src/HOL/Multivariate_Analysis/Gamma.thy
author eberlm
Fri, 17 Jun 2016 11:33:52 +0200
changeset 63319 bc8793d7bd21
parent 63317 ca187a9f66da
child 63367 6c731c8b7f03
permissions -rw-r--r--
fps_from_poly → fps_of_poly
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
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(*  Title:    HOL/Multivariate_Analysis/Gamma.thy
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    Author:   Manuel Eberl, TU München
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*)
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section \<open>The Gamma Function\<close>
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theory Gamma
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imports
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  Complex_Transcendental
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  Summation
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  Harmonic_Numbers
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  "~~/src/HOL/Library/Nonpos_Ints"
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  "~~/src/HOL/Library/Periodic_Fun"
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begin
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text \<open>
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  Several equivalent definitions of the Gamma function and its
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  most important properties. Also contains the definition and some properties
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  of the log-Gamma function and the Digamma function and the other Polygamma functions.
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  Based on the Gamma function, we also prove the Weierstraß product form of the
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  sin function and, based on this, the solution of the Basel problem (the
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  sum over all @{term "1 / (n::nat)^2"}.
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\<close>
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lemma pochhammer_eq_0_imp_nonpos_Int:
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  "pochhammer (x::'a::field_char_0) n = 0 \<Longrightarrow> x \<in> \<int>\<^sub>\<le>\<^sub>0"
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  by (auto simp: pochhammer_eq_0_iff)
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lemma closed_nonpos_Ints [simp]: "closed (\<int>\<^sub>\<le>\<^sub>0 :: 'a :: real_normed_algebra_1 set)"
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proof -
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  have "\<int>\<^sub>\<le>\<^sub>0 = (of_int ` {n. n \<le> 0} :: 'a set)"
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    by (auto elim!: nonpos_Ints_cases intro!: nonpos_Ints_of_int)
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  also have "closed \<dots>" by (rule closed_of_int_image)
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    35
  finally show ?thesis .
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qed
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lemma plus_one_in_nonpos_Ints_imp: "z + 1 \<in> \<int>\<^sub>\<le>\<^sub>0 \<Longrightarrow> z \<in> \<int>\<^sub>\<le>\<^sub>0"
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    39
  using nonpos_Ints_diff_Nats[of "z+1" "1"] by simp_all
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lemma of_int_in_nonpos_Ints_iff:
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  "(of_int n :: 'a :: ring_char_0) \<in> \<int>\<^sub>\<le>\<^sub>0 \<longleftrightarrow> n \<le> 0"
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  by (auto simp: nonpos_Ints_def)
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lemma one_plus_of_int_in_nonpos_Ints_iff:
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  "(1 + of_int n :: 'a :: ring_char_0) \<in> \<int>\<^sub>\<le>\<^sub>0 \<longleftrightarrow> n \<le> -1"
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    47
proof -
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    48
  have "1 + of_int n = (of_int (n + 1) :: 'a)" by simp
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    49
  also have "\<dots> \<in> \<int>\<^sub>\<le>\<^sub>0 \<longleftrightarrow> n + 1 \<le> 0" by (subst of_int_in_nonpos_Ints_iff) simp_all
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    50
  also have "\<dots> \<longleftrightarrow> n \<le> -1" by presburger
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    51
  finally show ?thesis .
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    52
qed
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    53
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lemma one_minus_of_nat_in_nonpos_Ints_iff:
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  "(1 - of_nat n :: 'a :: ring_char_0) \<in> \<int>\<^sub>\<le>\<^sub>0 \<longleftrightarrow> n > 0"
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    56
proof -
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    57
  have "(1 - of_nat n :: 'a) = of_int (1 - int n)" by simp
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    58
  also have "\<dots> \<in> \<int>\<^sub>\<le>\<^sub>0 \<longleftrightarrow> n > 0" by (subst of_int_in_nonpos_Ints_iff) presburger
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    59
  finally show ?thesis .
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    60
qed
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    61
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lemma fraction_not_in_ints:
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    63
  assumes "\<not>(n dvd m)" "n \<noteq> 0"
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    64
  shows   "of_int m / of_int n \<notin> (\<int> :: 'a :: {division_ring,ring_char_0} set)"
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    65
proof
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    66
  assume "of_int m / (of_int n :: 'a) \<in> \<int>"
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    67
  then obtain k where "of_int m / of_int n = (of_int k :: 'a)" by (elim Ints_cases)
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    68
  with assms have "of_int m = (of_int (k * n) :: 'a)" by (auto simp add: divide_simps)
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    69
  hence "m = k * n" by (subst (asm) of_int_eq_iff)
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    70
  hence "n dvd m" by simp
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    71
  with assms(1) show False by contradiction
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    72
qed
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    73
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    74
lemma fraction_not_in_nats:
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  assumes "\<not>n dvd m" "n \<noteq> 0"
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    76
  shows   "of_int m / of_int n \<notin> (\<nat> :: 'a :: {division_ring,ring_char_0} set)"
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    77
proof
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    78
  assume "of_int m / of_int n \<in> (\<nat> :: 'a set)"
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    79
  also note Nats_subset_Ints
ca187a9f66da Various additions to polynomials, FPSs, Gamma function
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    80
  finally have "of_int m / of_int n \<in> (\<int> :: 'a set)" .
ca187a9f66da Various additions to polynomials, FPSs, Gamma function
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diff changeset
    81
  moreover have "of_int m / of_int n \<notin> (\<int> :: 'a set)"
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eberlm
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    82
    using assms by (intro fraction_not_in_ints)
ca187a9f66da Various additions to polynomials, FPSs, Gamma function
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    83
  ultimately show False by contradiction
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    84
qed
ca187a9f66da Various additions to polynomials, FPSs, Gamma function
eberlm
parents: 63296
diff changeset
    85
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    86
lemma not_in_Ints_imp_not_in_nonpos_Ints: "z \<notin> \<int> \<Longrightarrow> z \<notin> \<int>\<^sub>\<le>\<^sub>0"
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parents:
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    87
  by (auto simp: Ints_def nonpos_Ints_def)
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eberlm
parents:
diff changeset
    88
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eberlm
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    89
lemma double_in_nonpos_Ints_imp:
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    90
  assumes "2 * (z :: 'a :: field_char_0) \<in> \<int>\<^sub>\<le>\<^sub>0"
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parents:
diff changeset
    91
  shows   "z \<in> \<int>\<^sub>\<le>\<^sub>0 \<or> z + 1/2 \<in> \<int>\<^sub>\<le>\<^sub>0"
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eberlm
parents:
diff changeset
    92
proof-
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eberlm
parents:
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    93
  from assms obtain k where k: "2 * z = - of_nat k" by (elim nonpos_Ints_cases')
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eberlm
parents:
diff changeset
    94
  thus ?thesis by (cases "even k") (auto elim!: evenE oddE simp: field_simps)
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eberlm
parents:
diff changeset
    95
qed
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eberlm
parents:
diff changeset
    96
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eberlm
parents:
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    97
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eberlm
parents:
diff changeset
    98
lemma sin_series: "(\<lambda>n. ((-1)^n / fact (2*n+1)) *\<^sub>R z^(2*n+1)) sums sin z"
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eberlm
parents:
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    99
proof -
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eberlm
parents:
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   100
  from sin_converges[of z] have "(\<lambda>n. sin_coeff n *\<^sub>R z^n) sums sin z" .
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diff changeset
   101
  also have "(\<lambda>n. sin_coeff n *\<^sub>R z^n) sums sin z \<longleftrightarrow>
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parents:
diff changeset
   102
                 (\<lambda>n. ((-1)^n / fact (2*n+1)) *\<^sub>R z^(2*n+1)) sums sin z"
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eberlm
parents:
diff changeset
   103
    by (subst sums_mono_reindex[of "\<lambda>n. 2*n+1", symmetric])
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eberlm
parents:
diff changeset
   104
       (auto simp: sin_coeff_def subseq_def ac_simps elim!: oddE)
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eberlm
parents:
diff changeset
   105
  finally show ?thesis .
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eberlm
parents:
diff changeset
   106
qed
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eberlm
parents:
diff changeset
   107
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eberlm
parents:
diff changeset
   108
lemma cos_series: "(\<lambda>n. ((-1)^n / fact (2*n)) *\<^sub>R z^(2*n)) sums cos z"
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eberlm
parents:
diff changeset
   109
proof -
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eberlm
parents:
diff changeset
   110
  from cos_converges[of z] have "(\<lambda>n. cos_coeff n *\<^sub>R z^n) sums cos z" .
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
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parents: 62085
diff changeset
   111
  also have "(\<lambda>n. cos_coeff n *\<^sub>R z^n) sums cos z \<longleftrightarrow>
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parents:
diff changeset
   112
                 (\<lambda>n. ((-1)^n / fact (2*n)) *\<^sub>R z^(2*n)) sums cos z"
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eberlm
parents:
diff changeset
   113
    by (subst sums_mono_reindex[of "\<lambda>n. 2*n", symmetric])
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eberlm
parents:
diff changeset
   114
       (auto simp: cos_coeff_def subseq_def ac_simps elim!: evenE)
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eberlm
parents:
diff changeset
   115
  finally show ?thesis .
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eberlm
parents:
diff changeset
   116
qed
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eberlm
parents:
diff changeset
   117
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eberlm
parents:
diff changeset
   118
lemma sin_z_over_z_series:
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eberlm
parents:
diff changeset
   119
  fixes z :: "'a :: {real_normed_field,banach}"
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   120
  assumes "z \<noteq> 0"
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eberlm
parents:
diff changeset
   121
  shows   "(\<lambda>n. (-1)^n / fact (2*n+1) * z^(2*n)) sums (sin z / z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   122
proof -
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eberlm
parents:
diff changeset
   123
  from sin_series[of z] have "(\<lambda>n. z * ((-1)^n / fact (2*n+1)) * z^(2*n)) sums sin z"
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eberlm
parents:
diff changeset
   124
    by (simp add: field_simps scaleR_conv_of_real)
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eberlm
parents:
diff changeset
   125
  from sums_mult[OF this, of "inverse z"] and assms show ?thesis
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eberlm
parents:
diff changeset
   126
    by (simp add: field_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   127
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   128
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   129
lemma sin_z_over_z_series':
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   130
  fixes z :: "'a :: {real_normed_field,banach}"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   131
  assumes "z \<noteq> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   132
  shows   "(\<lambda>n. sin_coeff (n+1) *\<^sub>R z^n) sums (sin z / z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   133
proof -
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   134
  from sums_split_initial_segment[OF sin_converges[of z], of 1]
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   135
    have "(\<lambda>n. z * (sin_coeff (n+1) *\<^sub>R z ^ n)) sums sin z" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   136
  from sums_mult[OF this, of "inverse z"] assms show ?thesis by (simp add: field_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   137
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   138
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   139
lemma has_field_derivative_sin_z_over_z:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   140
  fixes A :: "'a :: {real_normed_field,banach} set"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   141
  shows "((\<lambda>z. if z = 0 then 1 else sin z / z) has_field_derivative 0) (at 0 within A)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   142
      (is "(?f has_field_derivative ?f') _")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   143
proof (rule has_field_derivative_at_within)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   144
  have "((\<lambda>z::'a. \<Sum>n. of_real (sin_coeff (n+1)) * z^n)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   145
            has_field_derivative (\<Sum>n. diffs (\<lambda>n. of_real (sin_coeff (n+1))) n * 0^n)) (at 0)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   146
  proof (rule termdiffs_strong)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   147
    from summable_ignore_initial_segment[OF sums_summable[OF sin_converges[of "1::'a"]], of 1]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   148
      show "summable (\<lambda>n. of_real (sin_coeff (n+1)) * (1::'a)^n)" by (simp add: of_real_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   149
  qed simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   150
  also have "(\<lambda>z::'a. \<Sum>n. of_real (sin_coeff (n+1)) * z^n) = ?f"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   151
  proof
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   152
    fix z
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   153
    show "(\<Sum>n. of_real (sin_coeff (n+1)) * z^n)  = ?f z"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   154
      by (cases "z = 0") (insert sin_z_over_z_series'[of z],
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   155
            simp_all add: scaleR_conv_of_real sums_iff powser_zero sin_coeff_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   156
  qed
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   157
  also have "(\<Sum>n. diffs (\<lambda>n. of_real (sin_coeff (n + 1))) n * (0::'a) ^ n) =
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   158
                 diffs (\<lambda>n. of_real (sin_coeff (Suc n))) 0" by (simp add: powser_zero)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   159
  also have "\<dots> = 0" by (simp add: sin_coeff_def diffs_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   160
  finally show "((\<lambda>z::'a. if z = 0 then 1 else sin z / z) has_field_derivative 0) (at 0)" .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   161
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   162
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   163
lemma round_Re_minimises_norm:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   164
  "norm ((z::complex) - of_int m) \<ge> norm (z - of_int (round (Re z)))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   165
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   166
  let ?n = "round (Re z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   167
  have "norm (z - of_int ?n) = sqrt ((Re z - of_int ?n)\<^sup>2 + (Im z)\<^sup>2)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   168
    by (simp add: cmod_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   169
  also have "\<bar>Re z - of_int ?n\<bar> \<le> \<bar>Re z - of_int m\<bar>" by (rule round_diff_minimal)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   170
  hence "sqrt ((Re z - of_int ?n)\<^sup>2 + (Im z)\<^sup>2) \<le> sqrt ((Re z - of_int m)\<^sup>2 + (Im z)\<^sup>2)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   171
    by (intro real_sqrt_le_mono add_mono) (simp_all add: abs_le_square_iff)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   172
  also have "\<dots> = norm (z - of_int m)" by (simp add: cmod_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   173
  finally show ?thesis .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   174
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   175
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   176
lemma Re_pos_in_ball:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   177
  assumes "Re z > 0" "t \<in> ball z (Re z/2)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   178
  shows   "Re t > 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   179
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   180
  have "Re (z - t) \<le> norm (z - t)" by (rule complex_Re_le_cmod)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   181
  also from assms have "\<dots> < Re z / 2" by (simp add: dist_complex_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   182
  finally show "Re t > 0" using assms by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   183
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   184
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   185
lemma no_nonpos_Int_in_ball_complex:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   186
  assumes "Re z > 0" "t \<in> ball z (Re z/2)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   187
  shows   "t \<notin> \<int>\<^sub>\<le>\<^sub>0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   188
  using Re_pos_in_ball[OF assms] by (force elim!: nonpos_Ints_cases)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   189
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   190
lemma no_nonpos_Int_in_ball:
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   191
  assumes "t \<in> ball z (dist z (round (Re z)))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   192
  shows   "t \<notin> \<int>\<^sub>\<le>\<^sub>0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   193
proof
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   194
  assume "t \<in> \<int>\<^sub>\<le>\<^sub>0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   195
  then obtain n where "t = of_int n" by (auto elim!: nonpos_Ints_cases)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   196
  have "dist z (of_int n) \<le> dist z t + dist t (of_int n)" by (rule dist_triangle)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   197
  also from assms have "dist z t < dist z (round (Re z))" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   198
  also have "\<dots> \<le> dist z (of_int n)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   199
    using round_Re_minimises_norm[of z] by (simp add: dist_complex_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   200
  finally have "dist t (of_int n) > 0" by simp
62072
bf3d9f113474 isabelle update_cartouches -c -t;
wenzelm
parents: 62055
diff changeset
   201
  with \<open>t = of_int n\<close> show False by simp
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   202
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   203
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   204
lemma no_nonpos_Int_in_ball':
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   205
  assumes "(z :: 'a :: {euclidean_space,real_normed_algebra_1}) \<notin> \<int>\<^sub>\<le>\<^sub>0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   206
  obtains d where "d > 0" "\<And>t. t \<in> ball z d \<Longrightarrow> t \<notin> \<int>\<^sub>\<le>\<^sub>0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   207
proof (rule that)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   208
  from assms show "setdist {z} \<int>\<^sub>\<le>\<^sub>0 > 0" by (subst setdist_gt_0_compact_closed) auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   209
next
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   210
  fix t assume "t \<in> ball z (setdist {z} \<int>\<^sub>\<le>\<^sub>0)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   211
  thus "t \<notin> \<int>\<^sub>\<le>\<^sub>0" using setdist_le_dist[of z "{z}" t "\<int>\<^sub>\<le>\<^sub>0"] by force
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   212
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   213
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   214
lemma no_nonpos_Real_in_ball:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   215
  assumes z: "z \<notin> \<real>\<^sub>\<le>\<^sub>0" and t: "t \<in> ball z (if Im z = 0 then Re z / 2 else abs (Im z) / 2)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   216
  shows   "t \<notin> \<real>\<^sub>\<le>\<^sub>0"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   217
using z
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   218
proof (cases "Im z = 0")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   219
  assume A: "Im z = 0"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   220
  with z have "Re z > 0" by (force simp add: complex_nonpos_Reals_iff)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   221
  with t A Re_pos_in_ball[of z t] show ?thesis by (force simp add: complex_nonpos_Reals_iff)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   222
next
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   223
  assume A: "Im z \<noteq> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   224
  have "abs (Im z) - abs (Im t) \<le> abs (Im z - Im t)" by linarith
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   225
  also have "\<dots> = abs (Im (z - t))" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   226
  also have "\<dots> \<le> norm (z - t)" by (rule abs_Im_le_cmod)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   227
  also from A t have "\<dots> \<le> abs (Im z) / 2" by (simp add: dist_complex_def)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   228
  finally have "abs (Im t) > 0" using A by simp
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   229
  thus ?thesis by (force simp add: complex_nonpos_Reals_iff)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   230
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   231
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   232
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   233
subsection \<open>Definitions\<close>
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   234
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   235
text \<open>
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   236
  We define the Gamma function by first defining its multiplicative inverse @{term "Gamma_inv"}.
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   237
  This is more convenient because @{term "Gamma_inv"} is entire, which makes proofs of its
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   238
  properties more convenient because one does not have to watch out for discontinuities.
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   239
  (e.g. @{term "Gamma_inv"} fulfils @{term "rGamma z = z * rGamma (z + 1)"} everywhere,
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   240
  whereas @{term "Gamma"} does not fulfil the analogous equation on the non-positive integers)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   241
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   242
  We define the Gamma function (resp. its inverse) in the Euler form. This form has the advantage
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   243
  that it is a relatively simple limit that converges everywhere. The limit at the poles is 0
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   244
  (due to division by 0). The functional equation @{term "Gamma (z + 1) = z * Gamma z"} follows
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   245
  immediately from the definition.
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   246
\<close>
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   247
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   248
definition Gamma_series :: "('a :: {banach,real_normed_field}) \<Rightarrow> nat \<Rightarrow> 'a" where
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   249
  "Gamma_series z n = fact n * exp (z * of_real (ln (of_nat n))) / pochhammer z (n+1)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   250
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   251
definition Gamma_series' :: "('a :: {banach,real_normed_field}) \<Rightarrow> nat \<Rightarrow> 'a" where
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   252
  "Gamma_series' z n = fact (n - 1) * exp (z * of_real (ln (of_nat n))) / pochhammer z n"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   253
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   254
definition rGamma_series :: "('a :: {banach,real_normed_field}) \<Rightarrow> nat \<Rightarrow> 'a" where
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   255
  "rGamma_series z n = pochhammer z (n+1) / (fact n * exp (z * of_real (ln (of_nat n))))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   256
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   257
lemma Gamma_series_altdef: "Gamma_series z n = inverse (rGamma_series z n)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   258
  and rGamma_series_altdef: "rGamma_series z n = inverse (Gamma_series z n)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   259
  unfolding Gamma_series_def rGamma_series_def by simp_all
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   260
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   261
lemma rGamma_series_minus_of_nat:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   262
  "eventually (\<lambda>n. rGamma_series (- of_nat k) n = 0) sequentially"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   263
  using eventually_ge_at_top[of k]
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   264
  by eventually_elim (auto simp: rGamma_series_def pochhammer_of_nat_eq_0_iff)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   265
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   266
lemma Gamma_series_minus_of_nat:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   267
  "eventually (\<lambda>n. Gamma_series (- of_nat k) n = 0) sequentially"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   268
  using eventually_ge_at_top[of k]
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   269
  by eventually_elim (auto simp: Gamma_series_def pochhammer_of_nat_eq_0_iff)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   270
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   271
lemma Gamma_series'_minus_of_nat:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   272
  "eventually (\<lambda>n. Gamma_series' (- of_nat k) n = 0) sequentially"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   273
  using eventually_gt_at_top[of k]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   274
  by eventually_elim (auto simp: Gamma_series'_def pochhammer_of_nat_eq_0_iff)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   275
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   276
lemma rGamma_series_nonpos_Ints_LIMSEQ: "z \<in> \<int>\<^sub>\<le>\<^sub>0 \<Longrightarrow> rGamma_series z \<longlonglongrightarrow> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   277
  by (elim nonpos_Ints_cases', hypsubst, subst tendsto_cong, rule rGamma_series_minus_of_nat, simp)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   278
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   279
lemma Gamma_series_nonpos_Ints_LIMSEQ: "z \<in> \<int>\<^sub>\<le>\<^sub>0 \<Longrightarrow> Gamma_series z \<longlonglongrightarrow> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   280
  by (elim nonpos_Ints_cases', hypsubst, subst tendsto_cong, rule Gamma_series_minus_of_nat, simp)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   281
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   282
lemma Gamma_series'_nonpos_Ints_LIMSEQ: "z \<in> \<int>\<^sub>\<le>\<^sub>0 \<Longrightarrow> Gamma_series' z \<longlonglongrightarrow> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   283
  by (elim nonpos_Ints_cases', hypsubst, subst tendsto_cong, rule Gamma_series'_minus_of_nat, simp)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   284
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   285
lemma Gamma_series_Gamma_series':
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   286
  assumes z: "z \<notin> \<int>\<^sub>\<le>\<^sub>0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   287
  shows   "(\<lambda>n. Gamma_series' z n / Gamma_series z n) \<longlonglongrightarrow> 1"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   288
proof (rule Lim_transform_eventually)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   289
  from eventually_gt_at_top[of "0::nat"]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   290
    show "eventually (\<lambda>n. z / of_nat n + 1 = Gamma_series' z n / Gamma_series z n) sequentially"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   291
  proof eventually_elim
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   292
    fix n :: nat assume n: "n > 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   293
    from n z have "Gamma_series' z n / Gamma_series z n = (z + of_nat n) / of_nat n"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   294
      by (cases n, simp)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   295
         (auto simp add: Gamma_series_def Gamma_series'_def pochhammer_rec'
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   296
               dest: pochhammer_eq_0_imp_nonpos_Int plus_of_nat_eq_0_imp)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   297
    also from n have "\<dots> = z / of_nat n + 1" by (simp add: divide_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   298
    finally show "z / of_nat n + 1 = Gamma_series' z n / Gamma_series z n" ..
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   299
  qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   300
  have "(\<lambda>x. z / of_nat x) \<longlonglongrightarrow> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   301
    by (rule tendsto_norm_zero_cancel)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   302
       (insert tendsto_mult[OF tendsto_const[of "norm z"] lim_inverse_n],
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   303
        simp add:  norm_divide inverse_eq_divide)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   304
  from tendsto_add[OF this tendsto_const[of 1]] show "(\<lambda>n. z / of_nat n + 1) \<longlonglongrightarrow> 1" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   305
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   306
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   307
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   308
subsection \<open>Convergence of the Euler series form\<close>
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   309
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   310
text \<open>
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   311
  We now show that the series that defines the Gamma function in the Euler form converges
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   312
  and that the function defined by it is continuous on the complex halfspace with positive
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   313
  real part.
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   314
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   315
  We do this by showing that the logarithm of the Euler series is continuous and converges
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   316
  locally uniformly, which means that the log-Gamma function defined by its limit is also
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   317
  continuous.
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   318
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   319
  This will later allow us to lift holomorphicity and continuity from the log-Gamma
62085
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
   320
  function to the inverse of the Gamma function, and from that to the Gamma function itself.
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   321
\<close>
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   322
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   323
definition ln_Gamma_series :: "('a :: {banach,real_normed_field,ln}) \<Rightarrow> nat \<Rightarrow> 'a" where
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   324
  "ln_Gamma_series z n = z * ln (of_nat n) - ln z - (\<Sum>k=1..n. ln (z / of_nat k + 1))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   325
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   326
definition ln_Gamma_series' :: "('a :: {banach,real_normed_field,ln}) \<Rightarrow> nat \<Rightarrow> 'a" where
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   327
  "ln_Gamma_series' z n =
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   328
     - euler_mascheroni*z - ln z + (\<Sum>k=1..n. z / of_nat n - ln (z / of_nat k + 1))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   329
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   330
definition ln_Gamma :: "('a :: {banach,real_normed_field,ln}) \<Rightarrow> 'a" where
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   331
  "ln_Gamma z = lim (ln_Gamma_series z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   332
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   333
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   334
text \<open>
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   335
  We now show that the log-Gamma series converges locally uniformly for all complex numbers except
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   336
  the non-positive integers. We do this by proving that the series is locally Cauchy, adapting this
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   337
  proof:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   338
  http://math.stackexchange.com/questions/887158/convergence-of-gammaz-lim-n-to-infty-fracnzn-prod-m-0nzm
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   339
\<close>
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   340
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   341
context
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   342
begin
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   343
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   344
private lemma ln_Gamma_series_complex_converges_aux:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   345
  fixes z :: complex and k :: nat
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   346
  assumes z: "z \<noteq> 0" and k: "of_nat k \<ge> 2*norm z" "k \<ge> 2"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   347
  shows "norm (z * ln (1 - 1/of_nat k) + ln (z/of_nat k + 1)) \<le> 2*(norm z + norm z^2) / of_nat k^2"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   348
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   349
  let ?k = "of_nat k :: complex" and ?z = "norm z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   350
  have "z *ln (1 - 1/?k) + ln (z/?k+1) = z*(ln (1 - 1/?k :: complex) + 1/?k) + (ln (1+z/?k) - z/?k)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   351
    by (simp add: algebra_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   352
  also have "norm ... \<le> ?z * norm (ln (1-1/?k) + 1/?k :: complex) + norm (ln (1+z/?k) - z/?k)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   353
    by (subst norm_mult [symmetric], rule norm_triangle_ineq)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   354
  also have "norm (Ln (1 + -1/?k) - (-1/?k)) \<le> (norm (-1/?k))\<^sup>2 / (1 - norm(-1/?k))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   355
    using k by (intro Ln_approx_linear) (simp add: norm_divide)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   356
  hence "?z * norm (ln (1-1/?k) + 1/?k) \<le> ?z * ((norm (1/?k))^2 / (1 - norm (1/?k)))"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   357
    by (intro mult_left_mono) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   358
  also have "... \<le> (?z * (of_nat k / (of_nat k - 1))) / of_nat k^2" using k
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   359
    by (simp add: field_simps power2_eq_square norm_divide)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   360
  also have "... \<le> (?z * 2) / of_nat k^2" using k
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   361
    by (intro divide_right_mono mult_left_mono) (simp_all add: field_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   362
  also have "norm (ln (1+z/?k) - z/?k) \<le> norm (z/?k)^2 / (1 - norm (z/?k))" using k
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   363
    by (intro Ln_approx_linear) (simp add: norm_divide)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   364
  hence "norm (ln (1+z/?k) - z/?k) \<le> ?z^2 / of_nat k^2 / (1 - ?z / of_nat k)"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   365
    by (simp add: field_simps norm_divide)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   366
  also have "... \<le> (?z^2 * (of_nat k / (of_nat k - ?z))) / of_nat k^2" using k
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   367
    by (simp add: field_simps power2_eq_square)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   368
  also have "... \<le> (?z^2 * 2) / of_nat k^2" using k
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   369
    by (intro divide_right_mono mult_left_mono) (simp_all add: field_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   370
  also note add_divide_distrib [symmetric]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   371
  finally show ?thesis by (simp only: distrib_left mult.commute)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   372
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   373
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   374
lemma ln_Gamma_series_complex_converges:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   375
  assumes z: "z \<notin> \<int>\<^sub>\<le>\<^sub>0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   376
  assumes d: "d > 0" "\<And>n. n \<in> \<int>\<^sub>\<le>\<^sub>0 \<Longrightarrow> norm (z - of_int n) > d"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   377
  shows "uniformly_convergent_on (ball z d) (\<lambda>n z. ln_Gamma_series z n :: complex)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   378
proof (intro Cauchy_uniformly_convergent uniformly_Cauchy_onI')
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   379
  fix e :: real assume e: "e > 0"
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
   380
  define e'' where "e'' = (SUP t:ball z d. norm t + norm t^2)"
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
   381
  define e' where "e' = e / (2*e'')"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   382
  have "bounded ((\<lambda>t. norm t + norm t^2) ` cball z d)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   383
    by (intro compact_imp_bounded compact_continuous_image) (auto intro!: continuous_intros)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   384
  hence "bounded ((\<lambda>t. norm t + norm t^2) ` ball z d)" by (rule bounded_subset) auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   385
  hence bdd: "bdd_above ((\<lambda>t. norm t + norm t^2) ` ball z d)" by (rule bounded_imp_bdd_above)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   386
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   387
  with z d(1) d(2)[of "-1"] have e''_pos: "e'' > 0" unfolding e''_def
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   388
    by (subst less_cSUP_iff) (auto intro!: add_pos_nonneg bexI[of _ z])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   389
  have e'': "norm t + norm t^2 \<le> e''" if "t \<in> ball z d" for t unfolding e''_def using that
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   390
    by (rule cSUP_upper[OF _ bdd])
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   391
  from e z e''_pos have e': "e' > 0" unfolding e'_def
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   392
    by (intro divide_pos_pos mult_pos_pos add_pos_pos) (simp_all add: field_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   393
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   394
  have "summable (\<lambda>k. inverse ((real_of_nat k)^2))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   395
    by (rule inverse_power_summable) simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   396
  from summable_partial_sum_bound[OF this e'] guess M . note M = this
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   397
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
   398
  define N where "N = max 2 (max (nat \<lceil>2 * (norm z + d)\<rceil>) M)"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   399
  {
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   400
    from d have "\<lceil>2 * (cmod z + d)\<rceil> \<ge> \<lceil>0::real\<rceil>"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   401
      by (intro ceiling_mono mult_nonneg_nonneg add_nonneg_nonneg) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   402
    hence "2 * (norm z + d) \<le> of_nat (nat \<lceil>2 * (norm z + d)\<rceil>)" unfolding N_def
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   403
      by (simp_all add: le_of_int_ceiling)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   404
    also have "... \<le> of_nat N" unfolding N_def
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   405
      by (subst of_nat_le_iff) (rule max.coboundedI2, rule max.cobounded1)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   406
    finally have "of_nat N \<ge> 2 * (norm z + d)" .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   407
    moreover have "N \<ge> 2" "N \<ge> M" unfolding N_def by simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   408
    moreover have "(\<Sum>k=m..n. 1/(of_nat k)\<^sup>2) < e'" if "m \<ge> N" for m n
62072
bf3d9f113474 isabelle update_cartouches -c -t;
wenzelm
parents: 62055
diff changeset
   409
      using M[OF order.trans[OF \<open>N \<ge> M\<close> that]] unfolding real_norm_def
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   410
      by (subst (asm) abs_of_nonneg) (auto intro: setsum_nonneg simp: divide_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   411
    moreover note calculation
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   412
  } note N = this
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   413
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   414
  show "\<exists>M. \<forall>t\<in>ball z d. \<forall>m\<ge>M. \<forall>n>m. dist (ln_Gamma_series t m) (ln_Gamma_series t n) < e"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   415
    unfolding dist_complex_def
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   416
  proof (intro exI[of _ N] ballI allI impI)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   417
    fix t m n assume t: "t \<in> ball z d" and mn: "m \<ge> N" "n > m"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   418
    from d(2)[of 0] t have "0 < dist z 0 - dist z t" by (simp add: field_simps dist_complex_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   419
    also have "dist z 0 - dist z t \<le> dist 0 t" using dist_triangle[of 0 z t]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   420
      by (simp add: dist_commute)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   421
    finally have t_nz: "t \<noteq> 0" by auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   422
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   423
    have "norm t \<le> norm z + norm (t - z)" by (rule norm_triangle_sub)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   424
    also from t have "norm (t - z) < d" by (simp add: dist_complex_def norm_minus_commute)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   425
    also have "2 * (norm z + d) \<le> of_nat N" by (rule N)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   426
    also have "N \<le> m" by (rule mn)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   427
    finally have norm_t: "2 * norm t < of_nat m" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   428
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   429
    have "ln_Gamma_series t m - ln_Gamma_series t n =
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   430
              (-(t * Ln (of_nat n)) - (-(t * Ln (of_nat m)))) +
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   431
              ((\<Sum>k=1..n. Ln (t / of_nat k + 1)) - (\<Sum>k=1..m. Ln (t / of_nat k + 1)))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   432
      by (simp add: ln_Gamma_series_def algebra_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   433
    also have "(\<Sum>k=1..n. Ln (t / of_nat k + 1)) - (\<Sum>k=1..m. Ln (t / of_nat k + 1)) =
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   434
                 (\<Sum>k\<in>{1..n}-{1..m}. Ln (t / of_nat k + 1))" using mn
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   435
      by (simp add: setsum_diff)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   436
    also from mn have "{1..n}-{1..m} = {Suc m..n}" by fastforce
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   437
    also have "-(t * Ln (of_nat n)) - (-(t * Ln (of_nat m))) =
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   438
                   (\<Sum>k = Suc m..n. t * Ln (of_nat (k - 1)) - t * Ln (of_nat k))" using mn
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   439
      by (subst setsum_telescope'' [symmetric]) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   440
    also have "... = (\<Sum>k = Suc m..n. t * Ln (of_nat (k - 1) / of_nat k))" using mn N
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   441
      by (intro setsum_cong_Suc)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   442
         (simp_all del: of_nat_Suc add: field_simps Ln_of_nat Ln_of_nat_over_of_nat)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   443
    also have "of_nat (k - 1) / of_nat k = 1 - 1 / (of_nat k :: complex)" if "k \<in> {Suc m..n}" for k
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   444
      using that of_nat_eq_0_iff[of "Suc i" for i] by (cases k) (simp_all add: divide_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   445
    hence "(\<Sum>k = Suc m..n. t * Ln (of_nat (k - 1) / of_nat k)) =
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   446
             (\<Sum>k = Suc m..n. t * Ln (1 - 1 / of_nat k))" using mn N
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   447
      by (intro setsum.cong) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   448
    also note setsum.distrib [symmetric]
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   449
    also have "norm (\<Sum>k=Suc m..n. t * Ln (1 - 1/of_nat k) + Ln (t/of_nat k + 1)) \<le>
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   450
      (\<Sum>k=Suc m..n. 2 * (norm t + (norm t)\<^sup>2) / (real_of_nat k)\<^sup>2)" using t_nz N(2) mn norm_t
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   451
      by (intro order.trans[OF norm_setsum setsum_mono[OF ln_Gamma_series_complex_converges_aux]]) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   452
    also have "... \<le> 2 * (norm t + norm t^2) * (\<Sum>k=Suc m..n. 1 / (of_nat k)\<^sup>2)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   453
      by (simp add: setsum_right_distrib)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   454
    also have "... < 2 * (norm t + norm t^2) * e'" using mn z t_nz
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   455
      by (intro mult_strict_left_mono N mult_pos_pos add_pos_pos) simp_all
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   456
    also from e''_pos have "... = e * ((cmod t + (cmod t)\<^sup>2) / e'')"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   457
      by (simp add: e'_def field_simps power2_eq_square)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   458
    also from e''[OF t] e''_pos e
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   459
      have "\<dots> \<le> e * 1" by (intro mult_left_mono) (simp_all add: field_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   460
    finally show "norm (ln_Gamma_series t m - ln_Gamma_series t n) < e" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   461
  qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   462
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   463
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   464
end
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   465
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   466
lemma ln_Gamma_series_complex_converges':
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   467
  assumes z: "(z :: complex) \<notin> \<int>\<^sub>\<le>\<^sub>0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   468
  shows "\<exists>d>0. uniformly_convergent_on (ball z d) (\<lambda>n z. ln_Gamma_series z n)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   469
proof -
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
   470
  define d' where "d' = Re z"
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
   471
  define d where "d = (if d' > 0 then d' / 2 else norm (z - of_int (round d')) / 2)"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   472
  have "of_int (round d') \<in> \<int>\<^sub>\<le>\<^sub>0" if "d' \<le> 0" using that
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   473
    by (intro nonpos_Ints_of_int) (simp_all add: round_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   474
  with assms have d_pos: "d > 0" unfolding d_def by (force simp: not_less)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   475
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   476
  have "d < cmod (z - of_int n)" if "n \<in> \<int>\<^sub>\<le>\<^sub>0" for n
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   477
  proof (cases "Re z > 0")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   478
    case True
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   479
    from nonpos_Ints_nonpos[OF that] have n: "n \<le> 0" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   480
    from True have "d = Re z/2" by (simp add: d_def d'_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   481
    also from n True have "\<dots> < Re (z - of_int n)" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   482
    also have "\<dots> \<le> norm (z - of_int n)" by (rule complex_Re_le_cmod)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   483
    finally show ?thesis .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   484
  next
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   485
    case False
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   486
    with assms nonpos_Ints_of_int[of "round (Re z)"]
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   487
      have "z \<noteq> of_int (round d')" by (auto simp: not_less)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   488
    with False have "d < norm (z - of_int (round d'))" by (simp add: d_def d'_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   489
    also have "\<dots> \<le> norm (z - of_int n)" unfolding d'_def by (rule round_Re_minimises_norm)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   490
    finally show ?thesis .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   491
  qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   492
  hence conv: "uniformly_convergent_on (ball z d) (\<lambda>n z. ln_Gamma_series z n)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   493
    by (intro ln_Gamma_series_complex_converges d_pos z) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   494
  from d_pos conv show ?thesis by blast
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   495
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   496
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   497
lemma ln_Gamma_series_complex_converges'': "(z :: complex) \<notin> \<int>\<^sub>\<le>\<^sub>0 \<Longrightarrow> convergent (ln_Gamma_series z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   498
  by (drule ln_Gamma_series_complex_converges') (auto intro: uniformly_convergent_imp_convergent)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   499
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   500
lemma ln_Gamma_complex_LIMSEQ: "(z :: complex) \<notin> \<int>\<^sub>\<le>\<^sub>0 \<Longrightarrow> ln_Gamma_series z \<longlonglongrightarrow> ln_Gamma z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   501
  using ln_Gamma_series_complex_converges'' by (simp add: convergent_LIMSEQ_iff ln_Gamma_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   502
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   503
lemma exp_ln_Gamma_series_complex:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   504
  assumes "n > 0" "z \<notin> \<int>\<^sub>\<le>\<^sub>0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   505
  shows   "exp (ln_Gamma_series z n :: complex) = Gamma_series z n"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   506
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   507
  from assms have "z \<noteq> 0" by (intro notI) auto
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   508
  with assms have "exp (ln_Gamma_series z n) =
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   509
          (of_nat n) powr z / (z * (\<Prod>k=1..n. exp (Ln (z / of_nat k + 1))))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   510
    unfolding ln_Gamma_series_def powr_def by (simp add: exp_diff exp_setsum)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   511
  also from assms have "(\<Prod>k=1..n. exp (Ln (z / of_nat k + 1))) = (\<Prod>k=1..n. z / of_nat k + 1)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   512
    by (intro setprod.cong[OF refl], subst exp_Ln) (auto simp: field_simps plus_of_nat_eq_0_imp)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   513
  also have "... = (\<Prod>k=1..n. z + k) / fact n" unfolding fact_altdef
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   514
    by (subst setprod_dividef [symmetric]) (simp_all add: field_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   515
  also from assms have "z * ... = (\<Prod>k=0..n. z + k) / fact n"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   516
    by (cases n) (simp_all add: setprod_nat_ivl_1_Suc)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   517
  also have "(\<Prod>k=0..n. z + k) = pochhammer z (Suc n)" unfolding pochhammer_def by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   518
  also have "of_nat n powr z / (pochhammer z (Suc n) / fact n) = Gamma_series z n"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   519
    unfolding Gamma_series_def using assms by (simp add: divide_simps powr_def Ln_of_nat)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   520
  finally show ?thesis .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   521
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   522
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   523
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   524
lemma ln_Gamma_series'_aux:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   525
  assumes "(z::complex) \<notin> \<int>\<^sub>\<le>\<^sub>0"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   526
  shows   "(\<lambda>k. z / of_nat (Suc k) - ln (1 + z / of_nat (Suc k))) sums
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   527
              (ln_Gamma z + euler_mascheroni * z + ln z)" (is "?f sums ?s")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   528
unfolding sums_def
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   529
proof (rule Lim_transform)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   530
  show "(\<lambda>n. ln_Gamma_series z n + of_real (harm n - ln (of_nat n)) * z + ln z) \<longlonglongrightarrow> ?s"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   531
    (is "?g \<longlonglongrightarrow> _")
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   532
    by (intro tendsto_intros ln_Gamma_complex_LIMSEQ euler_mascheroni_LIMSEQ_of_real assms)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   533
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   534
  have A: "eventually (\<lambda>n. (\<Sum>k<n. ?f k) - ?g n = 0) sequentially"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   535
    using eventually_gt_at_top[of "0::nat"]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   536
  proof eventually_elim
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   537
    fix n :: nat assume n: "n > 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   538
    have "(\<Sum>k<n. ?f k) = (\<Sum>k=1..n. z / of_nat k - ln (1 + z / of_nat k))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   539
      by (subst atLeast0LessThan [symmetric], subst setsum_shift_bounds_Suc_ivl [symmetric],
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   540
          subst atLeastLessThanSuc_atLeastAtMost) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   541
    also have "\<dots> = z * of_real (harm n) - (\<Sum>k=1..n. ln (1 + z / of_nat k))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   542
      by (simp add: harm_def setsum_subtractf setsum_right_distrib divide_inverse)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   543
    also from n have "\<dots> - ?g n = 0"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   544
      by (simp add: ln_Gamma_series_def setsum_subtractf algebra_simps Ln_of_nat)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   545
    finally show "(\<Sum>k<n. ?f k) - ?g n = 0" .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   546
  qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   547
  show "(\<lambda>n. (\<Sum>k<n. ?f k) - ?g n) \<longlonglongrightarrow> 0" by (subst tendsto_cong[OF A]) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   548
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   549
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   550
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   551
lemma uniformly_summable_deriv_ln_Gamma:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   552
  assumes z: "(z :: 'a :: {real_normed_field,banach}) \<noteq> 0" and d: "d > 0" "d \<le> norm z/2"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   553
  shows "uniformly_convergent_on (ball z d)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   554
            (\<lambda>k z. \<Sum>i<k. inverse (of_nat (Suc i)) - inverse (z + of_nat (Suc i)))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   555
           (is "uniformly_convergent_on _ (\<lambda>k z. \<Sum>i<k. ?f i z)")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   556
proof (rule weierstrass_m_test'_ev)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   557
  {
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   558
    fix t assume t: "t \<in> ball z d"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   559
    have "norm z = norm (t + (z - t))" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   560
    have "norm (t + (z - t)) \<le> norm t + norm (z - t)" by (rule norm_triangle_ineq)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   561
    also from t d have "norm (z - t) < norm z / 2" by (simp add: dist_norm)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   562
    finally have A: "norm t > norm z / 2" using z by (simp add: field_simps)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   563
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   564
    have "norm t = norm (z + (t - z))" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   565
    also have "\<dots> \<le> norm z + norm (t - z)" by (rule norm_triangle_ineq)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   566
    also from t d have "norm (t - z) \<le> norm z / 2" by (simp add: dist_norm norm_minus_commute)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   567
    also from z have "\<dots> < norm z" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   568
    finally have B: "norm t < 2 * norm z" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   569
    note A B
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   570
  } note ball = this
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   571
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   572
  show "eventually (\<lambda>n. \<forall>t\<in>ball z d. norm (?f n t) \<le> 4 * norm z * inverse (of_nat (Suc n)^2)) sequentially"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   573
    using eventually_gt_at_top apply eventually_elim
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   574
  proof safe
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   575
    fix t :: 'a assume t: "t \<in> ball z d"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   576
    from z ball[OF t] have t_nz: "t \<noteq> 0" by auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   577
    fix n :: nat assume n: "n > nat \<lceil>4 * norm z\<rceil>"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   578
    from ball[OF t] t_nz have "4 * norm z > 2 * norm t" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   579
    also from n have "\<dots>  < of_nat n" by linarith
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   580
    finally have n: "of_nat n > 2 * norm t" .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   581
    hence "of_nat n > norm t" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   582
    hence t': "t \<noteq> -of_nat (Suc n)" by (intro notI) (simp del: of_nat_Suc)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   583
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   584
    with t_nz have "?f n t = 1 / (of_nat (Suc n) * (1 + of_nat (Suc n)/t))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   585
      by (simp add: divide_simps eq_neg_iff_add_eq_0 del: of_nat_Suc)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   586
    also have "norm \<dots> = inverse (of_nat (Suc n)) * inverse (norm (of_nat (Suc n)/t + 1))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   587
      by (simp add: norm_divide norm_mult divide_simps add_ac del: of_nat_Suc)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   588
    also {
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   589
      from z t_nz ball[OF t] have "of_nat (Suc n) / (4 * norm z) \<le> of_nat (Suc n) / (2 * norm t)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   590
        by (intro divide_left_mono mult_pos_pos) simp_all
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   591
      also have "\<dots> < norm (of_nat (Suc n) / t) - norm (1 :: 'a)"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   592
        using t_nz n by (simp add: field_simps norm_divide del: of_nat_Suc)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   593
      also have "\<dots> \<le> norm (of_nat (Suc n)/t + 1)" by (rule norm_diff_ineq)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   594
      finally have "inverse (norm (of_nat (Suc n)/t + 1)) \<le> 4 * norm z / of_nat (Suc n)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   595
        using z by (simp add: divide_simps norm_divide mult_ac del: of_nat_Suc)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   596
    }
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   597
    also have "inverse (real_of_nat (Suc n)) * (4 * norm z / real_of_nat (Suc n)) =
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   598
                 4 * norm z * inverse (of_nat (Suc n)^2)"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   599
                 by (simp add: divide_simps power2_eq_square del: of_nat_Suc)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   600
    finally show "norm (?f n t) \<le> 4 * norm z * inverse (of_nat (Suc n)^2)"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   601
      by (simp del: of_nat_Suc)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   602
  qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   603
next
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   604
  show "summable (\<lambda>n. 4 * norm z * inverse ((of_nat (Suc n))^2))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   605
    by (subst summable_Suc_iff) (simp add: summable_mult inverse_power_summable)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   606
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   607
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   608
lemma summable_deriv_ln_Gamma:
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   609
  "z \<noteq> (0 :: 'a :: {real_normed_field,banach}) \<Longrightarrow>
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   610
     summable (\<lambda>n. inverse (of_nat (Suc n)) - inverse (z + of_nat (Suc n)))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   611
  unfolding summable_iff_convergent
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   612
  by (rule uniformly_convergent_imp_convergent,
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   613
      rule uniformly_summable_deriv_ln_Gamma[of z "norm z/2"]) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   614
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   615
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   616
definition Polygamma :: "nat \<Rightarrow> ('a :: {real_normed_field,banach}) \<Rightarrow> 'a" where
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   617
  "Polygamma n z = (if n = 0 then
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   618
      (\<Sum>k. inverse (of_nat (Suc k)) - inverse (z + of_nat k)) - euler_mascheroni else
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   619
      (-1)^Suc n * fact n * (\<Sum>k. inverse ((z + of_nat k)^Suc n)))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   620
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   621
abbreviation Digamma :: "('a :: {real_normed_field,banach}) \<Rightarrow> 'a" where
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   622
  "Digamma \<equiv> Polygamma 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   623
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   624
lemma Digamma_def:
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   625
  "Digamma z = (\<Sum>k. inverse (of_nat (Suc k)) - inverse (z + of_nat k)) - euler_mascheroni"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   626
  by (simp add: Polygamma_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   627
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   628
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   629
lemma summable_Digamma:
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   630
  assumes "(z :: 'a :: {real_normed_field,banach}) \<noteq> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   631
  shows   "summable (\<lambda>n. inverse (of_nat (Suc n)) - inverse (z + of_nat n))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   632
proof -
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   633
  have sums: "(\<lambda>n. inverse (z + of_nat (Suc n)) - inverse (z + of_nat n)) sums
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   634
                       (0 - inverse (z + of_nat 0))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   635
    by (intro telescope_sums filterlim_compose[OF tendsto_inverse_0]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   636
              tendsto_add_filterlim_at_infinity[OF tendsto_const] tendsto_of_nat)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   637
  from summable_add[OF summable_deriv_ln_Gamma[OF assms] sums_summable[OF sums]]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   638
    show "summable (\<lambda>n. inverse (of_nat (Suc n)) - inverse (z + of_nat n))" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   639
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   640
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   641
lemma summable_offset:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   642
  assumes "summable (\<lambda>n. f (n + k) :: 'a :: real_normed_vector)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   643
  shows   "summable f"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   644
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   645
  from assms have "convergent (\<lambda>m. \<Sum>n<m. f (n + k))" by (simp add: summable_iff_convergent)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   646
  hence "convergent (\<lambda>m. (\<Sum>n<k. f n) + (\<Sum>n<m. f (n + k)))"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   647
    by (intro convergent_add convergent_const)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   648
  also have "(\<lambda>m. (\<Sum>n<k. f n) + (\<Sum>n<m. f (n + k))) = (\<lambda>m. \<Sum>n<m+k. f n)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   649
  proof
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   650
    fix m :: nat
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   651
    have "{..<m+k} = {..<k} \<union> {k..<m+k}" by auto
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   652
    also have "(\<Sum>n\<in>\<dots>. f n) = (\<Sum>n<k. f n) + (\<Sum>n=k..<m+k. f n)"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   653
      by (rule setsum.union_disjoint) auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   654
    also have "(\<Sum>n=k..<m+k. f n) = (\<Sum>n=0..<m+k-k. f (n + k))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   655
      by (intro setsum.reindex_cong[of "\<lambda>n. n + k"])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   656
         (simp, subst image_add_atLeastLessThan, auto)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   657
    finally show "(\<Sum>n<k. f n) + (\<Sum>n<m. f (n + k)) = (\<Sum>n<m+k. f n)" by (simp add: atLeast0LessThan)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   658
  qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   659
  finally have "(\<lambda>a. setsum f {..<a}) \<longlonglongrightarrow> lim (\<lambda>m. setsum f {..<m + k})"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   660
    by (auto simp: convergent_LIMSEQ_iff dest: LIMSEQ_offset)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   661
  thus ?thesis by (auto simp: summable_iff_convergent convergent_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   662
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   663
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   664
lemma Polygamma_converges:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   665
  fixes z :: "'a :: {real_normed_field,banach}"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   666
  assumes z: "z \<noteq> 0" and n: "n \<ge> 2"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   667
  shows "uniformly_convergent_on (ball z d) (\<lambda>k z. \<Sum>i<k. inverse ((z + of_nat i)^n))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   668
proof (rule weierstrass_m_test'_ev)
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
   669
  define e where "e = (1 + d / norm z)"
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
   670
  define m where "m = nat \<lceil>norm z * e\<rceil>"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   671
  {
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   672
    fix t assume t: "t \<in> ball z d"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   673
    have "norm t = norm (z + (t - z))" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   674
    also have "\<dots> \<le> norm z + norm (t - z)" by (rule norm_triangle_ineq)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   675
    also from t have "norm (t - z) < d" by (simp add: dist_norm norm_minus_commute)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   676
    finally have "norm t < norm z * e" using z by (simp add: divide_simps e_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   677
  } note ball = this
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   678
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   679
  show "eventually (\<lambda>k. \<forall>t\<in>ball z d. norm (inverse ((t + of_nat k)^n)) \<le>
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   680
            inverse (of_nat (k - m)^n)) sequentially"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   681
    using eventually_gt_at_top[of m] apply eventually_elim
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   682
  proof (intro ballI)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   683
    fix k :: nat and t :: 'a assume k: "k > m" and t: "t \<in> ball z d"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   684
    from k have "real_of_nat (k - m) = of_nat k - of_nat m" by (simp add: of_nat_diff)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   685
    also have "\<dots> \<le> norm (of_nat k :: 'a) - norm z * e"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   686
      unfolding m_def by (subst norm_of_nat) linarith
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   687
    also from ball[OF t] have "\<dots> \<le> norm (of_nat k :: 'a) - norm t" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   688
    also have "\<dots> \<le> norm (of_nat k + t)" by (rule norm_diff_ineq)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   689
    finally have "inverse ((norm (t + of_nat k))^n) \<le> inverse (real_of_nat (k - m)^n)" using k n
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   690
      by (intro le_imp_inverse_le power_mono) (simp_all add: add_ac del: of_nat_Suc)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   691
    thus "norm (inverse ((t + of_nat k)^n)) \<le> inverse (of_nat (k - m)^n)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   692
      by (simp add: norm_inverse norm_power power_inverse)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   693
  qed
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   694
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   695
  have "summable (\<lambda>k. inverse ((real_of_nat k)^n))"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   696
    using inverse_power_summable[of n] n by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   697
  hence "summable (\<lambda>k. inverse ((real_of_nat (k + m - m))^n))" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   698
  thus "summable (\<lambda>k. inverse ((real_of_nat (k - m))^n))" by (rule summable_offset)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   699
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   700
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   701
lemma Polygamma_converges':
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   702
  fixes z :: "'a :: {real_normed_field,banach}"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   703
  assumes z: "z \<noteq> 0" and n: "n \<ge> 2"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   704
  shows "summable (\<lambda>k. inverse ((z + of_nat k)^n))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   705
  using uniformly_convergent_imp_convergent[OF Polygamma_converges[OF assms, of 1], of z]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   706
  by (simp add: summable_iff_convergent)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   707
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   708
lemma has_field_derivative_ln_Gamma_complex [derivative_intros]:
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   709
  fixes z :: complex
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   710
  assumes z: "z \<notin> \<real>\<^sub>\<le>\<^sub>0"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   711
  shows   "(ln_Gamma has_field_derivative Digamma z) (at z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   712
proof -
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   713
  have not_nonpos_Int [simp]: "t \<notin> \<int>\<^sub>\<le>\<^sub>0" if "Re t > 0" for t
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   714
    using that by (auto elim!: nonpos_Ints_cases')
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   715
  from z have z': "z \<notin> \<int>\<^sub>\<le>\<^sub>0" and z'': "z \<noteq> 0" using nonpos_Ints_subset_nonpos_Reals nonpos_Reals_zero_I
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   716
     by blast+
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   717
  let ?f' = "\<lambda>z k. inverse (of_nat (Suc k)) - inverse (z + of_nat (Suc k))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   718
  let ?f = "\<lambda>z k. z / of_nat (Suc k) - ln (1 + z / of_nat (Suc k))" and ?F' = "\<lambda>z. \<Sum>n. ?f' z n"
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
   719
  define d where "d = min (norm z/2) (if Im z = 0 then Re z / 2 else abs (Im z) / 2)"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   720
  from z have d: "d > 0" "norm z/2 \<ge> d" by (auto simp add: complex_nonpos_Reals_iff d_def)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   721
  have ball: "Im t = 0 \<longrightarrow> Re t > 0" if "dist z t < d" for t
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   722
    using no_nonpos_Real_in_ball[OF z, of t] that unfolding d_def by (force simp add: complex_nonpos_Reals_iff)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   723
  have sums: "(\<lambda>n. inverse (z + of_nat (Suc n)) - inverse (z + of_nat n)) sums
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   724
                       (0 - inverse (z + of_nat 0))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   725
    by (intro telescope_sums filterlim_compose[OF tendsto_inverse_0]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   726
              tendsto_add_filterlim_at_infinity[OF tendsto_const] tendsto_of_nat)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   727
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   728
  have "((\<lambda>z. \<Sum>n. ?f z n) has_field_derivative ?F' z) (at z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   729
    using d z ln_Gamma_series'_aux[OF z']
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   730
    apply (intro has_field_derivative_series'(2)[of "ball z d" _ _ z] uniformly_summable_deriv_ln_Gamma)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   731
    apply (auto intro!: derivative_eq_intros add_pos_pos mult_pos_pos dest!: ball
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   732
             simp: field_simps sums_iff nonpos_Reals_divide_of_nat_iff
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   733
             simp del: of_nat_Suc)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   734
    apply (auto simp add: complex_nonpos_Reals_iff)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   735
    done
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   736
  with z have "((\<lambda>z. (\<Sum>k. ?f z k) - euler_mascheroni * z - Ln z) has_field_derivative
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   737
                   ?F' z - euler_mascheroni - inverse z) (at z)"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   738
    by (force intro!: derivative_eq_intros simp: Digamma_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   739
  also have "?F' z - euler_mascheroni - inverse z = (?F' z + -inverse z) - euler_mascheroni" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   740
  also from sums have "-inverse z = (\<Sum>n. inverse (z + of_nat (Suc n)) - inverse (z + of_nat n))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   741
    by (simp add: sums_iff)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   742
  also from sums summable_deriv_ln_Gamma[OF z'']
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   743
    have "?F' z + \<dots> =  (\<Sum>n. inverse (of_nat (Suc n)) - inverse (z + of_nat n))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   744
    by (subst suminf_add) (simp_all add: add_ac sums_iff)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   745
  also have "\<dots> - euler_mascheroni = Digamma z" by (simp add: Digamma_def)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   746
  finally have "((\<lambda>z. (\<Sum>k. ?f z k) - euler_mascheroni * z - Ln z)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   747
                    has_field_derivative Digamma z) (at z)" .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   748
  moreover from eventually_nhds_ball[OF d(1), of z]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   749
    have "eventually (\<lambda>z. ln_Gamma z = (\<Sum>k. ?f z k) - euler_mascheroni * z - Ln z) (nhds z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   750
  proof eventually_elim
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   751
    fix t assume "t \<in> ball z d"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   752
    hence "t \<notin> \<int>\<^sub>\<le>\<^sub>0" by (auto dest!: ball elim!: nonpos_Ints_cases)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   753
    from ln_Gamma_series'_aux[OF this]
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   754
      show "ln_Gamma t = (\<Sum>k. ?f t k) - euler_mascheroni * t - Ln t" by (simp add: sums_iff)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   755
  qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   756
  ultimately show ?thesis by (subst DERIV_cong_ev[OF refl _ refl])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   757
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   758
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   759
declare has_field_derivative_ln_Gamma_complex[THEN DERIV_chain2, derivative_intros]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   760
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   761
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   762
lemma Digamma_1 [simp]: "Digamma (1 :: 'a :: {real_normed_field,banach}) = - euler_mascheroni"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   763
  by (simp add: Digamma_def)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   764
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   765
lemma Digamma_plus1:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   766
  assumes "z \<noteq> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   767
  shows   "Digamma (z+1) = Digamma z + 1/z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   768
proof -
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   769
  have sums: "(\<lambda>k. inverse (z + of_nat k) - inverse (z + of_nat (Suc k)))
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   770
                  sums (inverse (z + of_nat 0) - 0)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   771
    by (intro telescope_sums'[OF filterlim_compose[OF tendsto_inverse_0]]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   772
              tendsto_add_filterlim_at_infinity[OF tendsto_const] tendsto_of_nat)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   773
  have "Digamma (z+1) = (\<Sum>k. inverse (of_nat (Suc k)) - inverse (z + of_nat (Suc k))) -
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   774
          euler_mascheroni" (is "_ = suminf ?f - _") by (simp add: Digamma_def add_ac)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   775
  also have "suminf ?f = (\<Sum>k. inverse (of_nat (Suc k)) - inverse (z + of_nat k)) +
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   776
                         (\<Sum>k. inverse (z + of_nat k) - inverse (z + of_nat (Suc k)))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   777
    using summable_Digamma[OF assms] sums by (subst suminf_add) (simp_all add: add_ac sums_iff)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   778
  also have "(\<Sum>k. inverse (z + of_nat k) - inverse (z + of_nat (Suc k))) = 1/z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   779
    using sums by (simp add: sums_iff inverse_eq_divide)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   780
  finally show ?thesis by (simp add: Digamma_def[of z])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   781
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   782
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   783
lemma Polygamma_plus1:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   784
  assumes "z \<noteq> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   785
  shows   "Polygamma n (z + 1) = Polygamma n z + (-1)^n * fact n / (z ^ Suc n)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   786
proof (cases "n = 0")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   787
  assume n: "n \<noteq> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   788
  let ?f = "\<lambda>k. inverse ((z + of_nat k) ^ Suc n)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   789
  have "Polygamma n (z + 1) = (-1) ^ Suc n * fact n * (\<Sum>k. ?f (k+1))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   790
    using n by (simp add: Polygamma_def add_ac)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   791
  also have "(\<Sum>k. ?f (k+1)) + (\<Sum>k<1. ?f k) = (\<Sum>k. ?f k)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   792
    using Polygamma_converges'[OF assms, of "Suc n"] n
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   793
    by (subst suminf_split_initial_segment [symmetric]) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   794
  hence "(\<Sum>k. ?f (k+1)) = (\<Sum>k. ?f k) - inverse (z ^ Suc n)" by (simp add: algebra_simps)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   795
  also have "(-1) ^ Suc n * fact n * ((\<Sum>k. ?f k) - inverse (z ^ Suc n)) =
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   796
               Polygamma n z + (-1)^n * fact n / (z ^ Suc n)" using n
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   797
    by (simp add: inverse_eq_divide algebra_simps Polygamma_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   798
  finally show ?thesis .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   799
qed (insert assms, simp add: Digamma_plus1 inverse_eq_divide)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   800
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   801
lemma Digamma_of_nat:
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   802
  "Digamma (of_nat (Suc n) :: 'a :: {real_normed_field,banach}) = harm n - euler_mascheroni"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   803
proof (induction n)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   804
  case (Suc n)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   805
  have "Digamma (of_nat (Suc (Suc n)) :: 'a) = Digamma (of_nat (Suc n) + 1)" by simp
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   806
  also have "\<dots> = Digamma (of_nat (Suc n)) + inverse (of_nat (Suc n))"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   807
    by (subst Digamma_plus1) (simp_all add: inverse_eq_divide del: of_nat_Suc)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   808
  also have "Digamma (of_nat (Suc n) :: 'a) = harm n - euler_mascheroni " by (rule Suc)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   809
  also have "\<dots> + inverse (of_nat (Suc n)) = harm (Suc n) - euler_mascheroni"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   810
    by (simp add: harm_Suc)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   811
  finally show ?case .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   812
qed (simp add: harm_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   813
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   814
lemma Digamma_numeral: "Digamma (numeral n) = harm (pred_numeral n) - euler_mascheroni"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   815
  by (subst of_nat_numeral[symmetric], subst numeral_eq_Suc, subst Digamma_of_nat) (rule refl)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   816
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   817
lemma Polygamma_of_real: "x \<noteq> 0 \<Longrightarrow> Polygamma n (of_real x) = of_real (Polygamma n x)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   818
  unfolding Polygamma_def using summable_Digamma[of x] Polygamma_converges'[of x "Suc n"]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   819
  by (simp_all add: suminf_of_real)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   820
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   821
lemma Polygamma_Real: "z \<in> \<real> \<Longrightarrow> z \<noteq> 0 \<Longrightarrow> Polygamma n z \<in> \<real>"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   822
  by (elim Reals_cases, hypsubst, subst Polygamma_of_real) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   823
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   824
lemma Digamma_half_integer:
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   825
  "Digamma (of_nat n + 1/2 :: 'a :: {real_normed_field,banach}) =
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   826
      (\<Sum>k<n. 2 / (of_nat (2*k+1))) - euler_mascheroni - of_real (2 * ln 2)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   827
proof (induction n)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   828
  case 0
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   829
  have "Digamma (1/2 :: 'a) = of_real (Digamma (1/2))" by (simp add: Polygamma_of_real [symmetric])
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   830
  also have "Digamma (1/2::real) =
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   831
               (\<Sum>k. inverse (of_nat (Suc k)) - inverse (of_nat k + 1/2)) - euler_mascheroni"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   832
    by (simp add: Digamma_def add_ac)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   833
  also have "(\<Sum>k. inverse (of_nat (Suc k) :: real) - inverse (of_nat k + 1/2)) =
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   834
             (\<Sum>k. inverse (1/2) * (inverse (2 * of_nat (Suc k)) - inverse (2 * of_nat k + 1)))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   835
    by (simp_all add: add_ac inverse_mult_distrib[symmetric] ring_distribs del: inverse_divide)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   836
  also have "\<dots> = - 2 * ln 2" using sums_minus[OF alternating_harmonic_series_sums']
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   837
    by (subst suminf_mult) (simp_all add: algebra_simps sums_iff)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   838
  finally show ?case by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   839
next
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   840
  case (Suc n)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   841
  have nz: "2 * of_nat n + (1:: 'a) \<noteq> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   842
     using of_nat_neq_0[of "2*n"] by (simp only: of_nat_Suc) (simp add: add_ac)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   843
  hence nz': "of_nat n + (1/2::'a) \<noteq> 0" by (simp add: field_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   844
  have "Digamma (of_nat (Suc n) + 1/2 :: 'a) = Digamma (of_nat n + 1/2 + 1)" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   845
  also from nz' have "\<dots> = Digamma (of_nat n + 1 / 2) + 1 / (of_nat n + 1 / 2)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   846
    by (rule Digamma_plus1)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   847
  also from nz nz' have "1 / (of_nat n + 1 / 2 :: 'a) = 2 / (2 * of_nat n + 1)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   848
    by (subst divide_eq_eq) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   849
  also note Suc
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   850
  finally show ?case by (simp add: add_ac)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   851
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   852
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   853
lemma Digamma_one_half: "Digamma (1/2) = - euler_mascheroni - of_real (2 * ln 2)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   854
  using Digamma_half_integer[of 0] by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   855
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   856
lemma Digamma_real_three_halves_pos: "Digamma (3/2 :: real) > 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   857
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   858
  have "-Digamma (3/2 :: real) = -Digamma (of_nat 1 + 1/2)" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   859
  also have "\<dots> = 2 * ln 2 + euler_mascheroni - 2" by (subst Digamma_half_integer) simp
62085
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
   860
  also note euler_mascheroni_less_13_over_22
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
   861
  also note ln2_le_25_over_36
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   862
  finally show ?thesis by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   863
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   864
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   865
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   866
lemma has_field_derivative_Polygamma [derivative_intros]:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   867
  fixes z :: "'a :: {real_normed_field,euclidean_space}"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   868
  assumes z: "z \<notin> \<int>\<^sub>\<le>\<^sub>0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   869
  shows "(Polygamma n has_field_derivative Polygamma (Suc n) z) (at z within A)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   870
proof (rule has_field_derivative_at_within, cases "n = 0")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   871
  assume n: "n = 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   872
  let ?f = "\<lambda>k z. inverse (of_nat (Suc k)) - inverse (z + of_nat k)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   873
  let ?F = "\<lambda>z. \<Sum>k. ?f k z" and ?f' = "\<lambda>k z. inverse ((z + of_nat k)\<^sup>2)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   874
  from no_nonpos_Int_in_ball'[OF z] guess d . note d = this
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   875
  from z have summable: "summable (\<lambda>k. inverse (of_nat (Suc k)) - inverse (z + of_nat k))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   876
    by (intro summable_Digamma) force
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   877
  from z have conv: "uniformly_convergent_on (ball z d) (\<lambda>k z. \<Sum>i<k. inverse ((z + of_nat i)\<^sup>2))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   878
    by (intro Polygamma_converges) auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   879
  with d have "summable (\<lambda>k. inverse ((z + of_nat k)\<^sup>2))" unfolding summable_iff_convergent
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   880
    by (auto dest!: uniformly_convergent_imp_convergent simp: summable_iff_convergent )
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   881
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   882
  have "(?F has_field_derivative (\<Sum>k. ?f' k z)) (at z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   883
  proof (rule has_field_derivative_series'[of "ball z d" _ _ z])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   884
    fix k :: nat and t :: 'a assume t: "t \<in> ball z d"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   885
    from t d(2)[of t] show "((\<lambda>z. ?f k z) has_field_derivative ?f' k t) (at t within ball z d)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   886
      by (auto intro!: derivative_eq_intros simp: power2_eq_square simp del: of_nat_Suc
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   887
               dest!: plus_of_nat_eq_0_imp elim!: nonpos_Ints_cases)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   888
  qed (insert d(1) summable conv, (assumption|simp)+)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   889
  with z show "(Polygamma n has_field_derivative Polygamma (Suc n) z) (at z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   890
    unfolding Digamma_def [abs_def] Polygamma_def [abs_def] using n
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   891
    by (force simp: power2_eq_square intro!: derivative_eq_intros)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   892
next
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   893
  assume n: "n \<noteq> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   894
  from z have z': "z \<noteq> 0" by auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   895
  from no_nonpos_Int_in_ball'[OF z] guess d . note d = this
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
   896
  define n' where "n' = Suc n"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   897
  from n have n': "n' \<ge> 2" by (simp add: n'_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   898
  have "((\<lambda>z. \<Sum>k. inverse ((z + of_nat k) ^ n')) has_field_derivative
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   899
                (\<Sum>k. - of_nat n' * inverse ((z + of_nat k) ^ (n'+1)))) (at z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   900
  proof (rule has_field_derivative_series'[of "ball z d" _ _ z])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   901
    fix k :: nat and t :: 'a assume t: "t \<in> ball z d"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   902
    with d have t': "t \<notin> \<int>\<^sub>\<le>\<^sub>0" "t \<noteq> 0" by auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   903
    show "((\<lambda>a. inverse ((a + of_nat k) ^ n')) has_field_derivative
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   904
                - of_nat n' * inverse ((t + of_nat k) ^ (n'+1))) (at t within ball z d)" using t'
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   905
      by (fastforce intro!: derivative_eq_intros simp: divide_simps power_diff dest: plus_of_nat_eq_0_imp)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   906
  next
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   907
    have "uniformly_convergent_on (ball z d)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   908
              (\<lambda>k z. (- of_nat n' :: 'a) * (\<Sum>i<k. inverse ((z + of_nat i) ^ (n'+1))))"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   909
      using z' n by (intro uniformly_convergent_mult Polygamma_converges) (simp_all add: n'_def)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   910
    thus "uniformly_convergent_on (ball z d)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   911
              (\<lambda>k z. \<Sum>i<k. - of_nat n' * inverse ((z + of_nat i :: 'a) ^ (n'+1)))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   912
      by (subst (asm) setsum_right_distrib) simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   913
  qed (insert Polygamma_converges'[OF z' n'] d, simp_all)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   914
  also have "(\<Sum>k. - of_nat n' * inverse ((z + of_nat k) ^ (n' + 1))) =
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   915
               (- of_nat n') * (\<Sum>k. inverse ((z + of_nat k) ^ (n' + 1)))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   916
    using Polygamma_converges'[OF z', of "n'+1"] n' by (subst suminf_mult) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   917
  finally have "((\<lambda>z. \<Sum>k. inverse ((z + of_nat k) ^ n')) has_field_derivative
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   918
                    - of_nat n' * (\<Sum>k. inverse ((z + of_nat k) ^ (n' + 1)))) (at z)" .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   919
  from DERIV_cmult[OF this, of "(-1)^Suc n * fact n :: 'a"]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   920
    show "(Polygamma n has_field_derivative Polygamma (Suc n) z) (at z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   921
    unfolding n'_def Polygamma_def[abs_def] using n by (simp add: algebra_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   922
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   923
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   924
declare has_field_derivative_Polygamma[THEN DERIV_chain2, derivative_intros]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   925
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   926
lemma isCont_Polygamma [continuous_intros]:
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   927
  fixes f :: "_ \<Rightarrow> 'a :: {real_normed_field,euclidean_space}"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   928
  shows "isCont f z \<Longrightarrow> f z \<notin> \<int>\<^sub>\<le>\<^sub>0 \<Longrightarrow> isCont (\<lambda>x. Polygamma n (f x)) z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   929
  by (rule isCont_o2[OF _  DERIV_isCont[OF has_field_derivative_Polygamma]])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   930
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   931
lemma continuous_on_Polygamma:
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   932
  "A \<inter> \<int>\<^sub>\<le>\<^sub>0 = {} \<Longrightarrow> continuous_on A (Polygamma n :: _ \<Rightarrow> 'a :: {real_normed_field,euclidean_space})"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   933
  by (intro continuous_at_imp_continuous_on isCont_Polygamma[OF continuous_ident] ballI) blast
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   934
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   935
lemma isCont_ln_Gamma_complex [continuous_intros]:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   936
  fixes f :: "'a::t2_space \<Rightarrow> complex"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   937
  shows "isCont f z \<Longrightarrow> f z \<notin> \<real>\<^sub>\<le>\<^sub>0 \<Longrightarrow> isCont (\<lambda>z. ln_Gamma (f z)) z"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   938
  by (rule isCont_o2[OF _  DERIV_isCont[OF has_field_derivative_ln_Gamma_complex]])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   939
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   940
lemma continuous_on_ln_Gamma_complex [continuous_intros]:
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   941
  fixes A :: "complex set"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   942
  shows "A \<inter> \<real>\<^sub>\<le>\<^sub>0 = {} \<Longrightarrow> continuous_on A ln_Gamma"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   943
  by (intro continuous_at_imp_continuous_on ballI isCont_ln_Gamma_complex[OF continuous_ident])
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   944
     fastforce
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   945
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   946
text \<open>
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   947
  We define a type class that captures all the fundamental properties of the inverse of the Gamma function
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   948
  and defines the Gamma function upon that. This allows us to instantiate the type class both for
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   949
  the reals and for the complex numbers with a minimal amount of proof duplication.
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   950
\<close>
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   951
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   952
class Gamma = real_normed_field + complete_space +
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   953
  fixes rGamma :: "'a \<Rightarrow> 'a"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   954
  assumes rGamma_eq_zero_iff_aux: "rGamma z = 0 \<longleftrightarrow> (\<exists>n. z = - of_nat n)"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   955
  assumes differentiable_rGamma_aux1:
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   956
    "(\<And>n. z \<noteq> - of_nat n) \<Longrightarrow>
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   957
     let d = (THE d. (\<lambda>n. \<Sum>k<n. inverse (of_nat (Suc k)) - inverse (z + of_nat k))
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   958
               \<longlonglongrightarrow> d) - scaleR euler_mascheroni 1
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   959
     in  filterlim (\<lambda>y. (rGamma y - rGamma z + rGamma z * d * (y - z)) /\<^sub>R
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   960
                        norm (y - z)) (nhds 0) (at z)"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   961
  assumes differentiable_rGamma_aux2:
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   962
    "let z = - of_nat n
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   963
     in  filterlim (\<lambda>y. (rGamma y - rGamma z - (-1)^n * (setprod of_nat {1..n}) * (y - z)) /\<^sub>R
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   964
                        norm (y - z)) (nhds 0) (at z)"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   965
  assumes rGamma_series_aux: "(\<And>n. z \<noteq> - of_nat n) \<Longrightarrow>
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   966
             let fact' = (\<lambda>n. setprod of_nat {1..n});
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   967
                 exp = (\<lambda>x. THE e. (\<lambda>n. \<Sum>k<n. x^k /\<^sub>R fact k) \<longlonglongrightarrow> e);
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   968
                 pochhammer' = (\<lambda>a n. (\<Prod>n = 0..n. a + of_nat n))
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   969
             in  filterlim (\<lambda>n. pochhammer' z n / (fact' n * exp (z * (ln (of_nat n) *\<^sub>R 1))))
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   970
                     (nhds (rGamma z)) sequentially"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   971
begin
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   972
subclass banach ..
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   973
end
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   974
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   975
definition "Gamma z = inverse (rGamma z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   976
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   977
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   978
subsection \<open>Basic properties\<close>
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   979
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   980
lemma Gamma_nonpos_Int: "z \<in> \<int>\<^sub>\<le>\<^sub>0 \<Longrightarrow> Gamma z = 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   981
  and rGamma_nonpos_Int: "z \<in> \<int>\<^sub>\<le>\<^sub>0 \<Longrightarrow> rGamma z = 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   982
  using rGamma_eq_zero_iff_aux[of z] unfolding Gamma_def by (auto elim!: nonpos_Ints_cases')
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   983
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   984
lemma Gamma_nonzero: "z \<notin> \<int>\<^sub>\<le>\<^sub>0 \<Longrightarrow> Gamma z \<noteq> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   985
  and rGamma_nonzero: "z \<notin> \<int>\<^sub>\<le>\<^sub>0 \<Longrightarrow> rGamma z \<noteq> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   986
  using rGamma_eq_zero_iff_aux[of z] unfolding Gamma_def by (auto elim!: nonpos_Ints_cases')
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   987
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
   988
lemma Gamma_eq_zero_iff: "Gamma z = 0 \<longleftrightarrow> z \<in> \<int>\<^sub>\<le>\<^sub>0"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   989
  and rGamma_eq_zero_iff: "rGamma z = 0 \<longleftrightarrow> z \<in> \<int>\<^sub>\<le>\<^sub>0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   990
  using rGamma_eq_zero_iff_aux[of z] unfolding Gamma_def by (auto elim!: nonpos_Ints_cases')
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   991
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   992
lemma rGamma_inverse_Gamma: "rGamma z = inverse (Gamma z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   993
  unfolding Gamma_def by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   994
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   995
lemma rGamma_series_LIMSEQ [tendsto_intros]:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   996
  "rGamma_series z \<longlonglongrightarrow> rGamma z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   997
proof (cases "z \<in> \<int>\<^sub>\<le>\<^sub>0")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   998
  case False
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
   999
  hence "z \<noteq> - of_nat n" for n by auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1000
  from rGamma_series_aux[OF this] show ?thesis
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1001
    by (simp add: rGamma_series_def[abs_def] fact_altdef pochhammer_Suc_setprod
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1002
                  exp_def of_real_def[symmetric] suminf_def sums_def[abs_def])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1003
qed (insert rGamma_eq_zero_iff[of z], simp_all add: rGamma_series_nonpos_Ints_LIMSEQ)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1004
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1005
lemma Gamma_series_LIMSEQ [tendsto_intros]:
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1006
  "Gamma_series z \<longlonglongrightarrow> Gamma z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1007
proof (cases "z \<in> \<int>\<^sub>\<le>\<^sub>0")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1008
  case False
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1009
  hence "(\<lambda>n. inverse (rGamma_series z n)) \<longlonglongrightarrow> inverse (rGamma z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1010
    by (intro tendsto_intros) (simp_all add: rGamma_eq_zero_iff)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1011
  also have "(\<lambda>n. inverse (rGamma_series z n)) = Gamma_series z"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1012
    by (simp add: rGamma_series_def Gamma_series_def[abs_def])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1013
  finally show ?thesis by (simp add: Gamma_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1014
qed (insert Gamma_eq_zero_iff[of z], simp_all add: Gamma_series_nonpos_Ints_LIMSEQ)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1015
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1016
lemma Gamma_altdef: "Gamma z = lim (Gamma_series z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1017
  using Gamma_series_LIMSEQ[of z] by (simp add: limI)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1018
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1019
lemma rGamma_1 [simp]: "rGamma 1 = 1"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1020
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1021
  have A: "eventually (\<lambda>n. rGamma_series 1 n = of_nat (Suc n) / of_nat n) sequentially"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1022
    using eventually_gt_at_top[of "0::nat"]
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1023
    by (force elim!: eventually_mono simp: rGamma_series_def exp_of_real pochhammer_fact
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1024
                    divide_simps pochhammer_rec' dest!: pochhammer_eq_0_imp_nonpos_Int)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1025
  have "rGamma_series 1 \<longlonglongrightarrow> 1" by (subst tendsto_cong[OF A]) (rule LIMSEQ_Suc_n_over_n)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1026
  moreover have "rGamma_series 1 \<longlonglongrightarrow> rGamma 1" by (rule tendsto_intros)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1027
  ultimately show ?thesis by (intro LIMSEQ_unique)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1028
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1029
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1030
lemma rGamma_plus1: "z * rGamma (z + 1) = rGamma z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1031
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1032
  let ?f = "\<lambda>n. (z + 1) * inverse (of_nat n) + 1"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1033
  have "eventually (\<lambda>n. ?f n * rGamma_series z n = z * rGamma_series (z + 1) n) sequentially"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1034
    using eventually_gt_at_top[of "0::nat"]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1035
  proof eventually_elim
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1036
    fix n :: nat assume n: "n > 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1037
    hence "z * rGamma_series (z + 1) n = inverse (of_nat n) *
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1038
             pochhammer z (Suc (Suc n)) / (fact n * exp (z * of_real (ln (of_nat n))))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1039
      by (subst pochhammer_rec) (simp add: rGamma_series_def field_simps exp_add exp_of_real)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1040
    also from n have "\<dots> = ?f n * rGamma_series z n"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1041
      by (subst pochhammer_rec') (simp_all add: divide_simps rGamma_series_def add_ac)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1042
    finally show "?f n * rGamma_series z n = z * rGamma_series (z + 1) n" ..
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1043
  qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1044
  moreover have "(\<lambda>n. ?f n * rGamma_series z n) \<longlonglongrightarrow> ((z+1) * 0 + 1) * rGamma z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1045
    by (intro tendsto_intros lim_inverse_n)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1046
  hence "(\<lambda>n. ?f n * rGamma_series z n) \<longlonglongrightarrow> rGamma z" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1047
  ultimately have "(\<lambda>n. z * rGamma_series (z + 1) n) \<longlonglongrightarrow> rGamma z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1048
    by (rule Lim_transform_eventually)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1049
  moreover have "(\<lambda>n. z * rGamma_series (z + 1) n) \<longlonglongrightarrow> z * rGamma (z + 1)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1050
    by (intro tendsto_intros)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1051
  ultimately show "z * rGamma (z + 1) = rGamma z" using LIMSEQ_unique by blast
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1052
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1053
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1054
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1055
lemma pochhammer_rGamma: "rGamma z = pochhammer z n * rGamma (z + of_nat n)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1056
proof (induction n arbitrary: z)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1057
  case (Suc n z)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1058
  have "rGamma z = pochhammer z n * rGamma (z + of_nat n)" by (rule Suc.IH)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1059
  also note rGamma_plus1 [symmetric]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1060
  finally show ?case by (simp add: add_ac pochhammer_rec')
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1061
qed simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1062
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1063
lemma Gamma_plus1: "z \<notin> \<int>\<^sub>\<le>\<^sub>0 \<Longrightarrow> Gamma (z + 1) = z * Gamma z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1064
  using rGamma_plus1[of z] by (simp add: rGamma_inverse_Gamma field_simps Gamma_eq_zero_iff)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1065
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1066
lemma pochhammer_Gamma: "z \<notin> \<int>\<^sub>\<le>\<^sub>0 \<Longrightarrow> pochhammer z n = Gamma (z + of_nat n) / Gamma z"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1067
  using pochhammer_rGamma[of z]
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1068
  by (simp add: rGamma_inverse_Gamma Gamma_eq_zero_iff field_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1069
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1070
lemma Gamma_0 [simp]: "Gamma 0 = 0"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1071
  and rGamma_0 [simp]: "rGamma 0 = 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1072
  and Gamma_neg_1 [simp]: "Gamma (- 1) = 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1073
  and rGamma_neg_1 [simp]: "rGamma (- 1) = 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1074
  and Gamma_neg_numeral [simp]: "Gamma (- numeral n) = 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1075
  and rGamma_neg_numeral [simp]: "rGamma (- numeral n) = 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1076
  and Gamma_neg_of_nat [simp]: "Gamma (- of_nat m) = 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1077
  and rGamma_neg_of_nat [simp]: "rGamma (- of_nat m) = 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1078
  by (simp_all add: rGamma_eq_zero_iff Gamma_eq_zero_iff)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1079
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1080
lemma Gamma_1 [simp]: "Gamma 1 = 1" unfolding Gamma_def by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1081
63295
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  1082
lemma Gamma_fact: "Gamma (1 + of_nat n) = fact n"
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  1083
  by (simp add: pochhammer_fact pochhammer_Gamma of_nat_in_nonpos_Ints_iff 
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  1084
        of_nat_Suc [symmetric] del: of_nat_Suc)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1085
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1086
lemma Gamma_numeral: "Gamma (numeral n) = fact (pred_numeral n)"
63295
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  1087
  by (subst of_nat_numeral[symmetric], subst numeral_eq_Suc, 
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  1088
      subst of_nat_Suc, subst Gamma_fact) (rule refl)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1089
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1090
lemma Gamma_of_int: "Gamma (of_int n) = (if n > 0 then fact (nat (n - 1)) else 0)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1091
proof (cases "n > 0")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1092
  case True
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1093
  hence "Gamma (of_int n) = Gamma (of_nat (Suc (nat (n - 1))))" by (subst of_nat_Suc) simp_all
63295
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  1094
  with True show ?thesis by (subst (asm) of_nat_Suc, subst (asm) Gamma_fact) simp
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1095
qed (simp_all add: Gamma_eq_zero_iff nonpos_Ints_of_int)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1096
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1097
lemma rGamma_of_int: "rGamma (of_int n) = (if n > 0 then inverse (fact (nat (n - 1))) else 0)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1098
  by (simp add: Gamma_of_int rGamma_inverse_Gamma)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1099
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1100
lemma Gamma_seriesI:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1101
  assumes "(\<lambda>n. g n / Gamma_series z n) \<longlonglongrightarrow> 1"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1102
  shows   "g \<longlonglongrightarrow> Gamma z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1103
proof (rule Lim_transform_eventually)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1104
  have "1/2 > (0::real)" by simp
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1105
  from tendstoD[OF assms, OF this]
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1106
    show "eventually (\<lambda>n. g n / Gamma_series z n * Gamma_series z n = g n) sequentially"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1107
    by (force elim!: eventually_mono simp: dist_real_def dist_0_norm)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1108
  from assms have "(\<lambda>n. g n / Gamma_series z n * Gamma_series z n) \<longlonglongrightarrow> 1 * Gamma z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1109
    by (intro tendsto_intros)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1110
  thus "(\<lambda>n. g n / Gamma_series z n * Gamma_series z n) \<longlonglongrightarrow> Gamma z" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1111
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1112
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1113
lemma Gamma_seriesI':
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1114
  assumes "f \<longlonglongrightarrow> rGamma z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1115
  assumes "(\<lambda>n. g n * f n) \<longlonglongrightarrow> 1"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1116
  assumes "z \<notin> \<int>\<^sub>\<le>\<^sub>0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1117
  shows   "g \<longlonglongrightarrow> Gamma z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1118
proof (rule Lim_transform_eventually)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1119
  have "1/2 > (0::real)" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1120
  from tendstoD[OF assms(2), OF this] show "eventually (\<lambda>n. g n * f n / f n = g n) sequentially"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1121
    by (force elim!: eventually_mono simp: dist_real_def dist_0_norm)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1122
  from assms have "(\<lambda>n. g n * f n / f n) \<longlonglongrightarrow> 1 / rGamma z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1123
    by (intro tendsto_divide assms) (simp_all add: rGamma_eq_zero_iff)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1124
  thus "(\<lambda>n. g n * f n / f n) \<longlonglongrightarrow> Gamma z" by (simp add: Gamma_def divide_inverse)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1125
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1126
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1127
lemma Gamma_series'_LIMSEQ: "Gamma_series' z \<longlonglongrightarrow> Gamma z"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1128
  by (cases "z \<in> \<int>\<^sub>\<le>\<^sub>0") (simp_all add: Gamma_nonpos_Int Gamma_seriesI[OF Gamma_series_Gamma_series']
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1129
                                      Gamma_series'_nonpos_Ints_LIMSEQ[of z])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1130
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1131
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1132
subsection \<open>Differentiability\<close>
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1133
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1134
lemma has_field_derivative_rGamma_no_nonpos_int:
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1135
  assumes "z \<notin> \<int>\<^sub>\<le>\<^sub>0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1136
  shows   "(rGamma has_field_derivative -rGamma z * Digamma z) (at z within A)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1137
proof (rule has_field_derivative_at_within)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1138
  from assms have "z \<noteq> - of_nat n" for n by auto
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1139
  from differentiable_rGamma_aux1[OF this]
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1140
    show "(rGamma has_field_derivative -rGamma z * Digamma z) (at z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1141
         unfolding Digamma_def suminf_def sums_def[abs_def]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1142
                   has_field_derivative_def has_derivative_def netlimit_at
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1143
    by (simp add: Let_def bounded_linear_mult_right mult_ac of_real_def [symmetric])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1144
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1145
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1146
lemma has_field_derivative_rGamma_nonpos_int:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1147
  "(rGamma has_field_derivative (-1)^n * fact n) (at (- of_nat n) within A)"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1148
  apply (rule has_field_derivative_at_within)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1149
  using differentiable_rGamma_aux2[of n]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1150
  unfolding Let_def has_field_derivative_def has_derivative_def netlimit_at
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1151
  by (simp only: bounded_linear_mult_right mult_ac of_real_def [symmetric] fact_altdef)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1152
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1153
lemma has_field_derivative_rGamma [derivative_intros]:
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1154
  "(rGamma has_field_derivative (if z \<in> \<int>\<^sub>\<le>\<^sub>0 then (-1)^(nat \<lfloor>norm z\<rfloor>) * fact (nat \<lfloor>norm z\<rfloor>)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1155
      else -rGamma z * Digamma z)) (at z within A)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1156
using has_field_derivative_rGamma_no_nonpos_int[of z A]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1157
      has_field_derivative_rGamma_nonpos_int[of "nat \<lfloor>norm z\<rfloor>" A]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1158
  by (auto elim!: nonpos_Ints_cases')
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1159
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1160
declare has_field_derivative_rGamma_no_nonpos_int [THEN DERIV_chain2, derivative_intros]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1161
declare has_field_derivative_rGamma [THEN DERIV_chain2, derivative_intros]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1162
declare has_field_derivative_rGamma_nonpos_int [derivative_intros]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1163
declare has_field_derivative_rGamma_no_nonpos_int [derivative_intros]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1164
declare has_field_derivative_rGamma [derivative_intros]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1165
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1166
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1167
lemma has_field_derivative_Gamma [derivative_intros]:
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1168
  "z \<notin> \<int>\<^sub>\<le>\<^sub>0 \<Longrightarrow> (Gamma has_field_derivative Gamma z * Digamma z) (at z within A)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1169
  unfolding Gamma_def [abs_def]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1170
  by (fastforce intro!: derivative_eq_intros simp: rGamma_eq_zero_iff)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1171
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1172
declare has_field_derivative_Gamma[THEN DERIV_chain2, derivative_intros]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1173
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1174
(* TODO: Hide ugly facts properly *)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1175
hide_fact rGamma_eq_zero_iff_aux differentiable_rGamma_aux1 differentiable_rGamma_aux2
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1176
          differentiable_rGamma_aux2 rGamma_series_aux Gamma_class.rGamma_eq_zero_iff_aux
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1177
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1178
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1179
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1180
(* TODO: differentiable etc. *)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1181
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1182
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1183
subsection \<open>Continuity\<close>
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1184
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1185
lemma continuous_on_rGamma [continuous_intros]: "continuous_on A rGamma"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1186
  by (rule DERIV_continuous_on has_field_derivative_rGamma)+
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1187
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1188
lemma continuous_on_Gamma [continuous_intros]: "A \<inter> \<int>\<^sub>\<le>\<^sub>0 = {} \<Longrightarrow> continuous_on A Gamma"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1189
  by (rule DERIV_continuous_on has_field_derivative_Gamma)+ blast
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1190
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1191
lemma isCont_rGamma [continuous_intros]:
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1192
  "isCont f z \<Longrightarrow> isCont (\<lambda>x. rGamma (f x)) z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1193
  by (rule isCont_o2[OF _  DERIV_isCont[OF has_field_derivative_rGamma]])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1194
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1195
lemma isCont_Gamma [continuous_intros]:
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1196
  "isCont f z \<Longrightarrow> f z \<notin> \<int>\<^sub>\<le>\<^sub>0 \<Longrightarrow> isCont (\<lambda>x. Gamma (f x)) z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1197
  by (rule isCont_o2[OF _  DERIV_isCont[OF has_field_derivative_Gamma]])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1198
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1199
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1200
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1201
text \<open>The complex Gamma function\<close>
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1202
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1203
instantiation complex :: Gamma
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1204
begin
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1205
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1206
definition rGamma_complex :: "complex \<Rightarrow> complex" where
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1207
  "rGamma_complex z = lim (rGamma_series z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1208
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1209
lemma rGamma_series_complex_converges:
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1210
        "convergent (rGamma_series (z :: complex))" (is "?thesis1")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1211
  and rGamma_complex_altdef:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1212
        "rGamma z = (if z \<in> \<int>\<^sub>\<le>\<^sub>0 then 0 else exp (-ln_Gamma z))" (is "?thesis2")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1213
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1214
  have "?thesis1 \<and> ?thesis2"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1215
  proof (cases "z \<in> \<int>\<^sub>\<le>\<^sub>0")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1216
    case False
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1217
    have "rGamma_series z \<longlonglongrightarrow> exp (- ln_Gamma z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1218
    proof (rule Lim_transform_eventually)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1219
      from ln_Gamma_series_complex_converges'[OF False] guess d by (elim exE conjE)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1220
      from this(1) uniformly_convergent_imp_convergent[OF this(2), of z]
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1221
        have "ln_Gamma_series z \<longlonglongrightarrow> lim (ln_Gamma_series z)" by (simp add: convergent_LIMSEQ_iff)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1222
      thus "(\<lambda>n. exp (-ln_Gamma_series z n)) \<longlonglongrightarrow> exp (- ln_Gamma z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1223
        unfolding convergent_def ln_Gamma_def by (intro tendsto_exp tendsto_minus)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1224
      from eventually_gt_at_top[of "0::nat"] exp_ln_Gamma_series_complex False
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1225
        show "eventually (\<lambda>n. exp (-ln_Gamma_series z n) = rGamma_series z n) sequentially"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1226
        by (force elim!: eventually_mono simp: exp_minus Gamma_series_def rGamma_series_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1227
    qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1228
    with False show ?thesis
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1229
      by (auto simp: convergent_def rGamma_complex_def intro!: limI)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1230
  next
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1231
    case True
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1232
    then obtain k where "z = - of_nat k" by (erule nonpos_Ints_cases')
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1233
    also have "rGamma_series \<dots> \<longlonglongrightarrow> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1234
      by (subst tendsto_cong[OF rGamma_series_minus_of_nat]) (simp_all add: convergent_const)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1235
    finally show ?thesis using True
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1236
      by (auto simp: rGamma_complex_def convergent_def intro!: limI)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1237
  qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1238
  thus "?thesis1" "?thesis2" by blast+
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1239
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1240
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1241
context
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1242
begin
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1243
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1244
(* TODO: duplication *)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1245
private lemma rGamma_complex_plus1: "z * rGamma (z + 1) = rGamma (z :: complex)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1246
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1247
  let ?f = "\<lambda>n. (z + 1) * inverse (of_nat n) + 1"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1248
  have "eventually (\<lambda>n. ?f n * rGamma_series z n = z * rGamma_series (z + 1) n) sequentially"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1249
    using eventually_gt_at_top[of "0::nat"]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1250
  proof eventually_elim
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1251
    fix n :: nat assume n: "n > 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1252
    hence "z * rGamma_series (z + 1) n = inverse (of_nat n) *
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1253
             pochhammer z (Suc (Suc n)) / (fact n * exp (z * of_real (ln (of_nat n))))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1254
      by (subst pochhammer_rec) (simp add: rGamma_series_def field_simps exp_add exp_of_real)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1255
    also from n have "\<dots> = ?f n * rGamma_series z n"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1256
      by (subst pochhammer_rec') (simp_all add: divide_simps rGamma_series_def add_ac)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1257
    finally show "?f n * rGamma_series z n = z * rGamma_series (z + 1) n" ..
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1258
  qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1259
  moreover have "(\<lambda>n. ?f n * rGamma_series z n) \<longlonglongrightarrow> ((z+1) * 0 + 1) * rGamma z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1260
    using rGamma_series_complex_converges
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1261
    by (intro tendsto_intros lim_inverse_n)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1262
       (simp_all add: convergent_LIMSEQ_iff rGamma_complex_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1263
  hence "(\<lambda>n. ?f n * rGamma_series z n) \<longlonglongrightarrow> rGamma z" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1264
  ultimately have "(\<lambda>n. z * rGamma_series (z + 1) n) \<longlonglongrightarrow> rGamma z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1265
    by (rule Lim_transform_eventually)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1266
  moreover have "(\<lambda>n. z * rGamma_series (z + 1) n) \<longlonglongrightarrow> z * rGamma (z + 1)"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1267
    using rGamma_series_complex_converges
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1268
    by (auto intro!: tendsto_mult simp: rGamma_complex_def convergent_LIMSEQ_iff)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1269
  ultimately show "z * rGamma (z + 1) = rGamma z" using LIMSEQ_unique by blast
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1270
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1271
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1272
private lemma has_field_derivative_rGamma_complex_no_nonpos_Int:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1273
  assumes "(z :: complex) \<notin> \<int>\<^sub>\<le>\<^sub>0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1274
  shows   "(rGamma has_field_derivative - rGamma z * Digamma z) (at z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1275
proof -
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1276
  have diff: "(rGamma has_field_derivative - rGamma z * Digamma z) (at z)" if "Re z > 0" for z
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1277
  proof (subst DERIV_cong_ev[OF refl _ refl])
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1278
    from that have "eventually (\<lambda>t. t \<in> ball z (Re z/2)) (nhds z)"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1279
      by (intro eventually_nhds_in_nhd) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1280
    thus "eventually (\<lambda>t. rGamma t = exp (- ln_Gamma t)) (nhds z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1281
      using no_nonpos_Int_in_ball_complex[OF that]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1282
      by (auto elim!: eventually_mono simp: rGamma_complex_altdef)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1283
  next
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1284
    have "z \<notin> \<real>\<^sub>\<le>\<^sub>0" using that by (simp add: complex_nonpos_Reals_iff)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1285
    with that show "((\<lambda>t. exp (- ln_Gamma t)) has_field_derivative (-rGamma z * Digamma z)) (at z)"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1286
     by (force elim!: nonpos_Ints_cases intro!: derivative_eq_intros simp: rGamma_complex_altdef)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1287
  qed
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1288
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1289
  from assms show "(rGamma has_field_derivative - rGamma z * Digamma z) (at z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1290
  proof (induction "nat \<lfloor>1 - Re z\<rfloor>" arbitrary: z)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1291
    case (Suc n z)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1292
    from Suc.prems have z: "z \<noteq> 0" by auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1293
    from Suc.hyps have "n = nat \<lfloor>- Re z\<rfloor>" by linarith
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1294
    hence A: "n = nat \<lfloor>1 - Re (z + 1)\<rfloor>" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1295
    from Suc.prems have B: "z + 1 \<notin> \<int>\<^sub>\<le>\<^sub>0" by (force dest: plus_one_in_nonpos_Ints_imp)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1296
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1297
    have "((\<lambda>z. z * (rGamma \<circ> (\<lambda>z. z + 1)) z) has_field_derivative
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1298
      -rGamma (z + 1) * (Digamma (z + 1) * z - 1)) (at z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1299
      by (rule derivative_eq_intros DERIV_chain Suc refl A B)+ (simp add: algebra_simps)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1300
    also have "(\<lambda>z. z * (rGamma \<circ> (\<lambda>z. z + 1 :: complex)) z) = rGamma"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1301
      by (simp add: rGamma_complex_plus1)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1302
    also from z have "Digamma (z + 1) * z - 1 = z * Digamma z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1303
      by (subst Digamma_plus1) (simp_all add: field_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1304
    also have "-rGamma (z + 1) * (z * Digamma z) = -rGamma z * Digamma z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1305
      by (simp add: rGamma_complex_plus1[of z, symmetric])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1306
    finally show ?case .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1307
  qed (intro diff, simp)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1308
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1309
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1310
private lemma rGamma_complex_1: "rGamma (1 :: complex) = 1"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1311
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1312
  have A: "eventually (\<lambda>n. rGamma_series 1 n = of_nat (Suc n) / of_nat n) sequentially"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1313
    using eventually_gt_at_top[of "0::nat"]
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1314
    by (force elim!: eventually_mono simp: rGamma_series_def exp_of_real pochhammer_fact
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1315
                    divide_simps pochhammer_rec' dest!: pochhammer_eq_0_imp_nonpos_Int)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1316
  have "rGamma_series 1 \<longlonglongrightarrow> 1" by (subst tendsto_cong[OF A]) (rule LIMSEQ_Suc_n_over_n)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1317
  thus "rGamma 1 = (1 :: complex)" unfolding rGamma_complex_def by (rule limI)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1318
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1319
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1320
private lemma has_field_derivative_rGamma_complex_nonpos_Int:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1321
  "(rGamma has_field_derivative (-1)^n * fact n) (at (- of_nat n :: complex))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1322
proof (induction n)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1323
  case 0
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1324
  have A: "(0::complex) + 1 \<notin> \<int>\<^sub>\<le>\<^sub>0" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1325
  have "((\<lambda>z. z * (rGamma \<circ> (\<lambda>z. z + 1 :: complex)) z) has_field_derivative 1) (at 0)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1326
    by (rule derivative_eq_intros DERIV_chain refl
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1327
             has_field_derivative_rGamma_complex_no_nonpos_Int A)+ (simp add: rGamma_complex_1)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1328
    thus ?case by (simp add: rGamma_complex_plus1)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1329
next
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1330
  case (Suc n)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1331
  hence A: "(rGamma has_field_derivative (-1)^n * fact n)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1332
                (at (- of_nat (Suc n) + 1 :: complex))" by simp
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1333
   have "((\<lambda>z. z * (rGamma \<circ> (\<lambda>z. z + 1 :: complex)) z) has_field_derivative
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1334
             (- 1) ^ Suc n * fact (Suc n)) (at (- of_nat (Suc n)))"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1335
     by (rule derivative_eq_intros refl A DERIV_chain)+
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1336
        (simp add: algebra_simps rGamma_complex_altdef)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1337
  thus ?case by (simp add: rGamma_complex_plus1)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1338
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1339
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1340
instance proof
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1341
  fix z :: complex show "(rGamma z = 0) \<longleftrightarrow> (\<exists>n. z = - of_nat n)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1342
    by (auto simp: rGamma_complex_altdef elim!: nonpos_Ints_cases')
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1343
next
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1344
  fix z :: complex assume "\<And>n. z \<noteq> - of_nat n"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1345
  hence "z \<notin> \<int>\<^sub>\<le>\<^sub>0" by (auto elim!: nonpos_Ints_cases')
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1346
  from has_field_derivative_rGamma_complex_no_nonpos_Int[OF this]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1347
    show "let d = (THE d. (\<lambda>n. \<Sum>k<n. inverse (of_nat (Suc k)) - inverse (z + of_nat k))
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1348
                       \<longlonglongrightarrow> d) - euler_mascheroni *\<^sub>R 1 in  (\<lambda>y. (rGamma y - rGamma z +
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1349
              rGamma z * d * (y - z)) /\<^sub>R  cmod (y - z)) \<midarrow>z\<rightarrow> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1350
      by (simp add: has_field_derivative_def has_derivative_def Digamma_def sums_def [abs_def]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1351
                    netlimit_at of_real_def[symmetric] suminf_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1352
next
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1353
  fix n :: nat
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1354
  from has_field_derivative_rGamma_complex_nonpos_Int[of n]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1355
  show "let z = - of_nat n in (\<lambda>y. (rGamma y - rGamma z - (- 1) ^ n * setprod of_nat {1..n} *
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1356
                  (y - z)) /\<^sub>R cmod (y - z)) \<midarrow>z\<rightarrow> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1357
    by (simp add: has_field_derivative_def has_derivative_def fact_altdef netlimit_at Let_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1358
next
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1359
  fix z :: complex
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1360
  from rGamma_series_complex_converges[of z] have "rGamma_series z \<longlonglongrightarrow> rGamma z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1361
    by (simp add: convergent_LIMSEQ_iff rGamma_complex_def)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1362
  thus "let fact' = \<lambda>n. setprod of_nat {1..n};
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1363
            exp = \<lambda>x. THE e. (\<lambda>n. \<Sum>k<n. x ^ k /\<^sub>R fact k) \<longlonglongrightarrow> e;
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1364
            pochhammer' = \<lambda>a n. \<Prod>n = 0..n. a + of_nat n
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1365
        in  (\<lambda>n. pochhammer' z n / (fact' n * exp (z * ln (real_of_nat n) *\<^sub>R 1))) \<longlonglongrightarrow> rGamma z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1366
    by (simp add: fact_altdef pochhammer_Suc_setprod rGamma_series_def [abs_def] exp_def
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1367
                  of_real_def [symmetric] suminf_def sums_def [abs_def])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1368
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1369
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1370
end
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1371
end
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1372
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1373
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1374
lemma Gamma_complex_altdef:
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1375
  "Gamma z = (if z \<in> \<int>\<^sub>\<le>\<^sub>0 then 0 else exp (ln_Gamma (z :: complex)))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1376
  unfolding Gamma_def rGamma_complex_altdef by (simp add: exp_minus)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1377
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1378
lemma cnj_rGamma: "cnj (rGamma z) = rGamma (cnj z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1379
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1380
  have "rGamma_series (cnj z) = (\<lambda>n. cnj (rGamma_series z n))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1381
    by (intro ext) (simp_all add: rGamma_series_def exp_cnj)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1382
  also have "... \<longlonglongrightarrow> cnj (rGamma z)" by (intro tendsto_cnj tendsto_intros)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1383
  finally show ?thesis unfolding rGamma_complex_def by (intro sym[OF limI])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1384
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1385
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1386
lemma cnj_Gamma: "cnj (Gamma z) = Gamma (cnj z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1387
  unfolding Gamma_def by (simp add: cnj_rGamma)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1388
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1389
lemma Gamma_complex_real:
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1390
  "z \<in> \<real> \<Longrightarrow> Gamma z \<in> (\<real> :: complex set)" and rGamma_complex_real: "z \<in> \<real> \<Longrightarrow> rGamma z \<in> \<real>"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1391
  by (simp_all add: Reals_cnj_iff cnj_Gamma cnj_rGamma)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1392
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  1393
lemma field_differentiable_rGamma: "rGamma field_differentiable (at z within A)"
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  1394
  using has_field_derivative_rGamma[of z] unfolding field_differentiable_def by blast
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1395
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1396
lemma holomorphic_on_rGamma: "rGamma holomorphic_on A"
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  1397
  unfolding holomorphic_on_def by (auto intro!: field_differentiable_rGamma)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1398
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1399
lemma analytic_on_rGamma: "rGamma analytic_on A"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1400
  unfolding analytic_on_def by (auto intro!: exI[of _ 1] holomorphic_on_rGamma)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1401
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1402
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  1403
lemma field_differentiable_Gamma: "z \<notin> \<int>\<^sub>\<le>\<^sub>0 \<Longrightarrow> Gamma field_differentiable (at z within A)"
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  1404
  using has_field_derivative_Gamma[of z] unfolding field_differentiable_def by auto
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1405
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1406
lemma holomorphic_on_Gamma: "A \<inter> \<int>\<^sub>\<le>\<^sub>0 = {} \<Longrightarrow> Gamma holomorphic_on A"
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  1407
  unfolding holomorphic_on_def by (auto intro!: field_differentiable_Gamma)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1408
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1409
lemma analytic_on_Gamma: "A \<inter> \<int>\<^sub>\<le>\<^sub>0 = {} \<Longrightarrow> Gamma analytic_on A"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1410
  by (rule analytic_on_subset[of _ "UNIV - \<int>\<^sub>\<le>\<^sub>0"], subst analytic_on_open)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1411
     (auto intro!: holomorphic_on_Gamma)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1412
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1413
lemma has_field_derivative_rGamma_complex' [derivative_intros]:
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1414
  "(rGamma has_field_derivative (if z \<in> \<int>\<^sub>\<le>\<^sub>0 then (-1)^(nat \<lfloor>-Re z\<rfloor>) * fact (nat \<lfloor>-Re z\<rfloor>) else
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1415
        -rGamma z * Digamma z)) (at z within A)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1416
  using has_field_derivative_rGamma[of z] by (auto elim!: nonpos_Ints_cases')
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1417
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1418
declare has_field_derivative_rGamma_complex'[THEN DERIV_chain2, derivative_intros]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1419
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1420
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  1421
lemma field_differentiable_Polygamma:
62533
bc25f3916a99 new material to Blochj's theorem, as well as supporting lemmas
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
  1422
  fixes z::complex
bc25f3916a99 new material to Blochj's theorem, as well as supporting lemmas
paulson <lp15@cam.ac.uk>
parents: 62398
diff changeset
  1423
  shows
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  1424
  "z \<notin> \<int>\<^sub>\<le>\<^sub>0 \<Longrightarrow> Polygamma n field_differentiable (at z within A)"
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  1425
  using has_field_derivative_Polygamma[of z n] unfolding field_differentiable_def by auto
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1426
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1427
lemma holomorphic_on_Polygamma: "A \<inter> \<int>\<^sub>\<le>\<^sub>0 = {} \<Longrightarrow> Polygamma n holomorphic_on A"
62534
6855b348e828 complex_differentiable -> field_differentiable, etc. (making these theorems also available for type real)
paulson <lp15@cam.ac.uk>
parents: 62533
diff changeset
  1428
  unfolding holomorphic_on_def by (auto intro!: field_differentiable_Polygamma)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1429
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1430
lemma analytic_on_Polygamma: "A \<inter> \<int>\<^sub>\<le>\<^sub>0 = {} \<Longrightarrow> Polygamma n analytic_on A"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1431
  by (rule analytic_on_subset[of _ "UNIV - \<int>\<^sub>\<le>\<^sub>0"], subst analytic_on_open)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1432
     (auto intro!: holomorphic_on_Polygamma)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1433
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1434
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1435
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1436
text \<open>The real Gamma function\<close>
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1437
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1438
lemma rGamma_series_real:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1439
  "eventually (\<lambda>n. rGamma_series x n = Re (rGamma_series (of_real x) n)) sequentially"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1440
  using eventually_gt_at_top[of "0 :: nat"]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1441
proof eventually_elim
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1442
  fix n :: nat assume n: "n > 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1443
  have "Re (rGamma_series (of_real x) n) =
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1444
          Re (of_real (pochhammer x (Suc n)) / (fact n * exp (of_real (x * ln (real_of_nat n)))))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1445
    using n by (simp add: rGamma_series_def powr_def Ln_of_nat pochhammer_of_real)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1446
  also from n have "\<dots> = Re (of_real ((pochhammer x (Suc n)) /
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1447
                              (fact n * (exp (x * ln (real_of_nat n))))))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1448
    by (subst exp_of_real) simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1449
  also from n have "\<dots> = rGamma_series x n"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1450
    by (subst Re_complex_of_real) (simp add: rGamma_series_def powr_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1451
  finally show "rGamma_series x n = Re (rGamma_series (of_real x) n)" ..
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1452
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1453
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1454
instantiation real :: Gamma
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1455
begin
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1456
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1457
definition "rGamma_real x = Re (rGamma (of_real x :: complex))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1458
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1459
instance proof
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1460
  fix x :: real
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1461
  have "rGamma x = Re (rGamma (of_real x))" by (simp add: rGamma_real_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1462
  also have "of_real \<dots> = rGamma (of_real x :: complex)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1463
    by (intro of_real_Re rGamma_complex_real) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1464
  also have "\<dots> = 0 \<longleftrightarrow> x \<in> \<int>\<^sub>\<le>\<^sub>0" by (simp add: rGamma_eq_zero_iff of_real_in_nonpos_Ints_iff)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1465
  also have "\<dots> \<longleftrightarrow> (\<exists>n. x = - of_nat n)" by (auto elim!: nonpos_Ints_cases')
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1466
  finally show "(rGamma x) = 0 \<longleftrightarrow> (\<exists>n. x = - real_of_nat n)" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1467
next
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1468
  fix x :: real assume "\<And>n. x \<noteq> - of_nat n"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1469
  hence "complex_of_real x \<notin> \<int>\<^sub>\<le>\<^sub>0"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1470
    by (subst of_real_in_nonpos_Ints_iff) (auto elim!: nonpos_Ints_cases')
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1471
  moreover from this have "x \<noteq> 0" by auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1472
  ultimately have "(rGamma has_field_derivative - rGamma x * Digamma x) (at x)"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1473
    by (fastforce intro!: derivative_eq_intros has_vector_derivative_real_complex
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1474
                  simp: Polygamma_of_real rGamma_real_def [abs_def])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1475
  thus "let d = (THE d. (\<lambda>n. \<Sum>k<n. inverse (of_nat (Suc k)) - inverse (x + of_nat k))
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1476
                       \<longlonglongrightarrow> d) - euler_mascheroni *\<^sub>R 1 in  (\<lambda>y. (rGamma y - rGamma x +
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1477
              rGamma x * d * (y - x)) /\<^sub>R  norm (y - x)) \<midarrow>x\<rightarrow> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1478
      by (simp add: has_field_derivative_def has_derivative_def Digamma_def sums_def [abs_def]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1479
                    netlimit_at of_real_def[symmetric] suminf_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1480
next
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1481
  fix n :: nat
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1482
  have "(rGamma has_field_derivative (-1)^n * fact n) (at (- of_nat n :: real))"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1483
    by (fastforce intro!: derivative_eq_intros has_vector_derivative_real_complex
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1484
                  simp: Polygamma_of_real rGamma_real_def [abs_def])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1485
  thus "let x = - of_nat n in (\<lambda>y. (rGamma y - rGamma x - (- 1) ^ n * setprod of_nat {1..n} *
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1486
                  (y - x)) /\<^sub>R norm (y - x)) \<midarrow>x::real\<rightarrow> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1487
    by (simp add: has_field_derivative_def has_derivative_def fact_altdef netlimit_at Let_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1488
next
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1489
  fix x :: real
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1490
  have "rGamma_series x \<longlonglongrightarrow> rGamma x"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1491
  proof (rule Lim_transform_eventually)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1492
    show "(\<lambda>n. Re (rGamma_series (of_real x) n)) \<longlonglongrightarrow> rGamma x" unfolding rGamma_real_def
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1493
      by (intro tendsto_intros)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1494
  qed (insert rGamma_series_real, simp add: eq_commute)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1495
  thus "let fact' = \<lambda>n. setprod of_nat {1..n};
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1496
            exp = \<lambda>x. THE e. (\<lambda>n. \<Sum>k<n. x ^ k /\<^sub>R fact k) \<longlonglongrightarrow> e;
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1497
            pochhammer' = \<lambda>a n. \<Prod>n = 0..n. a + of_nat n
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1498
        in  (\<lambda>n. pochhammer' x n / (fact' n * exp (x * ln (real_of_nat n) *\<^sub>R 1))) \<longlonglongrightarrow> rGamma x"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1499
    by (simp add: fact_altdef pochhammer_Suc_setprod rGamma_series_def [abs_def] exp_def
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1500
                  of_real_def [symmetric] suminf_def sums_def [abs_def])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1501
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1502
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1503
end
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1504
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1505
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1506
lemma rGamma_complex_of_real: "rGamma (complex_of_real x) = complex_of_real (rGamma x)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1507
  unfolding rGamma_real_def using rGamma_complex_real by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1508
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1509
lemma Gamma_complex_of_real: "Gamma (complex_of_real x) = complex_of_real (Gamma x)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1510
  unfolding Gamma_def by (simp add: rGamma_complex_of_real)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1511
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1512
lemma rGamma_real_altdef: "rGamma x = lim (rGamma_series (x :: real))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1513
  by (rule sym, rule limI, rule tendsto_intros)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1514
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1515
lemma Gamma_real_altdef1: "Gamma x = lim (Gamma_series (x :: real))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1516
  by (rule sym, rule limI, rule tendsto_intros)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1517
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1518
lemma Gamma_real_altdef2: "Gamma x = Re (Gamma (of_real x))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1519
  using rGamma_complex_real[OF Reals_of_real[of x]]
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1520
  by (elim Reals_cases)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1521
     (simp only: Gamma_def rGamma_real_def of_real_inverse[symmetric] Re_complex_of_real)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1522
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1523
lemma ln_Gamma_series_complex_of_real:
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1524
  "x > 0 \<Longrightarrow> n > 0 \<Longrightarrow> ln_Gamma_series (complex_of_real x) n = of_real (ln_Gamma_series x n)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1525
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1526
  assume xn: "x > 0" "n > 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1527
  have "Ln (complex_of_real x / of_nat k + 1) = of_real (ln (x / of_nat k + 1))" if "k \<ge> 1" for k
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1528
    using that xn by (subst Ln_of_real [symmetric]) (auto intro!: add_nonneg_pos simp: field_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1529
  with xn show ?thesis by (simp add: ln_Gamma_series_def Ln_of_nat Ln_of_real)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1530
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1531
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1532
lemma ln_Gamma_real_converges:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1533
  assumes "(x::real) > 0"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1534
  shows   "convergent (ln_Gamma_series x)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1535
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1536
  have "(\<lambda>n. ln_Gamma_series (complex_of_real x) n) \<longlonglongrightarrow> ln_Gamma (of_real x)" using assms
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1537
    by (intro ln_Gamma_complex_LIMSEQ) (auto simp: of_real_in_nonpos_Ints_iff)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1538
  moreover from eventually_gt_at_top[of "0::nat"]
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1539
    have "eventually (\<lambda>n. complex_of_real (ln_Gamma_series x n) =
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1540
            ln_Gamma_series (complex_of_real x) n) sequentially"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1541
    by eventually_elim (simp add: ln_Gamma_series_complex_of_real assms)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1542
  ultimately have "(\<lambda>n. complex_of_real (ln_Gamma_series x n)) \<longlonglongrightarrow> ln_Gamma (of_real x)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1543
    by (subst tendsto_cong) assumption+
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1544
  from tendsto_Re[OF this] show ?thesis by (auto simp: convergent_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1545
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1546
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1547
lemma ln_Gamma_real_LIMSEQ: "(x::real) > 0 \<Longrightarrow> ln_Gamma_series x \<longlonglongrightarrow> ln_Gamma x"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1548
  using ln_Gamma_real_converges[of x] unfolding ln_Gamma_def by (simp add: convergent_LIMSEQ_iff)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1549
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1550
lemma ln_Gamma_complex_of_real: "x > 0 \<Longrightarrow> ln_Gamma (complex_of_real x) = of_real (ln_Gamma x)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1551
proof (unfold ln_Gamma_def, rule limI, rule Lim_transform_eventually)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1552
  assume x: "x > 0"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1553
  show "eventually (\<lambda>n. of_real (ln_Gamma_series x n) =
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1554
            ln_Gamma_series (complex_of_real x) n) sequentially"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1555
    using eventually_gt_at_top[of "0::nat"]
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1556
    by eventually_elim (simp add: ln_Gamma_series_complex_of_real x)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1557
qed (intro tendsto_of_real, insert ln_Gamma_real_LIMSEQ[of x], simp add: ln_Gamma_def)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1558
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1559
lemma Gamma_real_pos_exp: "x > (0 :: real) \<Longrightarrow> Gamma x = exp (ln_Gamma x)"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1560
  by (auto simp: Gamma_real_altdef2 Gamma_complex_altdef of_real_in_nonpos_Ints_iff
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1561
                 ln_Gamma_complex_of_real exp_of_real)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1562
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1563
lemma ln_Gamma_real_pos: "x > 0 \<Longrightarrow> ln_Gamma x = ln (Gamma x :: real)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1564
  unfolding Gamma_real_pos_exp by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1565
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1566
lemma Gamma_real_pos: "x > (0::real) \<Longrightarrow> Gamma x > 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1567
  by (simp add: Gamma_real_pos_exp)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1568
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1569
lemma has_field_derivative_ln_Gamma_real [derivative_intros]:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1570
  assumes x: "x > (0::real)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1571
  shows "(ln_Gamma has_field_derivative Digamma x) (at x)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1572
proof (subst DERIV_cong_ev[OF refl _ refl])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1573
  from assms show "((Re \<circ> ln_Gamma \<circ> complex_of_real) has_field_derivative Digamma x) (at x)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1574
    by (auto intro!: derivative_eq_intros has_vector_derivative_real_complex
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1575
             simp: Polygamma_of_real o_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1576
  from eventually_nhds_in_nhd[of x "{0<..}"] assms
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1577
    show "eventually (\<lambda>y. ln_Gamma y = (Re \<circ> ln_Gamma \<circ> of_real) y) (nhds x)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1578
    by (auto elim!: eventually_mono simp: ln_Gamma_complex_of_real interior_open)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1579
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1580
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1581
declare has_field_derivative_ln_Gamma_real[THEN DERIV_chain2, derivative_intros]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1582
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1583
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1584
lemma has_field_derivative_rGamma_real' [derivative_intros]:
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1585
  "(rGamma has_field_derivative (if x \<in> \<int>\<^sub>\<le>\<^sub>0 then (-1)^(nat \<lfloor>-x\<rfloor>) * fact (nat \<lfloor>-x\<rfloor>) else
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1586
        -rGamma x * Digamma x)) (at x within A)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1587
  using has_field_derivative_rGamma[of x] by (force elim!: nonpos_Ints_cases')
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1588
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1589
declare has_field_derivative_rGamma_real'[THEN DERIV_chain2, derivative_intros]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1590
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1591
lemma Polygamma_real_odd_pos:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1592
  assumes "(x::real) \<notin> \<int>\<^sub>\<le>\<^sub>0" "odd n"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1593
  shows   "Polygamma n x > 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1594
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1595
  from assms have "x \<noteq> 0" by auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1596
  with assms show ?thesis
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1597
    unfolding Polygamma_def using Polygamma_converges'[of x "Suc n"]
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1598
    by (auto simp: zero_less_power_eq simp del: power_Suc
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1599
             dest: plus_of_nat_eq_0_imp intro!: mult_pos_pos suminf_pos)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1600
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1601
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1602
lemma Polygamma_real_even_neg:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1603
  assumes "(x::real) > 0" "n > 0" "even n"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1604
  shows   "Polygamma n x < 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1605
  using assms unfolding Polygamma_def using Polygamma_converges'[of x "Suc n"]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1606
  by (auto intro!: mult_pos_pos suminf_pos)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1607
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1608
lemma Polygamma_real_strict_mono:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1609
  assumes "x > 0" "x < (y::real)" "even n"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1610
  shows   "Polygamma n x < Polygamma n y"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1611
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1612
  have "\<exists>\<xi>. x < \<xi> \<and> \<xi> < y \<and> Polygamma n y - Polygamma n x = (y - x) * Polygamma (Suc n) \<xi>"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1613
    using assms by (intro MVT2 derivative_intros impI allI) (auto elim!: nonpos_Ints_cases)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1614
  then guess \<xi> by (elim exE conjE) note \<xi> = this
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1615
  note \<xi>(3)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1616
  also from \<xi>(1,2) assms have "(y - x) * Polygamma (Suc n) \<xi> > 0"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1617
    by (intro mult_pos_pos Polygamma_real_odd_pos) (auto elim!: nonpos_Ints_cases)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1618
  finally show ?thesis by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1619
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1620
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1621
lemma Polygamma_real_strict_antimono:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1622
  assumes "x > 0" "x < (y::real)" "odd n"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1623
  shows   "Polygamma n x > Polygamma n y"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1624
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1625
  have "\<exists>\<xi>. x < \<xi> \<and> \<xi> < y \<and> Polygamma n y - Polygamma n x = (y - x) * Polygamma (Suc n) \<xi>"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1626
    using assms by (intro MVT2 derivative_intros impI allI) (auto elim!: nonpos_Ints_cases)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1627
  then guess \<xi> by (elim exE conjE) note \<xi> = this
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1628
  note \<xi>(3)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1629
  also from \<xi>(1,2) assms have "(y - x) * Polygamma (Suc n) \<xi> < 0"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1630
    by (intro mult_pos_neg Polygamma_real_even_neg) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1631
  finally show ?thesis by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1632
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1633
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1634
lemma Polygamma_real_mono:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1635
  assumes "x > 0" "x \<le> (y::real)" "even n"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1636
  shows   "Polygamma n x \<le> Polygamma n y"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1637
  using Polygamma_real_strict_mono[OF assms(1) _ assms(3), of y] assms(2)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1638
  by (cases "x = y") simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1639
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1640
lemma Digamma_real_ge_three_halves_pos:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1641
  assumes "x \<ge> 3/2"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1642
  shows   "Digamma (x :: real) > 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1643
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1644
  have "0 < Digamma (3/2 :: real)" by (fact Digamma_real_three_halves_pos)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1645
  also from assms have "\<dots> \<le> Digamma x" by (intro Polygamma_real_mono) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1646
  finally show ?thesis .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1647
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1648
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1649
lemma ln_Gamma_real_strict_mono:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1650
  assumes "x \<ge> 3/2" "x < y"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1651
  shows   "ln_Gamma (x :: real) < ln_Gamma y"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1652
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1653
  have "\<exists>\<xi>. x < \<xi> \<and> \<xi> < y \<and> ln_Gamma y - ln_Gamma x = (y - x) * Digamma \<xi>"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1654
    using assms by (intro MVT2 derivative_intros impI allI) (auto elim!: nonpos_Ints_cases)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1655
  then guess \<xi> by (elim exE conjE) note \<xi> = this
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1656
  note \<xi>(3)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1657
  also from \<xi>(1,2) assms have "(y - x) * Digamma \<xi> > 0"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1658
    by (intro mult_pos_pos Digamma_real_ge_three_halves_pos) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1659
  finally show ?thesis by simp
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1660
qed
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1661
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1662
lemma Gamma_real_strict_mono:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1663
  assumes "x \<ge> 3/2" "x < y"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1664
  shows   "Gamma (x :: real) < Gamma y"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1665
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1666
  from Gamma_real_pos_exp[of x] assms have "Gamma x = exp (ln_Gamma x)" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1667
  also have "\<dots> < exp (ln_Gamma y)" by (intro exp_less_mono ln_Gamma_real_strict_mono assms)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1668
  also from Gamma_real_pos_exp[of y] assms have "\<dots> = Gamma y" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1669
  finally show ?thesis .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1670
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1671
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1672
lemma log_convex_Gamma_real: "convex_on {0<..} (ln \<circ> Gamma :: real \<Rightarrow> real)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1673
  by (rule convex_on_realI[of _ _ Digamma])
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1674
     (auto intro!: derivative_eq_intros Polygamma_real_mono Gamma_real_pos
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1675
           simp: o_def Gamma_eq_zero_iff elim!: nonpos_Ints_cases')
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1676
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1677
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1678
subsection \<open>Beta function\<close>
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1679
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1680
definition Beta where "Beta a b = Gamma a * Gamma b / Gamma (a + b)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1681
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1682
lemma Beta_altdef: "Beta a b = Gamma a * Gamma b * rGamma (a + b)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1683
  by (simp add: inverse_eq_divide Beta_def Gamma_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1684
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1685
lemma Beta_commute: "Beta a b = Beta b a"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1686
  unfolding Beta_def by (simp add: ac_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1687
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1688
lemma has_field_derivative_Beta1 [derivative_intros]:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1689
  assumes "x \<notin> \<int>\<^sub>\<le>\<^sub>0" "x + y \<notin> \<int>\<^sub>\<le>\<^sub>0"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1690
  shows   "((\<lambda>x. Beta x y) has_field_derivative (Beta x y * (Digamma x - Digamma (x + y))))
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1691
               (at x within A)" unfolding Beta_altdef
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1692
  by (rule DERIV_cong, (rule derivative_intros assms)+) (simp add: algebra_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1693
63295
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  1694
lemma Beta_pole1: "x \<in> \<int>\<^sub>\<le>\<^sub>0 \<Longrightarrow> Beta x y = 0"
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  1695
  by (auto simp add: Beta_def elim!: nonpos_Ints_cases')
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  1696
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  1697
lemma Beta_pole2: "y \<in> \<int>\<^sub>\<le>\<^sub>0 \<Longrightarrow> Beta x y = 0"
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  1698
  by (auto simp add: Beta_def elim!: nonpos_Ints_cases')
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  1699
  
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  1700
lemma Beta_zero: "x + y \<in> \<int>\<^sub>\<le>\<^sub>0 \<Longrightarrow> Beta x y = 0"
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  1701
  by (auto simp add: Beta_def elim!: nonpos_Ints_cases')
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  1702
  
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1703
lemma has_field_derivative_Beta2 [derivative_intros]:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1704
  assumes "y \<notin> \<int>\<^sub>\<le>\<^sub>0" "x + y \<notin> \<int>\<^sub>\<le>\<^sub>0"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1705
  shows   "((\<lambda>y. Beta x y) has_field_derivative (Beta x y * (Digamma y - Digamma (x + y))))
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1706
               (at y within A)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1707
  using has_field_derivative_Beta1[of y x A] assms by (simp add: Beta_commute add_ac)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1708
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1709
lemma Beta_plus1_plus1:
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1710
  assumes "x \<notin> \<int>\<^sub>\<le>\<^sub>0" "y \<notin> \<int>\<^sub>\<le>\<^sub>0"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1711
  shows   "Beta (x + 1) y + Beta x (y + 1) = Beta x y"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1712
proof -
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1713
  have "Beta (x + 1) y + Beta x (y + 1) =
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1714
            (Gamma (x + 1) * Gamma y + Gamma x * Gamma (y + 1)) * rGamma ((x + y) + 1)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1715
    by (simp add: Beta_altdef add_divide_distrib algebra_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1716
  also have "\<dots> = (Gamma x * Gamma y) * ((x + y) * rGamma ((x + y) + 1))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1717
    by (subst assms[THEN Gamma_plus1])+ (simp add: algebra_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1718
  also from assms have "\<dots> = Beta x y" unfolding Beta_altdef by (subst rGamma_plus1) simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1719
  finally show ?thesis .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1720
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1721
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1722
lemma Beta_plus1_left:
63295
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  1723
  assumes "x \<notin> \<int>\<^sub>\<le>\<^sub>0"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1724
  shows   "(x + y) * Beta (x + 1) y = x * Beta x y"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1725
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1726
  have "(x + y) * Beta (x + 1) y = Gamma (x + 1) * Gamma y * ((x + y) * rGamma ((x + y) + 1))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1727
    unfolding Beta_altdef by (simp only: ac_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1728
  also have "\<dots> = x * Beta x y" unfolding Beta_altdef
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1729
     by (subst assms[THEN Gamma_plus1] rGamma_plus1)+ (simp only: ac_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1730
  finally show ?thesis .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1731
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1732
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1733
lemma Beta_plus1_right:
63295
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  1734
  assumes "y \<notin> \<int>\<^sub>\<le>\<^sub>0"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1735
  shows   "(x + y) * Beta x (y + 1) = y * Beta x y"
63295
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  1736
  using Beta_plus1_left[of y x] assms by (simp_all add: Beta_commute add.commute)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1737
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1738
lemma Gamma_Gamma_Beta:
63295
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  1739
  assumes "x + y \<notin> \<int>\<^sub>\<le>\<^sub>0"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1740
  shows   "Gamma x * Gamma y = Beta x y * Gamma (x + y)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1741
  unfolding Beta_altdef using assms Gamma_eq_zero_iff[of "x+y"]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1742
  by (simp add: rGamma_inverse_Gamma)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1743
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1744
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1745
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1746
subsection \<open>Legendre duplication theorem\<close>
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1747
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1748
context
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1749
begin
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1750
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1751
private lemma Gamma_legendre_duplication_aux:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1752
  fixes z :: "'a :: Gamma"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1753
  assumes "z \<notin> \<int>\<^sub>\<le>\<^sub>0" "z + 1/2 \<notin> \<int>\<^sub>\<le>\<^sub>0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1754
  shows "Gamma z * Gamma (z + 1/2) = exp ((1 - 2*z) * of_real (ln 2)) * Gamma (1/2) * Gamma (2*z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1755
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1756
  let ?powr = "\<lambda>b a. exp (a * of_real (ln (of_nat b)))"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1757
  let ?h = "\<lambda>n. (fact (n-1))\<^sup>2 / fact (2*n-1) * of_nat (2^(2*n)) *
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1758
                exp (1/2 * of_real (ln (real_of_nat n)))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1759
  {
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1760
    fix z :: 'a assume z: "z \<notin> \<int>\<^sub>\<le>\<^sub>0" "z + 1/2 \<notin> \<int>\<^sub>\<le>\<^sub>0"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1761
    let ?g = "\<lambda>n. ?powr 2 (2*z) * Gamma_series' z n * Gamma_series' (z + 1/2) n /
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1762
                      Gamma_series' (2*z) (2*n)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1763
    have "eventually (\<lambda>n. ?g n = ?h n) sequentially" using eventually_gt_at_top
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1764
    proof eventually_elim
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1765
      fix n :: nat assume n: "n > 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1766
      let ?f = "fact (n - 1) :: 'a" and ?f' = "fact (2*n - 1) :: 'a"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1767
      have A: "exp t * exp t = exp (2*t :: 'a)" for t by (subst exp_add [symmetric]) simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1768
      have A: "Gamma_series' z n * Gamma_series' (z + 1/2) n = ?f^2 * ?powr n (2*z + 1/2) /
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1769
                (pochhammer z n * pochhammer (z + 1/2) n)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1770
        by (simp add: Gamma_series'_def exp_add ring_distribs power2_eq_square A mult_ac)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1771
      have B: "Gamma_series' (2*z) (2*n) =
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1772
                       ?f' * ?powr 2 (2*z) * ?powr n (2*z) /
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1773
                       (of_nat (2^(2*n)) * pochhammer z n * pochhammer (z+1/2) n)" using n
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1774
        by (simp add: Gamma_series'_def ln_mult exp_add ring_distribs pochhammer_double)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1775
      from z have "pochhammer z n \<noteq> 0" by (auto dest: pochhammer_eq_0_imp_nonpos_Int)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1776
      moreover from z have "pochhammer (z + 1/2) n \<noteq> 0" by (auto dest: pochhammer_eq_0_imp_nonpos_Int)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1777
      ultimately have "?powr 2 (2*z) * (Gamma_series' z n * Gamma_series' (z + 1/2) n) / Gamma_series' (2*z) (2*n) =
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1778
         ?f^2 / ?f' * of_nat (2^(2*n)) * (?powr n ((4*z + 1)/2) * ?powr n (-2*z))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1779
        using n unfolding A B by (simp add: divide_simps exp_minus)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1780
      also have "?powr n ((4*z + 1)/2) * ?powr n (-2*z) = ?powr n (1/2)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1781
        by (simp add: algebra_simps exp_add[symmetric] add_divide_distrib)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1782
      finally show "?g n = ?h n" by (simp only: mult_ac)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1783
    qed
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1784
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1785
    moreover from z double_in_nonpos_Ints_imp[of z] have "2 * z \<notin> \<int>\<^sub>\<le>\<^sub>0" by auto
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1786
    hence "?g \<longlonglongrightarrow> ?powr 2 (2*z) * Gamma z * Gamma (z+1/2) / Gamma (2*z)"
62397
5ae24f33d343 Substantial new material for multivariate analysis. Also removal of some duplicates.
paulson <lp15@cam.ac.uk>
parents: 62131
diff changeset
  1787
      using LIMSEQ_subseq_LIMSEQ[OF Gamma_series'_LIMSEQ, of "op*2" "2*z"]
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1788
      by (intro tendsto_intros Gamma_series'_LIMSEQ)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1789
         (simp_all add: o_def subseq_def Gamma_eq_zero_iff)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1790
    ultimately have "?h \<longlonglongrightarrow> ?powr 2 (2*z) * Gamma z * Gamma (z+1/2) / Gamma (2*z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1791
      by (rule Lim_transform_eventually)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1792
  } note lim = this
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1793
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1794
  from assms double_in_nonpos_Ints_imp[of z] have z': "2 * z \<notin> \<int>\<^sub>\<le>\<^sub>0" by auto
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1795
  from fraction_not_in_ints[of 2 1] have "(1/2 :: 'a) \<notin> \<int>\<^sub>\<le>\<^sub>0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1796
    by (intro not_in_Ints_imp_not_in_nonpos_Ints) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1797
  with lim[of "1/2 :: 'a"] have "?h \<longlonglongrightarrow> 2 * Gamma (1 / 2 :: 'a)" by (simp add: exp_of_real)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1798
  from LIMSEQ_unique[OF this lim[OF assms]] z' show ?thesis
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1799
    by (simp add: divide_simps Gamma_eq_zero_iff ring_distribs exp_diff exp_of_real ac_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1800
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1801
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1802
(* TODO: perhaps this is unnecessary once we have the fact that a holomorphic function is
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1803
   infinitely differentiable *)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1804
private lemma Gamma_reflection_aux:
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1805
  defines "h \<equiv> \<lambda>z::complex. if z \<in> \<int> then 0 else
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1806
                 (of_real pi * cot (of_real pi*z) + Digamma z - Digamma (1 - z))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1807
  defines "a \<equiv> complex_of_real pi"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1808
  obtains h' where "continuous_on UNIV h'" "\<And>z. (h has_field_derivative (h' z)) (at z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1809
proof -
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  1810
  define f where "f n = a * of_real (cos_coeff (n+1) - sin_coeff (n+2))" for n
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  1811
  define F where "F z = (if z = 0 then 0 else (cos (a*z) - sin (a*z)/(a*z)) / z)" for z
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  1812
  define g where "g n = complex_of_real (sin_coeff (n+1))" for n
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  1813
  define G where "G z = (if z = 0 then 1 else sin (a*z)/(a*z))" for z
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1814
  have a_nz: "a \<noteq> 0" unfolding a_def by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1815
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1816
  have "(\<lambda>n. f n * (a*z)^n) sums (F z) \<and> (\<lambda>n. g n * (a*z)^n) sums (G z)"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1817
    if "abs (Re z) < 1" for z
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1818
  proof (cases "z = 0"; rule conjI)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1819
    assume "z \<noteq> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1820
    note z = this that
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1821
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1822
    from z have sin_nz: "sin (a*z) \<noteq> 0" unfolding a_def by (auto simp: sin_eq_0)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1823
    have "(\<lambda>n. of_real (sin_coeff n) * (a*z)^n) sums (sin (a*z))" using sin_converges[of "a*z"]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1824
      by (simp add: scaleR_conv_of_real)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1825
    from sums_split_initial_segment[OF this, of 1]
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1826
      have "(\<lambda>n. (a*z) * of_real (sin_coeff (n+1)) * (a*z)^n) sums (sin (a*z))" by (simp add: mult_ac)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1827
    from sums_mult[OF this, of "inverse (a*z)"] z a_nz
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1828
      have A: "(\<lambda>n. g n * (a*z)^n) sums (sin (a*z)/(a*z))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1829
      by (simp add: field_simps g_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1830
    with z show "(\<lambda>n. g n * (a*z)^n) sums (G z)" by (simp add: G_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1831
    from A z a_nz sin_nz have g_nz: "(\<Sum>n. g n * (a*z)^n) \<noteq> 0" by (simp add: sums_iff g_def)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1832
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1833
    have [simp]: "sin_coeff (Suc 0) = 1" by (simp add: sin_coeff_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1834
    from sums_split_initial_segment[OF sums_diff[OF cos_converges[of "a*z"] A], of 1]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1835
    have "(\<lambda>n. z * f n * (a*z)^n) sums (cos (a*z) - sin (a*z) / (a*z))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1836
      by (simp add: mult_ac scaleR_conv_of_real ring_distribs f_def g_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1837
    from sums_mult[OF this, of "inverse z"] z assms
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1838
      show "(\<lambda>n. f n * (a*z)^n) sums (F z)" by (simp add: divide_simps mult_ac f_def F_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1839
  next
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1840
    assume z: "z = 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1841
    have "(\<lambda>n. f n * (a * z) ^ n) sums f 0" using powser_sums_zero[of f] z by simp
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1842
    with z show "(\<lambda>n. f n * (a * z) ^ n) sums (F z)"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1843
      by (simp add: f_def F_def sin_coeff_def cos_coeff_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1844
    have "(\<lambda>n. g n * (a * z) ^ n) sums g 0" using powser_sums_zero[of g] z by simp
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1845
    with z show "(\<lambda>n. g n * (a * z) ^ n) sums (G z)"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1846
      by (simp add: g_def G_def sin_coeff_def cos_coeff_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1847
  qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1848
  note sums = conjunct1[OF this] conjunct2[OF this]
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1849
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  1850
  define h2 where [abs_def]:
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  1851
    "h2 z = (\<Sum>n. f n * (a*z)^n) / (\<Sum>n. g n * (a*z)^n) + Digamma (1 + z) - Digamma (1 - z)" for z
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  1852
  define POWSER where [abs_def]: "POWSER f z = (\<Sum>n. f n * (z^n :: complex))" for f z
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  1853
  define POWSER' where [abs_def]: "POWSER' f z = (\<Sum>n. diffs f n * (z^n))" for f and z :: complex
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  1854
  define h2' where [abs_def]:
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  1855
    "h2' z = a * (POWSER g (a*z) * POWSER' f (a*z) - POWSER f (a*z) * POWSER' g (a*z)) /
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  1856
      (POWSER g (a*z))^2 + Polygamma 1 (1 + z) + Polygamma 1 (1 - z)" for z
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1857
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1858
  have h_eq: "h t = h2 t" if "abs (Re t) < 1" for t
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1859
  proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1860
    from that have t: "t \<in> \<int> \<longleftrightarrow> t = 0" by (auto elim!: Ints_cases simp: dist_0_norm)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1861
    hence "h t = a*cot (a*t) - 1/t + Digamma (1 + t) - Digamma (1 - t)"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1862
      unfolding h_def using Digamma_plus1[of t] by (force simp: field_simps a_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1863
    also have "a*cot (a*t) - 1/t = (F t) / (G t)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1864
      using t by (auto simp add: divide_simps sin_eq_0 cot_def a_def F_def G_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1865
    also have "\<dots> = (\<Sum>n. f n * (a*t)^n) / (\<Sum>n. g n * (a*t)^n)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1866
      using sums[of t] that by (simp add: sums_iff dist_0_norm)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1867
    finally show "h t = h2 t" by (simp only: h2_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1868
  qed
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1869
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1870
  let ?A = "{z. abs (Re z) < 1}"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1871
  have "open ({z. Re z < 1} \<inter> {z. Re z > -1})"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1872
    using open_halfspace_Re_gt open_halfspace_Re_lt by auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1873
  also have "({z. Re z < 1} \<inter> {z. Re z > -1}) = {z. abs (Re z) < 1}" by auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1874
  finally have open_A: "open ?A" .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1875
  hence [simp]: "interior ?A = ?A" by (simp add: interior_open)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1876
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1877
  have summable_f: "summable (\<lambda>n. f n * z^n)" for z
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1878
    by (rule powser_inside, rule sums_summable, rule sums[of "\<i> * of_real (norm z + 1) / a"])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1879
       (simp_all add: norm_mult a_def del: of_real_add)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1880
  have summable_g: "summable (\<lambda>n. g n * z^n)" for z
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1881
    by (rule powser_inside, rule sums_summable, rule sums[of "\<i> * of_real (norm z + 1) / a"])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1882
       (simp_all add: norm_mult a_def del: of_real_add)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1883
  have summable_fg': "summable (\<lambda>n. diffs f n * z^n)" "summable (\<lambda>n. diffs g n * z^n)" for z
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1884
    by (intro termdiff_converges_all summable_f summable_g)+
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1885
  have "(POWSER f has_field_derivative (POWSER' f z)) (at z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1886
               "(POWSER g has_field_derivative (POWSER' g z)) (at z)" for z
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1887
    unfolding POWSER_def POWSER'_def
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1888
    by (intro termdiffs_strong_converges_everywhere summable_f summable_g)+
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1889
  note derivs = this[THEN DERIV_chain2[OF _ DERIV_cmult[OF DERIV_ident]], unfolded POWSER_def]
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1890
  have "isCont (POWSER f) z" "isCont (POWSER g) z" "isCont (POWSER' f) z" "isCont (POWSER' g) z"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1891
    for z unfolding POWSER_def POWSER'_def
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1892
    by (intro isCont_powser_converges_everywhere summable_f summable_g summable_fg')+
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1893
  note cont = this[THEN isCont_o2[rotated], unfolded POWSER_def POWSER'_def]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1894
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1895
  {
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1896
    fix z :: complex assume z: "abs (Re z) < 1"
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  1897
    define d where "d = \<i> * of_real (norm z + 1)"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1898
    have d: "abs (Re d) < 1" "norm z < norm d" by (simp_all add: d_def norm_mult del: of_real_add)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1899
    have "eventually (\<lambda>z. h z = h2 z) (nhds z)"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1900
      using eventually_nhds_in_nhd[of z ?A] using h_eq z
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1901
      by (auto elim!: eventually_mono simp: dist_0_norm)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1902
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1903
    moreover from sums(2)[OF z] z have nz: "(\<Sum>n. g n * (a * z) ^ n) \<noteq> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1904
      unfolding G_def by (auto simp: sums_iff sin_eq_0 a_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1905
    have A: "z \<in> \<int> \<longleftrightarrow> z = 0" using z by (auto elim!: Ints_cases)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1906
    have no_int: "1 + z \<in> \<int> \<longleftrightarrow> z = 0" using z Ints_diff[of "1+z" 1] A
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1907
      by (auto elim!: nonpos_Ints_cases)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1908
    have no_int': "1 - z \<in> \<int> \<longleftrightarrow> z = 0" using z Ints_diff[of 1 "1-z"] A
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1909
      by (auto elim!: nonpos_Ints_cases)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1910
    from no_int no_int' have no_int: "1 - z \<notin> \<int>\<^sub>\<le>\<^sub>0" "1 + z \<notin> \<int>\<^sub>\<le>\<^sub>0" by auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1911
    have "(h2 has_field_derivative h2' z) (at z)" unfolding h2_def
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1912
      by (rule DERIV_cong, (rule derivative_intros refl derivs[unfolded POWSER_def] nz no_int)+)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1913
         (auto simp: h2'_def POWSER_def field_simps power2_eq_square)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1914
    ultimately have deriv: "(h has_field_derivative h2' z) (at z)"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1915
      by (subst DERIV_cong_ev[OF refl _ refl])
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1916
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1917
    from sums(2)[OF z] z have "(\<Sum>n. g n * (a * z) ^ n) \<noteq> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1918
      unfolding G_def by (auto simp: sums_iff a_def sin_eq_0)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1919
    hence "isCont h2' z" using no_int unfolding h2'_def[abs_def] POWSER_def POWSER'_def
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1920
      by (intro continuous_intros cont
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1921
            continuous_on_compose2[OF _ continuous_on_Polygamma[of "{z. Re z > 0}"]]) auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1922
    note deriv and this
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1923
  } note A = this
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1924
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1925
  interpret h: periodic_fun_simple' h
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1926
  proof
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1927
    fix z :: complex
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1928
    show "h (z + 1) = h z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1929
    proof (cases "z \<in> \<int>")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1930
      assume z: "z \<notin> \<int>"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1931
      hence A: "z + 1 \<notin> \<int>" "z \<noteq> 0" using Ints_diff[of "z+1" 1] by auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1932
      hence "Digamma (z + 1) - Digamma (-z) = Digamma z - Digamma (-z + 1)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1933
        by (subst (1 2) Digamma_plus1) simp_all
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1934
      with A z show "h (z + 1) = h z"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1935
        by (simp add: h_def sin_plus_pi cos_plus_pi ring_distribs cot_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1936
    qed (simp add: h_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1937
  qed
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1938
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1939
  have h2'_eq: "h2' (z - 1) = h2' z" if z: "Re z > 0" "Re z < 1" for z
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1940
  proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1941
    have "((\<lambda>z. h (z - 1)) has_field_derivative h2' (z - 1)) (at z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1942
      by (rule DERIV_cong, rule DERIV_chain'[OF _ A(1)])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1943
         (insert z, auto intro!: derivative_eq_intros)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1944
    hence "(h has_field_derivative h2' (z - 1)) (at z)" by (subst (asm) h.minus_1)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1945
    moreover from z have "(h has_field_derivative h2' z) (at z)" by (intro A) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1946
    ultimately show "h2' (z - 1) = h2' z" by (rule DERIV_unique)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1947
  qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1948
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  1949
  define h2'' where "h2'' z = h2' (z - of_int \<lfloor>Re z\<rfloor>)" for z
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1950
  have deriv: "(h has_field_derivative h2'' z) (at z)" for z
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1951
  proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1952
    fix z :: complex
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1953
    have B: "\<bar>Re z - real_of_int \<lfloor>Re z\<rfloor>\<bar> < 1" by linarith
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1954
    have "((\<lambda>t. h (t - of_int \<lfloor>Re z\<rfloor>)) has_field_derivative h2'' z) (at z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1955
      unfolding h2''_def by (rule DERIV_cong, rule DERIV_chain'[OF _ A(1)])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1956
                            (insert B, auto intro!: derivative_intros)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1957
    thus "(h has_field_derivative h2'' z) (at z)" by (simp add: h.minus_of_int)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1958
  qed
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1959
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1960
  have cont: "continuous_on UNIV h2''"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1961
  proof (intro continuous_at_imp_continuous_on ballI)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1962
    fix z :: complex
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  1963
    define r where "r = \<lfloor>Re z\<rfloor>"
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  1964
    define A where "A = {t. of_int r - 1 < Re t \<and> Re t < of_int r + 1}"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1965
    have "continuous_on A (\<lambda>t. h2' (t - of_int r))" unfolding A_def
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1966
      by (intro continuous_at_imp_continuous_on isCont_o2[OF _ A(2)] ballI continuous_intros)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1967
         (simp_all add: abs_real_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1968
    moreover have "h2'' t = h2' (t - of_int r)" if t: "t \<in> A" for t
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1969
    proof (cases "Re t \<ge> of_int r")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1970
      case True
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1971
      from t have "of_int r - 1 < Re t" "Re t < of_int r + 1" by (simp_all add: A_def)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1972
      with True have "\<lfloor>Re t\<rfloor> = \<lfloor>Re z\<rfloor>" unfolding r_def by linarith
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1973
      thus ?thesis by (auto simp: r_def h2''_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1974
    next
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1975
      case False
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1976
      from t have t: "of_int r - 1 < Re t" "Re t < of_int r + 1" by (simp_all add: A_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1977
      with False have t': "\<lfloor>Re t\<rfloor> = \<lfloor>Re z\<rfloor> - 1" unfolding r_def by linarith
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1978
      moreover from t False have "h2' (t - of_int r + 1 - 1) = h2' (t - of_int r + 1)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1979
        by (intro h2'_eq) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1980
      ultimately show ?thesis by (auto simp: r_def h2''_def algebra_simps t')
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1981
    qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1982
    ultimately have "continuous_on A h2''" by (subst continuous_on_cong[OF refl])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1983
    moreover {
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1984
      have "open ({t. of_int r - 1 < Re t} \<inter> {t. of_int r + 1 > Re t})"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1985
        by (intro open_Int open_halfspace_Re_gt open_halfspace_Re_lt)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1986
      also have "{t. of_int r - 1 < Re t} \<inter> {t. of_int r + 1 > Re t} = A"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1987
        unfolding A_def by blast
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1988
      finally have "open A" .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1989
    }
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1990
    ultimately have C: "isCont h2'' t" if "t \<in> A" for t using that
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1991
      by (subst (asm) continuous_on_eq_continuous_at) auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1992
    have "of_int r - 1 < Re z" "Re z  < of_int r + 1" unfolding r_def by linarith+
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1993
    thus "isCont h2'' z" by (intro C) (simp_all add: A_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1994
  qed
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1995
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1996
  from that[OF cont deriv] show ?thesis .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1997
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  1998
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  1999
lemma Gamma_reflection_complex:
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2000
  fixes z :: complex
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2001
  shows "Gamma z * Gamma (1 - z) = of_real pi / sin (of_real pi * z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2002
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2003
  let ?g = "\<lambda>z::complex. Gamma z * Gamma (1 - z) * sin (of_real pi * z)"
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  2004
  define g where [abs_def]: "g z = (if z \<in> \<int> then of_real pi else ?g z)" for z :: complex
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2005
  let ?h = "\<lambda>z::complex. (of_real pi * cot (of_real pi*z) + Digamma z - Digamma (1 - z))"
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  2006
  define h where [abs_def]: "h z = (if z \<in> \<int> then 0 else ?h z)" for z :: complex
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2007
62072
bf3d9f113474 isabelle update_cartouches -c -t;
wenzelm
parents: 62055
diff changeset
  2008
  \<comment> \<open>@{term g} is periodic with period 1.\<close>
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2009
  interpret g: periodic_fun_simple' g
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2010
  proof
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2011
    fix z :: complex
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2012
    show "g (z + 1) = g z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2013
    proof (cases "z \<in> \<int>")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2014
      case False
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2015
      hence "z * g z = z * Beta z (- z + 1) * sin (of_real pi * z)" by (simp add: g_def Beta_def)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2016
      also have "z * Beta z (- z + 1) = (z + 1 + -z) * Beta (z + 1) (- z + 1)"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2017
        using False Ints_diff[of 1 "1 - z"] nonpos_Ints_subset_Ints
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2018
        by (subst Beta_plus1_left [symmetric]) auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2019
      also have "\<dots> * sin (of_real pi * z) = z * (Beta (z + 1) (-z) * sin (of_real pi * (z + 1)))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2020
        using False Ints_diff[of "z+1" 1] Ints_minus[of "-z"] nonpos_Ints_subset_Ints
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2021
        by (subst Beta_plus1_right) (auto simp: ring_distribs sin_plus_pi)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2022
      also from False have "Beta (z + 1) (-z) * sin (of_real pi * (z + 1)) = g (z + 1)"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2023
        using Ints_diff[of "z+1" 1] by (auto simp: g_def Beta_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2024
      finally show "g (z + 1) = g z" using False by (subst (asm) mult_left_cancel) auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2025
    qed (simp add: g_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2026
  qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2027
62072
bf3d9f113474 isabelle update_cartouches -c -t;
wenzelm
parents: 62055
diff changeset
  2028
  \<comment> \<open>@{term g} is entire.\<close>
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2029
  have g_g': "(g has_field_derivative (h z * g z)) (at z)" for z :: complex
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2030
  proof (cases "z \<in> \<int>")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2031
    let ?h' = "\<lambda>z. Beta z (1 - z) * ((Digamma z - Digamma (1 - z)) * sin (z * of_real pi) +
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2032
                     of_real pi * cos (z * of_real pi))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2033
    case False
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2034
    from False have "eventually (\<lambda>t. t \<in> UNIV - \<int>) (nhds z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2035
      by (intro eventually_nhds_in_open) (auto simp: open_Diff)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2036
    hence "eventually (\<lambda>t. g t = ?g t) (nhds z)" by eventually_elim (simp add: g_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2037
    moreover {
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2038
      from False Ints_diff[of 1 "1-z"] have "1 - z \<notin> \<int>" by auto
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2039
      hence "(?g has_field_derivative ?h' z) (at z)" using nonpos_Ints_subset_Ints
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2040
        by (auto intro!: derivative_eq_intros simp: algebra_simps Beta_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2041
      also from False have "sin (of_real pi * z) \<noteq> 0" by (subst sin_eq_0) auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2042
      hence "?h' z = h z * g z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2043
        using False unfolding g_def h_def cot_def by (simp add: field_simps Beta_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2044
      finally have "(?g has_field_derivative (h z * g z)) (at z)" .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2045
    }
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2046
    ultimately show ?thesis by (subst DERIV_cong_ev[OF refl _ refl])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2047
  next
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2048
    case True
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2049
    then obtain n where z: "z = of_int n" by (auto elim!: Ints_cases)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2050
    let ?t = "(\<lambda>z::complex. if z = 0 then 1 else sin z / z) \<circ> (\<lambda>z. of_real pi * z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2051
    have deriv_0: "(g has_field_derivative 0) (at 0)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2052
    proof (subst DERIV_cong_ev[OF refl _ refl])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2053
      show "eventually (\<lambda>z. g z = of_real pi * Gamma (1 + z) * Gamma (1 - z) * ?t z) (nhds 0)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2054
        using eventually_nhds_ball[OF zero_less_one, of "0::complex"]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2055
      proof eventually_elim
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2056
        fix z :: complex assume z: "z \<in> ball 0 1"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2057
        show "g z = of_real pi * Gamma (1 + z) * Gamma (1 - z) * ?t z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2058
        proof (cases "z = 0")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2059
          assume z': "z \<noteq> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2060
          with z have z'': "z \<notin> \<int>\<^sub>\<le>\<^sub>0" "z \<notin> \<int>" by (auto elim!: Ints_cases simp: dist_0_norm)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2061
          from Gamma_plus1[OF this(1)] have "Gamma z = Gamma (z + 1) / z" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2062
          with z'' z' show ?thesis by (simp add: g_def ac_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2063
        qed (simp add: g_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2064
      qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2065
      have "(?t has_field_derivative (0 * of_real pi)) (at 0)"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2066
        using has_field_derivative_sin_z_over_z[of "UNIV :: complex set"]
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2067
        by (intro DERIV_chain) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2068
      thus "((\<lambda>z. of_real pi * Gamma (1 + z) * Gamma (1 - z) * ?t z) has_field_derivative 0) (at 0)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2069
        by (auto intro!: derivative_eq_intros simp: o_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2070
    qed
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2071
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2072
    have "((g \<circ> (\<lambda>x. x - of_int n)) has_field_derivative 0 * 1) (at (of_int n))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2073
      using deriv_0 by (intro DERIV_chain) (auto intro!: derivative_eq_intros)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2074
    also have "g \<circ> (\<lambda>x. x - of_int n) = g" by (intro ext) (simp add: g.minus_of_int)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2075
    finally show "(g has_field_derivative (h z * g z)) (at z)" by (simp add: z h_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2076
  qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2077
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2078
  have g_eq: "g (z/2) * g ((z+1)/2) = Gamma (1/2)^2 * g z" if "Re z > -1" "Re z < 2" for z
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2079
  proof (cases "z \<in> \<int>")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2080
    case True
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2081
    with that have "z = 0 \<or> z = 1" by (force elim!: Ints_cases)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2082
    moreover have "g 0 * g (1/2) = Gamma (1/2)^2 * g 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2083
      using fraction_not_in_ints[where 'a = complex, of 2 1] by (simp add: g_def power2_eq_square)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2084
    moreover have "g (1/2) * g 1 = Gamma (1/2)^2 * g 1"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2085
        using fraction_not_in_ints[where 'a = complex, of 2 1]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2086
        by (simp add: g_def power2_eq_square Beta_def algebra_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2087
    ultimately show ?thesis by force
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2088
  next
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2089
    case False
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2090
    hence z: "z/2 \<notin> \<int>" "(z+1)/2 \<notin> \<int>" using Ints_diff[of "z+1" 1] by (auto elim!: Ints_cases)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2091
    hence z': "z/2 \<notin> \<int>\<^sub>\<le>\<^sub>0" "(z+1)/2 \<notin> \<int>\<^sub>\<le>\<^sub>0" by (auto elim!: nonpos_Ints_cases)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2092
    from z have "1-z/2 \<notin> \<int>" "1-((z+1)/2) \<notin> \<int>"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2093
      using Ints_diff[of 1 "1-z/2"] Ints_diff[of 1 "1-((z+1)/2)"] by auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2094
    hence z'': "1-z/2 \<notin> \<int>\<^sub>\<le>\<^sub>0" "1-((z+1)/2) \<notin> \<int>\<^sub>\<le>\<^sub>0" by (auto elim!: nonpos_Ints_cases)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2095
    from z have "g (z/2) * g ((z+1)/2) =
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2096
      (Gamma (z/2) * Gamma ((z+1)/2)) * (Gamma (1-z/2) * Gamma (1-((z+1)/2))) *
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2097
      (sin (of_real pi * z/2) * sin (of_real pi * (z+1)/2))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2098
      by (simp add: g_def)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2099
    also from z' Gamma_legendre_duplication_aux[of "z/2"]
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2100
      have "Gamma (z/2) * Gamma ((z+1)/2) = exp ((1-z) * of_real (ln 2)) * Gamma (1/2) * Gamma z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2101
      by (simp add: add_divide_distrib)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2102
    also from z'' Gamma_legendre_duplication_aux[of "1-(z+1)/2"]
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2103
      have "Gamma (1-z/2) * Gamma (1-(z+1)/2) =
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2104
              Gamma (1-z) * Gamma (1/2) * exp (z * of_real (ln 2))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2105
      by (simp add: add_divide_distrib ac_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2106
    finally have "g (z/2) * g ((z+1)/2) = Gamma (1/2)^2 * (Gamma z * Gamma (1-z) *
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2107
                    (2 * (sin (of_real pi*z/2) * sin (of_real pi*(z+1)/2))))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2108
      by (simp add: add_ac power2_eq_square exp_add ring_distribs exp_diff exp_of_real)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2109
    also have "sin (of_real pi*(z+1)/2) = cos (of_real pi*z/2)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2110
      using cos_sin_eq[of "- of_real pi * z/2", symmetric]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2111
      by (simp add: ring_distribs add_divide_distrib ac_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2112
    also have "2 * (sin (of_real pi*z/2) * cos (of_real pi*z/2)) = sin (of_real pi * z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2113
      by (subst sin_times_cos) (simp add: field_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2114
    also have "Gamma z * Gamma (1 - z) * sin (complex_of_real pi * z) = g z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2115
      using \<open>z \<notin> \<int>\<close> by (simp add: g_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2116
    finally show ?thesis .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2117
  qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2118
  have g_eq: "g (z/2) * g ((z+1)/2) = Gamma (1/2)^2 * g z" for z
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2119
  proof -
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  2120
    define r where "r = \<lfloor>Re z / 2\<rfloor>"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2121
    have "Gamma (1/2)^2 * g z = Gamma (1/2)^2 * g (z - of_int (2*r))" by (simp only: g.minus_of_int)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2122
    also have "of_int (2*r) = 2 * of_int r" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2123
    also have "Re z - 2 * of_int r > -1" "Re z - 2 * of_int r < 2" unfolding r_def by linarith+
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2124
    hence "Gamma (1/2)^2 * g (z - 2 * of_int r) =
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2125
                   g ((z - 2 * of_int r)/2) * g ((z - 2 * of_int r + 1)/2)"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2126
      unfolding r_def by (intro g_eq[symmetric]) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2127
    also have "(z - 2 * of_int r) / 2 = z/2 - of_int r" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2128
    also have "g \<dots> = g (z/2)" by (rule g.minus_of_int)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2129
    also have "(z - 2 * of_int r + 1) / 2 = (z + 1)/2 - of_int r" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2130
    also have "g \<dots> = g ((z+1)/2)" by (rule g.minus_of_int)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2131
    finally show ?thesis ..
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2132
  qed
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2133
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2134
  have g_nz [simp]: "g z \<noteq> 0" for z :: complex
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2135
  unfolding g_def using Ints_diff[of 1 "1 - z"]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2136
    by (auto simp: Gamma_eq_zero_iff sin_eq_0 dest!: nonpos_Ints_Int)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2137
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2138
  have h_eq: "h z = (h (z/2) + h ((z+1)/2)) / 2" for z
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2139
  proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2140
    have "((\<lambda>t. g (t/2) * g ((t+1)/2)) has_field_derivative
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2141
                       (g (z/2) * g ((z+1)/2)) * ((h (z/2) + h ((z+1)/2)) / 2)) (at z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2142
      by (auto intro!: derivative_eq_intros g_g'[THEN DERIV_chain2] simp: field_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2143
    hence "((\<lambda>t. Gamma (1/2)^2 * g t) has_field_derivative
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2144
              Gamma (1/2)^2 * g z * ((h (z/2) + h ((z+1)/2)) / 2)) (at z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2145
      by (subst (1 2) g_eq[symmetric]) simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2146
    from DERIV_cmult[OF this, of "inverse ((Gamma (1/2))^2)"]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2147
      have "(g has_field_derivative (g z * ((h (z/2) + h ((z+1)/2))/2))) (at z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2148
      using fraction_not_in_ints[where 'a = complex, of 2 1]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2149
      by (simp add: divide_simps Gamma_eq_zero_iff not_in_Ints_imp_not_in_nonpos_Ints)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2150
    moreover have "(g has_field_derivative (g z * h z)) (at z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2151
      using g_g'[of z] by (simp add: ac_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2152
    ultimately have "g z * h z = g z * ((h (z/2) + h ((z+1)/2))/2)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2153
      by (intro DERIV_unique)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2154
    thus "h z = (h (z/2) + h ((z+1)/2)) / 2" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2155
  qed
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2156
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2157
  obtain h' where h'_cont: "continuous_on UNIV h'" and
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2158
                  h_h': "\<And>z. (h has_field_derivative h' z) (at z)"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2159
     unfolding h_def by (erule Gamma_reflection_aux)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2160
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2161
  have h'_eq: "h' z = (h' (z/2) + h' ((z+1)/2)) / 4" for z
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2162
  proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2163
    have "((\<lambda>t. (h (t/2) + h ((t+1)/2)) / 2) has_field_derivative
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2164
                       ((h' (z/2) + h' ((z+1)/2)) / 4)) (at z)"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2165
      by (fastforce intro!: derivative_eq_intros h_h'[THEN DERIV_chain2])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2166
    hence "(h has_field_derivative ((h' (z/2) + h' ((z+1)/2))/4)) (at z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2167
      by (subst (asm) h_eq[symmetric])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2168
    from h_h' and this show "h' z = (h' (z/2) + h' ((z+1)/2)) / 4" by (rule DERIV_unique)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2169
  qed
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2170
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2171
  have h'_zero: "h' z = 0" for z
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2172
  proof -
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  2173
    define m where "m = max 1 \<bar>Re z\<bar>"
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  2174
    define B where "B = {t. abs (Re t) \<le> m \<and> abs (Im t) \<le> abs (Im z)}"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2175
    have "closed ({t. Re t \<ge> -m} \<inter> {t. Re t \<le> m} \<inter>
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2176
                  {t. Im t \<ge> -\<bar>Im z\<bar>} \<inter> {t. Im t \<le> \<bar>Im z\<bar>})"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2177
      (is "closed ?B") by (intro closed_Int closed_halfspace_Re_ge closed_halfspace_Re_le
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2178
                                 closed_halfspace_Im_ge closed_halfspace_Im_le)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2179
    also have "?B = B" unfolding B_def by fastforce
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2180
    finally have "closed B" .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2181
    moreover have "bounded B" unfolding bounded_iff
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2182
    proof (intro ballI exI)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2183
      fix t assume t: "t \<in> B"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2184
      have "norm t \<le> \<bar>Re t\<bar> + \<bar>Im t\<bar>" by (rule cmod_le)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2185
      also from t have "\<bar>Re t\<bar> \<le> m" unfolding B_def by blast
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2186
      also from t have "\<bar>Im t\<bar> \<le> \<bar>Im z\<bar>" unfolding B_def by blast
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2187
      finally show "norm t \<le> m + \<bar>Im z\<bar>" by - simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2188
    qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2189
    ultimately have compact: "compact B" by (subst compact_eq_bounded_closed) blast
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2190
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  2191
    define M where "M = (SUP z:B. norm (h' z))"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2192
    have "compact (h' ` B)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2193
      by (intro compact_continuous_image continuous_on_subset[OF h'_cont] compact) blast+
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2194
    hence bdd: "bdd_above ((\<lambda>z. norm (h' z)) ` B)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2195
      using bdd_above_norm[of "h' ` B"] by (simp add: image_comp o_def compact_imp_bounded)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2196
    have "norm (h' z) \<le> M" unfolding M_def by (intro cSUP_upper bdd) (simp_all add: B_def m_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2197
    also have "M \<le> M/2"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2198
    proof (subst M_def, subst cSUP_le_iff)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2199
      have "z \<in> B" unfolding B_def m_def by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2200
      thus "B \<noteq> {}" by auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2201
    next
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2202
      show "\<forall>z\<in>B. norm (h' z) \<le> M/2"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2203
      proof
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2204
        fix t :: complex assume t: "t \<in> B"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2205
        from h'_eq[of t] t have "h' t = (h' (t/2) + h' ((t+1)/2)) / 4" by (simp add: dist_0_norm)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2206
        also have "norm \<dots> = norm (h' (t/2) + h' ((t+1)/2)) / 4" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2207
        also have "norm (h' (t/2) + h' ((t+1)/2)) \<le> norm (h' (t/2)) + norm (h' ((t+1)/2))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2208
          by (rule norm_triangle_ineq)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2209
        also from t have "abs (Re ((t + 1)/2)) \<le> m" unfolding m_def B_def by auto
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2210
        with t have "t/2 \<in> B" "(t+1)/2 \<in> B" unfolding B_def by auto
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2211
        hence "norm (h' (t/2)) + norm (h' ((t+1)/2)) \<le> M + M" unfolding M_def
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2212
          by (intro add_mono cSUP_upper bdd) (auto simp: B_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2213
        also have "(M + M) / 4 = M / 2" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2214
        finally show "norm (h' t) \<le> M/2" by - simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2215
      qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2216
    qed (insert bdd, auto simp: cball_eq_empty)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2217
    hence "M \<le> 0" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2218
    finally show "h' z = 0" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2219
  qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2220
  have h_h'_2: "(h has_field_derivative 0) (at z)" for z
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2221
    using h_h'[of z] h'_zero[of z] by simp
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2222
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2223
  have g_real: "g z \<in> \<real>" if "z \<in> \<real>" for z
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2224
    unfolding g_def using that by (auto intro!: Reals_mult Gamma_complex_real)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2225
  have h_real: "h z \<in> \<real>" if "z \<in> \<real>" for z
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2226
    unfolding h_def using that by (auto intro!: Reals_mult Reals_add Reals_diff Polygamma_Real)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2227
  have g_nz: "g z \<noteq> 0" for z unfolding g_def using Ints_diff[of 1 "1-z"]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2228
    by (auto simp: Gamma_eq_zero_iff sin_eq_0)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2229
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2230
  from h'_zero h_h'_2 have "\<exists>c. \<forall>z\<in>UNIV. h z = c"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2231
    by (intro has_field_derivative_zero_constant) (simp_all add: dist_0_norm)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2232
  then obtain c where c: "\<And>z. h z = c" by auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2233
  have "\<exists>u. u \<in> closed_segment 0 1 \<and> Re (g 1) - Re (g 0) = Re (h u * g u * (1 - 0))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2234
    by (intro complex_mvt_line g_g')
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2235
    find_theorems name:deriv Reals
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2236
  then guess u by (elim exE conjE) note u = this
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2237
  from u(1) have u': "u \<in> \<real>" unfolding closed_segment_def
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2238
    by (auto simp: scaleR_conv_of_real)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2239
  from u' g_real[of u] g_nz[of u] have "Re (g u) \<noteq> 0" by (auto elim!: Reals_cases)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2240
  with u(2) c[of u] g_real[of u] g_nz[of u] u'
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2241
    have "Re c = 0" by (simp add: complex_is_Real_iff g.of_1)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2242
  with h_real[of 0] c[of 0] have "c = 0" by (auto elim!: Reals_cases)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2243
  with c have A: "h z * g z = 0" for z by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2244
  hence "(g has_field_derivative 0) (at z)" for z using g_g'[of z] by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2245
  hence "\<exists>c'. \<forall>z\<in>UNIV. g z = c'" by (intro has_field_derivative_zero_constant) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2246
  then obtain c' where c: "\<And>z. g z = c'" by (force simp: dist_0_norm)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2247
  moreover from this[of 0] have "c' = pi" unfolding g_def by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2248
  ultimately have "g z = pi" by simp
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2249
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2250
  show ?thesis
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2251
  proof (cases "z \<in> \<int>")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2252
    case False
62072
bf3d9f113474 isabelle update_cartouches -c -t;
wenzelm
parents: 62055
diff changeset
  2253
    with \<open>g z = pi\<close> show ?thesis by (auto simp: g_def divide_simps)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2254
  next
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2255
    case True
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2256
    then obtain n where n: "z = of_int n" by (elim Ints_cases)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2257
    with sin_eq_0[of "of_real pi * z"] have "sin (of_real pi * z) = 0" by force
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2258
    moreover have "of_int (1 - n) \<in> \<int>\<^sub>\<le>\<^sub>0" if "n > 0" using that by (intro nonpos_Ints_of_int) simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2259
    ultimately show ?thesis using n
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2260
      by (cases "n \<le> 0") (auto simp: Gamma_eq_zero_iff nonpos_Ints_of_int)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2261
  qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2262
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2263
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2264
lemma rGamma_reflection_complex:
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2265
  "rGamma z * rGamma (1 - z :: complex) = sin (of_real pi * z) / of_real pi"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2266
  using Gamma_reflection_complex[of z]
62390
842917225d56 more canonical names
nipkow
parents: 62131
diff changeset
  2267
    by (simp add: Gamma_def divide_simps split: if_split_asm)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2268
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2269
lemma rGamma_reflection_complex':
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2270
  "rGamma z * rGamma (- z :: complex) = -z * sin (of_real pi * z) / of_real pi"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2271
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2272
  have "rGamma z * rGamma (-z) = -z * (rGamma z * rGamma (1 - z))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2273
    using rGamma_plus1[of "-z", symmetric] by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2274
  also have "rGamma z * rGamma (1 - z) = sin (of_real pi * z) / of_real pi"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2275
    by (rule rGamma_reflection_complex)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2276
  finally show ?thesis by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2277
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2278
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2279
lemma Gamma_reflection_complex':
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2280
  "Gamma z * Gamma (- z :: complex) = - of_real pi / (z * sin (of_real pi * z))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2281
  using rGamma_reflection_complex'[of z] by (force simp add: Gamma_def divide_simps mult_ac)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2282
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2283
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2284
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2285
lemma Gamma_one_half_real: "Gamma (1/2 :: real) = sqrt pi"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2286
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2287
  from Gamma_reflection_complex[of "1/2"] fraction_not_in_ints[where 'a = complex, of 2 1]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2288
    have "Gamma (1/2 :: complex)^2 = of_real pi" by (simp add: power2_eq_square)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2289
  hence "of_real pi = Gamma (complex_of_real (1/2))^2" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2290
  also have "\<dots> = of_real ((Gamma (1/2))^2)" by (subst Gamma_complex_of_real) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2291
  finally have "Gamma (1/2)^2 = pi" by (subst (asm) of_real_eq_iff) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2292
  moreover have "Gamma (1/2 :: real) \<ge> 0" using Gamma_real_pos[of "1/2"] by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2293
  ultimately show ?thesis by (rule real_sqrt_unique [symmetric])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2294
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2295
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2296
lemma Gamma_one_half_complex: "Gamma (1/2 :: complex) = of_real (sqrt pi)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2297
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2298
  have "Gamma (1/2 :: complex) = Gamma (of_real (1/2))" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2299
  also have "\<dots> = of_real (sqrt pi)" by (simp only: Gamma_complex_of_real Gamma_one_half_real)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2300
  finally show ?thesis .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2301
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2302
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2303
lemma Gamma_legendre_duplication:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2304
  fixes z :: complex
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2305
  assumes "z \<notin> \<int>\<^sub>\<le>\<^sub>0" "z + 1/2 \<notin> \<int>\<^sub>\<le>\<^sub>0"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2306
  shows "Gamma z * Gamma (z + 1/2) =
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2307
             exp ((1 - 2*z) * of_real (ln 2)) * of_real (sqrt pi) * Gamma (2*z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2308
  using Gamma_legendre_duplication_aux[OF assms] by (simp add: Gamma_one_half_complex)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2309
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2310
end
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2311
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2312
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2313
subsection \<open>Limits and residues\<close>
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2314
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2315
text \<open>
62085
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2316
  The inverse of the Gamma function has simple zeros:
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2317
\<close>
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2318
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2319
lemma rGamma_zeros:
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2320
  "(\<lambda>z. rGamma z / (z + of_nat n)) \<midarrow> (- of_nat n) \<rightarrow> ((-1)^n * fact n :: 'a :: Gamma)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2321
proof (subst tendsto_cong)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2322
  let ?f = "\<lambda>z. pochhammer z n * rGamma (z + of_nat (Suc n)) :: 'a"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2323
  from eventually_at_ball'[OF zero_less_one, of "- of_nat n :: 'a" UNIV]
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2324
    show "eventually (\<lambda>z. rGamma z / (z + of_nat n) = ?f z) (at (- of_nat n))"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2325
    by (subst pochhammer_rGamma[of _ "Suc n"])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2326
       (auto elim!: eventually_mono simp: divide_simps pochhammer_rec' eq_neg_iff_add_eq_0)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2327
  have "isCont ?f (- of_nat n)" by (intro continuous_intros)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2328
  thus "?f \<midarrow> (- of_nat n) \<rightarrow> (- 1) ^ n * fact n" unfolding isCont_def
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2329
    by (simp add: pochhammer_same)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2330
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2331
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2332
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2333
text \<open>
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2334
  The simple zeros of the inverse of the Gamma function correspond to simple poles of the Gamma function,
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2335
  and their residues can easily be computed from the limit we have just proven:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2336
\<close>
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2337
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2338
lemma Gamma_poles: "filterlim Gamma at_infinity (at (- of_nat n :: 'a :: Gamma))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2339
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2340
  from eventually_at_ball'[OF zero_less_one, of "- of_nat n :: 'a" UNIV]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2341
    have "eventually (\<lambda>z. rGamma z \<noteq> (0 :: 'a)) (at (- of_nat n))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2342
    by (auto elim!: eventually_mono nonpos_Ints_cases'
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2343
             simp: rGamma_eq_zero_iff dist_of_nat dist_minus)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2344
  with isCont_rGamma[of "- of_nat n :: 'a", OF continuous_ident]
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2345
    have "filterlim (\<lambda>z. inverse (rGamma z) :: 'a) at_infinity (at (- of_nat n))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2346
    unfolding isCont_def by (intro filterlim_compose[OF filterlim_inverse_at_infinity])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2347
                            (simp_all add: filterlim_at)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2348
  moreover have "(\<lambda>z. inverse (rGamma z) :: 'a) = Gamma"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2349
    by (intro ext) (simp add: rGamma_inverse_Gamma)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2350
  ultimately show ?thesis by (simp only: )
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2351
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2352
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2353
lemma Gamma_residues:
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2354
  "(\<lambda>z. Gamma z * (z + of_nat n)) \<midarrow> (- of_nat n) \<rightarrow> ((-1)^n / fact n :: 'a :: Gamma)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2355
proof (subst tendsto_cong)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2356
  let ?c = "(- 1) ^ n / fact n :: 'a"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2357
  from eventually_at_ball'[OF zero_less_one, of "- of_nat n :: 'a" UNIV]
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2358
    show "eventually (\<lambda>z. Gamma z * (z + of_nat n) = inverse (rGamma z / (z + of_nat n)))
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2359
            (at (- of_nat n))"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2360
    by (auto elim!: eventually_mono simp: divide_simps rGamma_inverse_Gamma)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2361
  have "(\<lambda>z. inverse (rGamma z / (z + of_nat n))) \<midarrow> (- of_nat n) \<rightarrow>
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2362
          inverse ((- 1) ^ n * fact n :: 'a)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2363
    by (intro tendsto_intros rGamma_zeros) simp_all
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2364
  also have "inverse ((- 1) ^ n * fact n) = ?c"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2365
    by (simp_all add: field_simps power_mult_distrib [symmetric] del: power_mult_distrib)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2366
  finally show "(\<lambda>z. inverse (rGamma z / (z + of_nat n))) \<midarrow> (- of_nat n) \<rightarrow> ?c" .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2367
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2368
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2369
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2370
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2371
subsection \<open>Alternative definitions\<close>
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2372
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2373
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2374
subsubsection \<open>Variant of the Euler form\<close>
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2375
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2376
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2377
definition Gamma_series_euler' where
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2378
  "Gamma_series_euler' z n =
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2379
     inverse z * (\<Prod>k=1..n. exp (z * of_real (ln (1 + inverse (of_nat k)))) / (1 + z / of_nat k))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2380
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2381
context
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2382
begin
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2383
private lemma Gamma_euler'_aux1:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2384
  fixes z :: "'a :: {real_normed_field,banach}"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2385
  assumes n: "n > 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2386
  shows "exp (z * of_real (ln (of_nat n + 1))) = (\<Prod>k=1..n. exp (z * of_real (ln (1 + 1 / of_nat k))))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2387
proof -
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2388
  have "(\<Prod>k=1..n. exp (z * of_real (ln (1 + 1 / of_nat k)))) =
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2389
          exp (z * of_real (\<Sum>k = 1..n. ln (1 + 1 / real_of_nat k)))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2390
    by (subst exp_setsum [symmetric]) (simp_all add: setsum_right_distrib)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2391
  also have "(\<Sum>k=1..n. ln (1 + 1 / of_nat k) :: real) = ln (\<Prod>k=1..n. 1 + 1 / real_of_nat k)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2392
    by (subst ln_setprod [symmetric]) (auto intro!: add_pos_nonneg)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2393
  also have "(\<Prod>k=1..n. 1 + 1 / of_nat k :: real) = (\<Prod>k=1..n. (of_nat k + 1) / of_nat k)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2394
    by (intro setprod.cong) (simp_all add: divide_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2395
  also have "(\<Prod>k=1..n. (of_nat k + 1) / of_nat k :: real) = of_nat n + 1"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2396
    by (induction n) (simp_all add: setprod_nat_ivl_Suc' divide_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2397
  finally show ?thesis ..
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2398
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2399
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2400
lemma Gamma_series_euler':
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2401
  assumes z: "(z :: 'a :: Gamma) \<notin> \<int>\<^sub>\<le>\<^sub>0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2402
  shows "(\<lambda>n. Gamma_series_euler' z n) \<longlonglongrightarrow> Gamma z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2403
proof (rule Gamma_seriesI, rule Lim_transform_eventually)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2404
  let ?f = "\<lambda>n. fact n * exp (z * of_real (ln (of_nat n + 1))) / pochhammer z (n + 1)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2405
  let ?r = "\<lambda>n. ?f n / Gamma_series z n"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2406
  let ?r' = "\<lambda>n. exp (z * of_real (ln (of_nat (Suc n) / of_nat n)))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2407
  from z have z': "z \<noteq> 0" by auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2408
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2409
  have "eventually (\<lambda>n. ?r' n = ?r n) sequentially" using eventually_gt_at_top[of "0::nat"]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2410
    using z by (auto simp: divide_simps Gamma_series_def ring_distribs exp_diff ln_div add_ac
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2411
                     elim!: eventually_mono dest: pochhammer_eq_0_imp_nonpos_Int)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2412
  moreover have "?r' \<longlonglongrightarrow> exp (z * of_real (ln 1))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2413
    by (intro tendsto_intros LIMSEQ_Suc_n_over_n) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2414
  ultimately show "?r \<longlonglongrightarrow> 1" by (force dest!: Lim_transform_eventually)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2415
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2416
  from eventually_gt_at_top[of "0::nat"]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2417
    show "eventually (\<lambda>n. ?r n = Gamma_series_euler' z n / Gamma_series z n) sequentially"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2418
  proof eventually_elim
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2419
    fix n :: nat assume n: "n > 0"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2420
    from n z' have "Gamma_series_euler' z n =
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2421
      exp (z * of_real (ln (of_nat n + 1))) / (z * (\<Prod>k=1..n. (1 + z / of_nat k)))"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2422
      by (subst Gamma_euler'_aux1)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2423
         (simp_all add: Gamma_series_euler'_def setprod.distrib
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2424
                        setprod_inversef[symmetric] divide_inverse)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2425
    also have "(\<Prod>k=1..n. (1 + z / of_nat k)) = pochhammer (z + 1) n / fact n"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2426
      by (cases n) (simp_all add: pochhammer_def fact_altdef setprod_shift_bounds_cl_Suc_ivl
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2427
                                  setprod_dividef[symmetric] divide_simps add_ac)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2428
    also have "z * \<dots> = pochhammer z (Suc n) / fact n" by (simp add: pochhammer_rec)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2429
    finally show "?r n = Gamma_series_euler' z n / Gamma_series z n" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2430
  qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2431
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2432
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2433
end
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2434
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2435
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2436
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2437
subsubsection \<open>Weierstrass form\<close>
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2438
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2439
definition Gamma_series_weierstrass :: "'a :: {banach,real_normed_field} \<Rightarrow> nat \<Rightarrow> 'a" where
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2440
  "Gamma_series_weierstrass z n =
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2441
     exp (-euler_mascheroni * z) / z * (\<Prod>k=1..n. exp (z / of_nat k) / (1 + z / of_nat k))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2442
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2443
definition rGamma_series_weierstrass :: "'a :: {banach,real_normed_field} \<Rightarrow> nat \<Rightarrow> 'a" where
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2444
  "rGamma_series_weierstrass z n =
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2445
     exp (euler_mascheroni * z) * z * (\<Prod>k=1..n. (1 + z / of_nat k) * exp (-z / of_nat k))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2446
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2447
lemma Gamma_series_weierstrass_nonpos_Ints:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2448
  "eventually (\<lambda>k. Gamma_series_weierstrass (- of_nat n) k = 0) sequentially"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2449
  using eventually_ge_at_top[of n] by eventually_elim (auto simp: Gamma_series_weierstrass_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2450
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2451
lemma rGamma_series_weierstrass_nonpos_Ints:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2452
  "eventually (\<lambda>k. rGamma_series_weierstrass (- of_nat n) k = 0) sequentially"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2453
  using eventually_ge_at_top[of n] by eventually_elim (auto simp: rGamma_series_weierstrass_def)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2454
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2455
lemma Gamma_weierstrass_complex: "Gamma_series_weierstrass z \<longlonglongrightarrow> Gamma (z :: complex)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2456
proof (cases "z \<in> \<int>\<^sub>\<le>\<^sub>0")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2457
  case True
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2458
  then obtain n where "z = - of_nat n" by (elim nonpos_Ints_cases')
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2459
  also from True have "Gamma_series_weierstrass \<dots> \<longlonglongrightarrow> Gamma z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2460
    by (simp add: tendsto_cong[OF Gamma_series_weierstrass_nonpos_Ints] Gamma_nonpos_Int)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2461
  finally show ?thesis .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2462
next
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2463
  case False
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2464
  hence z: "z \<noteq> 0" by auto
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2465
  let ?f = "(\<lambda>x. \<Prod>x = Suc 0..x. exp (z / of_nat x) / (1 + z / of_nat x))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2466
  have A: "exp (ln (1 + z / of_nat n)) = (1 + z / of_nat n)" if "n \<ge> 1" for n :: nat
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2467
    using False that by (subst exp_Ln) (auto simp: field_simps dest!: plus_of_nat_eq_0_imp)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2468
  have "(\<lambda>n. \<Sum>k=1..n. z / of_nat k - ln (1 + z / of_nat k)) \<longlonglongrightarrow> ln_Gamma z + euler_mascheroni * z + ln z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2469
    using ln_Gamma_series'_aux[OF False]
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2470
    by (simp only: atLeastLessThanSuc_atLeastAtMost [symmetric] One_nat_def
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2471
                   setsum_shift_bounds_Suc_ivl sums_def atLeast0LessThan)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2472
  from tendsto_exp[OF this] False z have "?f \<longlonglongrightarrow> z * exp (euler_mascheroni * z) * Gamma z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2473
    by (simp add: exp_add exp_setsum exp_diff mult_ac Gamma_complex_altdef A)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2474
  from tendsto_mult[OF tendsto_const[of "exp (-euler_mascheroni * z) / z"] this] z
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2475
    show "Gamma_series_weierstrass z \<longlonglongrightarrow> Gamma z"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2476
    by (simp add: exp_minus divide_simps Gamma_series_weierstrass_def [abs_def])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2477
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2478
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2479
lemma tendsto_complex_of_real_iff: "((\<lambda>x. complex_of_real (f x)) \<longlongrightarrow> of_real c) F = (f \<longlongrightarrow> c) F"
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2480
  by (rule tendsto_of_real_iff)
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2481
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2482
lemma Gamma_weierstrass_real: "Gamma_series_weierstrass x \<longlonglongrightarrow> Gamma (x :: real)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2483
  using Gamma_weierstrass_complex[of "of_real x"] unfolding Gamma_series_weierstrass_def[abs_def]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2484
  by (subst tendsto_complex_of_real_iff [symmetric])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2485
     (simp_all add: exp_of_real[symmetric] Gamma_complex_of_real)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2486
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2487
lemma rGamma_weierstrass_complex: "rGamma_series_weierstrass z \<longlonglongrightarrow> rGamma (z :: complex)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2488
proof (cases "z \<in> \<int>\<^sub>\<le>\<^sub>0")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2489
  case True
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2490
  then obtain n where "z = - of_nat n" by (elim nonpos_Ints_cases')
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2491
  also from True have "rGamma_series_weierstrass \<dots> \<longlonglongrightarrow> rGamma z"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2492
    by (simp add: tendsto_cong[OF rGamma_series_weierstrass_nonpos_Ints] rGamma_nonpos_Int)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2493
  finally show ?thesis .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2494
next
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2495
  case False
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2496
  have "rGamma_series_weierstrass z = (\<lambda>n. inverse (Gamma_series_weierstrass z n))"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2497
    by (simp add: rGamma_series_weierstrass_def[abs_def] Gamma_series_weierstrass_def
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2498
                  exp_minus divide_inverse setprod_inversef[symmetric] mult_ac)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2499
  also from False have "\<dots> \<longlonglongrightarrow> inverse (Gamma z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2500
    by (intro tendsto_intros Gamma_weierstrass_complex) (simp add: Gamma_eq_zero_iff)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2501
  finally show ?thesis by (simp add: Gamma_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2502
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2503
62085
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2504
subsubsection \<open>Binomial coefficient form\<close>
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2505
63295
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2506
lemma Gamma_gbinomial:
62085
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2507
  "(\<lambda>n. ((z + of_nat n) gchoose n) * exp (-z * of_real (ln (of_nat n)))) \<longlonglongrightarrow> rGamma (z+1)"
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2508
proof (cases "z = 0")
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2509
  case False
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2510
  show ?thesis
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2511
  proof (rule Lim_transform_eventually)
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2512
    let ?powr = "\<lambda>a b. exp (b * of_real (ln (of_nat a)))"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2513
    show "eventually (\<lambda>n. rGamma_series z n / z =
62085
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2514
            ((z + of_nat n) gchoose n) * ?powr n (-z)) sequentially"
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2515
    proof (intro always_eventually allI)
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2516
      fix n :: nat
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2517
      from False have "((z + of_nat n) gchoose n) = pochhammer z (Suc n) / z / fact n"
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2518
        by (simp add: gbinomial_pochhammer' pochhammer_rec)
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2519
      also have "pochhammer z (Suc n) / z / fact n * ?powr n (-z) = rGamma_series z n / z"
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2520
        by (simp add: rGamma_series_def divide_simps exp_minus)
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2521
      finally show "rGamma_series z n / z = ((z + of_nat n) gchoose n) * ?powr n (-z)" ..
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2522
    qed
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2523
62085
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2524
    from False have "(\<lambda>n. rGamma_series z n / z) \<longlonglongrightarrow> rGamma z / z" by (intro tendsto_intros)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2525
    also from False have "rGamma z / z = rGamma (z + 1)" using rGamma_plus1[of z]
62085
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2526
      by (simp add: field_simps)
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2527
    finally show "(\<lambda>n. rGamma_series z n / z) \<longlonglongrightarrow> rGamma (z+1)" .
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2528
  qed
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2529
qed (simp_all add: binomial_gbinomial [symmetric])
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2530
63295
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2531
lemma gbinomial_minus': "(a + of_nat b) gchoose b = (- 1) ^ b * (- (a + 1) gchoose b)"
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2532
  by (subst gbinomial_minus) (simp add: power_mult_distrib [symmetric])
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2533
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2534
lemma gbinomial_asymptotic:
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2535
  fixes z :: "'a :: Gamma"
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2536
  shows "(\<lambda>n. (z gchoose n) / ((-1)^n / exp ((z+1) * of_real (ln (real n))))) \<longlonglongrightarrow> 
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2537
           inverse (Gamma (- z))"
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2538
  unfolding rGamma_inverse_Gamma [symmetric] using Gamma_gbinomial[of "-z-1"] 
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2539
  by (subst (asm) gbinomial_minus')
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2540
     (simp add: add_ac mult_ac divide_inverse power_inverse [symmetric])
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2541
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2542
lemma fact_binomial_limit:
62085
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2543
  "(\<lambda>n. of_nat ((k + n) choose n) / of_nat (n ^ k) :: 'a :: Gamma) \<longlonglongrightarrow> 1 / fact k"
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2544
proof (rule Lim_transform_eventually)
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2545
  have "(\<lambda>n. of_nat ((k + n) choose n) / of_real (exp (of_nat k * ln (real_of_nat n))))
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2546
            \<longlonglongrightarrow> 1 / Gamma (of_nat (Suc k) :: 'a)" (is "?f \<longlonglongrightarrow> _")
63295
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2547
    using Gamma_gbinomial[of "of_nat k :: 'a"]
62085
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2548
    by (simp add: binomial_gbinomial add_ac Gamma_def divide_simps exp_of_real [symmetric] exp_minus)
63295
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2549
  also have "Gamma (of_nat (Suc k)) = fact k" by (simp add: Gamma_fact)
62085
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2550
  finally show "?f \<longlonglongrightarrow> 1 / fact k" .
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2551
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2552
  show "eventually (\<lambda>n. ?f n = of_nat ((k + n) choose n) / of_nat (n ^ k)) sequentially"
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2553
    using eventually_gt_at_top[of "0::nat"]
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2554
  proof eventually_elim
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2555
    fix n :: nat assume n: "n > 0"
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2556
    from n have "exp (real_of_nat k * ln (real_of_nat n)) = real_of_nat (n^k)"
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2557
      by (simp add: exp_of_nat_mult)
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2558
    thus "?f n = of_nat ((k + n) choose n) / of_nat (n ^ k)" by simp
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2559
  qed
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2560
qed
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2561
63295
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2562
lemma binomial_asymptotic':
62085
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2563
  "(\<lambda>n. of_nat ((k + n) choose n) / (of_nat (n ^ k) / fact k) :: 'a :: Gamma) \<longlonglongrightarrow> 1"
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2564
  using tendsto_mult[OF fact_binomial_limit[of k] tendsto_const[of "fact k :: 'a"]] by simp
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2565
63295
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2566
lemma gbinomial_Beta:
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2567
  assumes "z + 1 \<notin> \<int>\<^sub>\<le>\<^sub>0"
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2568
  shows   "((z::'a::Gamma) gchoose n) = inverse ((z + 1) * Beta (z - of_nat n + 1) (of_nat n + 1))"
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2569
using assms
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2570
proof (induction n arbitrary: z)
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2571
  case 0
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2572
  hence "z + 2 \<notin> \<int>\<^sub>\<le>\<^sub>0"
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2573
    using plus_one_in_nonpos_Ints_imp[of "z+1"] by (auto simp: add.commute)
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2574
  with 0 show ?case
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2575
    by (auto simp: Beta_def Gamma_eq_zero_iff Gamma_plus1 [symmetric] add.commute)
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2576
next
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2577
  case (Suc n z)
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2578
  show ?case
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2579
  proof (cases "z \<in> \<int>\<^sub>\<le>\<^sub>0")
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2580
    case True
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2581
    with Suc.prems have "z = 0"
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2582
      by (auto elim!: nonpos_Ints_cases simp: algebra_simps one_plus_of_int_in_nonpos_Ints_iff)
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2583
    show ?thesis
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2584
    proof (cases "n = 0")
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2585
      case True
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2586
      with \<open>z = 0\<close> show ?thesis
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2587
        by (simp add: Beta_def Gamma_eq_zero_iff Gamma_plus1 [symmetric])
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2588
    next
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2589
      case False
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2590
      with \<open>z = 0\<close> show ?thesis
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2591
        by (simp_all add: Beta_pole1 one_minus_of_nat_in_nonpos_Ints_iff gbinomial_1)
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2592
    qed
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2593
  next
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2594
    case False
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2595
    have "(z gchoose (Suc n)) = ((z - 1 + 1) gchoose (Suc n))" by simp
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2596
    also have "\<dots> = (z - 1 gchoose n) * ((z - 1) + 1) / of_nat (Suc n)"
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2597
      by (subst gbinomial_factors) (simp add: field_simps)
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2598
    also from False have "\<dots> = inverse (of_nat (Suc n) * Beta (z - of_nat n) (of_nat (Suc n)))" 
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2599
      (is "_ = inverse ?x") by (subst Suc.IH) (simp_all add: field_simps Beta_pole1)
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2600
    also have "of_nat (Suc n) \<notin> (\<int>\<^sub>\<le>\<^sub>0 :: 'a set)" by (subst of_nat_in_nonpos_Ints_iff) simp_all
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2601
    hence "?x = (z + 1) * Beta (z - of_nat (Suc n) + 1) (of_nat (Suc n) + 1)"
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2602
      by (subst Beta_plus1_right [symmetric]) simp_all
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2603
    finally show ?thesis .
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2604
  qed
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2605
qed
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2606
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2607
lemma gbinomial_Gamma:
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2608
  assumes "z + 1 \<notin> \<int>\<^sub>\<le>\<^sub>0"
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2609
  shows   "(z gchoose n) = Gamma (z + 1) / (fact n * Gamma (z - of_nat n + 1))"
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2610
proof -
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2611
  have "(z gchoose n) = Gamma (z + 2) / (z + 1) / (fact n * Gamma (z - of_nat n + 1))"
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2612
    by (subst gbinomial_Beta[OF assms]) (simp_all add: Beta_def Gamma_fact [symmetric] add_ac)
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2613
  also from assms have "Gamma (z + 2) / (z + 1) = Gamma (z + 1)"
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2614
    using Gamma_plus1[of "z+1"] by (auto simp add: divide_simps mult_ac add_ac)
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2615
  finally show ?thesis .
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2616
qed
52792bb9126e Facts about HK integration, complex powers, Gamma function
eberlm
parents: 63040
diff changeset
  2617
62085
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2618
63296
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2619
subsubsection \<open>Integral form\<close>
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2620
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2621
lemma integrable_Gamma_integral_bound:
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2622
  fixes a c :: real
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2623
  assumes a: "a > -1" and c: "c \<ge> 0"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2624
  defines "f \<equiv> \<lambda>x. if x \<in> {0..c} then x powr a else exp (-x/2)"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2625
  shows   "f integrable_on {0..}"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2626
proof -
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2627
  have "f integrable_on {0..c}"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2628
    by (rule integrable_spike_finite[of "{}", OF _ _ integrable_on_powr_from_0[of a c]])
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2629
       (insert a c, simp_all add: f_def)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2630
  moreover have A: "(\<lambda>x. exp (-x/2)) integrable_on {c..}"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2631
    using integrable_on_exp_minus_to_infinity[of "1/2"] by simp
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2632
  have "f integrable_on {c..}"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2633
    by (rule integrable_spike_finite[of "{c}", OF _ _ A]) (simp_all add: f_def)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2634
  ultimately show "f integrable_on {0..}" 
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2635
    by (rule integrable_union') (insert c, auto simp: max_def)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2636
qed  
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2637
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2638
lemma Gamma_integral_complex:
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2639
  assumes z: "Re z > 0"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2640
  shows   "((\<lambda>t. of_real t powr (z - 1) / of_real (exp t)) has_integral Gamma z) {0..}"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2641
proof -
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2642
  have A: "((\<lambda>t. (of_real t) powr (z - 1) * of_real ((1 - t) ^ n))
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2643
          has_integral (fact n / pochhammer z (n+1))) {0..1}"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2644
    if "Re z > 0" for n z using that
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2645
  proof (induction n arbitrary: z)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2646
    case 0
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2647
    have "((\<lambda>t. complex_of_real t powr (z - 1)) has_integral
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2648
            (of_real 1 powr z / z - of_real 0 powr z / z)) {0..1}" using 0
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2649
      by (intro fundamental_theorem_of_calculus_interior)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2650
         (auto intro!: continuous_intros derivative_eq_intros has_vector_derivative_real_complex)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2651
    thus ?case by simp
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2652
  next
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2653
    case (Suc n)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2654
    let ?f = "\<lambda>t. complex_of_real t powr z / z"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2655
    let ?f' = "\<lambda>t. complex_of_real t powr (z - 1)"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2656
    let ?g = "\<lambda>t. (1 - complex_of_real t) ^ Suc n"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2657
    let ?g' = "\<lambda>t. - ((1 - complex_of_real t) ^ n) * of_nat (Suc n)"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2658
    have "((\<lambda>t. ?f' t * ?g t) has_integral
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2659
            (of_nat (Suc n)) * fact n / pochhammer z (n+2)) {0..1}"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2660
      (is "(_ has_integral ?I) _")
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2661
    proof (rule integration_by_parts_interior[where f' = ?f' and g = ?g])
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2662
      from Suc.prems show "continuous_on {0..1} ?f" "continuous_on {0..1} ?g"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2663
        by (auto intro!: continuous_intros)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2664
    next
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2665
      fix t :: real assume t: "t \<in> {0<..<1}"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2666
      show "(?f has_vector_derivative ?f' t) (at t)" using t Suc.prems
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2667
        by (auto intro!: derivative_eq_intros has_vector_derivative_real_complex)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2668
      show "(?g has_vector_derivative ?g' t) (at t)"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2669
        by (rule has_vector_derivative_real_complex derivative_eq_intros refl)+ simp_all
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2670
    next
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2671
      from Suc.prems have [simp]: "z \<noteq> 0" by auto
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2672
      from Suc.prems have A: "Re (z + of_nat n) > 0" for n by simp
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2673
      have [simp]: "z + of_nat n \<noteq> 0" "z + 1 + of_nat n \<noteq> 0" for n
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2674
        using A[of n] A[of "Suc n"] by (auto simp add: add.assoc simp del: plus_complex.sel)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2675
      have "((\<lambda>x. of_real x powr z * of_real ((1 - x) ^ n) * (- of_nat (Suc n) / z)) has_integral
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2676
              fact n / pochhammer (z+1) (n+1) * (- of_nat (Suc n) / z)) {0..1}"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2677
        (is "(?A has_integral ?B) _")
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2678
        using Suc.IH[of "z+1"] Suc.prems by (intro has_integral_mult_left) (simp_all add: add_ac pochhammer_rec)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2679
      also have "?A = (\<lambda>t. ?f t * ?g' t)" by (intro ext) (simp_all add: field_simps)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2680
      also have "?B = - (of_nat (Suc n) * fact n / pochhammer z (n+2))"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2681
        by (simp add: divide_simps setprod_nat_ivl_1_Suc pochhammer_rec
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2682
              setprod_shift_bounds_cl_Suc_ivl del: of_nat_Suc)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2683
      finally show "((\<lambda>t. ?f t * ?g' t) has_integral (?f 1 * ?g 1 - ?f 0 * ?g 0 - ?I)) {0..1}"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2684
        by simp
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2685
    qed (simp_all add: bounded_bilinear_mult)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2686
    thus ?case by simp
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2687
  qed
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2688
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2689
  have B: "((\<lambda>t. if t \<in> {0..of_nat n} then
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2690
             of_real t powr (z - 1) * (1 - of_real t / of_nat n) ^ n else 0)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2691
           has_integral (of_nat n powr z * fact n / pochhammer z (n+1))) {0..}" for n
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2692
  proof (cases "n > 0")
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2693
    case [simp]: True
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2694
    hence [simp]: "n \<noteq> 0" by auto
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2695
    with has_integral_affinity01[OF A[OF z, of n], of "inverse (of_nat n)" 0]
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2696
      have "((\<lambda>x. (of_nat n - of_real x) ^ n * (of_real x / of_nat n) powr (z - 1) / of_nat n ^ n)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2697
              has_integral fact n * of_nat n / pochhammer z (n+1)) ((\<lambda>x. real n * x)`{0..1})"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2698
      (is "(?f has_integral ?I) ?ivl") by (simp add: field_simps scaleR_conv_of_real)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2699
    also from True have "((\<lambda>x. real n*x)`{0..1}) = {0..real n}"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2700
      by (subst image_mult_atLeastAtMost) simp_all
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2701
    also have "?f = (\<lambda>x. (of_real x / of_nat n) powr (z - 1) * (1 - of_real x / of_nat n) ^ n)"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2702
      using True by (intro ext) (simp add: field_simps)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2703
    finally have "((\<lambda>x. (of_real x / of_nat n) powr (z - 1) * (1 - of_real x / of_nat n) ^ n)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2704
                    has_integral ?I) {0..real n}" (is ?P) .
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2705
    also have "?P \<longleftrightarrow> ((\<lambda>x. exp ((z - 1) * of_real (ln (x / of_nat n))) * (1 - of_real x / of_nat n) ^ n)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2706
                        has_integral ?I) {0..real n}"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2707
      by (intro has_integral_spike_finite_eq[of "{0}"]) (auto simp: powr_def Ln_of_real [symmetric])
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2708
    also have "\<dots> \<longleftrightarrow> ((\<lambda>x. exp ((z - 1) * of_real (ln x - ln (of_nat n))) * (1 - of_real x / of_nat n) ^ n)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2709
                        has_integral ?I) {0..real n}"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2710
      by (intro has_integral_spike_finite_eq[of "{0}"]) (simp_all add: ln_div)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2711
    finally have \<dots> .
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2712
    note B = has_integral_mult_right[OF this, of "exp ((z - 1) * ln (of_nat n))"]
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2713
    have "((\<lambda>x. exp ((z - 1) * of_real (ln x)) * (1 - of_real x / of_nat n) ^ n)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2714
            has_integral (?I * exp ((z - 1) * ln (of_nat n)))) {0..real n}" (is ?P)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2715
      by (insert B, subst (asm) mult.assoc [symmetric], subst (asm) exp_add [symmetric])
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2716
         (simp add: Ln_of_nat algebra_simps)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2717
    also have "?P \<longleftrightarrow> ((\<lambda>x. of_real x powr (z - 1) * (1 - of_real x / of_nat n) ^ n)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2718
            has_integral (?I * exp ((z - 1) * ln (of_nat n)))) {0..real n}"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2719
      by (intro has_integral_spike_finite_eq[of "{0}"]) (simp_all add: powr_def Ln_of_real)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2720
    also have "fact n * of_nat n / pochhammer z (n+1) * exp ((z - 1) * Ln (of_nat n)) =
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2721
                 (of_nat n powr z * fact n / pochhammer z (n+1))"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2722
      by (auto simp add: powr_def algebra_simps exp_diff)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2723
    finally show ?thesis by (subst has_integral_restrict) simp_all
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2724
  next
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2725
    case False
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2726
    thus ?thesis by (subst has_integral_restrict) (simp_all add: has_integral_refl)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2727
  qed
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2728
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2729
  have "eventually (\<lambda>n. Gamma_series z n =
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2730
          of_nat n powr z * fact n / pochhammer z (n+1)) sequentially"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2731
    using eventually_gt_at_top[of "0::nat"]
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2732
    by eventually_elim (simp add: powr_def algebra_simps Ln_of_nat Gamma_series_def)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2733
  from this and Gamma_series_LIMSEQ[of z]
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2734
    have C: "(\<lambda>k. of_nat k powr z * fact k / pochhammer z (k+1)) \<longlonglongrightarrow> Gamma z"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2735
    by (rule Lim_transform_eventually)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2736
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2737
  {
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2738
    fix x :: real assume x: "x \<ge> 0"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2739
    have lim_exp: "(\<lambda>k. (1 - x / real k) ^ k) \<longlonglongrightarrow> exp (-x)"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2740
      using tendsto_exp_limit_sequentially[of "-x"] by simp
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2741
    have "(\<lambda>k. of_real x powr (z - 1) * of_real ((1 - x / of_nat k) ^ k))
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2742
            \<longlonglongrightarrow> of_real x powr (z - 1) * of_real (exp (-x))" (is ?P)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2743
      by (intro tendsto_intros lim_exp)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2744
    also from eventually_gt_at_top[of "nat \<lceil>x\<rceil>"]
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2745
      have "eventually (\<lambda>k. of_nat k > x) sequentially" by eventually_elim linarith
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2746
    hence "?P \<longleftrightarrow> (\<lambda>k. if x \<le> of_nat k then
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2747
                 of_real x powr (z - 1) * of_real ((1 - x / of_nat k) ^ k) else 0)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2748
                   \<longlonglongrightarrow> of_real x powr (z - 1) * of_real (exp (-x))"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2749
      by (intro tendsto_cong) (auto elim!: eventually_mono)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2750
    finally have \<dots> .
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2751
  }
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2752
  hence D: "\<forall>x\<in>{0..}. (\<lambda>k. if x \<in> {0..real k} then
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2753
              of_real x powr (z - 1) * (1 - of_real x / of_nat k) ^ k else 0)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2754
             \<longlonglongrightarrow> of_real x powr (z - 1) / of_real (exp x)"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2755
    by (simp add: exp_minus field_simps cong: if_cong)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2756
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2757
  have "((\<lambda>x. (Re z - 1) * (ln x / x)) \<longlongrightarrow> (Re z - 1) * 0) at_top"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2758
    by (intro tendsto_intros ln_x_over_x_tendsto_0)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2759
  hence "((\<lambda>x. ((Re z - 1) * ln x) / x) \<longlongrightarrow> 0) at_top" by simp
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2760
  from order_tendstoD(2)[OF this, of "1/2"]
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2761
    have "eventually (\<lambda>x. (Re z - 1) * ln x / x < 1/2) at_top" by simp
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2762
  from eventually_conj[OF this eventually_gt_at_top[of 0]]
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2763
    obtain x0 where "\<forall>x\<ge>x0. (Re z - 1) * ln x / x < 1/2 \<and> x > 0"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2764
    by (auto simp: eventually_at_top_linorder)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2765
  hence x0: "x0 > 0" "\<And>x. x \<ge> x0 \<Longrightarrow> (Re z - 1) * ln x < x / 2" by auto
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2766
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2767
  define h where "h = (\<lambda>x. if x \<in> {0..x0} then x powr (Re z - 1) else exp (-x/2))"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2768
  have le_h: "x powr (Re z - 1) * exp (-x) \<le> h x" if x: "x \<ge> 0" for x
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2769
  proof (cases "x > x0")
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2770
    case True
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2771
    from True x0(1) have "x powr (Re z - 1) * exp (-x) = exp ((Re z - 1) * ln x - x)"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2772
      by (simp add: powr_def exp_diff exp_minus field_simps exp_add)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2773
    also from x0(2)[of x] True have "\<dots> < exp (-x/2)"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2774
      by (simp add: field_simps)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2775
    finally show ?thesis using True by (auto simp add: h_def)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2776
  next
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2777
    case False
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2778
    from x have "x powr (Re z - 1) * exp (- x) \<le> x powr (Re z - 1) * 1"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2779
      by (intro mult_left_mono) simp_all
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2780
    with False show ?thesis by (auto simp add: h_def)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2781
  qed
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2782
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2783
  have E: "\<forall>x\<in>{0..}. cmod (if x \<in> {0..real k} then of_real x powr (z - 1) *
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2784
                   (1 - complex_of_real x / of_nat k) ^ k else 0) \<le> h x"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2785
    (is "\<forall>x\<in>_. ?f x \<le> _") for k
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2786
  proof safe
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2787
    fix x :: real assume x: "x \<ge> 0"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2788
    {
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2789
      fix x :: real and n :: nat assume x: "x \<le> of_nat n"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2790
      have "(1 - complex_of_real x / of_nat n) = complex_of_real ((1 - x / of_nat n))" by simp
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2791
      also have "norm \<dots> = \<bar>(1 - x / real n)\<bar>" by (subst norm_of_real) (rule refl)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2792
      also from x have "\<dots> = (1 - x / real n)" by (intro abs_of_nonneg) (simp_all add: divide_simps)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2793
      finally have "cmod (1 - complex_of_real x / of_nat n) = 1 - x / real n" .
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2794
    } note D = this
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2795
    from D[of x k] x
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2796
      have "?f x \<le> (if of_nat k \<ge> x \<and> k > 0 then x powr (Re z - 1) * (1 - x / real k) ^ k else 0)"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2797
      by (auto simp: norm_mult norm_powr_real_powr norm_power intro!: mult_nonneg_nonneg)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2798
    also have "\<dots> \<le> x powr (Re z - 1) * exp  (-x)"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2799
      by (auto intro!: mult_left_mono exp_ge_one_minus_x_over_n_power_n)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2800
    also from x have "\<dots> \<le> h x" by (rule le_h)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2801
    finally show "?f x \<le> h x" .
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2802
  qed
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2803
  
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2804
  have F: "h integrable_on {0..}" unfolding h_def
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2805
    by (rule integrable_Gamma_integral_bound) (insert assms x0(1), simp_all)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2806
  show ?thesis
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2807
    by (rule has_integral_dominated_convergence[OF B F E D C])
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2808
qed
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2809
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2810
lemma Gamma_integral_real:
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2811
  assumes x: "x > (0 :: real)"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2812
  shows   "((\<lambda>t. t powr (x - 1) / exp t) has_integral Gamma x) {0..}"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2813
proof -
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2814
  have A: "((\<lambda>t. complex_of_real t powr (complex_of_real x - 1) /
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2815
          complex_of_real (exp t)) has_integral complex_of_real (Gamma x)) {0..}"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2816
    using Gamma_integral_complex[of x] assms by (simp_all add: Gamma_complex_of_real powr_of_real)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2817
  have "((\<lambda>t. complex_of_real (t powr (x - 1) / exp t)) has_integral of_real (Gamma x)) {0..}"
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2818
    by (rule has_integral_eq[OF _ A]) (simp_all add: powr_of_real [symmetric])
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2819
  from has_integral_linear[OF this bounded_linear_Re] show ?thesis by (simp add: o_def)
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2820
qed
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2821
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2822
3951a15a05d1 Integral form of Gamma function
eberlm
parents: 63295
diff changeset
  2823
62085
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2824
subsection \<open>The Weierstraß product formula for the sine\<close>
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2825
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2826
lemma sin_product_formula_complex:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2827
  fixes z :: complex
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2828
  shows "(\<lambda>n. of_real pi * z * (\<Prod>k=1..n. 1 - z^2 / of_nat k^2)) \<longlonglongrightarrow> sin (of_real pi * z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2829
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2830
  let ?f = "rGamma_series_weierstrass"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2831
  have "(\<lambda>n. (- of_real pi * inverse z) * (?f z n * ?f (- z) n))
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2832
            \<longlonglongrightarrow> (- of_real pi * inverse z) * (rGamma z * rGamma (- z))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2833
    by (intro tendsto_intros rGamma_weierstrass_complex)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2834
  also have "(\<lambda>n. (- of_real pi * inverse z) * (?f z n * ?f (-z) n)) =
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2835
                    (\<lambda>n. of_real pi * z * (\<Prod>k=1..n. 1 - z^2 / of_nat k ^ 2))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2836
  proof
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2837
    fix n :: nat
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2838
    have "(- of_real pi * inverse z) * (?f z n * ?f (-z) n) =
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2839
              of_real pi * z * (\<Prod>k=1..n. (of_nat k - z) * (of_nat k + z) / of_nat k ^ 2)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2840
      by (simp add: rGamma_series_weierstrass_def mult_ac exp_minus
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2841
                    divide_simps setprod.distrib[symmetric] power2_eq_square)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2842
    also have "(\<Prod>k=1..n. (of_nat k - z) * (of_nat k + z) / of_nat k ^ 2) =
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2843
                 (\<Prod>k=1..n. 1 - z^2 / of_nat k ^ 2)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2844
      by (intro setprod.cong) (simp_all add: power2_eq_square field_simps)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2845
    finally show "(- of_real pi * inverse z) * (?f z n * ?f (-z) n) = of_real pi * z * \<dots>"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2846
      by (simp add: divide_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2847
  qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2848
  also have "(- of_real pi * inverse z) * (rGamma z * rGamma (- z)) = sin (of_real pi * z)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2849
    by (subst rGamma_reflection_complex') (simp add: divide_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2850
  finally show ?thesis .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2851
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2852
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2853
lemma sin_product_formula_real:
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2854
  "(\<lambda>n. pi * (x::real) * (\<Prod>k=1..n. 1 - x^2 / of_nat k^2)) \<longlonglongrightarrow> sin (pi * x)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2855
proof -
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2856
  from sin_product_formula_complex[of "of_real x"]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2857
    have "(\<lambda>n. of_real pi * of_real x * (\<Prod>k=1..n. 1 - (of_real x)^2 / (of_nat k)^2))
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2858
              \<longlonglongrightarrow> sin (of_real pi * of_real x :: complex)" (is "?f \<longlonglongrightarrow> ?y") .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2859
  also have "?f = (\<lambda>n. of_real (pi * x * (\<Prod>k=1..n. 1 - x^2 / (of_nat k^2))))" by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2860
  also have "?y = of_real (sin (pi * x))" by (simp only: sin_of_real [symmetric] of_real_mult)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2861
  finally show ?thesis by (subst (asm) tendsto_of_real_iff)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2862
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2863
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2864
lemma sin_product_formula_real':
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2865
  assumes "x \<noteq> (0::real)"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2866
  shows   "(\<lambda>n. (\<Prod>k=1..n. 1 - x^2 / of_nat k^2)) \<longlonglongrightarrow> sin (pi * x) / (pi * x)"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2867
  using tendsto_divide[OF sin_product_formula_real[of x] tendsto_const[of "pi * x"]] assms
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2868
  by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2869
62085
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2870
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2871
subsection \<open>The Solution to the Basel problem\<close>
5b7758af429e Tuned approximations in Multivariate_Analysis
Manuel Eberl <eberlm@in.tum.de>
parents: 62072
diff changeset
  2872
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2873
theorem inverse_squares_sums: "(\<lambda>n. 1 / (n + 1)\<^sup>2) sums (pi\<^sup>2 / 6)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2874
proof -
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  2875
  define P where "P x n = (\<Prod>k=1..n. 1 - x^2 / of_nat k^2)" for x :: real and n
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  2876
  define K where "K = (\<Sum>n. inverse (real_of_nat (Suc n))^2)"
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  2877
  define f where [abs_def]: "f x = (\<Sum>n. P x n / of_nat (Suc n)^2)" for x
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  2878
  define g where [abs_def]: "g x = (1 - sin (pi * x) / (pi * x))" for x
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2879
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2880
  have sums: "(\<lambda>n. P x n / of_nat (Suc n)^2) sums (if x = 0 then K else g x / x^2)" for x
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2881
  proof (cases "x = 0")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2882
    assume x: "x = 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2883
    have "summable (\<lambda>n. inverse ((real_of_nat (Suc n))\<^sup>2))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2884
      using inverse_power_summable[of 2] by (subst summable_Suc_iff) simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2885
    thus ?thesis by (simp add: x g_def P_def K_def inverse_eq_divide power_divide summable_sums)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2886
  next
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2887
    assume x: "x \<noteq> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2888
    have "(\<lambda>n. P x n - P x (Suc n)) sums (P x 0 - sin (pi * x) / (pi * x))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2889
      unfolding P_def using x by (intro telescope_sums' sin_product_formula_real')
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2890
    also have "(\<lambda>n. P x n - P x (Suc n)) = (\<lambda>n. (x^2 / of_nat (Suc n)^2) * P x n)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2891
      unfolding P_def by (simp add: setprod_nat_ivl_Suc' algebra_simps)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2892
    also have "P x 0 = 1" by (simp add: P_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2893
    finally have "(\<lambda>n. x\<^sup>2 / (of_nat (Suc n))\<^sup>2 * P x n) sums (1 - sin (pi * x) / (pi * x))" .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2894
    from sums_divide[OF this, of "x^2"] x show ?thesis unfolding g_def by simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2895
  qed
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2896
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2897
  have "continuous_on (ball 0 1) f"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2898
  proof (rule uniform_limit_theorem; (intro always_eventually allI)?)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2899
    show "uniform_limit (ball 0 1) (\<lambda>n x. \<Sum>k<n. P x k / of_nat (Suc k)^2) f sequentially"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2900
    proof (unfold f_def, rule weierstrass_m_test)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2901
      fix n :: nat and x :: real assume x: "x \<in> ball 0 1"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2902
      {
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2903
        fix k :: nat assume k: "k \<ge> 1"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2904
        from x have "x^2 < 1" by (auto simp: dist_0_norm abs_square_less_1)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2905
        also from k have "\<dots> \<le> of_nat k^2" by simp
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2906
        finally have "(1 - x^2 / of_nat k^2) \<in> {0..1}" using k
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2907
          by (simp_all add: field_simps del: of_nat_Suc)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2908
      }
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2909
      hence "(\<Prod>k=1..n. abs (1 - x^2 / of_nat k^2)) \<le> (\<Prod>k=1..n. 1)" by (intro setprod_mono) simp
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2910
      thus "norm (P x n / (of_nat (Suc n)^2)) \<le> 1 / of_nat (Suc n)^2"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2911
        unfolding P_def by (simp add: field_simps abs_setprod del: of_nat_Suc)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2912
    qed (subst summable_Suc_iff, insert inverse_power_summable[of 2], simp add: inverse_eq_divide)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2913
  qed (auto simp: P_def intro!: continuous_intros)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2914
  hence "isCont f 0" by (subst (asm) continuous_on_eq_continuous_at) simp_all
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2915
  hence "(f \<midarrow> 0 \<rightarrow> f 0)" by (simp add: isCont_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2916
  also have "f 0 = K" unfolding f_def P_def K_def by (simp add: inverse_eq_divide power_divide)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2917
  finally have "f \<midarrow> 0 \<rightarrow> K" .
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2918
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2919
  moreover have "f \<midarrow> 0 \<rightarrow> pi^2 / 6"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2920
  proof (rule Lim_transform_eventually)
63040
eb4ddd18d635 eliminated old 'def';
wenzelm
parents: 62534
diff changeset
  2921
    define f' where [abs_def]: "f' x = (\<Sum>n. - sin_coeff (n+3) * pi ^ (n+2) * x^n)" for x
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2922
    have "eventually (\<lambda>x. x \<noteq> (0::real)) (at 0)"
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2923
      by (auto simp add: eventually_at intro!: exI[of _ 1])
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2924
    thus "eventually (\<lambda>x. f' x = f x) (at 0)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2925
    proof eventually_elim
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2926
      fix x :: real assume x: "x \<noteq> 0"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2927
      have "sin_coeff 1 = (1 :: real)" "sin_coeff 2 = (0::real)" by (simp_all add: sin_coeff_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2928
      with sums_split_initial_segment[OF sums_minus[OF sin_converges], of 3 "pi*x"]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2929
      have "(\<lambda>n. - (sin_coeff (n+3) * (pi*x)^(n+3))) sums (pi * x - sin (pi*x))"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2930
        by (simp add: eval_nat_numeral)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2931
      from sums_divide[OF this, of "x^3 * pi"] x
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2932
        have "(\<lambda>n. - (sin_coeff (n+3) * pi^(n+2) * x^n)) sums ((1 - sin (pi*x) / (pi*x)) / x^2)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2933
        by (simp add: divide_simps eval_nat_numeral power_mult_distrib mult_ac)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2934
      with x have "(\<lambda>n. - (sin_coeff (n+3) * pi^(n+2) * x^n)) sums (g x / x^2)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2935
        by (simp add: g_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2936
      hence "f' x = g x / x^2" by (simp add: sums_iff f'_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2937
      also have "\<dots> = f x" using sums[of x] x by (simp add: sums_iff g_def f_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2938
      finally show "f' x = f x" .
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2939
    qed
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2940
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2941
    have "isCont f' 0" unfolding f'_def
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2942
    proof (intro isCont_powser_converges_everywhere)
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2943
      fix x :: real show "summable (\<lambda>n. -sin_coeff (n+3) * pi^(n+2) * x^n)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2944
      proof (cases "x = 0")
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2945
        assume x: "x \<noteq> 0"
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2946
        from summable_divide[OF sums_summable[OF sums_split_initial_segment[OF
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2947
               sin_converges[of "pi*x"]], of 3], of "-pi*x^3"] x
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2948
          show ?thesis by (simp add: mult_ac power_mult_distrib divide_simps eval_nat_numeral)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2949
      qed (simp only: summable_0_powser)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2950
    qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2951
    hence "f' \<midarrow> 0 \<rightarrow> f' 0" by (simp add: isCont_def)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2952
    also have "f' 0 = pi * pi / fact 3" unfolding f'_def
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2953
      by (subst powser_zero) (simp add: sin_coeff_def)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2954
    finally show "f' \<midarrow> 0 \<rightarrow> pi^2 / 6" by (simp add: eval_nat_numeral)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2955
  qed
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2956
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2957
  ultimately have "K = pi^2 / 6" by (rule LIM_unique)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2958
  moreover from inverse_power_summable[of 2]
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2959
    have "summable (\<lambda>n. (inverse (real_of_nat (Suc n)))\<^sup>2)"
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2960
    by (subst summable_Suc_iff) (simp add: power_inverse)
62131
1baed43f453e nonneg_Reals, nonpos_Reals, Cauchy integral formula, etc.
paulson
parents: 62085
diff changeset
  2961
  ultimately show ?thesis unfolding K_def
62049
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2962
    by (auto simp add: sums_iff power_divide inverse_eq_divide)
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2963
qed
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2964
b0f941e207cf Added lots of material on infinite sums, convergence radii, harmonic numbers, Gamma function
eberlm
parents:
diff changeset
  2965
end