --> D"
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1393
    using inj a b by simp
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1394
  have 2: "\<exists>d>0. \<forall>y. y \<noteq> x \<and> norm (y - x) < d \<longrightarrow> g y \<noteq> g x"
56219
bf80d125406b tuned proofs;
wenzelm
parents: 56217
diff changeset
  1395
  proof (rule exI, safe)
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1396
    show "0 < min (x - a) (b - x)"
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1397
      using a b by simp
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1398
  next
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1399
    fix y
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1400
    assume "norm (y - x) < min (x - a) (b - x)"
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1401
    hence y: "a < y" "y < b"
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1402
      by (simp_all add: abs_less_iff)
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1403
    assume "g y = g x"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1404
    hence "f (g y) = f (g x)" by simp
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1405
    hence "y = x" using inj y a b by simp
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1406
    also assume "y \<noteq> x"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1407
    finally show False by simp
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1408
  qed
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1409
  have "(\<lambda>y. (f (g y) - x) / (g y - g x)) -- x --> D"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1410
    using cont 1 2 by (rule isCont_LIM_compose2)
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1411
  thus "(\<lambda>y. inverse ((f (g y) - x) / (g y - g x)))
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1412
        -- x --> inverse D"
44568
e6f291cb5810 discontinue many legacy theorems about LIM and LIMSEQ, in favor of tendsto theorems
huffman
parents: 44317
diff changeset
  1413
    using neq by (rule tendsto_inverse)
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1414
qed
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1415
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
  1416
subsection {* Generalized Mean Value Theorem *}
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
  1417
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1418
theorem GMVT:
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1419
  fixes a b :: real
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1420
  assumes alb: "a < b"
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1421
    and fc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1422
    and fd: "\<forall>x. a < x \<and> x < b \<longrightarrow> f differentiable (at x)"
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1423
    and gc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont g x"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1424
    and gd: "\<forall>x. a < x \<and> x < b \<longrightarrow> g differentiable (at x)"
53381
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1425
  shows "\<exists>g'c f'c c.
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1426
    DERIV g c :> g'c \<and> DERIV f c :> f'c \<and> a < c \<and> c < b \<and> ((f b - f a) * g'c) = ((g b - g a) * f'c)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1427
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1428
  let ?h = "\<lambda>x. (f b - f a)*(g x) - (g b - g a)*(f x)"
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1429
  from assms have "a < b" by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1430
  moreover have "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?h x"
44233
aa74ce315bae add simp rules for isCont
huffman
parents: 44209
diff changeset
  1431
    using fc gc by simp
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1432
  moreover have "\<forall>x. a < x \<and> x < b \<longrightarrow> ?h differentiable (at x)"
44233
aa74ce315bae add simp rules for isCont
huffman
parents: 44209
diff changeset
  1433
    using fd gd by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1434
  ultimately have "\<exists>l z. a < z \<and> z < b \<and> DERIV ?h z :> l \<and> ?h b - ?h a = (b - a) * l" by (rule MVT)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1435
  then obtain l where ldef: "\<exists>z. a < z \<and> z < b \<and> DERIV ?h z :> l \<and> ?h b - ?h a = (b - a) * l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1436
  then obtain c where cdef: "a < c \<and> c < b \<and> DERIV ?h c :> l \<and> ?h b - ?h a = (b - a) * l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1437
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1438
  from cdef have cint: "a < c \<and> c < b" by auto
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1439
  with gd have "g differentiable (at c)" by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1440
  hence "\<exists>D. DERIV g c :> D" by (rule differentiableD)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1441
  then obtain g'c where g'cdef: "DERIV g c :> g'c" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1442
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1443
  from cdef have "a < c \<and> c < b" by auto
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1444
  with fd have "f differentiable (at c)" by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1445
  hence "\<exists>D. DERIV f c :> D" by (rule differentiableD)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1446
  then obtain f'c where f'cdef: "DERIV f c :> f'c" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1447
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1448
  from cdef have "DERIV ?h c :> l" by auto
41368
8afa26855137 use DERIV_intros
hoelzl
parents: 37891
diff changeset
  1449
  moreover have "DERIV ?h c :>  g'c * (f b - f a) - f'c * (g b - g a)"
8afa26855137 use DERIV_intros
hoelzl
parents: 37891
diff changeset
  1450
    using g'cdef f'cdef by (auto intro!: DERIV_intros)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1451
  ultimately have leq: "l =  g'c * (f b - f a) - f'c * (g b - g a)" by (rule DERIV_unique)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1452
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1453
  {
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1454
    from cdef have "?h b - ?h a = (b - a) * l" by auto
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
  1455
    also from leq have "\<dots> = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1456
    finally have "?h b - ?h a = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1457
  }
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1458
  moreover
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1459
  {
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1460
    have "?h b - ?h a =
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1461
         ((f b)*(g b) - (f a)*(g b) - (g b)*(f b) + (g a)*(f b)) -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1462
          ((f b)*(g a) - (f a)*(g a) - (g b)*(f a) + (g a)*(f a))"
29667
53103fc8ffa3 Replaced group_ and ring_simps by algebra_simps;
nipkow
parents: 29472
diff changeset
  1463
      by (simp add: algebra_simps)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1464
    hence "?h b - ?h a = 0" by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1465
  }
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1466
  ultimately have "(b - a) * (g'c * (f b - f a) - f'c * (g b - g a)) = 0" by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1467
  with alb have "g'c * (f b - f a) - f'c * (g b - g a) = 0" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1468
  hence "g'c * (f b - f a) = f'c * (g b - g a)" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1469
  hence "(f b - f a) * g'c = (g b - g a) * f'c" by (simp add: mult_ac)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1470
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1471
  with g'cdef f'cdef cint show ?thesis by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1472
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1473
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1474
lemma GMVT':
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1475
  fixes f g :: "real \<Rightarrow> real"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1476
  assumes "a < b"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1477
  assumes isCont_f: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont f z"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1478
  assumes isCont_g: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont g z"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1479
  assumes DERIV_g: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV g z :> (g' z)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1480
  assumes DERIV_f: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV f z :> (f' z)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1481
  shows "\<exists>c. a < c \<and> c < b \<and> (f b - f a) * g' c = (g b - g a) * f' c"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1482
proof -
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1483
  have "\<exists>g'c f'c c. DERIV g c :> g'c \<and> DERIV f c :> f'c \<and>
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1484
    a < c \<and> c < b \<and> (f b - f a) * g'c = (g b - g a) * f'c"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1485
    using assms by (intro GMVT) (force simp: real_differentiable_def)+
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1486
  then obtain c where "a < c" "c < b" "(f b - f a) * g' c = (g b - g a) * f' c"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1487
    using DERIV_f DERIV_g by (force dest: DERIV_unique)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1488
  then show ?thesis
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1489
    by auto
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1490
qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1491
51529
2d2f59e6055a move theorems about compactness of real closed intervals, the intermediate value theorem, and lemmas about continuity of bijective functions from Deriv.thy to Limits.thy
hoelzl
parents: 51526
diff changeset
  1492
2d2f59e6055a move theorems about compactness of real closed intervals, the intermediate value theorem, and lemmas about continuity of bijective functions from Deriv.thy to Limits.thy
hoelzl
parents: 51526
diff changeset
  1493
subsection {* L'Hopitals rule *}
2d2f59e6055a move theorems about compactness of real closed intervals, the intermediate value theorem, and lemmas about continuity of bijective functions from Deriv.thy to Limits.thy
hoelzl
parents: 51526
diff changeset
  1494
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1495
lemma isCont_If_ge:
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1496
  fixes a :: "'a :: linorder_topology"
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1497
  shows "continuous (at_left a) g \<Longrightarrow> (f ---> g a) (at_right a) \<Longrightarrow> isCont (\<lambda>x. if x \<le> a then g x else f x) a"
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1498
  unfolding isCont_def continuous_within
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1499
  apply (intro filterlim_split_at)
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1500
  apply (subst filterlim_cong[OF refl refl, where g=g])
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1501
  apply (simp_all add: eventually_at_filter less_le)
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1502
  apply (subst filterlim_cong[OF refl refl, where g=f])
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1503
  apply (simp_all add: eventually_at_filter less_le)
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1504
  done
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1505
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1506
lemma lhopital_right_0:
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1507
  fixes f0 g0 :: "real \<Rightarrow> real"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1508
  assumes f_0: "(f0 ---> 0) (at_right 0)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1509
  assumes g_0: "(g0 ---> 0) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1510
  assumes ev:
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1511
    "eventually (\<lambda>x. g0 x \<noteq> 0) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1512
    "eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)"
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1513
    "eventually (\<lambda>x. DERIV f0 x :> f' x) (at_right 0)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1514
    "eventually (\<lambda>x. DERIV g0 x :> g' x) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1515
  assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) (at_right 0)"
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1516
  shows "((\<lambda> x. f0 x / g0 x) ---> x) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1517
proof -
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1518
  def f \<equiv> "\<lambda>x. if x \<le> 0 then 0 else f0 x"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1519
  then have "f 0 = 0" by simp
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1520
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1521
  def g \<equiv> "\<lambda>x. if x \<le> 0 then 0 else g0 x"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1522
  then have "g 0 = 0" by simp
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1523
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1524
  have "eventually (\<lambda>x. g0 x \<noteq> 0 \<and> g' x \<noteq> 0 \<and>
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1525
      DERIV f0 x :> (f' x) \<and> DERIV g0 x :> (g' x)) (at_right 0)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1526
    using ev by eventually_elim auto
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1527
  then obtain a where [arith]: "0 < a"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1528
    and g0_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g0 x \<noteq> 0"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1529
    and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0"
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1530
    and f0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV f0 x :> (f' x)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1531
    and g0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV g0 x :> (g' x)"
56219
bf80d125406b tuned proofs;
wenzelm
parents: 56217
diff changeset
  1532
    unfolding eventually_at by (auto simp: dist_real_def)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1533
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1534
  have g_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g x \<noteq> 0"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1535
    using g0_neq_0 by (simp add: g_def)
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1536
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1537
  { fix x assume x: "0 < x" "x < a" then have "DERIV f x :> (f' x)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1538
      by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ f0[OF x]])
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1539
         (auto simp: f_def eventually_nhds_metric dist_real_def intro!: exI[of _ x]) }
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1540
  note f = this
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1541
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1542
  { fix x assume x: "0 < x" "x < a" then have "DERIV g x :> (g' x)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1543
      by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ g0[OF x]])
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1544
         (auto simp: g_def eventually_nhds_metric dist_real_def intro!: exI[of _ x]) }
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1545
  note g = this
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1546
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1547
  have "isCont f 0"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1548
    unfolding f_def by (intro isCont_If_ge f_0 continuous_const)
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1549
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1550
  have "isCont g 0"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1551
    unfolding g_def by (intro isCont_If_ge g_0 continuous_const)
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1552
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1553
  have "\<exists>\<zeta>. \<forall>x\<in>{0 <..< a}. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1554
  proof (rule bchoice, rule)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1555
    fix x assume "x \<in> {0 <..< a}"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1556
    then have x[arith]: "0 < x" "x < a" by auto
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1557
    with g'_neq_0 g_neq_0 `g 0 = 0` have g': "\<And>x. 0 < x \<Longrightarrow> x < a  \<Longrightarrow> 0 \<noteq> g' x" "g 0 \<noteq> g x"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1558
      by auto
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1559
    have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont f x"
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1560
      using `isCont f 0` f by (auto intro: DERIV_isCont simp: le_less)
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1561
    moreover have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont g x"
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1562
      using `isCont g 0` g by (auto intro: DERIV_isCont simp: le_less)
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1563
    ultimately have "\<exists>c. 0 < c \<and> c < x \<and> (f x - f 0) * g' c = (g x - g 0) * f' c"
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1564
      using f g `x < a` by (intro GMVT') auto
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
  1565
    then obtain c where *: "0 < c" "c < x" "(f x - f 0) * g' c = (g x - g 0) * f' c"
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
  1566
      by blast
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1567
    moreover
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
  1568
    from * g'(1)[of c] g'(2) have "(f x - f 0)  / (g x - g 0) = f' c / g' c"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1569
      by (simp add: field_simps)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1570
    ultimately show "\<exists>y. 0 < y \<and> y < x \<and> f x / g x = f' y / g' y"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1571
      using `f 0 = 0` `g 0 = 0` by (auto intro!: exI[of _ c])
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1572
  qed
53381
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1573
  then obtain \<zeta> where "\<forall>x\<in>{0 <..< a}. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)" ..
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1574
  then have \<zeta>: "eventually (\<lambda>x. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)) (at_right 0)"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1575
    unfolding eventually_at by (intro exI[of _ a]) (auto simp: dist_real_def)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1576
  moreover
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1577
  from \<zeta> have "eventually (\<lambda>x. norm (\<zeta> x) \<le> x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1578
    by eventually_elim auto
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1579
  then have "((\<lambda>x. norm (\<zeta> x)) ---> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1580
    by (rule_tac real_tendsto_sandwich[where f="\<lambda>x. 0" and h="\<lambda>x. x"])
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1581
       (auto intro: tendsto_const tendsto_ident_at)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1582
  then have "(\<zeta> ---> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1583
    by (rule tendsto_norm_zero_cancel)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1584
  with \<zeta> have "filterlim \<zeta> (at_right 0) (at_right 0)"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1585
    by (auto elim!: eventually_elim1 simp: filterlim_at)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1586
  from this lim have "((\<lambda>t. f' (\<zeta> t) / g' (\<zeta> t)) ---> x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1587
    by (rule_tac filterlim_compose[of _ _ _ \<zeta>])
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1588
  ultimately have "((\<lambda>t. f t / g t) ---> x) (at_right 0)" (is ?P)
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1589
    by (rule_tac filterlim_cong[THEN iffD1, OF refl refl])
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1590
       (auto elim: eventually_elim1)
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1591
  also have "?P \<longleftrightarrow> ?thesis"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1592
    by (rule filterlim_cong) (auto simp: f_def g_def eventually_at_filter)
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1593
  finally show ?thesis .
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1594
qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1595
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1596
lemma lhopital_right:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1597
  "((f::real \<Rightarrow> real) ---> 0) (at_right x) \<Longrightarrow> (g ---> 0) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1598
    eventually (\<lambda>x. g x \<noteq> 0) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1599
    eventually (\<lambda>x. g' x \<noteq> 0) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1600
    eventually (\<lambda>x. DERIV f x :> f' x) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1601
    eventually (\<lambda>x. DERIV g x :> g' x) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1602
    ((\<lambda> x. (f' x / g' x)) ---> y) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1603
  ((\<lambda> x. f x / g x) ---> y) (at_right x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1604
  unfolding eventually_at_right_to_0[of _ x] filterlim_at_right_to_0[of _ _ x] DERIV_shift
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1605
  by (rule lhopital_right_0)
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1606
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1607
lemma lhopital_left:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1608
  "((f::real \<Rightarrow> real) ---> 0) (at_left x) \<Longrightarrow> (g ---> 0) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1609
    eventually (\<lambda>x. g x \<noteq> 0) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1610
    eventually (\<lambda>x. g' x \<noteq> 0) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1611
    eventually (\<lambda>x. DERIV f x :> f' x) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1612
    eventually (\<lambda>x. DERIV g x :> g' x) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1613
    ((\<lambda> x. (f' x / g' x)) ---> y) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1614
  ((\<lambda> x. f x / g x) ---> y) (at_left x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1615
  unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1616
  by (rule lhopital_right[where f'="\<lambda>x. - f' (- x)"]) (auto simp: DERIV_mirror)
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1617
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1618
lemma lhopital:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1619
  "((f::real \<Rightarrow> real) ---> 0) (at x) \<Longrightarrow> (g ---> 0) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1620
    eventually (\<lambda>x. g x \<noteq> 0) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1621
    eventually (\<lambda>x. g' x \<noteq> 0) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1622
    eventually (\<lambda>x. DERIV f x :> f' x) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1623
    eventually (\<lambda>x. DERIV g x :> g' x) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1624
    ((\<lambda> x. (f' x / g' x)) ---> y) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1625
  ((\<lambda> x. f x / g x) ---> y) (at x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1626
  unfolding eventually_at_split filterlim_at_split
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1627
  by (auto intro!: lhopital_right[of f x g g' f'] lhopital_left[of f x g g' f'])
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1628
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1629
lemma lhopital_right_0_at_top:
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1630
  fixes f g :: "real \<Rightarrow> real"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1631
  assumes g_0: "LIM x at_right 0. g x :> at_top"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1632
  assumes ev:
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1633
    "eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1634
    "eventually (\<lambda>x. DERIV f x :> f' x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1635
    "eventually (\<lambda>x. DERIV g x :> g' x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1636
  assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1637
  shows "((\<lambda> x. f x / g x) ---> x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1638
  unfolding tendsto_iff
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1639
proof safe
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1640
  fix e :: real assume "0 < e"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1641
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1642
  with lim[unfolded tendsto_iff, rule_format, of "e / 4"]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1643
  have "eventually (\<lambda>t. dist (f' t / g' t) x < e / 4) (at_right 0)" by simp
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1644
  from eventually_conj[OF eventually_conj[OF ev(1) ev(2)] eventually_conj[OF ev(3) this]]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1645
  obtain a where [arith]: "0 < a"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1646
    and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1647
    and f0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV f x :> (f' x)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1648
    and g0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV g x :> (g' x)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1649
    and Df: "\<And>t. 0 < t \<Longrightarrow> t < a \<Longrightarrow> dist (f' t / g' t) x < e / 4"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1650
    unfolding eventually_at_le by (auto simp: dist_real_def)
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1651
    
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1652
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1653
  from Df have
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1654
    "eventually (\<lambda>t. t < a) (at_right 0)" "eventually (\<lambda>t::real. 0 < t) (at_right 0)"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1655
    unfolding eventually_at by (auto intro!: exI[of _ a] simp: dist_real_def)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1656
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1657
  moreover
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1658
  have "eventually (\<lambda>t. 0 < g t) (at_right 0)" "eventually (\<lambda>t. g a < g t) (at_right 0)"
50346
a75c6429c3c3 add filterlim rules for eventually monotone bijective functions; mirror rules for at_top, at_bot; apply them to prove convergence of arctan at infinity and tan at pi/2
hoelzl
parents: 50331
diff changeset
  1659
    using g_0 by (auto elim: eventually_elim1 simp: filterlim_at_top_dense)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1660
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1661
  moreover
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1662
  have inv_g: "((\<lambda>x. inverse (g x)) ---> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1663
    using tendsto_inverse_0 filterlim_mono[OF g_0 at_top_le_at_infinity order_refl]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1664
    by (rule filterlim_compose)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1665
  then have "((\<lambda>x. norm (1 - g a * inverse (g x))) ---> norm (1 - g a * 0)) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1666
    by (intro tendsto_intros)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1667
  then have "((\<lambda>x. norm (1 - g a / g x)) ---> 1) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1668
    by (simp add: inverse_eq_divide)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1669
  from this[unfolded tendsto_iff, rule_format, of 1]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1670
  have "eventually (\<lambda>x. norm (1 - g a / g x) < 2) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1671
    by (auto elim!: eventually_elim1 simp: dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1672
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1673
  moreover
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1674
  from inv_g have "((\<lambda>t. norm ((f a - x * g a) * inverse (g t))) ---> norm ((f a - x * g a) * 0)) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1675
    by (intro tendsto_intros)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1676
  then have "((\<lambda>t. norm (f a - x * g a) / norm (g t)) ---> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1677
    by (simp add: inverse_eq_divide)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1678
  from this[unfolded tendsto_iff, rule_format, of "e / 2"] `0 < e`
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1679
  have "eventually (\<lambda>t. norm (f a - x * g a) / norm (g t) < e / 2) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1680
    by (auto simp: dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1681
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1682
  ultimately show "eventually (\<lambda>t. dist (f t / g t) x < e) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1683
  proof eventually_elim
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1684
    fix t assume t[arith]: "0 < t" "t < a" "g a < g t" "0 < g t"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1685
    assume ineq: "norm (1 - g a / g t) < 2" "norm (f a - x * g a) / norm (g t) < e / 2"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1686
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1687
    have "\<exists>y. t < y \<and> y < a \<and> (g a - g t) * f' y = (f a - f t) * g' y"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1688
      using f0 g0 t(1,2) by (intro GMVT') (force intro!: DERIV_isCont)+
53381
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1689
    then obtain y where [arith]: "t < y" "y < a"
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1690
      and D_eq0: "(g a - g t) * f' y = (f a - f t) * g' y"
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1691
      by blast
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1692
    from D_eq0 have D_eq: "(f t - f a) / (g t - g a) = f' y / g' y"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1693
      using `g a < g t` g'_neq_0[of y] by (auto simp add: field_simps)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1694
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1695
    have *: "f t / g t - x = ((f t - f a) / (g t - g a) - x) * (1 - g a / g t) + (f a - x * g a) / g t"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1696
      by (simp add: field_simps)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1697
    have "norm (f t / g t - x) \<le>
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1698
        norm (((f t - f a) / (g t - g a) - x) * (1 - g a / g t)) + norm ((f a - x * g a) / g t)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1699
      unfolding * by (rule norm_triangle_ineq)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1700
    also have "\<dots> = dist (f' y / g' y) x * norm (1 - g a / g t) + norm (f a - x * g a) / norm (g t)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1701
      by (simp add: abs_mult D_eq dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1702
    also have "\<dots> < (e / 4) * 2 + e / 2"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1703
      using ineq Df[of y] `0 < e` by (intro add_le_less_mono mult_mono) auto
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1704
    finally show "dist (f t / g t) x < e"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1705
      by (simp add: dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1706
  qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1707
qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1708
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1709
lemma lhopital_right_at_top:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1710
  "LIM x at_right x. (g::real \<Rightarrow> real) x :> at_top \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1711
    eventually (\<lambda>x. g' x \<noteq> 0) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1712
    eventually (\<lambda>x. DERIV f x :> f' x) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1713
    eventually (\<lambda>x. DERIV g x :> g' x) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1714
    ((\<lambda> x. (f' x / g' x)) ---> y) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1715
    ((\<lambda> x. f x / g x) ---> y) (at_right x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1716
  unfolding eventually_at_right_to_0[of _ x] filterlim_at_right_to_0[of _ _ x] DERIV_shift
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1717
  by (rule lhopital_right_0_at_top)
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1718
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1719
lemma lhopital_left_at_top:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1720
  "LIM x at_left x. (g::real \<Rightarrow> real) x :> at_top \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1721
    eventually (\<lambda>x. g' x \<noteq> 0) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1722
    eventually (\<lambda>x. DERIV f x :> f' x) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1723
    eventually (\<lambda>x. DERIV g x :> g' x) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1724
    ((\<lambda> x. (f' x / g' x)) ---> y) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1725
    ((\<lambda> x. f x / g x) ---> y) (at_left x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1726
  unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1727
  by (rule lhopital_right_at_top[where f'="\<lambda>x. - f' (- x)"]) (auto simp: DERIV_mirror)
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1728
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1729
lemma lhopital_at_top:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1730
  "LIM x at x. (g::real \<Rightarrow> real) x :> at_top \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1731
    eventually (\<lambda>x. g' x \<noteq> 0) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1732
    eventually (\<lambda>x. DERIV f x :> f' x) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1733
    eventually (\<lambda>x. DERIV g x :> g' x) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1734
    ((\<lambda> x. (f' x / g' x)) ---> y) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1735
    ((\<lambda> x. f x / g x) ---> y) (at x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1736
  unfolding eventually_at_split filterlim_at_split
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1737
  by (auto intro!: lhopital_right_at_top[of g x g' f f'] lhopital_left_at_top[of g x g' f f'])
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1738
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1739
lemma lhospital_at_top_at_top:
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1740
  fixes f g :: "real \<Rightarrow> real"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1741
  assumes g_0: "LIM x at_top. g x :> at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1742
  assumes g': "eventually (\<lambda>x. g' x \<noteq> 0) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1743
  assumes Df: "eventually (\<lambda>x. DERIV f x :> f' x) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1744
  assumes Dg: "eventually (\<lambda>x. DERIV g x :> g' x) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1745
  assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1746
  shows "((\<lambda> x. f x / g x) ---> x) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1747
  unfolding filterlim_at_top_to_right
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1748
proof (rule lhopital_right_0_at_top)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1749
  let ?F = "\<lambda>x. f (inverse x)"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1750
  let ?G = "\<lambda>x. g (inverse x)"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1751
  let ?R = "at_right (0::real)"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1752
  let ?D = "\<lambda>f' x. f' (inverse x) * - (inverse x ^ Suc (Suc 0))"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1753
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1754
  show "LIM x ?R. ?G x :> at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1755
    using g_0 unfolding filterlim_at_top_to_right .
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1756
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1757
  show "eventually (\<lambda>x. DERIV ?G x  :> ?D g' x) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1758
    unfolding eventually_at_right_to_top
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1759
    using Dg eventually_ge_at_top[where c="1::real"]
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1760
    apply eventually_elim
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1761
    apply (rule DERIV_cong)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1762
    apply (rule DERIV_chain'[where f=inverse])
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1763
    apply (auto intro!:  DERIV_inverse)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1764
    done
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1765
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1766
  show "eventually (\<lambda>x. DERIV ?F x  :> ?D f' x) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1767
    unfolding eventually_at_right_to_top
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1768
    using Df eventually_ge_at_top[where c="1::real"]
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1769
    apply eventually_elim
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1770
    apply (rule DERIV_cong)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1771
    apply (rule DERIV_chain'[where f=inverse])
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1772
    apply (auto intro!:  DERIV_inverse)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1773
    done
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1774
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1775
  show "eventually (\<lambda>x. ?D g' x \<noteq> 0) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1776
    unfolding eventually_at_right_to_top
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1777
    using g' eventually_ge_at_top[where c="1::real"]
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1778
    by eventually_elim auto
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1779
    
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1780
  show "((\<lambda>x. ?D f' x / ?D g' x) ---> x) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1781
    unfolding filterlim_at_right_to_top
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1782
    apply (intro filterlim_cong[THEN iffD2, OF refl refl _ lim])
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1783
    using eventually_ge_at_top[where c="1::real"]
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1784
    by eventually_elim simp
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1785
qed
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1786
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1787
end