src/HOL/Deriv.thy
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(*  Title       : Deriv.thy
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    Author      : Jacques D. Fleuriot
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    Copyright   : 1998  University of Cambridge
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    Author      : Brian Huffman
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    Conversion to Isar and new proofs by Lawrence C Paulson, 2004
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    GMVT by Benjamin Porter, 2005
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*)
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section{* Differentiation *}
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theory Deriv
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imports Limits
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begin
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subsection {* Frechet derivative *}
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definition
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  has_derivative :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> ('a \<Rightarrow> 'b) \<Rightarrow> 'a filter \<Rightarrow>  bool"
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  (infix "(has'_derivative)" 50)
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where
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  "(f has_derivative f') F \<longleftrightarrow>
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    (bounded_linear f' \<and>
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     ((\<lambda>y. ((f y - f (Lim F (\<lambda>x. x))) - f' (y - Lim F (\<lambda>x. x))) /\<^sub>R norm (y - Lim F (\<lambda>x. x))) ---> 0) F)"
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text {*
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  Usually the filter @{term F} is @{term "at x within s"}.  @{term "(f has_derivative D)
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  (at x within s)"} means: @{term D} is the derivative of function @{term f} at point @{term x}
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  within the set @{term s}. Where @{term s} is used to express left or right sided derivatives. In
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  most cases @{term s} is either a variable or @{term UNIV}.
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*}
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lemma has_derivative_eq_rhs: "(f has_derivative f') F \<Longrightarrow> f' = g' \<Longrightarrow> (f has_derivative g') F"
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  by simp
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definition 
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  has_field_derivative :: "('a::real_normed_field \<Rightarrow> 'a) \<Rightarrow> 'a \<Rightarrow> 'a filter \<Rightarrow> bool"
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  (infix "(has'_field'_derivative)" 50)
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where
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  "(f has_field_derivative D) F \<longleftrightarrow> (f has_derivative op * D) F"
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lemma DERIV_cong: "(f has_field_derivative X) F \<Longrightarrow> X = Y \<Longrightarrow> (f has_field_derivative Y) F"
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  by simp
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definition
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  has_vector_derivative :: "(real \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'b \<Rightarrow> real filter \<Rightarrow> bool"
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  (infix "has'_vector'_derivative" 50)
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where
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  "(f has_vector_derivative f') net \<longleftrightarrow> (f has_derivative (\<lambda>x. x *\<^sub>R f')) net"
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lemma has_vector_derivative_eq_rhs: "(f has_vector_derivative X) F \<Longrightarrow> X = Y \<Longrightarrow> (f has_vector_derivative Y) F"
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  by simp
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named_theorems derivative_intros "structural introduction rules for derivatives"
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setup {*
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  let
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    val eq_thms = @{thms has_derivative_eq_rhs DERIV_cong has_vector_derivative_eq_rhs}
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    fun eq_rule thm = get_first (try (fn eq_thm => eq_thm OF [thm])) eq_thms
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  in
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    Global_Theory.add_thms_dynamic
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      (@{binding derivative_eq_intros},
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        fn context =>
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          Named_Theorems.get (Context.proof_of context) @{named_theorems derivative_intros}
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          |> map_filter eq_rule)
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  end;
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*}
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text {*
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  The following syntax is only used as a legacy syntax.
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*}
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abbreviation (input)
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  FDERIV :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a \<Rightarrow>  ('a \<Rightarrow> 'b) \<Rightarrow> bool"
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  ("(FDERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60)
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where
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  "FDERIV f x :> f' \<equiv> (f has_derivative f') (at x)"
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lemma has_derivative_bounded_linear: "(f has_derivative f') F \<Longrightarrow> bounded_linear f'"
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  by (simp add: has_derivative_def)
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lemma has_derivative_linear: "(f has_derivative f') F \<Longrightarrow> linear f'"
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  using bounded_linear.linear[OF has_derivative_bounded_linear] .
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lemma has_derivative_ident[derivative_intros, simp]: "((\<lambda>x. x) has_derivative (\<lambda>x. x)) F"
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  by (simp add: has_derivative_def)
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lemma has_derivative_const[derivative_intros, simp]: "((\<lambda>x. c) has_derivative (\<lambda>x. 0)) F"
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  by (simp add: has_derivative_def)
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400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
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lemma (in bounded_linear) bounded_linear: "bounded_linear f" ..
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lemma (in bounded_linear) has_derivative:
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  "(g has_derivative g') F \<Longrightarrow> ((\<lambda>x. f (g x)) has_derivative (\<lambda>x. f (g' x))) F"
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  using assms unfolding has_derivative_def
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  apply safe
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  apply (erule bounded_linear_compose [OF bounded_linear])
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  apply (drule tendsto)
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  apply (simp add: scaleR diff add zero)
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  done
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lemmas has_derivative_scaleR_right [derivative_intros] =
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  bounded_linear.has_derivative [OF bounded_linear_scaleR_right]
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lemmas has_derivative_scaleR_left [derivative_intros] =
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  bounded_linear.has_derivative [OF bounded_linear_scaleR_left]
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lemmas has_derivative_mult_right [derivative_intros] =
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  bounded_linear.has_derivative [OF bounded_linear_mult_right]
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lemmas has_derivative_mult_left [derivative_intros] =
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  bounded_linear.has_derivative [OF bounded_linear_mult_left]
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lemma has_derivative_add[simp, derivative_intros]:
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  assumes f: "(f has_derivative f') F" and g: "(g has_derivative g') F"
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  shows "((\<lambda>x. f x + g x) has_derivative (\<lambda>x. f' x + g' x)) F"
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  unfolding has_derivative_def
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proof safe
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  let ?x = "Lim F (\<lambda>x. x)"
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  let ?D = "\<lambda>f f' y. ((f y - f ?x) - f' (y - ?x)) /\<^sub>R norm (y - ?x)"
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   118
  have "((\<lambda>x. ?D f f' x + ?D g g' x) ---> (0 + 0)) F"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   119
    using f g by (intro tendsto_add) (auto simp: has_derivative_def)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   120
  then show "(?D (\<lambda>x. f x + g x) (\<lambda>x. f' x + g' x) ---> 0) F"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   121
    by (simp add: field_simps scaleR_add_right scaleR_diff_right)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   122
qed (blast intro: bounded_linear_add f g has_derivative_bounded_linear)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   123
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   124
lemma has_derivative_setsum[simp, derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   125
  assumes f: "\<And>i. i \<in> I \<Longrightarrow> (f i has_derivative f' i) F"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   126
  shows "((\<lambda>x. \<Sum>i\<in>I. f i x) has_derivative (\<lambda>x. \<Sum>i\<in>I. f' i x)) F"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   127
proof cases
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   128
  assume "finite I" from this f show ?thesis
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   129
    by induct (simp_all add: f)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   130
qed simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   131
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   132
lemma has_derivative_minus[simp, derivative_intros]: "(f has_derivative f') F \<Longrightarrow> ((\<lambda>x. - f x) has_derivative (\<lambda>x. - f' x)) F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   133
  using has_derivative_scaleR_right[of f f' F "-1"] by simp
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   134
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   135
lemma has_derivative_diff[simp, derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   136
  "(f has_derivative f') F \<Longrightarrow> (g has_derivative g') F \<Longrightarrow> ((\<lambda>x. f x - g x) has_derivative (\<lambda>x. f' x - g' x)) F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   137
  by (simp only: diff_conv_add_uminus has_derivative_add has_derivative_minus)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   138
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   139
lemma has_derivative_at_within:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   140
  "(f has_derivative f') (at x within s) \<longleftrightarrow>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   141
    (bounded_linear f' \<and> ((\<lambda>y. ((f y - f x) - f' (y - x)) /\<^sub>R norm (y - x)) ---> 0) (at x within s))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   142
  by (cases "at x within s = bot") (simp_all add: has_derivative_def Lim_ident_at)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   143
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   144
lemma has_derivative_iff_norm:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   145
  "(f has_derivative f') (at x within s) \<longleftrightarrow>
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   146
    (bounded_linear f' \<and> ((\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x)) ---> 0) (at x within s))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   147
  using tendsto_norm_zero_iff[of _ "at x within s", where 'b="'b", symmetric]
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   148
  by (simp add: has_derivative_at_within divide_inverse ac_simps)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   149
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   150
lemma has_derivative_at:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   151
  "(f has_derivative D) (at x) \<longleftrightarrow> (bounded_linear D \<and> (\<lambda>h. norm (f (x + h) - f x - D h) / norm h) -- 0 --> 0)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   152
  unfolding has_derivative_iff_norm LIM_offset_zero_iff[of _ _ x] by simp
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   153
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   154
lemma field_has_derivative_at:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   155
  fixes x :: "'a::real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   156
  shows "(f has_derivative op * D) (at x) \<longleftrightarrow> (\<lambda>h. (f (x + h) - f x) / h) -- 0 --> D"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   157
  apply (unfold has_derivative_at)
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   158
  apply (simp add: bounded_linear_mult_right)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   159
  apply (simp cong: LIM_cong add: nonzero_norm_divide [symmetric])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   160
  apply (subst diff_divide_distrib)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   161
  apply (subst times_divide_eq_left [symmetric])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   162
  apply (simp cong: LIM_cong)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   163
  apply (simp add: tendsto_norm_zero_iff LIM_zero_iff)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   164
  done
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   165
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   166
lemma has_derivativeI:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   167
  "bounded_linear f' \<Longrightarrow> ((\<lambda>y. ((f y - f x) - f' (y - x)) /\<^sub>R norm (y - x)) ---> 0) (at x within s) \<Longrightarrow>
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   168
  (f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   169
  by (simp add: has_derivative_at_within)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   170
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   171
lemma has_derivativeI_sandwich:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   172
  assumes e: "0 < e" and bounded: "bounded_linear f'"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   173
    and sandwich: "(\<And>y. y \<in> s \<Longrightarrow> y \<noteq> x \<Longrightarrow> dist y x < e \<Longrightarrow> norm ((f y - f x) - f' (y - x)) / norm (y - x) \<le> H y)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   174
    and "(H ---> 0) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   175
  shows "(f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   176
  unfolding has_derivative_iff_norm
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   177
proof safe
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   178
  show "((\<lambda>y. norm (f y - f x - f' (y - x)) / norm (y - x)) ---> 0) (at x within s)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   179
  proof (rule tendsto_sandwich[where f="\<lambda>x. 0"])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   180
    show "(H ---> 0) (at x within s)" by fact
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   181
    show "eventually (\<lambda>n. norm (f n - f x - f' (n - x)) / norm (n - x) \<le> H n) (at x within s)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   182
      unfolding eventually_at using e sandwich by auto
58729
e8ecc79aee43 add tendsto_const and tendsto_ident_at as simp and intro rules
hoelzl
parents: 57953
diff changeset
   183
  qed (auto simp: le_divide_eq)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   184
qed fact
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   185
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   186
lemma has_derivative_subset: "(f has_derivative f') (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow> (f has_derivative f') (at x within t)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   187
  by (auto simp add: has_derivative_iff_norm intro: tendsto_within_subset)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   188
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   189
lemmas has_derivative_within_subset = has_derivative_subset 
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   190
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   191
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   192
subsection {* Continuity *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   193
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   194
lemma has_derivative_continuous:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   195
  assumes f: "(f has_derivative f') (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   196
  shows "continuous (at x within s) f"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   197
proof -
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   198
  from f interpret F: bounded_linear f' by (rule has_derivative_bounded_linear)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   199
  note F.tendsto[tendsto_intros]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   200
  let ?L = "\<lambda>f. (f ---> 0) (at x within s)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   201
  have "?L (\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x))"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   202
    using f unfolding has_derivative_iff_norm by blast
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   203
  then have "?L (\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x) * norm (y - x))" (is ?m)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   204
    by (rule tendsto_mult_zero) (auto intro!: tendsto_eq_intros)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   205
  also have "?m \<longleftrightarrow> ?L (\<lambda>y. norm ((f y - f x) - f' (y - x)))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   206
    by (intro filterlim_cong) (simp_all add: eventually_at_filter)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   207
  finally have "?L (\<lambda>y. (f y - f x) - f' (y - x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   208
    by (rule tendsto_norm_zero_cancel)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   209
  then have "?L (\<lambda>y. ((f y - f x) - f' (y - x)) + f' (y - x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   210
    by (rule tendsto_eq_intros) (auto intro!: tendsto_eq_intros simp: F.zero)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   211
  then have "?L (\<lambda>y. f y - f x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   212
    by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   213
  from tendsto_add[OF this tendsto_const, of "f x"] show ?thesis
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   214
    by (simp add: continuous_within)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   215
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   216
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   217
subsection {* Composition *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   218
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   219
lemma tendsto_at_iff_tendsto_nhds_within: "f x = y \<Longrightarrow> (f ---> y) (at x within s) \<longleftrightarrow> (f ---> y) (inf (nhds x) (principal s))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   220
  unfolding tendsto_def eventually_inf_principal eventually_at_filter
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   221
  by (intro ext all_cong imp_cong) (auto elim!: eventually_elim1)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   222
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diff changeset
   223
lemma has_derivative_in_compose:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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diff changeset
   224
  assumes f: "(f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   225
  assumes g: "(g has_derivative g') (at (f x) within (f`s))"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   226
  shows "((\<lambda>x. g (f x)) has_derivative (\<lambda>x. g' (f' x))) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   227
proof -
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diff changeset
   228
  from f interpret F: bounded_linear f' by (rule has_derivative_bounded_linear)
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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diff changeset
   229
  from g interpret G: bounded_linear g' by (rule has_derivative_bounded_linear)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   230
  from F.bounded obtain kF where kF: "\<And>x. norm (f' x) \<le> norm x * kF" by fast
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   231
  from G.bounded obtain kG where kG: "\<And>x. norm (g' x) \<le> norm x * kG" by fast
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   232
  note G.tendsto[tendsto_intros]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   233
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   234
  let ?L = "\<lambda>f. (f ---> 0) (at x within s)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   235
  let ?D = "\<lambda>f f' x y. (f y - f x) - f' (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   236
  let ?N = "\<lambda>f f' x y. norm (?D f f' x y) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   237
  let ?gf = "\<lambda>x. g (f x)" and ?gf' = "\<lambda>x. g' (f' x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   238
  def Nf \<equiv> "?N f f' x"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   239
  def Ng \<equiv> "\<lambda>y. ?N g g' (f x) (f y)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   240
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   241
  show ?thesis
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   242
  proof (rule has_derivativeI_sandwich[of 1])
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   243
    show "bounded_linear (\<lambda>x. g' (f' x))"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   244
      using f g by (blast intro: bounded_linear_compose has_derivative_bounded_linear)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   245
  next
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   246
    fix y::'a assume neq: "y \<noteq> x"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   247
    have "?N ?gf ?gf' x y = norm (g' (?D f f' x y) + ?D g g' (f x) (f y)) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   248
      by (simp add: G.diff G.add field_simps)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   249
    also have "\<dots> \<le> norm (g' (?D f f' x y)) / norm (y - x) + Ng y * (norm (f y - f x) / norm (y - x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   250
      by (simp add: add_divide_distrib[symmetric] divide_right_mono norm_triangle_ineq G.zero Ng_def)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   251
    also have "\<dots> \<le> Nf y * kG + Ng y * (Nf y + kF)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   252
    proof (intro add_mono mult_left_mono)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   253
      have "norm (f y - f x) = norm (?D f f' x y + f' (y - x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   254
        by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   255
      also have "\<dots> \<le> norm (?D f f' x y) + norm (f' (y - x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   256
        by (rule norm_triangle_ineq)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   257
      also have "\<dots> \<le> norm (?D f f' x y) + norm (y - x) * kF"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   258
        using kF by (intro add_mono) simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   259
      finally show "norm (f y - f x) / norm (y - x) \<le> Nf y + kF"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   260
        by (simp add: neq Nf_def field_simps)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   261
    qed (insert kG, simp_all add: Ng_def Nf_def neq zero_le_divide_iff field_simps)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   262
    finally show "?N ?gf ?gf' x y \<le> Nf y * kG + Ng y * (Nf y + kF)" .
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   263
  next
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   264
    have [tendsto_intros]: "?L Nf"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   265
      using f unfolding has_derivative_iff_norm Nf_def ..
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   266
    from f have "(f ---> f x) (at x within s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   267
      by (blast intro: has_derivative_continuous continuous_within[THEN iffD1])
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   268
    then have f': "LIM x at x within s. f x :> inf (nhds (f x)) (principal (f`s))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   269
      unfolding filterlim_def
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   270
      by (simp add: eventually_filtermap eventually_at_filter le_principal)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   271
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   272
    have "((?N g  g' (f x)) ---> 0) (at (f x) within f`s)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   273
      using g unfolding has_derivative_iff_norm ..
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   274
    then have g': "((?N g  g' (f x)) ---> 0) (inf (nhds (f x)) (principal (f`s)))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   275
      by (rule tendsto_at_iff_tendsto_nhds_within[THEN iffD1, rotated]) simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   276
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   277
    have [tendsto_intros]: "?L Ng"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   278
      unfolding Ng_def by (rule filterlim_compose[OF g' f'])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   279
    show "((\<lambda>y. Nf y * kG + Ng y * (Nf y + kF)) ---> 0) (at x within s)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   280
      by (intro tendsto_eq_intros) auto
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   281
  qed simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   282
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   283
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2aa0b19e74f3 unify syntax for has_derivative and differentiable
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diff changeset
   284
lemma has_derivative_compose:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   285
  "(f has_derivative f') (at x within s) \<Longrightarrow> (g has_derivative g') (at (f x)) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   286
  ((\<lambda>x. g (f x)) has_derivative (\<lambda>x. g' (f' x))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   287
  by (blast intro: has_derivative_in_compose has_derivative_subset)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   288
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   289
lemma (in bounded_bilinear) FDERIV:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
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parents: 55970
diff changeset
   290
  assumes f: "(f has_derivative f') (at x within s)" and g: "(g has_derivative g') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   291
  shows "((\<lambda>x. f x ** g x) has_derivative (\<lambda>h. f x ** g' h + f' h ** g x)) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   292
proof -
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   293
  from bounded_linear.bounded [OF has_derivative_bounded_linear [OF f]]
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   294
  obtain KF where norm_F: "\<And>x. norm (f' x) \<le> norm x * KF" by fast
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   295
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   296
  from pos_bounded obtain K where K: "0 < K" and norm_prod:
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   297
    "\<And>a b. norm (a ** b) \<le> norm a * norm b * K" by fast
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   298
  let ?D = "\<lambda>f f' y. f y - f x - f' (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   299
  let ?N = "\<lambda>f f' y. norm (?D f f' y) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   300
  def Ng =="?N g g'" and Nf =="?N f f'"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   301
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   302
  let ?fun1 = "\<lambda>y. norm (f y ** g y - f x ** g x - (f x ** g' (y - x) + f' (y - x) ** g x)) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   303
  let ?fun2 = "\<lambda>y. norm (f x) * Ng y * K + Nf y * norm (g y) * K + KF * norm (g y - g x) * K"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   304
  let ?F = "at x within s"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   305
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   306
  show ?thesis
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   307
  proof (rule has_derivativeI_sandwich[of 1])
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   308
    show "bounded_linear (\<lambda>h. f x ** g' h + f' h ** g x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   309
      by (intro bounded_linear_add
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   310
        bounded_linear_compose [OF bounded_linear_right] bounded_linear_compose [OF bounded_linear_left]
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   311
        has_derivative_bounded_linear [OF g] has_derivative_bounded_linear [OF f])
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   312
  next
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   313
    from g have "(g ---> g x) ?F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   314
      by (intro continuous_within[THEN iffD1] has_derivative_continuous)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   315
    moreover from f g have "(Nf ---> 0) ?F" "(Ng ---> 0) ?F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   316
      by (simp_all add: has_derivative_iff_norm Ng_def Nf_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   317
    ultimately have "(?fun2 ---> norm (f x) * 0 * K + 0 * norm (g x) * K + KF * norm (0::'b) * K) ?F"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   318
      by (intro tendsto_intros) (simp_all add: LIM_zero_iff)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   319
    then show "(?fun2 ---> 0) ?F"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   320
      by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   321
  next
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   322
    fix y::'d assume "y \<noteq> x"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   323
    have "?fun1 y = norm (f x ** ?D g g' y + ?D f f' y ** g y + f' (y - x) ** (g y - g x)) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   324
      by (simp add: diff_left diff_right add_left add_right field_simps)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   325
    also have "\<dots> \<le> (norm (f x) * norm (?D g g' y) * K + norm (?D f f' y) * norm (g y) * K +
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   326
        norm (y - x) * KF * norm (g y - g x) * K) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   327
      by (intro divide_right_mono mult_mono'
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   328
                order_trans [OF norm_triangle_ineq add_mono]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   329
                order_trans [OF norm_prod mult_right_mono]
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   330
                mult_nonneg_nonneg order_refl norm_ge_zero norm_F
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   331
                K [THEN order_less_imp_le])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   332
    also have "\<dots> = ?fun2 y"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   333
      by (simp add: add_divide_distrib Ng_def Nf_def)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   334
    finally show "?fun1 y \<le> ?fun2 y" .
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   335
  qed simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   336
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   337
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   338
lemmas has_derivative_mult[simp, derivative_intros] = bounded_bilinear.FDERIV[OF bounded_bilinear_mult]
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   339
lemmas has_derivative_scaleR[simp, derivative_intros] = bounded_bilinear.FDERIV[OF bounded_bilinear_scaleR]
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   340
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   341
lemma has_derivative_setprod[simp, derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   342
  fixes f :: "'i \<Rightarrow> 'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   343
  assumes f: "\<And>i. i \<in> I \<Longrightarrow> (f i has_derivative f' i) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   344
  shows "((\<lambda>x. \<Prod>i\<in>I. f i x) has_derivative (\<lambda>y. \<Sum>i\<in>I. f' i y * (\<Prod>j\<in>I - {i}. f j x))) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   345
proof cases
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   346
  assume "finite I" from this f show ?thesis
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   347
  proof induct
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   348
    case (insert i I)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   349
    let ?P = "\<lambda>y. f i x * (\<Sum>i\<in>I. f' i y * (\<Prod>j\<in>I - {i}. f j x)) + (f' i y) * (\<Prod>i\<in>I. f i x)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   350
    have "((\<lambda>x. f i x * (\<Prod>i\<in>I. f i x)) has_derivative ?P) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   351
      using insert by (intro has_derivative_mult) auto
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   352
    also have "?P = (\<lambda>y. \<Sum>i'\<in>insert i I. f' i' y * (\<Prod>j\<in>insert i I - {i'}. f j x))"
57418
6ab1c7cb0b8d fact consolidation
haftmann
parents: 56541
diff changeset
   353
      using insert(1,2) by (auto simp add: setsum_right_distrib insert_Diff_if intro!: ext setsum.cong)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   354
    finally show ?case
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   355
      using insert by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   356
  qed simp  
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   357
qed simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   358
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   359
lemma has_derivative_power[simp, derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   360
  fixes f :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   361
  assumes f: "(f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   362
  shows "((\<lambda>x. f x^n) has_derivative (\<lambda>y. of_nat n * f' y * f x^(n - 1))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   363
  using has_derivative_setprod[OF f, of "{..< n}"] by (simp add: setprod_constant ac_simps)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   364
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   365
lemma has_derivative_inverse':
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   366
  fixes x :: "'a::real_normed_div_algebra"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   367
  assumes x: "x \<noteq> 0"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   368
  shows "(inverse has_derivative (\<lambda>h. - (inverse x * h * inverse x))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   369
        (is "(?inv has_derivative ?f) _")
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   370
proof (rule has_derivativeI_sandwich)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   371
  show "bounded_linear (\<lambda>h. - (?inv x * h * ?inv x))"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   372
    apply (rule bounded_linear_minus)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   373
    apply (rule bounded_linear_mult_const)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   374
    apply (rule bounded_linear_const_mult)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   375
    apply (rule bounded_linear_ident)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   376
    done
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   377
next
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   378
  show "0 < norm x" using x by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   379
next
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   380
  show "((\<lambda>y. norm (?inv y - ?inv x) * norm (?inv x)) ---> 0) (at x within s)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   381
    apply (rule tendsto_mult_left_zero)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   382
    apply (rule tendsto_norm_zero)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   383
    apply (rule LIM_zero)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   384
    apply (rule tendsto_inverse)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   385
    apply (rule tendsto_ident_at)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   386
    apply (rule x)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   387
    done
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   388
next
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   389
  fix y::'a assume h: "y \<noteq> x" "dist y x < norm x"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   390
  then have "y \<noteq> 0"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   391
    by (auto simp: norm_conv_dist dist_commute)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   392
  have "norm (?inv y - ?inv x - ?f (y -x)) / norm (y - x) = norm ((?inv y - ?inv x) * (y - x) * ?inv x) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   393
    apply (subst inverse_diff_inverse [OF `y \<noteq> 0` x])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   394
    apply (subst minus_diff_minus)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   395
    apply (subst norm_minus_cancel)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   396
    apply (simp add: left_diff_distrib)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   397
    done
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   398
  also have "\<dots> \<le> norm (?inv y - ?inv x) * norm (y - x) * norm (?inv x) / norm (y - x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   399
    apply (rule divide_right_mono [OF _ norm_ge_zero])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   400
    apply (rule order_trans [OF norm_mult_ineq])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   401
    apply (rule mult_right_mono [OF _ norm_ge_zero])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   402
    apply (rule norm_mult_ineq)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   403
    done
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   404
  also have "\<dots> = norm (?inv y - ?inv x) * norm (?inv x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   405
    by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   406
  finally show "norm (?inv y - ?inv x - ?f (y -x)) / norm (y - x) \<le>
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   407
      norm (?inv y - ?inv x) * norm (?inv x)" .
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   408
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   409
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   410
lemma has_derivative_inverse[simp, derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   411
  fixes f :: "_ \<Rightarrow> 'a::real_normed_div_algebra"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   412
  assumes x:  "f x \<noteq> 0" and f: "(f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   413
  shows "((\<lambda>x. inverse (f x)) has_derivative (\<lambda>h. - (inverse (f x) * f' h * inverse (f x)))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   414
  using has_derivative_compose[OF f has_derivative_inverse', OF x] .
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   415
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   416
lemma has_derivative_divide[simp, derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   417
  fixes f :: "_ \<Rightarrow> 'a::real_normed_div_algebra"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   418
  assumes f: "(f has_derivative f') (at x within s)" and g: "(g has_derivative g') (at x within s)" 
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   419
  assumes x: "g x \<noteq> 0"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   420
  shows "((\<lambda>x. f x / g x) has_derivative
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   421
                (\<lambda>h. - f x * (inverse (g x) * g' h * inverse (g x)) + f' h / g x)) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   422
  using has_derivative_mult[OF f has_derivative_inverse[OF x g]]
56480
093ea91498e6 field_simps: better support for negation and division, and power
hoelzl
parents: 56479
diff changeset
   423
  by (simp add: field_simps)
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   424
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   425
text{*Conventional form requires mult-AC laws. Types real and complex only.*}
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   426
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   427
lemma has_derivative_divide'[derivative_intros]: 
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   428
  fixes f :: "_ \<Rightarrow> 'a::real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   429
  assumes f: "(f has_derivative f') (at x within s)" and g: "(g has_derivative g') (at x within s)" and x: "g x \<noteq> 0"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   430
  shows "((\<lambda>x. f x / g x) has_derivative (\<lambda>h. (f' h * g x - f x * g' h) / (g x * g x))) (at x within s)"
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   431
proof -
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   432
  { fix h
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   433
    have "f' h / g x - f x * (inverse (g x) * g' h * inverse (g x)) =
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   434
          (f' h * g x - f x * g' h) / (g x * g x)"
56480
093ea91498e6 field_simps: better support for negation and division, and power
hoelzl
parents: 56479
diff changeset
   435
      by (simp add: field_simps x)
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   436
   }
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   437
  then show ?thesis
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   438
    using has_derivative_divide [OF f g] x
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   439
    by simp
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   440
qed
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   441
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   442
subsection {* Uniqueness *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   443
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   444
text {*
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   445
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   446
This can not generally shown for @{const has_derivative}, as we need to approach the point from
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   447
all directions. There is a proof in @{text Multivariate_Analysis} for @{text euclidean_space}.
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   448
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   449
*}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   450
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   451
lemma has_derivative_zero_unique:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   452
  assumes "((\<lambda>x. 0) has_derivative F) (at x)" shows "F = (\<lambda>h. 0)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   453
proof -
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   454
  interpret F: bounded_linear F
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   455
    using assms by (rule has_derivative_bounded_linear)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   456
  let ?r = "\<lambda>h. norm (F h) / norm h"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   457
  have *: "?r -- 0 --> 0"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   458
    using assms unfolding has_derivative_at by simp
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   459
  show "F = (\<lambda>h. 0)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   460
  proof
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   461
    fix h show "F h = 0"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   462
    proof (rule ccontr)
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
   463
      assume **: "F h \<noteq> 0"
56541
0e3abadbef39 made divide_pos_pos a simp rule
nipkow
parents: 56480
diff changeset
   464
      hence h: "h \<noteq> 0" by (clarsimp simp add: F.zero)
0e3abadbef39 made divide_pos_pos a simp rule
nipkow
parents: 56480
diff changeset
   465
      with ** have "0 < ?r h" by simp
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   466
      from LIM_D [OF * this] obtain s where s: "0 < s"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   467
        and r: "\<And>x. x \<noteq> 0 \<Longrightarrow> norm x < s \<Longrightarrow> ?r x < ?r h" by auto
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   468
      from dense [OF s] obtain t where t: "0 < t \<and> t < s" ..
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   469
      let ?x = "scaleR (t / norm h) h"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   470
      have "?x \<noteq> 0" and "norm ?x < s" using t h by simp_all
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   471
      hence "?r ?x < ?r h" by (rule r)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   472
      thus "False" using t h by (simp add: F.scaleR)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   473
    qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   474
  qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   475
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   476
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   477
lemma has_derivative_unique:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   478
  assumes "(f has_derivative F) (at x)" and "(f has_derivative F') (at x)" shows "F = F'"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   479
proof -
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   480
  have "((\<lambda>x. 0) has_derivative (\<lambda>h. F h - F' h)) (at x)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   481
    using has_derivative_diff [OF assms] by simp
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   482
  hence "(\<lambda>h. F h - F' h) = (\<lambda>h. 0)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   483
    by (rule has_derivative_zero_unique)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   484
  thus "F = F'"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   485
    unfolding fun_eq_iff right_minus_eq .
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   486
qed
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   487
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   488
subsection {* Differentiability predicate *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   489
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   490
definition
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   491
  differentiable :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a filter \<Rightarrow> bool"
56182
528fae0816ea update syntax of has_*derivative to infix 50; fixed proofs
hoelzl
parents: 56181
diff changeset
   492
  (infix "differentiable" 50)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   493
where
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   494
  "f differentiable F \<longleftrightarrow> (\<exists>D. (f has_derivative D) F)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   495
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   496
lemma differentiable_subset: "f differentiable (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow> f differentiable (at x within t)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   497
  unfolding differentiable_def by (blast intro: has_derivative_subset)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   498
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   499
lemmas differentiable_within_subset = differentiable_subset
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   500
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   501
lemma differentiable_ident [simp, derivative_intros]: "(\<lambda>x. x) differentiable F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   502
  unfolding differentiable_def by (blast intro: has_derivative_ident)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   503
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   504
lemma differentiable_const [simp, derivative_intros]: "(\<lambda>z. a) differentiable F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   505
  unfolding differentiable_def by (blast intro: has_derivative_const)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   506
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   507
lemma differentiable_in_compose:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   508
  "f differentiable (at (g x) within (g`s)) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f (g x)) differentiable (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   509
  unfolding differentiable_def by (blast intro: has_derivative_in_compose)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   510
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   511
lemma differentiable_compose:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   512
  "f differentiable (at (g x)) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f (g x)) differentiable (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   513
  by (blast intro: differentiable_in_compose differentiable_subset)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   514
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   515
lemma differentiable_sum [simp, derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   516
  "f differentiable F \<Longrightarrow> g differentiable F \<Longrightarrow> (\<lambda>x. f x + g x) differentiable F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   517
  unfolding differentiable_def by (blast intro: has_derivative_add)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   518
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   519
lemma differentiable_minus [simp, derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   520
  "f differentiable F \<Longrightarrow> (\<lambda>x. - f x) differentiable F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   521
  unfolding differentiable_def by (blast intro: has_derivative_minus)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   522
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   523
lemma differentiable_diff [simp, derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   524
  "f differentiable F \<Longrightarrow> g differentiable F \<Longrightarrow> (\<lambda>x. f x - g x) differentiable F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   525
  unfolding differentiable_def by (blast intro: has_derivative_diff)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   526
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   527
lemma differentiable_mult [simp, derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   528
  fixes f g :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_algebra"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   529
  shows "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f x * g x) differentiable (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   530
  unfolding differentiable_def by (blast intro: has_derivative_mult)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   531
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   532
lemma differentiable_inverse [simp, derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   533
  fixes f :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   534
  shows "f differentiable (at x within s) \<Longrightarrow> f x \<noteq> 0 \<Longrightarrow> (\<lambda>x. inverse (f x)) differentiable (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   535
  unfolding differentiable_def by (blast intro: has_derivative_inverse)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   536
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   537
lemma differentiable_divide [simp, derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   538
  fixes f g :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   539
  shows "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> g x \<noteq> 0 \<Longrightarrow> (\<lambda>x. f x / g x) differentiable (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   540
  unfolding divide_inverse using assms by simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   541
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   542
lemma differentiable_power [simp, derivative_intros]:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   543
  fixes f g :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   544
  shows "f differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f x ^ n) differentiable (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   545
  unfolding differentiable_def by (blast intro: has_derivative_power)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   546
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   547
lemma differentiable_scaleR [simp, derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   548
  "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f x *\<^sub>R g x) differentiable (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   549
  unfolding differentiable_def by (blast intro: has_derivative_scaleR)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   550
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   551
lemma has_derivative_imp_has_field_derivative:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   552
  "(f has_derivative D) F \<Longrightarrow> (\<And>x. x * D' = D x) \<Longrightarrow> (f has_field_derivative D') F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   553
  unfolding has_field_derivative_def 
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   554
  by (rule has_derivative_eq_rhs[of f D]) (simp_all add: fun_eq_iff mult.commute)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   555
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   556
lemma has_field_derivative_imp_has_derivative: "(f has_field_derivative D) F \<Longrightarrow> (f has_derivative op * D) F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   557
  by (simp add: has_field_derivative_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   558
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   559
lemma DERIV_subset: 
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   560
  "(f has_field_derivative f') (at x within s) \<Longrightarrow> t \<subseteq> s 
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   561
   \<Longrightarrow> (f has_field_derivative f') (at x within t)"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   562
  by (simp add: has_field_derivative_def has_derivative_within_subset)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   563
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   564
abbreviation (input)
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   565
  DERIV :: "('a::real_normed_field \<Rightarrow> 'a) \<Rightarrow> 'a \<Rightarrow> 'a \<Rightarrow> bool"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   566
  ("(DERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   567
where
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   568
  "DERIV f x :> D \<equiv> (f has_field_derivative D) (at x)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   569
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   570
abbreviation 
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   571
  has_real_derivative :: "(real \<Rightarrow> real) \<Rightarrow> real \<Rightarrow> real filter \<Rightarrow> bool"
56182
528fae0816ea update syntax of has_*derivative to infix 50; fixed proofs
hoelzl
parents: 56181
diff changeset
   572
  (infix "(has'_real'_derivative)" 50)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   573
where
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   574
  "(f has_real_derivative D) F \<equiv> (f has_field_derivative D) F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   575
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   576
lemma real_differentiable_def:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   577
  "f differentiable at x within s \<longleftrightarrow> (\<exists>D. (f has_real_derivative D) (at x within s))"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   578
proof safe
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   579
  assume "f differentiable at x within s"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   580
  then obtain f' where *: "(f has_derivative f') (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   581
    unfolding differentiable_def by auto
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   582
  then obtain c where "f' = (op * c)"
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   583
    by (metis real_bounded_linear has_derivative_bounded_linear mult.commute fun_eq_iff)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   584
  with * show "\<exists>D. (f has_real_derivative D) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   585
    unfolding has_field_derivative_def by auto
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   586
qed (auto simp: differentiable_def has_field_derivative_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   587
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   588
lemma real_differentiableE [elim?]:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   589
  assumes f: "f differentiable (at x within s)" obtains df where "(f has_real_derivative df) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   590
  using assms by (auto simp: real_differentiable_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   591
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   592
lemma differentiableD: "f differentiable (at x within s) \<Longrightarrow> \<exists>D. (f has_real_derivative D) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   593
  by (auto elim: real_differentiableE)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   594
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   595
lemma differentiableI: "(f has_real_derivative D) (at x within s) \<Longrightarrow> f differentiable (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   596
  by (force simp add: real_differentiable_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   597
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   598
lemma DERIV_def: "DERIV f x :> D \<longleftrightarrow> (\<lambda>h. (f (x + h) - f x) / h) -- 0 --> D"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   599
  apply (simp add: has_field_derivative_def has_derivative_at bounded_linear_mult_right LIM_zero_iff[symmetric, of _ D])
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   600
  apply (subst (2) tendsto_norm_zero_iff[symmetric])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   601
  apply (rule filterlim_cong)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   602
  apply (simp_all add: eventually_at_filter field_simps nonzero_norm_divide)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   603
  done
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   604
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   605
lemma mult_commute_abs: "(\<lambda>x. x * c) = op * (c::'a::ab_semigroup_mult)"
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   606
  by (simp add: fun_eq_iff mult.commute)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   607
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   608
subsection {* Derivatives *}
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   609
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   610
lemma DERIV_D: "DERIV f x :> D \<Longrightarrow> (\<lambda>h. (f (x + h) - f x) / h) -- 0 --> D"
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   611
  by (simp add: DERIV_def)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   612
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   613
lemma DERIV_const [simp, derivative_intros]: "((\<lambda>x. k) has_field_derivative 0) F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   614
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_const]) auto
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   615
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   616
lemma DERIV_ident [simp, derivative_intros]: "((\<lambda>x. x) has_field_derivative 1) F"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   617
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_ident]) auto
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   618
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   619
lemma field_differentiable_add[derivative_intros]:
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   620
  "(f has_field_derivative f') F \<Longrightarrow> (g has_field_derivative g') F \<Longrightarrow> 
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   621
    ((\<lambda>z. f z + g z) has_field_derivative f' + g') F"
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   622
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_add])
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   623
     (auto simp: has_field_derivative_def field_simps mult_commute_abs)
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   624
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   625
corollary DERIV_add:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   626
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> (g has_field_derivative E) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   627
  ((\<lambda>x. f x + g x) has_field_derivative D + E) (at x within s)"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   628
  by (rule field_differentiable_add)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   629
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   630
lemma field_differentiable_minus[derivative_intros]:
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   631
  "(f has_field_derivative f') F \<Longrightarrow> ((\<lambda>z. - (f z)) has_field_derivative -f') F"
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   632
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_minus])
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   633
     (auto simp: has_field_derivative_def field_simps mult_commute_abs)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   634
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   635
corollary DERIV_minus: "(f has_field_derivative D) (at x within s) \<Longrightarrow> ((\<lambda>x. - f x) has_field_derivative -D) (at x within s)"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   636
  by (rule field_differentiable_minus)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   637
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   638
lemma field_differentiable_diff[derivative_intros]:
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   639
  "(f has_field_derivative f') F \<Longrightarrow> (g has_field_derivative g') F \<Longrightarrow> ((\<lambda>z. f z - g z) has_field_derivative f' - g') F"
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   640
  by (simp only: assms diff_conv_add_uminus field_differentiable_add field_differentiable_minus)
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   641
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   642
corollary DERIV_diff:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   643
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> (g has_field_derivative E) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   644
  ((\<lambda>x. f x - g x) has_field_derivative D - E) (at x within s)"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   645
  by (rule field_differentiable_diff)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   646
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   647
lemma DERIV_continuous: "(f has_field_derivative D) (at x within s) \<Longrightarrow> continuous (at x within s) f"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   648
  by (drule has_derivative_continuous[OF has_field_derivative_imp_has_derivative]) simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   649
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   650
corollary DERIV_isCont: "DERIV f x :> D \<Longrightarrow> isCont f x"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   651
  by (rule DERIV_continuous)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   652
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   653
lemma DERIV_continuous_on:
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   654
  "(\<And>x. x \<in> s \<Longrightarrow> (f has_field_derivative D) (at x)) \<Longrightarrow> continuous_on s f"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
   655
  by (metis DERIV_continuous continuous_at_imp_continuous_on)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   656
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   657
lemma DERIV_mult':
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   658
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> (g has_field_derivative E) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   659
  ((\<lambda>x. f x * g x) has_field_derivative f x * E + D * g x) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   660
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_mult])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   661
     (auto simp: field_simps mult_commute_abs dest: has_field_derivative_imp_has_derivative)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   662
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   663
lemma DERIV_mult[derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   664
  "(f has_field_derivative Da) (at x within s) \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   665
  ((\<lambda>x. f x * g x) has_field_derivative Da * g x + Db * f x) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   666
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_mult])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   667
     (auto simp: field_simps dest: has_field_derivative_imp_has_derivative)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   668
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   669
text {* Derivative of linear multiplication *}
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   670
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   671
lemma DERIV_cmult:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   672
  "(f has_field_derivative D) (at x within s) ==> ((\<lambda>x. c * f x) has_field_derivative c * D) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   673
  by (drule DERIV_mult' [OF DERIV_const], simp)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   674
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   675
lemma DERIV_cmult_right:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   676
  "(f has_field_derivative D) (at x within s) ==> ((\<lambda>x. f x * c) has_field_derivative D * c) (at x within s)"
57514
bdc2c6b40bf2 prefer ac_simps collections over separate name bindings for add and mult
haftmann
parents: 57512
diff changeset
   677
  using DERIV_cmult by (force simp add: ac_simps)
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   678
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   679
lemma DERIV_cmult_Id [simp]: "(op * c has_field_derivative c) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   680
  by (cut_tac c = c and x = x in DERIV_ident [THEN DERIV_cmult], simp)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   681
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   682
lemma DERIV_cdivide:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   683
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> ((\<lambda>x. f x / c) has_field_derivative D / c) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   684
  using DERIV_cmult_right[of f D x s "1 / c"] by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   685
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   686
lemma DERIV_unique:
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   687
  "DERIV f x :> D \<Longrightarrow> DERIV f x :> E \<Longrightarrow> D = E"
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   688
  unfolding DERIV_def by (rule LIM_unique) 
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   689
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   690
lemma DERIV_setsum[derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   691
  "(\<And> n. n \<in> S \<Longrightarrow> ((\<lambda>x. f x n) has_field_derivative (f' x n)) F) \<Longrightarrow> 
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   692
    ((\<lambda>x. setsum (f x) S) has_field_derivative setsum (f' x) S) F"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   693
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_setsum])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   694
     (auto simp: setsum_right_distrib mult_commute_abs dest: has_field_derivative_imp_has_derivative)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   695
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   696
lemma DERIV_inverse'[derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   697
  "(f has_field_derivative D) (at x within s) \<Longrightarrow> f x \<noteq> 0 \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   698
  ((\<lambda>x. inverse (f x)) has_field_derivative - (inverse (f x) * D * inverse (f x))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   699
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_inverse])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   700
     (auto dest: has_field_derivative_imp_has_derivative)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   701
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   702
text {* Power of @{text "-1"} *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   703
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   704
lemma DERIV_inverse:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   705
  "x \<noteq> 0 \<Longrightarrow> ((\<lambda>x. inverse(x)) has_field_derivative - (inverse x ^ Suc (Suc 0))) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   706
  by (drule DERIV_inverse' [OF DERIV_ident]) simp
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   707
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   708
text {* Derivative of inverse *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   709
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   710
lemma DERIV_inverse_fun:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   711
  "(f has_field_derivative d) (at x within s) \<Longrightarrow> f x \<noteq> 0 \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   712
  ((\<lambda>x. inverse (f x)) has_field_derivative (- (d * inverse(f x ^ Suc (Suc 0))))) (at x within s)"
57514
bdc2c6b40bf2 prefer ac_simps collections over separate name bindings for add and mult
haftmann
parents: 57512
diff changeset
   713
  by (drule (1) DERIV_inverse') (simp add: ac_simps nonzero_inverse_mult_distrib)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   714
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   715
text {* Derivative of quotient *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   716
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   717
lemma DERIV_divide[derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   718
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   719
  (g has_field_derivative E) (at x within s) \<Longrightarrow> g x \<noteq> 0 \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   720
  ((\<lambda>x. f x / g x) has_field_derivative (D * g x - f x * E) / (g x * g x)) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   721
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_divide])
56480
093ea91498e6 field_simps: better support for negation and division, and power
hoelzl
parents: 56479
diff changeset
   722
     (auto dest: has_field_derivative_imp_has_derivative simp: field_simps)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   723
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   724
lemma DERIV_quotient:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   725
  "(f has_field_derivative d) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   726
  (g has_field_derivative e) (at x within s)\<Longrightarrow> g x \<noteq> 0 \<Longrightarrow> 
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   727
  ((\<lambda>y. f y / g y) has_field_derivative (d * g x - (e * f x)) / (g x ^ Suc (Suc 0))) (at x within s)"
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   728
  by (drule (2) DERIV_divide) (simp add: mult.commute)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   729
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   730
lemma DERIV_power_Suc:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   731
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   732
  ((\<lambda>x. f x ^ Suc n) has_field_derivative (1 + of_nat n) * (D * f x ^ n)) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   733
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_power])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   734
     (auto simp: has_field_derivative_def)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   735
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   736
lemma DERIV_power[derivative_intros]:
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   737
  "(f has_field_derivative D) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   738
  ((\<lambda>x. f x ^ n) has_field_derivative of_nat n * (D * f x ^ (n - Suc 0))) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   739
  by (rule has_derivative_imp_has_field_derivative[OF has_derivative_power])
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   740
     (auto simp: has_field_derivative_def)
31880
6fb86c61747c Added DERIV_intros
hoelzl
parents: 31404
diff changeset
   741
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   742
lemma DERIV_pow: "((\<lambda>x. x ^ n) has_field_derivative real n * (x ^ (n - Suc 0))) (at x within s)"
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   743
  apply (cut_tac DERIV_power [OF DERIV_ident])
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   744
  apply (simp add: real_of_nat_def)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   745
  done
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   746
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   747
lemma DERIV_chain': "(f has_field_derivative D) (at x within s) \<Longrightarrow> DERIV g (f x) :> E \<Longrightarrow> 
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   748
  ((\<lambda>x. g (f x)) has_field_derivative E * D) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   749
  using has_derivative_compose[of f "op * D" x s g "op * E"]
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   750
  unfolding has_field_derivative_def mult_commute_abs ac_simps .
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   751
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   752
corollary DERIV_chain2: "DERIV f (g x) :> Da \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   753
  ((\<lambda>x. f (g x)) has_field_derivative Da * Db) (at x within s)"
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   754
  by (rule DERIV_chain')
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   755
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   756
text {* Standard version *}
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   757
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   758
lemma DERIV_chain:
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   759
  "DERIV f (g x) :> Da \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow> 
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   760
  (f o g has_field_derivative Da * Db) (at x within s)"
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   761
  by (drule (1) DERIV_chain', simp add: o_def mult.commute)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   762
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   763
lemma DERIV_image_chain: 
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   764
  "(f has_field_derivative Da) (at (g x) within (g ` s)) \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow>
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   765
  (f o g has_field_derivative Da * Db) (at x within s)"
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   766
  using has_derivative_in_compose [of g "op * Db" x s f "op * Da "]
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   767
  by (simp add: has_field_derivative_def o_def mult_commute_abs ac_simps)
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   768
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   769
(*These two are from HOL Light: HAS_COMPLEX_DERIVATIVE_CHAIN*)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   770
lemma DERIV_chain_s:
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   771
  assumes "(\<And>x. x \<in> s \<Longrightarrow> DERIV g x :> g'(x))"
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   772
      and "DERIV f x :> f'" 
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   773
      and "f x \<in> s"
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   774
    shows "DERIV (\<lambda>x. g(f x)) x :> f' * g'(f x)"
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   775
  by (metis (full_types) DERIV_chain' mult.commute assms)
55967
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   776
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   777
lemma DERIV_chain3: (*HAS_COMPLEX_DERIVATIVE_CHAIN_UNIV*)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   778
  assumes "(\<And>x. DERIV g x :> g'(x))"
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   779
      and "DERIV f x :> f'" 
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   780
    shows "DERIV (\<lambda>x. g(f x)) x :> f' * g'(f x)"
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   781
  by (metis UNIV_I DERIV_chain_s [of UNIV] assms)
5dadc93ff3df a few new lemmas
paulson <lp15@cam.ac.uk>
parents: 54230
diff changeset
   782
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   783
declare
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   784
  DERIV_power[where 'a=real, unfolded real_of_nat_def[symmetric], derivative_intros]
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   785
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   786
text{*Alternative definition for differentiability*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   787
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   788
lemma DERIV_LIM_iff:
31338
d41a8ba25b67 generalize constants from Lim.thy to class metric_space
huffman
parents: 31336
diff changeset
   789
  fixes f :: "'a::{real_normed_vector,inverse} \<Rightarrow> 'a" shows
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   790
     "((%h. (f(a + h) - f(a)) / h) -- 0 --> D) =
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   791
      ((%x. (f(x)-f(a)) / (x-a)) -- a --> D)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   792
apply (rule iffI)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   793
apply (drule_tac k="- a" in LIM_offset)
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
   794
apply simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   795
apply (drule_tac k="a" in LIM_offset)
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   796
apply (simp add: add.commute)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   797
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   798
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   799
lemma DERIV_iff2: "(DERIV f x :> D) \<longleftrightarrow> (\<lambda>z. (f z - f x) / (z - x)) --x --> D"
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   800
  by (simp add: DERIV_def DERIV_LIM_iff)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   801
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   802
lemma DERIV_cong_ev: "x = y \<Longrightarrow> eventually (\<lambda>x. f x = g x) (nhds x) \<Longrightarrow> u = v \<Longrightarrow>
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   803
    DERIV f x :> u \<longleftrightarrow> DERIV g y :> v"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   804
  unfolding DERIV_iff2
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   805
proof (rule filterlim_cong)
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
   806
  assume *: "eventually (\<lambda>x. f x = g x) (nhds x)"
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
   807
  moreover from * have "f x = g x" by (auto simp: eventually_nhds)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   808
  moreover assume "x = y" "u = v"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   809
  ultimately show "eventually (\<lambda>xa. (f xa - f x) / (xa - x) = (g xa - g y) / (xa - y)) (at x)"
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   810
    by (auto simp: eventually_at_filter elim: eventually_elim1)
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   811
qed simp_all
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   812
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   813
lemma DERIV_shift:
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   814
  "(DERIV f (x + z) :> y) \<longleftrightarrow> (DERIV (\<lambda>x. f (x + z)) x :> y)"
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   815
  by (simp add: DERIV_def field_simps)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   816
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   817
lemma DERIV_mirror:
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   818
  "(DERIV f (- x) :> y) \<longleftrightarrow> (DERIV (\<lambda>x. f (- x::real) :: real) x :> - y)"
56479
91958d4b30f7 revert c1bbd3e22226, a14831ac3023, and 36489d77c484: divide_minus_left/right are again simp rules
hoelzl
parents: 56409
diff changeset
   819
  by (simp add: DERIV_def filterlim_at_split filterlim_at_left_to_right
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   820
                tendsto_minus_cancel_left field_simps conj_commute)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   821
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   822
text {* Caratheodory formulation of derivative at a point *}
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   823
55970
6d123f0ae358 Some new proofs. Tidying up, esp to remove "apply rule".
paulson <lp15@cam.ac.uk>
parents: 55967
diff changeset
   824
lemma CARAT_DERIV: (*FIXME: SUPERSEDED BY THE ONE IN Deriv.thy. But still used by NSA/HDeriv.thy*)
51642
400ec5ae7f8f move FrechetDeriv from the Library to HOL/Deriv; base DERIV on FDERIV and both derivatives allow a restricted support set; FDERIV is now an abbreviation of has_derivative
hoelzl
parents: 51641
diff changeset
   825
  "(DERIV f x :> l) \<longleftrightarrow> (\<exists>g. (\<forall>z. f z - f x = g z * (z - x)) \<and> isCont g x \<and> g x = l)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   826
      (is "?lhs = ?rhs")
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   827
proof
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   828
  assume der: "DERIV f x :> l"
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   829
  show "\<exists>g. (\<forall>z. f z - f x = g z * (z-x)) \<and> isCont g x \<and> g x = l"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   830
  proof (intro exI conjI)
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   831
    let ?g = "(%z. if z = x then l else (f z - f x) / (z-x))"
23413
5caa2710dd5b tuned laws for cancellation in divisions for fields.
nipkow
parents: 23412
diff changeset
   832
    show "\<forall>z. f z - f x = ?g z * (z-x)" by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   833
    show "isCont ?g x" using der
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   834
      by (simp add: isCont_iff DERIV_def cong: LIM_equal [rule_format])
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   835
    show "?g x = l" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   836
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   837
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   838
  assume "?rhs"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   839
  then obtain g where
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   840
    "(\<forall>z. f z - f x = g z * (z-x))" and "isCont g x" and "g x = l" by blast
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   841
  thus "(DERIV f x :> l)"
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
   842
     by (auto simp add: isCont_iff DERIV_def cong: LIM_cong)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   843
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   844
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   845
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   846
subsection {* Local extrema *}
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   847
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   848
text{*If @{term "0 < f'(x)"} then @{term x} is Locally Strictly Increasing At The Right*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   849
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   850
lemma DERIV_pos_inc_right:
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   851
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   852
  assumes der: "DERIV f x :> l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   853
      and l:   "0 < l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   854
  shows "\<exists>d > 0. \<forall>h > 0. h < d --> f(x) < f(x + h)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   855
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   856
  from l der [THEN DERIV_D, THEN LIM_D [where r = "l"]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   857
  have "\<exists>s > 0. (\<forall>z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < l)"
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
   858
    by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   859
  then obtain s
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   860
        where s:   "0 < s"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   861
          and all: "!!z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   862
    by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   863
  thus ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   864
  proof (intro exI conjI strip)
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
   865
    show "0<s" using s .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   866
    fix h::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   867
    assume "0 < h" "h < s"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   868
    with all [of h] show "f x < f (x+h)"
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
   869
    proof (simp add: abs_if pos_less_divide_eq split add: split_if_asm)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   870
      assume "~ (f (x+h) - f x) / h < l" and h: "0 < h"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   871
      with l
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   872
      have "0 < (f (x+h) - f x) / h" by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   873
      thus "f x < f (x+h)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   874
  by (simp add: pos_less_divide_eq h)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   875
    qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   876
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   877
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   878
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   879
lemma DERIV_neg_dec_left:
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   880
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   881
  assumes der: "DERIV f x :> l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   882
      and l:   "l < 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   883
  shows "\<exists>d > 0. \<forall>h > 0. h < d --> f(x) < f(x-h)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   884
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   885
  from l der [THEN DERIV_D, THEN LIM_D [where r = "-l"]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   886
  have "\<exists>s > 0. (\<forall>z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < -l)"
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
   887
    by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   888
  then obtain s
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   889
        where s:   "0 < s"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   890
          and all: "!!z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < -l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   891
    by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   892
  thus ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   893
  proof (intro exI conjI strip)
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
   894
    show "0<s" using s .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   895
    fix h::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   896
    assume "0 < h" "h < s"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   897
    with all [of "-h"] show "f x < f (x-h)"
56479
91958d4b30f7 revert c1bbd3e22226, a14831ac3023, and 36489d77c484: divide_minus_left/right are again simp rules
hoelzl
parents: 56409
diff changeset
   898
    proof (simp add: abs_if pos_less_divide_eq split add: split_if_asm)
91958d4b30f7 revert c1bbd3e22226, a14831ac3023, and 36489d77c484: divide_minus_left/right are again simp rules
hoelzl
parents: 56409
diff changeset
   899
      assume " - ((f (x-h) - f x) / h) < l" and h: "0 < h"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   900
      with l
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   901
      have "0 < (f (x-h) - f x) / h" by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   902
      thus "f x < f (x-h)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   903
  by (simp add: pos_less_divide_eq h)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   904
    qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   905
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   906
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   907
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   908
lemma DERIV_pos_inc_left:
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   909
  fixes f :: "real => real"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   910
  shows "DERIV f x :> l \<Longrightarrow> 0 < l \<Longrightarrow> \<exists>d > 0. \<forall>h > 0. h < d --> f(x - h) < f(x)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   911
  apply (rule DERIV_neg_dec_left [of "%x. - f x" "-l" x, simplified])
41368
8afa26855137 use DERIV_intros
hoelzl
parents: 37891
diff changeset
   912
  apply (auto simp add: DERIV_minus)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   913
  done
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   914
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   915
lemma DERIV_neg_dec_right:
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   916
  fixes f :: "real => real"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   917
  shows "DERIV f x :> l \<Longrightarrow> l < 0 \<Longrightarrow> \<exists>d > 0. \<forall>h > 0. h < d --> f(x) > f(x + h)"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   918
  apply (rule DERIV_pos_inc_right [of "%x. - f x" "-l" x, simplified])
41368
8afa26855137 use DERIV_intros
hoelzl
parents: 37891
diff changeset
   919
  apply (auto simp add: DERIV_minus)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   920
  done
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   921
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   922
lemma DERIV_local_max:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   923
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   924
  assumes der: "DERIV f x :> l"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   925
      and d:   "0 < d"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   926
      and le:  "\<forall>y. \<bar>x-y\<bar> < d --> f(y) \<le> f(x)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   927
  shows "l = 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   928
proof (cases rule: linorder_cases [of l 0])
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
   929
  case equal thus ?thesis .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   930
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   931
  case less
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   932
  from DERIV_neg_dec_left [OF der less]
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   933
  obtain d' where d': "0 < d'"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   934
             and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x-h)" by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   935
  from real_lbound_gt_zero [OF d d']
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   936
  obtain e where "0 < e \<and> e < d \<and> e < d'" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   937
  with lt le [THEN spec [where x="x-e"]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   938
  show ?thesis by (auto simp add: abs_if)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   939
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   940
  case greater
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
   941
  from DERIV_pos_inc_right [OF der greater]
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   942
  obtain d' where d': "0 < d'"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   943
             and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x + h)" by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   944
  from real_lbound_gt_zero [OF d d']
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   945
  obtain e where "0 < e \<and> e < d \<and> e < d'" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   946
  with lt le [THEN spec [where x="x+e"]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   947
  show ?thesis by (auto simp add: abs_if)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   948
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   949
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   950
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   951
text{*Similar theorem for a local minimum*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   952
lemma DERIV_local_min:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   953
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   954
  shows "[| DERIV f x :> l; 0 < d; \<forall>y. \<bar>x-y\<bar> < d --> f(x) \<le> f(y) |] ==> l = 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   955
by (drule DERIV_minus [THEN DERIV_local_max], auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   956
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   957
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   958
text{*In particular, if a function is locally flat*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   959
lemma DERIV_local_const:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   960
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   961
  shows "[| DERIV f x :> l; 0 < d; \<forall>y. \<bar>x-y\<bar> < d --> f(x) = f(y) |] ==> l = 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   962
by (auto dest!: DERIV_local_max)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   963
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   964
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   965
subsection {* Rolle's Theorem *}
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
   966
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   967
text{*Lemma about introducing open ball in open interval*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   968
lemma lemma_interval_lt:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   969
     "[| a < x;  x < b |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   970
      ==> \<exists>d::real. 0 < d & (\<forall>y. \<bar>x-y\<bar> < d --> a < y & y < b)"
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
   971
22998
97e1f9c2cc46 avoid using redundant lemmas from RealDef.thy
huffman
parents: 22984
diff changeset
   972
apply (simp add: abs_less_iff)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   973
apply (insert linorder_linear [of "x-a" "b-x"], safe)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   974
apply (rule_tac x = "x-a" in exI)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   975
apply (rule_tac [2] x = "b-x" in exI, auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   976
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   977
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   978
lemma lemma_interval: "[| a < x;  x < b |] ==>
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   979
        \<exists>d::real. 0 < d &  (\<forall>y. \<bar>x-y\<bar> < d --> a \<le> y & y \<le> b)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   980
apply (drule lemma_interval_lt, auto)
44921
58eef4843641 tuned proofs
huffman
parents: 44890
diff changeset
   981
apply force
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   982
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   983
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   984
text{*Rolle's Theorem.
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   985
   If @{term f} is defined and continuous on the closed interval
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   986
   @{text "[a,b]"} and differentiable on the open interval @{text "(a,b)"},
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   987
   and @{term "f(a) = f(b)"},
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   988
   then there exists @{text "x0 \<in> (a,b)"} such that @{term "f'(x0) = 0"}*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   989
theorem Rolle:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   990
  assumes lt: "a < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   991
      and eq: "f(a) = f(b)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   992
      and con: "\<forall>x. a \<le> x & x \<le> b --> isCont f x"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
   993
      and dif [rule_format]: "\<forall>x. a < x & x < b --> f differentiable (at x)"
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
   994
  shows "\<exists>z::real. a < z & z < b & DERIV f z :> 0"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   995
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   996
  have le: "a \<le> b" using lt by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   997
  from isCont_eq_Ub [OF le con]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   998
  obtain x where x_max: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f z \<le> f x"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
   999
             and alex: "a \<le> x" and xleb: "x \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1000
    by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1001
  from isCont_eq_Lb [OF le con]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1002
  obtain x' where x'_min: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f x' \<le> f z"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1003
              and alex': "a \<le> x'" and x'leb: "x' \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1004
    by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1005
  show ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1006
  proof cases
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1007
    assume axb: "a < x & x < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1008
        --{*@{term f} attains its maximum within the interval*}
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
  1009
    hence ax: "a<x" and xb: "x<b" by arith + 
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1010
    from lemma_interval [OF ax xb]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1011
    obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1012
      by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1013
    hence bound': "\<forall>y. \<bar>x-y\<bar> < d \<longrightarrow> f y \<le> f x" using x_max
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1014
      by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1015
    from differentiableD [OF dif [OF axb]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1016
    obtain l where der: "DERIV f x :> l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1017
    have "l=0" by (rule DERIV_local_max [OF der d bound'])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1018
        --{*the derivative at a local maximum is zero*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1019
    thus ?thesis using ax xb der by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1020
  next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1021
    assume notaxb: "~ (a < x & x < b)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1022
    hence xeqab: "x=a | x=b" using alex xleb by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1023
    hence fb_eq_fx: "f b = f x" by (auto simp add: eq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1024
    show ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1025
    proof cases
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1026
      assume ax'b: "a < x' & x' < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1027
        --{*@{term f} attains its minimum within the interval*}
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
  1028
      hence ax': "a<x'" and x'b: "x'<b" by arith+ 
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1029
      from lemma_interval [OF ax' x'b]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1030
      obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1031
  by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1032
      hence bound': "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> f x' \<le> f y" using x'_min
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1033
  by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1034
      from differentiableD [OF dif [OF ax'b]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1035
      obtain l where der: "DERIV f x' :> l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1036
      have "l=0" by (rule DERIV_local_min [OF der d bound'])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1037
        --{*the derivative at a local minimum is zero*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1038
      thus ?thesis using ax' x'b der by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1039
    next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1040
      assume notax'b: "~ (a < x' & x' < b)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1041
        --{*@{term f} is constant througout the interval*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1042
      hence x'eqab: "x'=a | x'=b" using alex' x'leb by arith
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1043
      hence fb_eq_fx': "f b = f x'" by (auto simp add: eq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1044
      from dense [OF lt]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1045
      obtain r where ar: "a < r" and rb: "r < b" by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1046
      from lemma_interval [OF ar rb]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1047
      obtain d where d: "0<d" and bound: "\<forall>y. \<bar>r-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1048
  by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1049
      have eq_fb: "\<forall>z. a \<le> z --> z \<le> b --> f z = f b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1050
      proof (clarify)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1051
        fix z::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1052
        assume az: "a \<le> z" and zb: "z \<le> b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1053
        show "f z = f b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1054
        proof (rule order_antisym)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1055
          show "f z \<le> f b" by (simp add: fb_eq_fx x_max az zb)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1056
          show "f b \<le> f z" by (simp add: fb_eq_fx' x'_min az zb)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1057
        qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1058
      qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1059
      have bound': "\<forall>y. \<bar>r-y\<bar> < d \<longrightarrow> f r = f y"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1060
      proof (intro strip)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1061
        fix y::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1062
        assume lt: "\<bar>r-y\<bar> < d"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1063
        hence "f y = f b" by (simp add: eq_fb bound)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1064
        thus "f r = f y" by (simp add: eq_fb ar rb order_less_imp_le)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1065
      qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1066
      from differentiableD [OF dif [OF conjI [OF ar rb]]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1067
      obtain l where der: "DERIV f r :> l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1068
      have "l=0" by (rule DERIV_local_const [OF der d bound'])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1069
        --{*the derivative of a constant function is zero*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1070
      thus ?thesis using ar rb der by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1071
    qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1072
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1073
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1074
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1075
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1076
subsection{*Mean Value Theorem*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1077
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1078
lemma lemma_MVT:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1079
     "f a - (f b - f a)/(b-a) * a = f b - (f b - f a)/(b-a) * (b::real)"
51481
ef949192e5d6 move continuous_on_inv to HOL image (simplifies isCont_inverse_function)
hoelzl
parents: 51480
diff changeset
  1080
  by (cases "a = b") (simp_all add: field_simps)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1081
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1082
theorem MVT:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1083
  assumes lt:  "a < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1084
      and con: "\<forall>x. a \<le> x & x \<le> b --> isCont f x"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1085
      and dif [rule_format]: "\<forall>x. a < x & x < b --> f differentiable (at x)"
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1086
  shows "\<exists>l z::real. a < z & z < b & DERIV f z :> l &
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1087
                   (f(b) - f(a) = (b-a) * l)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1088
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1089
  let ?F = "%x. f x - ((f b - f a) / (b-a)) * x"
44233
aa74ce315bae add simp rules for isCont
huffman
parents: 44209
diff changeset
  1090
  have contF: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?F x"
56371
fb9ae0727548 extend continuous_intros; remove continuous_on_intros and isCont_intros
hoelzl
parents: 56369
diff changeset
  1091
    using con by (fast intro: continuous_intros)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1092
  have difF: "\<forall>x. a < x \<and> x < b \<longrightarrow> ?F differentiable (at x)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1093
  proof (clarify)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1094
    fix x::real
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1095
    assume ax: "a < x" and xb: "x < b"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1096
    from differentiableD [OF dif [OF conjI [OF ax xb]]]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1097
    obtain l where der: "DERIV f x :> l" ..
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1098
    show "?F differentiable (at x)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1099
      by (rule differentiableI [where D = "l - (f b - f a)/(b-a)"],
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1100
          blast intro: DERIV_diff DERIV_cmult_Id der)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1101
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1102
  from Rolle [where f = ?F, OF lt lemma_MVT contF difF]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1103
  obtain z where az: "a < z" and zb: "z < b" and der: "DERIV ?F z :> 0"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1104
    by blast
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1105
  have "DERIV (%x. ((f b - f a)/(b-a)) * x) z :> (f b - f a)/(b-a)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1106
    by (rule DERIV_cmult_Id)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1107
  hence derF: "DERIV (\<lambda>x. ?F x + (f b - f a) / (b - a) * x) z
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1108
                   :> 0 + (f b - f a) / (b - a)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1109
    by (rule DERIV_add [OF der])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1110
  show ?thesis
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1111
  proof (intro exI conjI)
23441
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
  1112
    show "a < z" using az .
ee218296d635 avoid using implicit prems in assumption
huffman
parents: 23431
diff changeset
  1113
    show "z < b" using zb .
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1114
    show "f b - f a = (b - a) * ((f b - f a)/(b-a))" by (simp)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1115
    show "DERIV f z :> ((f b - f a)/(b-a))"  using derF by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1116
  qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1117
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1118
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1119
lemma MVT2:
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1120
     "[| a < b; \<forall>x. a \<le> x & x \<le> b --> DERIV f x :> f'(x) |]
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1121
      ==> \<exists>z::real. a < z & z < b & (f b - f a = (b - a) * f'(z))"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1122
apply (drule MVT)
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1123
apply (blast intro: DERIV_isCont)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1124
apply (force dest: order_less_imp_le simp add: real_differentiable_def)
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1125
apply (blast dest: DERIV_unique order_less_imp_le)
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1126
done
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1127
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1128
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1129
text{*A function is constant if its derivative is 0 over an interval.*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1130
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1131
lemma DERIV_isconst_end:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1132
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1133
  shows "[| a < b;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1134
         \<forall>x. a \<le> x & x \<le> b --> isCont f x;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1135
         \<forall>x. a < x & x < b --> DERIV f x :> 0 |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1136
        ==> f b = f a"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1137
apply (drule MVT, assumption)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1138
apply (blast intro: differentiableI)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1139
apply (auto dest!: DERIV_unique simp add: diff_eq_eq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1140
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1141
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1142
lemma DERIV_isconst1:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1143
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1144
  shows "[| a < b;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1145
         \<forall>x. a \<le> x & x \<le> b --> isCont f x;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1146
         \<forall>x. a < x & x < b --> DERIV f x :> 0 |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1147
        ==> \<forall>x. a \<le> x & x \<le> b --> f x = f a"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1148
apply safe
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1149
apply (drule_tac x = a in order_le_imp_less_or_eq, safe)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1150
apply (drule_tac b = x in DERIV_isconst_end, auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1151
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1152
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1153
lemma DERIV_isconst2:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1154
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1155
  shows "[| a < b;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1156
         \<forall>x. a \<le> x & x \<le> b --> isCont f x;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1157
         \<forall>x. a < x & x < b --> DERIV f x :> 0;
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1158
         a \<le> x; x \<le> b |]
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1159
        ==> f x = f a"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1160
apply (blast dest: DERIV_isconst1)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1161
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1162
29803
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1163
lemma DERIV_isconst3: fixes a b x y :: real
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1164
  assumes "a < b" and "x \<in> {a <..< b}" and "y \<in> {a <..< b}"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1165
  assumes derivable: "\<And>x. x \<in> {a <..< b} \<Longrightarrow> DERIV f x :> 0"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1166
  shows "f x = f y"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1167
proof (cases "x = y")
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1168
  case False
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1169
  let ?a = "min x y"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1170
  let ?b = "max x y"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1171
  
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1172
  have "\<forall>z. ?a \<le> z \<and> z \<le> ?b \<longrightarrow> DERIV f z :> 0"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1173
  proof (rule allI, rule impI)
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1174
    fix z :: real assume "?a \<le> z \<and> z \<le> ?b"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1175
    hence "a < z" and "z < b" using `x \<in> {a <..< b}` and `y \<in> {a <..< b}` by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1176
    hence "z \<in> {a<..<b}" by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1177
    thus "DERIV f z :> 0" by (rule derivable)
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1178
  qed
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1179
  hence isCont: "\<forall>z. ?a \<le> z \<and> z \<le> ?b \<longrightarrow> isCont f z"
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1180
    and DERIV: "\<forall>z. ?a < z \<and> z < ?b \<longrightarrow> DERIV f z :> 0" using DERIV_isCont by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1181
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1182
  have "?a < ?b" using `x \<noteq> y` by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1183
  from DERIV_isconst2[OF this isCont DERIV, of x] and DERIV_isconst2[OF this isCont DERIV, of y]
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1184
  show ?thesis by auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1185
qed auto
c56a5571f60a Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents: 29667
diff changeset
  1186
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1187
lemma DERIV_isconst_all:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1188
  fixes f :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1189
  shows "\<forall>x. DERIV f x :> 0 ==> f(x) = f(y)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1190
apply (rule linorder_cases [of x y])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1191
apply (blast intro: sym DERIV_isCont DERIV_isconst_end)+
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1192
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1193
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1194
lemma DERIV_const_ratio_const:
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1195
  fixes f :: "real => real"
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1196
  shows "[|a \<noteq> b; \<forall>x. DERIV f x :> k |] ==> (f(b) - f(a)) = (b-a) * k"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1197
apply (rule linorder_cases [of a b], auto)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1198
apply (drule_tac [!] f = f in MVT)
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1199
apply (auto dest: DERIV_isCont DERIV_unique simp add: real_differentiable_def)
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53381
diff changeset
  1200
apply (auto dest: DERIV_unique simp add: ring_distribs)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1201
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1202
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1203
lemma DERIV_const_ratio_const2:
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1204
  fixes f :: "real => real"
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1205
  shows "[|a \<noteq> b; \<forall>x. DERIV f x :> k |] ==> (f(b) - f(a))/(b-a) = k"
56217
dc429a5b13c4 Some rationalisation of basic lemmas
paulson <lp15@cam.ac.uk>
parents: 56182
diff changeset
  1206
apply (rule_tac c1 = "b-a" in mult_right_cancel [THEN iffD1])
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
  1207
apply (auto dest!: DERIV_const_ratio_const simp add: mult.assoc)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1208
done
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1209
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1210
lemma real_average_minus_first [simp]: "((a + b) /2 - a) = (b-a)/(2::real)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1211
by (simp)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1212
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1213
lemma real_average_minus_second [simp]: "((b + a)/2 - a) = (b-a)/(2::real)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1214
by (simp)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1215
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1216
text{*Gallileo's "trick": average velocity = av. of end velocities*}
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1217
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1218
lemma DERIV_const_average:
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1219
  fixes v :: "real => real"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1220
  assumes neq: "a \<noteq> (b::real)"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1221
      and der: "\<forall>x. DERIV v x :> k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1222
  shows "v ((a + b)/2) = (v a + v b)/2"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1223
proof (cases rule: linorder_cases [of a b])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1224
  case equal with neq show ?thesis by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1225
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1226
  case less
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1227
  have "(v b - v a) / (b - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1228
    by (rule DERIV_const_ratio_const2 [OF neq der])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1229
  hence "(b-a) * ((v b - v a) / (b-a)) = (b-a) * k" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1230
  moreover have "(v ((a + b) / 2) - v a) / ((a + b) / 2 - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1231
    by (rule DERIV_const_ratio_const2 [OF _ der], simp add: neq)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1232
  ultimately show ?thesis using neq by force
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1233
next
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1234
  case greater
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1235
  have "(v b - v a) / (b - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1236
    by (rule DERIV_const_ratio_const2 [OF neq der])
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1237
  hence "(b-a) * ((v b - v a) / (b-a)) = (b-a) * k" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1238
  moreover have " (v ((b + a) / 2) - v a) / ((b + a) / 2 - a) = k"
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1239
    by (rule DERIV_const_ratio_const2 [OF _ der], simp add: neq)
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
  1240
  ultimately show ?thesis using neq by (force simp add: add.commute)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1241
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1242
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1243
(* A function with positive derivative is increasing. 
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1244
   A simple proof using the MVT, by Jeremy Avigad. And variants.
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1245
*)
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1246
lemma DERIV_pos_imp_increasing_open:
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1247
  fixes a::real and b::real and f::"real => real"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1248
  assumes "a < b" and "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> (EX y. DERIV f x :> y & y > 0)"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1249
      and con: "\<And>x. a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> isCont f x"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1250
  shows "f a < f b"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1251
proof (rule ccontr)
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1252
  assume f: "~ f a < f b"
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1253
  have "EX l z. a < z & z < b & DERIV f z :> l
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1254
      & f b - f a = (b - a) * l"
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1255
    apply (rule MVT)
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1256
      using assms Deriv.differentiableI
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1257
      apply force+
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1258
    done
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1259
  then obtain l z where z: "a < z" "z < b" "DERIV f z :> l"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1260
      and "f b - f a = (b - a) * l"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1261
    by auto
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1262
  with assms f have "~(l > 0)"
36777
be5461582d0f avoid using real-specific versions of generic lemmas
huffman
parents: 35216
diff changeset
  1263
    by (metis linorder_not_le mult_le_0_iff diff_le_0_iff_le)
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1264
  with assms z show False
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1265
    by (metis DERIV_unique)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1266
qed
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1267
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1268
lemma DERIV_pos_imp_increasing:
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1269
  fixes a::real and b::real and f::"real => real"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1270
  assumes "a < b" and "\<forall>x. a \<le> x & x \<le> b --> (EX y. DERIV f x :> y & y > 0)"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1271
  shows "f a < f b"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1272
by (metis DERIV_pos_imp_increasing_open [of a b f] assms DERIV_continuous less_imp_le)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1273
45791
d985ec974815 more systematic lemma name
noschinl
parents: 45600
diff changeset
  1274
lemma DERIV_nonneg_imp_nondecreasing:
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1275
  fixes a::real and b::real and f::"real => real"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1276
  assumes "a \<le> b" and
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1277
    "\<forall>x. a \<le> x & x \<le> b --> (\<exists>y. DERIV f x :> y & y \<ge> 0)"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1278
  shows "f a \<le> f b"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1279
proof (rule ccontr, cases "a = b")
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1280
  assume "~ f a \<le> f b" and "a = b"
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1281
  then show False by auto
37891
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1282
next
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1283
  assume A: "~ f a \<le> f b"
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1284
  assume B: "a ~= b"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1285
  with assms have "EX l z. a < z & z < b & DERIV f z :> l
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1286
      & f b - f a = (b - a) * l"
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1287
    apply -
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1288
    apply (rule MVT)
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1289
      apply auto
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1290
      apply (metis DERIV_isCont)
36777
be5461582d0f avoid using real-specific versions of generic lemmas
huffman
parents: 35216
diff changeset
  1291
     apply (metis differentiableI less_le)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1292
    done
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1293
  then obtain l z where z: "a < z" "z < b" "DERIV f z :> l"
37891
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1294
      and C: "f b - f a = (b - a) * l"
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1295
    by auto
37891
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1296
  with A have "a < b" "f b < f a" by auto
c26f9d06e82c robustified metis proof
haftmann
parents: 37888
diff changeset
  1297
  with C have "\<not> l \<ge> 0" by (auto simp add: not_le algebra_simps)
45051
c478d1876371 discontinued legacy theorem names from RealDef.thy
huffman
parents: 44921
diff changeset
  1298
    (metis A add_le_cancel_right assms(1) less_eq_real_def mult_right_mono add_left_mono linear order_refl)
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1299
  with assms z show False
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1300
    by (metis DERIV_unique order_less_imp_le)
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1301
qed
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1302
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1303
lemma DERIV_neg_imp_decreasing_open:
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1304
  fixes a::real and b::real and f::"real => real"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1305
  assumes "a < b" and "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> (EX y. DERIV f x :> y & y < 0)"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1306
      and con: "\<And>x. a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> isCont f x"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1307
  shows "f a > f b"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1308
proof -
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1309
  have "(%x. -f x) a < (%x. -f x) b"
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1310
    apply (rule DERIV_pos_imp_increasing_open [of a b "%x. -f x"])
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1311
    using assms
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1312
    apply auto
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1313
    apply (metis field_differentiable_minus neg_0_less_iff_less)
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1314
    done
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1315
  thus ?thesis
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1316
    by simp
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1317
qed
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1318
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1319
lemma DERIV_neg_imp_decreasing:
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1320
  fixes a::real and b::real and f::"real => real"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1321
  assumes "a < b" and
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1322
    "\<forall>x. a \<le> x & x \<le> b --> (\<exists>y. DERIV f x :> y & y < 0)"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1323
  shows "f a > f b"
56261
918432e3fcfa rearranging some deriv theorems
paulson <lp15@cam.ac.uk>
parents: 56219
diff changeset
  1324
by (metis DERIV_neg_imp_decreasing_open [of a b f] assms DERIV_continuous less_imp_le)
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1325
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1326
lemma DERIV_nonpos_imp_nonincreasing:
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1327
  fixes a::real and b::real and f::"real => real"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1328
  assumes "a \<le> b" and
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1329
    "\<forall>x. a \<le> x & x \<le> b --> (\<exists>y. DERIV f x :> y & y \<le> 0)"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1330
  shows "f a \<ge> f b"
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1331
proof -
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1332
  have "(%x. -f x) a \<le> (%x. -f x) b"
45791
d985ec974815 more systematic lemma name
noschinl
parents: 45600
diff changeset
  1333
    apply (rule DERIV_nonneg_imp_nondecreasing [of a b "%x. -f x"])
33690
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1334
    using assms
889d06128608 simplified bulky metis proofs;
wenzelm
parents: 33659
diff changeset
  1335
    apply auto
33654
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1336
    apply (metis DERIV_minus neg_0_le_iff_le)
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1337
    done
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1338
  thus ?thesis
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1339
    by simp
abf780db30ea A number of theorems contributed by Jeremy Avigad
paulson
parents: 31902
diff changeset
  1340
qed
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1341
56289
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1342
lemma DERIV_pos_imp_increasing_at_bot:
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1343
  fixes f :: "real => real"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1344
  assumes "\<And>x. x \<le> b \<Longrightarrow> (EX y. DERIV f x :> y & y > 0)"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1345
      and lim: "(f ---> flim) at_bot"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1346
  shows "flim < f b"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1347
proof -
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1348
  have "flim \<le> f (b - 1)"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1349
    apply (rule tendsto_ge_const [OF _ lim])
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1350
    apply (auto simp: trivial_limit_at_bot_linorder eventually_at_bot_linorder)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1351
    apply (rule_tac x="b - 2" in exI)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1352
    apply (force intro: order.strict_implies_order DERIV_pos_imp_increasing [where f=f] assms)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1353
    done
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1354
  also have "... < f b"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1355
    by (force intro: DERIV_pos_imp_increasing [where f=f] assms)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1356
  finally show ?thesis .
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1357
qed
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1358
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1359
lemma DERIV_neg_imp_decreasing_at_top:
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1360
  fixes f :: "real => real"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1361
  assumes der: "\<And>x. x \<ge> b \<Longrightarrow> (EX y. DERIV f x :> y & y < 0)"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1362
      and lim: "(f ---> flim) at_top"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1363
  shows "flim < f b"
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1364
  apply (rule DERIV_pos_imp_increasing_at_bot [where f = "\<lambda>i. f (-i)" and b = "-b", simplified])
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1365
  apply (metis DERIV_mirror der le_minus_iff neg_0_less_iff_less)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1366
  apply (metis filterlim_at_top_mirror lim)
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1367
  done
d8d2a2b97168 Some useful lemmas
paulson <lp15@cam.ac.uk>
parents: 56261
diff changeset
  1368
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1369
text {* Derivative of inverse function *}
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1370
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1371
lemma DERIV_inverse_function:
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1372
  fixes f g :: "real \<Rightarrow> real"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1373
  assumes der: "DERIV f (g x) :> D"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1374
  assumes neq: "D \<noteq> 0"
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1375
  assumes a: "a < x" and b: "x < b"
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1376
  assumes inj: "\<forall>y. a < y \<and> y < b \<longrightarrow> f (g y) = y"
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1377
  assumes cont: "isCont g x"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1378
  shows "DERIV g x :> inverse D"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1379
unfolding DERIV_iff2
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1380
proof (rule LIM_equal2)
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1381
  show "0 < min (x - a) (b - x)"
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
  1382
    using a b by arith 
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1383
next
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1384
  fix y
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1385
  assume "norm (y - x) < min (x - a) (b - x)"
27668
6eb20b2cecf8 Tuned and simplified proofs
chaieb
parents: 26120
diff changeset
  1386
  hence "a < y" and "y < b" 
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1387
    by (simp_all add: abs_less_iff)
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1388
  thus "(g y - g x) / (y - x) =
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1389
        inverse ((f (g y) - x) / (g y - g x))"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1390
    by (simp add: inj)
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1391
next
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1392
  have "(\<lambda>z. (f z - f (g x)) / (z - g x)) -- g x --> D"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1393
    by (rule der [unfolded DERIV_iff2])
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1394
  hence 1: "(\<lambda>z. (f z - x) / (z - g x)) -- g x --> D"
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1395
    using inj a b by simp
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1396
  have 2: "\<exists>d>0. \<forall>y. y \<noteq> x \<and> norm (y - x) < d \<longrightarrow> g y \<noteq> g x"
56219
bf80d125406b tuned proofs;
wenzelm
parents: 56217
diff changeset
  1397
  proof (rule exI, safe)
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1398
    show "0 < min (x - a) (b - x)"
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1399
      using a b by simp
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1400
  next
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1401
    fix y
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1402
    assume "norm (y - x) < min (x - a) (b - x)"
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1403
    hence y: "a < y" "y < b"
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1404
      by (simp_all add: abs_less_iff)
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1405
    assume "g y = g x"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1406
    hence "f (g y) = f (g x)" by simp
23044
2ad82c359175 change premises of DERIV_inverse_function lemma
huffman
parents: 23041
diff changeset
  1407
    hence "y = x" using inj y a b by simp
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1408
    also assume "y \<noteq> x"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1409
    finally show False by simp
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1410
  qed
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1411
  have "(\<lambda>y. (f (g y) - x) / (g y - g x)) -- x --> D"
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1412
    using cont 1 2 by (rule isCont_LIM_compose2)
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1413
  thus "(\<lambda>y. inverse ((f (g y) - x) / (g y - g x)))
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1414
        -- x --> inverse D"
44568
e6f291cb5810 discontinue many legacy theorems about LIM and LIMSEQ, in favor of tendsto theorems
huffman
parents: 44317
diff changeset
  1415
    using neq by (rule tendsto_inverse)
23041
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1416
qed
a0f26d47369b add lemma DERIV_inverse_function
huffman
parents: 22998
diff changeset
  1417
29975
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
  1418
subsection {* Generalized Mean Value Theorem *}
28c5322f0df3 more subsection headings
huffman
parents: 29803
diff changeset
  1419
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1420
theorem GMVT:
21784
e76faa6e65fd changed (ns)deriv to take functions of type 'a::real_normed_field => 'a
huffman
parents: 21404
diff changeset
  1421
  fixes a b :: real
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1422
  assumes alb: "a < b"
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1423
    and fc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1424
    and fd: "\<forall>x. a < x \<and> x < b \<longrightarrow> f differentiable (at x)"
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1425
    and gc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont g x"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1426
    and gd: "\<forall>x. a < x \<and> x < b \<longrightarrow> g differentiable (at x)"
53381
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1427
  shows "\<exists>g'c f'c c.
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1428
    DERIV g c :> g'c \<and> DERIV f c :> f'c \<and> a < c \<and> c < b \<and> ((f b - f a) * g'c) = ((g b - g a) * f'c)"
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1429
proof -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1430
  let ?h = "\<lambda>x. (f b - f a)*(g x) - (g b - g a)*(f x)"
41550
efa734d9b221 eliminated global prems;
wenzelm
parents: 41368
diff changeset
  1431
  from assms have "a < b" by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1432
  moreover have "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?h x"
44233
aa74ce315bae add simp rules for isCont
huffman
parents: 44209
diff changeset
  1433
    using fc gc by simp
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1434
  moreover have "\<forall>x. a < x \<and> x < b \<longrightarrow> ?h differentiable (at x)"
44233
aa74ce315bae add simp rules for isCont
huffman
parents: 44209
diff changeset
  1435
    using fd gd by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1436
  ultimately have "\<exists>l z. a < z \<and> z < b \<and> DERIV ?h z :> l \<and> ?h b - ?h a = (b - a) * l" by (rule MVT)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1437
  then obtain l where ldef: "\<exists>z. a < z \<and> z < b \<and> DERIV ?h z :> l \<and> ?h b - ?h a = (b - a) * l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1438
  then obtain c where cdef: "a < c \<and> c < b \<and> DERIV ?h c :> l \<and> ?h b - ?h a = (b - a) * l" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1439
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1440
  from cdef have cint: "a < c \<and> c < b" by auto
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1441
  with gd have "g differentiable (at c)" by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1442
  hence "\<exists>D. DERIV g c :> D" by (rule differentiableD)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1443
  then obtain g'c where g'cdef: "DERIV g c :> g'c" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1444
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1445
  from cdef have "a < c \<and> c < b" by auto
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1446
  with fd have "f differentiable (at c)" by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1447
  hence "\<exists>D. DERIV f c :> D" by (rule differentiableD)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1448
  then obtain f'c where f'cdef: "DERIV f c :> f'c" ..
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1449
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1450
  from cdef have "DERIV ?h c :> l" by auto
41368
8afa26855137 use DERIV_intros
hoelzl
parents: 37891
diff changeset
  1451
  moreover have "DERIV ?h c :>  g'c * (f b - f a) - f'c * (g b - g a)"
56381
0556204bc230 merged DERIV_intros, has_derivative_intros into derivative_intros
hoelzl
parents: 56371
diff changeset
  1452
    using g'cdef f'cdef by (auto intro!: derivative_eq_intros)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1453
  ultimately have leq: "l =  g'c * (f b - f a) - f'c * (g b - g a)" by (rule DERIV_unique)
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1454
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1455
  {
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1456
    from cdef have "?h b - ?h a = (b - a) * l" by auto
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
  1457
    also from leq have "\<dots> = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1458
    finally have "?h b - ?h a = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1459
  }
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1460
  moreover
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1461
  {
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1462
    have "?h b - ?h a =
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1463
         ((f b)*(g b) - (f a)*(g b) - (g b)*(f b) + (g a)*(f b)) -
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1464
          ((f b)*(g a) - (f a)*(g a) - (g b)*(f a) + (g a)*(f a))"
29667
53103fc8ffa3 Replaced group_ and ring_simps by algebra_simps;
nipkow
parents: 29472
diff changeset
  1465
      by (simp add: algebra_simps)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1466
    hence "?h b - ?h a = 0" by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1467
  }
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1468
  ultimately have "(b - a) * (g'c * (f b - f a) - f'c * (g b - g a)) = 0" by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1469
  with alb have "g'c * (f b - f a) - f'c * (g b - g a) = 0" by simp
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1470
  hence "g'c * (f b - f a) = f'c * (g b - g a)" by simp
57514
bdc2c6b40bf2 prefer ac_simps collections over separate name bindings for add and mult
haftmann
parents: 57512
diff changeset
  1471
  hence "(f b - f a) * g'c = (g b - g a) * f'c" by (simp add: ac_simps)
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1472
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1473
  with g'cdef f'cdef cint show ?thesis by auto
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1474
qed
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1475
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1476
lemma GMVT':
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1477
  fixes f g :: "real \<Rightarrow> real"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1478
  assumes "a < b"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1479
  assumes isCont_f: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont f z"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1480
  assumes isCont_g: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont g z"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1481
  assumes DERIV_g: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV g z :> (g' z)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1482
  assumes DERIV_f: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV f z :> (f' z)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1483
  shows "\<exists>c. a < c \<and> c < b \<and> (f b - f a) * g' c = (g b - g a) * f' c"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1484
proof -
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1485
  have "\<exists>g'c f'c c. DERIV g c :> g'c \<and> DERIV f c :> f'c \<and>
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1486
    a < c \<and> c < b \<and> (f b - f a) * g'c = (g b - g a) * f'c"
56181
2aa0b19e74f3 unify syntax for has_derivative and differentiable
hoelzl
parents: 55970
diff changeset
  1487
    using assms by (intro GMVT) (force simp: real_differentiable_def)+
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1488
  then obtain c where "a < c" "c < b" "(f b - f a) * g' c = (g b - g a) * f' c"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1489
    using DERIV_f DERIV_g by (force dest: DERIV_unique)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1490
  then show ?thesis
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1491
    by auto
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1492
qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1493
51529
2d2f59e6055a move theorems about compactness of real closed intervals, the intermediate value theorem, and lemmas about continuity of bijective functions from Deriv.thy to Limits.thy
hoelzl
parents: 51526
diff changeset
  1494
2d2f59e6055a move theorems about compactness of real closed intervals, the intermediate value theorem, and lemmas about continuity of bijective functions from Deriv.thy to Limits.thy
hoelzl
parents: 51526
diff changeset
  1495
subsection {* L'Hopitals rule *}
2d2f59e6055a move theorems about compactness of real closed intervals, the intermediate value theorem, and lemmas about continuity of bijective functions from Deriv.thy to Limits.thy
hoelzl
parents: 51526
diff changeset
  1496
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1497
lemma isCont_If_ge:
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1498
  fixes a :: "'a :: linorder_topology"
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1499
  shows "continuous (at_left a) g \<Longrightarrow> (f ---> g a) (at_right a) \<Longrightarrow> isCont (\<lambda>x. if x \<le> a then g x else f x) a"
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1500
  unfolding isCont_def continuous_within
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1501
  apply (intro filterlim_split_at)
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1502
  apply (subst filterlim_cong[OF refl refl, where g=g])
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1503
  apply (simp_all add: eventually_at_filter less_le)
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1504
  apply (subst filterlim_cong[OF refl refl, where g=f])
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1505
  apply (simp_all add: eventually_at_filter less_le)
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1506
  done
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1507
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1508
lemma lhopital_right_0:
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1509
  fixes f0 g0 :: "real \<Rightarrow> real"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1510
  assumes f_0: "(f0 ---> 0) (at_right 0)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1511
  assumes g_0: "(g0 ---> 0) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1512
  assumes ev:
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1513
    "eventually (\<lambda>x. g0 x \<noteq> 0) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1514
    "eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)"
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1515
    "eventually (\<lambda>x. DERIV f0 x :> f' x) (at_right 0)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1516
    "eventually (\<lambda>x. DERIV g0 x :> g' x) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1517
  assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) (at_right 0)"
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1518
  shows "((\<lambda> x. f0 x / g0 x) ---> x) (at_right 0)"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1519
proof -
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1520
  def f \<equiv> "\<lambda>x. if x \<le> 0 then 0 else f0 x"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1521
  then have "f 0 = 0" by simp
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1522
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1523
  def g \<equiv> "\<lambda>x. if x \<le> 0 then 0 else g0 x"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1524
  then have "g 0 = 0" by simp
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1525
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1526
  have "eventually (\<lambda>x. g0 x \<noteq> 0 \<and> g' x \<noteq> 0 \<and>
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1527
      DERIV f0 x :> (f' x) \<and> DERIV g0 x :> (g' x)) (at_right 0)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1528
    using ev by eventually_elim auto
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1529
  then obtain a where [arith]: "0 < a"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1530
    and g0_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g0 x \<noteq> 0"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1531
    and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0"
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1532
    and f0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV f0 x :> (f' x)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1533
    and g0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV g0 x :> (g' x)"
56219
bf80d125406b tuned proofs;
wenzelm
parents: 56217
diff changeset
  1534
    unfolding eventually_at by (auto simp: dist_real_def)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1535
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1536
  have g_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g x \<noteq> 0"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1537
    using g0_neq_0 by (simp add: g_def)
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1538
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1539
  { fix x assume x: "0 < x" "x < a" then have "DERIV f x :> (f' x)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1540
      by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ f0[OF x]])
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1541
         (auto simp: f_def eventually_nhds_metric dist_real_def intro!: exI[of _ x]) }
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1542
  note f = this
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1543
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1544
  { fix x assume x: "0 < x" "x < a" then have "DERIV g x :> (g' x)"
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1545
      by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ g0[OF x]])
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1546
         (auto simp: g_def eventually_nhds_metric dist_real_def intro!: exI[of _ x]) }
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1547
  note g = this
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1548
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1549
  have "isCont f 0"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1550
    unfolding f_def by (intro isCont_If_ge f_0 continuous_const)
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1551
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1552
  have "isCont g 0"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1553
    unfolding g_def by (intro isCont_If_ge g_0 continuous_const)
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1554
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1555
  have "\<exists>\<zeta>. \<forall>x\<in>{0 <..< a}. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1556
  proof (rule bchoice, rule)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1557
    fix x assume "x \<in> {0 <..< a}"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1558
    then have x[arith]: "0 < x" "x < a" by auto
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1559
    with g'_neq_0 g_neq_0 `g 0 = 0` have g': "\<And>x. 0 < x \<Longrightarrow> x < a  \<Longrightarrow> 0 \<noteq> g' x" "g 0 \<noteq> g x"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1560
      by auto
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1561
    have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont f x"
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1562
      using `isCont f 0` f by (auto intro: DERIV_isCont simp: le_less)
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1563
    moreover have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont g x"
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1564
      using `isCont g 0` g by (auto intro: DERIV_isCont simp: le_less)
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1565
    ultimately have "\<exists>c. 0 < c \<and> c < x \<and> (f x - f 0) * g' c = (g x - g 0) * f' c"
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1566
      using f g `x < a` by (intro GMVT') auto
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
  1567
    then obtain c where *: "0 < c" "c < x" "(f x - f 0) * g' c = (g x - g 0) * f' c"
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
  1568
      by blast
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1569
    moreover
53374
a14d2a854c02 tuned proofs -- clarified flow of facts wrt. calculation;
wenzelm
parents: 51642
diff changeset
  1570
    from * g'(1)[of c] g'(2) have "(f x - f 0)  / (g x - g 0) = f' c / g' c"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1571
      by (simp add: field_simps)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1572
    ultimately show "\<exists>y. 0 < y \<and> y < x \<and> f x / g x = f' y / g' y"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1573
      using `f 0 = 0` `g 0 = 0` by (auto intro!: exI[of _ c])
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1574
  qed
53381
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1575
  then obtain \<zeta> where "\<forall>x\<in>{0 <..< a}. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)" ..
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1576
  then have \<zeta>: "eventually (\<lambda>x. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)) (at_right 0)"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1577
    unfolding eventually_at by (intro exI[of _ a]) (auto simp: dist_real_def)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1578
  moreover
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1579
  from \<zeta> have "eventually (\<lambda>x. norm (\<zeta> x) \<le> x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1580
    by eventually_elim auto
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1581
  then have "((\<lambda>x. norm (\<zeta> x)) ---> 0) (at_right 0)"
58729
e8ecc79aee43 add tendsto_const and tendsto_ident_at as simp and intro rules
hoelzl
parents: 57953
diff changeset
  1582
    by (rule_tac real_tendsto_sandwich[where f="\<lambda>x. 0" and h="\<lambda>x. x"]) auto
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1583
  then have "(\<zeta> ---> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1584
    by (rule tendsto_norm_zero_cancel)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1585
  with \<zeta> have "filterlim \<zeta> (at_right 0) (at_right 0)"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1586
    by (auto elim!: eventually_elim1 simp: filterlim_at)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1587
  from this lim have "((\<lambda>t. f' (\<zeta> t) / g' (\<zeta> t)) ---> x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1588
    by (rule_tac filterlim_compose[of _ _ _ \<zeta>])
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1589
  ultimately have "((\<lambda>t. f t / g t) ---> x) (at_right 0)" (is ?P)
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1590
    by (rule_tac filterlim_cong[THEN iffD1, OF refl refl])
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1591
       (auto elim: eventually_elim1)
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1592
  also have "?P \<longleftrightarrow> ?thesis"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1593
    by (rule filterlim_cong) (auto simp: f_def g_def eventually_at_filter)
50329
9bd6b6b8a554 weakened assumptions for lhopital_right_0
hoelzl
parents: 50328
diff changeset
  1594
  finally show ?thesis .
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1595
qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1596
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1597
lemma lhopital_right:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1598
  "((f::real \<Rightarrow> real) ---> 0) (at_right x) \<Longrightarrow> (g ---> 0) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1599
    eventually (\<lambda>x. g x \<noteq> 0) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1600
    eventually (\<lambda>x. g' x \<noteq> 0) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1601
    eventually (\<lambda>x. DERIV f x :> f' x) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1602
    eventually (\<lambda>x. DERIV g x :> g' x) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1603
    ((\<lambda> x. (f' x / g' x)) ---> y) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1604
  ((\<lambda> x. f x / g x) ---> y) (at_right x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1605
  unfolding eventually_at_right_to_0[of _ x] filterlim_at_right_to_0[of _ _ x] DERIV_shift
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1606
  by (rule lhopital_right_0)
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1607
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1608
lemma lhopital_left:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1609
  "((f::real \<Rightarrow> real) ---> 0) (at_left x) \<Longrightarrow> (g ---> 0) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1610
    eventually (\<lambda>x. g x \<noteq> 0) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1611
    eventually (\<lambda>x. g' x \<noteq> 0) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1612
    eventually (\<lambda>x. DERIV f x :> f' x) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1613
    eventually (\<lambda>x. DERIV g x :> g' x) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1614
    ((\<lambda> x. (f' x / g' x)) ---> y) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1615
  ((\<lambda> x. f x / g x) ---> y) (at_left x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1616
  unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror
56479
91958d4b30f7 revert c1bbd3e22226, a14831ac3023, and 36489d77c484: divide_minus_left/right are again simp rules
hoelzl
parents: 56409
diff changeset
  1617
  by (rule lhopital_right[where f'="\<lambda>x. - f' (- x)"]) (auto simp: DERIV_mirror)
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1618
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1619
lemma lhopital:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1620
  "((f::real \<Rightarrow> real) ---> 0) (at x) \<Longrightarrow> (g ---> 0) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1621
    eventually (\<lambda>x. g x \<noteq> 0) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1622
    eventually (\<lambda>x. g' x \<noteq> 0) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1623
    eventually (\<lambda>x. DERIV f x :> f' x) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1624
    eventually (\<lambda>x. DERIV g x :> g' x) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1625
    ((\<lambda> x. (f' x / g' x)) ---> y) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1626
  ((\<lambda> x. f x / g x) ---> y) (at x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1627
  unfolding eventually_at_split filterlim_at_split
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1628
  by (auto intro!: lhopital_right[of f x g g' f'] lhopital_left[of f x g g' f'])
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1629
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1630
lemma lhopital_right_0_at_top:
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1631
  fixes f g :: "real \<Rightarrow> real"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1632
  assumes g_0: "LIM x at_right 0. g x :> at_top"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1633
  assumes ev:
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1634
    "eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1635
    "eventually (\<lambda>x. DERIV f x :> f' x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1636
    "eventually (\<lambda>x. DERIV g x :> g' x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1637
  assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1638
  shows "((\<lambda> x. f x / g x) ---> x) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1639
  unfolding tendsto_iff
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1640
proof safe
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1641
  fix e :: real assume "0 < e"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1642
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1643
  with lim[unfolded tendsto_iff, rule_format, of "e / 4"]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1644
  have "eventually (\<lambda>t. dist (f' t / g' t) x < e / 4) (at_right 0)" by simp
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1645
  from eventually_conj[OF eventually_conj[OF ev(1) ev(2)] eventually_conj[OF ev(3) this]]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1646
  obtain a where [arith]: "0 < a"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1647
    and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1648
    and f0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV f x :> (f' x)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1649
    and g0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV g x :> (g' x)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1650
    and Df: "\<And>t. 0 < t \<Longrightarrow> t < a \<Longrightarrow> dist (f' t / g' t) x < e / 4"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1651
    unfolding eventually_at_le by (auto simp: dist_real_def)
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1652
    
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1653
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1654
  from Df have
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1655
    "eventually (\<lambda>t. t < a) (at_right 0)" "eventually (\<lambda>t::real. 0 < t) (at_right 0)"
51641
cd05e9fcc63d remove the within-filter, replace "at" by "at _ within UNIV" (This allows to remove a couple of redundant lemmas)
hoelzl
parents: 51529
diff changeset
  1656
    unfolding eventually_at by (auto intro!: exI[of _ a] simp: dist_real_def)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1657
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1658
  moreover
50328
25b1e8686ce0 tuned proof
hoelzl
parents: 50327
diff changeset
  1659
  have "eventually (\<lambda>t. 0 < g t) (at_right 0)" "eventually (\<lambda>t. g a < g t) (at_right 0)"
50346
a75c6429c3c3 add filterlim rules for eventually monotone bijective functions; mirror rules for at_top, at_bot; apply them to prove convergence of arctan at infinity and tan at pi/2
hoelzl
parents: 50331
diff changeset
  1660
    using g_0 by (auto elim: eventually_elim1 simp: filterlim_at_top_dense)
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1661
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1662
  moreover
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1663
  have inv_g: "((\<lambda>x. inverse (g x)) ---> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1664
    using tendsto_inverse_0 filterlim_mono[OF g_0 at_top_le_at_infinity order_refl]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1665
    by (rule filterlim_compose)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1666
  then have "((\<lambda>x. norm (1 - g a * inverse (g x))) ---> norm (1 - g a * 0)) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1667
    by (intro tendsto_intros)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1668
  then have "((\<lambda>x. norm (1 - g a / g x)) ---> 1) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1669
    by (simp add: inverse_eq_divide)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1670
  from this[unfolded tendsto_iff, rule_format, of 1]
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1671
  have "eventually (\<lambda>x. norm (1 - g a / g x) < 2) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1672
    by (auto elim!: eventually_elim1 simp: dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1673
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1674
  moreover
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1675
  from inv_g have "((\<lambda>t. norm ((f a - x * g a) * inverse (g t))) ---> norm ((f a - x * g a) * 0)) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1676
    by (intro tendsto_intros)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1677
  then have "((\<lambda>t. norm (f a - x * g a) / norm (g t)) ---> 0) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1678
    by (simp add: inverse_eq_divide)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1679
  from this[unfolded tendsto_iff, rule_format, of "e / 2"] `0 < e`
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1680
  have "eventually (\<lambda>t. norm (f a - x * g a) / norm (g t) < e / 2) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1681
    by (auto simp: dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1682
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1683
  ultimately show "eventually (\<lambda>t. dist (f t / g t) x < e) (at_right 0)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1684
  proof eventually_elim
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1685
    fix t assume t[arith]: "0 < t" "t < a" "g a < g t" "0 < g t"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1686
    assume ineq: "norm (1 - g a / g t) < 2" "norm (f a - x * g a) / norm (g t) < e / 2"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1687
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1688
    have "\<exists>y. t < y \<and> y < a \<and> (g a - g t) * f' y = (f a - f t) * g' y"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1689
      using f0 g0 t(1,2) by (intro GMVT') (force intro!: DERIV_isCont)+
53381
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1690
    then obtain y where [arith]: "t < y" "y < a"
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1691
      and D_eq0: "(g a - g t) * f' y = (f a - f t) * g' y"
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1692
      by blast
355a4cac5440 tuned proofs -- less guessing;
wenzelm
parents: 53374
diff changeset
  1693
    from D_eq0 have D_eq: "(f t - f a) / (g t - g a) = f' y / g' y"
50327
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1694
      using `g a < g t` g'_neq_0[of y] by (auto simp add: field_simps)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1695
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1696
    have *: "f t / g t - x = ((f t - f a) / (g t - g a) - x) * (1 - g a / g t) + (f a - x * g a) / g t"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1697
      by (simp add: field_simps)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1698
    have "norm (f t / g t - x) \<le>
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1699
        norm (((f t - f a) / (g t - g a) - x) * (1 - g a / g t)) + norm ((f a - x * g a) / g t)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1700
      unfolding * by (rule norm_triangle_ineq)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1701
    also have "\<dots> = dist (f' y / g' y) x * norm (1 - g a / g t) + norm (f a - x * g a) / norm (g t)"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1702
      by (simp add: abs_mult D_eq dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1703
    also have "\<dots> < (e / 4) * 2 + e / 2"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1704
      using ineq Df[of y] `0 < e` by (intro add_le_less_mono mult_mono) auto
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1705
    finally show "dist (f t / g t) x < e"
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1706
      by (simp add: dist_real_def)
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1707
  qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1708
qed
bbea2e82871c add L'Hôpital's rule
hoelzl
parents: 47108
diff changeset
  1709
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1710
lemma lhopital_right_at_top:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1711
  "LIM x at_right x. (g::real \<Rightarrow> real) x :> at_top \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1712
    eventually (\<lambda>x. g' x \<noteq> 0) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1713
    eventually (\<lambda>x. DERIV f x :> f' x) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1714
    eventually (\<lambda>x. DERIV g x :> g' x) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1715
    ((\<lambda> x. (f' x / g' x)) ---> y) (at_right x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1716
    ((\<lambda> x. f x / g x) ---> y) (at_right x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1717
  unfolding eventually_at_right_to_0[of _ x] filterlim_at_right_to_0[of _ _ x] DERIV_shift
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1718
  by (rule lhopital_right_0_at_top)
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1719
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1720
lemma lhopital_left_at_top:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1721
  "LIM x at_left x. (g::real \<Rightarrow> real) x :> at_top \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1722
    eventually (\<lambda>x. g' x \<noteq> 0) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1723
    eventually (\<lambda>x. DERIV f x :> f' x) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1724
    eventually (\<lambda>x. DERIV g x :> g' x) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1725
    ((\<lambda> x. (f' x / g' x)) ---> y) (at_left x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1726
    ((\<lambda> x. f x / g x) ---> y) (at_left x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1727
  unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror
56479
91958d4b30f7 revert c1bbd3e22226, a14831ac3023, and 36489d77c484: divide_minus_left/right are again simp rules
hoelzl
parents: 56409
diff changeset
  1728
  by (rule lhopital_right_at_top[where f'="\<lambda>x. - f' (- x)"]) (auto simp: DERIV_mirror)
50330
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1729
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1730
lemma lhopital_at_top:
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1731
  "LIM x at x. (g::real \<Rightarrow> real) x :> at_top \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1732
    eventually (\<lambda>x. g' x \<noteq> 0) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1733
    eventually (\<lambda>x. DERIV f x :> f' x) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1734
    eventually (\<lambda>x. DERIV g x :> g' x) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1735
    ((\<lambda> x. (f' x / g' x)) ---> y) (at x) \<Longrightarrow>
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1736
    ((\<lambda> x. f x / g x) ---> y) (at x)"
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1737
  unfolding eventually_at_split filterlim_at_split
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1738
  by (auto intro!: lhopital_right_at_top[of g x g' f f'] lhopital_left_at_top[of g x g' f f'])
d0b12171118e conversion rules for at, at_left and at_right; applied to l'Hopital's rules.
hoelzl
parents: 50329
diff changeset
  1739
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1740
lemma lhospital_at_top_at_top:
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1741
  fixes f g :: "real \<Rightarrow> real"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1742
  assumes g_0: "LIM x at_top. g x :> at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1743
  assumes g': "eventually (\<lambda>x. g' x \<noteq> 0) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1744
  assumes Df: "eventually (\<lambda>x. DERIV f x :> f' x) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1745
  assumes Dg: "eventually (\<lambda>x. DERIV g x :> g' x) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1746
  assumes lim: "((\<lambda> x. (f' x / g' x)) ---> x) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1747
  shows "((\<lambda> x. f x / g x) ---> x) at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1748
  unfolding filterlim_at_top_to_right
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1749
proof (rule lhopital_right_0_at_top)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1750
  let ?F = "\<lambda>x. f (inverse x)"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1751
  let ?G = "\<lambda>x. g (inverse x)"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1752
  let ?R = "at_right (0::real)"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1753
  let ?D = "\<lambda>f' x. f' (inverse x) * - (inverse x ^ Suc (Suc 0))"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1754
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1755
  show "LIM x ?R. ?G x :> at_top"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1756
    using g_0 unfolding filterlim_at_top_to_right .
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1757
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1758
  show "eventually (\<lambda>x. DERIV ?G x  :> ?D g' x) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1759
    unfolding eventually_at_right_to_top
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1760
    using Dg eventually_ge_at_top[where c="1::real"]
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1761
    apply eventually_elim
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1762
    apply (rule DERIV_cong)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1763
    apply (rule DERIV_chain'[where f=inverse])
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1764
    apply (auto intro!:  DERIV_inverse)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1765
    done
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1766
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1767
  show "eventually (\<lambda>x. DERIV ?F x  :> ?D f' x) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1768
    unfolding eventually_at_right_to_top
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1769
    using Df eventually_ge_at_top[where c="1::real"]
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1770
    apply eventually_elim
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1771
    apply (rule DERIV_cong)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1772
    apply (rule DERIV_chain'[where f=inverse])
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1773
    apply (auto intro!:  DERIV_inverse)
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1774
    done
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1775
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1776
  show "eventually (\<lambda>x. ?D g' x \<noteq> 0) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1777
    unfolding eventually_at_right_to_top
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1778
    using g' eventually_ge_at_top[where c="1::real"]
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1779
    by eventually_elim auto
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1780
    
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1781
  show "((\<lambda>x. ?D f' x / ?D g' x) ---> x) ?R"
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1782
    unfolding filterlim_at_right_to_top
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1783
    apply (intro filterlim_cong[THEN iffD2, OF refl refl _ lim])
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1784
    using eventually_ge_at_top[where c="1::real"]
56479
91958d4b30f7 revert c1bbd3e22226, a14831ac3023, and 36489d77c484: divide_minus_left/right are again simp rules
hoelzl
parents: 56409
diff changeset
  1785
    by eventually_elim simp
50347
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1786
qed
77e3effa50b6 prove tendsto_power_div_exp_0
hoelzl
parents: 50346
diff changeset
  1787
21164
0742fc979c67 new Deriv.thy contains stuff from Lim.thy
huffman
parents:
diff changeset
  1788
end