src/HOL/Multivariate_Analysis/Topology_Euclidean_Space.thy
author huffman
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(*  title:      HOL/Library/Topology_Euclidian_Space.thy
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    Author:     Amine Chaieb, University of Cambridge
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    Author:     Robert Himmelmann, TU Muenchen
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*)
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header {* Elementary topology in Euclidean space. *}
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theory Topology_Euclidean_Space
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imports SEQ Euclidean_Space Product_Vector Glbs
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begin
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subsection{* General notion of a topology *}
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definition "istopology L \<longleftrightarrow> {} \<in> L \<and> (\<forall>S \<in>L. \<forall>T \<in>L. S \<inter> T \<in> L) \<and> (\<forall>K. K \<subseteq>L \<longrightarrow> \<Union> K \<in> L)"
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typedef (open) 'a topology = "{L::('a set) set. istopology L}"
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  morphisms "openin" "topology"
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  unfolding istopology_def by blast
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lemma istopology_open_in[intro]: "istopology(openin U)"
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  using openin[of U] by blast
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lemma topology_inverse': "istopology U \<Longrightarrow> openin (topology U) = U"
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  using topology_inverse[unfolded mem_def Collect_def] .
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lemma topology_inverse_iff: "istopology U \<longleftrightarrow> openin (topology U) = U"
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  using topology_inverse[of U] istopology_open_in[of "topology U"] by auto
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lemma topology_eq: "T1 = T2 \<longleftrightarrow> (\<forall>S. openin T1 S \<longleftrightarrow> openin T2 S)"
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proof-
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  {assume "T1=T2" hence "\<forall>S. openin T1 S \<longleftrightarrow> openin T2 S" by simp}
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  moreover
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  {assume H: "\<forall>S. openin T1 S \<longleftrightarrow> openin T2 S"
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    hence "openin T1 = openin T2" by (metis mem_def set_ext)
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    hence "topology (openin T1) = topology (openin T2)" by simp
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    hence "T1 = T2" unfolding openin_inverse .}
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  ultimately show ?thesis by blast
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qed
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text{* Infer the "universe" from union of all sets in the topology. *}
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definition "topspace T =  \<Union>{S. openin T S}"
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subsection{* Main properties of open sets *}
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lemma openin_clauses:
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  fixes U :: "'a topology"
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  shows "openin U {}"
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  "\<And>S T. openin U S \<Longrightarrow> openin U T \<Longrightarrow> openin U (S\<inter>T)"
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  "\<And>K. (\<forall>S \<in> K. openin U S) \<Longrightarrow> openin U (\<Union>K)"
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  using openin[of U] unfolding istopology_def Collect_def mem_def
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  unfolding subset_eq Ball_def mem_def by auto
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lemma openin_subset[intro]: "openin U S \<Longrightarrow> S \<subseteq> topspace U"
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  unfolding topspace_def by blast
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lemma openin_empty[simp]: "openin U {}" by (simp add: openin_clauses)
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lemma openin_Int[intro]: "openin U S \<Longrightarrow> openin U T \<Longrightarrow> openin U (S \<inter> T)"
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  using openin_clauses by simp
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lemma openin_Union[intro]: "(\<forall>S \<in>K. openin U S) \<Longrightarrow> openin U (\<Union> K)"
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  using openin_clauses by simp
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lemma openin_Un[intro]: "openin U S \<Longrightarrow> openin U T \<Longrightarrow> openin U (S \<union> T)"
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  using openin_Union[of "{S,T}" U] by auto
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lemma openin_topspace[intro, simp]: "openin U (topspace U)" by (simp add: openin_Union topspace_def)
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lemma openin_subopen: "openin U S \<longleftrightarrow> (\<forall>x \<in> S. \<exists>T. openin U T \<and> x \<in> T \<and> T \<subseteq> S)" (is "?lhs \<longleftrightarrow> ?rhs")
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proof-
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  {assume ?lhs then have ?rhs by auto }
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  moreover
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  {assume H: ?rhs
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    then obtain t where t: "\<forall>x\<in>S. openin U (t x) \<and> x \<in> t x \<and> t x \<subseteq> S"
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      unfolding Ball_def ex_simps(6)[symmetric] choice_iff by blast
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    from t have th0: "\<forall>x\<in> t`S. openin U x" by auto
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    have "\<Union> t`S = S" using t by auto
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    with openin_Union[OF th0] have "openin U S" by simp }
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  ultimately show ?thesis by blast
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qed
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subsection{* Closed sets *}
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definition "closedin U S \<longleftrightarrow> S \<subseteq> topspace U \<and> openin U (topspace U - S)"
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lemma closedin_subset: "closedin U S \<Longrightarrow> S \<subseteq> topspace U" by (metis closedin_def)
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lemma closedin_empty[simp]: "closedin U {}" by (simp add: closedin_def)
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lemma closedin_topspace[intro,simp]:
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  "closedin U (topspace U)" by (simp add: closedin_def)
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lemma closedin_Un[intro]: "closedin U S \<Longrightarrow> closedin U T \<Longrightarrow> closedin U (S \<union> T)"
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  by (auto simp add: Diff_Un closedin_def)
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lemma Diff_Inter[intro]: "A - \<Inter>S = \<Union> {A - s|s. s\<in>S}" by auto
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lemma closedin_Inter[intro]: assumes Ke: "K \<noteq> {}" and Kc: "\<forall>S \<in>K. closedin U S"
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  shows "closedin U (\<Inter> K)"  using Ke Kc unfolding closedin_def Diff_Inter by auto
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lemma closedin_Int[intro]: "closedin U S \<Longrightarrow> closedin U T \<Longrightarrow> closedin U (S \<inter> T)"
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  using closedin_Inter[of "{S,T}" U] by auto
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lemma Diff_Diff_Int: "A - (A - B) = A \<inter> B" by blast
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lemma openin_closedin_eq: "openin U S \<longleftrightarrow> S \<subseteq> topspace U \<and> closedin U (topspace U - S)"
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  apply (auto simp add: closedin_def Diff_Diff_Int inf_absorb2)
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  apply (metis openin_subset subset_eq)
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  done
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lemma openin_closedin:  "S \<subseteq> topspace U \<Longrightarrow> (openin U S \<longleftrightarrow> closedin U (topspace U - S))"
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  by (simp add: openin_closedin_eq)
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lemma openin_diff[intro]: assumes oS: "openin U S" and cT: "closedin U T" shows "openin U (S - T)"
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proof-
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  have "S - T = S \<inter> (topspace U - T)" using openin_subset[of U S]  oS cT
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    by (auto simp add: topspace_def openin_subset)
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  then show ?thesis using oS cT by (auto simp add: closedin_def)
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qed
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lemma closedin_diff[intro]: assumes oS: "closedin U S" and cT: "openin U T" shows "closedin U (S - T)"
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proof-
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  have "S - T = S \<inter> (topspace U - T)" using closedin_subset[of U S]  oS cT
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    by (auto simp add: topspace_def )
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  then show ?thesis using oS cT by (auto simp add: openin_closedin_eq)
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qed
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subsection{* Subspace topology. *}
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definition "subtopology U V = topology {S \<inter> V |S. openin U S}"
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lemma istopology_subtopology: "istopology {S \<inter> V |S. openin U S}" (is "istopology ?L")
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proof-
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  have "{} \<in> ?L" by blast
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  {fix A B assume A: "A \<in> ?L" and B: "B \<in> ?L"
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    from A B obtain Sa and Sb where Sa: "openin U Sa" "A = Sa \<inter> V" and Sb: "openin U Sb" "B = Sb \<inter> V" by blast
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    have "A\<inter>B = (Sa \<inter> Sb) \<inter> V" "openin U (Sa \<inter> Sb)"  using Sa Sb by blast+
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    then have "A \<inter> B \<in> ?L" by blast}
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  moreover
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  {fix K assume K: "K \<subseteq> ?L"
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    have th0: "?L = (\<lambda>S. S \<inter> V) ` openin U "
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      apply (rule set_ext)
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      apply (simp add: Ball_def image_iff)
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      by (metis mem_def)
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    from K[unfolded th0 subset_image_iff]
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    obtain Sk where Sk: "Sk \<subseteq> openin U" "K = (\<lambda>S. S \<inter> V) ` Sk" by blast
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    have "\<Union>K = (\<Union>Sk) \<inter> V" using Sk by auto
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    moreover have "openin U (\<Union> Sk)" using Sk by (auto simp add: subset_eq mem_def)
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    ultimately have "\<Union>K \<in> ?L" by blast}
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  ultimately show ?thesis unfolding istopology_def by blast
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qed
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lemma openin_subtopology:
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  "openin (subtopology U V) S \<longleftrightarrow> (\<exists> T. (openin U T) \<and> (S = T \<inter> V))"
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  unfolding subtopology_def topology_inverse'[OF istopology_subtopology]
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  by (auto simp add: Collect_def)
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lemma topspace_subtopology: "topspace(subtopology U V) = topspace U \<inter> V"
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  by (auto simp add: topspace_def openin_subtopology)
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lemma closedin_subtopology:
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  "closedin (subtopology U V) S \<longleftrightarrow> (\<exists>T. closedin U T \<and> S = T \<inter> V)"
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  unfolding closedin_def topspace_subtopology
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  apply (simp add: openin_subtopology)
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  apply (rule iffI)
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  apply clarify
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  apply (rule_tac x="topspace U - T" in exI)
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  by auto
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lemma openin_subtopology_refl: "openin (subtopology U V) V \<longleftrightarrow> V \<subseteq> topspace U"
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  unfolding openin_subtopology
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  apply (rule iffI, clarify)
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  apply (frule openin_subset[of U])  apply blast
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  apply (rule exI[where x="topspace U"])
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  by auto
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lemma subtopology_superset: assumes UV: "topspace U \<subseteq> V"
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  shows "subtopology U V = U"
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proof-
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  {fix S
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    {fix T assume T: "openin U T" "S = T \<inter> V"
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      from T openin_subset[OF T(1)] UV have eq: "S = T" by blast
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      have "openin U S" unfolding eq using T by blast}
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    moreover
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    {assume S: "openin U S"
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      hence "\<exists>T. openin U T \<and> S = T \<inter> V"
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        using openin_subset[OF S] UV by auto}
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    ultimately have "(\<exists>T. openin U T \<and> S = T \<inter> V) \<longleftrightarrow> openin U S" by blast}
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  then show ?thesis unfolding topology_eq openin_subtopology by blast
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qed
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lemma subtopology_topspace[simp]: "subtopology U (topspace U) = U"
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  by (simp add: subtopology_superset)
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lemma subtopology_UNIV[simp]: "subtopology U UNIV = U"
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  by (simp add: subtopology_superset)
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subsection{* The universal Euclidean versions are what we use most of the time *}
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definition
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  euclidean :: "'a::topological_space topology" where
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  "euclidean = topology open"
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lemma open_openin: "open S \<longleftrightarrow> openin euclidean S"
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  unfolding euclidean_def
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  apply (rule cong[where x=S and y=S])
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  apply (rule topology_inverse[symmetric])
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  apply (auto simp add: istopology_def)
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  by (auto simp add: mem_def subset_eq)
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lemma topspace_euclidean: "topspace euclidean = UNIV"
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  apply (simp add: topspace_def)
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  apply (rule set_ext)
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  by (auto simp add: open_openin[symmetric])
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lemma topspace_euclidean_subtopology[simp]: "topspace (subtopology euclidean S) = S"
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  by (simp add: topspace_euclidean topspace_subtopology)
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lemma closed_closedin: "closed S \<longleftrightarrow> closedin euclidean S"
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  by (simp add: closed_def closedin_def topspace_euclidean open_openin Compl_eq_Diff_UNIV)
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lemma open_subopen: "open S \<longleftrightarrow> (\<forall>x\<in>S. \<exists>T. open T \<and> x \<in> T \<and> T \<subseteq> S)"
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  by (simp add: open_openin openin_subopen[symmetric])
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subsection{* Open and closed balls. *}
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definition
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  ball :: "'a::metric_space \<Rightarrow> real \<Rightarrow> 'a set" where
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  "ball x e = {y. dist x y < e}"
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definition
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  cball :: "'a::metric_space \<Rightarrow> real \<Rightarrow> 'a set" where
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  "cball x e = {y. dist x y \<le> e}"
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lemma mem_ball[simp]: "y \<in> ball x e \<longleftrightarrow> dist x y < e" by (simp add: ball_def)
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lemma mem_cball[simp]: "y \<in> cball x e \<longleftrightarrow> dist x y \<le> e" by (simp add: cball_def)
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lemma mem_ball_0 [simp]:
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  fixes x :: "'a::real_normed_vector"
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  shows "x \<in> ball 0 e \<longleftrightarrow> norm x < e"
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  by (simp add: dist_norm)
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lemma mem_cball_0 [simp]:
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  fixes x :: "'a::real_normed_vector"
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  shows "x \<in> cball 0 e \<longleftrightarrow> norm x \<le> e"
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  by (simp add: dist_norm)
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lemma centre_in_cball[simp]: "x \<in> cball x e \<longleftrightarrow> 0\<le> e"  by simp
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lemma ball_subset_cball[simp,intro]: "ball x e \<subseteq> cball x e" by (simp add: subset_eq)
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lemma subset_ball[intro]: "d <= e ==> ball x d \<subseteq> ball x e" by (simp add: subset_eq)
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lemma subset_cball[intro]: "d <= e ==> cball x d \<subseteq> cball x e" by (simp add: subset_eq)
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lemma ball_max_Un: "ball a (max r s) = ball a r \<union> ball a s"
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  by (simp add: expand_set_eq) arith
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lemma ball_min_Int: "ball a (min r s) = ball a r \<inter> ball a s"
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  by (simp add: expand_set_eq)
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lemma diff_less_iff: "(a::real) - b > 0 \<longleftrightarrow> a > b"
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  "(a::real) - b < 0 \<longleftrightarrow> a < b"
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  "a - b < c \<longleftrightarrow> a < c +b" "a - b > c \<longleftrightarrow> a > c +b" by arith+
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lemma diff_le_iff: "(a::real) - b \<ge> 0 \<longleftrightarrow> a \<ge> b" "(a::real) - b \<le> 0 \<longleftrightarrow> a \<le> b"
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  "a - b \<le> c \<longleftrightarrow> a \<le> c +b" "a - b \<ge> c \<longleftrightarrow> a \<ge> c +b"  by arith+
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lemma open_ball[intro, simp]: "open (ball x e)"
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  unfolding open_dist ball_def Collect_def Ball_def mem_def
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  unfolding dist_commute
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  apply clarify
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  apply (rule_tac x="e - dist xa x" in exI)
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  using dist_triangle_alt[where z=x]
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  apply (clarsimp simp add: diff_less_iff)
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  apply atomize
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  apply (erule_tac x="y" in allE)
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  apply (erule_tac x="xa" in allE)
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  by arith
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lemma centre_in_ball[simp]: "x \<in> ball x e \<longleftrightarrow> e > 0" by (metis mem_ball dist_self)
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lemma open_contains_ball: "open S \<longleftrightarrow> (\<forall>x\<in>S. \<exists>e>0. ball x e \<subseteq> S)"
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  unfolding open_dist subset_eq mem_ball Ball_def dist_commute ..
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33714
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lemma openE[elim?]:
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  assumes "open S" "x\<in>S" 
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  obtains e where "e>0" "ball x e \<subseteq> S"
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  using assms unfolding open_contains_ball by auto
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33175
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lemma open_contains_ball_eq: "open S \<Longrightarrow> \<forall>x. x\<in>S \<longleftrightarrow> (\<exists>e>0. ball x e \<subseteq> S)"
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  by (metis open_contains_ball subset_eq centre_in_ball)
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lemma ball_eq_empty[simp]: "ball x e = {} \<longleftrightarrow> e \<le> 0"
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  unfolding mem_ball expand_set_eq
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  apply (simp add: not_less)
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  by (metis zero_le_dist order_trans dist_self)
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lemma ball_empty[intro]: "e \<le> 0 ==> ball x e = {}" by simp
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subsection{* Basic "localization" results are handy for connectedness. *}
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lemma openin_open: "openin (subtopology euclidean U) S \<longleftrightarrow> (\<exists>T. open T \<and> (S = U \<inter> T))"
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  by (auto simp add: openin_subtopology open_openin[symmetric])
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lemma openin_open_Int[intro]: "open S \<Longrightarrow> openin (subtopology euclidean U) (U \<inter> S)"
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  by (auto simp add: openin_open)
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lemma open_openin_trans[trans]:
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 "open S \<Longrightarrow> open T \<Longrightarrow> T \<subseteq> S \<Longrightarrow> openin (subtopology euclidean S) T"
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  by (metis Int_absorb1  openin_open_Int)
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lemma open_subset:  "S \<subseteq> T \<Longrightarrow> open S \<Longrightarrow> openin (subtopology euclidean T) S"
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  by (auto simp add: openin_open)
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lemma closedin_closed: "closedin (subtopology euclidean U) S \<longleftrightarrow> (\<exists>T. closed T \<and> S = U \<inter> T)"
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  by (simp add: closedin_subtopology closed_closedin Int_ac)
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lemma closedin_closed_Int: "closed S ==> closedin (subtopology euclidean U) (U \<inter> S)"
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  by (metis closedin_closed)
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lemma closed_closedin_trans: "closed S \<Longrightarrow> closed T \<Longrightarrow> T \<subseteq> S \<Longrightarrow> closedin (subtopology euclidean S) T"
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  apply (subgoal_tac "S \<inter> T = T" )
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  apply auto
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  apply (frule closedin_closed_Int[of T S])
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  by simp
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lemma closed_subset: "S \<subseteq> T \<Longrightarrow> closed S \<Longrightarrow> closedin (subtopology euclidean T) S"
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  by (auto simp add: closedin_closed)
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lemma openin_euclidean_subtopology_iff:
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  fixes S U :: "'a::metric_space set"
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  shows "openin (subtopology euclidean U) S
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  \<longleftrightarrow> S \<subseteq> U \<and> (\<forall>x\<in>S. \<exists>e>0. \<forall>x'\<in>U. dist x' x < e \<longrightarrow> x'\<in> S)" (is "?lhs \<longleftrightarrow> ?rhs")
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parents:
diff changeset
   324
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   325
  {assume ?lhs hence ?rhs unfolding openin_subtopology open_openin[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   326
      by (simp add: open_dist) blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   327
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   328
  {assume SU: "S \<subseteq> U" and H: "\<And>x. x \<in> S \<Longrightarrow> \<exists>e>0. \<forall>x'\<in>U. dist x' x < e \<longrightarrow> x' \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   329
    from H obtain d where d: "\<And>x . x\<in> S \<Longrightarrow> d x > 0 \<and> (\<forall>x' \<in> U. dist x' x < d x \<longrightarrow> x' \<in> S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   330
      by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   331
    let ?T = "\<Union>{B. \<exists>x\<in>S. B = ball x (d x)}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   332
    have oT: "open ?T" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   333
    { fix x assume "x\<in>S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   334
      hence "x \<in> \<Union>{B. \<exists>x\<in>S. B = ball x (d x)}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   335
        apply simp apply(rule_tac x="ball x(d x)" in exI) apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   336
        by (rule d [THEN conjunct1])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   337
      hence "x\<in> ?T \<inter> U" using SU and `x\<in>S` by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   338
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   339
    { fix y assume "y\<in>?T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   340
      then obtain B where "y\<in>B" "B\<in>{B. \<exists>x\<in>S. B = ball x (d x)}" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   341
      then obtain x where "x\<in>S" and x:"y \<in> ball x (d x)" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   342
      assume "y\<in>U"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   343
      hence "y\<in>S" using d[OF `x\<in>S`] and x by(auto simp add: dist_commute) }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   344
    ultimately have "S = ?T \<inter> U" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   345
    with oT have ?lhs unfolding openin_subtopology open_openin[symmetric] by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   346
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   347
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   348
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   349
text{* These "transitivity" results are handy too. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   350
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   351
lemma openin_trans[trans]: "openin (subtopology euclidean T) S \<Longrightarrow> openin (subtopology euclidean U) T
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   352
  \<Longrightarrow> openin (subtopology euclidean U) S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   353
  unfolding open_openin openin_open by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   354
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   355
lemma openin_open_trans: "openin (subtopology euclidean T) S \<Longrightarrow> open T \<Longrightarrow> open S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   356
  by (auto simp add: openin_open intro: openin_trans)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   357
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   358
lemma closedin_trans[trans]:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   359
 "closedin (subtopology euclidean T) S \<Longrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   360
           closedin (subtopology euclidean U) T
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   361
           ==> closedin (subtopology euclidean U) S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   362
  by (auto simp add: closedin_closed closed_closedin closed_Inter Int_assoc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   363
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   364
lemma closedin_closed_trans: "closedin (subtopology euclidean T) S \<Longrightarrow> closed T \<Longrightarrow> closed S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   365
  by (auto simp add: closedin_closed intro: closedin_trans)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   366
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   367
subsection{* Connectedness *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   368
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   369
definition "connected S \<longleftrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   370
  ~(\<exists>e1 e2. open e1 \<and> open e2 \<and> S \<subseteq> (e1 \<union> e2) \<and> (e1 \<inter> e2 \<inter> S = {})
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   371
  \<and> ~(e1 \<inter> S = {}) \<and> ~(e2 \<inter> S = {}))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   372
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   373
lemma connected_local:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   374
 "connected S \<longleftrightarrow> ~(\<exists>e1 e2.
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   375
                 openin (subtopology euclidean S) e1 \<and>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   376
                 openin (subtopology euclidean S) e2 \<and>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   377
                 S \<subseteq> e1 \<union> e2 \<and>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   378
                 e1 \<inter> e2 = {} \<and>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   379
                 ~(e1 = {}) \<and>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   380
                 ~(e2 = {}))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   381
unfolding connected_def openin_open by (safe, blast+)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   382
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   383
lemma exists_diff:
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   384
  fixes P :: "'a set \<Rightarrow> bool"
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   385
  shows "(\<exists>S. P(- S)) \<longleftrightarrow> (\<exists>S. P S)" (is "?lhs \<longleftrightarrow> ?rhs")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   386
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   387
  {assume "?lhs" hence ?rhs by blast }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   388
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   389
  {fix S assume H: "P S"
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   390
    have "S = - (- S)" by auto
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   391
    with H have "P (- (- S))" by metis }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   392
  ultimately show ?thesis by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   393
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   394
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   395
lemma connected_clopen: "connected S \<longleftrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   396
        (\<forall>T. openin (subtopology euclidean S) T \<and>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   397
            closedin (subtopology euclidean S) T \<longrightarrow> T = {} \<or> T = S)" (is "?lhs \<longleftrightarrow> ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   398
proof-
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   399
  have " \<not> connected S \<longleftrightarrow> (\<exists>e1 e2. open e1 \<and> open (- e2) \<and> S \<subseteq> e1 \<union> (- e2) \<and> e1 \<inter> (- e2) \<inter> S = {} \<and> e1 \<inter> S \<noteq> {} \<and> (- e2) \<inter> S \<noteq> {})"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   400
    unfolding connected_def openin_open closedin_closed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   401
    apply (subst exists_diff) by blast
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   402
  hence th0: "connected S \<longleftrightarrow> \<not> (\<exists>e2 e1. closed e2 \<and> open e1 \<and> S \<subseteq> e1 \<union> (- e2) \<and> e1 \<inter> (- e2) \<inter> S = {} \<and> e1 \<inter> S \<noteq> {} \<and> (- e2) \<inter> S \<noteq> {})"
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   403
    (is " _ \<longleftrightarrow> \<not> (\<exists>e2 e1. ?P e2 e1)") apply (simp add: closed_def) by metis
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   404
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   405
  have th1: "?rhs \<longleftrightarrow> \<not> (\<exists>t' t. closed t'\<and>t = S\<inter>t' \<and> t\<noteq>{} \<and> t\<noteq>S \<and> (\<exists>t'. open t' \<and> t = S \<inter> t'))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   406
    (is "_ \<longleftrightarrow> \<not> (\<exists>t' t. ?Q t' t)")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   407
    unfolding connected_def openin_open closedin_closed by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   408
  {fix e2
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   409
    {fix e1 have "?P e2 e1 \<longleftrightarrow> (\<exists>t.  closed e2 \<and> t = S\<inter>e2 \<and> open e1 \<and> t = S\<inter>e1 \<and> t\<noteq>{} \<and> t\<noteq>S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   410
        by auto}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   411
    then have "(\<exists>e1. ?P e2 e1) \<longleftrightarrow> (\<exists>t. ?Q e2 t)" by metis}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   412
  then have "\<forall>e2. (\<exists>e1. ?P e2 e1) \<longleftrightarrow> (\<exists>t. ?Q e2 t)" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   413
  then show ?thesis unfolding th0 th1 by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   414
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   415
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   416
lemma connected_empty[simp, intro]: "connected {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   417
  by (simp add: connected_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   418
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   419
subsection{* Hausdorff and other separation properties *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   420
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   421
class t0_space =
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   422
  assumes t0_space: "x \<noteq> y \<Longrightarrow> \<exists>U. open U \<and> \<not> (x \<in> U \<longleftrightarrow> y \<in> U)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   423
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   424
class t1_space =
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   425
  assumes t1_space: "x \<noteq> y \<Longrightarrow> \<exists>U V. open U \<and> open V \<and> x \<in> U \<and> y \<notin> U \<and> x \<notin> V \<and> y \<in> V"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   426
begin
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   427
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   428
subclass t0_space
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   429
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   430
qed (fast dest: t1_space)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   431
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   432
end
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   433
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   434
text {* T2 spaces are also known as Hausdorff spaces. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   435
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   436
class t2_space =
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   437
  assumes hausdorff: "x \<noteq> y \<Longrightarrow> \<exists>U V. open U \<and> open V \<and> x \<in> U \<and> y \<in> V \<and> U \<inter> V = {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   438
begin
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   439
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   440
subclass t1_space
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   441
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   442
qed (fast dest: hausdorff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   443
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   444
end
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   445
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   446
instance metric_space \<subseteq> t2_space
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   447
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   448
  fix x y :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   449
  assume xy: "x \<noteq> y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   450
  let ?U = "ball x (dist x y / 2)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   451
  let ?V = "ball y (dist x y / 2)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   452
  have th0: "\<And>d x y z. (d x z :: real) <= d x y + d y z \<Longrightarrow> d y z = d z y
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   453
               ==> ~(d x y * 2 < d x z \<and> d z y * 2 < d x z)" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   454
  have "open ?U \<and> open ?V \<and> x \<in> ?U \<and> y \<in> ?V \<and> ?U \<inter> ?V = {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   455
    using dist_pos_lt[OF xy] th0[of dist,OF dist_triangle dist_commute]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   456
    by (auto simp add: expand_set_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   457
  then show "\<exists>U V. open U \<and> open V \<and> x \<in> U \<and> y \<in> V \<and> U \<inter> V = {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   458
    by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   459
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   460
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   461
lemma separation_t2:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   462
  fixes x y :: "'a::t2_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   463
  shows "x \<noteq> y \<longleftrightarrow> (\<exists>U V. open U \<and> open V \<and> x \<in> U \<and> y \<in> V \<and> U \<inter> V = {})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   464
  using hausdorff[of x y] by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   465
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   466
lemma separation_t1:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   467
  fixes x y :: "'a::t1_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   468
  shows "x \<noteq> y \<longleftrightarrow> (\<exists>U V. open U \<and> open V \<and> x \<in>U \<and> y\<notin> U \<and> x\<notin>V \<and> y\<in>V)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   469
  using t1_space[of x y] by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   470
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   471
lemma separation_t0:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   472
  fixes x y :: "'a::t0_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   473
  shows "x \<noteq> y \<longleftrightarrow> (\<exists>U. open U \<and> ~(x\<in>U \<longleftrightarrow> y\<in>U))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   474
  using t0_space[of x y] by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   475
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   476
subsection{* Limit points *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   477
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   478
definition
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   479
  islimpt:: "'a::topological_space \<Rightarrow> 'a set \<Rightarrow> bool"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   480
    (infixr "islimpt" 60) where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   481
  "x islimpt S \<longleftrightarrow> (\<forall>T. x\<in>T \<longrightarrow> open T \<longrightarrow> (\<exists>y\<in>S. y\<in>T \<and> y\<noteq>x))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   482
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   483
lemma islimptI:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   484
  assumes "\<And>T. x \<in> T \<Longrightarrow> open T \<Longrightarrow> \<exists>y\<in>S. y \<in> T \<and> y \<noteq> x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   485
  shows "x islimpt S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   486
  using assms unfolding islimpt_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   487
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   488
lemma islimptE:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   489
  assumes "x islimpt S" and "x \<in> T" and "open T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   490
  obtains y where "y \<in> S" and "y \<in> T" and "y \<noteq> x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   491
  using assms unfolding islimpt_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   492
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   493
lemma islimpt_subset: "x islimpt S \<Longrightarrow> S \<subseteq> T ==> x islimpt T" by (auto simp add: islimpt_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   494
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   495
lemma islimpt_approachable:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   496
  fixes x :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   497
  shows "x islimpt S \<longleftrightarrow> (\<forall>e>0. \<exists>x'\<in>S. x' \<noteq> x \<and> dist x' x < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   498
  unfolding islimpt_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   499
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   500
  apply(erule_tac x="ball x e" in allE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   501
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   502
  apply(rule_tac x=y in bexI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   503
  apply (auto simp add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   504
  apply (simp add: open_dist, drule (1) bspec)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   505
  apply (clarify, drule spec, drule (1) mp, auto)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   506
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   507
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   508
lemma islimpt_approachable_le:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   509
  fixes x :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   510
  shows "x islimpt S \<longleftrightarrow> (\<forall>e>0. \<exists>x'\<in> S. x' \<noteq> x \<and> dist x' x <= e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   511
  unfolding islimpt_approachable
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   512
  using approachable_lt_le[where f="\<lambda>x'. dist x' x" and P="\<lambda>x'. \<not> (x'\<in>S \<and> x'\<noteq>x)"]
33324
51eb2ffa2189 Tidied up some very ugly proofs
paulson
parents: 33270
diff changeset
   513
  by metis 
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   514
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   515
class perfect_space =
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   516
  (* FIXME: perfect_space should inherit from topological_space *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   517
  assumes islimpt_UNIV [simp, intro]: "(x::'a::metric_space) islimpt UNIV"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   518
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   519
lemma perfect_choose_dist:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   520
  fixes x :: "'a::perfect_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   521
  shows "0 < r \<Longrightarrow> \<exists>a. a \<noteq> x \<and> dist a x < r"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   522
using islimpt_UNIV [of x]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   523
by (simp add: islimpt_approachable)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   524
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   525
instance real :: perfect_space
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   526
apply default
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   527
apply (rule islimpt_approachable [THEN iffD2])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   528
apply (clarify, rule_tac x="x + e/2" in bexI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   529
apply (auto simp add: dist_norm)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   530
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   531
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   532
instance cart :: (perfect_space, finite) perfect_space
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   533
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   534
  fix x :: "'a ^ 'b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   535
  {
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   536
    fix e :: real assume "0 < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   537
    def a \<equiv> "x $ undefined"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   538
    have "a islimpt UNIV" by (rule islimpt_UNIV)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   539
    with `0 < e` obtain b where "b \<noteq> a" and "dist b a < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   540
      unfolding islimpt_approachable by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   541
    def y \<equiv> "Cart_lambda ((Cart_nth x)(undefined := b))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   542
    from `b \<noteq> a` have "y \<noteq> x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   543
      unfolding a_def y_def by (simp add: Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   544
    from `dist b a < e` have "dist y x < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   545
      unfolding dist_vector_def a_def y_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   546
      apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   547
      apply (rule le_less_trans [OF setL2_le_setsum [OF zero_le_dist]])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   548
      apply (subst setsum_diff1' [where a=undefined], simp, simp, simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   549
      done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   550
    from `y \<noteq> x` and `dist y x < e`
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   551
    have "\<exists>y\<in>UNIV. y \<noteq> x \<and> dist y x < e" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   552
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   553
  then show "x islimpt UNIV" unfolding islimpt_approachable by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   554
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   555
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   556
lemma closed_limpt: "closed S \<longleftrightarrow> (\<forall>x. x islimpt S \<longrightarrow> x \<in> S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   557
  unfolding closed_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   558
  apply (subst open_subopen)
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   559
  apply (simp add: islimpt_def subset_eq)
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   560
  by (metis ComplE ComplI insertCI insert_absorb mem_def)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   561
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   562
lemma islimpt_EMPTY[simp]: "\<not> x islimpt {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   563
  unfolding islimpt_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   564
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   565
lemma closed_positive_orthant: "closed {x::real^'n. \<forall>i. 0 \<le>x$i}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   566
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   567
  let ?U = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   568
  let ?O = "{x::real^'n. \<forall>i. x$i\<ge>0}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   569
  {fix x:: "real^'n" and i::'n assume H: "\<forall>e>0. \<exists>x'\<in>?O. x' \<noteq> x \<and> dist x' x < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   570
    and xi: "x$i < 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   571
    from xi have th0: "-x$i > 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   572
    from H[rule_format, OF th0] obtain x' where x': "x' \<in>?O" "x' \<noteq> x" "dist x' x < -x $ i" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   573
      have th:" \<And>b a (x::real). abs x <= b \<Longrightarrow> b <= a ==> ~(a + x < 0)" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   574
      have th': "\<And>x (y::real). x < 0 \<Longrightarrow> 0 <= y ==> abs x <= abs (y - x)" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   575
      have th1: "\<bar>x$i\<bar> \<le> \<bar>(x' - x)$i\<bar>" using x'(1) xi
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   576
        apply (simp only: vector_component)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   577
        by (rule th') auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   578
      have th2: "\<bar>dist x x'\<bar> \<ge> \<bar>(x' - x)$i\<bar>" using  component_le_norm[of "x'-x" i]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   579
        apply (simp add: dist_norm) by norm
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   580
      from th[OF th1 th2] x'(3) have False by (simp add: dist_commute) }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   581
  then show ?thesis unfolding closed_limpt islimpt_approachable
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   582
    unfolding not_le[symmetric] by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   583
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   584
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   585
lemma finite_set_avoid:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   586
  fixes a :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   587
  assumes fS: "finite S" shows  "\<exists>d>0. \<forall>x\<in>S. x \<noteq> a \<longrightarrow> d <= dist a x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   588
proof(induct rule: finite_induct[OF fS])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   589
  case 1 thus ?case apply auto by ferrack
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   590
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   591
  case (2 x F)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   592
  from 2 obtain d where d: "d >0" "\<forall>x\<in>F. x\<noteq>a \<longrightarrow> d \<le> dist a x" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   593
  {assume "x = a" hence ?case using d by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   594
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   595
  {assume xa: "x\<noteq>a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   596
    let ?d = "min d (dist a x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   597
    have dp: "?d > 0" using xa d(1) using dist_nz by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   598
    from d have d': "\<forall>x\<in>F. x\<noteq>a \<longrightarrow> ?d \<le> dist a x" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   599
    with dp xa have ?case by(auto intro!: exI[where x="?d"]) }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   600
  ultimately show ?case by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   601
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   602
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   603
lemma islimpt_finite:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   604
  fixes S :: "'a::metric_space set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   605
  assumes fS: "finite S" shows "\<not> a islimpt S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   606
  unfolding islimpt_approachable
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   607
  using finite_set_avoid[OF fS, of a] by (metis dist_commute  not_le)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   608
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   609
lemma islimpt_Un: "x islimpt (S \<union> T) \<longleftrightarrow> x islimpt S \<or> x islimpt T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   610
  apply (rule iffI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   611
  defer
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   612
  apply (metis Un_upper1 Un_upper2 islimpt_subset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   613
  unfolding islimpt_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   614
  apply (rule ccontr, clarsimp, rename_tac A B)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   615
  apply (drule_tac x="A \<inter> B" in spec)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   616
  apply (auto simp add: open_Int)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   617
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   618
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   619
lemma discrete_imp_closed:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   620
  fixes S :: "'a::metric_space set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   621
  assumes e: "0 < e" and d: "\<forall>x \<in> S. \<forall>y \<in> S. dist y x < e \<longrightarrow> y = x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   622
  shows "closed S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   623
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   624
  {fix x assume C: "\<forall>e>0. \<exists>x'\<in>S. x' \<noteq> x \<and> dist x' x < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   625
    from e have e2: "e/2 > 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   626
    from C[rule_format, OF e2] obtain y where y: "y \<in> S" "y\<noteq>x" "dist y x < e/2" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   627
    let ?m = "min (e/2) (dist x y) "
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   628
    from e2 y(2) have mp: "?m > 0" by (simp add: dist_nz[THEN sym])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   629
    from C[rule_format, OF mp] obtain z where z: "z \<in> S" "z\<noteq>x" "dist z x < ?m" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   630
    have th: "dist z y < e" using z y
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   631
      by (intro dist_triangle_lt [where z=x], simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   632
    from d[rule_format, OF y(1) z(1) th] y z
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   633
    have False by (auto simp add: dist_commute)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   634
  then show ?thesis by (metis islimpt_approachable closed_limpt [where 'a='a])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   635
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   636
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   637
subsection{* Interior of a Set *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   638
definition "interior S = {x. \<exists>T. open T \<and> x \<in> T \<and> T \<subseteq> S}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   639
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   640
lemma interior_eq: "interior S = S \<longleftrightarrow> open S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   641
  apply (simp add: expand_set_eq interior_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   642
  apply (subst (2) open_subopen) by (safe, blast+)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   643
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   644
lemma interior_open: "open S ==> (interior S = S)" by (metis interior_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   645
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   646
lemma interior_empty[simp]: "interior {} = {}" by (simp add: interior_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   647
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   648
lemma open_interior[simp, intro]: "open(interior S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   649
  apply (simp add: interior_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   650
  apply (subst open_subopen) by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   651
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   652
lemma interior_interior[simp]: "interior(interior S) = interior S" by (metis interior_eq open_interior)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   653
lemma interior_subset: "interior S \<subseteq> S" by (auto simp add: interior_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   654
lemma subset_interior: "S \<subseteq> T ==> (interior S) \<subseteq> (interior T)" by (auto simp add: interior_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   655
lemma interior_maximal: "T \<subseteq> S \<Longrightarrow> open T ==> T \<subseteq> (interior S)" by (auto simp add: interior_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   656
lemma interior_unique: "T \<subseteq> S \<Longrightarrow> open T  \<Longrightarrow> (\<forall>T'. T' \<subseteq> S \<and> open T' \<longrightarrow> T' \<subseteq> T) \<Longrightarrow> interior S = T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   657
  by (metis equalityI interior_maximal interior_subset open_interior)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   658
lemma mem_interior: "x \<in> interior S \<longleftrightarrow> (\<exists>e. 0 < e \<and> ball x e \<subseteq> S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   659
  apply (simp add: interior_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   660
  by (metis open_contains_ball centre_in_ball open_ball subset_trans)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   661
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   662
lemma open_subset_interior: "open S ==> S \<subseteq> interior T \<longleftrightarrow> S \<subseteq> T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   663
  by (metis interior_maximal interior_subset subset_trans)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   664
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   665
lemma interior_inter[simp]: "interior(S \<inter> T) = interior S \<inter> interior T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   666
  apply (rule equalityI, simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   667
  apply (metis Int_lower1 Int_lower2 subset_interior)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   668
  by (metis Int_mono interior_subset open_Int open_interior open_subset_interior)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   669
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   670
lemma interior_limit_point [intro]:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   671
  fixes x :: "'a::perfect_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   672
  assumes x: "x \<in> interior S" shows "x islimpt S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   673
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   674
  from x obtain e where e: "e>0" "\<forall>x'. dist x x' < e \<longrightarrow> x' \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   675
    unfolding mem_interior subset_eq Ball_def mem_ball by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   676
  {
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   677
    fix d::real assume d: "d>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   678
    let ?m = "min d e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   679
    have mde2: "0 < ?m" using e(1) d(1) by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   680
    from perfect_choose_dist [OF mde2, of x]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   681
    obtain y where "y \<noteq> x" and "dist y x < ?m" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   682
    then have "dist y x < e" "dist y x < d" by simp_all
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   683
    from `dist y x < e` e(2) have "y \<in> S" by (simp add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   684
    have "\<exists>x'\<in>S. x'\<noteq> x \<and> dist x' x < d"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   685
      using `y \<in> S` `y \<noteq> x` `dist y x < d` by fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   686
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   687
  then show ?thesis unfolding islimpt_approachable by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   688
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   689
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   690
lemma interior_closed_Un_empty_interior:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   691
  assumes cS: "closed S" and iT: "interior T = {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   692
  shows "interior(S \<union> T) = interior S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   693
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   694
  show "interior S \<subseteq> interior (S\<union>T)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   695
    by (rule subset_interior, blast)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   696
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   697
  show "interior (S \<union> T) \<subseteq> interior S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   698
  proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   699
    fix x assume "x \<in> interior (S \<union> T)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   700
    then obtain R where "open R" "x \<in> R" "R \<subseteq> S \<union> T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   701
      unfolding interior_def by fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   702
    show "x \<in> interior S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   703
    proof (rule ccontr)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   704
      assume "x \<notin> interior S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   705
      with `x \<in> R` `open R` obtain y where "y \<in> R - S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   706
        unfolding interior_def expand_set_eq by fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   707
      from `open R` `closed S` have "open (R - S)" by (rule open_Diff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   708
      from `R \<subseteq> S \<union> T` have "R - S \<subseteq> T" by fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   709
      from `y \<in> R - S` `open (R - S)` `R - S \<subseteq> T` `interior T = {}`
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   710
      show "False" unfolding interior_def by fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   711
    qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   712
  qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   713
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   714
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   715
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   716
subsection{* Closure of a Set *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   717
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   718
definition "closure S = S \<union> {x | x. x islimpt S}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   719
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   720
lemma closure_interior: "closure S = - interior (- S)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   721
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   722
  { fix x
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   723
    have "x\<in>- interior (- S) \<longleftrightarrow> x \<in> closure S"  (is "?lhs = ?rhs")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   724
    proof
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   725
      let ?exT = "\<lambda> y. (\<exists>T. open T \<and> y \<in> T \<and> T \<subseteq> - S)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   726
      assume "?lhs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   727
      hence *:"\<not> ?exT x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   728
        unfolding interior_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   729
        by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   730
      { assume "\<not> ?rhs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   731
        hence False using *
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   732
          unfolding closure_def islimpt_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   733
          by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   734
      }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   735
      thus "?rhs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   736
        by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   737
    next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   738
      assume "?rhs" thus "?lhs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   739
        unfolding closure_def interior_def islimpt_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   740
        by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   741
    qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   742
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   743
  thus ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   744
    by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   745
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   746
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   747
lemma interior_closure: "interior S = - (closure (- S))"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   748
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   749
  { fix x
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   750
    have "x \<in> interior S \<longleftrightarrow> x \<in> - (closure (- S))"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   751
      unfolding interior_def closure_def islimpt_def
33324
51eb2ffa2189 Tidied up some very ugly proofs
paulson
parents: 33270
diff changeset
   752
      by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   753
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   754
  thus ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   755
    by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   756
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   757
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   758
lemma closed_closure[simp, intro]: "closed (closure S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   759
proof-
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   760
  have "closed (- interior (-S))" by blast
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   761
  thus ?thesis using closure_interior[of S] by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   762
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   763
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   764
lemma closure_hull: "closure S = closed hull S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   765
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   766
  have "S \<subseteq> closure S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   767
    unfolding closure_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   768
    by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   769
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   770
  have "closed (closure S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   771
    using closed_closure[of S]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   772
    by assumption
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   773
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   774
  { fix t
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   775
    assume *:"S \<subseteq> t" "closed t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   776
    { fix x
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   777
      assume "x islimpt S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   778
      hence "x islimpt t" using *(1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   779
        using islimpt_subset[of x, of S, of t]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   780
        by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   781
    }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   782
    with * have "closure S \<subseteq> t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   783
      unfolding closure_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   784
      using closed_limpt[of t]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   785
      by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   786
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   787
  ultimately show ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   788
    using hull_unique[of S, of "closure S", of closed]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   789
    unfolding mem_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   790
    by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   791
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   792
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   793
lemma closure_eq: "closure S = S \<longleftrightarrow> closed S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   794
  unfolding closure_hull
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   795
  using hull_eq[of closed, unfolded mem_def, OF  closed_Inter, of S]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   796
  by (metis mem_def subset_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   797
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   798
lemma closure_closed[simp]: "closed S \<Longrightarrow> closure S = S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   799
  using closure_eq[of S]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   800
  by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   801
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   802
lemma closure_closure[simp]: "closure (closure S) = closure S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   803
  unfolding closure_hull
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   804
  using hull_hull[of closed S]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   805
  by assumption
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   806
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   807
lemma closure_subset: "S \<subseteq> closure S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   808
  unfolding closure_hull
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   809
  using hull_subset[of S closed]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   810
  by assumption
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   811
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   812
lemma subset_closure: "S \<subseteq> T \<Longrightarrow> closure S \<subseteq> closure T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   813
  unfolding closure_hull
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   814
  using hull_mono[of S T closed]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   815
  by assumption
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   816
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   817
lemma closure_minimal: "S \<subseteq> T \<Longrightarrow>  closed T \<Longrightarrow> closure S \<subseteq> T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   818
  using hull_minimal[of S T closed]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   819
  unfolding closure_hull mem_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   820
  by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   821
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   822
lemma closure_unique: "S \<subseteq> T \<and> closed T \<and> (\<forall> T'. S \<subseteq> T' \<and> closed T' \<longrightarrow> T \<subseteq> T') \<Longrightarrow> closure S = T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   823
  using hull_unique[of S T closed]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   824
  unfolding closure_hull mem_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   825
  by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   826
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   827
lemma closure_empty[simp]: "closure {} = {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   828
  using closed_empty closure_closed[of "{}"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   829
  by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   830
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   831
lemma closure_univ[simp]: "closure UNIV = UNIV"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   832
  using closure_closed[of UNIV]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   833
  by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   834
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   835
lemma closure_eq_empty: "closure S = {} \<longleftrightarrow> S = {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   836
  using closure_empty closure_subset[of S]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   837
  by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   838
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   839
lemma closure_subset_eq: "closure S \<subseteq> S \<longleftrightarrow> closed S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   840
  using closure_eq[of S] closure_subset[of S]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   841
  by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   842
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   843
lemma open_inter_closure_eq_empty:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   844
  "open S \<Longrightarrow> (S \<inter> closure T) = {} \<longleftrightarrow> S \<inter> T = {}"
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   845
  using open_subset_interior[of S "- T"]
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   846
  using interior_subset[of "- T"]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   847
  unfolding closure_interior
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   848
  by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   849
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   850
lemma open_inter_closure_subset:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   851
  "open S \<Longrightarrow> (S \<inter> (closure T)) \<subseteq> closure(S \<inter> T)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   852
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   853
  fix x
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   854
  assume as: "open S" "x \<in> S \<inter> closure T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   855
  { assume *:"x islimpt T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   856
    have "x islimpt (S \<inter> T)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   857
    proof (rule islimptI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   858
      fix A
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   859
      assume "x \<in> A" "open A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   860
      with as have "x \<in> A \<inter> S" "open (A \<inter> S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   861
        by (simp_all add: open_Int)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   862
      with * obtain y where "y \<in> T" "y \<in> A \<inter> S" "y \<noteq> x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   863
        by (rule islimptE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   864
      hence "y \<in> S \<inter> T" "y \<in> A \<and> y \<noteq> x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   865
        by simp_all
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   866
      thus "\<exists>y\<in>(S \<inter> T). y \<in> A \<and> y \<noteq> x" ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   867
    qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   868
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   869
  then show "x \<in> closure (S \<inter> T)" using as
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   870
    unfolding closure_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   871
    by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   872
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   873
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   874
lemma closure_complement: "closure(- S) = - interior(S)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   875
proof-
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   876
  have "S = - (- S)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   877
    by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   878
  thus ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   879
    unfolding closure_interior
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   880
    by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   881
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   882
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   883
lemma interior_complement: "interior(- S) = - closure(S)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   884
  unfolding closure_interior
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   885
  by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   886
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   887
subsection{* Frontier (aka boundary) *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   888
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   889
definition "frontier S = closure S - interior S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   890
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   891
lemma frontier_closed: "closed(frontier S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   892
  by (simp add: frontier_def closed_Diff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   893
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   894
lemma frontier_closures: "frontier S = (closure S) \<inter> (closure(- S))"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   895
  by (auto simp add: frontier_def interior_closure)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   896
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   897
lemma frontier_straddle:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   898
  fixes a :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   899
  shows "a \<in> frontier S \<longleftrightarrow> (\<forall>e>0. (\<exists>x\<in>S. dist a x < e) \<and> (\<exists>x. x \<notin> S \<and> dist a x < e))" (is "?lhs \<longleftrightarrow> ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   900
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   901
  assume "?lhs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   902
  { fix e::real
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   903
    assume "e > 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   904
    let ?rhse = "(\<exists>x\<in>S. dist a x < e) \<and> (\<exists>x. x \<notin> S \<and> dist a x < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   905
    { assume "a\<in>S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   906
      have "\<exists>x\<in>S. dist a x < e" using `e>0` `a\<in>S` by(rule_tac x=a in bexI) auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   907
      moreover have "\<exists>x. x \<notin> S \<and> dist a x < e" using `?lhs` `a\<in>S`
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   908
        unfolding frontier_closures closure_def islimpt_def using `e>0`
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   909
        by (auto, erule_tac x="ball a e" in allE, auto)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   910
      ultimately have ?rhse by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   911
    }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   912
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   913
    { assume "a\<notin>S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   914
      hence ?rhse using `?lhs`
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   915
        unfolding frontier_closures closure_def islimpt_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   916
        using open_ball[of a e] `e > 0`
33324
51eb2ffa2189 Tidied up some very ugly proofs
paulson
parents: 33270
diff changeset
   917
          by simp (metis centre_in_ball mem_ball open_ball) 
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   918
    }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   919
    ultimately have ?rhse by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   920
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   921
  thus ?rhs by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   922
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   923
  assume ?rhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   924
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   925
  { fix T assume "a\<notin>S" and
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   926
    as:"\<forall>e>0. (\<exists>x\<in>S. dist a x < e) \<and> (\<exists>x. x \<notin> S \<and> dist a x < e)" "a \<notin> S" "a \<in> T" "open T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   927
    from `open T` `a \<in> T` have "\<exists>e>0. ball a e \<subseteq> T" unfolding open_contains_ball[of T] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   928
    then obtain e where "e>0" "ball a e \<subseteq> T" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   929
    then obtain y where y:"y\<in>S" "dist a y < e"  using as(1) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   930
    have "\<exists>y\<in>S. y \<in> T \<and> y \<noteq> a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   931
      using `dist a y < e` `ball a e \<subseteq> T` unfolding ball_def using `y\<in>S` `a\<notin>S` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   932
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   933
  hence "a \<in> closure S" unfolding closure_def islimpt_def using `?rhs` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   934
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   935
  { fix T assume "a \<in> T"  "open T" "a\<in>S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   936
    then obtain e where "e>0" and balle: "ball a e \<subseteq> T" unfolding open_contains_ball using `?rhs` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   937
    obtain x where "x \<notin> S" "dist a x < e" using `?rhs` using `e>0` by auto
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   938
    hence "\<exists>y\<in>- S. y \<in> T \<and> y \<noteq> a" using balle `a\<in>S` unfolding ball_def by (rule_tac x=x in bexI)auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   939
  }
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   940
  hence "a islimpt (- S) \<or> a\<notin>S" unfolding islimpt_def by auto
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   941
  ultimately show ?lhs unfolding frontier_closures using closure_def[of "- S"] by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   942
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   943
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   944
lemma frontier_subset_closed: "closed S \<Longrightarrow> frontier S \<subseteq> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   945
  by (metis frontier_def closure_closed Diff_subset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   946
34964
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34291
diff changeset
   947
lemma frontier_empty[simp]: "frontier {} = {}"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
   948
  by (simp add: frontier_def)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   949
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   950
lemma frontier_subset_eq: "frontier S \<subseteq> S \<longleftrightarrow> closed S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   951
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   952
  { assume "frontier S \<subseteq> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   953
    hence "closure S \<subseteq> S" using interior_subset unfolding frontier_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   954
    hence "closed S" using closure_subset_eq by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   955
  }
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
   956
  thus ?thesis using frontier_subset_closed[of S] ..
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   957
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   958
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   959
lemma frontier_complement: "frontier(- S) = frontier S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   960
  by (auto simp add: frontier_def closure_complement interior_complement)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   961
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   962
lemma frontier_disjoint_eq: "frontier S \<inter> S = {} \<longleftrightarrow> open S"
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   963
  using frontier_complement frontier_subset_eq[of "- S"]
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
   964
  unfolding open_closed by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   965
36437
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
   966
subsection {* Nets and the ``eventually true'' quantifier *}
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
   967
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
   968
text {* Common nets and The "within" modifier for nets. *}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   969
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   970
definition
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   971
  at_infinity :: "'a::real_normed_vector net" where
36358
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
   972
  "at_infinity = Abs_net (\<lambda>P. \<exists>r. \<forall>x. r \<le> norm x \<longrightarrow> P x)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   973
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   974
definition
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   975
  indirection :: "'a::real_normed_vector \<Rightarrow> 'a \<Rightarrow> 'a net" (infixr "indirection" 70) where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   976
  "a indirection v = (at a) within {b. \<exists>c\<ge>0. b - a = scaleR c v}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   977
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   978
text{* Prove That They are all nets. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   979
36358
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
   980
lemma eventually_at_infinity:
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
   981
  "eventually P at_infinity \<longleftrightarrow> (\<exists>b. \<forall>x. norm x >= b \<longrightarrow> P x)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   982
unfolding at_infinity_def
36358
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
   983
proof (rule eventually_Abs_net, rule is_filter.intro)
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
   984
  fix P Q :: "'a \<Rightarrow> bool"
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
   985
  assume "\<exists>r. \<forall>x. r \<le> norm x \<longrightarrow> P x" and "\<exists>s. \<forall>x. s \<le> norm x \<longrightarrow> Q x"
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
   986
  then obtain r s where
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
   987
    "\<forall>x. r \<le> norm x \<longrightarrow> P x" and "\<forall>x. s \<le> norm x \<longrightarrow> Q x" by auto
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
   988
  then have "\<forall>x. max r s \<le> norm x \<longrightarrow> P x \<and> Q x" by simp
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
   989
  then show "\<exists>r. \<forall>x. r \<le> norm x \<longrightarrow> P x \<and> Q x" ..
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
   990
qed auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   991
36437
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
   992
text {* Identify Trivial limits, where we can't approach arbitrarily closely. *}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   993
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   994
definition
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   995
  trivial_limit :: "'a net \<Rightarrow> bool" where
36358
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
   996
  "trivial_limit net \<longleftrightarrow> eventually (\<lambda>x. False) net"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   997
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   998
lemma trivial_limit_within:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   999
  shows "trivial_limit (at a within S) \<longleftrightarrow> \<not> a islimpt S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1000
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1001
  assume "trivial_limit (at a within S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1002
  thus "\<not> a islimpt S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1003
    unfolding trivial_limit_def
36358
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
  1004
    unfolding eventually_within eventually_at_topological
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1005
    unfolding islimpt_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1006
    apply (clarsimp simp add: expand_set_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1007
    apply (rename_tac T, rule_tac x=T in exI)
36358
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
  1008
    apply (clarsimp, drule_tac x=y in bspec, simp_all)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1009
    done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1010
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1011
  assume "\<not> a islimpt S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1012
  thus "trivial_limit (at a within S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1013
    unfolding trivial_limit_def
36358
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
  1014
    unfolding eventually_within eventually_at_topological
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1015
    unfolding islimpt_def
36358
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
  1016
    apply clarsimp
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
  1017
    apply (rule_tac x=T in exI)
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
  1018
    apply auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1019
    done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1020
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1021
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1022
lemma trivial_limit_at_iff: "trivial_limit (at a) \<longleftrightarrow> \<not> a islimpt UNIV"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1023
  using trivial_limit_within [of a UNIV]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1024
  by (simp add: within_UNIV)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1025
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1026
lemma trivial_limit_at:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1027
  fixes a :: "'a::perfect_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1028
  shows "\<not> trivial_limit (at a)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1029
  by (simp add: trivial_limit_at_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1030
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1031
lemma trivial_limit_at_infinity:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1032
  "\<not> trivial_limit (at_infinity :: ('a::{real_normed_vector,zero_neq_one}) net)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1033
  (* FIXME: find a more appropriate type class *)
36358
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
  1034
  unfolding trivial_limit_def eventually_at_infinity
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
  1035
  apply clarsimp
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
  1036
  apply (rule_tac x="scaleR b (sgn 1)" in exI)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1037
  apply (simp add: norm_sgn)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1038
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1039
34964
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34291
diff changeset
  1040
lemma trivial_limit_sequentially[intro]: "\<not> trivial_limit sequentially"
36358
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
  1041
  by (auto simp add: trivial_limit_def eventually_sequentially)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1042
36437
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  1043
text {* Some property holds "sufficiently close" to the limit point. *}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1044
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1045
lemma eventually_at: (* FIXME: this replaces Limits.eventually_at *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1046
  "eventually P (at a) \<longleftrightarrow> (\<exists>d>0. \<forall>x. 0 < dist x a \<and> dist x a < d \<longrightarrow> P x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1047
unfolding eventually_at dist_nz by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1048
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1049
lemma eventually_within: "eventually P (at a within S) \<longleftrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1050
        (\<exists>d>0. \<forall>x\<in>S. 0 < dist x a \<and> dist x a < d \<longrightarrow> P x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1051
unfolding eventually_within eventually_at dist_nz by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1052
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1053
lemma eventually_within_le: "eventually P (at a within S) \<longleftrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1054
        (\<exists>d>0. \<forall>x\<in>S. 0 < dist x a \<and> dist x a <= d \<longrightarrow> P x)" (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1055
unfolding eventually_within
33324
51eb2ffa2189 Tidied up some very ugly proofs
paulson
parents: 33270
diff changeset
  1056
by auto (metis Rats_dense_in_nn_real order_le_less_trans order_refl) 
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1057
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1058
lemma eventually_happens: "eventually P net ==> trivial_limit net \<or> (\<exists>x. P x)"
36358
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
  1059
  unfolding trivial_limit_def
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
  1060
  by (auto elim: eventually_rev_mp)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1061
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1062
lemma always_eventually: "(\<forall>x. P x) ==> eventually P net"
36358
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
  1063
proof -
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
  1064
  assume "\<forall>x. P x" hence "P = (\<lambda>x. True)" by (simp add: ext)
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
  1065
  thus "eventually P net" by simp
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
  1066
qed
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1067
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1068
lemma trivial_limit_eventually: "trivial_limit net \<Longrightarrow> eventually P net"
36358
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
  1069
  unfolding trivial_limit_def by (auto elim: eventually_rev_mp)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1070
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1071
lemma eventually_False: "eventually (\<lambda>x. False) net \<longleftrightarrow> trivial_limit net"
36358
246493d61204 define nets directly as filters, instead of as filter bases
huffman
parents: 36336
diff changeset
  1072
  unfolding trivial_limit_def ..
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1073
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1074
lemma trivial_limit_eq: "trivial_limit net \<longleftrightarrow> (\<forall>P. eventually P net)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1075
  apply (safe elim!: trivial_limit_eventually)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1076
  apply (simp add: eventually_False [symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1077
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1078
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1079
text{* Combining theorems for "eventually" *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1080
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1081
lemma eventually_conjI:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1082
  "\<lbrakk>eventually (\<lambda>x. P x) net; eventually (\<lambda>x. Q x) net\<rbrakk>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1083
    \<Longrightarrow> eventually (\<lambda>x. P x \<and> Q x) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1084
by (rule eventually_conj)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1085
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1086
lemma eventually_rev_mono:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1087
  "eventually P net \<Longrightarrow> (\<forall>x. P x \<longrightarrow> Q x) \<Longrightarrow> eventually Q net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1088
using eventually_mono [of P Q] by fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1089
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1090
lemma eventually_and: " eventually (\<lambda>x. P x \<and> Q x) net \<longleftrightarrow> eventually P net \<and> eventually Q net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1091
  by (auto intro!: eventually_conjI elim: eventually_rev_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1092
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1093
lemma eventually_false: "eventually (\<lambda>x. False) net \<longleftrightarrow> trivial_limit net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1094
  by (auto simp add: eventually_False)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1095
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1096
lemma not_eventually: "(\<forall>x. \<not> P x ) \<Longrightarrow> ~(trivial_limit net) ==> ~(eventually (\<lambda>x. P x) net)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1097
  by (simp add: eventually_False)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1098
36437
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  1099
subsection {* Limits *}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1100
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1101
  text{* Notation Lim to avoid collition with lim defined in analysis *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1102
definition
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1103
  Lim :: "'a net \<Rightarrow> ('a \<Rightarrow> 'b::t2_space) \<Rightarrow> 'b" where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1104
  "Lim net f = (THE l. (f ---> l) net)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1105
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1106
lemma Lim:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1107
 "(f ---> l) net \<longleftrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1108
        trivial_limit net \<or>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1109
        (\<forall>e>0. eventually (\<lambda>x. dist (f x) l < e) net)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1110
  unfolding tendsto_iff trivial_limit_eq by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1111
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1112
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1113
text{* Show that they yield usual definitions in the various cases. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1114
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1115
lemma Lim_within_le: "(f ---> l)(at a within S) \<longleftrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1116
           (\<forall>e>0. \<exists>d>0. \<forall>x\<in>S. 0 < dist x a  \<and> dist x a  <= d \<longrightarrow> dist (f x) l < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1117
  by (auto simp add: tendsto_iff eventually_within_le)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1118
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1119
lemma Lim_within: "(f ---> l) (at a within S) \<longleftrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1120
        (\<forall>e >0. \<exists>d>0. \<forall>x \<in> S. 0 < dist x a  \<and> dist x a  < d  \<longrightarrow> dist (f x) l < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1121
  by (auto simp add: tendsto_iff eventually_within)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1122
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1123
lemma Lim_at: "(f ---> l) (at a) \<longleftrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1124
        (\<forall>e >0. \<exists>d>0. \<forall>x. 0 < dist x a  \<and> dist x a  < d  \<longrightarrow> dist (f x) l < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1125
  by (auto simp add: tendsto_iff eventually_at)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1126
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1127
lemma Lim_at_iff_LIM: "(f ---> l) (at a) \<longleftrightarrow> f -- a --> l"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1128
  unfolding Lim_at LIM_def by (simp only: zero_less_dist_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1129
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1130
lemma Lim_at_infinity:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1131
  "(f ---> l) at_infinity \<longleftrightarrow> (\<forall>e>0. \<exists>b. \<forall>x. norm x >= b \<longrightarrow> dist (f x) l < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1132
  by (auto simp add: tendsto_iff eventually_at_infinity)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1133
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1134
lemma Lim_sequentially:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1135
 "(S ---> l) sequentially \<longleftrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1136
          (\<forall>e>0. \<exists>N. \<forall>n\<ge>N. dist (S n) l < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1137
  by (auto simp add: tendsto_iff eventually_sequentially)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1138
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1139
lemma Lim_sequentially_iff_LIMSEQ: "(S ---> l) sequentially \<longleftrightarrow> S ----> l"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1140
  unfolding Lim_sequentially LIMSEQ_def ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1141
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1142
lemma Lim_eventually: "eventually (\<lambda>x. f x = l) net \<Longrightarrow> (f ---> l) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1143
  by (rule topological_tendstoI, auto elim: eventually_rev_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1144
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1145
text{* The expected monotonicity property. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1146
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1147
lemma Lim_within_empty: "(f ---> l) (net within {})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1148
  unfolding tendsto_def Limits.eventually_within by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1149
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1150
lemma Lim_within_subset: "(f ---> l) (net within S) \<Longrightarrow> T \<subseteq> S \<Longrightarrow> (f ---> l) (net within T)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1151
  unfolding tendsto_def Limits.eventually_within
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1152
  by (auto elim!: eventually_elim1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1153
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1154
lemma Lim_Un: assumes "(f ---> l) (net within S)" "(f ---> l) (net within T)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1155
  shows "(f ---> l) (net within (S \<union> T))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1156
  using assms unfolding tendsto_def Limits.eventually_within
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1157
  apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1158
  apply (drule spec, drule (1) mp, drule (1) mp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1159
  apply (drule spec, drule (1) mp, drule (1) mp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1160
  apply (auto elim: eventually_elim2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1161
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1162
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1163
lemma Lim_Un_univ:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1164
 "(f ---> l) (net within S) \<Longrightarrow> (f ---> l) (net within T) \<Longrightarrow>  S \<union> T = UNIV
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1165
        ==> (f ---> l) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1166
  by (metis Lim_Un within_UNIV)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1167
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1168
text{* Interrelations between restricted and unrestricted limits. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1169
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1170
lemma Lim_at_within: "(f ---> l) net ==> (f ---> l)(net within S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1171
  (* FIXME: rename *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1172
  unfolding tendsto_def Limits.eventually_within
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1173
  apply (clarify, drule spec, drule (1) mp, drule (1) mp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1174
  by (auto elim!: eventually_elim1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1176
lemma Lim_within_open:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1177
  fixes f :: "'a::topological_space \<Rightarrow> 'b::topological_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1178
  assumes"a \<in> S" "open S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1179
  shows "(f ---> l)(at a within S) \<longleftrightarrow> (f ---> l)(at a)" (is "?lhs \<longleftrightarrow> ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1180
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1181
  assume ?lhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1182
  { fix A assume "open A" "l \<in> A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1183
    with `?lhs` have "eventually (\<lambda>x. f x \<in> A) (at a within S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1184
      by (rule topological_tendstoD)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1185
    hence "eventually (\<lambda>x. x \<in> S \<longrightarrow> f x \<in> A) (at a)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1186
      unfolding Limits.eventually_within .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1187
    then obtain T where "open T" "a \<in> T" "\<forall>x\<in>T. x \<noteq> a \<longrightarrow> x \<in> S \<longrightarrow> f x \<in> A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1188
      unfolding eventually_at_topological by fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1189
    hence "open (T \<inter> S)" "a \<in> T \<inter> S" "\<forall>x\<in>(T \<inter> S). x \<noteq> a \<longrightarrow> f x \<in> A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1190
      using assms by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1191
    hence "\<exists>T. open T \<and> a \<in> T \<and> (\<forall>x\<in>T. x \<noteq> a \<longrightarrow> f x \<in> A)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1192
      by fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1193
    hence "eventually (\<lambda>x. f x \<in> A) (at a)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1194
      unfolding eventually_at_topological .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1195
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1196
  thus ?rhs by (rule topological_tendstoI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1197
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1198
  assume ?rhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1199
  thus ?lhs by (rule Lim_at_within)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1200
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1201
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1202
text{* Another limit point characterization. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1203
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1204
lemma islimpt_sequential:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1205
  fixes x :: "'a::metric_space" (* FIXME: generalize to topological_space *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1206
  shows "x islimpt S \<longleftrightarrow> (\<exists>f. (\<forall>n::nat. f n \<in> S -{x}) \<and> (f ---> x) sequentially)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1207
    (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1208
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1209
  assume ?lhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1210
  then obtain f where f:"\<forall>y. y>0 \<longrightarrow> f y \<in> S \<and> f y \<noteq> x \<and> dist (f y) x < y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1211
    unfolding islimpt_approachable using choice[of "\<lambda>e y. e>0 \<longrightarrow> y\<in>S \<and> y\<noteq>x \<and> dist y x < e"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1212
  { fix n::nat
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1213
    have "f (inverse (real n + 1)) \<in> S - {x}" using f by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1214
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1215
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1216
  { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1217
    hence "\<exists>N::nat. inverse (real (N + 1)) < e" using real_arch_inv[of e] apply (auto simp add: Suc_pred') apply(rule_tac x="n - 1" in exI) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1218
    then obtain N::nat where "inverse (real (N + 1)) < e" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1219
    hence "\<forall>n\<ge>N. inverse (real n + 1) < e" by (auto, metis Suc_le_mono le_SucE less_imp_inverse_less nat_le_real_less order_less_trans real_of_nat_Suc real_of_nat_Suc_gt_zero)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1220
    moreover have "\<forall>n\<ge>N. dist (f (inverse (real n + 1))) x < (inverse (real n + 1))" using f `e>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1221
    ultimately have "\<exists>N::nat. \<forall>n\<ge>N. dist (f (inverse (real n + 1))) x < e" apply(rule_tac x=N in exI) apply auto apply(erule_tac x=n in allE)+ by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1222
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1223
  hence " ((\<lambda>n. f (inverse (real n + 1))) ---> x) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1224
    unfolding Lim_sequentially using f by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1225
  ultimately show ?rhs apply (rule_tac x="(\<lambda>n::nat. f (inverse (real n + 1)))" in exI) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1226
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1227
  assume ?rhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1228
  then obtain f::"nat\<Rightarrow>'a"  where f:"(\<forall>n. f n \<in> S - {x})" "(\<forall>e>0. \<exists>N. \<forall>n\<ge>N. dist (f n) x < e)" unfolding Lim_sequentially by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1229
  { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1230
    then obtain N where "dist (f N) x < e" using f(2) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1231
    moreover have "f N\<in>S" "f N \<noteq> x" using f(1) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1232
    ultimately have "\<exists>x'\<in>S. x' \<noteq> x \<and> dist x' x < e" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1233
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1234
  thus ?lhs unfolding islimpt_approachable by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1235
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1236
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1237
text{* Basic arithmetical combining theorems for limits. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1238
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1239
lemma Lim_linear:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1240
  assumes "(f ---> l) net" "bounded_linear h"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1241
  shows "((\<lambda>x. h (f x)) ---> h l) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1242
using `bounded_linear h` `(f ---> l) net`
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1243
by (rule bounded_linear.tendsto)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1244
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1245
lemma Lim_ident_at: "((\<lambda>x. x) ---> a) (at a)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1246
  unfolding tendsto_def Limits.eventually_at_topological by fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1247
34964
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34291
diff changeset
  1248
lemma Lim_const[intro]: "((\<lambda>x. a) ---> a) net" by (rule tendsto_const)
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34291
diff changeset
  1249
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34291
diff changeset
  1250
lemma Lim_cmul[intro]:
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1251
  fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1252
  shows "(f ---> l) net ==> ((\<lambda>x. c *\<^sub>R f x) ---> c *\<^sub>R l) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1253
  by (intro tendsto_intros)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1254
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1255
lemma Lim_neg:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1256
  fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1257
  shows "(f ---> l) net ==> ((\<lambda>x. -(f x)) ---> -l) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1258
  by (rule tendsto_minus)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1259
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1260
lemma Lim_add: fixes f :: "'a \<Rightarrow> 'b::real_normed_vector" shows
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1261
 "(f ---> l) net \<Longrightarrow> (g ---> m) net \<Longrightarrow> ((\<lambda>x. f(x) + g(x)) ---> l + m) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1262
  by (rule tendsto_add)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1263
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1264
lemma Lim_sub:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1265
  fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1266
  shows "(f ---> l) net \<Longrightarrow> (g ---> m) net \<Longrightarrow> ((\<lambda>x. f(x) - g(x)) ---> l - m) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1267
  by (rule tendsto_diff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1268
36437
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  1269
lemma Lim_mul:
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  1270
  fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  1271
  assumes "(c ---> d) net"  "(f ---> l) net"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  1272
  shows "((\<lambda>x. c(x) *\<^sub>R f x) ---> (d *\<^sub>R l)) net"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  1273
  using assms by (rule scaleR.tendsto)
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  1274
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  1275
lemma Lim_inv:
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  1276
  fixes f :: "'a \<Rightarrow> real"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  1277
  assumes "(f ---> l) (net::'a net)"  "l \<noteq> 0"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  1278
  shows "((inverse o f) ---> inverse l) net"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  1279
  unfolding o_def using assms by (rule tendsto_inverse)
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  1280
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  1281
lemma Lim_vmul:
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  1282
  fixes c :: "'a \<Rightarrow> real" and v :: "'b::real_normed_vector"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  1283
  shows "(c ---> d) net ==> ((\<lambda>x. c(x) *\<^sub>R v) ---> d *\<^sub>R v) net"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  1284
  by (intro tendsto_intros)
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  1285
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1286
lemma Lim_null:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1287
  fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1288
  shows "(f ---> l) net \<longleftrightarrow> ((\<lambda>x. f(x) - l) ---> 0) net" by (simp add: Lim dist_norm)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1289
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1290
lemma Lim_null_norm:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1291
  fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1292
  shows "(f ---> 0) net \<longleftrightarrow> ((\<lambda>x. norm(f x)) ---> 0) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1293
  by (simp add: Lim dist_norm)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1294
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1295
lemma Lim_null_comparison:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1296
  fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1297
  assumes "eventually (\<lambda>x. norm (f x) \<le> g x) net" "(g ---> 0) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1298
  shows "(f ---> 0) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1299
proof(simp add: tendsto_iff, rule+)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1300
  fix e::real assume "0<e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1301
  { fix x
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1302
    assume "norm (f x) \<le> g x" "dist (g x) 0 < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1303
    hence "dist (f x) 0 < e" by (simp add: dist_norm)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1304
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1305
  thus "eventually (\<lambda>x. dist (f x) 0 < e) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1306
    using eventually_and[of "\<lambda>x. norm(f x) <= g x" "\<lambda>x. dist (g x) 0 < e" net]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1307
    using eventually_mono[of "(\<lambda>x. norm (f x) \<le> g x \<and> dist (g x) 0 < e)" "(\<lambda>x. dist (f x) 0 < e)" net]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1308
    using assms `e>0` unfolding tendsto_iff by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1309
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1310
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1311
lemma Lim_component:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1312
  fixes f :: "'a \<Rightarrow> 'b::metric_space ^ 'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1313
  shows "(f ---> l) net \<Longrightarrow> ((\<lambda>a. f a $i) ---> l$i) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1314
  unfolding tendsto_iff
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1315
  apply (clarify)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1316
  apply (drule spec, drule (1) mp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1317
  apply (erule eventually_elim1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1318
  apply (erule le_less_trans [OF dist_nth_le])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1319
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1320
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1321
lemma Lim_transform_bound:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1322
  fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1323
  fixes g :: "'a \<Rightarrow> 'c::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1324
  assumes "eventually (\<lambda>n. norm(f n) <= norm(g n)) net"  "(g ---> 0) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1325
  shows "(f ---> 0) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1326
proof (rule tendstoI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1327
  fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1328
  { fix x
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1329
    assume "norm (f x) \<le> norm (g x)" "dist (g x) 0 < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1330
    hence "dist (f x) 0 < e" by (simp add: dist_norm)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1331
  thus "eventually (\<lambda>x. dist (f x) 0 < e) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1332
    using eventually_and[of "\<lambda>x. norm (f x) \<le> norm (g x)" "\<lambda>x. dist (g x) 0 < e" net]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1333
    using eventually_mono[of "\<lambda>x. norm (f x) \<le> norm (g x) \<and> dist (g x) 0 < e" "\<lambda>x. dist (f x) 0 < e" net]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1334
    using assms `e>0` unfolding tendsto_iff by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1335
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1336
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1337
text{* Deducing things about the limit from the elements. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1338
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1339
lemma Lim_in_closed_set:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1340
  assumes "closed S" "eventually (\<lambda>x. f(x) \<in> S) net" "\<not>(trivial_limit net)" "(f ---> l) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1341
  shows "l \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1342
proof (rule ccontr)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1343
  assume "l \<notin> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1344
  with `closed S` have "open (- S)" "l \<in> - S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1345
    by (simp_all add: open_Compl)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1346
  with assms(4) have "eventually (\<lambda>x. f x \<in> - S) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1347
    by (rule topological_tendstoD)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1348
  with assms(2) have "eventually (\<lambda>x. False) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1349
    by (rule eventually_elim2) simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1350
  with assms(3) show "False"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1351
    by (simp add: eventually_False)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1352
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1353
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1354
text{* Need to prove closed(cball(x,e)) before deducing this as a corollary. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1355
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1356
lemma Lim_dist_ubound:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1357
  assumes "\<not>(trivial_limit net)" "(f ---> l) net" "eventually (\<lambda>x. dist a (f x) <= e) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1358
  shows "dist a l <= e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1359
proof (rule ccontr)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1360
  assume "\<not> dist a l \<le> e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1361
  then have "0 < dist a l - e" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1362
  with assms(2) have "eventually (\<lambda>x. dist (f x) l < dist a l - e) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1363
    by (rule tendstoD)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1364
  with assms(3) have "eventually (\<lambda>x. dist a (f x) \<le> e \<and> dist (f x) l < dist a l - e) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1365
    by (rule eventually_conjI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1366
  then obtain w where "dist a (f w) \<le> e" "dist (f w) l < dist a l - e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1367
    using assms(1) eventually_happens by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1368
  hence "dist a (f w) + dist (f w) l < e + (dist a l - e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1369
    by (rule add_le_less_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1370
  hence "dist a (f w) + dist (f w) l < dist a l"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1371
    by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1372
  also have "\<dots> \<le> dist a (f w) + dist (f w) l"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1373
    by (rule dist_triangle)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1374
  finally show False by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1375
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1376
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1377
lemma Lim_norm_ubound:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1378
  fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1379
  assumes "\<not>(trivial_limit net)" "(f ---> l) net" "eventually (\<lambda>x. norm(f x) <= e) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1380
  shows "norm(l) <= e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1381
proof (rule ccontr)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1382
  assume "\<not> norm l \<le> e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1383
  then have "0 < norm l - e" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1384
  with assms(2) have "eventually (\<lambda>x. dist (f x) l < norm l - e) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1385
    by (rule tendstoD)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1386
  with assms(3) have "eventually (\<lambda>x. norm (f x) \<le> e \<and> dist (f x) l < norm l - e) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1387
    by (rule eventually_conjI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1388
  then obtain w where "norm (f w) \<le> e" "dist (f w) l < norm l - e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1389
    using assms(1) eventually_happens by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1390
  hence "norm (f w - l) < norm l - e" "norm (f w) \<le> e" by (simp_all add: dist_norm)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1391
  hence "norm (f w - l) + norm (f w) < norm l" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1392
  hence "norm (f w - l - f w) < norm l" by (rule le_less_trans [OF norm_triangle_ineq4])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1393
  thus False using `\<not> norm l \<le> e` by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1394
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1395
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1396
lemma Lim_norm_lbound:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1397
  fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1398
  assumes "\<not> (trivial_limit net)"  "(f ---> l) net"  "eventually (\<lambda>x. e <= norm(f x)) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1399
  shows "e \<le> norm l"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1400
proof (rule ccontr)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1401
  assume "\<not> e \<le> norm l"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1402
  then have "0 < e - norm l" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1403
  with assms(2) have "eventually (\<lambda>x. dist (f x) l < e - norm l) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1404
    by (rule tendstoD)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1405
  with assms(3) have "eventually (\<lambda>x. e \<le> norm (f x) \<and> dist (f x) l < e - norm l) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1406
    by (rule eventually_conjI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1407
  then obtain w where "e \<le> norm (f w)" "dist (f w) l < e - norm l"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1408
    using assms(1) eventually_happens by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1409
  hence "norm (f w - l) + norm l < e" "e \<le> norm (f w)" by (simp_all add: dist_norm)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1410
  hence "norm (f w - l) + norm l < norm (f w)" by (rule less_le_trans)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1411
  hence "norm (f w - l + l) < norm (f w)" by (rule le_less_trans [OF norm_triangle_ineq])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1412
  thus False by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1413
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1414
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1415
text{* Uniqueness of the limit, when nontrivial. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1416
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1417
lemma Lim_unique:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1418
  fixes f :: "'a \<Rightarrow> 'b::t2_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1419
  assumes "\<not> trivial_limit net"  "(f ---> l) net"  "(f ---> l') net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1420
  shows "l = l'"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1421
proof (rule ccontr)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1422
  assume "l \<noteq> l'"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1423
  obtain U V where "open U" "open V" "l \<in> U" "l' \<in> V" "U \<inter> V = {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1424
    using hausdorff [OF `l \<noteq> l'`] by fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1425
  have "eventually (\<lambda>x. f x \<in> U) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1426
    using `(f ---> l) net` `open U` `l \<in> U` by (rule topological_tendstoD)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1427
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1428
  have "eventually (\<lambda>x. f x \<in> V) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1429
    using `(f ---> l') net` `open V` `l' \<in> V` by (rule topological_tendstoD)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1430
  ultimately
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1431
  have "eventually (\<lambda>x. False) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1432
  proof (rule eventually_elim2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1433
    fix x
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1434
    assume "f x \<in> U" "f x \<in> V"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1435
    hence "f x \<in> U \<inter> V" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1436
    with `U \<inter> V = {}` show "False" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1437
  qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1438
  with `\<not> trivial_limit net` show "False"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1439
    by (simp add: eventually_False)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1440
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1441
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1442
lemma tendsto_Lim:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1443
  fixes f :: "'a \<Rightarrow> 'b::t2_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1444
  shows "~(trivial_limit net) \<Longrightarrow> (f ---> l) net ==> Lim net f = l"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1445
  unfolding Lim_def using Lim_unique[of net f] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1446
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1447
text{* Limit under bilinear function *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1448
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1449
lemma Lim_bilinear:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1450
  assumes "(f ---> l) net" and "(g ---> m) net" and "bounded_bilinear h"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1451
  shows "((\<lambda>x. h (f x) (g x)) ---> (h l m)) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1452
using `bounded_bilinear h` `(f ---> l) net` `(g ---> m) net`
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1453
by (rule bounded_bilinear.tendsto)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1454
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1455
text{* These are special for limits out of the same vector space. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1456
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1457
lemma Lim_within_id: "(id ---> a) (at a within s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1458
  unfolding tendsto_def Limits.eventually_within eventually_at_topological
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1459
  by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1460
36437
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  1461
lemmas Lim_intros = Lim_add Lim_const Lim_sub Lim_cmul Lim_vmul Lim_within_id
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  1462
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1463
lemma Lim_at_id: "(id ---> a) (at a)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1464
apply (subst within_UNIV[symmetric]) by (simp add: Lim_within_id)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1465
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1466
lemma Lim_at_zero:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1467
  fixes a :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1468
  fixes l :: "'b::topological_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1469
  shows "(f ---> l) (at a) \<longleftrightarrow> ((\<lambda>x. f(a + x)) ---> l) (at 0)" (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1470
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1471
  assume "?lhs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1472
  { fix S assume "open S" "l \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1473
    with `?lhs` have "eventually (\<lambda>x. f x \<in> S) (at a)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1474
      by (rule topological_tendstoD)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1475
    then obtain d where d: "d>0" "\<forall>x. x \<noteq> a \<and> dist x a < d \<longrightarrow> f x \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1476
      unfolding Limits.eventually_at by fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1477
    { fix x::"'a" assume "x \<noteq> 0 \<and> dist x 0 < d"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1478
      hence "f (a + x) \<in> S" using d
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1479
      apply(erule_tac x="x+a" in allE)
35820
b57c3afd1484 dropped odd interpretation of comm_monoid_mult into comm_monoid_add; consider Min.insert_idem as default simp rule
haftmann
parents: 35172
diff changeset
  1480
      by (auto simp add: add_commute dist_norm dist_commute)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1481
    }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1482
    hence "\<exists>d>0. \<forall>x. x \<noteq> 0 \<and> dist x 0 < d \<longrightarrow> f (a + x) \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1483
      using d(1) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1484
    hence "eventually (\<lambda>x. f (a + x) \<in> S) (at 0)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1485
      unfolding Limits.eventually_at .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1486
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1487
  thus "?rhs" by (rule topological_tendstoI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1488
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1489
  assume "?rhs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1490
  { fix S assume "open S" "l \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1491
    with `?rhs` have "eventually (\<lambda>x. f (a + x) \<in> S) (at 0)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1492
      by (rule topological_tendstoD)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1493
    then obtain d where d: "d>0" "\<forall>x. x \<noteq> 0 \<and> dist x 0 < d \<longrightarrow> f (a + x) \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1494
      unfolding Limits.eventually_at by fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1495
    { fix x::"'a" assume "x \<noteq> a \<and> dist x a < d"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1496
      hence "f x \<in> S" using d apply(erule_tac x="x-a" in allE)
35820
b57c3afd1484 dropped odd interpretation of comm_monoid_mult into comm_monoid_add; consider Min.insert_idem as default simp rule
haftmann
parents: 35172
diff changeset
  1497
        by(auto simp add: add_commute dist_norm dist_commute)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1498
    }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1499
    hence "\<exists>d>0. \<forall>x. x \<noteq> a \<and> dist x a < d \<longrightarrow> f x \<in> S" using d(1) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1500
    hence "eventually (\<lambda>x. f x \<in> S) (at a)" unfolding Limits.eventually_at .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1501
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1502
  thus "?lhs" by (rule topological_tendstoI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1503
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1504
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1505
text{* It's also sometimes useful to extract the limit point from the net.  *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1506
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1507
definition
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1508
  netlimit :: "'a::t2_space net \<Rightarrow> 'a" where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1509
  "netlimit net = (SOME a. ((\<lambda>x. x) ---> a) net)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1510
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1511
lemma netlimit_within:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1512
  assumes "\<not> trivial_limit (at a within S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1513
  shows "netlimit (at a within S) = a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1514
unfolding netlimit_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1515
apply (rule some_equality)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1516
apply (rule Lim_at_within)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1517
apply (rule Lim_ident_at)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1518
apply (erule Lim_unique [OF assms])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1519
apply (rule Lim_at_within)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1520
apply (rule Lim_ident_at)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1521
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1522
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1523
lemma netlimit_at:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1524
  fixes a :: "'a::perfect_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1525
  shows "netlimit (at a) = a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1526
  apply (subst within_UNIV[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1527
  using netlimit_within[of a UNIV]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1528
  by (simp add: trivial_limit_at within_UNIV)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1529
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1530
text{* Transformation of limit. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1531
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1532
lemma Lim_transform:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1533
  fixes f g :: "'a::type \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1534
  assumes "((\<lambda>x. f x - g x) ---> 0) net" "(f ---> l) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1535
  shows "(g ---> l) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1536
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1537
  from assms have "((\<lambda>x. f x - g x - f x) ---> 0 - l) net" using Lim_sub[of "\<lambda>x. f x - g x" 0 net f l] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1538
  thus "?thesis" using Lim_neg [of "\<lambda> x. - g x" "-l" net] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1539
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1540
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1541
lemma Lim_transform_eventually:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1542
  "eventually (\<lambda>x. f x = g x) net \<Longrightarrow> (f ---> l) net ==> (g ---> l) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1543
  apply (rule topological_tendstoI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1544
  apply (drule (2) topological_tendstoD)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1545
  apply (erule (1) eventually_elim2, simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1546
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1547
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1548
lemma Lim_transform_within:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1549
  fixes l :: "'b::metric_space" (* TODO: generalize *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1550
  assumes "0 < d" "(\<forall>x'\<in>S. 0 < dist x' x \<and> dist x' x < d \<longrightarrow> f x' = g x')"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1551
          "(f ---> l) (at x within S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1552
  shows   "(g ---> l) (at x within S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1553
  using assms(1,3) unfolding Lim_within
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1554
  apply -
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1555
  apply (clarify, rename_tac e)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1556
  apply (drule_tac x=e in spec, clarsimp, rename_tac r)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1557
  apply (rule_tac x="min d r" in exI, clarsimp, rename_tac y)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1558
  apply (drule_tac x=y in bspec, assumption, clarsimp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1559
  apply (simp add: assms(2))
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1560
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1561
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1562
lemma Lim_transform_at:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1563
  fixes l :: "'b::metric_space" (* TODO: generalize *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1564
  shows "0 < d \<Longrightarrow> (\<forall>x'. 0 < dist x' x \<and> dist x' x < d \<longrightarrow> f x' = g x') \<Longrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1565
  (f ---> l) (at x) ==> (g ---> l) (at x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1566
  apply (subst within_UNIV[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1567
  using Lim_transform_within[of d UNIV x f g l]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1568
  by (auto simp add: within_UNIV)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1569
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1570
text{* Common case assuming being away from some crucial point like 0. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1571
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1572
lemma Lim_transform_away_within:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1573
  fixes a b :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1574
  fixes l :: "'b::metric_space" (* TODO: generalize *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1575
  assumes "a\<noteq>b" "\<forall>x\<in> S. x \<noteq> a \<and> x \<noteq> b \<longrightarrow> f x = g x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1576
  and "(f ---> l) (at a within S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1577
  shows "(g ---> l) (at a within S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1578
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1579
  have "\<forall>x'\<in>S. 0 < dist x' a \<and> dist x' a < dist a b \<longrightarrow> f x' = g x'" using assms(2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1580
    apply auto apply(erule_tac x=x' in ballE) by (auto simp add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1581
  thus ?thesis using Lim_transform_within[of "dist a b" S a f g l] using assms(1,3) unfolding dist_nz by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1582
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1583
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1584
lemma Lim_transform_away_at:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1585
  fixes a b :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1586
  fixes l :: "'b::metric_space" (* TODO: generalize *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1587
  assumes ab: "a\<noteq>b" and fg: "\<forall>x. x \<noteq> a \<and> x \<noteq> b \<longrightarrow> f x = g x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1588
  and fl: "(f ---> l) (at a)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1589
  shows "(g ---> l) (at a)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1590
  using Lim_transform_away_within[OF ab, of UNIV f g l] fg fl
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1591
  by (auto simp add: within_UNIV)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1592
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1593
text{* Alternatively, within an open set. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1594
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1595
lemma Lim_transform_within_open:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1596
  fixes a :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1597
  fixes l :: "'b::metric_space" (* TODO: generalize *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1598
  assumes "open S"  "a \<in> S"  "\<forall>x\<in>S. x \<noteq> a \<longrightarrow> f x = g x"  "(f ---> l) (at a)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1599
  shows "(g ---> l) (at a)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1600
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1601
  from assms(1,2) obtain e::real where "e>0" and e:"ball a e \<subseteq> S" unfolding open_contains_ball by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1602
  hence "\<forall>x'. 0 < dist x' a \<and> dist x' a < e \<longrightarrow> f x' = g x'" using assms(3)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1603
    unfolding ball_def subset_eq apply auto apply(erule_tac x=x' in allE) apply(erule_tac x=x' in ballE) by(auto simp add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1604
  thus ?thesis using Lim_transform_at[of e a f g l] `e>0` assms(4) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1605
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1606
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1607
text{* A congruence rule allowing us to transform limits assuming not at point. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1608
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1609
(* FIXME: Only one congruence rule for tendsto can be used at a time! *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1610
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  1611
lemma Lim_cong_within(*[cong add]*):
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1612
  fixes a :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1613
  fixes l :: "'b::metric_space" (* TODO: generalize *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1614
  shows "(\<And>x. x \<noteq> a \<Longrightarrow> f x = g x) ==> ((\<lambda>x. f x) ---> l) (at a within S) \<longleftrightarrow> ((g ---> l) (at a within S))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1615
  by (simp add: Lim_within dist_nz[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1616
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1617
lemma Lim_cong_at[cong add]:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1618
  fixes a :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1619
  fixes l :: "'b::metric_space" (* TODO: generalize *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1620
  shows "(\<And>x. x \<noteq> a ==> f x = g x) ==> (((\<lambda>x. f x) ---> l) (at a) \<longleftrightarrow> ((g ---> l) (at a)))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1621
  by (simp add: Lim_at dist_nz[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1622
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1623
text{* Useful lemmas on closure and set of possible sequential limits.*}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1624
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1625
lemma closure_sequential:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1626
  fixes l :: "'a::metric_space" (* TODO: generalize *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1627
  shows "l \<in> closure S \<longleftrightarrow> (\<exists>x. (\<forall>n. x n \<in> S) \<and> (x ---> l) sequentially)" (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1628
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1629
  assume "?lhs" moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1630
  { assume "l \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1631
    hence "?rhs" using Lim_const[of l sequentially] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1632
  } moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1633
  { assume "l islimpt S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1634
    hence "?rhs" unfolding islimpt_sequential by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1635
  } ultimately
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1636
  show "?rhs" unfolding closure_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1637
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1638
  assume "?rhs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1639
  thus "?lhs" unfolding closure_def unfolding islimpt_sequential by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1640
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1641
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1642
lemma closed_sequential_limits:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1643
  fixes S :: "'a::metric_space set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1644
  shows "closed S \<longleftrightarrow> (\<forall>x l. (\<forall>n. x n \<in> S) \<and> (x ---> l) sequentially \<longrightarrow> l \<in> S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1645
  unfolding closed_limpt
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1646
  using closure_sequential [where 'a='a] closure_closed [where 'a='a] closed_limpt [where 'a='a] islimpt_sequential [where 'a='a] mem_delete [where 'a='a]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1647
  by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1648
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1649
lemma closure_approachable:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1650
  fixes S :: "'a::metric_space set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1651
  shows "x \<in> closure S \<longleftrightarrow> (\<forall>e>0. \<exists>y\<in>S. dist y x < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1652
  apply (auto simp add: closure_def islimpt_approachable)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1653
  by (metis dist_self)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1654
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1655
lemma closed_approachable:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1656
  fixes S :: "'a::metric_space set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1657
  shows "closed S ==> (\<forall>e>0. \<exists>y\<in>S. dist y x < e) \<longleftrightarrow> x \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1658
  by (metis closure_closed closure_approachable)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1659
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1660
text{* Some other lemmas about sequences. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1661
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1662
lemma seq_offset:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1663
  fixes l :: "'a::metric_space" (* TODO: generalize *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1664
  shows "(f ---> l) sequentially ==> ((\<lambda>i. f( i + k)) ---> l) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1665
  apply (auto simp add: Lim_sequentially)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1666
  by (metis trans_le_add1 )
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1667
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1668
lemma seq_offset_neg:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1669
  "(f ---> l) sequentially ==> ((\<lambda>i. f(i - k)) ---> l) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1670
  apply (rule topological_tendstoI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1671
  apply (drule (2) topological_tendstoD)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1672
  apply (simp only: eventually_sequentially)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1673
  apply (subgoal_tac "\<And>N k (n::nat). N + k <= n ==> N <= n - k")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1674
  apply metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1675
  by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1676
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1677
lemma seq_offset_rev:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1678
  "((\<lambda>i. f(i + k)) ---> l) sequentially ==> (f ---> l) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1679
  apply (rule topological_tendstoI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1680
  apply (drule (2) topological_tendstoD)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1681
  apply (simp only: eventually_sequentially)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1682
  apply (subgoal_tac "\<And>N k (n::nat). N + k <= n ==> N <= n - k \<and> (n - k) + k = n")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1683
  by metis arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1684
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1685
lemma seq_harmonic: "((\<lambda>n. inverse (real n)) ---> 0) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1686
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1687
  { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1688
    hence "\<exists>N::nat. \<forall>n::nat\<ge>N. inverse (real n) < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1689
      using real_arch_inv[of e] apply auto apply(rule_tac x=n in exI)
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  1690
      by (metis le_imp_inverse_le not_less real_of_nat_gt_zero_cancel_iff real_of_nat_less_iff xt1(7))
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1691
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1692
  thus ?thesis unfolding Lim_sequentially dist_norm by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1693
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1694
36437
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  1695
subsection {* More properties of closed balls. *}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1696
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1697
lemma closed_cball: "closed (cball x e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1698
unfolding cball_def closed_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1699
unfolding Collect_neg_eq [symmetric] not_le
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1700
apply (clarsimp simp add: open_dist, rename_tac y)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1701
apply (rule_tac x="dist x y - e" in exI, clarsimp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1702
apply (rename_tac x')
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1703
apply (cut_tac x=x and y=x' and z=y in dist_triangle)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1704
apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1705
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1706
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1707
lemma open_contains_cball: "open S \<longleftrightarrow> (\<forall>x\<in>S. \<exists>e>0.  cball x e \<subseteq> S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1708
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1709
  { fix x and e::real assume "x\<in>S" "e>0" "ball x e \<subseteq> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1710
    hence "\<exists>d>0. cball x d \<subseteq> S" unfolding subset_eq by (rule_tac x="e/2" in exI, auto)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1711
  } moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1712
  { fix x and e::real assume "x\<in>S" "e>0" "cball x e \<subseteq> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1713
    hence "\<exists>d>0. ball x d \<subseteq> S" unfolding subset_eq apply(rule_tac x="e/2" in exI) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1714
  } ultimately
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1715
  show ?thesis unfolding open_contains_ball by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1716
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1717
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1718
lemma open_contains_cball_eq: "open S ==> (\<forall>x. x \<in> S \<longleftrightarrow> (\<exists>e>0. cball x e \<subseteq> S))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1719
  by (metis open_contains_cball subset_eq order_less_imp_le centre_in_cball mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1720
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1721
lemma mem_interior_cball: "x \<in> interior S \<longleftrightarrow> (\<exists>e>0. cball x e \<subseteq> S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1722
  apply (simp add: interior_def, safe)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1723
  apply (force simp add: open_contains_cball)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1724
  apply (rule_tac x="ball x e" in exI)
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  1725
  apply (simp add: subset_trans [OF ball_subset_cball])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1726
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1727
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1728
lemma islimpt_ball:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1729
  fixes x y :: "'a::{real_normed_vector,perfect_space}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1730
  shows "y islimpt ball x e \<longleftrightarrow> 0 < e \<and> y \<in> cball x e" (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1731
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1732
  assume "?lhs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1733
  { assume "e \<le> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1734
    hence *:"ball x e = {}" using ball_eq_empty[of x e] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1735
    have False using `?lhs` unfolding * using islimpt_EMPTY[of y] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1736
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1737
  hence "e > 0" by (metis not_less)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1738
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1739
  have "y \<in> cball x e" using closed_cball[of x e] islimpt_subset[of y "ball x e" "cball x e"] ball_subset_cball[of x e] `?lhs` unfolding closed_limpt by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1740
  ultimately show "?rhs" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1741
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1742
  assume "?rhs" hence "e>0"  by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1743
  { fix d::real assume "d>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1744
    have "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1745
    proof(cases "d \<le> dist x y")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1746
      case True thus "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1747
      proof(cases "x=y")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1748
        case True hence False using `d \<le> dist x y` `d>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1749
        thus "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1750
      next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1751
        case False
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1752
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1753
        have "dist x (y - (d / (2 * dist y x)) *\<^sub>R (y - x))
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1754
              = norm (x - y + (d / (2 * norm (y - x))) *\<^sub>R (y - x))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1755
          unfolding mem_cball mem_ball dist_norm diff_diff_eq2 diff_add_eq[THEN sym] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1756
        also have "\<dots> = \<bar>- 1 + d / (2 * norm (x - y))\<bar> * norm (x - y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1757
          using scaleR_left_distrib[of "- 1" "d / (2 * norm (y - x))", THEN sym, of "y - x"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1758
          unfolding scaleR_minus_left scaleR_one
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1759
          by (auto simp add: norm_minus_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1760
        also have "\<dots> = \<bar>- norm (x - y) + d / 2\<bar>"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1761
          unfolding abs_mult_pos[of "norm (x - y)", OF norm_ge_zero[of "x - y"]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1762
          unfolding real_add_mult_distrib using `x\<noteq>y`[unfolded dist_nz, unfolded dist_norm] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1763
        also have "\<dots> \<le> e - d/2" using `d \<le> dist x y` and `d>0` and `?rhs` by(auto simp add: dist_norm)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1764
        finally have "y - (d / (2 * dist y x)) *\<^sub>R (y - x) \<in> ball x e" using `d>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1765
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1766
        moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1767
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1768
        have "(d / (2*dist y x)) *\<^sub>R (y - x) \<noteq> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1769
          using `x\<noteq>y`[unfolded dist_nz] `d>0` unfolding scaleR_eq_0_iff by (auto simp add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1770
        moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1771
        have "dist (y - (d / (2 * dist y x)) *\<^sub>R (y - x)) y < d" unfolding dist_norm apply simp unfolding norm_minus_cancel
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1772
          using `d>0` `x\<noteq>y`[unfolded dist_nz] dist_commute[of x y]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1773
          unfolding dist_norm by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1774
        ultimately show "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d" by (rule_tac  x="y - (d / (2*dist y x)) *\<^sub>R (y - x)" in bexI) auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1775
      qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1776
    next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1777
      case False hence "d > dist x y" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1778
      show "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1779
      proof(cases "x=y")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1780
        case True
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1781
        obtain z where **: "z \<noteq> y" "dist z y < min e d"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1782
          using perfect_choose_dist[of "min e d" y]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1783
          using `d > 0` `e>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1784
        show "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1785
          unfolding `x = y`
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1786
          using `z \<noteq> y` **
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1787
          by (rule_tac x=z in bexI, auto simp add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1788
      next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1789
        case False thus "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1790
          using `d>0` `d > dist x y` `?rhs` by(rule_tac x=x in bexI, auto)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1791
      qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1792
    qed  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1793
  thus "?lhs" unfolding mem_cball islimpt_approachable mem_ball by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1794
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1795
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1796
lemma closure_ball_lemma:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1797
  fixes x y :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1798
  assumes "x \<noteq> y" shows "y islimpt ball x (dist x y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1799
proof (rule islimptI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1800
  fix T assume "y \<in> T" "open T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1801
  then obtain r where "0 < r" "\<forall>z. dist z y < r \<longrightarrow> z \<in> T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1802
    unfolding open_dist by fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1803
  (* choose point between x and y, within distance r of y. *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1804
  def k \<equiv> "min 1 (r / (2 * dist x y))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1805
  def z \<equiv> "y + scaleR k (x - y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1806
  have z_def2: "z = x + scaleR (1 - k) (y - x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1807
    unfolding z_def by (simp add: algebra_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1808
  have "dist z y < r"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1809
    unfolding z_def k_def using `0 < r`
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1810
    by (simp add: dist_norm min_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1811
  hence "z \<in> T" using `\<forall>z. dist z y < r \<longrightarrow> z \<in> T` by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1812
  have "dist x z < dist x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1813
    unfolding z_def2 dist_norm
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1814
    apply (simp add: norm_minus_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1815
    apply (simp only: dist_norm [symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1816
    apply (subgoal_tac "\<bar>1 - k\<bar> * dist x y < 1 * dist x y", simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1817
    apply (rule mult_strict_right_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1818
    apply (simp add: k_def divide_pos_pos zero_less_dist_iff `0 < r` `x \<noteq> y`)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1819
    apply (simp add: zero_less_dist_iff `x \<noteq> y`)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1820
    done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1821
  hence "z \<in> ball x (dist x y)" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1822
  have "z \<noteq> y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1823
    unfolding z_def k_def using `x \<noteq> y` `0 < r`
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1824
    by (simp add: min_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1825
  show "\<exists>z\<in>ball x (dist x y). z \<in> T \<and> z \<noteq> y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1826
    using `z \<in> ball x (dist x y)` `z \<in> T` `z \<noteq> y`
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1827
    by fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1828
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1829
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1830
lemma closure_ball:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1831
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1832
  shows "0 < e \<Longrightarrow> closure (ball x e) = cball x e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1833
apply (rule equalityI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1834
apply (rule closure_minimal)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1835
apply (rule ball_subset_cball)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1836
apply (rule closed_cball)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1837
apply (rule subsetI, rename_tac y)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1838
apply (simp add: le_less [where 'a=real])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1839
apply (erule disjE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1840
apply (rule subsetD [OF closure_subset], simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1841
apply (simp add: closure_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1842
apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1843
apply (rule closure_ball_lemma)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1844
apply (simp add: zero_less_dist_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1845
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1846
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1847
(* In a trivial vector space, this fails for e = 0. *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1848
lemma interior_cball:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1849
  fixes x :: "'a::{real_normed_vector, perfect_space}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1850
  shows "interior (cball x e) = ball x e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1851
proof(cases "e\<ge>0")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1852
  case False note cs = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1853
  from cs have "ball x e = {}" using ball_empty[of e x] by auto moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1854
  { fix y assume "y \<in> cball x e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1855
    hence False unfolding mem_cball using dist_nz[of x y] cs by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1856
  hence "cball x e = {}" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1857
  hence "interior (cball x e) = {}" using interior_empty by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1858
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1859
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1860
  case True note cs = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1861
  have "ball x e \<subseteq> cball x e" using ball_subset_cball by auto moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1862
  { fix S y assume as: "S \<subseteq> cball x e" "open S" "y\<in>S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1863
    then obtain d where "d>0" and d:"\<forall>x'. dist x' y < d \<longrightarrow> x' \<in> S" unfolding open_dist by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1864
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1865
    then obtain xa where xa_y: "xa \<noteq> y" and xa: "dist xa y < d"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1866
      using perfect_choose_dist [of d] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1867
    have "xa\<in>S" using d[THEN spec[where x=xa]] using xa by(auto simp add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1868
    hence xa_cball:"xa \<in> cball x e" using as(1) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1869
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1870
    hence "y \<in> ball x e" proof(cases "x = y")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1871
      case True
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1872
      hence "e>0" using xa_y[unfolded dist_nz] xa_cball[unfolded mem_cball] by (auto simp add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1873
      thus "y \<in> ball x e" using `x = y ` by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1874
    next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1875
      case False
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1876
      have "dist (y + (d / 2 / dist y x) *\<^sub>R (y - x)) y < d" unfolding dist_norm
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1877
        using `d>0` norm_ge_zero[of "y - x"] `x \<noteq> y` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1878
      hence *:"y + (d / 2 / dist y x) *\<^sub>R (y - x) \<in> cball x e" using d as(1)[unfolded subset_eq] by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1879
      have "y - x \<noteq> 0" using `x \<noteq> y` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1880
      hence **:"d / (2 * norm (y - x)) > 0" unfolding zero_less_norm_iff[THEN sym]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1881
        using `d>0` divide_pos_pos[of d "2*norm (y - x)"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1882
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1883
      have "dist (y + (d / 2 / dist y x) *\<^sub>R (y - x)) x = norm (y + (d / (2 * norm (y - x))) *\<^sub>R y - (d / (2 * norm (y - x))) *\<^sub>R x - x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1884
        by (auto simp add: dist_norm algebra_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1885
      also have "\<dots> = norm ((1 + d / (2 * norm (y - x))) *\<^sub>R (y - x))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1886
        by (auto simp add: algebra_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1887
      also have "\<dots> = \<bar>1 + d / (2 * norm (y - x))\<bar> * norm (y - x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1888
        using ** by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1889
      also have "\<dots> = (dist y x) + d/2"using ** by (auto simp add: left_distrib dist_norm)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1890
      finally have "e \<ge> dist x y +d/2" using *[unfolded mem_cball] by (auto simp add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1891
      thus "y \<in> ball x e" unfolding mem_ball using `d>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1892
    qed  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1893
  hence "\<forall>S \<subseteq> cball x e. open S \<longrightarrow> S \<subseteq> ball x e" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1894
  ultimately show ?thesis using interior_unique[of "ball x e" "cball x e"] using open_ball[of x e] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1895
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1896
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1897
lemma frontier_ball:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1898
  fixes a :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1899
  shows "0 < e ==> frontier(ball a e) = {x. dist a x = e}"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  1900
  apply (simp add: frontier_def closure_ball interior_open order_less_imp_le)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1901
  apply (simp add: expand_set_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1902
  by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1903
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1904
lemma frontier_cball:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1905
  fixes a :: "'a::{real_normed_vector, perfect_space}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1906
  shows "frontier(cball a e) = {x. dist a x = e}"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  1907
  apply (simp add: frontier_def interior_cball closed_cball order_less_imp_le)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1908
  apply (simp add: expand_set_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1909
  by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1910
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1911
lemma cball_eq_empty: "(cball x e = {}) \<longleftrightarrow> e < 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1912
  apply (simp add: expand_set_eq not_le)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1913
  by (metis zero_le_dist dist_self order_less_le_trans)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1914
lemma cball_empty: "e < 0 ==> cball x e = {}" by (simp add: cball_eq_empty)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1915
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1916
lemma cball_eq_sing:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1917
  fixes x :: "'a::perfect_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1918
  shows "(cball x e = {x}) \<longleftrightarrow> e = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1919
proof (rule linorder_cases)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1920
  assume e: "0 < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1921
  obtain a where "a \<noteq> x" "dist a x < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1922
    using perfect_choose_dist [OF e] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1923
  hence "a \<noteq> x" "dist x a \<le> e" by (auto simp add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1924
  with e show ?thesis by (auto simp add: expand_set_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1925
qed auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1926
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1927
lemma cball_sing:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1928
  fixes x :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1929
  shows "e = 0 ==> cball x e = {x}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1930
  by (auto simp add: expand_set_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1931
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1932
text{* For points in the interior, localization of limits makes no difference.   *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1933
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1934
lemma eventually_within_interior:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1935
  assumes "x \<in> interior S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1936
  shows "eventually P (at x within S) \<longleftrightarrow> eventually P (at x)" (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1937
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1938
  from assms obtain T where T: "open T" "x \<in> T" "T \<subseteq> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1939
    unfolding interior_def by fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1940
  { assume "?lhs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1941
    then obtain A where "open A" "x \<in> A" "\<forall>y\<in>A. y \<noteq> x \<longrightarrow> y \<in> S \<longrightarrow> P y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1942
      unfolding Limits.eventually_within Limits.eventually_at_topological
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1943
      by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1944
    with T have "open (A \<inter> T)" "x \<in> A \<inter> T" "\<forall>y\<in>(A \<inter> T). y \<noteq> x \<longrightarrow> P y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1945
      by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1946
    then have "?rhs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1947
      unfolding Limits.eventually_at_topological by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1948
  } moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1949
  { assume "?rhs" hence "?lhs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1950
      unfolding Limits.eventually_within
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1951
      by (auto elim: eventually_elim1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1952
  } ultimately
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1953
  show "?thesis" ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1954
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1955
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1956
lemma lim_within_interior:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1957
  "x \<in> interior S \<Longrightarrow> (f ---> l) (at x within S) \<longleftrightarrow> (f ---> l) (at x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1958
  unfolding tendsto_def by (simp add: eventually_within_interior)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1959
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1960
lemma netlimit_within_interior:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1961
  fixes x :: "'a::{perfect_space, real_normed_vector}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1962
    (* FIXME: generalize to perfect_space *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1963
  assumes "x \<in> interior S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1964
  shows "netlimit(at x within S) = x" (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1965
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1966
  from assms obtain e::real where e:"e>0" "ball x e \<subseteq> S" using open_interior[of S] unfolding open_contains_ball using interior_subset[of S] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1967
  hence "\<not> trivial_limit (at x within S)" using islimpt_subset[of x "ball x e" S] unfolding trivial_limit_within islimpt_ball centre_in_cball by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1968
  thus ?thesis using netlimit_within by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1969
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1970
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1971
subsection{* Boundedness. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1972
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1973
  (* FIXME: This has to be unified with BSEQ!! *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1974
definition
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1975
  bounded :: "'a::metric_space set \<Rightarrow> bool" where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1976
  "bounded S \<longleftrightarrow> (\<exists>x e. \<forall>y\<in>S. dist x y \<le> e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1977
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1978
lemma bounded_any_center: "bounded S \<longleftrightarrow> (\<exists>e. \<forall>y\<in>S. dist a y \<le> e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1979
unfolding bounded_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1980
apply safe
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1981
apply (rule_tac x="dist a x + e" in exI, clarify)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1982
apply (drule (1) bspec)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1983
apply (erule order_trans [OF dist_triangle add_left_mono])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1984
apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1985
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1986
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1987
lemma bounded_iff: "bounded S \<longleftrightarrow> (\<exists>a. \<forall>x\<in>S. norm x \<le> a)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1988
unfolding bounded_any_center [where a=0]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1989
by (simp add: dist_norm)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1990
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1991
lemma bounded_empty[simp]: "bounded {}" by (simp add: bounded_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1992
lemma bounded_subset: "bounded T \<Longrightarrow> S \<subseteq> T ==> bounded S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1993
  by (metis bounded_def subset_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1994
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1995
lemma bounded_interior[intro]: "bounded S ==> bounded(interior S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1996
  by (metis bounded_subset interior_subset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1997
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1998
lemma bounded_closure[intro]: assumes "bounded S" shows "bounded(closure S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1999
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2000
  from assms obtain x and a where a: "\<forall>y\<in>S. dist x y \<le> a" unfolding bounded_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2001
  { fix y assume "y \<in> closure S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2002
    then obtain f where f: "\<forall>n. f n \<in> S"  "(f ---> y) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2003
      unfolding closure_sequential by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2004
    have "\<forall>n. f n \<in> S \<longrightarrow> dist x (f n) \<le> a" using a by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2005
    hence "eventually (\<lambda>n. dist x (f n) \<le> a) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2006
      by (rule eventually_mono, simp add: f(1))
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2007
    have "dist x y \<le> a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2008
      apply (rule Lim_dist_ubound [of sequentially f])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2009
      apply (rule trivial_limit_sequentially)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2010
      apply (rule f(2))
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2011
      apply fact
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2012
      done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2013
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2014
  thus ?thesis unfolding bounded_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2015
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2016
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2017
lemma bounded_cball[simp,intro]: "bounded (cball x e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2018
  apply (simp add: bounded_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2019
  apply (rule_tac x=x in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2020
  apply (rule_tac x=e in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2021
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2022
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2023
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2024
lemma bounded_ball[simp,intro]: "bounded(ball x e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2025
  by (metis ball_subset_cball bounded_cball bounded_subset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2026
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  2027
lemma finite_imp_bounded[intro]:
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  2028
  fixes S :: "'a::metric_space set" assumes "finite S" shows "bounded S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2029
proof-
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  2030
  { fix a and F :: "'a set" assume as:"bounded F"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2031
    then obtain x e where "\<forall>y\<in>F. dist x y \<le> e" unfolding bounded_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2032
    hence "\<forall>y\<in>(insert a F). dist x y \<le> max e (dist x a)" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2033
    hence "bounded (insert a F)" unfolding bounded_def by (intro exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2034
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2035
  thus ?thesis using finite_induct[of S bounded]  using bounded_empty assms by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2036
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2037
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2038
lemma bounded_Un[simp]: "bounded (S \<union> T) \<longleftrightarrow> bounded S \<and> bounded T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2039
  apply (auto simp add: bounded_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2040
  apply (rename_tac x y r s)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2041
  apply (rule_tac x=x in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2042
  apply (rule_tac x="max r (dist x y + s)" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2043
  apply (rule ballI, rename_tac z, safe)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2044
  apply (drule (1) bspec, simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2045
  apply (drule (1) bspec)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2046
  apply (rule min_max.le_supI2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2047
  apply (erule order_trans [OF dist_triangle add_left_mono])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2048
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2049
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2050
lemma bounded_Union[intro]: "finite F \<Longrightarrow> (\<forall>S\<in>F. bounded S) \<Longrightarrow> bounded(\<Union>F)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2051
  by (induct rule: finite_induct[of F], auto)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2052
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2053
lemma bounded_pos: "bounded S \<longleftrightarrow> (\<exists>b>0. \<forall>x\<in> S. norm x <= b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2054
  apply (simp add: bounded_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2055
  apply (subgoal_tac "\<And>x (y::real). 0 < 1 + abs y \<and> (x <= y \<longrightarrow> x <= 1 + abs y)")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2056
  by metis arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2057
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2058
lemma bounded_Int[intro]: "bounded S \<or> bounded T \<Longrightarrow> bounded (S \<inter> T)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2059
  by (metis Int_lower1 Int_lower2 bounded_subset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2060
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2061
lemma bounded_diff[intro]: "bounded S ==> bounded (S - T)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2062
apply (metis Diff_subset bounded_subset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2063
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2064
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2065
lemma bounded_insert[intro]:"bounded(insert x S) \<longleftrightarrow> bounded S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2066
  by (metis Diff_cancel Un_empty_right Un_insert_right bounded_Un bounded_subset finite.emptyI finite_imp_bounded infinite_remove subset_insertI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2067
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2068
lemma not_bounded_UNIV[simp, intro]:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2069
  "\<not> bounded (UNIV :: 'a::{real_normed_vector, perfect_space} set)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2070
proof(auto simp add: bounded_pos not_le)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2071
  obtain x :: 'a where "x \<noteq> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2072
    using perfect_choose_dist [OF zero_less_one] by fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2073
  fix b::real  assume b: "b >0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2074
  have b1: "b +1 \<ge> 0" using b by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2075
  with `x \<noteq> 0` have "b < norm (scaleR (b + 1) (sgn x))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2076
    by (simp add: norm_sgn)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2077
  then show "\<exists>x::'a. b < norm x" ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2078
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2079
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2080
lemma bounded_linear_image:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2081
  assumes "bounded S" "bounded_linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2082
  shows "bounded(f ` S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2083
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2084
  from assms(1) obtain b where b:"b>0" "\<forall>x\<in>S. norm x \<le> b" unfolding bounded_pos by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2085
  from assms(2) obtain B where B:"B>0" "\<forall>x. norm (f x) \<le> B * norm x" using bounded_linear.pos_bounded by (auto simp add: mult_ac)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2086
  { fix x assume "x\<in>S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2087
    hence "norm x \<le> b" using b by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2088
    hence "norm (f x) \<le> B * b" using B(2) apply(erule_tac x=x in allE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2089
      by (metis B(1) B(2) real_le_trans real_mult_le_cancel_iff2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2090
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2091
  thus ?thesis unfolding bounded_pos apply(rule_tac x="b*B" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2092
    using b B real_mult_order[of b B] by (auto simp add: real_mult_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2093
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2094
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2095
lemma bounded_scaling:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2096
  fixes S :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2097
  shows "bounded S \<Longrightarrow> bounded ((\<lambda>x. c *\<^sub>R x) ` S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2098
  apply (rule bounded_linear_image, assumption)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2099
  apply (rule scaleR.bounded_linear_right)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2100
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2101
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2102
lemma bounded_translation:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2103
  fixes S :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2104
  assumes "bounded S" shows "bounded ((\<lambda>x. a + x) ` S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2105
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2106
  from assms obtain b where b:"b>0" "\<forall>x\<in>S. norm x \<le> b" unfolding bounded_pos by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2107
  { fix x assume "x\<in>S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2108
    hence "norm (a + x) \<le> b + norm a" using norm_triangle_ineq[of a x] b by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2109
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2110
  thus ?thesis unfolding bounded_pos using norm_ge_zero[of a] b(1) using add_strict_increasing[of b 0 "norm a"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2111
    by (auto intro!: add exI[of _ "b + norm a"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2112
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2113
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2114
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2115
text{* Some theorems on sups and infs using the notion "bounded". *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2116
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2117
lemma bounded_real:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2118
  fixes S :: "real set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2119
  shows "bounded S \<longleftrightarrow>  (\<exists>a. \<forall>x\<in>S. abs x <= a)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2120
  by (simp add: bounded_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2121
33270
paulson
parents: 33175
diff changeset
  2122
lemma bounded_has_Sup:
paulson
parents: 33175
diff changeset
  2123
  fixes S :: "real set"
paulson
parents: 33175
diff changeset
  2124
  assumes "bounded S" "S \<noteq> {}"
paulson
parents: 33175
diff changeset
  2125
  shows "\<forall>x\<in>S. x <= Sup S" and "\<forall>b. (\<forall>x\<in>S. x <= b) \<longrightarrow> Sup S <= b"
paulson
parents: 33175
diff changeset
  2126
proof
paulson
parents: 33175
diff changeset
  2127
  fix x assume "x\<in>S"
paulson
parents: 33175
diff changeset
  2128
  thus "x \<le> Sup S"
paulson
parents: 33175
diff changeset
  2129
    by (metis SupInf.Sup_upper abs_le_D1 assms(1) bounded_real)
paulson
parents: 33175
diff changeset
  2130
next
paulson
parents: 33175
diff changeset
  2131
  show "\<forall>b. (\<forall>x\<in>S. x \<le> b) \<longrightarrow> Sup S \<le> b" using assms
paulson
parents: 33175
diff changeset
  2132
    by (metis SupInf.Sup_least)
paulson
parents: 33175
diff changeset
  2133
qed
paulson
parents: 33175
diff changeset
  2134
paulson
parents: 33175
diff changeset
  2135
lemma Sup_insert:
paulson
parents: 33175
diff changeset
  2136
  fixes S :: "real set"
paulson
parents: 33175
diff changeset
  2137
  shows "bounded S ==> Sup(insert x S) = (if S = {} then x else max x (Sup S))" 
paulson
parents: 33175
diff changeset
  2138
by auto (metis Int_absorb Sup_insert_nonempty assms bounded_has_Sup(1) disjoint_iff_not_equal) 
paulson
parents: 33175
diff changeset
  2139
paulson
parents: 33175
diff changeset
  2140
lemma Sup_insert_finite:
paulson
parents: 33175
diff changeset
  2141
  fixes S :: "real set"
paulson
parents: 33175
diff changeset
  2142
  shows "finite S \<Longrightarrow> Sup(insert x S) = (if S = {} then x else max x (Sup S))"
paulson
parents: 33175
diff changeset
  2143
  apply (rule Sup_insert)
paulson
parents: 33175
diff changeset
  2144
  apply (rule finite_imp_bounded)
paulson
parents: 33175
diff changeset
  2145
  by simp
paulson
parents: 33175
diff changeset
  2146
paulson
parents: 33175
diff changeset
  2147
lemma bounded_has_Inf:
paulson
parents: 33175
diff changeset
  2148
  fixes S :: "real set"
paulson
parents: 33175
diff changeset
  2149
  assumes "bounded S"  "S \<noteq> {}"
paulson
parents: 33175
diff changeset
  2150
  shows "\<forall>x\<in>S. x >= Inf S" and "\<forall>b. (\<forall>x\<in>S. x >= b) \<longrightarrow> Inf S >= b"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2151
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2152
  fix x assume "x\<in>S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2153
  from assms(1) obtain a where a:"\<forall>x\<in>S. \<bar>x\<bar> \<le> a" unfolding bounded_real by auto
33270
paulson
parents: 33175
diff changeset
  2154
  thus "x \<ge> Inf S" using `x\<in>S`
paulson
parents: 33175
diff changeset
  2155
    by (metis Inf_lower_EX abs_le_D2 minus_le_iff)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2156
next
33270
paulson
parents: 33175
diff changeset
  2157
  show "\<forall>b. (\<forall>x\<in>S. x >= b) \<longrightarrow> Inf S \<ge> b" using assms
paulson
parents: 33175
diff changeset
  2158
    by (metis SupInf.Inf_greatest)
paulson
parents: 33175
diff changeset
  2159
qed
paulson
parents: 33175
diff changeset
  2160
paulson
parents: 33175
diff changeset
  2161
lemma Inf_insert:
paulson
parents: 33175
diff changeset
  2162
  fixes S :: "real set"
paulson
parents: 33175
diff changeset
  2163
  shows "bounded S ==> Inf(insert x S) = (if S = {} then x else min x (Inf S))" 
paulson
parents: 33175
diff changeset
  2164
by auto (metis Int_absorb Inf_insert_nonempty bounded_has_Inf(1) disjoint_iff_not_equal) 
paulson
parents: 33175
diff changeset
  2165
lemma Inf_insert_finite:
paulson
parents: 33175
diff changeset
  2166
  fixes S :: "real set"
paulson
parents: 33175
diff changeset
  2167
  shows "finite S ==> Inf(insert x S) = (if S = {} then x else min x (Inf S))"
paulson
parents: 33175
diff changeset
  2168
  by (rule Inf_insert, rule finite_imp_bounded, simp)
paulson
parents: 33175
diff changeset
  2169
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2170
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2171
(* TODO: Move this to RComplete.thy -- would need to include Glb into RComplete *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2172
lemma real_isGlb_unique: "[| isGlb R S x; isGlb R S y |] ==> x = (y::real)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2173
  apply (frule isGlb_isLb)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2174
  apply (frule_tac x = y in isGlb_isLb)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2175
  apply (blast intro!: order_antisym dest!: isGlb_le_isLb)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2176
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2177
36437
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  2178
subsection {* Equivalent versions of compactness *}
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  2179
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  2180
subsubsection{* Sequential compactness *}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2181
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2182
definition
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2183
  compact :: "'a::metric_space set \<Rightarrow> bool" where (* TODO: generalize *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2184
  "compact S \<longleftrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2185
   (\<forall>f. (\<forall>n. f n \<in> S) \<longrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2186
       (\<exists>l\<in>S. \<exists>r. subseq r \<and> ((f o r) ---> l) sequentially))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2187
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2188
text {*
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2189
  A metric space (or topological vector space) is said to have the
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2190
  Heine-Borel property if every closed and bounded subset is compact.
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2191
*}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2192
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2193
class heine_borel =
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2194
  assumes bounded_imp_convergent_subsequence:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2195
    "bounded s \<Longrightarrow> \<forall>n. f n \<in> s
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2196
      \<Longrightarrow> \<exists>l r. subseq r \<and> ((f \<circ> r) ---> l) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2197
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2198
lemma bounded_closed_imp_compact:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2199
  fixes s::"'a::heine_borel set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2200
  assumes "bounded s" and "closed s" shows "compact s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2201
proof (unfold compact_def, clarify)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2202
  fix f :: "nat \<Rightarrow> 'a" assume f: "\<forall>n. f n \<in> s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2203
  obtain l r where r: "subseq r" and l: "((f \<circ> r) ---> l) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2204
    using bounded_imp_convergent_subsequence [OF `bounded s` `\<forall>n. f n \<in> s`] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2205
  from f have fr: "\<forall>n. (f \<circ> r) n \<in> s" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2206
  have "l \<in> s" using `closed s` fr l
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2207
    unfolding closed_sequential_limits by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2208
  show "\<exists>l\<in>s. \<exists>r. subseq r \<and> ((f \<circ> r) ---> l) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2209
    using `l \<in> s` r l by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2210
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2211
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2212
lemma subseq_bigger: assumes "subseq r" shows "n \<le> r n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2213
proof(induct n)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2214
  show "0 \<le> r 0" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2215
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2216
  fix n assume "n \<le> r n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2217
  moreover have "r n < r (Suc n)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2218
    using assms [unfolded subseq_def] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2219
  ultimately show "Suc n \<le> r (Suc n)" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2220
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2221
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2222
lemma eventually_subseq:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2223
  assumes r: "subseq r"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2224
  shows "eventually P sequentially \<Longrightarrow> eventually (\<lambda>n. P (r n)) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2225
unfolding eventually_sequentially
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2226
by (metis subseq_bigger [OF r] le_trans)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2227
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2228
lemma lim_subseq:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2229
  "subseq r \<Longrightarrow> (s ---> l) sequentially \<Longrightarrow> ((s o r) ---> l) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2230
unfolding tendsto_def eventually_sequentially o_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2231
by (metis subseq_bigger le_trans)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2232
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2233
lemma num_Axiom: "EX! g. g 0 = e \<and> (\<forall>n. g (Suc n) = f n (g n))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2234
  unfolding Ex1_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2235
  apply (rule_tac x="nat_rec e f" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2236
  apply (rule conjI)+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2237
apply (rule def_nat_rec_0, simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2238
apply (rule allI, rule def_nat_rec_Suc, simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2239
apply (rule allI, rule impI, rule ext)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2240
apply (erule conjE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2241
apply (induct_tac x)
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  2242
apply simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2243
apply (erule_tac x="n" in allE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2244
apply (simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2245
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2246
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2247
lemma convergent_bounded_increasing: fixes s ::"nat\<Rightarrow>real"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2248
  assumes "incseq s" and "\<forall>n. abs(s n) \<le> b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2249
  shows "\<exists> l. \<forall>e::real>0. \<exists> N. \<forall>n \<ge> N.  abs(s n - l) < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2250
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2251
  have "isUb UNIV (range s) b" using assms(2) and abs_le_D1 unfolding isUb_def and setle_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2252
  then obtain t where t:"isLub UNIV (range s) t" using reals_complete[of "range s" ] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2253
  { fix e::real assume "e>0" and as:"\<forall>N. \<exists>n\<ge>N. \<not> \<bar>s n - t\<bar> < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2254
    { fix n::nat
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2255
      obtain N where "N\<ge>n" and n:"\<bar>s N - t\<bar> \<ge> e" using as[THEN spec[where x=n]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2256
      have "t \<ge> s N" using isLub_isUb[OF t, unfolded isUb_def setle_def] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2257
      with n have "s N \<le> t - e" using `e>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2258
      hence "s n \<le> t - e" using assms(1)[unfolded incseq_def, THEN spec[where x=n], THEN spec[where x=N]] using `n\<le>N` by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2259
    hence "isUb UNIV (range s) (t - e)" unfolding isUb_def and setle_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2260
    hence False using isLub_le_isUb[OF t, of "t - e"] and `e>0` by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2261
  thus ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2262
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2263
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2264
lemma convergent_bounded_monotone: fixes s::"nat \<Rightarrow> real"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2265
  assumes "\<forall>n. abs(s n) \<le> b" and "monoseq s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2266
  shows "\<exists>l. \<forall>e::real>0. \<exists>N. \<forall>n\<ge>N. abs(s n - l) < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2267
  using convergent_bounded_increasing[of s b] assms using convergent_bounded_increasing[of "\<lambda>n. - s n" b]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2268
  unfolding monoseq_def incseq_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2269
  apply auto unfolding minus_add_distrib[THEN sym, unfolded diff_minus[THEN sym]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2270
  unfolding abs_minus_cancel by(rule_tac x="-l" in exI)auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2271
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2272
lemma compact_real_lemma:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2273
  assumes "\<forall>n::nat. abs(s n) \<le> b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2274
  shows "\<exists>(l::real) r. subseq r \<and> ((s \<circ> r) ---> l) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2275
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2276
  obtain r where r:"subseq r" "monoseq (\<lambda>n. s (r n))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2277
    using seq_monosub[of s] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2278
  thus ?thesis using convergent_bounded_monotone[of "\<lambda>n. s (r n)" b] and assms
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2279
    unfolding tendsto_iff dist_norm eventually_sequentially by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2280
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2281
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2282
instance real :: heine_borel
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2283
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2284
  fix s :: "real set" and f :: "nat \<Rightarrow> real"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2285
  assume s: "bounded s" and f: "\<forall>n. f n \<in> s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2286
  then obtain b where b: "\<forall>n. abs (f n) \<le> b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2287
    unfolding bounded_iff by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2288
  obtain l :: real and r :: "nat \<Rightarrow> nat" where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2289
    r: "subseq r" and l: "((f \<circ> r) ---> l) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2290
    using compact_real_lemma [OF b] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2291
  thus "\<exists>l r. subseq r \<and> ((f \<circ> r) ---> l) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2292
    by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2293
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2294
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2295
lemma bounded_component: "bounded s \<Longrightarrow> bounded ((\<lambda>x. x $ i) ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2296
unfolding bounded_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2297
apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2298
apply (rule_tac x="x $ i" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2299
apply (rule_tac x="e" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2300
apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2301
apply (rule order_trans [OF dist_nth_le], simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2302
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2303
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2304
lemma compact_lemma:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2305
  fixes f :: "nat \<Rightarrow> 'a::heine_borel ^ 'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2306
  assumes "bounded s" and "\<forall>n. f n \<in> s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2307
  shows "\<forall>d.
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2308
        \<exists>l r. subseq r \<and>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2309
        (\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r n) $ i) (l $ i) < e) sequentially)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2310
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2311
  fix d::"'n set" have "finite d" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2312
  thus "\<exists>l::'a ^ 'n. \<exists>r. subseq r \<and>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2313
      (\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r n) $ i) (l $ i) < e) sequentially)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2314
  proof(induct d) case empty thus ?case unfolding subseq_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2315
  next case (insert k d)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2316
    have s': "bounded ((\<lambda>x. x $ k) ` s)" using `bounded s` by (rule bounded_component)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2317
    obtain l1::"'a^'n" and r1 where r1:"subseq r1" and lr1:"\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r1 n) $ i) (l1 $ i) < e) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2318
      using insert(3) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2319
    have f': "\<forall>n. f (r1 n) $ k \<in> (\<lambda>x. x $ k) ` s" using `\<forall>n. f n \<in> s` by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2320
    obtain l2 r2 where r2:"subseq r2" and lr2:"((\<lambda>i. f (r1 (r2 i)) $ k) ---> l2) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2321
      using bounded_imp_convergent_subsequence[OF s' f'] unfolding o_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2322
    def r \<equiv> "r1 \<circ> r2" have r:"subseq r"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2323
      using r1 and r2 unfolding r_def o_def subseq_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2324
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2325
    def l \<equiv> "(\<chi> i. if i = k then l2 else l1$i)::'a^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2326
    { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2327
      from lr1 `e>0` have N1:"eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r1 n) $ i) (l1 $ i) < e) sequentially" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2328
      from lr2 `e>0` have N2:"eventually (\<lambda>n. dist (f (r1 (r2 n)) $ k) l2 < e) sequentially" by (rule tendstoD)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2329
      from r2 N1 have N1': "eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r1 (r2 n)) $ i) (l1 $ i) < e) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2330
        by (rule eventually_subseq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2331
      have "eventually (\<lambda>n. \<forall>i\<in>(insert k d). dist (f (r n) $ i) (l $ i) < e) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2332
        using N1' N2 by (rule eventually_elim2, simp add: l_def r_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2333
    }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2334
    ultimately show ?case by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2335
  qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2336
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2337
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2338
instance cart :: (heine_borel, finite) heine_borel
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2339
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2340
  fix s :: "('a ^ 'b) set" and f :: "nat \<Rightarrow> 'a ^ 'b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2341
  assume s: "bounded s" and f: "\<forall>n. f n \<in> s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2342
  then obtain l r where r: "subseq r"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2343
    and l: "\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>UNIV. dist (f (r n) $ i) (l $ i) < e) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2344
    using compact_lemma [OF s f] by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2345
  let ?d = "UNIV::'b set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2346
  { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2347
    hence "0 < e / (real_of_nat (card ?d))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2348
      using zero_less_card_finite using divide_pos_pos[of e, of "real_of_nat (card ?d)"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2349
    with l have "eventually (\<lambda>n. \<forall>i. dist (f (r n) $ i) (l $ i) < e / (real_of_nat (card ?d))) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2350
      by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2351
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2352
    { fix n assume n: "\<forall>i. dist (f (r n) $ i) (l $ i) < e / (real_of_nat (card ?d))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2353
      have "dist (f (r n)) l \<le> (\<Sum>i\<in>?d. dist (f (r n) $ i) (l $ i))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2354
        unfolding dist_vector_def using zero_le_dist by (rule setL2_le_setsum)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2355
      also have "\<dots> < (\<Sum>i\<in>?d. e / (real_of_nat (card ?d)))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2356
        by (rule setsum_strict_mono) (simp_all add: n)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2357
      finally have "dist (f (r n)) l < e" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2358
    }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2359
    ultimately have "eventually (\<lambda>n. dist (f (r n)) l < e) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2360
      by (rule eventually_elim1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2361
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2362
  hence *:"((f \<circ> r) ---> l) sequentially" unfolding o_def tendsto_iff by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2363
  with r show "\<exists>l r. subseq r \<and> ((f \<circ> r) ---> l) sequentially" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2364
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2365
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2366
lemma bounded_fst: "bounded s \<Longrightarrow> bounded (fst ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2367
unfolding bounded_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2368
apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2369
apply (rule_tac x="a" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2370
apply (rule_tac x="e" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2371
apply clarsimp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2372
apply (drule (1) bspec)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2373
apply (simp add: dist_Pair_Pair)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2374
apply (erule order_trans [OF real_sqrt_sum_squares_ge1])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2375
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2376
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2377
lemma bounded_snd: "bounded s \<Longrightarrow> bounded (snd ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2378
unfolding bounded_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2379
apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2380
apply (rule_tac x="b" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2381
apply (rule_tac x="e" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2382
apply clarsimp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2383
apply (drule (1) bspec)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2384
apply (simp add: dist_Pair_Pair)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2385
apply (erule order_trans [OF real_sqrt_sum_squares_ge2])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2386
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2387
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2388
instance "*" :: (heine_borel, heine_borel) heine_borel
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2389
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2390
  fix s :: "('a * 'b) set" and f :: "nat \<Rightarrow> 'a * 'b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2391
  assume s: "bounded s" and f: "\<forall>n. f n \<in> s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2392
  from s have s1: "bounded (fst ` s)" by (rule bounded_fst)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2393
  from f have f1: "\<forall>n. fst (f n) \<in> fst ` s" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2394
  obtain l1 r1 where r1: "subseq r1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2395
    and l1: "((\<lambda>n. fst (f (r1 n))) ---> l1) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2396
    using bounded_imp_convergent_subsequence [OF s1 f1]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2397
    unfolding o_def by fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2398
  from s have s2: "bounded (snd ` s)" by (rule bounded_snd)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2399
  from f have f2: "\<forall>n. snd (f (r1 n)) \<in> snd ` s" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2400
  obtain l2 r2 where r2: "subseq r2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2401
    and l2: "((\<lambda>n. snd (f (r1 (r2 n)))) ---> l2) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2402
    using bounded_imp_convergent_subsequence [OF s2 f2]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2403
    unfolding o_def by fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2404
  have l1': "((\<lambda>n. fst (f (r1 (r2 n)))) ---> l1) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2405
    using lim_subseq [OF r2 l1] unfolding o_def .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2406
  have l: "((f \<circ> (r1 \<circ> r2)) ---> (l1, l2)) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2407
    using tendsto_Pair [OF l1' l2] unfolding o_def by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2408
  have r: "subseq (r1 \<circ> r2)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2409
    using r1 r2 unfolding subseq_def by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2410
  show "\<exists>l r. subseq r \<and> ((f \<circ> r) ---> l) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2411
    using l r by fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2412
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2413
36437
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  2414
subsubsection{* Completeness *}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2415
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2416
lemma cauchy_def:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2417
  "Cauchy s \<longleftrightarrow> (\<forall>e>0. \<exists>N. \<forall>m n. m \<ge> N \<and> n \<ge> N --> dist(s m)(s n) < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2418
unfolding Cauchy_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2419
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2420
definition
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2421
  complete :: "'a::metric_space set \<Rightarrow> bool" where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2422
  "complete s \<longleftrightarrow> (\<forall>f. (\<forall>n. f n \<in> s) \<and> Cauchy f
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2423
                      --> (\<exists>l \<in> s. (f ---> l) sequentially))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2424
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2425
lemma cauchy: "Cauchy s \<longleftrightarrow> (\<forall>e>0.\<exists> N::nat. \<forall>n\<ge>N. dist(s n)(s N) < e)" (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2426
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2427
  { assume ?rhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2428
    { fix e::real
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2429
      assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2430
      with `?rhs` obtain N where N:"\<forall>n\<ge>N. dist (s n) (s N) < e/2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2431
        by (erule_tac x="e/2" in allE) auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2432
      { fix n m
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2433
        assume nm:"N \<le> m \<and> N \<le> n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2434
        hence "dist (s m) (s n) < e" using N
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2435
          using dist_triangle_half_l[of "s m" "s N" "e" "s n"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2436
          by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2437
      }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2438
      hence "\<exists>N. \<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist (s m) (s n) < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2439
        by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2440
    }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2441
    hence ?lhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2442
      unfolding cauchy_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2443
      by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2444
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2445
  thus ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2446
    unfolding cauchy_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2447
    using dist_triangle_half_l
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2448
    by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2449
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2450
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2451
lemma convergent_imp_cauchy:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2452
 "(s ---> l) sequentially ==> Cauchy s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2453
proof(simp only: cauchy_def, rule, rule)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2454
  fix e::real assume "e>0" "(s ---> l) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2455
  then obtain N::nat where N:"\<forall>n\<ge>N. dist (s n) l < e/2" unfolding Lim_sequentially by(erule_tac x="e/2" in allE) auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2456
  thus "\<exists>N. \<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist (s m) (s n) < e"  using dist_triangle_half_l[of _ l e _] by (rule_tac x=N in exI) auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2457
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2458
34104
22758f95e624 re-state lemmas using 'range'
huffman
parents: 33758
diff changeset
  2459
lemma cauchy_imp_bounded: assumes "Cauchy s" shows "bounded (range s)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2460
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2461
  from assms obtain N::nat where "\<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist (s m) (s n) < 1" unfolding cauchy_def apply(erule_tac x= 1 in allE) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2462
  hence N:"\<forall>n. N \<le> n \<longrightarrow> dist (s N) (s n) < 1" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2463
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2464
  have "bounded (s ` {0..N})" using finite_imp_bounded[of "s ` {1..N}"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2465
  then obtain a where a:"\<forall>x\<in>s ` {0..N}. dist (s N) x \<le> a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2466
    unfolding bounded_any_center [where a="s N"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2467
  ultimately show "?thesis"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2468
    unfolding bounded_any_center [where a="s N"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2469
    apply(rule_tac x="max a 1" in exI) apply auto
34104
22758f95e624 re-state lemmas using 'range'
huffman
parents: 33758
diff changeset
  2470
    apply(erule_tac x=y in allE) apply(erule_tac x=y in ballE) by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2471
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2472
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2473
lemma compact_imp_complete: assumes "compact s" shows "complete s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2474
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2475
  { fix f assume as: "(\<forall>n::nat. f n \<in> s)" "Cauchy f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2476
    from as(1) obtain l r where lr: "l\<in>s" "subseq r" "((f \<circ> r) ---> l) sequentially" using assms unfolding compact_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2477
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2478
    note lr' = subseq_bigger [OF lr(2)]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2479
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2480
    { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2481
      from as(2) obtain N where N:"\<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist (f m) (f n) < e/2" unfolding cauchy_def using `e>0` apply (erule_tac x="e/2" in allE) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2482
      from lr(3)[unfolded Lim_sequentially, THEN spec[where x="e/2"]] obtain M where M:"\<forall>n\<ge>M. dist ((f \<circ> r) n) l < e/2" using `e>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2483
      { fix n::nat assume n:"n \<ge> max N M"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2484
        have "dist ((f \<circ> r) n) l < e/2" using n M by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2485
        moreover have "r n \<ge> N" using lr'[of n] n by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2486
        hence "dist (f n) ((f \<circ> r) n) < e / 2" using N using n by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2487
        ultimately have "dist (f n) l < e" using dist_triangle_half_r[of "f (r n)" "f n" e l] by (auto simp add: dist_commute)  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2488
      hence "\<exists>N. \<forall>n\<ge>N. dist (f n) l < e" by blast  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2489
    hence "\<exists>l\<in>s. (f ---> l) sequentially" using `l\<in>s` unfolding Lim_sequentially by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2490
  thus ?thesis unfolding complete_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2491
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2492
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2493
instance heine_borel < complete_space
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2494
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2495
  fix f :: "nat \<Rightarrow> 'a" assume "Cauchy f"
34104
22758f95e624 re-state lemmas using 'range'
huffman
parents: 33758
diff changeset
  2496
  hence "bounded (range f)"
22758f95e624 re-state lemmas using 'range'
huffman
parents: 33758
diff changeset
  2497
    by (rule cauchy_imp_bounded)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2498
  hence "compact (closure (range f))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2499
    using bounded_closed_imp_compact [of "closure (range f)"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2500
  hence "complete (closure (range f))"
34104
22758f95e624 re-state lemmas using 'range'
huffman
parents: 33758
diff changeset
  2501
    by (rule compact_imp_complete)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2502
  moreover have "\<forall>n. f n \<in> closure (range f)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2503
    using closure_subset [of "range f"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2504
  ultimately have "\<exists>l\<in>closure (range f). (f ---> l) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2505
    using `Cauchy f` unfolding complete_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2506
  then show "convergent f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2507
    unfolding convergent_def LIMSEQ_conv_tendsto [symmetric] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2508
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2509
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2510
lemma complete_univ: "complete (UNIV :: 'a::complete_space set)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2511
proof(simp add: complete_def, rule, rule)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2512
  fix f :: "nat \<Rightarrow> 'a" assume "Cauchy f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2513
  hence "convergent f" by (rule Cauchy_convergent)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2514
  hence "\<exists>l. f ----> l" unfolding convergent_def .  
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2515
  thus "\<exists>l. (f ---> l) sequentially" unfolding LIMSEQ_conv_tendsto .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2516
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2517
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2518
lemma complete_imp_closed: assumes "complete s" shows "closed s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2519
proof -
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2520
  { fix x assume "x islimpt s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2521
    then obtain f where f: "\<forall>n. f n \<in> s - {x}" "(f ---> x) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2522
      unfolding islimpt_sequential by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2523
    then obtain l where l: "l\<in>s" "(f ---> l) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2524
      using `complete s`[unfolded complete_def] using convergent_imp_cauchy[of f x] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2525
    hence "x \<in> s"  using Lim_unique[of sequentially f l x] trivial_limit_sequentially f(2) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2526
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2527
  thus "closed s" unfolding closed_limpt by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2528
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2529
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2530
lemma complete_eq_closed:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2531
  fixes s :: "'a::complete_space set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2532
  shows "complete s \<longleftrightarrow> closed s" (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2533
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2534
  assume ?lhs thus ?rhs by (rule complete_imp_closed)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2535
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2536
  assume ?rhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2537
  { fix f assume as:"\<forall>n::nat. f n \<in> s" "Cauchy f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2538
    then obtain l where "(f ---> l) sequentially" using complete_univ[unfolded complete_def, THEN spec[where x=f]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2539
    hence "\<exists>l\<in>s. (f ---> l) sequentially" using `?rhs`[unfolded closed_sequential_limits, THEN spec[where x=f], THEN spec[where x=l]] using as(1) by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2540
  thus ?lhs unfolding complete_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2541
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2542
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2543
lemma convergent_eq_cauchy:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2544
  fixes s :: "nat \<Rightarrow> 'a::complete_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2545
  shows "(\<exists>l. (s ---> l) sequentially) \<longleftrightarrow> Cauchy s" (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2546
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2547
  assume ?lhs then obtain l where "(s ---> l) sequentially" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2548
  thus ?rhs using convergent_imp_cauchy by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2549
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2550
  assume ?rhs thus ?lhs using complete_univ[unfolded complete_def, THEN spec[where x=s]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2551
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2552
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2553
lemma convergent_imp_bounded:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2554
  fixes s :: "nat \<Rightarrow> 'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2555
  shows "(s ---> l) sequentially ==> bounded (s ` (UNIV::(nat set)))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2556
  using convergent_imp_cauchy[of s]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2557
  using cauchy_imp_bounded[of s]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2558
  unfolding image_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2559
  by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2560
36437
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  2561
subsubsection{* Total boundedness *}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2562
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2563
fun helper_1::"('a::metric_space set) \<Rightarrow> real \<Rightarrow> nat \<Rightarrow> 'a" where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2564
  "helper_1 s e n = (SOME y::'a. y \<in> s \<and> (\<forall>m<n. \<not> (dist (helper_1 s e m) y < e)))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2565
declare helper_1.simps[simp del]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2566
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2567
lemma compact_imp_totally_bounded:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2568
  assumes "compact s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2569
  shows "\<forall>e>0. \<exists>k. finite k \<and> k \<subseteq> s \<and> s \<subseteq> (\<Union>((\<lambda>x. ball x e) ` k))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2570
proof(rule, rule, rule ccontr)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2571
  fix e::real assume "e>0" and assm:"\<not> (\<exists>k. finite k \<and> k \<subseteq> s \<and> s \<subseteq> \<Union>(\<lambda>x. ball x e) ` k)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2572
  def x \<equiv> "helper_1 s e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2573
  { fix n
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2574
    have "x n \<in> s \<and> (\<forall>m<n. \<not> dist (x m) (x n) < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2575
    proof(induct_tac rule:nat_less_induct)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2576
      fix n  def Q \<equiv> "(\<lambda>y. y \<in> s \<and> (\<forall>m<n. \<not> dist (x m) y < e))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2577
      assume as:"\<forall>m<n. x m \<in> s \<and> (\<forall>ma<m. \<not> dist (x ma) (x m) < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2578
      have "\<not> s \<subseteq> (\<Union>x\<in>x ` {0..<n}. ball x e)" using assm apply simp apply(erule_tac x="x ` {0 ..< n}" in allE) using as by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2579
      then obtain z where z:"z\<in>s" "z \<notin> (\<Union>x\<in>x ` {0..<n}. ball x e)" unfolding subset_eq by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2580
      have "Q (x n)" unfolding x_def and helper_1.simps[of s e n]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2581
        apply(rule someI2[where a=z]) unfolding x_def[symmetric] and Q_def using z by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2582
      thus "x n \<in> s \<and> (\<forall>m<n. \<not> dist (x m) (x n) < e)" unfolding Q_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2583
    qed }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2584
  hence "\<forall>n::nat. x n \<in> s" and x:"\<forall>n. \<forall>m < n. \<not> (dist (x m) (x n) < e)" by blast+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2585
  then obtain l r where "l\<in>s" and r:"subseq r" and "((x \<circ> r) ---> l) sequentially" using assms(1)[unfolded compact_def, THEN spec[where x=x]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2586
  from this(3) have "Cauchy (x \<circ> r)" using convergent_imp_cauchy by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2587
  then obtain N::nat where N:"\<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist ((x \<circ> r) m) ((x \<circ> r) n) < e" unfolding cauchy_def using `e>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2588
  show False
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2589
    using N[THEN spec[where x=N], THEN spec[where x="N+1"]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2590
    using r[unfolded subseq_def, THEN spec[where x=N], THEN spec[where x="N+1"]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2591
    using x[THEN spec[where x="r (N+1)"], THEN spec[where x="r (N)"]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2592
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2593
36437
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  2594
subsubsection{* Heine-Borel theorem *}
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  2595
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  2596
text {* Following Burkill \& Burkill vol. 2. *}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2597
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2598
lemma heine_borel_lemma: fixes s::"'a::metric_space set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2599
  assumes "compact s"  "s \<subseteq> (\<Union> t)"  "\<forall>b \<in> t. open b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2600
  shows "\<exists>e>0. \<forall>x \<in> s. \<exists>b \<in> t. ball x e \<subseteq> b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2601
proof(rule ccontr)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2602
  assume "\<not> (\<exists>e>0. \<forall>x\<in>s. \<exists>b\<in>t. ball x e \<subseteq> b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2603
  hence cont:"\<forall>e>0. \<exists>x\<in>s. \<forall>xa\<in>t. \<not> (ball x e \<subseteq> xa)" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2604
  { fix n::nat
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2605
    have "1 / real (n + 1) > 0" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2606
    hence "\<exists>x. x\<in>s \<and> (\<forall>xa\<in>t. \<not> (ball x (inverse (real (n+1))) \<subseteq> xa))" using cont unfolding Bex_def by auto }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2607
  hence "\<forall>n::nat. \<exists>x. x \<in> s \<and> (\<forall>xa\<in>t. \<not> ball x (inverse (real (n + 1))) \<subseteq> xa)" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2608
  then obtain f where f:"\<forall>n::nat. f n \<in> s \<and> (\<forall>xa\<in>t. \<not> ball (f n) (inverse (real (n + 1))) \<subseteq> xa)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2609
    using choice[of "\<lambda>n::nat. \<lambda>x. x\<in>s \<and> (\<forall>xa\<in>t. \<not> ball x (inverse (real (n + 1))) \<subseteq> xa)"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2610
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2611
  then obtain l r where l:"l\<in>s" and r:"subseq r" and lr:"((f \<circ> r) ---> l) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2612
    using assms(1)[unfolded compact_def, THEN spec[where x=f]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2613
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2614
  obtain b where "l\<in>b" "b\<in>t" using assms(2) and l by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2615
  then obtain e where "e>0" and e:"\<forall>z. dist z l < e \<longrightarrow> z\<in>b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2616
    using assms(3)[THEN bspec[where x=b]] unfolding open_dist by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2617
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2618
  then obtain N1 where N1:"\<forall>n\<ge>N1. dist ((f \<circ> r) n) l < e / 2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2619
    using lr[unfolded Lim_sequentially, THEN spec[where x="e/2"]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2620
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2621
  obtain N2::nat where N2:"N2>0" "inverse (real N2) < e /2" using real_arch_inv[of "e/2"] and `e>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2622
  have N2':"inverse (real (r (N1 + N2) +1 )) < e/2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2623
    apply(rule order_less_trans) apply(rule less_imp_inverse_less) using N2
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2624
    using subseq_bigger[OF r, of "N1 + N2"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2625
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2626
  def x \<equiv> "(f (r (N1 + N2)))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2627
  have x:"\<not> ball x (inverse (real (r (N1 + N2) + 1))) \<subseteq> b" unfolding x_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2628
    using f[THEN spec[where x="r (N1 + N2)"]] using `b\<in>t` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2629
  have "\<exists>y\<in>ball x (inverse (real (r (N1 + N2) + 1))). y\<notin>b" apply(rule ccontr) using x by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2630
  then obtain y where y:"y \<in> ball x (inverse (real (r (N1 + N2) + 1)))" "y \<notin> b" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2631
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2632
  have "dist x l < e/2" using N1 unfolding x_def o_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2633
  hence "dist y l < e" using y N2' using dist_triangle[of y l x]by (auto simp add:dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2634
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2635
  thus False using e and `y\<notin>b` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2636
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2637
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2638
lemma compact_imp_heine_borel: "compact s ==> (\<forall>f. (\<forall>t \<in> f. open t) \<and> s \<subseteq> (\<Union> f)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2639
               \<longrightarrow> (\<exists>f'. f' \<subseteq> f \<and> finite f' \<and> s \<subseteq> (\<Union> f')))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2640
proof clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2641
  fix f assume "compact s" " \<forall>t\<in>f. open t" "s \<subseteq> \<Union>f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2642
  then obtain e::real where "e>0" and "\<forall>x\<in>s. \<exists>b\<in>f. ball x e \<subseteq> b" using heine_borel_lemma[of s f] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2643
  hence "\<forall>x\<in>s. \<exists>b. b\<in>f \<and> ball x e \<subseteq> b" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2644
  hence "\<exists>bb. \<forall>x\<in>s. bb x \<in>f \<and> ball x e \<subseteq> bb x" using bchoice[of s "\<lambda>x b. b\<in>f \<and> ball x e \<subseteq> b"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2645
  then obtain  bb where bb:"\<forall>x\<in>s. (bb x) \<in> f \<and> ball x e \<subseteq> (bb x)" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2646
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2647
  from `compact s` have  "\<exists> k. finite k \<and> k \<subseteq> s \<and> s \<subseteq> \<Union>(\<lambda>x. ball x e) ` k" using compact_imp_totally_bounded[of s] `e>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2648
  then obtain k where k:"finite k" "k \<subseteq> s" "s \<subseteq> \<Union>(\<lambda>x. ball x e) ` k" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2649
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2650
  have "finite (bb ` k)" using k(1) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2651
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2652
  { fix x assume "x\<in>s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2653
    hence "x\<in>\<Union>(\<lambda>x. ball x e) ` k" using k(3)  unfolding subset_eq by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2654
    hence "\<exists>X\<in>bb ` k. x \<in> X" using bb k(2) by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2655
    hence "x \<in> \<Union>(bb ` k)" using  Union_iff[of x "bb ` k"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2656
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2657
  ultimately show "\<exists>f'\<subseteq>f. finite f' \<and> s \<subseteq> \<Union>f'" using bb k(2) by (rule_tac x="bb ` k" in exI) auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2658
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2659
36437
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  2660
subsubsection {* Bolzano-Weierstrass property *}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2661
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2662
lemma heine_borel_imp_bolzano_weierstrass:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2663
  assumes "\<forall>f. (\<forall>t \<in> f. open t) \<and> s \<subseteq> (\<Union> f) --> (\<exists>f'. f' \<subseteq> f \<and> finite f' \<and> s \<subseteq> (\<Union> f'))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2664
          "infinite t"  "t \<subseteq> s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2665
  shows "\<exists>x \<in> s. x islimpt t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2666
proof(rule ccontr)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2667
  assume "\<not> (\<exists>x \<in> s. x islimpt t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2668
  then obtain f where f:"\<forall>x\<in>s. x \<in> f x \<and> open (f x) \<and> (\<forall>y\<in>t. y \<in> f x \<longrightarrow> y = x)" unfolding islimpt_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2669
    using bchoice[of s "\<lambda> x T. x \<in> T \<and> open T \<and> (\<forall>y\<in>t. y \<in> T \<longrightarrow> y = x)"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2670
  obtain g where g:"g\<subseteq>{t. \<exists>x. x \<in> s \<and> t = f x}" "finite g" "s \<subseteq> \<Union>g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2671
    using assms(1)[THEN spec[where x="{t. \<exists>x. x\<in>s \<and> t = f x}"]] using f by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2672
  from g(1,3) have g':"\<forall>x\<in>g. \<exists>xa \<in> s. x = f xa" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2673
  { fix x y assume "x\<in>t" "y\<in>t" "f x = f y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2674
    hence "x \<in> f x"  "y \<in> f x \<longrightarrow> y = x" using f[THEN bspec[where x=x]] and `t\<subseteq>s` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2675
    hence "x = y" using `f x = f y` and f[THEN bspec[where x=y]] and `y\<in>t` and `t\<subseteq>s` by auto  }
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  2676
  hence "inj_on f t" unfolding inj_on_def by simp
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  2677
  hence "infinite (f ` t)" using assms(2) using finite_imageD by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2678
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2679
  { fix x assume "x\<in>t" "f x \<notin> g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2680
    from g(3) assms(3) `x\<in>t` obtain h where "h\<in>g" and "x\<in>h" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2681
    then obtain y where "y\<in>s" "h = f y" using g'[THEN bspec[where x=h]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2682
    hence "y = x" using f[THEN bspec[where x=y]] and `x\<in>t` and `x\<in>h`[unfolded `h = f y`] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2683
    hence False using `f x \<notin> g` `h\<in>g` unfolding `h = f y` by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2684
  hence "f ` t \<subseteq> g" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2685
  ultimately show False using g(2) using finite_subset by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2686
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2687
36437
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  2688
subsubsection {* Complete the chain of compactness variants *}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2689
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2690
primrec helper_2::"(real \<Rightarrow> 'a::metric_space) \<Rightarrow> nat \<Rightarrow> 'a" where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2691
  "helper_2 beyond 0 = beyond 0" |
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2692
  "helper_2 beyond (Suc n) = beyond (dist undefined (helper_2 beyond n) + 1 )"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2693
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2694
lemma bolzano_weierstrass_imp_bounded: fixes s::"'a::metric_space set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2695
  assumes "\<forall>t. infinite t \<and> t \<subseteq> s --> (\<exists>x \<in> s. x islimpt t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2696
  shows "bounded s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2697
proof(rule ccontr)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2698
  assume "\<not> bounded s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2699
  then obtain beyond where "\<forall>a. beyond a \<in>s \<and> \<not> dist undefined (beyond a) \<le> a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2700
    unfolding bounded_any_center [where a=undefined]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2701
    apply simp using choice[of "\<lambda>a x. x\<in>s \<and> \<not> dist undefined x \<le> a"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2702
  hence beyond:"\<And>a. beyond a \<in>s" "\<And>a. dist undefined (beyond a) > a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2703
    unfolding linorder_not_le by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2704
  def x \<equiv> "helper_2 beyond"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2705
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2706
  { fix m n ::nat assume "m<n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2707
    hence "dist undefined (x m) + 1 < dist undefined (x n)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2708
    proof(induct n)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2709
      case 0 thus ?case by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2710
    next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2711
      case (Suc n)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2712
      have *:"dist undefined (x n) + 1 < dist undefined (x (Suc n))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2713
        unfolding x_def and helper_2.simps
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2714
        using beyond(2)[of "dist undefined (helper_2 beyond n) + 1"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2715
      thus ?case proof(cases "m < n")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2716
        case True thus ?thesis using Suc and * by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2717
      next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2718
        case False hence "m = n" using Suc(2) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2719
        thus ?thesis using * by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2720
      qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2721
    qed  } note * = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2722
  { fix m n ::nat assume "m\<noteq>n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2723
    have "1 < dist (x m) (x n)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2724
    proof(cases "m<n")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2725
      case True
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2726
      hence "1 < dist undefined (x n) - dist undefined (x m)" using *[of m n] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2727
      thus ?thesis using dist_triangle [of undefined "x n" "x m"] by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2728
    next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2729
      case False hence "n<m" using `m\<noteq>n` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2730
      hence "1 < dist undefined (x m) - dist undefined (x n)" using *[of n m] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2731
      thus ?thesis using dist_triangle2 [of undefined "x m" "x n"] by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2732
    qed  } note ** = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2733
  { fix a b assume "x a = x b" "a \<noteq> b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2734
    hence False using **[of a b] by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2735
  hence "inj x" unfolding inj_on_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2736
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2737
  { fix n::nat
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2738
    have "x n \<in> s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2739
    proof(cases "n = 0")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2740
      case True thus ?thesis unfolding x_def using beyond by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2741
    next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2742
      case False then obtain z where "n = Suc z" using not0_implies_Suc by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2743
      thus ?thesis unfolding x_def using beyond by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2744
    qed  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2745
  ultimately have "infinite (range x) \<and> range x \<subseteq> s" unfolding x_def using range_inj_infinite[of "helper_2 beyond"] using beyond(1) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2746
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2747
  then obtain l where "l\<in>s" and l:"l islimpt range x" using assms[THEN spec[where x="range x"]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2748
  then obtain y where "x y \<noteq> l" and y:"dist (x y) l < 1/2" unfolding islimpt_approachable apply(erule_tac x="1/2" in allE) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2749
  then obtain z where "x z \<noteq> l" and z:"dist (x z) l < dist (x y) l" using l[unfolded islimpt_approachable, THEN spec[where x="dist (x y) l"]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2750
    unfolding dist_nz by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2751
  show False using y and z and dist_triangle_half_l[of "x y" l 1 "x z"] and **[of y z] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2752
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2753
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2754
lemma sequence_infinite_lemma:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2755
  fixes l :: "'a::metric_space" (* TODO: generalize *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2756
  assumes "\<forall>n::nat. (f n  \<noteq> l)"  "(f ---> l) sequentially"
34104
22758f95e624 re-state lemmas using 'range'
huffman
parents: 33758
diff changeset
  2757
  shows "infinite (range f)"
22758f95e624 re-state lemmas using 'range'
huffman
parents: 33758
diff changeset
  2758
proof
22758f95e624 re-state lemmas using 'range'
huffman
parents: 33758
diff changeset
  2759
  let ?A = "(\<lambda>x. dist x l) ` range f"
22758f95e624 re-state lemmas using 'range'
huffman
parents: 33758
diff changeset
  2760
  assume "finite (range f)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2761
  hence **:"finite ?A" "?A \<noteq> {}" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2762
  obtain k where k:"dist (f k) l = Min ?A" using Min_in[OF **] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2763
  have "0 < Min ?A" using assms(1) unfolding dist_nz unfolding Min_gr_iff[OF **] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2764
  then obtain N where "dist (f N) l < Min ?A" using assms(2)[unfolded Lim_sequentially, THEN spec[where x="Min ?A"]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2765
  moreover have "dist (f N) l \<in> ?A" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2766
  ultimately show False using Min_le[OF **(1), of "dist (f N) l"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2767
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2768
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2769
lemma sequence_unique_limpt:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2770
  fixes l :: "'a::metric_space" (* TODO: generalize *)
34104
22758f95e624 re-state lemmas using 'range'
huffman
parents: 33758
diff changeset
  2771
  assumes "\<forall>n::nat. (f n \<noteq> l)"  "(f ---> l) sequentially"  "l' islimpt (range f)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2772
  shows "l' = l"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2773
proof(rule ccontr)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2774
  def e \<equiv> "dist l' l"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2775
  assume "l' \<noteq> l" hence "e>0" unfolding dist_nz e_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2776
  then obtain N::nat where N:"\<forall>n\<ge>N. dist (f n) l < e / 2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2777
    using assms(2)[unfolded Lim_sequentially, THEN spec[where x="e/2"]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2778
  def d \<equiv> "Min (insert (e/2) ((\<lambda>n. if dist (f n) l' = 0 then e/2 else dist (f n) l') ` {0 .. N}))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2779
  have "d>0" using `e>0` unfolding d_def e_def using zero_le_dist[of _ l', unfolded order_le_less] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2780
  obtain k where k:"f k \<noteq> l'"  "dist (f k) l' < d" using `d>0` and assms(3)[unfolded islimpt_approachable, THEN spec[where x="d"]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2781
  have "k\<ge>N" using k(1)[unfolded dist_nz] using k(2)[unfolded d_def]
35820
b57c3afd1484 dropped odd interpretation of comm_monoid_mult into comm_monoid_add; consider Min.insert_idem as default simp rule
haftmann
parents: 35172
diff changeset
  2782
    by (force simp del: Min.insert_idem)
b57c3afd1484 dropped odd interpretation of comm_monoid_mult into comm_monoid_add; consider Min.insert_idem as default simp rule
haftmann
parents: 35172
diff changeset
  2783
  hence "dist l' l < e" using N[THEN spec[where x=k]] using k(2)[unfolded d_def] and dist_triangle_half_r[of "f k" l' e l] by (auto simp del: Min.insert_idem)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2784
  thus False unfolding e_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2785
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2786
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2787
lemma bolzano_weierstrass_imp_closed:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2788
  fixes s :: "'a::metric_space set" (* TODO: can this be generalized? *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2789
  assumes "\<forall>t. infinite t \<and> t \<subseteq> s --> (\<exists>x \<in> s. x islimpt t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2790
  shows "closed s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2791
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2792
  { fix x l assume as: "\<forall>n::nat. x n \<in> s" "(x ---> l) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2793
    hence "l \<in> s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2794
    proof(cases "\<forall>n. x n \<noteq> l")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2795
      case False thus "l\<in>s" using as(1) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2796
    next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2797
      case True note cas = this
34104
22758f95e624 re-state lemmas using 'range'
huffman
parents: 33758
diff changeset
  2798
      with as(2) have "infinite (range x)" using sequence_infinite_lemma[of x l] by auto
22758f95e624 re-state lemmas using 'range'
huffman
parents: 33758
diff changeset
  2799
      then obtain l' where "l'\<in>s" "l' islimpt (range x)" using assms[THEN spec[where x="range x"]] as(1) by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2800
      thus "l\<in>s" using sequence_unique_limpt[of x l l'] using as cas by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2801
    qed  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2802
  thus ?thesis unfolding closed_sequential_limits by fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2803
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2804
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2805
text{* Hence express everything as an equivalence.   *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2806
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2807
lemma compact_eq_heine_borel:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2808
  fixes s :: "'a::heine_borel set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2809
  shows "compact s \<longleftrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2810
           (\<forall>f. (\<forall>t \<in> f. open t) \<and> s \<subseteq> (\<Union> f)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2811
               --> (\<exists>f'. f' \<subseteq> f \<and> finite f' \<and> s \<subseteq> (\<Union> f')))" (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2812
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2813
  assume ?lhs thus ?rhs using compact_imp_heine_borel[of s] by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2814
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2815
  assume ?rhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2816
  hence "\<forall>t. infinite t \<and> t \<subseteq> s \<longrightarrow> (\<exists>x\<in>s. x islimpt t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2817
    by (blast intro: heine_borel_imp_bolzano_weierstrass[of s])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2818
  thus ?lhs using bolzano_weierstrass_imp_bounded[of s] bolzano_weierstrass_imp_closed[of s] bounded_closed_imp_compact[of s] by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2819
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2820
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2821
lemma compact_eq_bolzano_weierstrass:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2822
  fixes s :: "'a::heine_borel set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2823
  shows "compact s \<longleftrightarrow> (\<forall>t. infinite t \<and> t \<subseteq> s --> (\<exists>x \<in> s. x islimpt t))" (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2824
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2825
  assume ?lhs thus ?rhs unfolding compact_eq_heine_borel using heine_borel_imp_bolzano_weierstrass[of s] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2826
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2827
  assume ?rhs thus ?lhs using bolzano_weierstrass_imp_bounded bolzano_weierstrass_imp_closed bounded_closed_imp_compact by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2828
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2829
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2830
lemma compact_eq_bounded_closed:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2831
  fixes s :: "'a::heine_borel set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2832
  shows "compact s \<longleftrightarrow> bounded s \<and> closed s"  (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2833
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2834
  assume ?lhs thus ?rhs unfolding compact_eq_bolzano_weierstrass using bolzano_weierstrass_imp_bounded bolzano_weierstrass_imp_closed by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2835
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2836
  assume ?rhs thus ?lhs using bounded_closed_imp_compact by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2837
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2838
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2839
lemma compact_imp_bounded:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2840
  fixes s :: "'a::metric_space set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2841
  shows "compact s ==> bounded s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2842
proof -
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2843
  assume "compact s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2844
  hence "\<forall>f. (\<forall>t\<in>f. open t) \<and> s \<subseteq> \<Union>f \<longrightarrow> (\<exists>f'\<subseteq>f. finite f' \<and> s \<subseteq> \<Union>f')"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2845
    by (rule compact_imp_heine_borel)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2846
  hence "\<forall>t. infinite t \<and> t \<subseteq> s \<longrightarrow> (\<exists>x \<in> s. x islimpt t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2847
    using heine_borel_imp_bolzano_weierstrass[of s] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2848
  thus "bounded s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2849
    by (rule bolzano_weierstrass_imp_bounded)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2850
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2851
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2852
lemma compact_imp_closed:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2853
  fixes s :: "'a::metric_space set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2854
  shows "compact s ==> closed s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2855
proof -
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2856
  assume "compact s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2857
  hence "\<forall>f. (\<forall>t\<in>f. open t) \<and> s \<subseteq> \<Union>f \<longrightarrow> (\<exists>f'\<subseteq>f. finite f' \<and> s \<subseteq> \<Union>f')"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2858
    by (rule compact_imp_heine_borel)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2859
  hence "\<forall>t. infinite t \<and> t \<subseteq> s \<longrightarrow> (\<exists>x \<in> s. x islimpt t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2860
    using heine_borel_imp_bolzano_weierstrass[of s] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2861
  thus "closed s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2862
    by (rule bolzano_weierstrass_imp_closed)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2863
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2864
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2865
text{* In particular, some common special cases. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2866
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2867
lemma compact_empty[simp]:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2868
 "compact {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2869
  unfolding compact_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2870
  by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2871
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2872
(* TODO: can any of the next 3 lemmas be generalized to metric spaces? *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2873
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2874
  (* FIXME : Rename *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2875
lemma compact_union[intro]:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2876
  fixes s t :: "'a::heine_borel set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2877
  shows "compact s \<Longrightarrow> compact t ==> compact (s \<union> t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2878
  unfolding compact_eq_bounded_closed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2879
  using bounded_Un[of s t]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2880
  using closed_Un[of s t]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2881
  by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2882
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2883
lemma compact_inter[intro]:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2884
  fixes s t :: "'a::heine_borel set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2885
  shows "compact s \<Longrightarrow> compact t ==> compact (s \<inter> t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2886
  unfolding compact_eq_bounded_closed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2887
  using bounded_Int[of s t]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2888
  using closed_Int[of s t]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2889
  by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2890
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2891
lemma compact_inter_closed[intro]:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2892
  fixes s t :: "'a::heine_borel set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2893
  shows "compact s \<Longrightarrow> closed t ==> compact (s \<inter> t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2894
  unfolding compact_eq_bounded_closed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2895
  using closed_Int[of s t]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2896
  using bounded_subset[of "s \<inter> t" s]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2897
  by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2898
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2899
lemma closed_inter_compact[intro]:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2900
  fixes s t :: "'a::heine_borel set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2901
  shows "closed s \<Longrightarrow> compact t ==> compact (s \<inter> t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2902
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2903
  assume "closed s" "compact t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2904
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2905
  have "s \<inter> t = t \<inter> s" by auto ultimately
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2906
  show ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2907
    using compact_inter_closed[of t s]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2908
    by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2909
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2910
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2911
lemma closed_sing [simp]:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2912
  fixes a :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2913
  shows "closed {a}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2914
  apply (clarsimp simp add: closed_def open_dist)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2915
  apply (rule ccontr)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2916
  apply (drule_tac x="dist x a" in spec)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2917
  apply (simp add: dist_nz dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2918
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2919
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2920
lemma finite_imp_closed:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2921
  fixes s :: "'a::metric_space set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2922
  shows "finite s ==> closed s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2923
proof (induct set: finite)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2924
  case empty show "closed {}" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2925
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2926
  case (insert x F)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2927
  hence "closed ({x} \<union> F)" by (simp only: closed_Un closed_sing)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2928
  thus "closed (insert x F)" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2929
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2930
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2931
lemma finite_imp_compact:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2932
  fixes s :: "'a::heine_borel set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2933
  shows "finite s ==> compact s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2934
  unfolding compact_eq_bounded_closed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2935
  using finite_imp_closed finite_imp_bounded
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2936
  by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2937
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2938
lemma compact_sing [simp]: "compact {a}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2939
  unfolding compact_def o_def subseq_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2940
  by (auto simp add: tendsto_const)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2941
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2942
lemma compact_cball[simp]:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2943
  fixes x :: "'a::heine_borel"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2944
  shows "compact(cball x e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2945
  using compact_eq_bounded_closed bounded_cball closed_cball
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2946
  by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2947
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2948
lemma compact_frontier_bounded[intro]:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2949
  fixes s :: "'a::heine_borel set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2950
  shows "bounded s ==> compact(frontier s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2951
  unfolding frontier_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2952
  using compact_eq_bounded_closed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2953
  by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2954
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2955
lemma compact_frontier[intro]:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2956
  fixes s :: "'a::heine_borel set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2957
  shows "compact s ==> compact (frontier s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2958
  using compact_eq_bounded_closed compact_frontier_bounded
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2959
  by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2960
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2961
lemma frontier_subset_compact:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2962
  fixes s :: "'a::heine_borel set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2963
  shows "compact s ==> frontier s \<subseteq> s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2964
  using frontier_subset_closed compact_eq_bounded_closed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2965
  by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2966
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2967
lemma open_delete:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2968
  fixes s :: "'a::metric_space set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2969
  shows "open s ==> open(s - {x})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2970
  using open_Diff[of s "{x}"] closed_sing
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2971
  by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2972
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2973
text{* Finite intersection property. I could make it an equivalence in fact. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2974
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2975
lemma compact_imp_fip:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2976
  fixes s :: "'a::heine_borel set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2977
  assumes "compact s"  "\<forall>t \<in> f. closed t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2978
        "\<forall>f'. finite f' \<and> f' \<subseteq> f --> (s \<inter> (\<Inter> f') \<noteq> {})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2979
  shows "s \<inter> (\<Inter> f) \<noteq> {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2980
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2981
  assume as:"s \<inter> (\<Inter> f) = {}"
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
  2982
  hence "s \<subseteq> \<Union> uminus ` f" by auto
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
  2983
  moreover have "Ball (uminus ` f) open" using open_Diff closed_Diff using assms(2) by auto
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
  2984
  ultimately obtain f' where f':"f' \<subseteq> uminus ` f"  "finite f'"  "s \<subseteq> \<Union>f'" using assms(1)[unfolded compact_eq_heine_borel, THEN spec[where x="(\<lambda>t. - t) ` f"]] by auto
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
  2985
  hence "finite (uminus ` f') \<and> uminus ` f' \<subseteq> f" by(auto simp add: Diff_Diff_Int)
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
  2986
  hence "s \<inter> \<Inter>uminus ` f' \<noteq> {}" using assms(3)[THEN spec[where x="uminus ` f'"]] by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2987
  thus False using f'(3) unfolding subset_eq and Union_iff by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2988
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2989
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2990
subsection{* Bounded closed nest property (proof does not use Heine-Borel).            *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2991
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2992
lemma bounded_closed_nest:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2993
  assumes "\<forall>n. closed(s n)" "\<forall>n. (s n \<noteq> {})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2994
  "(\<forall>m n. m \<le> n --> s n \<subseteq> s m)"  "bounded(s 0)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2995
  shows "\<exists>a::'a::heine_borel. \<forall>n::nat. a \<in> s(n)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2996
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2997
  from assms(2) obtain x where x:"\<forall>n::nat. x n \<in> s n" using choice[of "\<lambda>n x. x\<in> s n"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2998
  from assms(4,1) have *:"compact (s 0)" using bounded_closed_imp_compact[of "s 0"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2999
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3000
  then obtain l r where lr:"l\<in>s 0" "subseq r" "((x \<circ> r) ---> l) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3001
    unfolding compact_def apply(erule_tac x=x in allE)  using x using assms(3) by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3002
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3003
  { fix n::nat
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3004
    { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3005
      with lr(3) obtain N where N:"\<forall>m\<ge>N. dist ((x \<circ> r) m) l < e" unfolding Lim_sequentially by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3006
      hence "dist ((x \<circ> r) (max N n)) l < e" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3007
      moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3008
      have "r (max N n) \<ge> n" using lr(2) using subseq_bigger[of r "max N n"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3009
      hence "(x \<circ> r) (max N n) \<in> s n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3010
        using x apply(erule_tac x=n in allE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3011
        using x apply(erule_tac x="r (max N n)" in allE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3012
        using assms(3) apply(erule_tac x=n in allE)apply( erule_tac x="r (max N n)" in allE) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3013
      ultimately have "\<exists>y\<in>s n. dist y l < e" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3014
    }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3015
    hence "l \<in> s n" using closed_approachable[of "s n" l] assms(1) by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3016
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3017
  thus ?thesis by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3018
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3019
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3020
text{* Decreasing case does not even need compactness, just completeness.        *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3021
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3022
lemma decreasing_closed_nest:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3023
  assumes "\<forall>n. closed(s n)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3024
          "\<forall>n. (s n \<noteq> {})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3025
          "\<forall>m n. m \<le> n --> s n \<subseteq> s m"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3026
          "\<forall>e>0. \<exists>n. \<forall>x \<in> (s n). \<forall> y \<in> (s n). dist x y < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3027
  shows "\<exists>a::'a::heine_borel. \<forall>n::nat. a \<in> s n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3028
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3029
  have "\<forall>n. \<exists> x. x\<in>s n" using assms(2) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3030
  hence "\<exists>t. \<forall>n. t n \<in> s n" using choice[of "\<lambda> n x. x \<in> s n"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3031
  then obtain t where t: "\<forall>n. t n \<in> s n" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3032
  { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3033
    then obtain N where N:"\<forall>x\<in>s N. \<forall>y\<in>s N. dist x y < e" using assms(4) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3034
    { fix m n ::nat assume "N \<le> m \<and> N \<le> n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3035
      hence "t m \<in> s N" "t n \<in> s N" using assms(3) t unfolding  subset_eq t by blast+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3036
      hence "dist (t m) (t n) < e" using N by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3037
    }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3038
    hence "\<exists>N. \<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist (t m) (t n) < e" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3039
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3040
  hence  "Cauchy t" unfolding cauchy_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3041
  then obtain l where l:"(t ---> l) sequentially" using complete_univ unfolding complete_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3042
  { fix n::nat
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3043
    { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3044
      then obtain N::nat where N:"\<forall>n\<ge>N. dist (t n) l < e" using l[unfolded Lim_sequentially] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3045
      have "t (max n N) \<in> s n" using assms(3) unfolding subset_eq apply(erule_tac x=n in allE) apply (erule_tac x="max n N" in allE) using t by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3046
      hence "\<exists>y\<in>s n. dist y l < e" apply(rule_tac x="t (max n N)" in bexI) using N by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3047
    }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3048
    hence "l \<in> s n" using closed_approachable[of "s n" l] assms(1) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3049
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3050
  then show ?thesis by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3051
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3052
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3053
text{* Strengthen it to the intersection actually being a singleton.             *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3054
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3055
lemma decreasing_closed_nest_sing:
34104
22758f95e624 re-state lemmas using 'range'
huffman
parents: 33758
diff changeset
  3056
  fixes s :: "nat \<Rightarrow> 'a::heine_borel set"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3057
  assumes "\<forall>n. closed(s n)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3058
          "\<forall>n. s n \<noteq> {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3059
          "\<forall>m n. m \<le> n --> s n \<subseteq> s m"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3060
          "\<forall>e>0. \<exists>n. \<forall>x \<in> (s n). \<forall> y\<in>(s n). dist x y < e"
34104
22758f95e624 re-state lemmas using 'range'
huffman
parents: 33758
diff changeset
  3061
  shows "\<exists>a. \<Inter>(range s) = {a}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3062
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3063
  obtain a where a:"\<forall>n. a \<in> s n" using decreasing_closed_nest[of s] using assms by auto
34104
22758f95e624 re-state lemmas using 'range'
huffman
parents: 33758
diff changeset
  3064
  { fix b assume b:"b \<in> \<Inter>(range s)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3065
    { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3066
      hence "dist a b < e" using assms(4 )using b using a by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3067
    }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3068
    hence "dist a b = 0" by (metis dist_eq_0_iff dist_nz real_less_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3069
  }
34104
22758f95e624 re-state lemmas using 'range'
huffman
parents: 33758
diff changeset
  3070
  with a have "\<Inter>(range s) = {a}" unfolding image_def by auto
22758f95e624 re-state lemmas using 'range'
huffman
parents: 33758
diff changeset
  3071
  thus ?thesis ..
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3072
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3073
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3074
text{* Cauchy-type criteria for uniform convergence. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3075
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3076
lemma uniformly_convergent_eq_cauchy: fixes s::"nat \<Rightarrow> 'b \<Rightarrow> 'a::heine_borel" shows
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3077
 "(\<exists>l. \<forall>e>0. \<exists>N. \<forall>n x. N \<le> n \<and> P x --> dist(s n x)(l x) < e) \<longleftrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3078
  (\<forall>e>0. \<exists>N. \<forall>m n x. N \<le> m \<and> N \<le> n \<and> P x  --> dist (s m x) (s n x) < e)" (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3079
proof(rule)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3080
  assume ?lhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3081
  then obtain l where l:"\<forall>e>0. \<exists>N. \<forall>n x. N \<le> n \<and> P x \<longrightarrow> dist (s n x) (l x) < e" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3082
  { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3083
    then obtain N::nat where N:"\<forall>n x. N \<le> n \<and> P x \<longrightarrow> dist (s n x) (l x) < e / 2" using l[THEN spec[where x="e/2"]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3084
    { fix n m::nat and x::"'b" assume "N \<le> m \<and> N \<le> n \<and> P x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3085
      hence "dist (s m x) (s n x) < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3086
        using N[THEN spec[where x=m], THEN spec[where x=x]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3087
        using N[THEN spec[where x=n], THEN spec[where x=x]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3088
        using dist_triangle_half_l[of "s m x" "l x" e "s n x"] by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3089
    hence "\<exists>N. \<forall>m n x. N \<le> m \<and> N \<le> n \<and> P x  --> dist (s m x) (s n x) < e"  by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3090
  thus ?rhs by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3091
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3092
  assume ?rhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3093
  hence "\<forall>x. P x \<longrightarrow> Cauchy (\<lambda>n. s n x)" unfolding cauchy_def apply auto by (erule_tac x=e in allE)auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3094
  then obtain l where l:"\<forall>x. P x \<longrightarrow> ((\<lambda>n. s n x) ---> l x) sequentially" unfolding convergent_eq_cauchy[THEN sym]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3095
    using choice[of "\<lambda>x l. P x \<longrightarrow> ((\<lambda>n. s n x) ---> l) sequentially"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3096
  { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3097
    then obtain N where N:"\<forall>m n x. N \<le> m \<and> N \<le> n \<and> P x \<longrightarrow> dist (s m x) (s n x) < e/2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3098
      using `?rhs`[THEN spec[where x="e/2"]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3099
    { fix x assume "P x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3100
      then obtain M where M:"\<forall>n\<ge>M. dist (s n x) (l x) < e/2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3101
        using l[THEN spec[where x=x], unfolded Lim_sequentially] using `e>0` by(auto elim!: allE[where x="e/2"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3102
      fix n::nat assume "n\<ge>N"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3103
      hence "dist(s n x)(l x) < e"  using `P x`and N[THEN spec[where x=n], THEN spec[where x="N+M"], THEN spec[where x=x]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3104
        using M[THEN spec[where x="N+M"]] and dist_triangle_half_l[of "s n x" "s (N+M) x" e "l x"] by (auto simp add: dist_commute)  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3105
    hence "\<exists>N. \<forall>n x. N \<le> n \<and> P x \<longrightarrow> dist(s n x)(l x) < e" by auto }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3106
  thus ?lhs by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3107
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3108
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3109
lemma uniformly_cauchy_imp_uniformly_convergent:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3110
  fixes s :: "nat \<Rightarrow> 'a \<Rightarrow> 'b::heine_borel"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3111
  assumes "\<forall>e>0.\<exists>N. \<forall>m (n::nat) x. N \<le> m \<and> N \<le> n \<and> P x --> dist(s m x)(s n x) < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3112
          "\<forall>x. P x --> (\<forall>e>0. \<exists>N. \<forall>n. N \<le> n --> dist(s n x)(l x) < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3113
  shows "\<forall>e>0. \<exists>N. \<forall>n x. N \<le> n \<and> P x --> dist(s n x)(l x) < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3114
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3115
  obtain l' where l:"\<forall>e>0. \<exists>N. \<forall>n x. N \<le> n \<and> P x \<longrightarrow> dist (s n x) (l' x) < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3116
    using assms(1) unfolding uniformly_convergent_eq_cauchy[THEN sym] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3117
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3118
  { fix x assume "P x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3119
    hence "l x = l' x" using Lim_unique[OF trivial_limit_sequentially, of "\<lambda>n. s n x" "l x" "l' x"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3120
      using l and assms(2) unfolding Lim_sequentially by blast  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3121
  ultimately show ?thesis by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3122
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3123
36437
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3124
subsection {* Continuity *}
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3125
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3126
text {* Define continuity over a net to take in restrictions of the set. *}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3127
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3128
definition
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3129
  continuous :: "'a::t2_space net \<Rightarrow> ('a \<Rightarrow> 'b::topological_space) \<Rightarrow> bool" where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3130
  "continuous net f \<longleftrightarrow> (f ---> f(netlimit net)) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3131
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3132
lemma continuous_trivial_limit:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3133
 "trivial_limit net ==> continuous net f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3134
  unfolding continuous_def tendsto_def trivial_limit_eq by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3135
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3136
lemma continuous_within: "continuous (at x within s) f \<longleftrightarrow> (f ---> f(x)) (at x within s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3137
  unfolding continuous_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3138
  unfolding tendsto_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3139
  using netlimit_within[of x s]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3140
  by (cases "trivial_limit (at x within s)") (auto simp add: trivial_limit_eventually)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3141
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3142
lemma continuous_at: "continuous (at x) f \<longleftrightarrow> (f ---> f(x)) (at x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3143
  using continuous_within [of x UNIV f] by (simp add: within_UNIV)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3144
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3145
lemma continuous_at_within:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3146
  assumes "continuous (at x) f"  shows "continuous (at x within s) f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3147
  using assms unfolding continuous_at continuous_within
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3148
  by (rule Lim_at_within)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3149
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3150
text{* Derive the epsilon-delta forms, which we often use as "definitions" *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3151
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3152
lemma continuous_within_eps_delta:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3153
  "continuous (at x within s) f \<longleftrightarrow> (\<forall>e>0. \<exists>d>0. \<forall>x'\<in> s.  dist x' x < d --> dist (f x') (f x) < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3154
  unfolding continuous_within and Lim_within
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3155
  apply auto unfolding dist_nz[THEN sym] apply(auto elim!:allE) apply(rule_tac x=d in exI) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3156
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3157
lemma continuous_at_eps_delta: "continuous (at x) f \<longleftrightarrow>  (\<forall>e>0. \<exists>d>0.
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3158
                           \<forall>x'. dist x' x < d --> dist(f x')(f x) < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3159
  using continuous_within_eps_delta[of x UNIV f]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3160
  unfolding within_UNIV by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3161
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3162
text{* Versions in terms of open balls. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3163
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3164
lemma continuous_within_ball:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3165
 "continuous (at x within s) f \<longleftrightarrow> (\<forall>e>0. \<exists>d>0.
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3166
                            f ` (ball x d \<inter> s) \<subseteq> ball (f x) e)" (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3167
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3168
  assume ?lhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3169
  { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3170
    then obtain d where d: "d>0" "\<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (f xa) (f x) < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3171
      using `?lhs`[unfolded continuous_within Lim_within] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3172
    { fix y assume "y\<in>f ` (ball x d \<inter> s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3173
      hence "y \<in> ball (f x) e" using d(2) unfolding dist_nz[THEN sym]
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  3174
        apply (auto simp add: dist_commute) apply(erule_tac x=xa in ballE) apply auto using `e>0` by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3175
    }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3176
    hence "\<exists>d>0. f ` (ball x d \<inter> s) \<subseteq> ball (f x) e" using `d>0` unfolding subset_eq ball_def by (auto simp add: dist_commute)  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3177
  thus ?rhs by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3178
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3179
  assume ?rhs thus ?lhs unfolding continuous_within Lim_within ball_def subset_eq
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3180
    apply (auto simp add: dist_commute) apply(erule_tac x=e in allE) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3181
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3182
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3183
lemma continuous_at_ball:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3184
  "continuous (at x) f \<longleftrightarrow> (\<forall>e>0. \<exists>d>0. f ` (ball x d) \<subseteq> ball (f x) e)" (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3185
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3186
  assume ?lhs thus ?rhs unfolding continuous_at Lim_at subset_eq Ball_def Bex_def image_iff mem_ball
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3187
    apply auto apply(erule_tac x=e in allE) apply auto apply(rule_tac x=d in exI) apply auto apply(erule_tac x=xa in allE) apply (auto simp add: dist_commute dist_nz)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3188
    unfolding dist_nz[THEN sym] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3189
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3190
  assume ?rhs thus ?lhs unfolding continuous_at Lim_at subset_eq Ball_def Bex_def image_iff mem_ball
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3191
    apply auto apply(erule_tac x=e in allE) apply auto apply(rule_tac x=d in exI) apply auto apply(erule_tac x="f xa" in allE) by (auto simp add: dist_commute dist_nz)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3192
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3193
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3194
text{* For setwise continuity, just start from the epsilon-delta definitions. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3195
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3196
definition
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3197
  continuous_on ::
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3198
    "'a set \<Rightarrow> ('a::topological_space \<Rightarrow> 'b::topological_space) \<Rightarrow> bool"
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3199
where
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3200
  "continuous_on s f \<longleftrightarrow>
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3201
    (\<forall>x\<in>s. \<forall>B. open B \<longrightarrow> f x \<in> B \<longrightarrow>
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3202
      (\<exists>A. open A \<and> x \<in> A \<and> (\<forall>x'\<in>s. x' \<in> A \<longrightarrow> f x' \<in> B)))"
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3203
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3204
lemma continuous_on_iff:
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3205
  "continuous_on s f \<longleftrightarrow>
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3206
    (\<forall>x\<in>s. \<forall>e>0. \<exists>d>0. \<forall>x'\<in>s. dist x' x < d --> dist (f x') (f x) < e)"
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3207
unfolding continuous_on_def
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3208
apply safe
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3209
apply (drule (1) bspec)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3210
apply (drule_tac x="ball (f x) e" in spec, simp, clarify)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3211
apply (drule (1) open_dist [THEN iffD1, THEN bspec])
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3212
apply (clarify, rename_tac d)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3213
apply (rule_tac x=d in exI, clarify)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3214
apply (drule_tac x=x' in bspec, assumption)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3215
apply (drule_tac x=x' in spec, simp add: dist_commute)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3216
apply (drule_tac x=x in bspec, assumption)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3217
apply (drule (1) open_dist [THEN iffD1, THEN bspec], clarify)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3218
apply (drule_tac x=e in spec, simp, clarify)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3219
apply (rule_tac x="ball x d" in exI, simp, clarify)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3220
apply (drule_tac x=x' in bspec, assumption)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3221
apply (simp add: dist_commute)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3222
done
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3223
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3224
definition
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3225
  uniformly_continuous_on ::
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3226
    "'a::metric_space set \<Rightarrow> ('a \<Rightarrow> 'b::metric_space) \<Rightarrow> bool" where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3227
  "uniformly_continuous_on s f \<longleftrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3228
        (\<forall>e>0. \<exists>d>0. \<forall>x\<in>s. \<forall> x'\<in>s. dist x' x < d
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3229
                           --> dist (f x') (f x) < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3230
35172
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35028
diff changeset
  3231
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3232
text{* Some simple consequential lemmas. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3233
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3234
lemma uniformly_continuous_imp_continuous:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3235
 " uniformly_continuous_on s f ==> continuous_on s f"
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3236
  unfolding uniformly_continuous_on_def continuous_on_iff by blast
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3237
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3238
lemma continuous_at_imp_continuous_within:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3239
 "continuous (at x) f ==> continuous (at x within s) f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3240
  unfolding continuous_within continuous_at using Lim_at_within by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3241
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3242
lemma continuous_at_imp_continuous_on:
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3243
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3244
  assumes "(\<forall>x \<in> s. continuous (at x) f)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3245
  shows "continuous_on s f"
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3246
proof(simp add: continuous_at continuous_on_iff, rule, rule, rule)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3247
  fix x and e::real assume "x\<in>s" "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3248
  hence "eventually (\<lambda>xa. dist (f xa) (f x) < e) (at x)" using assms unfolding continuous_at tendsto_iff by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3249
  then obtain d where d:"d>0" "\<forall>xa. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (f xa) (f x) < e" unfolding eventually_at by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3250
  { fix x' assume "\<not> 0 < dist x' x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3251
    hence "x=x'"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3252
      using dist_nz[of x' x] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3253
    hence "dist (f x') (f x) < e" using `e>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3254
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3255
  thus "\<exists>d>0. \<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist (f x') (f x) < e" using d by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3256
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3257
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3258
lemma continuous_on_eq_continuous_within:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3259
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3260
  shows "continuous_on s f \<longleftrightarrow> (\<forall>x \<in> s. continuous (at x within s) f)"
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3261
    (is "?lhs = ?rhs")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3262
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3263
  assume ?rhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3264
  { fix x assume "x\<in>s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3265
    fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3266
    assume "\<exists>d>0. \<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (f xa) (f x) < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3267
    then obtain d where "d>0" and d:"\<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (f xa) (f x) < e" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3268
    { fix x' assume as:"x'\<in>s" "dist x' x < d"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3269
      hence "dist (f x') (f x) < e" using `e>0` d `x'\<in>s` dist_eq_0_iff[of x' x] zero_le_dist[of x' x] as(2) by (metis dist_eq_0_iff dist_nz) }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3270
    hence "\<exists>d>0. \<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist (f x') (f x) < e" using `d>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3271
  }
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3272
  thus ?lhs using `?rhs` unfolding continuous_on_iff continuous_within Lim_within by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3273
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3274
  assume ?lhs
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3275
  thus ?rhs unfolding continuous_on_iff continuous_within Lim_within by blast
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3276
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3277
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3278
lemma continuous_on:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3279
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3280
  shows "continuous_on s f \<longleftrightarrow> (\<forall>x \<in> s. (f ---> f(x)) (at x within s))"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3281
  by (auto simp add: continuous_on_eq_continuous_within continuous_within)
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3282
  (* BH: maybe this should be the definition? *)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3283
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3284
lemma continuous_on_eq_continuous_at:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3285
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3286
  shows "open s ==> (continuous_on s f \<longleftrightarrow> (\<forall>x \<in> s. continuous (at x) f))"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3287
  by (auto simp add: continuous_on continuous_at Lim_within_open)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3288
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3289
lemma continuous_within_subset:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3290
 "continuous (at x within s) f \<Longrightarrow> t \<subseteq> s
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3291
             ==> continuous (at x within t) f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3292
  unfolding continuous_within by(metis Lim_within_subset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3293
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3294
lemma continuous_on_subset:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3295
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3296
  shows "continuous_on s f \<Longrightarrow> t \<subseteq> s ==> continuous_on t f"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3297
  unfolding continuous_on by (metis subset_eq Lim_within_subset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3298
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3299
lemma continuous_on_interior:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3300
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3301
  shows "continuous_on s f \<Longrightarrow> x \<in> interior s ==> continuous (at x) f"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3302
unfolding interior_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3303
apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3304
by (meson continuous_on_eq_continuous_at continuous_on_subset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3305
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3306
lemma continuous_on_eq:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3307
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3308
  shows "(\<forall>x \<in> s. f x = g x) \<Longrightarrow> continuous_on s f
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3309
           ==> continuous_on s g"
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3310
  by (simp add: continuous_on_iff)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3311
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3312
text{* Characterization of various kinds of continuity in terms of sequences.  *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3313
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3314
(* \<longrightarrow> could be generalized, but \<longleftarrow> requires metric space *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3315
lemma continuous_within_sequentially:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3316
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3317
  shows "continuous (at a within s) f \<longleftrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3318
                (\<forall>x. (\<forall>n::nat. x n \<in> s) \<and> (x ---> a) sequentially
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3319
                     --> ((f o x) ---> f a) sequentially)" (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3320
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3321
  assume ?lhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3322
  { fix x::"nat \<Rightarrow> 'a" assume x:"\<forall>n. x n \<in> s" "\<forall>e>0. \<exists>N. \<forall>n\<ge>N. dist (x n) a < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3323
    fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3324
    from `?lhs` obtain d where "d>0" and d:"\<forall>x\<in>s. 0 < dist x a \<and> dist x a < d \<longrightarrow> dist (f x) (f a) < e" unfolding continuous_within Lim_within using `e>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3325
    from x(2) `d>0` obtain N where N:"\<forall>n\<ge>N. dist (x n) a < d" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3326
    hence "\<exists>N. \<forall>n\<ge>N. dist ((f \<circ> x) n) (f a) < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3327
      apply(rule_tac  x=N in exI) using N d  apply auto using x(1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3328
      apply(erule_tac x=n in allE) apply(erule_tac x=n in allE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3329
      apply(erule_tac x="x n" in ballE)  apply auto unfolding dist_nz[THEN sym] apply auto using `e>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3330
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3331
  thus ?rhs unfolding continuous_within unfolding Lim_sequentially by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3332
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3333
  assume ?rhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3334
  { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3335
    assume "\<not> (\<exists>d>0. \<forall>x\<in>s. 0 < dist x a \<and> dist x a < d \<longrightarrow> dist (f x) (f a) < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3336
    hence "\<forall>d. \<exists>x. d>0 \<longrightarrow> x\<in>s \<and> (0 < dist x a \<and> dist x a < d \<and> \<not> dist (f x) (f a) < e)" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3337
    then obtain x where x:"\<forall>d>0. x d \<in> s \<and> (0 < dist (x d) a \<and> dist (x d) a < d \<and> \<not> dist (f (x d)) (f a) < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3338
      using choice[of "\<lambda>d x.0<d \<longrightarrow> x\<in>s \<and> (0 < dist x a \<and> dist x a < d \<and> \<not> dist (f x) (f a) < e)"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3339
    { fix d::real assume "d>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3340
      hence "\<exists>N::nat. inverse (real (N + 1)) < d" using real_arch_inv[of d] by (auto, rule_tac x="n - 1" in exI)auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3341
      then obtain N::nat where N:"inverse (real (N + 1)) < d" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3342
      { fix n::nat assume n:"n\<ge>N"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3343
        hence "dist (x (inverse (real (n + 1)))) a < inverse (real (n + 1))" using x[THEN spec[where x="inverse (real (n + 1))"]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3344
        moreover have "inverse (real (n + 1)) < d" using N n by (auto, metis Suc_le_mono le_SucE less_imp_inverse_less nat_le_real_less order_less_trans real_of_nat_Suc real_of_nat_Suc_gt_zero)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3345
        ultimately have "dist (x (inverse (real (n + 1)))) a < d" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3346
      }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3347
      hence "\<exists>N::nat. \<forall>n\<ge>N. dist (x (inverse (real (n + 1)))) a < d" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3348
    }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3349
    hence "(\<forall>n::nat. x (inverse (real (n + 1))) \<in> s) \<and> (\<forall>e>0. \<exists>N::nat. \<forall>n\<ge>N. dist (x (inverse (real (n + 1)))) a < e)" using x by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3350
    hence "\<forall>e>0. \<exists>N::nat. \<forall>n\<ge>N. dist (f (x (inverse (real (n + 1))))) (f a) < e"  using `?rhs`[THEN spec[where x="\<lambda>n::nat. x (inverse (real (n+1)))"], unfolded Lim_sequentially] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3351
    hence "False" apply(erule_tac x=e in allE) using `e>0` using x by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3352
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3353
  thus ?lhs  unfolding continuous_within unfolding Lim_within unfolding Lim_sequentially by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3354
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3355
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3356
lemma continuous_at_sequentially:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3357
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3358
  shows "continuous (at a) f \<longleftrightarrow> (\<forall>x. (x ---> a) sequentially
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3359
                  --> ((f o x) ---> f a) sequentially)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3360
  using continuous_within_sequentially[of a UNIV f] unfolding within_UNIV by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3361
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3362
lemma continuous_on_sequentially:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3363
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3364
  shows "continuous_on s f \<longleftrightarrow>
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3365
    (\<forall>x. \<forall>a \<in> s. (\<forall>n. x(n) \<in> s) \<and> (x ---> a) sequentially
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3366
                    --> ((f o x) ---> f(a)) sequentially)" (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3367
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3368
  assume ?rhs thus ?lhs using continuous_within_sequentially[of _ s f] unfolding continuous_on_eq_continuous_within by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3369
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3370
  assume ?lhs thus ?rhs unfolding continuous_on_eq_continuous_within using continuous_within_sequentially[of _ s f] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3371
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3372
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3373
lemma uniformly_continuous_on_sequentially:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3374
  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3375
  shows "uniformly_continuous_on s f \<longleftrightarrow> (\<forall>x y. (\<forall>n. x n \<in> s) \<and> (\<forall>n. y n \<in> s) \<and>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3376
                    ((\<lambda>n. x n - y n) ---> 0) sequentially
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3377
                    \<longrightarrow> ((\<lambda>n. f(x n) - f(y n)) ---> 0) sequentially)" (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3378
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3379
  assume ?lhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3380
  { fix x y assume x:"\<forall>n. x n \<in> s" and y:"\<forall>n. y n \<in> s" and xy:"((\<lambda>n. x n - y n) ---> 0) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3381
    { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3382
      then obtain d where "d>0" and d:"\<forall>x\<in>s. \<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist (f x') (f x) < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3383
        using `?lhs`[unfolded uniformly_continuous_on_def, THEN spec[where x=e]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3384
      obtain N where N:"\<forall>n\<ge>N. norm (x n - y n - 0) < d" using xy[unfolded Lim_sequentially dist_norm] and `d>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3385
      { fix n assume "n\<ge>N"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3386
        hence "norm (f (x n) - f (y n) - 0) < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3387
          using N[THEN spec[where x=n]] using d[THEN bspec[where x="x n"], THEN bspec[where x="y n"]] using x and y
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3388
          unfolding dist_commute and dist_norm by simp  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3389
      hence "\<exists>N. \<forall>n\<ge>N. norm (f (x n) - f (y n) - 0) < e"  by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3390
    hence "((\<lambda>n. f(x n) - f(y n)) ---> 0) sequentially" unfolding Lim_sequentially and dist_norm by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3391
  thus ?rhs by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3392
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3393
  assume ?rhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3394
  { assume "\<not> ?lhs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3395
    then obtain e where "e>0" "\<forall>d>0. \<exists>x\<in>s. \<exists>x'\<in>s. dist x' x < d \<and> \<not> dist (f x') (f x) < e" unfolding uniformly_continuous_on_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3396
    then obtain fa where fa:"\<forall>x.  0 < x \<longrightarrow> fst (fa x) \<in> s \<and> snd (fa x) \<in> s \<and> dist (fst (fa x)) (snd (fa x)) < x \<and> \<not> dist (f (fst (fa x))) (f (snd (fa x))) < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3397
      using choice[of "\<lambda>d x. d>0 \<longrightarrow> fst x \<in> s \<and> snd x \<in> s \<and> dist (snd x) (fst x) < d \<and> \<not> dist (f (snd x)) (f (fst x)) < e"] unfolding Bex_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3398
      by (auto simp add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3399
    def x \<equiv> "\<lambda>n::nat. fst (fa (inverse (real n + 1)))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3400
    def y \<equiv> "\<lambda>n::nat. snd (fa (inverse (real n + 1)))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3401
    have xyn:"\<forall>n. x n \<in> s \<and> y n \<in> s" and xy0:"\<forall>n. dist (x n) (y n) < inverse (real n + 1)" and fxy:"\<forall>n. \<not> dist (f (x n)) (f (y n)) < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3402
      unfolding x_def and y_def using fa by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3403
    have 1:"\<And>(x::'a) y. dist (x - y) 0 = dist x y" unfolding dist_norm by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3404
    have 2:"\<And>(x::'b) y. dist (x - y) 0 = dist x y" unfolding dist_norm by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3405
    { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3406
      then obtain N::nat where "N \<noteq> 0" and N:"0 < inverse (real N) \<and> inverse (real N) < e" unfolding real_arch_inv[of e]   by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3407
      { fix n::nat assume "n\<ge>N"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3408
        hence "inverse (real n + 1) < inverse (real N)" using real_of_nat_ge_zero and `N\<noteq>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3409
        also have "\<dots> < e" using N by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3410
        finally have "inverse (real n + 1) < e" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3411
        hence "dist (x n - y n) 0 < e" unfolding 1 using xy0[THEN spec[where x=n]] by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3412
      hence "\<exists>N. \<forall>n\<ge>N. dist (x n - y n) 0 < e" by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3413
    hence "\<forall>e>0. \<exists>N. \<forall>n\<ge>N. dist (f (x n) - f (y n)) 0 < e" using `?rhs`[THEN spec[where x=x], THEN spec[where x=y]] and xyn unfolding Lim_sequentially by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3414
    hence False unfolding 2 using fxy and `e>0` by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3415
  thus ?lhs unfolding uniformly_continuous_on_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3416
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3417
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3418
text{* The usual transformation theorems. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3419
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3420
lemma continuous_transform_within:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3421
  fixes f g :: "'a::metric_space \<Rightarrow> 'b::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3422
  assumes "0 < d" "x \<in> s" "\<forall>x' \<in> s. dist x' x < d --> f x' = g x'"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3423
          "continuous (at x within s) f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3424
  shows "continuous (at x within s) g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3425
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3426
  { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3427
    then obtain d' where d':"d'>0" "\<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d' \<longrightarrow> dist (f xa) (f x) < e" using assms(4) unfolding continuous_within Lim_within by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3428
    { fix x' assume "x'\<in>s" "0 < dist x' x" "dist x' x < (min d d')"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3429
      hence "dist (f x') (g x) < e" using assms(2,3) apply(erule_tac x=x in ballE) using d' by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3430
    hence "\<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < (min d d') \<longrightarrow> dist (f xa) (g x) < e" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3431
    hence "\<exists>d>0. \<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (f xa) (g x) < e" using `d>0` `d'>0` by(rule_tac x="min d d'" in exI)auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3432
  hence "(f ---> g x) (at x within s)" unfolding Lim_within using assms(1) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3433
  thus ?thesis unfolding continuous_within using Lim_transform_within[of d s x f g "g x"] using assms by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3434
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3435
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3436
lemma continuous_transform_at:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3437
  fixes f g :: "'a::metric_space \<Rightarrow> 'b::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3438
  assumes "0 < d" "\<forall>x'. dist x' x < d --> f x' = g x'"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3439
          "continuous (at x) f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3440
  shows "continuous (at x) g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3441
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3442
  { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3443
    then obtain d' where d':"d'>0" "\<forall>xa. 0 < dist xa x \<and> dist xa x < d' \<longrightarrow> dist (f xa) (f x) < e" using assms(3) unfolding continuous_at Lim_at by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3444
    { fix x' assume "0 < dist x' x" "dist x' x < (min d d')"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3445
      hence "dist (f x') (g x) < e" using assms(2) apply(erule_tac x=x in allE) using d' by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3446
    }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3447
    hence "\<forall>xa. 0 < dist xa x \<and> dist xa x < (min d d') \<longrightarrow> dist (f xa) (g x) < e" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3448
    hence "\<exists>d>0. \<forall>xa. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (f xa) (g x) < e" using `d>0` `d'>0` by(rule_tac x="min d d'" in exI)auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3449
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3450
  hence "(f ---> g x) (at x)" unfolding Lim_at using assms(1) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3451
  thus ?thesis unfolding continuous_at using Lim_transform_at[of d x f g "g x"] using assms by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3452
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3453
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3454
text{* Combination results for pointwise continuity. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3455
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3456
lemma continuous_const: "continuous net (\<lambda>x. c)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3457
  by (auto simp add: continuous_def Lim_const)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3458
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3459
lemma continuous_cmul:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3460
  fixes f :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3461
  shows "continuous net f ==> continuous net (\<lambda>x. c *\<^sub>R f x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3462
  by (auto simp add: continuous_def Lim_cmul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3463
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3464
lemma continuous_neg:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3465
  fixes f :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3466
  shows "continuous net f ==> continuous net (\<lambda>x. -(f x))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3467
  by (auto simp add: continuous_def Lim_neg)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3468
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3469
lemma continuous_add:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3470
  fixes f g :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3471
  shows "continuous net f \<Longrightarrow> continuous net g \<Longrightarrow> continuous net (\<lambda>x. f x + g x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3472
  by (auto simp add: continuous_def Lim_add)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3473
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3474
lemma continuous_sub:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3475
  fixes f g :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3476
  shows "continuous net f \<Longrightarrow> continuous net g \<Longrightarrow> continuous net (\<lambda>x. f x - g x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3477
  by (auto simp add: continuous_def Lim_sub)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3478
34964
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34291
diff changeset
  3479
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3480
text{* Same thing for setwise continuity. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3481
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3482
lemma continuous_on_const:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3483
 "continuous_on s (\<lambda>x. c)"
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3484
  unfolding continuous_on_def by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3485
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3486
lemma continuous_on_cmul:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3487
  fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3488
  shows "continuous_on s f ==>  continuous_on s (\<lambda>x. c *\<^sub>R (f x))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3489
  unfolding continuous_on_eq_continuous_within using continuous_cmul by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3490
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3491
lemma continuous_on_neg:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3492
  fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3493
  shows "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. - f x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3494
  unfolding continuous_on_eq_continuous_within using continuous_neg by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3495
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3496
lemma continuous_on_add:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3497
  fixes f g :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3498
  shows "continuous_on s f \<Longrightarrow> continuous_on s g
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3499
           \<Longrightarrow> continuous_on s (\<lambda>x. f x + g x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3500
  unfolding continuous_on_eq_continuous_within using continuous_add by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3501
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3502
lemma continuous_on_sub:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3503
  fixes f g :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3504
  shows "continuous_on s f \<Longrightarrow> continuous_on s g
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3505
           \<Longrightarrow> continuous_on s (\<lambda>x. f x - g x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3506
  unfolding continuous_on_eq_continuous_within using continuous_sub by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3507
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3508
text{* Same thing for uniform continuity, using sequential formulations. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3509
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3510
lemma uniformly_continuous_on_const:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3511
 "uniformly_continuous_on s (\<lambda>x. c)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3512
  unfolding uniformly_continuous_on_def by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3513
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3514
lemma uniformly_continuous_on_cmul:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3515
  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3516
    (* FIXME: generalize 'a to metric_space *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3517
  assumes "uniformly_continuous_on s f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3518
  shows "uniformly_continuous_on s (\<lambda>x. c *\<^sub>R f(x))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3519
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3520
  { fix x y assume "((\<lambda>n. f (x n) - f (y n)) ---> 0) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3521
    hence "((\<lambda>n. c *\<^sub>R f (x n) - c *\<^sub>R f (y n)) ---> 0) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3522
      using Lim_cmul[of "(\<lambda>n. f (x n) - f (y n))" 0 sequentially c]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3523
      unfolding scaleR_zero_right scaleR_right_diff_distrib by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3524
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3525
  thus ?thesis using assms unfolding uniformly_continuous_on_sequentially by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3526
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3527
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3528
lemma dist_minus:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3529
  fixes x y :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3530
  shows "dist (- x) (- y) = dist x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3531
  unfolding dist_norm minus_diff_minus norm_minus_cancel ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3532
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3533
lemma uniformly_continuous_on_neg:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3534
  fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3535
  shows "uniformly_continuous_on s f
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3536
         ==> uniformly_continuous_on s (\<lambda>x. -(f x))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3537
  unfolding uniformly_continuous_on_def dist_minus .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3538
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3539
lemma uniformly_continuous_on_add:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3540
  fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector" (* FIXME: generalize 'a *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3541
  assumes "uniformly_continuous_on s f" "uniformly_continuous_on s g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3542
  shows "uniformly_continuous_on s (\<lambda>x. f x + g x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3543
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3544
  {  fix x y assume "((\<lambda>n. f (x n) - f (y n)) ---> 0) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3545
                    "((\<lambda>n. g (x n) - g (y n)) ---> 0) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3546
    hence "((\<lambda>xa. f (x xa) - f (y xa) + (g (x xa) - g (y xa))) ---> 0 + 0) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3547
      using Lim_add[of "\<lambda> n. f (x n) - f (y n)" 0  sequentially "\<lambda> n. g (x n) - g (y n)" 0] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3548
    hence "((\<lambda>n. f (x n) + g (x n) - (f (y n) + g (y n))) ---> 0) sequentially" unfolding Lim_sequentially and add_diff_add [symmetric] by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3549
  thus ?thesis using assms unfolding uniformly_continuous_on_sequentially by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3550
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3551
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3552
lemma uniformly_continuous_on_sub:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3553
  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector" (* FIXME: generalize 'a *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3554
  shows "uniformly_continuous_on s f \<Longrightarrow> uniformly_continuous_on s g
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3555
           ==> uniformly_continuous_on s  (\<lambda>x. f x - g x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3556
  unfolding ab_diff_minus
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3557
  using uniformly_continuous_on_add[of s f "\<lambda>x. - g x"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3558
  using uniformly_continuous_on_neg[of s g] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3559
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3560
text{* Identity function is continuous in every sense. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3561
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3562
lemma continuous_within_id:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3563
 "continuous (at a within s) (\<lambda>x. x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3564
  unfolding continuous_within by (rule Lim_at_within [OF Lim_ident_at])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3565
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3566
lemma continuous_at_id:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3567
 "continuous (at a) (\<lambda>x. x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3568
  unfolding continuous_at by (rule Lim_ident_at)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3569
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3570
lemma continuous_on_id:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3571
 "continuous_on s (\<lambda>x. x)"
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3572
  unfolding continuous_on_def by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3573
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3574
lemma uniformly_continuous_on_id:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3575
 "uniformly_continuous_on s (\<lambda>x. x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3576
  unfolding uniformly_continuous_on_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3577
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3578
text{* Continuity of all kinds is preserved under composition. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3579
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3580
lemma continuous_within_compose:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3581
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3582
  fixes g :: "'b::metric_space \<Rightarrow> 'c::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3583
  assumes "continuous (at x within s) f"   "continuous (at (f x) within f ` s) g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3584
  shows "continuous (at x within s) (g o f)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3585
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3586
  { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3587
    with assms(2)[unfolded continuous_within Lim_within] obtain d  where "d>0" and d:"\<forall>xa\<in>f ` s. 0 < dist xa (f x) \<and> dist xa (f x) < d \<longrightarrow> dist (g xa) (g (f x)) < e" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3588
    from assms(1)[unfolded continuous_within Lim_within] obtain d' where "d'>0" and d':"\<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d' \<longrightarrow> dist (f xa) (f x) < d" using `d>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3589
    { fix y assume as:"y\<in>s"  "0 < dist y x"  "dist y x < d'"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3590
      hence "dist (f y) (f x) < d" using d'[THEN bspec[where x=y]] by (auto simp add:dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3591
      hence "dist (g (f y)) (g (f x)) < e" using as(1) d[THEN bspec[where x="f y"]] unfolding dist_nz[THEN sym] using `e>0` by auto   }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3592
    hence "\<exists>d>0. \<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (g (f xa)) (g (f x)) < e" using `d'>0` by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3593
  thus ?thesis unfolding continuous_within Lim_within by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3594
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3595
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3596
lemma continuous_at_compose:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3597
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3598
  fixes g :: "'b::metric_space \<Rightarrow> 'c::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3599
  assumes "continuous (at x) f"  "continuous (at (f x)) g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3600
  shows "continuous (at x) (g o f)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3601
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3602
  have " continuous (at (f x) within range f) g" using assms(2) using continuous_within_subset[of "f x" UNIV g "range f", unfolded within_UNIV] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3603
  thus ?thesis using assms(1) using continuous_within_compose[of x UNIV f g, unfolded within_UNIV] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3604
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3605
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3606
lemma continuous_on_compose:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3607
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3608
  fixes g :: "'b::metric_space \<Rightarrow> 'c::metric_space" (* TODO: generalize *)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3609
  shows "continuous_on s f \<Longrightarrow> continuous_on (f ` s) g \<Longrightarrow> continuous_on s (g o f)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3610
  unfolding continuous_on_eq_continuous_within using continuous_within_compose[of _ s f g] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3611
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3612
lemma uniformly_continuous_on_compose:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3613
  assumes "uniformly_continuous_on s f"  "uniformly_continuous_on (f ` s) g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3614
  shows "uniformly_continuous_on s (g o f)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3615
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3616
  { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3617
    then obtain d where "d>0" and d:"\<forall>x\<in>f ` s. \<forall>x'\<in>f ` s. dist x' x < d \<longrightarrow> dist (g x') (g x) < e" using assms(2) unfolding uniformly_continuous_on_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3618
    obtain d' where "d'>0" "\<forall>x\<in>s. \<forall>x'\<in>s. dist x' x < d' \<longrightarrow> dist (f x') (f x) < d" using `d>0` using assms(1) unfolding uniformly_continuous_on_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3619
    hence "\<exists>d>0. \<forall>x\<in>s. \<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist ((g \<circ> f) x') ((g \<circ> f) x) < e" using `d>0` using d by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3620
  thus ?thesis using assms unfolding uniformly_continuous_on_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3621
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3622
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3623
text{* Continuity in terms of open preimages. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3624
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3625
lemma continuous_at_open:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3626
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3627
  shows "continuous (at x) f \<longleftrightarrow> (\<forall>t. open t \<and> f x \<in> t --> (\<exists>s. open s \<and> x \<in> s \<and> (\<forall>x' \<in> s. (f x') \<in> t)))" (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3628
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3629
  assume ?lhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3630
  { fix t assume as: "open t" "f x \<in> t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3631
    then obtain e where "e>0" and e:"ball (f x) e \<subseteq> t" unfolding open_contains_ball by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3632
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3633
    obtain d where "d>0" and d:"\<forall>y. 0 < dist y x \<and> dist y x < d \<longrightarrow> dist (f y) (f x) < e" using `e>0` using `?lhs`[unfolded continuous_at Lim_at open_dist] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3634
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3635
    have "open (ball x d)" using open_ball by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3636
    moreover have "x \<in> ball x d" unfolding centre_in_ball using `d>0` by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3637
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3638
    { fix x' assume "x'\<in>ball x d" hence "f x' \<in> t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3639
        using e[unfolded subset_eq Ball_def mem_ball, THEN spec[where x="f x'"]]    d[THEN spec[where x=x']]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3640
        unfolding mem_ball apply (auto simp add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3641
        unfolding dist_nz[THEN sym] using as(2) by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3642
    hence "\<forall>x'\<in>ball x d. f x' \<in> t" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3643
    ultimately have "\<exists>s. open s \<and> x \<in> s \<and> (\<forall>x'\<in>s. f x' \<in> t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3644
      apply(rule_tac x="ball x d" in exI) by simp  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3645
  thus ?rhs by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3646
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3647
  assume ?rhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3648
  { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3649
    then obtain s where s: "open s"  "x \<in> s"  "\<forall>x'\<in>s. f x' \<in> ball (f x) e" using `?rhs`[unfolded continuous_at Lim_at, THEN spec[where x="ball (f x) e"]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3650
      unfolding centre_in_ball[of "f x" e, THEN sym] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3651
    then obtain d where "d>0" and d:"ball x d \<subseteq> s" unfolding open_contains_ball by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3652
    { fix y assume "0 < dist y x \<and> dist y x < d"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3653
      hence "dist (f y) (f x) < e" using d[unfolded subset_eq Ball_def mem_ball, THEN spec[where x=y]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3654
        using s(3)[THEN bspec[where x=y], unfolded mem_ball] by (auto simp add: dist_commute)  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3655
    hence "\<exists>d>0. \<forall>xa. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (f xa) (f x) < e" using `d>0` by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3656
  thus ?lhs unfolding continuous_at Lim_at by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3657
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3658
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3659
lemma continuous_on_open:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3660
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3661
   shows "continuous_on s f \<longleftrightarrow>
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3662
        (\<forall>t. openin (subtopology euclidean (f ` s)) t
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3663
            --> openin (subtopology euclidean s) {x \<in> s. f x \<in> t})" (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3664
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3665
  assume ?lhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3666
  { fix t assume as:"openin (subtopology euclidean (f ` s)) t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3667
    have "{x \<in> s. f x \<in> t} \<subseteq> s" using as[unfolded openin_euclidean_subtopology_iff] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3668
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3669
    { fix x assume as':"x\<in>{x \<in> s. f x \<in> t}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3670
      then obtain e where e: "e>0" "\<forall>x'\<in>f ` s. dist x' (f x) < e \<longrightarrow> x' \<in> t" using as[unfolded openin_euclidean_subtopology_iff, THEN conjunct2, THEN bspec[where x="f x"]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3671
      from this(1) obtain d where d: "d>0" "\<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (f xa) (f x) < e" using `?lhs`[unfolded continuous_on Lim_within, THEN bspec[where x=x]] using as' by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3672
      have "\<exists>e>0. \<forall>x'\<in>s. dist x' x < e \<longrightarrow> x' \<in> {x \<in> s. f x \<in> t}" using d e unfolding dist_nz[THEN sym] by (rule_tac x=d in exI, auto)  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3673
    ultimately have "openin (subtopology euclidean s) {x \<in> s. f x \<in> t}" unfolding openin_euclidean_subtopology_iff by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3674
  thus ?rhs unfolding continuous_on Lim_within using openin by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3675
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3676
  assume ?rhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3677
  { fix e::real and x assume "x\<in>s" "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3678
    { fix xa x' assume "dist (f xa) (f x) < e" "xa \<in> s" "x' \<in> s" "dist (f xa) (f x') < e - dist (f xa) (f x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3679
      hence "dist (f x') (f x) < e" using dist_triangle[of "f x'" "f x" "f xa"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3680
        by (auto simp add: dist_commute)  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3681
    hence "ball (f x) e \<inter> f ` s \<subseteq> f ` s \<and> (\<forall>xa\<in>ball (f x) e \<inter> f ` s. \<exists>ea>0. \<forall>x'\<in>f ` s. dist x' xa < ea \<longrightarrow> x' \<in> ball (f x) e \<inter> f ` s)" apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3682
      apply(rule_tac x="e - dist (f xa) (f x)" in exI) using `e>0` by (auto simp add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3683
    hence "\<forall>xa\<in>{xa \<in> s. f xa \<in> ball (f x) e \<inter> f ` s}. \<exists>ea>0. \<forall>x'\<in>s. dist x' xa < ea \<longrightarrow> x' \<in> {xa \<in> s. f xa \<in> ball (f x) e \<inter> f ` s}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3684
      using `?rhs`[unfolded openin_euclidean_subtopology_iff, THEN spec[where x="ball (f x) e \<inter> f ` s"]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3685
    hence "\<exists>d>0. \<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (f xa) (f x) < e" apply(erule_tac x=x in ballE) apply auto using `e>0` `x\<in>s` by (auto simp add: dist_commute)  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3686
  thus ?lhs unfolding continuous_on Lim_within by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3687
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3688
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3689
(* ------------------------------------------------------------------------- *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3690
(* Similarly in terms of closed sets.                                        *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3691
(* ------------------------------------------------------------------------- *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3692
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3693
lemma continuous_on_closed:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3694
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3695
  shows "continuous_on s f \<longleftrightarrow>  (\<forall>t. closedin (subtopology euclidean (f ` s)) t  --> closedin (subtopology euclidean s) {x \<in> s. f x \<in> t})" (is "?lhs = ?rhs")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3696
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3697
  assume ?lhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3698
  { fix t
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3699
    have *:"s - {x \<in> s. f x \<in> f ` s - t} = {x \<in> s. f x \<in> t}" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3700
    have **:"f ` s - (f ` s - (f ` s - t)) = f ` s - t" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3701
    assume as:"closedin (subtopology euclidean (f ` s)) t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3702
    hence "closedin (subtopology euclidean (f ` s)) (f ` s - (f ` s - t))" unfolding closedin_def topspace_euclidean_subtopology unfolding ** by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3703
    hence "closedin (subtopology euclidean s) {x \<in> s. f x \<in> t}" using `?lhs`[unfolded continuous_on_open, THEN spec[where x="(f ` s) - t"]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3704
      unfolding openin_closedin_eq topspace_euclidean_subtopology unfolding * by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3705
  thus ?rhs by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3706
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3707
  assume ?rhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3708
  { fix t
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3709
    have *:"s - {x \<in> s. f x \<in> f ` s - t} = {x \<in> s. f x \<in> t}" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3710
    assume as:"openin (subtopology euclidean (f ` s)) t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3711
    hence "openin (subtopology euclidean s) {x \<in> s. f x \<in> t}" using `?rhs`[THEN spec[where x="(f ` s) - t"]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3712
      unfolding openin_closedin_eq topspace_euclidean_subtopology *[THEN sym] closedin_subtopology by auto }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3713
  thus ?lhs unfolding continuous_on_open by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3714
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3715
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3716
text{* Half-global and completely global cases.                                  *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3717
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3718
lemma continuous_open_in_preimage:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3719
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3720
  assumes "continuous_on s f"  "open t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3721
  shows "openin (subtopology euclidean s) {x \<in> s. f x \<in> t}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3722
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3723
  have *:"\<forall>x. x \<in> s \<and> f x \<in> t \<longleftrightarrow> x \<in> s \<and> f x \<in> (t \<inter> f ` s)" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3724
  have "openin (subtopology euclidean (f ` s)) (t \<inter> f ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3725
    using openin_open_Int[of t "f ` s", OF assms(2)] unfolding openin_open by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3726
  thus ?thesis using assms(1)[unfolded continuous_on_open, THEN spec[where x="t \<inter> f ` s"]] using * by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3727
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3728
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3729
lemma continuous_closed_in_preimage:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3730
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3731
  assumes "continuous_on s f"  "closed t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3732
  shows "closedin (subtopology euclidean s) {x \<in> s. f x \<in> t}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3733
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3734
  have *:"\<forall>x. x \<in> s \<and> f x \<in> t \<longleftrightarrow> x \<in> s \<and> f x \<in> (t \<inter> f ` s)" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3735
  have "closedin (subtopology euclidean (f ` s)) (t \<inter> f ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3736
    using closedin_closed_Int[of t "f ` s", OF assms(2)] unfolding Int_commute by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3737
  thus ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3738
    using assms(1)[unfolded continuous_on_closed, THEN spec[where x="t \<inter> f ` s"]] using * by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3739
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3740
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3741
lemma continuous_open_preimage:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3742
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3743
  assumes "continuous_on s f" "open s" "open t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3744
  shows "open {x \<in> s. f x \<in> t}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3745
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3746
  obtain T where T: "open T" "{x \<in> s. f x \<in> t} = s \<inter> T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3747
    using continuous_open_in_preimage[OF assms(1,3)] unfolding openin_open by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3748
  thus ?thesis using open_Int[of s T, OF assms(2)] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3749
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3750
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3751
lemma continuous_closed_preimage:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3752
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3753
  assumes "continuous_on s f" "closed s" "closed t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3754
  shows "closed {x \<in> s. f x \<in> t}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3755
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3756
  obtain T where T: "closed T" "{x \<in> s. f x \<in> t} = s \<inter> T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3757
    using continuous_closed_in_preimage[OF assms(1,3)] unfolding closedin_closed by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3758
  thus ?thesis using closed_Int[of s T, OF assms(2)] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3759
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3760
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3761
lemma continuous_open_preimage_univ:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3762
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3763
  shows "\<forall>x. continuous (at x) f \<Longrightarrow> open s \<Longrightarrow> open {x. f x \<in> s}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3764
  using continuous_open_preimage[of UNIV f s] open_UNIV continuous_at_imp_continuous_on by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3765
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3766
lemma continuous_closed_preimage_univ:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3767
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3768
  shows "(\<forall>x. continuous (at x) f) \<Longrightarrow> closed s ==> closed {x. f x \<in> s}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3769
  using continuous_closed_preimage[of UNIV f s] closed_UNIV continuous_at_imp_continuous_on by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3770
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3771
lemma continuous_open_vimage:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3772
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3773
  shows "\<forall>x. continuous (at x) f \<Longrightarrow> open s \<Longrightarrow> open (f -` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3774
  unfolding vimage_def by (rule continuous_open_preimage_univ)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3775
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3776
lemma continuous_closed_vimage:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3777
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3778
  shows "\<forall>x. continuous (at x) f \<Longrightarrow> closed s \<Longrightarrow> closed (f -` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3779
  unfolding vimage_def by (rule continuous_closed_preimage_univ)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3780
35172
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35028
diff changeset
  3781
lemma interior_image_subset: fixes f::"_::metric_space \<Rightarrow> _::metric_space"
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35028
diff changeset
  3782
  assumes "\<forall>x. continuous (at x) f" "inj f"
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35028
diff changeset
  3783
  shows "interior (f ` s) \<subseteq> f ` (interior s)"
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35028
diff changeset
  3784
  apply rule unfolding interior_def mem_Collect_eq image_iff apply safe
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35028
diff changeset
  3785
proof- fix x T assume as:"open T" "x \<in> T" "T \<subseteq> f ` s" 
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35028
diff changeset
  3786
  hence "x \<in> f ` s" by auto then guess y unfolding image_iff .. note y=this
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35028
diff changeset
  3787
  thus "\<exists>xa\<in>{x. \<exists>T. open T \<and> x \<in> T \<and> T \<subseteq> s}. x = f xa" apply(rule_tac x=y in bexI) using assms as
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35028
diff changeset
  3788
    apply safe apply(rule_tac x="{x. f x \<in> T}" in exI) apply(safe,rule continuous_open_preimage_univ)
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35028
diff changeset
  3789
  proof- fix x assume "f x \<in> T" hence "f x \<in> f ` s" using as by auto
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35028
diff changeset
  3790
    thus "x \<in> s" unfolding inj_image_mem_iff[OF assms(2)] . qed auto qed
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35028
diff changeset
  3791
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3792
text{* Equality of continuous functions on closure and related results.          *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3793
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3794
lemma continuous_closed_in_preimage_constant:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3795
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3796
  shows "continuous_on s f ==> closedin (subtopology euclidean s) {x \<in> s. f x = a}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3797
  using continuous_closed_in_preimage[of s f "{a}"] closed_sing by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3798
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3799
lemma continuous_closed_preimage_constant:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3800
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3801
  shows "continuous_on s f \<Longrightarrow> closed s ==> closed {x \<in> s. f x = a}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3802
  using continuous_closed_preimage[of s f "{a}"] closed_sing by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3803
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3804
lemma continuous_constant_on_closure:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3805
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3806
  assumes "continuous_on (closure s) f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3807
          "\<forall>x \<in> s. f x = a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3808
  shows "\<forall>x \<in> (closure s). f x = a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3809
    using continuous_closed_preimage_constant[of "closure s" f a]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3810
    assms closure_minimal[of s "{x \<in> closure s. f x = a}"] closure_subset unfolding subset_eq by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3811
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3812
lemma image_closure_subset:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3813
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3814
  assumes "continuous_on (closure s) f"  "closed t"  "(f ` s) \<subseteq> t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3815
  shows "f ` (closure s) \<subseteq> t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3816
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3817
  have "s \<subseteq> {x \<in> closure s. f x \<in> t}" using assms(3) closure_subset by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3818
  moreover have "closed {x \<in> closure s. f x \<in> t}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3819
    using continuous_closed_preimage[OF assms(1)] and assms(2) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3820
  ultimately have "closure s = {x \<in> closure s . f x \<in> t}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3821
    using closure_minimal[of s "{x \<in> closure s. f x \<in> t}"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3822
  thus ?thesis by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3823
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3824
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3825
lemma continuous_on_closure_norm_le:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3826
  fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3827
  assumes "continuous_on (closure s) f"  "\<forall>y \<in> s. norm(f y) \<le> b"  "x \<in> (closure s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3828
  shows "norm(f x) \<le> b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3829
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3830
  have *:"f ` s \<subseteq> cball 0 b" using assms(2)[unfolded mem_cball_0[THEN sym]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3831
  show ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3832
    using image_closure_subset[OF assms(1) closed_cball[of 0 b] *] assms(3)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3833
    unfolding subset_eq apply(erule_tac x="f x" in ballE) by (auto simp add: dist_norm)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3834
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3835
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3836
text{* Making a continuous function avoid some value in a neighbourhood.         *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3837
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3838
lemma continuous_within_avoid:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3839
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3840
  assumes "continuous (at x within s) f"  "x \<in> s"  "f x \<noteq> a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3841
  shows "\<exists>e>0. \<forall>y \<in> s. dist x y < e --> f y \<noteq> a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3842
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3843
  obtain d where "d>0" and d:"\<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (f xa) (f x) < dist (f x) a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3844
    using assms(1)[unfolded continuous_within Lim_within, THEN spec[where x="dist (f x) a"]] assms(3)[unfolded dist_nz] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3845
  { fix y assume " y\<in>s"  "dist x y < d"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3846
    hence "f y \<noteq> a" using d[THEN bspec[where x=y]] assms(3)[unfolded dist_nz]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3847
      apply auto unfolding dist_nz[THEN sym] by (auto simp add: dist_commute) }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3848
  thus ?thesis using `d>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3849
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3850
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3851
lemma continuous_at_avoid:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3852
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3853
  assumes "continuous (at x) f"  "f x \<noteq> a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3854
  shows "\<exists>e>0. \<forall>y. dist x y < e \<longrightarrow> f y \<noteq> a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3855
using assms using continuous_within_avoid[of x UNIV f a, unfolded within_UNIV] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3856
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3857
lemma continuous_on_avoid:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3858
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3859
  assumes "continuous_on s f"  "x \<in> s"  "f x \<noteq> a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3860
  shows "\<exists>e>0. \<forall>y \<in> s. dist x y < e \<longrightarrow> f y \<noteq> a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3861
using assms(1)[unfolded continuous_on_eq_continuous_within, THEN bspec[where x=x], OF assms(2)]  continuous_within_avoid[of x s f a]  assms(2,3) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3862
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3863
lemma continuous_on_open_avoid:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3864
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3865
  assumes "continuous_on s f"  "open s"  "x \<in> s"  "f x \<noteq> a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3866
  shows "\<exists>e>0. \<forall>y. dist x y < e \<longrightarrow> f y \<noteq> a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3867
using assms(1)[unfolded continuous_on_eq_continuous_at[OF assms(2)], THEN bspec[where x=x], OF assms(3)]  continuous_at_avoid[of x f a]  assms(3,4) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3868
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3869
text{* Proving a function is constant by proving open-ness of level set.         *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3870
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3871
lemma continuous_levelset_open_in_cases:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3872
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3873
  shows "connected s \<Longrightarrow> continuous_on s f \<Longrightarrow>
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3874
        openin (subtopology euclidean s) {x \<in> s. f x = a}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3875
        ==> (\<forall>x \<in> s. f x \<noteq> a) \<or> (\<forall>x \<in> s. f x = a)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3876
unfolding connected_clopen using continuous_closed_in_preimage_constant by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3877
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3878
lemma continuous_levelset_open_in:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3879
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3880
  shows "connected s \<Longrightarrow> continuous_on s f \<Longrightarrow>
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3881
        openin (subtopology euclidean s) {x \<in> s. f x = a} \<Longrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3882
        (\<exists>x \<in> s. f x = a)  ==> (\<forall>x \<in> s. f x = a)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3883
using continuous_levelset_open_in_cases[of s f ]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3884
by meson
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3885
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3886
lemma continuous_levelset_open:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  3887
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3888
  assumes "connected s"  "continuous_on s f"  "open {x \<in> s. f x = a}"  "\<exists>x \<in> s.  f x = a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3889
  shows "\<forall>x \<in> s. f x = a"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  3890
using continuous_levelset_open_in[OF assms(1,2), of a, unfolded openin_open] using assms (3,4) by fast
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3891
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3892
text{* Some arithmetical combinations (more to prove).                           *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3893
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3894
lemma open_scaling[intro]:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3895
  fixes s :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3896
  assumes "c \<noteq> 0"  "open s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3897
  shows "open((\<lambda>x. c *\<^sub>R x) ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3898
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3899
  { fix x assume "x \<in> s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3900
    then obtain e where "e>0" and e:"\<forall>x'. dist x' x < e \<longrightarrow> x' \<in> s" using assms(2)[unfolded open_dist, THEN bspec[where x=x]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3901
    have "e * abs c > 0" using assms(1)[unfolded zero_less_abs_iff[THEN sym]] using real_mult_order[OF `e>0`] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3902
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3903
    { fix y assume "dist y (c *\<^sub>R x) < e * \<bar>c\<bar>"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3904
      hence "norm ((1 / c) *\<^sub>R y - x) < e" unfolding dist_norm
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3905
        using norm_scaleR[of c "(1 / c) *\<^sub>R y - x", unfolded scaleR_right_diff_distrib, unfolded scaleR_scaleR] assms(1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3906
          assms(1)[unfolded zero_less_abs_iff[THEN sym]] by (simp del:zero_less_abs_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3907
      hence "y \<in> op *\<^sub>R c ` s" using rev_image_eqI[of "(1 / c) *\<^sub>R y" s y "op *\<^sub>R c"]  e[THEN spec[where x="(1 / c) *\<^sub>R y"]]  assms(1) unfolding dist_norm scaleR_scaleR by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3908
    ultimately have "\<exists>e>0. \<forall>x'. dist x' (c *\<^sub>R x) < e \<longrightarrow> x' \<in> op *\<^sub>R c ` s" apply(rule_tac x="e * abs c" in exI) by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3909
  thus ?thesis unfolding open_dist by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3910
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3911
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3912
lemma minus_image_eq_vimage:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3913
  fixes A :: "'a::ab_group_add set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3914
  shows "(\<lambda>x. - x) ` A = (\<lambda>x. - x) -` A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3915
  by (auto intro!: image_eqI [where f="\<lambda>x. - x"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3916
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3917
lemma open_negations:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3918
  fixes s :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3919
  shows "open s ==> open ((\<lambda> x. -x) ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3920
  unfolding scaleR_minus1_left [symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3921
  by (rule open_scaling, auto)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3922
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3923
lemma open_translation:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3924
  fixes s :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3925
  assumes "open s"  shows "open((\<lambda>x. a + x) ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3926
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3927
  { fix x have "continuous (at x) (\<lambda>x. x - a)" using continuous_sub[of "at x" "\<lambda>x. x" "\<lambda>x. a"] continuous_at_id[of x] continuous_const[of "at x" a] by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3928
  moreover have "{x. x - a \<in> s}  = op + a ` s" apply auto unfolding image_iff apply(rule_tac x="x - a" in bexI) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3929
  ultimately show ?thesis using continuous_open_preimage_univ[of "\<lambda>x. x - a" s] using assms by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3930
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3931
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3932
lemma open_affinity:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3933
  fixes s :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3934
  assumes "open s"  "c \<noteq> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3935
  shows "open ((\<lambda>x. a + c *\<^sub>R x) ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3936
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3937
  have *:"(\<lambda>x. a + c *\<^sub>R x) = (\<lambda>x. a + x) \<circ> (\<lambda>x. c *\<^sub>R x)" unfolding o_def ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3938
  have "op + a ` op *\<^sub>R c ` s = (op + a \<circ> op *\<^sub>R c) ` s" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3939
  thus ?thesis using assms open_translation[of "op *\<^sub>R c ` s" a] unfolding * by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3940
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3941
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3942
lemma interior_translation:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3943
  fixes s :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3944
  shows "interior ((\<lambda>x. a + x) ` s) = (\<lambda>x. a + x) ` (interior s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3945
proof (rule set_ext, rule)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3946
  fix x assume "x \<in> interior (op + a ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3947
  then obtain e where "e>0" and e:"ball x e \<subseteq> op + a ` s" unfolding mem_interior by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3948
  hence "ball (x - a) e \<subseteq> s" unfolding subset_eq Ball_def mem_ball dist_norm apply auto apply(erule_tac x="a + xa" in allE) unfolding ab_group_add_class.diff_diff_eq[THEN sym] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3949
  thus "x \<in> op + a ` interior s" unfolding image_iff apply(rule_tac x="x - a" in bexI) unfolding mem_interior using `e > 0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3950
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3951
  fix x assume "x \<in> op + a ` interior s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3952
  then obtain y e where "e>0" and e:"ball y e \<subseteq> s" and y:"x = a + y" unfolding image_iff Bex_def mem_interior by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3953
  { fix z have *:"a + y - z = y + a - z" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3954
    assume "z\<in>ball x e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3955
    hence "z - a \<in> s" using e[unfolded subset_eq, THEN bspec[where x="z - a"]] unfolding mem_ball dist_norm y ab_group_add_class.diff_diff_eq2 * by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3956
    hence "z \<in> op + a ` s" unfolding image_iff by(auto intro!: bexI[where x="z - a"])  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3957
  hence "ball x e \<subseteq> op + a ` s" unfolding subset_eq by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3958
  thus "x \<in> interior (op + a ` s)" unfolding mem_interior using `e>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3959
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3960
36437
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3961
text {* We can now extend limit compositions to consider the scalar multiplier.   *}
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3962
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3963
lemma continuous_vmul:
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3964
  fixes c :: "'a::metric_space \<Rightarrow> real" and v :: "'b::real_normed_vector"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3965
  shows "continuous net c ==> continuous net (\<lambda>x. c(x) *\<^sub>R v)"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3966
  unfolding continuous_def using Lim_vmul[of c] by auto
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3967
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3968
lemma continuous_mul:
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3969
  fixes c :: "'a::metric_space \<Rightarrow> real"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3970
  fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3971
  shows "continuous net c \<Longrightarrow> continuous net f
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3972
             ==> continuous net (\<lambda>x. c(x) *\<^sub>R f x) "
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3973
  unfolding continuous_def by (intro tendsto_intros)
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3974
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3975
lemmas continuous_intros = continuous_add continuous_vmul continuous_cmul continuous_const continuous_sub continuous_at_id continuous_within_id continuous_mul
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3976
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3977
lemma continuous_on_vmul:
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3978
  fixes c :: "'a::metric_space \<Rightarrow> real" and v :: "'b::real_normed_vector"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3979
  shows "continuous_on s c ==> continuous_on s (\<lambda>x. c(x) *\<^sub>R v)"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3980
  unfolding continuous_on_eq_continuous_within using continuous_vmul[of _ c] by auto
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3981
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3982
lemma continuous_on_mul:
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3983
  fixes c :: "'a::metric_space \<Rightarrow> real"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3984
  fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3985
  shows "continuous_on s c \<Longrightarrow> continuous_on s f
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3986
             ==> continuous_on s (\<lambda>x. c(x) *\<^sub>R f x)"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3987
  unfolding continuous_on_eq_continuous_within using continuous_mul[of _ c] by auto
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3988
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3989
lemmas continuous_on_intros = continuous_on_add continuous_on_const continuous_on_id continuous_on_compose continuous_on_cmul continuous_on_neg continuous_on_sub
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3990
  uniformly_continuous_on_add uniformly_continuous_on_const uniformly_continuous_on_id uniformly_continuous_on_compose uniformly_continuous_on_cmul uniformly_continuous_on_neg uniformly_continuous_on_sub
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3991
  continuous_on_mul continuous_on_vmul
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3992
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3993
text{* And so we have continuity of inverse.                                     *}
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3994
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3995
lemma continuous_inv:
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3996
  fixes f :: "'a::metric_space \<Rightarrow> real"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3997
  shows "continuous net f \<Longrightarrow> f(netlimit net) \<noteq> 0
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3998
           ==> continuous net (inverse o f)"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  3999
  unfolding continuous_def using Lim_inv by auto
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4000
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4001
lemma continuous_at_within_inv:
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4002
  fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_field"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4003
  assumes "continuous (at a within s) f" "f a \<noteq> 0"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4004
  shows "continuous (at a within s) (inverse o f)"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4005
  using assms unfolding continuous_within o_def
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4006
  by (intro tendsto_intros)
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4007
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4008
lemma continuous_at_inv:
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4009
  fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_field"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4010
  shows "continuous (at a) f \<Longrightarrow> f a \<noteq> 0
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4011
         ==> continuous (at a) (inverse o f) "
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4012
  using within_UNIV[THEN sym, of "at a"] using continuous_at_within_inv[of a UNIV] by auto
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4013
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4014
text {* Topological properties of linear functions. *}
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4015
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4016
lemma linear_lim_0:
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4017
  assumes "bounded_linear f" shows "(f ---> 0) (at (0))"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4018
proof-
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4019
  interpret f: bounded_linear f by fact
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4020
  have "(f ---> f 0) (at 0)"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4021
    using tendsto_ident_at by (rule f.tendsto)
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4022
  thus ?thesis unfolding f.zero .
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4023
qed
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4024
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4025
lemma linear_continuous_at:
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4026
  assumes "bounded_linear f"  shows "continuous (at a) f"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4027
  unfolding continuous_at using assms
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4028
  apply (rule bounded_linear.tendsto)
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4029
  apply (rule tendsto_ident_at)
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4030
  done
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4031
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4032
lemma linear_continuous_within:
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4033
  shows "bounded_linear f ==> continuous (at x within s) f"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4034
  using continuous_at_imp_continuous_within[of x f s] using linear_continuous_at[of f] by auto
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4035
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4036
lemma linear_continuous_on:
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4037
  shows "bounded_linear f ==> continuous_on s f"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4038
  using continuous_at_imp_continuous_on[of s f] using linear_continuous_at[of f] by auto
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4039
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4040
text{* Also bilinear functions, in composition form.                             *}
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4041
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4042
lemma bilinear_continuous_at_compose:
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4043
  shows "continuous (at x) f \<Longrightarrow> continuous (at x) g \<Longrightarrow> bounded_bilinear h
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4044
        ==> continuous (at x) (\<lambda>x. h (f x) (g x))"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4045
  unfolding continuous_at using Lim_bilinear[of f "f x" "(at x)" g "g x" h] by auto
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4046
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4047
lemma bilinear_continuous_within_compose:
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4048
  shows "continuous (at x within s) f \<Longrightarrow> continuous (at x within s) g \<Longrightarrow> bounded_bilinear h
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4049
        ==> continuous (at x within s) (\<lambda>x. h (f x) (g x))"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4050
  unfolding continuous_within using Lim_bilinear[of f "f x"] by auto
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4051
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4052
lemma bilinear_continuous_on_compose:
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4053
  fixes s :: "'a::metric_space set" (* TODO: generalize *)
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4054
  shows "continuous_on s f \<Longrightarrow> continuous_on s g \<Longrightarrow> bounded_bilinear h
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4055
             ==> continuous_on s (\<lambda>x. h (f x) (g x))"
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4056
  unfolding continuous_on_eq_continuous_within apply auto apply(erule_tac x=x in ballE) apply auto apply(erule_tac x=x in ballE) apply auto
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4057
  using bilinear_continuous_within_compose[of _ s f g h] by auto
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4058
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4059
text {* Preservation of compactness and connectedness under continuous function.  *}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4060
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4061
lemma compact_continuous_image:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4062
  assumes "continuous_on s f"  "compact s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4063
  shows "compact(f ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4064
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4065
  { fix x assume x:"\<forall>n::nat. x n \<in> f ` s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4066
    then obtain y where y:"\<forall>n. y n \<in> s \<and> x n = f (y n)" unfolding image_iff Bex_def using choice[of "\<lambda>n xa. xa \<in> s \<and> x n = f xa"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4067
    then obtain l r where "l\<in>s" and r:"subseq r" and lr:"((y \<circ> r) ---> l) sequentially" using assms(2)[unfolded compact_def, THEN spec[where x=y]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4068
    { fix e::real assume "e>0"
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  4069
      then obtain d where "d>0" and d:"\<forall>x'\<in>s. dist x' l < d \<longrightarrow> dist (f x') (f l) < e" using assms(1)[unfolded continuous_on_iff, THEN bspec[where x=l], OF `l\<in>s`] by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4070
      then obtain N::nat where N:"\<forall>n\<ge>N. dist ((y \<circ> r) n) l < d" using lr[unfolded Lim_sequentially, THEN spec[where x=d]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4071
      { fix n::nat assume "n\<ge>N" hence "dist ((x \<circ> r) n) (f l) < e" using N[THEN spec[where x=n]] d[THEN bspec[where x="y (r n)"]] y[THEN spec[where x="r n"]] by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4072
      hence "\<exists>N. \<forall>n\<ge>N. dist ((x \<circ> r) n) (f l) < e" by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4073
    hence "\<exists>l\<in>f ` s. \<exists>r. subseq r \<and> ((x \<circ> r) ---> l) sequentially" unfolding Lim_sequentially using r lr `l\<in>s` by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4074
  thus ?thesis unfolding compact_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4075
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4076
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4077
lemma connected_continuous_image:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  4078
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4079
  assumes "continuous_on s f"  "connected s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4080
  shows "connected(f ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4081
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4082
  { fix T assume as: "T \<noteq> {}"  "T \<noteq> f ` s"  "openin (subtopology euclidean (f ` s)) T"  "closedin (subtopology euclidean (f ` s)) T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4083
    have "{x \<in> s. f x \<in> T} = {} \<or> {x \<in> s. f x \<in> T} = s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4084
      using assms(1)[unfolded continuous_on_open, THEN spec[where x=T]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4085
      using assms(1)[unfolded continuous_on_closed, THEN spec[where x=T]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4086
      using assms(2)[unfolded connected_clopen, THEN spec[where x="{x \<in> s. f x \<in> T}"]] as(3,4) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4087
    hence False using as(1,2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4088
      using as(4)[unfolded closedin_def topspace_euclidean_subtopology] by auto }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4089
  thus ?thesis unfolding connected_clopen by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4090
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4091
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4092
text{* Continuity implies uniform continuity on a compact domain.                *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4093
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4094
lemma compact_uniformly_continuous:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4095
  assumes "continuous_on s f"  "compact s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4096
  shows "uniformly_continuous_on s f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4097
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4098
    { fix x assume x:"x\<in>s"
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  4099
      hence "\<forall>xa. \<exists>y. 0 < xa \<longrightarrow> (y > 0 \<and> (\<forall>x'\<in>s. dist x' x < y \<longrightarrow> dist (f x') (f x) < xa))" using assms(1)[unfolded continuous_on_iff, THEN bspec[where x=x]] by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4100
      hence "\<exists>fa. \<forall>xa>0. \<forall>x'\<in>s. fa xa > 0 \<and> (dist x' x < fa xa \<longrightarrow> dist (f x') (f x) < xa)" using choice[of "\<lambda>e d. e>0 \<longrightarrow> d>0 \<and>(\<forall>x'\<in>s. (dist x' x < d \<longrightarrow> dist (f x') (f x) < e))"] by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4101
    then have "\<forall>x\<in>s. \<exists>y. \<forall>xa. 0 < xa \<longrightarrow> (\<forall>x'\<in>s. y xa > 0 \<and> (dist x' x < y xa \<longrightarrow> dist (f x') (f x) < xa))" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4102
    then obtain d where d:"\<forall>e>0. \<forall>x\<in>s. \<forall>x'\<in>s. d x e > 0 \<and> (dist x' x < d x e \<longrightarrow> dist (f x') (f x) < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4103
      using bchoice[of s "\<lambda>x fa. \<forall>xa>0. \<forall>x'\<in>s. fa xa > 0 \<and> (dist x' x < fa xa \<longrightarrow> dist (f x') (f x) < xa)"] by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4104
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4105
  { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4106
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4107
    { fix x assume "x\<in>s" hence "x \<in> ball x (d x (e / 2))" unfolding centre_in_ball using d[THEN spec[where x="e/2"]] using `e>0` by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4108
    hence "s \<subseteq> \<Union>{ball x (d x (e / 2)) |x. x \<in> s}" unfolding subset_eq by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4109
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4110
    { fix b assume "b\<in>{ball x (d x (e / 2)) |x. x \<in> s}" hence "open b" by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4111
    ultimately obtain ea where "ea>0" and ea:"\<forall>x\<in>s. \<exists>b\<in>{ball x (d x (e / 2)) |x. x \<in> s}. ball x ea \<subseteq> b" using heine_borel_lemma[OF assms(2), of "{ball x (d x (e / 2)) | x. x\<in>s }"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4112
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4113
    { fix x y assume "x\<in>s" "y\<in>s" and as:"dist y x < ea"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4114
      obtain z where "z\<in>s" and z:"ball x ea \<subseteq> ball z (d z (e / 2))" using ea[THEN bspec[where x=x]] and `x\<in>s` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4115
      hence "x\<in>ball z (d z (e / 2))" using `ea>0` unfolding subset_eq by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4116
      hence "dist (f z) (f x) < e / 2" using d[THEN spec[where x="e/2"]] and `e>0` and `x\<in>s` and `z\<in>s`
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4117
        by (auto  simp add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4118
      moreover have "y\<in>ball z (d z (e / 2))" using as and `ea>0` and z[unfolded subset_eq]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4119
        by (auto simp add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4120
      hence "dist (f z) (f y) < e / 2" using d[THEN spec[where x="e/2"]] and `e>0` and `y\<in>s` and `z\<in>s`
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4121
        by (auto  simp add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4122
      ultimately have "dist (f y) (f x) < e" using dist_triangle_half_r[of "f z" "f x" e "f y"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4123
        by (auto simp add: dist_commute)  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4124
    then have "\<exists>d>0. \<forall>x\<in>s. \<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist (f x') (f x) < e" using `ea>0` by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4125
  thus ?thesis unfolding uniformly_continuous_on_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4126
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4127
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4128
text{* Continuity of inverse function on compact domain. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4129
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4130
lemma continuous_on_inverse:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4131
  fixes f :: "'a::heine_borel \<Rightarrow> 'b::heine_borel"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4132
    (* TODO: can this be generalized more? *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4133
  assumes "continuous_on s f"  "compact s"  "\<forall>x \<in> s. g (f x) = x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4134
  shows "continuous_on (f ` s) g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4135
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4136
  have *:"g ` f ` s = s" using assms(3) by (auto simp add: image_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4137
  { fix t assume t:"closedin (subtopology euclidean (g ` f ` s)) t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4138
    then obtain T where T: "closed T" "t = s \<inter> T" unfolding closedin_closed unfolding * by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4139
    have "continuous_on (s \<inter> T) f" using continuous_on_subset[OF assms(1), of "s \<inter> t"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4140
      unfolding T(2) and Int_left_absorb by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4141
    moreover have "compact (s \<inter> T)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4142
      using assms(2) unfolding compact_eq_bounded_closed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4143
      using bounded_subset[of s "s \<inter> T"] and T(1) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4144
    ultimately have "closed (f ` t)" using T(1) unfolding T(2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4145
      using compact_continuous_image [of "s \<inter> T" f] unfolding compact_eq_bounded_closed by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4146
    moreover have "{x \<in> f ` s. g x \<in> t} = f ` s \<inter> f ` t" using assms(3) unfolding T(2) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4147
    ultimately have "closedin (subtopology euclidean (f ` s)) {x \<in> f ` s. g x \<in> t}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4148
      unfolding closedin_closed by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4149
  thus ?thesis unfolding continuous_on_closed by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4150
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4151
36437
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4152
text {* A uniformly convergent limit of continuous functions is continuous. *}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4153
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4154
lemma norm_triangle_lt:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4155
  fixes x y :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4156
  shows "norm x + norm y < e \<Longrightarrow> norm (x + y) < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4157
by (rule le_less_trans [OF norm_triangle_ineq])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4158
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4159
lemma continuous_uniform_limit:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4160
  fixes f :: "'a \<Rightarrow> 'b::metric_space \<Rightarrow> 'c::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4161
  assumes "\<not> (trivial_limit net)"  "eventually (\<lambda>n. continuous_on s (f n)) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4162
  "\<forall>e>0. eventually (\<lambda>n. \<forall>x \<in> s. norm(f n x - g x) < e) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4163
  shows "continuous_on s g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4164
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4165
  { fix x and e::real assume "x\<in>s" "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4166
    have "eventually (\<lambda>n. \<forall>x\<in>s. norm (f n x - g x) < e / 3) net" using `e>0` assms(3)[THEN spec[where x="e/3"]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4167
    then obtain n where n:"\<forall>xa\<in>s. norm (f n xa - g xa) < e / 3"  "continuous_on s (f n)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4168
      using eventually_and[of "(\<lambda>n. \<forall>x\<in>s. norm (f n x - g x) < e / 3)" "(\<lambda>n. continuous_on s (f n))" net] assms(1,2) eventually_happens by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4169
    have "e / 3 > 0" using `e>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4170
    then obtain d where "d>0" and d:"\<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist (f n x') (f n x) < e / 3"
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  4171
      using n(2)[unfolded continuous_on_iff, THEN bspec[where x=x], OF `x\<in>s`, THEN spec[where x="e/3"]] by blast
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4172
    { fix y assume "y\<in>s" "dist y x < d"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4173
      hence "dist (f n y) (f n x) < e / 3" using d[THEN bspec[where x=y]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4174
      hence "norm (f n y - g x) < 2 * e / 3" using norm_triangle_lt[of "f n y - f n x" "f n x - g x" "2*e/3"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4175
        using n(1)[THEN bspec[where x=x], OF `x\<in>s`] unfolding dist_norm unfolding ab_group_add_class.ab_diff_minus by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4176
      hence "dist (g y) (g x) < e" unfolding dist_norm using n(1)[THEN bspec[where x=y], OF `y\<in>s`]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4177
        unfolding norm_minus_cancel[of "f n y - g y", THEN sym] using norm_triangle_lt[of "f n y - g x" "g y - f n y" e] by (auto simp add: uminus_add_conv_diff)  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4178
    hence "\<exists>d>0. \<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist (g x') (g x) < e" using `d>0` by auto  }
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  4179
  thus ?thesis unfolding continuous_on_iff by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4180
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4181
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4182
subsection{* Topological stuff lifted from and dropped to R                            *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4183
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4184
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4185
lemma open_real:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4186
  fixes s :: "real set" shows
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4187
 "open s \<longleftrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4188
        (\<forall>x \<in> s. \<exists>e>0. \<forall>x'. abs(x' - x) < e --> x' \<in> s)" (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4189
  unfolding open_dist dist_norm by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4190
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4191
lemma islimpt_approachable_real:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4192
  fixes s :: "real set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4193
  shows "x islimpt s \<longleftrightarrow> (\<forall>e>0.  \<exists>x'\<in> s. x' \<noteq> x \<and> abs(x' - x) < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4194
  unfolding islimpt_approachable dist_norm by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4195
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4196
lemma closed_real:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4197
  fixes s :: "real set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4198
  shows "closed s \<longleftrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4199
        (\<forall>x. (\<forall>e>0.  \<exists>x' \<in> s. x' \<noteq> x \<and> abs(x' - x) < e)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4200
            --> x \<in> s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4201
  unfolding closed_limpt islimpt_approachable dist_norm by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4202
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4203
lemma continuous_at_real_range:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4204
  fixes f :: "'a::real_normed_vector \<Rightarrow> real"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4205
  shows "continuous (at x) f \<longleftrightarrow> (\<forall>e>0. \<exists>d>0.
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4206
        \<forall>x'. norm(x' - x) < d --> abs(f x' - f x) < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4207
  unfolding continuous_at unfolding Lim_at
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4208
  unfolding dist_nz[THEN sym] unfolding dist_norm apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4209
  apply(erule_tac x=e in allE) apply auto apply (rule_tac x=d in exI) apply auto apply (erule_tac x=x' in allE) apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4210
  apply(erule_tac x=e in allE) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4211
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4212
lemma continuous_on_real_range:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4213
  fixes f :: "'a::real_normed_vector \<Rightarrow> real"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4214
  shows "continuous_on s f \<longleftrightarrow> (\<forall>x \<in> s. \<forall>e>0. \<exists>d>0. (\<forall>x' \<in> s. norm(x' - x) < d --> abs(f x' - f x) < e))"
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  4215
  unfolding continuous_on_iff dist_norm by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4216
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4217
lemma continuous_at_norm: "continuous (at x) norm"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4218
  unfolding continuous_at by (intro tendsto_intros)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4219
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4220
lemma continuous_on_norm: "continuous_on s norm"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4221
unfolding continuous_on by (intro ballI tendsto_intros)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4222
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4223
lemma continuous_at_component: "continuous (at a) (\<lambda>x. x $ i)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4224
unfolding continuous_at by (intro tendsto_intros)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4225
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  4226
lemma continuous_on_component:
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  4227
  fixes s :: "('a::metric_space ^ 'n) set" (* TODO: generalize *)
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  4228
  shows "continuous_on s (\<lambda>x. x $ i)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4229
unfolding continuous_on by (intro ballI tendsto_intros)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4230
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4231
lemma continuous_at_infnorm: "continuous (at x) infnorm"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4232
  unfolding continuous_at Lim_at o_def unfolding dist_norm
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4233
  apply auto apply (rule_tac x=e in exI) apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4234
  using order_trans[OF real_abs_sub_infnorm infnorm_le_norm, of _ x] by (metis xt1(7))
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4235
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4236
text{* Hence some handy theorems on distance, diameter etc. of/from a set.       *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4237
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4238
lemma compact_attains_sup:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4239
  fixes s :: "real set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4240
  assumes "compact s"  "s \<noteq> {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4241
  shows "\<exists>x \<in> s. \<forall>y \<in> s. y \<le> x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4242
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4243
  from assms(1) have a:"bounded s" "closed s" unfolding compact_eq_bounded_closed by auto
33270
paulson
parents: 33175
diff changeset
  4244
  { fix e::real assume as: "\<forall>x\<in>s. x \<le> Sup s" "Sup s \<notin> s"  "0 < e" "\<forall>x'\<in>s. x' = Sup s \<or> \<not> Sup s - x' < e"
paulson
parents: 33175
diff changeset
  4245
    have "isLub UNIV s (Sup s)" using Sup[OF assms(2)] unfolding setle_def using as(1) by auto
paulson
parents: 33175
diff changeset
  4246
    moreover have "isUb UNIV s (Sup s - e)" unfolding isUb_def unfolding setle_def using as(4,2) by auto
paulson
parents: 33175
diff changeset
  4247
    ultimately have False using isLub_le_isUb[of UNIV s "Sup s" "Sup s - e"] using `e>0` by auto  }
paulson
parents: 33175
diff changeset
  4248
  thus ?thesis using bounded_has_Sup(1)[OF a(1) assms(2)] using a(2)[unfolded closed_real, THEN spec[where x="Sup s"]]
paulson
parents: 33175
diff changeset
  4249
    apply(rule_tac x="Sup s" in bexI) by auto
paulson
parents: 33175
diff changeset
  4250
qed
paulson
parents: 33175
diff changeset
  4251
paulson
parents: 33175
diff changeset
  4252
lemma Inf:
paulson
parents: 33175
diff changeset
  4253
  fixes S :: "real set"
paulson
parents: 33175
diff changeset
  4254
  shows "S \<noteq> {} ==> (\<exists>b. b <=* S) ==> isGlb UNIV S (Inf S)"
paulson
parents: 33175
diff changeset
  4255
by (auto simp add: isLb_def setle_def setge_def isGlb_def greatestP_def) 
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4256
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4257
lemma compact_attains_inf:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4258
  fixes s :: "real set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4259
  assumes "compact s" "s \<noteq> {}"  shows "\<exists>x \<in> s. \<forall>y \<in> s. x \<le> y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4260
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4261
  from assms(1) have a:"bounded s" "closed s" unfolding compact_eq_bounded_closed by auto
33270
paulson
parents: 33175
diff changeset
  4262
  { fix e::real assume as: "\<forall>x\<in>s. x \<ge> Inf s"  "Inf s \<notin> s"  "0 < e"
paulson
parents: 33175
diff changeset
  4263
      "\<forall>x'\<in>s. x' = Inf s \<or> \<not> abs (x' - Inf s) < e"
paulson
parents: 33175
diff changeset
  4264
    have "isGlb UNIV s (Inf s)" using Inf[OF assms(2)] unfolding setge_def using as(1) by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4265
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4266
    { fix x assume "x \<in> s"
33270
paulson
parents: 33175
diff changeset
  4267
      hence *:"abs (x - Inf s) = x - Inf s" using as(1)[THEN bspec[where x=x]] by auto
paulson
parents: 33175
diff changeset
  4268
      have "Inf s + e \<le> x" using as(4)[THEN bspec[where x=x]] using as(2) `x\<in>s` unfolding * by auto }
paulson
parents: 33175
diff changeset
  4269
    hence "isLb UNIV s (Inf s + e)" unfolding isLb_def and setge_def by auto
paulson
parents: 33175
diff changeset
  4270
    ultimately have False using isGlb_le_isLb[of UNIV s "Inf s" "Inf s + e"] using `e>0` by auto  }
paulson
parents: 33175
diff changeset
  4271
  thus ?thesis using bounded_has_Inf(1)[OF a(1) assms(2)] using a(2)[unfolded closed_real, THEN spec[where x="Inf s"]]
paulson
parents: 33175
diff changeset
  4272
    apply(rule_tac x="Inf s" in bexI) by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4273
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4274
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4275
lemma continuous_attains_sup:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4276
  fixes f :: "'a::metric_space \<Rightarrow> real"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4277
  shows "compact s \<Longrightarrow> s \<noteq> {} \<Longrightarrow> continuous_on s f
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4278
        ==> (\<exists>x \<in> s. \<forall>y \<in> s.  f y \<le> f x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4279
  using compact_attains_sup[of "f ` s"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4280
  using compact_continuous_image[of s f] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4281
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4282
lemma continuous_attains_inf:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4283
  fixes f :: "'a::metric_space \<Rightarrow> real"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4284
  shows "compact s \<Longrightarrow> s \<noteq> {} \<Longrightarrow> continuous_on s f
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4285
        \<Longrightarrow> (\<exists>x \<in> s. \<forall>y \<in> s. f x \<le> f y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4286
  using compact_attains_inf[of "f ` s"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4287
  using compact_continuous_image[of s f] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4288
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4289
lemma distance_attains_sup:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4290
  assumes "compact s" "s \<noteq> {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4291
  shows "\<exists>x \<in> s. \<forall>y \<in> s. dist a y \<le> dist a x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4292
proof (rule continuous_attains_sup [OF assms])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4293
  { fix x assume "x\<in>s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4294
    have "(dist a ---> dist a x) (at x within s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4295
      by (intro tendsto_dist tendsto_const Lim_at_within Lim_ident_at)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4296
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4297
  thus "continuous_on s (dist a)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4298
    unfolding continuous_on ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4299
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4300
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4301
text{* For *minimal* distance, we only need closure, not compactness.            *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4302
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4303
lemma distance_attains_inf:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4304
  fixes a :: "'a::heine_borel"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4305
  assumes "closed s"  "s \<noteq> {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4306
  shows "\<exists>x \<in> s. \<forall>y \<in> s. dist a x \<le> dist a y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4307
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4308
  from assms(2) obtain b where "b\<in>s" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4309
  let ?B = "cball a (dist b a) \<inter> s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4310
  have "b \<in> ?B" using `b\<in>s` by (simp add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4311
  hence "?B \<noteq> {}" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4312
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4313
  { fix x assume "x\<in>?B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4314
    fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4315
    { fix x' assume "x'\<in>?B" and as:"dist x' x < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4316
      from as have "\<bar>dist a x' - dist a x\<bar> < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4317
        unfolding abs_less_iff minus_diff_eq
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4318
        using dist_triangle2 [of a x' x]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4319
        using dist_triangle [of a x x']
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4320
        by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4321
    }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4322
    hence "\<exists>d>0. \<forall>x'\<in>?B. dist x' x < d \<longrightarrow> \<bar>dist a x' - dist a x\<bar> < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4323
      using `e>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4324
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4325
  hence "continuous_on (cball a (dist b a) \<inter> s) (dist a)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4326
    unfolding continuous_on Lim_within dist_norm real_norm_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4327
    by fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4328
  moreover have "compact ?B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4329
    using compact_cball[of a "dist b a"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4330
    unfolding compact_eq_bounded_closed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4331
    using bounded_Int and closed_Int and assms(1) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4332
  ultimately obtain x where "x\<in>cball a (dist b a) \<inter> s" "\<forall>y\<in>cball a (dist b a) \<inter> s. dist a x \<le> dist a y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4333
    using continuous_attains_inf[of ?B "dist a"] by fastsimp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4334
  thus ?thesis by fastsimp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4335
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4336
36437
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  4337
subsection {* Pasted sets *}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4338
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4339
lemma bounded_pastecart:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4340
  fixes s :: "('a::real_normed_vector ^ _) set" (* FIXME: generalize to metric_space *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4341
  assumes "bounded s" "bounded t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4342
  shows "bounded { pastecart x y | x y . (x \<in> s \<and> y \<in> t)}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4343
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4344
  obtain a b where ab:"\<forall>x\<in>s. norm x \<le> a" "\<forall>x\<in>t. norm x \<le> b" using assms[unfolded bounded_iff] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4345
  { fix x y assume "x\<in>s" "y\<in>t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4346
    hence "norm x \<le> a" "norm y \<le> b" using ab by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4347
    hence "norm (pastecart x y) \<le> a + b" using norm_pastecart[of x y] by auto }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4348
  thus ?thesis unfolding bounded_iff by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4349
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4350
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4351
lemma bounded_Times:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4352
  assumes "bounded s" "bounded t" shows "bounded (s \<times> t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4353
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4354
  obtain x y a b where "\<forall>z\<in>s. dist x z \<le> a" "\<forall>z\<in>t. dist y z \<le> b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4355
    using assms [unfolded bounded_def] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4356
  then have "\<forall>z\<in>s \<times> t. dist (x, y) z \<le> sqrt (a\<twosuperior> + b\<twosuperior>)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4357
    by (auto simp add: dist_Pair_Pair real_sqrt_le_mono add_mono power_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4358
  thus ?thesis unfolding bounded_any_center [where a="(x, y)"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4359
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4360
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4361
lemma closed_pastecart:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4362
  fixes s :: "(real ^ 'a) set" (* FIXME: generalize *)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4363
  assumes "closed s"  "closed t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4364
  shows "closed {pastecart x y | x y . x \<in> s \<and> y \<in> t}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4365
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4366
  { fix x l assume as:"\<forall>n::nat. x n \<in> {pastecart x y |x y. x \<in> s \<and> y \<in> t}"  "(x ---> l) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4367
    { fix n::nat have "fstcart (x n) \<in> s" "sndcart (x n) \<in> t" using as(1)[THEN spec[where x=n]] by auto } note * = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4368
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4369
    { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4370
      then obtain N::nat where N:"\<forall>n\<ge>N. dist (x n) l < e" using as(2)[unfolded Lim_sequentially, THEN spec[where x=e]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4371
      { fix n::nat assume "n\<ge>N"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4372
        hence "dist (fstcart (x n)) (fstcart l) < e" "dist (sndcart (x n)) (sndcart l) < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4373
          using N[THEN spec[where x=n]] dist_fstcart[of "x n" l] dist_sndcart[of "x n" l] by auto   }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4374
      hence "\<exists>N. \<forall>n\<ge>N. dist (fstcart (x n)) (fstcart l) < e" "\<exists>N. \<forall>n\<ge>N. dist (sndcart (x n)) (sndcart l) < e" by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4375
    ultimately have "fstcart l \<in> s" "sndcart l \<in> t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4376
      using assms(1)[unfolded closed_sequential_limits, THEN spec[where x="\<lambda>n. fstcart (x n)"], THEN spec[where x="fstcart l"]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4377
      using assms(2)[unfolded closed_sequential_limits, THEN spec[where x="\<lambda>n. sndcart (x n)"], THEN spec[where x="sndcart l"]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4378
      unfolding Lim_sequentially by auto
34964
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34291
diff changeset
  4379
    hence "l \<in> {pastecart x y |x y. x \<in> s \<and> y \<in> t}" apply- unfolding mem_Collect_eq apply(rule_tac x="fstcart l" in exI,rule_tac x="sndcart l" in exI) by auto }
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  4380
  thus ?thesis unfolding closed_sequential_limits by blast
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4381
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4382
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4383
lemma compact_pastecart:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4384
  fixes s t :: "(real ^ _) set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4385
  shows "compact s \<Longrightarrow> compact t ==> compact {pastecart x y | x y . x \<in> s \<and> y \<in> t}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4386
  unfolding compact_eq_bounded_closed using bounded_pastecart[of s t] closed_pastecart[of s t] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4387
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4388
lemma mem_Times_iff: "x \<in> A \<times> B \<longleftrightarrow> fst x \<in> A \<and> snd x \<in> B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4389
by (induct x) simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4390
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4391
lemma compact_Times: "compact s \<Longrightarrow> compact t \<Longrightarrow> compact (s \<times> t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4392
unfolding compact_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4393
apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4394
apply (drule_tac x="fst \<circ> f" in spec)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4395
apply (drule mp, simp add: mem_Times_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4396
apply (clarify, rename_tac l1 r1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4397
apply (drule_tac x="snd \<circ> f \<circ> r1" in spec)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4398
apply (drule mp, simp add: mem_Times_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4399
apply (clarify, rename_tac l2 r2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4400
apply (rule_tac x="(l1, l2)" in rev_bexI, simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4401
apply (rule_tac x="r1 \<circ> r2" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4402
apply (rule conjI, simp add: subseq_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4403
apply (drule_tac r=r2 in lim_subseq [COMP swap_prems_rl], assumption)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4404
apply (drule (1) tendsto_Pair) back
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4405
apply (simp add: o_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4406
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4407
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4408
text{* Hence some useful properties follow quite easily.                         *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4409
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4410
lemma compact_scaling:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4411
  fixes s :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4412
  assumes "compact s"  shows "compact ((\<lambda>x. c *\<^sub>R x) ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4413
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4414
  let ?f = "\<lambda>x. scaleR c x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4415
  have *:"bounded_linear ?f" by (rule scaleR.bounded_linear_right)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4416
  show ?thesis using compact_continuous_image[of s ?f] continuous_at_imp_continuous_on[of s ?f]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4417
    using linear_continuous_at[OF *] assms by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4418
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4419
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4420
lemma compact_negations:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4421
  fixes s :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4422
  assumes "compact s"  shows "compact ((\<lambda>x. -x) ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4423
  using compact_scaling [OF assms, of "- 1"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4424
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4425
lemma compact_sums:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4426
  fixes s t :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4427
  assumes "compact s"  "compact t"  shows "compact {x + y | x y. x \<in> s \<and> y \<in> t}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4428
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4429
  have *:"{x + y | x y. x \<in> s \<and> y \<in> t} = (\<lambda>z. fst z + snd z) ` (s \<times> t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4430
    apply auto unfolding image_iff apply(rule_tac x="(xa, y)" in bexI) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4431
  have "continuous_on (s \<times> t) (\<lambda>z. fst z + snd z)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4432
    unfolding continuous_on by (rule ballI) (intro tendsto_intros)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4433
  thus ?thesis unfolding * using compact_continuous_image compact_Times [OF assms] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4434
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4435
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4436
lemma compact_differences:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4437
  fixes s t :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4438
  assumes "compact s" "compact t"  shows "compact {x - y | x y. x \<in> s \<and> y \<in> t}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4439
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4440
  have "{x - y | x y. x\<in>s \<and> y \<in> t} =  {x + y | x y. x \<in> s \<and> y \<in> (uminus ` t)}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4441
    apply auto apply(rule_tac x= xa in exI) apply auto apply(rule_tac x=xa in exI) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4442
  thus ?thesis using compact_sums[OF assms(1) compact_negations[OF assms(2)]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4443
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4444
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4445
lemma compact_translation:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4446
  fixes s :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4447
  assumes "compact s"  shows "compact ((\<lambda>x. a + x) ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4448
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4449
  have "{x + y |x y. x \<in> s \<and> y \<in> {a}} = (\<lambda>x. a + x) ` s" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4450
  thus ?thesis using compact_sums[OF assms compact_sing[of a]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4451
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4452
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4453
lemma compact_affinity:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4454
  fixes s :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4455
  assumes "compact s"  shows "compact ((\<lambda>x. a + c *\<^sub>R x) ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4456
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4457
  have "op + a ` op *\<^sub>R c ` s = (\<lambda>x. a + c *\<^sub>R x) ` s" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4458
  thus ?thesis using compact_translation[OF compact_scaling[OF assms], of a c] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4459
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4460
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4461
text{* Hence we get the following.                                               *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4462
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4463
lemma compact_sup_maxdistance:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4464
  fixes s :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4465
  assumes "compact s"  "s \<noteq> {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4466
  shows "\<exists>x\<in>s. \<exists>y\<in>s. \<forall>u\<in>s. \<forall>v\<in>s. norm(u - v) \<le> norm(x - y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4467
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4468
  have "{x - y | x y . x\<in>s \<and> y\<in>s} \<noteq> {}" using `s \<noteq> {}` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4469
  then obtain x where x:"x\<in>{x - y |x y. x \<in> s \<and> y \<in> s}"  "\<forall>y\<in>{x - y |x y. x \<in> s \<and> y \<in> s}. norm y \<le> norm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4470
    using compact_differences[OF assms(1) assms(1)]
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  4471
    using distance_attains_sup[where 'a="'a", unfolded dist_norm, of "{x - y | x y . x\<in>s \<and> y\<in>s}" 0] by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4472
  from x(1) obtain a b where "a\<in>s" "b\<in>s" "x = a - b" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4473
  thus ?thesis using x(2)[unfolded `x = a - b`] by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4474
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4475
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4476
text{* We can state this in terms of diameter of a set.                          *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4477
33270
paulson
parents: 33175
diff changeset
  4478
definition "diameter s = (if s = {} then 0::real else Sup {norm(x - y) | x y. x \<in> s \<and> y \<in> s})"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4479
  (* TODO: generalize to class metric_space *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4480
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4481
lemma diameter_bounded:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4482
  assumes "bounded s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4483
  shows "\<forall>x\<in>s. \<forall>y\<in>s. norm(x - y) \<le> diameter s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4484
        "\<forall>d>0. d < diameter s --> (\<exists>x\<in>s. \<exists>y\<in>s. norm(x - y) > d)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4485
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4486
  let ?D = "{norm (x - y) |x y. x \<in> s \<and> y \<in> s}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4487
  obtain a where a:"\<forall>x\<in>s. norm x \<le> a" using assms[unfolded bounded_iff] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4488
  { fix x y assume "x \<in> s" "y \<in> s"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  4489
    hence "norm (x - y) \<le> 2 * a" using norm_triangle_ineq[of x "-y", unfolded norm_minus_cancel] a[THEN bspec[where x=x]] a[THEN bspec[where x=y]] by (auto simp add: field_simps)  }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4490
  note * = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4491
  { fix x y assume "x\<in>s" "y\<in>s"  hence "s \<noteq> {}" by auto
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  4492
    have "norm(x - y) \<le> diameter s" unfolding diameter_def using `s\<noteq>{}` *[OF `x\<in>s` `y\<in>s`] `x\<in>s` `y\<in>s`
33324
51eb2ffa2189 Tidied up some very ugly proofs
paulson
parents: 33270
diff changeset
  4493
      by simp (blast intro!: Sup_upper *) }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4494
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4495
  { fix d::real assume "d>0" "d < diameter s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4496
    hence "s\<noteq>{}" unfolding diameter_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4497
    have "\<exists>d' \<in> ?D. d' > d"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4498
    proof(rule ccontr)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4499
      assume "\<not> (\<exists>d'\<in>{norm (x - y) |x y. x \<in> s \<and> y \<in> s}. d < d')"
33324
51eb2ffa2189 Tidied up some very ugly proofs
paulson
parents: 33270
diff changeset
  4500
      hence "\<forall>d'\<in>?D. d' \<le> d" by auto (metis not_leE) 
51eb2ffa2189 Tidied up some very ugly proofs
paulson
parents: 33270
diff changeset
  4501
      thus False using `d < diameter s` `s\<noteq>{}` 
51eb2ffa2189 Tidied up some very ugly proofs
paulson
parents: 33270
diff changeset
  4502
        apply (auto simp add: diameter_def) 
51eb2ffa2189 Tidied up some very ugly proofs
paulson
parents: 33270
diff changeset
  4503
        apply (drule Sup_real_iff [THEN [2] rev_iffD2])
51eb2ffa2189 Tidied up some very ugly proofs
paulson
parents: 33270
diff changeset
  4504
        apply (auto, force) 
51eb2ffa2189 Tidied up some very ugly proofs
paulson
parents: 33270
diff changeset
  4505
        done
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4506
    qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4507
    hence "\<exists>x\<in>s. \<exists>y\<in>s. norm(x - y) > d" by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4508
  ultimately show "\<forall>x\<in>s. \<forall>y\<in>s. norm(x - y) \<le> diameter s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4509
        "\<forall>d>0. d < diameter s --> (\<exists>x\<in>s. \<exists>y\<in>s. norm(x - y) > d)" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4510
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4511
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4512
lemma diameter_bounded_bound:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4513
 "bounded s \<Longrightarrow> x \<in> s \<Longrightarrow> y \<in> s ==> norm(x - y) \<le> diameter s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4514
  using diameter_bounded by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4515
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4516
lemma diameter_compact_attained:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4517
  fixes s :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4518
  assumes "compact s"  "s \<noteq> {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4519
  shows "\<exists>x\<in>s. \<exists>y\<in>s. (norm(x - y) = diameter s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4520
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4521
  have b:"bounded s" using assms(1) by (rule compact_imp_bounded)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4522
  then obtain x y where xys:"x\<in>s" "y\<in>s" and xy:"\<forall>u\<in>s. \<forall>v\<in>s. norm (u - v) \<le> norm (x - y)" using compact_sup_maxdistance[OF assms] by auto
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  4523
  hence "diameter s \<le> norm (x - y)"
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  4524
    unfolding diameter_def by clarsimp (rule Sup_least, fast+)
33324
51eb2ffa2189 Tidied up some very ugly proofs
paulson
parents: 33270
diff changeset
  4525
  thus ?thesis
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  4526
    by (metis b diameter_bounded_bound order_antisym xys)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4527
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4528
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4529
text{* Related results with closure as the conclusion.                           *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4530
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4531
lemma closed_scaling:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4532
  fixes s :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4533
  assumes "closed s" shows "closed ((\<lambda>x. c *\<^sub>R x) ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4534
proof(cases "s={}")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4535
  case True thus ?thesis by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4536
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4537
  case False
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4538
  show ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4539
  proof(cases "c=0")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4540
    have *:"(\<lambda>x. 0) ` s = {0}" using `s\<noteq>{}` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4541
    case True thus ?thesis apply auto unfolding * using closed_sing by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4542
  next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4543
    case False
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4544
    { fix x l assume as:"\<forall>n::nat. x n \<in> scaleR c ` s"  "(x ---> l) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4545
      { fix n::nat have "scaleR (1 / c) (x n) \<in> s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4546
          using as(1)[THEN spec[where x=n]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4547
          using `c\<noteq>0` by (auto simp add: vector_smult_assoc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4548
      }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4549
      moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4550
      { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4551
        hence "0 < e *\<bar>c\<bar>"  using `c\<noteq>0` mult_pos_pos[of e "abs c"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4552
        then obtain N where "\<forall>n\<ge>N. dist (x n) l < e * \<bar>c\<bar>"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4553
          using as(2)[unfolded Lim_sequentially, THEN spec[where x="e * abs c"]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4554
        hence "\<exists>N. \<forall>n\<ge>N. dist (scaleR (1 / c) (x n)) (scaleR (1 / c) l) < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4555
          unfolding dist_norm unfolding scaleR_right_diff_distrib[THEN sym]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4556
          using mult_imp_div_pos_less[of "abs c" _ e] `c\<noteq>0` by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4557
      hence "((\<lambda>n. scaleR (1 / c) (x n)) ---> scaleR (1 / c) l) sequentially" unfolding Lim_sequentially by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4558
      ultimately have "l \<in> scaleR c ` s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4559
        using assms[unfolded closed_sequential_limits, THEN spec[where x="\<lambda>n. scaleR (1/c) (x n)"], THEN spec[where x="scaleR (1/c) l"]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4560
        unfolding image_iff using `c\<noteq>0` apply(rule_tac x="scaleR (1 / c) l" in bexI) by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4561
    thus ?thesis unfolding closed_sequential_limits by fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4562
  qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4563
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4564
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4565
lemma closed_negations:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4566
  fixes s :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4567
  assumes "closed s"  shows "closed ((\<lambda>x. -x) ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4568
  using closed_scaling[OF assms, of "- 1"] by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4569
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4570
lemma compact_closed_sums:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4571
  fixes s :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4572
  assumes "compact s"  "closed t"  shows "closed {x + y | x y. x \<in> s \<and> y \<in> t}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4573
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4574
  let ?S = "{x + y |x y. x \<in> s \<and> y \<in> t}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4575
  { fix x l assume as:"\<forall>n. x n \<in> ?S"  "(x ---> l) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4576
    from as(1) obtain f where f:"\<forall>n. x n = fst (f n) + snd (f n)"  "\<forall>n. fst (f n) \<in> s"  "\<forall>n. snd (f n) \<in> t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4577
      using choice[of "\<lambda>n y. x n = (fst y) + (snd y) \<and> fst y \<in> s \<and> snd y \<in> t"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4578
    obtain l' r where "l'\<in>s" and r:"subseq r" and lr:"(((\<lambda>n. fst (f n)) \<circ> r) ---> l') sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4579
      using assms(1)[unfolded compact_def, THEN spec[where x="\<lambda> n. fst (f n)"]] using f(2) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4580
    have "((\<lambda>n. snd (f (r n))) ---> l - l') sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4581
      using Lim_sub[OF lim_subseq[OF r as(2)] lr] and f(1) unfolding o_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4582
    hence "l - l' \<in> t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4583
      using assms(2)[unfolded closed_sequential_limits, THEN spec[where x="\<lambda> n. snd (f (r n))"], THEN spec[where x="l - l'"]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4584
      using f(3) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4585
    hence "l \<in> ?S" using `l' \<in> s` apply auto apply(rule_tac x=l' in exI) apply(rule_tac x="l - l'" in exI) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4586
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4587
  thus ?thesis unfolding closed_sequential_limits by fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4588
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4589
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4590
lemma closed_compact_sums:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4591
  fixes s t :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4592
  assumes "closed s"  "compact t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4593
  shows "closed {x + y | x y. x \<in> s \<and> y \<in> t}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4594
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4595
  have "{x + y |x y. x \<in> t \<and> y \<in> s} = {x + y |x y. x \<in> s \<and> y \<in> t}" apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4596
    apply(rule_tac x=y in exI) apply auto apply(rule_tac x=y in exI) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4597
  thus ?thesis using compact_closed_sums[OF assms(2,1)] by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4598
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4599
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4600
lemma compact_closed_differences:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4601
  fixes s t :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4602
  assumes "compact s"  "closed t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4603
  shows "closed {x - y | x y. x \<in> s \<and> y \<in> t}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4604
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4605
  have "{x + y |x y. x \<in> s \<and> y \<in> uminus ` t} =  {x - y |x y. x \<in> s \<and> y \<in> t}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4606
    apply auto apply(rule_tac x=xa in exI) apply auto apply(rule_tac x=xa in exI) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4607
  thus ?thesis using compact_closed_sums[OF assms(1) closed_negations[OF assms(2)]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4608
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4609
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4610
lemma closed_compact_differences:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4611
  fixes s t :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4612
  assumes "closed s" "compact t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4613
  shows "closed {x - y | x y. x \<in> s \<and> y \<in> t}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4614
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4615
  have "{x + y |x y. x \<in> s \<and> y \<in> uminus ` t} = {x - y |x y. x \<in> s \<and> y \<in> t}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4616
    apply auto apply(rule_tac x=xa in exI) apply auto apply(rule_tac x=xa in exI) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4617
 thus ?thesis using closed_compact_sums[OF assms(1) compact_negations[OF assms(2)]] by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4618
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4619
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4620
lemma closed_translation:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4621
  fixes a :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4622
  assumes "closed s"  shows "closed ((\<lambda>x. a + x) ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4623
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4624
  have "{a + y |y. y \<in> s} = (op + a ` s)" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4625
  thus ?thesis using compact_closed_sums[OF compact_sing[of a] assms] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4626
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4627
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
  4628
lemma translation_Compl:
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
  4629
  fixes a :: "'a::ab_group_add"
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
  4630
  shows "(\<lambda>x. a + x) ` (- t) = - ((\<lambda>x. a + x) ` t)"
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
  4631
  apply (auto simp add: image_iff) apply(rule_tac x="x - a" in bexI) by auto
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
  4632
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4633
lemma translation_UNIV:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4634
  fixes a :: "'a::ab_group_add" shows "range (\<lambda>x. a + x) = UNIV"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4635
  apply (auto simp add: image_iff) apply(rule_tac x="x - a" in exI) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4636
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4637
lemma translation_diff:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4638
  fixes a :: "'a::ab_group_add"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4639
  shows "(\<lambda>x. a + x) ` (s - t) = ((\<lambda>x. a + x) ` s) - ((\<lambda>x. a + x) ` t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4640
  by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4641
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4642
lemma closure_translation:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4643
  fixes a :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4644
  shows "closure ((\<lambda>x. a + x) ` s) = (\<lambda>x. a + x) ` (closure s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4645
proof-
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
  4646
  have *:"op + a ` (- s) = - op + a ` s"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4647
    apply auto unfolding image_iff apply(rule_tac x="x - a" in bexI) by auto
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
  4648
  show ?thesis unfolding closure_interior translation_Compl
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
  4649
    using interior_translation[of a "- s"] unfolding * by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4650
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4651
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4652
lemma frontier_translation:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4653
  fixes a :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4654
  shows "frontier((\<lambda>x. a + x) ` s) = (\<lambda>x. a + x) ` (frontier s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4655
  unfolding frontier_def translation_diff interior_translation closure_translation by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4656
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4657
subsection{* Separation between points and sets.                                       *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4658
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4659
lemma separate_point_closed:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4660
  fixes s :: "'a::heine_borel set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4661
  shows "closed s \<Longrightarrow> a \<notin> s  ==> (\<exists>d>0. \<forall>x\<in>s. d \<le> dist a x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4662
proof(cases "s = {}")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4663
  case True
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4664
  thus ?thesis by(auto intro!: exI[where x=1])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4665
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4666
  case False
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4667
  assume "closed s" "a \<notin> s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4668
  then obtain x where "x\<in>s" "\<forall>y\<in>s. dist a x \<le> dist a y" using `s \<noteq> {}` distance_attains_inf [of s a] by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4669
  with `x\<in>s` show ?thesis using dist_pos_lt[of a x] and`a \<notin> s` by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4670
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4671
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4672
lemma separate_compact_closed:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4673
  fixes s t :: "'a::{heine_borel, real_normed_vector} set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4674
    (* TODO: does this generalize to heine_borel? *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4675
  assumes "compact s" and "closed t" and "s \<inter> t = {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4676
  shows "\<exists>d>0. \<forall>x\<in>s. \<forall>y\<in>t. d \<le> dist x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4677
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4678
  have "0 \<notin> {x - y |x y. x \<in> s \<and> y \<in> t}" using assms(3) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4679
  then obtain d where "d>0" and d:"\<forall>x\<in>{x - y |x y. x \<in> s \<and> y \<in> t}. d \<le> dist 0 x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4680
    using separate_point_closed[OF compact_closed_differences[OF assms(1,2)], of 0] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4681
  { fix x y assume "x\<in>s" "y\<in>t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4682
    hence "x - y \<in> {x - y |x y. x \<in> s \<and> y \<in> t}" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4683
    hence "d \<le> dist (x - y) 0" using d[THEN bspec[where x="x - y"]] using dist_commute
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4684
      by (auto  simp add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4685
    hence "d \<le> dist x y" unfolding dist_norm by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4686
  thus ?thesis using `d>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4687
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4688
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4689
lemma separate_closed_compact:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4690
  fixes s t :: "'a::{heine_borel, real_normed_vector} set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4691
  assumes "closed s" and "compact t" and "s \<inter> t = {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4692
  shows "\<exists>d>0. \<forall>x\<in>s. \<forall>y\<in>t. d \<le> dist x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4693
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4694
  have *:"t \<inter> s = {}" using assms(3) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4695
  show ?thesis using separate_compact_closed[OF assms(2,1) *]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4696
    apply auto apply(rule_tac x=d in exI) apply auto apply (erule_tac x=y in ballE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4697
    by (auto simp add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4698
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4699
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4700
(* A cute way of denoting open and closed intervals using overloading.       *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4701
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4702
lemma interval: fixes a :: "'a::ord^'n" shows
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4703
  "{a <..< b} = {x::'a^'n. \<forall>i. a$i < x$i \<and> x$i < b$i}" and
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4704
  "{a .. b} = {x::'a^'n. \<forall>i. a$i \<le> x$i \<and> x$i \<le> b$i}"
33758
53078b0d21f5 Renamed vector_less_eq_def to the more usual name vector_le_def.
hoelzl
parents: 33715
diff changeset
  4705
  by (auto simp add: expand_set_eq vector_less_def vector_le_def)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4706
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4707
lemma mem_interval: fixes a :: "'a::ord^'n" shows
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4708
  "x \<in> {a<..<b} \<longleftrightarrow> (\<forall>i. a$i < x$i \<and> x$i < b$i)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4709
  "x \<in> {a .. b} \<longleftrightarrow> (\<forall>i. a$i \<le> x$i \<and> x$i \<le> b$i)"
33758
53078b0d21f5 Renamed vector_less_eq_def to the more usual name vector_le_def.
hoelzl
parents: 33715
diff changeset
  4710
  using interval[of a b] by(auto simp add: expand_set_eq vector_less_def vector_le_def)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4711
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4712
lemma interval_eq_empty: fixes a :: "real^'n" shows
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4713
 "({a <..< b} = {} \<longleftrightarrow> (\<exists>i. b$i \<le> a$i))" (is ?th1) and
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4714
 "({a  ..  b} = {} \<longleftrightarrow> (\<exists>i. b$i < a$i))" (is ?th2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4715
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4716
  { fix i x assume as:"b$i \<le> a$i" and x:"x\<in>{a <..< b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4717
    hence "a $ i < x $ i \<and> x $ i < b $ i" unfolding mem_interval by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4718
    hence "a$i < b$i" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4719
    hence False using as by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4720
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4721
  { assume as:"\<forall>i. \<not> (b$i \<le> a$i)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4722
    let ?x = "(1/2) *\<^sub>R (a + b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4723
    { fix i
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4724
      have "a$i < b$i" using as[THEN spec[where x=i]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4725
      hence "a$i < ((1/2) *\<^sub>R (a+b)) $ i" "((1/2) *\<^sub>R (a+b)) $ i < b$i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4726
        unfolding vector_smult_component and vector_add_component
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  4727
        by auto  }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4728
    hence "{a <..< b} \<noteq> {}" using mem_interval(1)[of "?x" a b] by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4729
  ultimately show ?th1 by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4730
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4731
  { fix i x assume as:"b$i < a$i" and x:"x\<in>{a .. b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4732
    hence "a $ i \<le> x $ i \<and> x $ i \<le> b $ i" unfolding mem_interval by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4733
    hence "a$i \<le> b$i" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4734
    hence False using as by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4735
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4736
  { assume as:"\<forall>i. \<not> (b$i < a$i)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4737
    let ?x = "(1/2) *\<^sub>R (a + b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4738
    { fix i
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4739
      have "a$i \<le> b$i" using as[THEN spec[where x=i]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4740
      hence "a$i \<le> ((1/2) *\<^sub>R (a+b)) $ i" "((1/2) *\<^sub>R (a+b)) $ i \<le> b$i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4741
        unfolding vector_smult_component and vector_add_component
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  4742
        by auto  }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4743
    hence "{a .. b} \<noteq> {}" using mem_interval(2)[of "?x" a b] by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4744
  ultimately show ?th2 by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4745
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4746
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4747
lemma interval_ne_empty: fixes a :: "real^'n" shows
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4748
  "{a  ..  b} \<noteq> {} \<longleftrightarrow> (\<forall>i. a$i \<le> b$i)" and
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4749
  "{a <..< b} \<noteq> {} \<longleftrightarrow> (\<forall>i. a$i < b$i)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4750
  unfolding interval_eq_empty[of a b] by (auto simp add: not_less not_le) (* BH: Why doesn't just "auto" work here? *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4751
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4752
lemma subset_interval_imp: fixes a :: "real^'n" shows
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4753
 "(\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i) \<Longrightarrow> {c .. d} \<subseteq> {a .. b}" and
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4754
 "(\<forall>i. a$i < c$i \<and> d$i < b$i) \<Longrightarrow> {c .. d} \<subseteq> {a<..<b}" and
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4755
 "(\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i) \<Longrightarrow> {c<..<d} \<subseteq> {a .. b}" and
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4756
 "(\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i) \<Longrightarrow> {c<..<d} \<subseteq> {a<..<b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4757
  unfolding subset_eq[unfolded Ball_def] unfolding mem_interval
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4758
  by (auto intro: order_trans less_le_trans le_less_trans less_imp_le) (* BH: Why doesn't just "auto" work here? *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4759
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4760
lemma interval_sing: fixes a :: "'a::linorder^'n" shows
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4761
 "{a .. a} = {a} \<and> {a<..<a} = {}"
33758
53078b0d21f5 Renamed vector_less_eq_def to the more usual name vector_le_def.
hoelzl
parents: 33715
diff changeset
  4762
apply(auto simp add: expand_set_eq vector_less_def vector_le_def Cart_eq)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4763
apply (simp add: order_eq_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4764
apply (auto simp add: not_less less_imp_le)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4765
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4766
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4767
lemma interval_open_subset_closed:  fixes a :: "'a::preorder^'n" shows
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4768
 "{a<..<b} \<subseteq> {a .. b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4769
proof(simp add: subset_eq, rule)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4770
  fix x
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4771
  assume x:"x \<in>{a<..<b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4772
  { fix i
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4773
    have "a $ i \<le> x $ i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4774
      using x order_less_imp_le[of "a$i" "x$i"]
33758
53078b0d21f5 Renamed vector_less_eq_def to the more usual name vector_le_def.
hoelzl
parents: 33715
diff changeset
  4775
      by(simp add: expand_set_eq vector_less_def vector_le_def Cart_eq)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4776
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4777
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4778
  { fix i
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4779
    have "x $ i \<le> b $ i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4780
      using x order_less_imp_le[of "x$i" "b$i"]
33758
53078b0d21f5 Renamed vector_less_eq_def to the more usual name vector_le_def.
hoelzl
parents: 33715
diff changeset
  4781
      by(simp add: expand_set_eq vector_less_def vector_le_def Cart_eq)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4782
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4783
  ultimately
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4784
  show "a \<le> x \<and> x \<le> b"
33758
53078b0d21f5 Renamed vector_less_eq_def to the more usual name vector_le_def.
hoelzl
parents: 33715
diff changeset
  4785
    by(simp add: expand_set_eq vector_less_def vector_le_def Cart_eq)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4786
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4787
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4788
lemma subset_interval: fixes a :: "real^'n" shows
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4789
 "{c .. d} \<subseteq> {a .. b} \<longleftrightarrow> (\<forall>i. c$i \<le> d$i) --> (\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i)" (is ?th1) and
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4790
 "{c .. d} \<subseteq> {a<..<b} \<longleftrightarrow> (\<forall>i. c$i \<le> d$i) --> (\<forall>i. a$i < c$i \<and> d$i < b$i)" (is ?th2) and
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4791
 "{c<..<d} \<subseteq> {a .. b} \<longleftrightarrow> (\<forall>i. c$i < d$i) --> (\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i)" (is ?th3) and
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4792
 "{c<..<d} \<subseteq> {a<..<b} \<longleftrightarrow> (\<forall>i. c$i < d$i) --> (\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i)" (is ?th4)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4793
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4794
  show ?th1 unfolding subset_eq and Ball_def and mem_interval by (auto intro: order_trans)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4795
  show ?th2 unfolding subset_eq and Ball_def and mem_interval by (auto intro: le_less_trans less_le_trans order_trans less_imp_le)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4796
  { assume as: "{c<..<d} \<subseteq> {a .. b}" "\<forall>i. c$i < d$i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4797
    hence "{c<..<d} \<noteq> {}" unfolding interval_eq_empty by (auto, drule_tac x=i in spec, simp) (* BH: Why doesn't just "auto" work? *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4798
    fix i
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4799
    (** TODO combine the following two parts as done in the HOL_light version. **)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4800
    { let ?x = "(\<chi> j. (if j=i then ((min (a$j) (d$j))+c$j)/2 else (c$j+d$j)/2))::real^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4801
      assume as2: "a$i > c$i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4802
      { fix j
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4803
        have "c $ j < ?x $ j \<and> ?x $ j < d $ j" unfolding Cart_lambda_beta
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4804
          apply(cases "j=i") using as(2)[THEN spec[where x=j]]
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  4805
          by (auto simp add: as2)  }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4806
      hence "?x\<in>{c<..<d}" unfolding mem_interval by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4807
      moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4808
      have "?x\<notin>{a .. b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4809
        unfolding mem_interval apply auto apply(rule_tac x=i in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4810
        using as(2)[THEN spec[where x=i]] and as2
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  4811
        by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4812
      ultimately have False using as by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4813
    hence "a$i \<le> c$i" by(rule ccontr)auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4814
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4815
    { let ?x = "(\<chi> j. (if j=i then ((max (b$j) (c$j))+d$j)/2 else (c$j+d$j)/2))::real^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4816
      assume as2: "b$i < d$i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4817
      { fix j
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4818
        have "d $ j > ?x $ j \<and> ?x $ j > c $ j" unfolding Cart_lambda_beta
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4819
          apply(cases "j=i") using as(2)[THEN spec[where x=j]]
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  4820
          by (auto simp add: as2)  }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4821
      hence "?x\<in>{c<..<d}" unfolding mem_interval by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4822
      moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4823
      have "?x\<notin>{a .. b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4824
        unfolding mem_interval apply auto apply(rule_tac x=i in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4825
        using as(2)[THEN spec[where x=i]] and as2
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  4826
        by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4827
      ultimately have False using as by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4828
    hence "b$i \<ge> d$i" by(rule ccontr)auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4829
    ultimately
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4830
    have "a$i \<le> c$i \<and> d$i \<le> b$i" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4831
  } note part1 = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4832
  thus ?th3 unfolding subset_eq and Ball_def and mem_interval apply auto apply (erule_tac x=ia in allE, simp)+ by (erule_tac x=i in allE, erule_tac x=i in allE, simp)+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4833
  { assume as:"{c<..<d} \<subseteq> {a<..<b}" "\<forall>i. c$i < d$i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4834
    fix i
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4835
    from as(1) have "{c<..<d} \<subseteq> {a..b}" using interval_open_subset_closed[of a b] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4836
    hence "a$i \<le> c$i \<and> d$i \<le> b$i" using part1 and as(2) by auto  } note * = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4837
  thus ?th4 unfolding subset_eq and Ball_def and mem_interval apply auto apply (erule_tac x=ia in allE, simp)+ by (erule_tac x=i in allE, erule_tac x=i in allE, simp)+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4838
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4839
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4840
lemma disjoint_interval: fixes a::"real^'n" shows
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4841
  "{a .. b} \<inter> {c .. d} = {} \<longleftrightarrow> (\<exists>i. (b$i < a$i \<or> d$i < c$i \<or> b$i < c$i \<or> d$i < a$i))" (is ?th1) and
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4842
  "{a .. b} \<inter> {c<..<d} = {} \<longleftrightarrow> (\<exists>i. (b$i < a$i \<or> d$i \<le> c$i \<or> b$i \<le> c$i \<or> d$i \<le> a$i))" (is ?th2) and
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4843
  "{a<..<b} \<inter> {c .. d} = {} \<longleftrightarrow> (\<exists>i. (b$i \<le> a$i \<or> d$i < c$i \<or> b$i \<le> c$i \<or> d$i \<le> a$i))" (is ?th3) and
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4844
  "{a<..<b} \<inter> {c<..<d} = {} \<longleftrightarrow> (\<exists>i. (b$i \<le> a$i \<or> d$i \<le> c$i \<or> b$i \<le> c$i \<or> d$i \<le> a$i))" (is ?th4)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4845
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4846
  let ?z = "(\<chi> i. ((max (a$i) (c$i)) + (min (b$i) (d$i))) / 2)::real^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4847
  show ?th1 ?th2 ?th3 ?th4
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4848
  unfolding expand_set_eq and Int_iff and empty_iff and mem_interval and all_conj_distrib[THEN sym] and eq_False
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4849
  apply (auto elim!: allE[where x="?z"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4850
  apply ((rule_tac x=x in exI, force) | (rule_tac x=i in exI, force))+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4851
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4852
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4853
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4854
lemma inter_interval: fixes a :: "'a::linorder^'n" shows
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4855
 "{a .. b} \<inter> {c .. d} =  {(\<chi> i. max (a$i) (c$i)) .. (\<chi> i. min (b$i) (d$i))}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4856
  unfolding expand_set_eq and Int_iff and mem_interval
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  4857
  by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4858
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4859
(* Moved interval_open_subset_closed a bit upwards *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4860
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4861
lemma open_interval_lemma: fixes x :: "real" shows
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4862
 "a < x \<Longrightarrow> x < b ==> (\<exists>d>0. \<forall>x'. abs(x' - x) < d --> a < x' \<and> x' < b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4863
  by(rule_tac x="min (x - a) (b - x)" in exI, auto)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4864
34964
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34291
diff changeset
  4865
lemma open_interval[intro]: fixes a :: "real^'n" shows "open {a<..<b}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4866
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4867
  { fix x assume x:"x\<in>{a<..<b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4868
    { fix i
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4869
      have "\<exists>d>0. \<forall>x'. abs (x' - (x$i)) < d \<longrightarrow> a$i < x' \<and> x' < b$i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4870
        using x[unfolded mem_interval, THEN spec[where x=i]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4871
        using open_interval_lemma[of "a$i" "x$i" "b$i"] by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4872
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4873
    hence "\<forall>i. \<exists>d>0. \<forall>x'. abs (x' - (x$i)) < d \<longrightarrow> a$i < x' \<and> x' < b$i" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4874
    then obtain d where d:"\<forall>i. 0 < d i \<and> (\<forall>x'. \<bar>x' - x $ i\<bar> < d i \<longrightarrow> a $ i < x' \<and> x' < b $ i)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4875
      using bchoice[of "UNIV" "\<lambda>i d. d>0 \<and> (\<forall>x'. \<bar>x' - x $ i\<bar> < d \<longrightarrow> a $ i < x' \<and> x' < b $ i)"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4876
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4877
    let ?d = "Min (range d)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4878
    have **:"finite (range d)" "range d \<noteq> {}" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4879
    have "?d>0" unfolding Min_gr_iff[OF **] using d by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4880
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4881
    { fix x' assume as:"dist x' x < ?d"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4882
      { fix i
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4883
        have "\<bar>x'$i - x $ i\<bar> < d i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4884
          using norm_bound_component_lt[OF as[unfolded dist_norm], of i]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4885
          unfolding vector_minus_component and Min_gr_iff[OF **] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4886
        hence "a $ i < x' $ i" "x' $ i < b $ i" using d[THEN spec[where x=i]] by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4887
      hence "a < x' \<and> x' < b" unfolding vector_less_def by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4888
    ultimately have "\<exists>e>0. \<forall>x'. dist x' x < e \<longrightarrow> x' \<in> {a<..<b}" by (auto, rule_tac x="?d" in exI, simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4889
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4890
  thus ?thesis unfolding open_dist using open_interval_lemma by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4891
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4892
34964
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34291
diff changeset
  4893
lemma open_interval_real[intro]: fixes a :: "real" shows "open {a<..<b}"
36431
340755027840 move definitions and theorems for type real^1 to separate theory file
huffman
parents: 36365
diff changeset
  4894
  by (rule open_real_greaterThanLessThan)
33714
eb2574ac4173 Added new lemmas to Euclidean Space by Robert Himmelmann
hoelzl
parents: 33324
diff changeset
  4895
34964
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34291
diff changeset
  4896
lemma closed_interval[intro]: fixes a :: "real^'n" shows "closed {a .. b}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4897
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4898
  { fix x i assume as:"\<forall>e>0. \<exists>x'\<in>{a..b}. x' \<noteq> x \<and> dist x' x < e"(* and xab:"a$i > x$i \<or> b$i < x$i"*)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4899
    { assume xa:"a$i > x$i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4900
      with as obtain y where y:"y\<in>{a..b}" "y \<noteq> x" "dist y x < a$i - x$i" by(erule_tac x="a$i - x$i" in allE)auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4901
      hence False unfolding mem_interval and dist_norm
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4902
        using component_le_norm[of "y-x" i, unfolded vector_minus_component] and xa by(auto elim!: allE[where x=i])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4903
    } hence "a$i \<le> x$i" by(rule ccontr)auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4904
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4905
    { assume xb:"b$i < x$i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4906
      with as obtain y where y:"y\<in>{a..b}" "y \<noteq> x" "dist y x < x$i - b$i" by(erule_tac x="x$i - b$i" in allE)auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4907
      hence False unfolding mem_interval and dist_norm
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4908
        using component_le_norm[of "y-x" i, unfolded vector_minus_component] and xb by(auto elim!: allE[where x=i])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4909
    } hence "x$i \<le> b$i" by(rule ccontr)auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4910
    ultimately
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4911
    have "a $ i \<le> x $ i \<and> x $ i \<le> b $ i" by auto }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4912
  thus ?thesis unfolding closed_limpt islimpt_approachable mem_interval by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4913
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4914
34964
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34291
diff changeset
  4915
lemma interior_closed_interval[intro]: fixes a :: "real^'n" shows
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4916
 "interior {a .. b} = {a<..<b}" (is "?L = ?R")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4917
proof(rule subset_antisym)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4918
  show "?R \<subseteq> ?L" using interior_maximal[OF interval_open_subset_closed open_interval] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4919
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4920
  { fix x assume "\<exists>T. open T \<and> x \<in> T \<and> T \<subseteq> {a..b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4921
    then obtain s where s:"open s" "x \<in> s" "s \<subseteq> {a..b}" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4922
    then obtain e where "e>0" and e:"\<forall>x'. dist x' x < e \<longrightarrow> x' \<in> {a..b}" unfolding open_dist and subset_eq by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4923
    { fix i
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4924
      have "dist (x - (e / 2) *\<^sub>R basis i) x < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4925
           "dist (x + (e / 2) *\<^sub>R basis i) x < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4926
        unfolding dist_norm apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4927
        unfolding norm_minus_cancel using norm_basis[of i] and `e>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4928
      hence "a $ i \<le> (x - (e / 2) *\<^sub>R basis i) $ i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4929
                    "(x + (e / 2) *\<^sub>R basis i) $ i \<le> b $ i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4930
        using e[THEN spec[where x="x - (e/2) *\<^sub>R basis i"]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4931
        and   e[THEN spec[where x="x + (e/2) *\<^sub>R basis i"]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4932
        unfolding mem_interval by (auto elim!: allE[where x=i])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4933
      hence "a $ i < x $ i" and "x $ i < b $ i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4934
        unfolding vector_minus_component and vector_add_component
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4935
        unfolding vector_smult_component and basis_component using `e>0` by auto   }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4936
    hence "x \<in> {a<..<b}" unfolding mem_interval by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4937
  thus "?L \<subseteq> ?R" unfolding interior_def and subset_eq by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4938
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4939
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4940
lemma bounded_closed_interval: fixes a :: "real^'n" shows
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4941
 "bounded {a .. b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4942
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4943
  let ?b = "\<Sum>i\<in>UNIV. \<bar>a$i\<bar> + \<bar>b$i\<bar>"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4944
  { fix x::"real^'n" assume x:"\<forall>i. a $ i \<le> x $ i \<and> x $ i \<le> b $ i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4945
    { fix i
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4946
      have "\<bar>x$i\<bar> \<le> \<bar>a$i\<bar> + \<bar>b$i\<bar>" using x[THEN spec[where x=i]] by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4947
    hence "(\<Sum>i\<in>UNIV. \<bar>x $ i\<bar>) \<le> ?b" by(rule setsum_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4948
    hence "norm x \<le> ?b" using norm_le_l1[of x] by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4949
  thus ?thesis unfolding interval and bounded_iff by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4950
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4951
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4952
lemma bounded_interval: fixes a :: "real^'n" shows
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4953
 "bounded {a .. b} \<and> bounded {a<..<b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4954
  using bounded_closed_interval[of a b]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4955
  using interval_open_subset_closed[of a b]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4956
  using bounded_subset[of "{a..b}" "{a<..<b}"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4957
  by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4958
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4959
lemma not_interval_univ: fixes a :: "real^'n" shows
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4960
 "({a .. b} \<noteq> UNIV) \<and> ({a<..<b} \<noteq> UNIV)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4961
  using bounded_interval[of a b]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4962
  by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4963
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4964
lemma compact_interval: fixes a :: "real^'n" shows
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4965
 "compact {a .. b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4966
  using bounded_closed_imp_compact using bounded_interval[of a b] using closed_interval[of a b] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4967
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4968
lemma open_interval_midpoint: fixes a :: "real^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4969
  assumes "{a<..<b} \<noteq> {}" shows "((1/2) *\<^sub>R (a + b)) \<in> {a<..<b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4970
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4971
  { fix i
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4972
    have "a $ i < ((1 / 2) *\<^sub>R (a + b)) $ i \<and> ((1 / 2) *\<^sub>R (a + b)) $ i < b $ i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4973
      using assms[unfolded interval_ne_empty, THEN spec[where x=i]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4974
      unfolding vector_smult_component and vector_add_component
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  4975
      by auto  }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4976
  thus ?thesis unfolding mem_interval by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4977
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4978
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4979
lemma open_closed_interval_convex: fixes x :: "real^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4980
  assumes x:"x \<in> {a<..<b}" and y:"y \<in> {a .. b}" and e:"0 < e" "e \<le> 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4981
  shows "(e *\<^sub>R x + (1 - e) *\<^sub>R y) \<in> {a<..<b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4982
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4983
  { fix i
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4984
    have "a $ i = e * a$i + (1 - e) * a$i" unfolding left_diff_distrib by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4985
    also have "\<dots> < e * x $ i + (1 - e) * y $ i" apply(rule add_less_le_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4986
      using e unfolding mult_less_cancel_left and mult_le_cancel_left apply simp_all
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4987
      using x unfolding mem_interval  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4988
      using y unfolding mem_interval  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4989
      done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4990
    finally have "a $ i < (e *\<^sub>R x + (1 - e) *\<^sub>R y) $ i" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4991
    moreover {
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4992
    have "b $ i = e * b$i + (1 - e) * b$i" unfolding left_diff_distrib by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4993
    also have "\<dots> > e * x $ i + (1 - e) * y $ i" apply(rule add_less_le_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4994
      using e unfolding mult_less_cancel_left and mult_le_cancel_left apply simp_all
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4995
      using x unfolding mem_interval  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4996
      using y unfolding mem_interval  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4997
      done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4998
    finally have "(e *\<^sub>R x + (1 - e) *\<^sub>R y) $ i < b $ i" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4999
    } ultimately have "a $ i < (e *\<^sub>R x + (1 - e) *\<^sub>R y) $ i \<and> (e *\<^sub>R x + (1 - e) *\<^sub>R y) $ i < b $ i" by auto }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5000
  thus ?thesis unfolding mem_interval by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5001
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5002
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5003
lemma closure_open_interval: fixes a :: "real^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5004
  assumes "{a<..<b} \<noteq> {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5005
  shows "closure {a<..<b} = {a .. b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5006
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5007
  have ab:"a < b" using assms[unfolded interval_ne_empty] unfolding vector_less_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5008
  let ?c = "(1 / 2) *\<^sub>R (a + b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5009
  { fix x assume as:"x \<in> {a .. b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5010
    def f == "\<lambda>n::nat. x + (inverse (real n + 1)) *\<^sub>R (?c - x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5011
    { fix n assume fn:"f n < b \<longrightarrow> a < f n \<longrightarrow> f n = x" and xc:"x \<noteq> ?c"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5012
      have *:"0 < inverse (real n + 1)" "inverse (real n + 1) \<le> 1" unfolding inverse_le_1_iff by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5013
      have "(inverse (real n + 1)) *\<^sub>R ((1 / 2) *\<^sub>R (a + b)) + (1 - inverse (real n + 1)) *\<^sub>R x =
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5014
        x + (inverse (real n + 1)) *\<^sub>R (((1 / 2) *\<^sub>R (a + b)) - x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5015
        by (auto simp add: algebra_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5016
      hence "f n < b" and "a < f n" using open_closed_interval_convex[OF open_interval_midpoint[OF assms] as *] unfolding f_def by auto
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  5017
      hence False using fn unfolding f_def using xc by(auto simp add: vector_ssub_ldistrib)  }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5018
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5019
    { assume "\<not> (f ---> x) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5020
      { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5021
        hence "\<exists>N::nat. inverse (real (N + 1)) < e" using real_arch_inv[of e] apply (auto simp add: Suc_pred') apply(rule_tac x="n - 1" in exI) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5022
        then obtain N::nat where "inverse (real (N + 1)) < e" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5023
        hence "\<forall>n\<ge>N. inverse (real n + 1) < e" by (auto, metis Suc_le_mono le_SucE less_imp_inverse_less nat_le_real_less order_less_trans real_of_nat_Suc real_of_nat_Suc_gt_zero)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5024
        hence "\<exists>N::nat. \<forall>n\<ge>N. inverse (real n + 1) < e" by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5025
      hence "((\<lambda>n. inverse (real n + 1)) ---> 0) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5026
        unfolding Lim_sequentially by(auto simp add: dist_norm)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5027
      hence "(f ---> x) sequentially" unfolding f_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5028
        using Lim_add[OF Lim_const, of "\<lambda>n::nat. (inverse (real n + 1)) *\<^sub>R ((1 / 2) *\<^sub>R (a + b) - x)" 0 sequentially x]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5029
        using Lim_vmul[of "\<lambda>n::nat. inverse (real n + 1)" 0 sequentially "((1 / 2) *\<^sub>R (a + b) - x)"] by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5030
    ultimately have "x \<in> closure {a<..<b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5031
      using as and open_interval_midpoint[OF assms] unfolding closure_def unfolding islimpt_sequential by(cases "x=?c")auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5032
  thus ?thesis using closure_minimal[OF interval_open_subset_closed closed_interval, of a b] by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5033
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5034
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5035
lemma bounded_subset_open_interval_symmetric: fixes s::"(real^'n) set"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5036
  assumes "bounded s"  shows "\<exists>a. s \<subseteq> {-a<..<a}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5037
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5038
  obtain b where "b>0" and b:"\<forall>x\<in>s. norm x \<le> b" using assms[unfolded bounded_pos] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5039
  def a \<equiv> "(\<chi> i. b+1)::real^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5040
  { fix x assume "x\<in>s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5041
    fix i
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5042
    have "(-a)$i < x$i" and "x$i < a$i" using b[THEN bspec[where x=x], OF `x\<in>s`] and component_le_norm[of x i]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5043
      unfolding vector_uminus_component and a_def and Cart_lambda_beta by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5044
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5045
  thus ?thesis by(auto intro: exI[where x=a] simp add: vector_less_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5046
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5047
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5048
lemma bounded_subset_open_interval:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5049
  fixes s :: "(real ^ 'n) set"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5050
  shows "bounded s ==> (\<exists>a b. s \<subseteq> {a<..<b})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5051
  by (auto dest!: bounded_subset_open_interval_symmetric)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5052
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5053
lemma bounded_subset_closed_interval_symmetric:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5054
  fixes s :: "(real ^ 'n) set"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5055
  assumes "bounded s" shows "\<exists>a. s \<subseteq> {-a .. a}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5056
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5057
  obtain a where "s \<subseteq> {- a<..<a}" using bounded_subset_open_interval_symmetric[OF assms] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5058
  thus ?thesis using interval_open_subset_closed[of "-a" a] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5059
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5060
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5061
lemma bounded_subset_closed_interval:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5062
  fixes s :: "(real ^ 'n) set"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5063
  shows "bounded s ==> (\<exists>a b. s \<subseteq> {a .. b})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5064
  using bounded_subset_closed_interval_symmetric[of s] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5065
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5066
lemma frontier_closed_interval:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5067
  fixes a b :: "real ^ _"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5068
  shows "frontier {a .. b} = {a .. b} - {a<..<b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5069
  unfolding frontier_def unfolding interior_closed_interval and closure_closed[OF closed_interval] ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5070
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5071
lemma frontier_open_interval:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5072
  fixes a b :: "real ^ _"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5073
  shows "frontier {a<..<b} = (if {a<..<b} = {} then {} else {a .. b} - {a<..<b})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5074
proof(cases "{a<..<b} = {}")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5075
  case True thus ?thesis using frontier_empty by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5076
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5077
  case False thus ?thesis unfolding frontier_def and closure_open_interval[OF False] and interior_open[OF open_interval] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5078
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5079
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5080
lemma inter_interval_mixed_eq_empty: fixes a :: "real^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5081
  assumes "{c<..<d} \<noteq> {}"  shows "{a<..<b} \<inter> {c .. d} = {} \<longleftrightarrow> {a<..<b} \<inter> {c<..<d} = {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5082
  unfolding closure_open_interval[OF assms, THEN sym] unfolding open_inter_closure_eq_empty[OF open_interval] ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5083
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5084
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5085
(* Some stuff for half-infinite intervals too; FIXME: notation?  *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5086
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5087
lemma closed_interval_left: fixes b::"real^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5088
  shows "closed {x::real^'n. \<forall>i. x$i \<le> b$i}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5089
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5090
  { fix i
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5091
    fix x::"real^'n" assume x:"\<forall>e>0. \<exists>x'\<in>{x. \<forall>i. x $ i \<le> b $ i}. x' \<noteq> x \<and> dist x' x < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5092
    { assume "x$i > b$i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5093
      then obtain y where "y $ i \<le> b $ i"  "y \<noteq> x"  "dist y x < x$i - b$i" using x[THEN spec[where x="x$i - b$i"]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5094
      hence False using component_le_norm[of "y - x" i] unfolding dist_norm and vector_minus_component by auto   }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5095
    hence "x$i \<le> b$i" by(rule ccontr)auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5096
  thus ?thesis unfolding closed_limpt unfolding islimpt_approachable by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5097
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5098
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5099
lemma closed_interval_right: fixes a::"real^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5100
  shows "closed {x::real^'n. \<forall>i. a$i \<le> x$i}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5101
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5102
  { fix i
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5103
    fix x::"real^'n" assume x:"\<forall>e>0. \<exists>x'\<in>{x. \<forall>i. a $ i \<le> x $ i}. x' \<noteq> x \<and> dist x' x < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5104
    { assume "a$i > x$i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5105
      then obtain y where "a $ i \<le> y $ i"  "y \<noteq> x"  "dist y x < a$i - x$i" using x[THEN spec[where x="a$i - x$i"]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5106
      hence False using component_le_norm[of "y - x" i] unfolding dist_norm and vector_minus_component by auto   }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5107
    hence "a$i \<le> x$i" by(rule ccontr)auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5108
  thus ?thesis unfolding closed_limpt unfolding islimpt_approachable by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5109
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5110
36437
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  5111
subsection {* Intervals *}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5112
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5113
definition "is_interval s \<longleftrightarrow> (\<forall>a\<in>s. \<forall>b\<in>s. \<forall>x. (\<forall>i. ((a$i \<le> x$i \<and> x$i \<le> b$i) \<or> (b$i \<le> x$i \<and> x$i \<le> a$i)))  \<longrightarrow> x \<in> s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5114
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5115
lemma is_interval_interval: "is_interval {a .. b::real^'n}" (is ?th1) "is_interval {a<..<b}" (is ?th2) proof - 
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5116
  have *:"\<And>x y z::real. x < y \<Longrightarrow> y < z \<Longrightarrow> x < z" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5117
  show ?th1 ?th2  unfolding is_interval_def mem_interval Ball_def atLeastAtMost_iff
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5118
    by(meson real_le_trans le_less_trans less_le_trans *)+ qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5119
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5120
lemma is_interval_empty:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5121
 "is_interval {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5122
  unfolding is_interval_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5123
  by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5124
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5125
lemma is_interval_univ:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5126
 "is_interval UNIV"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5127
  unfolding is_interval_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5128
  by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5129
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5130
subsection{* Closure of halfspaces and hyperplanes.                                    *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5131
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5132
lemma Lim_inner:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5133
  assumes "(f ---> l) net"  shows "((\<lambda>y. inner a (f y)) ---> inner a l) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5134
  by (intro tendsto_intros assms)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5135
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5136
lemma continuous_at_inner: "continuous (at x) (inner a)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5137
  unfolding continuous_at by (intro tendsto_intros)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5138
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5139
lemma continuous_on_inner:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5140
  fixes s :: "'a::real_inner set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5141
  shows "continuous_on s (inner a)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5142
  unfolding continuous_on by (rule ballI) (intro tendsto_intros)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5143
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5144
lemma closed_halfspace_le: "closed {x. inner a x \<le> b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5145
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5146
  have "\<forall>x. continuous (at x) (inner a)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5147
    unfolding continuous_at by (rule allI) (intro tendsto_intros)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5148
  hence "closed (inner a -` {..b})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5149
    using closed_real_atMost by (rule continuous_closed_vimage)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5150
  moreover have "{x. inner a x \<le> b} = inner a -` {..b}" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5151
  ultimately show ?thesis by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5152
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5153
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5154
lemma closed_halfspace_ge: "closed {x. inner a x \<ge> b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5155
  using closed_halfspace_le[of "-a" "-b"] unfolding inner_minus_left by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5156
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5157
lemma closed_hyperplane: "closed {x. inner a x = b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5158
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5159
  have "{x. inner a x = b} = {x. inner a x \<ge> b} \<inter> {x. inner a x \<le> b}" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5160
  thus ?thesis using closed_halfspace_le[of a b] and closed_halfspace_ge[of b a] using closed_Int by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5161
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5162
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5163
lemma closed_halfspace_component_le:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5164
  shows "closed {x::real^'n. x$i \<le> a}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5165
  using closed_halfspace_le[of "(basis i)::real^'n" a] unfolding inner_basis[OF assms] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5166
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5167
lemma closed_halfspace_component_ge:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5168
  shows "closed {x::real^'n. x$i \<ge> a}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5169
  using closed_halfspace_ge[of a "(basis i)::real^'n"] unfolding inner_basis[OF assms] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5170
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5171
text{* Openness of halfspaces.                                                   *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5172
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5173
lemma open_halfspace_lt: "open {x. inner a x < b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5174
proof-
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
  5175
  have "- {x. b \<le> inner a x} = {x. inner a x < b}" by auto
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
  5176
  thus ?thesis using closed_halfspace_ge[unfolded closed_def, of b a] by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5177
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5178
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5179
lemma open_halfspace_gt: "open {x. inner a x > b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5180
proof-
34105
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
  5181
  have "- {x. b \<ge> inner a x} = {x. inner a x > b}" by auto
87cbdecaa879 replace 'UNIV - S' with '- S'
huffman
parents: 34104
diff changeset
  5182
  thus ?thesis using closed_halfspace_le[unfolded closed_def, of a b] by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5183
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5184
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5185
lemma open_halfspace_component_lt:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5186
  shows "open {x::real^'n. x$i < a}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5187
  using open_halfspace_lt[of "(basis i)::real^'n" a] unfolding inner_basis[OF assms] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5188
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5189
lemma open_halfspace_component_gt:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5190
  shows "open {x::real^'n. x$i  > a}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5191
  using open_halfspace_gt[of a "(basis i)::real^'n"] unfolding inner_basis[OF assms] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5192
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5193
text{* This gives a simple derivation of limit component bounds.                 *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5194
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5195
lemma Lim_component_le: fixes f :: "'a \<Rightarrow> real^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5196
  assumes "(f ---> l) net" "\<not> (trivial_limit net)"  "eventually (\<lambda>x. f(x)$i \<le> b) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5197
  shows "l$i \<le> b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5198
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5199
  { fix x have "x \<in> {x::real^'n. inner (basis i) x \<le> b} \<longleftrightarrow> x$i \<le> b" unfolding inner_basis by auto } note * = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5200
  show ?thesis using Lim_in_closed_set[of "{x. inner (basis i) x \<le> b}" f net l] unfolding *
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5201
    using closed_halfspace_le[of "(basis i)::real^'n" b] and assms(1,2,3) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5202
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5203
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5204
lemma Lim_component_ge: fixes f :: "'a \<Rightarrow> real^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5205
  assumes "(f ---> l) net"  "\<not> (trivial_limit net)"  "eventually (\<lambda>x. b \<le> (f x)$i) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5206
  shows "b \<le> l$i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5207
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5208
  { fix x have "x \<in> {x::real^'n. inner (basis i) x \<ge> b} \<longleftrightarrow> x$i \<ge> b" unfolding inner_basis by auto } note * = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5209
  show ?thesis using Lim_in_closed_set[of "{x. inner (basis i) x \<ge> b}" f net l] unfolding *
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5210
    using closed_halfspace_ge[of b "(basis i)::real^'n"] and assms(1,2,3) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5211
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5212
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5213
lemma Lim_component_eq: fixes f :: "'a \<Rightarrow> real^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5214
  assumes net:"(f ---> l) net" "~(trivial_limit net)" and ev:"eventually (\<lambda>x. f(x)$i = b) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5215
  shows "l$i = b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5216
  using ev[unfolded order_eq_iff eventually_and] using Lim_component_ge[OF net, of b i] and Lim_component_le[OF net, of i b] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5217
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5218
text{* Limits relative to a union.                                               *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5219
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5220
lemma eventually_within_Un:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5221
  "eventually P (net within (s \<union> t)) \<longleftrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5222
    eventually P (net within s) \<and> eventually P (net within t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5223
  unfolding Limits.eventually_within
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5224
  by (auto elim!: eventually_rev_mp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5225
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5226
lemma Lim_within_union:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5227
 "(f ---> l) (net within (s \<union> t)) \<longleftrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5228
  (f ---> l) (net within s) \<and> (f ---> l) (net within t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5229
  unfolding tendsto_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5230
  by (auto simp add: eventually_within_Un)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5231
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5232
lemma continuous_on_union:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  5233
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5234
  assumes "closed s" "closed t" "continuous_on s f" "continuous_on t f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5235
  shows "continuous_on (s \<union> t) f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5236
  using assms unfolding continuous_on unfolding Lim_within_union
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5237
  unfolding Lim unfolding trivial_limit_within unfolding closed_limpt by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5238
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5239
lemma continuous_on_cases:
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  5240
  fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5241
  assumes "closed s" "closed t" "continuous_on s f" "continuous_on t g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5242
          "\<forall>x. (x\<in>s \<and> \<not> P x) \<or> (x \<in> t \<and> P x) \<longrightarrow> f x = g x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5243
  shows "continuous_on (s \<union> t) (\<lambda>x. if P x then f x else g x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5244
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5245
  let ?h = "(\<lambda>x. if P x then f x else g x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5246
  have "\<forall>x\<in>s. f x = (if P x then f x else g x)" using assms(5) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5247
  hence "continuous_on s ?h" using continuous_on_eq[of s f ?h] using assms(3) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5248
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5249
  have "\<forall>x\<in>t. g x = (if P x then f x else g x)" using assms(5) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5250
  hence "continuous_on t ?h" using continuous_on_eq[of t g ?h] using assms(4) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5251
  ultimately show ?thesis using continuous_on_union[OF assms(1,2), of ?h] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5252
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5253
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5254
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5255
text{* Some more convenient intermediate-value theorem formulations.             *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5256
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5257
lemma connected_ivt_hyperplane:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5258
  assumes "connected s" "x \<in> s" "y \<in> s" "inner a x \<le> b" "b \<le> inner a y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5259
  shows "\<exists>z \<in> s. inner a z = b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5260
proof(rule ccontr)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5261
  assume as:"\<not> (\<exists>z\<in>s. inner a z = b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5262
  let ?A = "{x. inner a x < b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5263
  let ?B = "{x. inner a x > b}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5264
  have "open ?A" "open ?B" using open_halfspace_lt and open_halfspace_gt by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5265
  moreover have "?A \<inter> ?B = {}" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5266
  moreover have "s \<subseteq> ?A \<union> ?B" using as by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5267
  ultimately show False using assms(1)[unfolded connected_def not_ex, THEN spec[where x="?A"], THEN spec[where x="?B"]] and assms(2-5) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5268
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5269
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5270
lemma connected_ivt_component: fixes x::"real^'n" shows
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5271
 "connected s \<Longrightarrow> x \<in> s \<Longrightarrow> y \<in> s \<Longrightarrow> x$k \<le> a \<Longrightarrow> a \<le> y$k \<Longrightarrow> (\<exists>z\<in>s.  z$k = a)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5272
  using connected_ivt_hyperplane[of s x y "(basis k)::real^'n" a] by (auto simp add: inner_basis)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5273
36437
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  5274
subsection {* Homeomorphisms *}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5275
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5276
definition "homeomorphism s t f g \<equiv>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5277
     (\<forall>x\<in>s. (g(f x) = x)) \<and> (f ` s = t) \<and> continuous_on s f \<and>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5278
     (\<forall>y\<in>t. (f(g y) = y)) \<and> (g ` t = s) \<and> continuous_on t g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5279
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5280
definition
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5281
  homeomorphic :: "'a::metric_space set \<Rightarrow> 'b::metric_space set \<Rightarrow> bool"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5282
    (infixr "homeomorphic" 60) where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5283
  homeomorphic_def: "s homeomorphic t \<equiv> (\<exists>f g. homeomorphism s t f g)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5284
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5285
lemma homeomorphic_refl: "s homeomorphic s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5286
  unfolding homeomorphic_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5287
  unfolding homeomorphism_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5288
  using continuous_on_id
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5289
  apply(rule_tac x = "(\<lambda>x. x)" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5290
  apply(rule_tac x = "(\<lambda>x. x)" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5291
  by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5292
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5293
lemma homeomorphic_sym:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5294
 "s homeomorphic t \<longleftrightarrow> t homeomorphic s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5295
unfolding homeomorphic_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5296
unfolding homeomorphism_def
33324
51eb2ffa2189 Tidied up some very ugly proofs
paulson
parents: 33270
diff changeset
  5297
by blast 
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5298
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5299
lemma homeomorphic_trans:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5300
  assumes "s homeomorphic t" "t homeomorphic u" shows "s homeomorphic u"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5301
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5302
  obtain f1 g1 where fg1:"\<forall>x\<in>s. g1 (f1 x) = x"  "f1 ` s = t" "continuous_on s f1" "\<forall>y\<in>t. f1 (g1 y) = y" "g1 ` t = s" "continuous_on t g1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5303
    using assms(1) unfolding homeomorphic_def homeomorphism_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5304
  obtain f2 g2 where fg2:"\<forall>x\<in>t. g2 (f2 x) = x"  "f2 ` t = u" "continuous_on t f2" "\<forall>y\<in>u. f2 (g2 y) = y" "g2 ` u = t" "continuous_on u g2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5305
    using assms(2) unfolding homeomorphic_def homeomorphism_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5306
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5307
  { fix x assume "x\<in>s" hence "(g1 \<circ> g2) ((f2 \<circ> f1) x) = x" using fg1(1)[THEN bspec[where x=x]] and fg2(1)[THEN bspec[where x="f1 x"]] and fg1(2) by auto }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5308
  moreover have "(f2 \<circ> f1) ` s = u" using fg1(2) fg2(2) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5309
  moreover have "continuous_on s (f2 \<circ> f1)" using continuous_on_compose[OF fg1(3)] and fg2(3) unfolding fg1(2) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5310
  moreover { fix y assume "y\<in>u" hence "(f2 \<circ> f1) ((g1 \<circ> g2) y) = y" using fg2(4)[THEN bspec[where x=y]] and fg1(4)[THEN bspec[where x="g2 y"]] and fg2(5) by auto }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5311
  moreover have "(g1 \<circ> g2) ` u = s" using fg1(5) fg2(5) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5312
  moreover have "continuous_on u (g1 \<circ> g2)" using continuous_on_compose[OF fg2(6)] and fg1(6)  unfolding fg2(5) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5313
  ultimately show ?thesis unfolding homeomorphic_def homeomorphism_def apply(rule_tac x="f2 \<circ> f1" in exI) apply(rule_tac x="g1 \<circ> g2" in exI) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5314
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5315
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5316
lemma homeomorphic_minimal:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5317
 "s homeomorphic t \<longleftrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5318
    (\<exists>f g. (\<forall>x\<in>s. f(x) \<in> t \<and> (g(f(x)) = x)) \<and>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5319
           (\<forall>y\<in>t. g(y) \<in> s \<and> (f(g(y)) = y)) \<and>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5320
           continuous_on s f \<and> continuous_on t g)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5321
unfolding homeomorphic_def homeomorphism_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5322
apply auto apply (rule_tac x=f in exI) apply (rule_tac x=g in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5323
apply auto apply (rule_tac x=f in exI) apply (rule_tac x=g in exI) apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5324
unfolding image_iff
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5325
apply(erule_tac x="g x" in ballE) apply(erule_tac x="x" in ballE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5326
apply auto apply(rule_tac x="g x" in bexI) apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5327
apply(erule_tac x="f x" in ballE) apply(erule_tac x="x" in ballE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5328
apply auto apply(rule_tac x="f x" in bexI) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5329
36437
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  5330
text {* Relatively weak hypotheses if a set is compact. *}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5331
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5332
definition "inv_on f s = (\<lambda>x. SOME y. y\<in>s \<and> f y = x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5333
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5334
lemma assumes "inj_on f s" "x\<in>s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5335
  shows "inv_on f s (f x) = x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5336
 using assms unfolding inj_on_def inv_on_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5337
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5338
lemma homeomorphism_compact:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5339
  fixes f :: "'a::heine_borel \<Rightarrow> 'b::heine_borel"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5340
    (* class constraint due to continuous_on_inverse *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5341
  assumes "compact s" "continuous_on s f"  "f ` s = t"  "inj_on f s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5342
  shows "\<exists>g. homeomorphism s t f g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5343
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5344
  def g \<equiv> "\<lambda>x. SOME y. y\<in>s \<and> f y = x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5345
  have g:"\<forall>x\<in>s. g (f x) = x" using assms(3) assms(4)[unfolded inj_on_def] unfolding g_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5346
  { fix y assume "y\<in>t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5347
    then obtain x where x:"f x = y" "x\<in>s" using assms(3) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5348
    hence "g (f x) = x" using g by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5349
    hence "f (g y) = y" unfolding x(1)[THEN sym] by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5350
  hence g':"\<forall>x\<in>t. f (g x) = x" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5351
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5352
  { fix x
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5353
    have "x\<in>s \<Longrightarrow> x \<in> g ` t" using g[THEN bspec[where x=x]] unfolding image_iff using assms(3) by(auto intro!: bexI[where x="f x"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5354
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5355
    { assume "x\<in>g ` t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5356
      then obtain y where y:"y\<in>t" "g y = x" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5357
      then obtain x' where x':"x'\<in>s" "f x' = y" using assms(3) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5358
      hence "x \<in> s" unfolding g_def using someI2[of "\<lambda>b. b\<in>s \<and> f b = y" x' "\<lambda>x. x\<in>s"] unfolding y(2)[THEN sym] and g_def by auto }
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  5359
    ultimately have "x\<in>s \<longleftrightarrow> x \<in> g ` t" ..  }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5360
  hence "g ` t = s" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5361
  ultimately
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5362
  show ?thesis unfolding homeomorphism_def homeomorphic_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5363
    apply(rule_tac x=g in exI) using g and assms(3) and continuous_on_inverse[OF assms(2,1), of g, unfolded assms(3)] and assms(2) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5364
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5365
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5366
lemma homeomorphic_compact:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5367
  fixes f :: "'a::heine_borel \<Rightarrow> 'b::heine_borel"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5368
    (* class constraint due to continuous_on_inverse *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5369
  shows "compact s \<Longrightarrow> continuous_on s f \<Longrightarrow> (f ` s = t) \<Longrightarrow> inj_on f s
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5370
          \<Longrightarrow> s homeomorphic t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5371
  unfolding homeomorphic_def by(metis homeomorphism_compact)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5372
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5373
text{* Preservation of topological properties.                                   *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5374
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5375
lemma homeomorphic_compactness:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5376
 "s homeomorphic t ==> (compact s \<longleftrightarrow> compact t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5377
unfolding homeomorphic_def homeomorphism_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5378
by (metis compact_continuous_image)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5379
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5380
text{* Results on translation, scaling etc.                                      *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5381
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5382
lemma homeomorphic_scaling:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5383
  fixes s :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5384
  assumes "c \<noteq> 0"  shows "s homeomorphic ((\<lambda>x. c *\<^sub>R x) ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5385
  unfolding homeomorphic_minimal
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5386
  apply(rule_tac x="\<lambda>x. c *\<^sub>R x" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5387
  apply(rule_tac x="\<lambda>x. (1 / c) *\<^sub>R x" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5388
  using assms apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5389
  using continuous_on_cmul[OF continuous_on_id] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5390
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5391
lemma homeomorphic_translation:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5392
  fixes s :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5393
  shows "s homeomorphic ((\<lambda>x. a + x) ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5394
  unfolding homeomorphic_minimal
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5395
  apply(rule_tac x="\<lambda>x. a + x" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5396
  apply(rule_tac x="\<lambda>x. -a + x" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5397
  using continuous_on_add[OF continuous_on_const continuous_on_id] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5398
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5399
lemma homeomorphic_affinity:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5400
  fixes s :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5401
  assumes "c \<noteq> 0"  shows "s homeomorphic ((\<lambda>x. a + c *\<^sub>R x) ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5402
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5403
  have *:"op + a ` op *\<^sub>R c ` s = (\<lambda>x. a + c *\<^sub>R x) ` s" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5404
  show ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5405
    using homeomorphic_trans
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5406
    using homeomorphic_scaling[OF assms, of s]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5407
    using homeomorphic_translation[of "(\<lambda>x. c *\<^sub>R x) ` s" a] unfolding * by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5408
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5409
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5410
lemma homeomorphic_balls:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5411
  fixes a b ::"'a::real_normed_vector" (* FIXME: generalize to metric_space *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5412
  assumes "0 < d"  "0 < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5413
  shows "(ball a d) homeomorphic  (ball b e)" (is ?th)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5414
        "(cball a d) homeomorphic (cball b e)" (is ?cth)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5415
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5416
  have *:"\<bar>e / d\<bar> > 0" "\<bar>d / e\<bar> >0" using assms using divide_pos_pos by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5417
  show ?th unfolding homeomorphic_minimal
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5418
    apply(rule_tac x="\<lambda>x. b + (e/d) *\<^sub>R (x - a)" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5419
    apply(rule_tac x="\<lambda>x. a + (d/e) *\<^sub>R (x - b)" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5420
    using assms apply (auto simp add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5421
    unfolding dist_norm
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5422
    apply (auto simp add: pos_divide_less_eq mult_strict_left_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5423
    unfolding continuous_on
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5424
    by (intro ballI tendsto_intros, simp, assumption)+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5425
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5426
  have *:"\<bar>e / d\<bar> > 0" "\<bar>d / e\<bar> >0" using assms using divide_pos_pos by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5427
  show ?cth unfolding homeomorphic_minimal
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5428
    apply(rule_tac x="\<lambda>x. b + (e/d) *\<^sub>R (x - a)" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5429
    apply(rule_tac x="\<lambda>x. a + (d/e) *\<^sub>R (x - b)" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5430
    using assms apply (auto simp add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5431
    unfolding dist_norm
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5432
    apply (auto simp add: pos_divide_le_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5433
    unfolding continuous_on
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5434
    by (intro ballI tendsto_intros, simp, assumption)+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5435
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5436
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5437
text{* "Isometry" (up to constant bounds) of injective linear map etc.           *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5438
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5439
lemma cauchy_isometric:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5440
  fixes x :: "nat \<Rightarrow> real ^ 'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5441
  assumes e:"0 < e" and s:"subspace s" and f:"bounded_linear f" and normf:"\<forall>x\<in>s. norm(f x) \<ge> e * norm(x)" and xs:"\<forall>n::nat. x n \<in> s" and cf:"Cauchy(f o x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5442
  shows "Cauchy x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5443
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5444
  interpret f: bounded_linear f by fact
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5445
  { fix d::real assume "d>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5446
    then obtain N where N:"\<forall>n\<ge>N. norm (f (x n) - f (x N)) < e * d"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5447
      using cf[unfolded cauchy o_def dist_norm, THEN spec[where x="e*d"]] and e and mult_pos_pos[of e d] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5448
    { fix n assume "n\<ge>N"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5449
      hence "norm (f (x n - x N)) < e * d" using N[THEN spec[where x=n]] unfolding f.diff[THEN sym] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5450
      moreover have "e * norm (x n - x N) \<le> norm (f (x n - x N))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5451
        using subspace_sub[OF s, of "x n" "x N"] using xs[THEN spec[where x=N]] and xs[THEN spec[where x=n]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5452
        using normf[THEN bspec[where x="x n - x N"]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5453
      ultimately have "norm (x n - x N) < d" using `e>0`
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5454
        using mult_left_less_imp_less[of e "norm (x n - x N)" d] by auto   }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5455
    hence "\<exists>N. \<forall>n\<ge>N. norm (x n - x N) < d" by auto }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5456
  thus ?thesis unfolding cauchy and dist_norm by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5457
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5458
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5459
lemma complete_isometric_image:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5460
  fixes f :: "real ^ _ \<Rightarrow> real ^ _"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5461
  assumes "0 < e" and s:"subspace s" and f:"bounded_linear f" and normf:"\<forall>x\<in>s. norm(f x) \<ge> e * norm(x)" and cs:"complete s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5462
  shows "complete(f ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5463
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5464
  { fix g assume as:"\<forall>n::nat. g n \<in> f ` s" and cfg:"Cauchy g"
33324
51eb2ffa2189 Tidied up some very ugly proofs
paulson
parents: 33270
diff changeset
  5465
    then obtain x where "\<forall>n. x n \<in> s \<and> g n = f (x n)" 
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5466
      using choice[of "\<lambda> n xa. xa \<in> s \<and> g n = f xa"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5467
    hence x:"\<forall>n. x n \<in> s"  "\<forall>n. g n = f (x n)" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5468
    hence "f \<circ> x = g" unfolding expand_fun_eq by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5469
    then obtain l where "l\<in>s" and l:"(x ---> l) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5470
      using cs[unfolded complete_def, THEN spec[where x="x"]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5471
      using cauchy_isometric[OF `0<e` s f normf] and cfg and x(1) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5472
    hence "\<exists>l\<in>f ` s. (g ---> l) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5473
      using linear_continuous_at[OF f, unfolded continuous_at_sequentially, THEN spec[where x=x], of l]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5474
      unfolding `f \<circ> x = g` by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5475
  thus ?thesis unfolding complete_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5476
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5477
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5478
lemma dist_0_norm:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5479
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5480
  shows "dist 0 x = norm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5481
unfolding dist_norm by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5482
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5483
lemma injective_imp_isometric: fixes f::"real^'m \<Rightarrow> real^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5484
  assumes s:"closed s"  "subspace s"  and f:"bounded_linear f" "\<forall>x\<in>s. (f x = 0) \<longrightarrow> (x = 0)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5485
  shows "\<exists>e>0. \<forall>x\<in>s. norm (f x) \<ge> e * norm(x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5486
proof(cases "s \<subseteq> {0::real^'m}")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5487
  case True
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5488
  { fix x assume "x \<in> s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5489
    hence "x = 0" using True by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5490
    hence "norm x \<le> norm (f x)" by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5491
  thus ?thesis by(auto intro!: exI[where x=1])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5492
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5493
  interpret f: bounded_linear f by fact
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5494
  case False
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5495
  then obtain a where a:"a\<noteq>0" "a\<in>s" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5496
  from False have "s \<noteq> {}" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5497
  let ?S = "{f x| x. (x \<in> s \<and> norm x = norm a)}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5498
  let ?S' = "{x::real^'m. x\<in>s \<and> norm x = norm a}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5499
  let ?S'' = "{x::real^'m. norm x = norm a}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5500
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  5501
  have "?S'' = frontier(cball 0 (norm a))" unfolding frontier_cball and dist_norm by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5502
  hence "compact ?S''" using compact_frontier[OF compact_cball, of 0 "norm a"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5503
  moreover have "?S' = s \<inter> ?S''" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5504
  ultimately have "compact ?S'" using closed_inter_compact[of s ?S''] using s(1) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5505
  moreover have *:"f ` ?S' = ?S" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5506
  ultimately have "compact ?S" using compact_continuous_image[OF linear_continuous_on[OF f(1)], of ?S'] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5507
  hence "closed ?S" using compact_imp_closed by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5508
  moreover have "?S \<noteq> {}" using a by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5509
  ultimately obtain b' where "b'\<in>?S" "\<forall>y\<in>?S. norm b' \<le> norm y" using distance_attains_inf[of ?S 0] unfolding dist_0_norm by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5510
  then obtain b where "b\<in>s" and ba:"norm b = norm a" and b:"\<forall>x\<in>{x \<in> s. norm x = norm a}. norm (f b) \<le> norm (f x)" unfolding *[THEN sym] unfolding image_iff by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5511
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5512
  let ?e = "norm (f b) / norm b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5513
  have "norm b > 0" using ba and a and norm_ge_zero by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5514
  moreover have "norm (f b) > 0" using f(2)[THEN bspec[where x=b], OF `b\<in>s`] using `norm b >0` unfolding zero_less_norm_iff by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5515
  ultimately have "0 < norm (f b) / norm b" by(simp only: divide_pos_pos)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5516
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5517
  { fix x assume "x\<in>s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5518
    hence "norm (f b) / norm b * norm x \<le> norm (f x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5519
    proof(cases "x=0")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5520
      case True thus "norm (f b) / norm b * norm x \<le> norm (f x)" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5521
    next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5522
      case False
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5523
      hence *:"0 < norm a / norm x" using `a\<noteq>0` unfolding zero_less_norm_iff[THEN sym] by(simp only: divide_pos_pos)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5524
      have "\<forall>c. \<forall>x\<in>s. c *\<^sub>R x \<in> s" using s[unfolded subspace_def smult_conv_scaleR] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5525
      hence "(norm a / norm x) *\<^sub>R x \<in> {x \<in> s. norm x = norm a}" using `x\<in>s` and `x\<noteq>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5526
      thus "norm (f b) / norm b * norm x \<le> norm (f x)" using b[THEN bspec[where x="(norm a / norm x) *\<^sub>R x"]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5527
        unfolding f.scaleR and ba using `x\<noteq>0` `a\<noteq>0`
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5528
        by (auto simp add: real_mult_commute pos_le_divide_eq pos_divide_le_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5529
    qed }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5530
  ultimately
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5531
  show ?thesis by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5532
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5533
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5534
lemma closed_injective_image_subspace:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5535
  fixes f :: "real ^ _ \<Rightarrow> real ^ _"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5536
  assumes "subspace s" "bounded_linear f" "\<forall>x\<in>s. f x = 0 --> x = 0" "closed s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5537
  shows "closed(f ` s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5538
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5539
  obtain e where "e>0" and e:"\<forall>x\<in>s. e * norm x \<le> norm (f x)" using injective_imp_isometric[OF assms(4,1,2,3)] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5540
  show ?thesis using complete_isometric_image[OF `e>0` assms(1,2) e] and assms(4)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5541
    unfolding complete_eq_closed[THEN sym] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5542
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5543
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5544
subsection{* Some properties of a canonical subspace.                                  *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5545
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5546
lemma subspace_substandard:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 34105
diff changeset
  5547
 "subspace {x::real^_. (\<forall>i. P i \<longrightarrow> x$i = 0)}"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  5548
  unfolding subspace_def by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5549
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5550
lemma closed_substandard:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5551
 "closed {x::real^'n. \<forall>i. P i --> x$i = 0}" (is "closed ?A")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5552
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5553
  let ?D = "{i. P i}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5554
  let ?Bs = "{{x::real^'n. inner (basis i) x = 0}| i. i \<in> ?D}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5555
  { fix x
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5556
    { assume "x\<in>?A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5557
      hence x:"\<forall>i\<in>?D. x $ i = 0" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5558
      hence "x\<in> \<Inter> ?Bs" by(auto simp add: inner_basis x) }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5559
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5560
    { assume x:"x\<in>\<Inter>?Bs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5561
      { fix i assume i:"i \<in> ?D"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5562
        then obtain B where BB:"B \<in> ?Bs" and B:"B = {x::real^'n. inner (basis i) x = 0}" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5563
        hence "x $ i = 0" unfolding B using x unfolding inner_basis by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5564
      hence "x\<in>?A" by auto }
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  5565
    ultimately have "x\<in>?A \<longleftrightarrow> x\<in> \<Inter>?Bs" .. }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5566
  hence "?A = \<Inter> ?Bs" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5567
  thus ?thesis by(auto simp add: closed_Inter closed_hyperplane)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5568
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5569
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5570
lemma dim_substandard:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5571
  shows "dim {x::real^'n. \<forall>i. i \<notin> d \<longrightarrow> x$i = 0} = card d" (is "dim ?A = _")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5572
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5573
  let ?D = "UNIV::'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5574
  let ?B = "(basis::'n\<Rightarrow>real^'n) ` d"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5575
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5576
    let ?bas = "basis::'n \<Rightarrow> real^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5577
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5578
  have "?B \<subseteq> ?A" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5579
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5580
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5581
  { fix x::"real^'n" assume "x\<in>?A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5582
    with finite[of d]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5583
    have "x\<in> span ?B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5584
    proof(induct d arbitrary: x)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5585
      case empty hence "x=0" unfolding Cart_eq by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5586
      thus ?case using subspace_0[OF subspace_span[of "{}"]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5587
    next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5588
      case (insert k F)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5589
      hence *:"\<forall>i. i \<notin> insert k F \<longrightarrow> x $ i = 0" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5590
      have **:"F \<subseteq> insert k F" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5591
      def y \<equiv> "x - x$k *\<^sub>R basis k"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5592
      have y:"x = y + (x$k) *\<^sub>R basis k" unfolding y_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5593
      { fix i assume i':"i \<notin> F"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5594
        hence "y $ i = 0" unfolding y_def unfolding vector_minus_component
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5595
          and vector_smult_component and basis_component
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5596
          using *[THEN spec[where x=i]] by auto }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5597
      hence "y \<in> span (basis ` (insert k F))" using insert(3)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5598
        using span_mono[of "?bas ` F" "?bas ` (insert k F)"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5599
        using image_mono[OF **, of basis] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5600
      moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5601
      have "basis k \<in> span (?bas ` (insert k F))" by(rule span_superset, auto)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5602
      hence "x$k *\<^sub>R basis k \<in> span (?bas ` (insert k F))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5603
        using span_mul [where 'a=real, unfolded smult_conv_scaleR] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5604
      ultimately
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5605
      have "y + x$k *\<^sub>R basis k \<in> span (?bas ` (insert k F))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5606
        using span_add by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5607
      thus ?case using y by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5608
    qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5609
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5610
  hence "?A \<subseteq> span ?B" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5611
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5612
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5613
  { fix x assume "x \<in> ?B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5614
    hence "x\<in>{(basis i)::real^'n |i. i \<in> ?D}" using assms by auto  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5615
  hence "independent ?B" using independent_mono[OF independent_stdbasis, of ?B] and assms by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5616
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5617
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5618
  have "d \<subseteq> ?D" unfolding subset_eq using assms by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5619
  hence *:"inj_on (basis::'n\<Rightarrow>real^'n) d" using subset_inj_on[OF basis_inj, of "d"] by auto
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  5620
  have "card ?B = card d" unfolding card_image[OF *] by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5621
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5622
  ultimately show ?thesis using dim_unique[of "basis ` d" ?A] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5623
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5624
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5625
text{* Hence closure and completeness of all subspaces.                          *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5626
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5627
lemma closed_subspace_lemma: "n \<le> card (UNIV::'n::finite set) \<Longrightarrow> \<exists>A::'n set. card A = n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5628
apply (induct n)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5629
apply (rule_tac x="{}" in exI, simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5630
apply clarsimp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5631
apply (subgoal_tac "\<exists>x. x \<notin> A")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5632
apply (erule exE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5633
apply (rule_tac x="insert x A" in exI, simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5634
apply (subgoal_tac "A \<noteq> UNIV", auto)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5635
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5636
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5637
lemma closed_subspace: fixes s::"(real^'n) set"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5638
  assumes "subspace s" shows "closed s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5639
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5640
  have "dim s \<le> card (UNIV :: 'n set)" using dim_subset_univ by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5641
  then obtain d::"'n set" where t: "card d = dim s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5642
    using closed_subspace_lemma by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5643
  let ?t = "{x::real^'n. \<forall>i. i \<notin> d \<longrightarrow> x$i = 0}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5644
  obtain f where f:"bounded_linear f"  "f ` ?t = s" "inj_on f ?t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5645
    using subspace_isomorphism[unfolded linear_conv_bounded_linear, OF subspace_substandard[of "\<lambda>i. i \<notin> d"] assms]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5646
    using dim_substandard[of d] and t by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5647
  interpret f: bounded_linear f by fact
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5648
  have "\<forall>x\<in>?t. f x = 0 \<longrightarrow> x = 0" using f.zero using f(3)[unfolded inj_on_def]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5649
    by(erule_tac x=0 in ballE) auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5650
  moreover have "closed ?t" using closed_substandard .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5651
  moreover have "subspace ?t" using subspace_substandard .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5652
  ultimately show ?thesis using closed_injective_image_subspace[of ?t f]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5653
    unfolding f(2) using f(1) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5654
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5655
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5656
lemma complete_subspace:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5657
  fixes s :: "(real ^ _) set" shows "subspace s ==> complete s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5658
  using complete_eq_closed closed_subspace
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5659
  by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5660
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5661
lemma dim_closure:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5662
  fixes s :: "(real ^ _) set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5663
  shows "dim(closure s) = dim s" (is "?dc = ?d")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5664
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5665
  have "?dc \<le> ?d" using closure_minimal[OF span_inc, of s]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5666
    using closed_subspace[OF subspace_span, of s]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5667
    using dim_subset[of "closure s" "span s"] unfolding dim_span by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5668
  thus ?thesis using dim_subset[OF closure_subset, of s] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5669
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5670
36437
e76cb1d4663c reorganize subsection headings
huffman
parents: 36431
diff changeset
  5671
subsection {* Affine transformations of intervals *}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5672
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5673
lemma affinity_inverses:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5674
  assumes m0: "m \<noteq> (0::'a::field)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5675
  shows "(\<lambda>x. m *s x + c) o (\<lambda>x. inverse(m) *s x + (-(inverse(m) *s c))) = id"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5676
  "(\<lambda>x. inverse(m) *s x + (-(inverse(m) *s c))) o (\<lambda>x. m *s x + c) = id"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5677
  using m0
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5678
apply (auto simp add: expand_fun_eq vector_add_ldistrib vector_smult_assoc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5679
by (simp add: vector_smult_lneg[symmetric] vector_smult_assoc vector_sneg_minus1[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5680
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5681
lemma real_affinity_le:
35028
108662d50512 more consistent naming of type classes involving orderings (and lattices) -- c.f. NEWS
haftmann
parents: 34999
diff changeset
  5682
 "0 < (m::'a::linordered_field) ==> (m * x + c \<le> y \<longleftrightarrow> x \<le> inverse(m) * y + -(c / m))"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5683
  by (simp add: field_simps inverse_eq_divide)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5684
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5685
lemma real_le_affinity:
35028
108662d50512 more consistent naming of type classes involving orderings (and lattices) -- c.f. NEWS
haftmann
parents: 34999
diff changeset
  5686
 "0 < (m::'a::linordered_field) ==> (y \<le> m * x + c \<longleftrightarrow> inverse(m) * y + -(c / m) \<le> x)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5687
  by (simp add: field_simps inverse_eq_divide)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5688
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5689
lemma real_affinity_lt:
35028
108662d50512 more consistent naming of type classes involving orderings (and lattices) -- c.f. NEWS
haftmann
parents: 34999
diff changeset
  5690
 "0 < (m::'a::linordered_field) ==> (m * x + c < y \<longleftrightarrow> x < inverse(m) * y + -(c / m))"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5691
  by (simp add: field_simps inverse_eq_divide)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5692
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5693
lemma real_lt_affinity:
35028
108662d50512 more consistent naming of type classes involving orderings (and lattices) -- c.f. NEWS
haftmann
parents: 34999
diff changeset
  5694
 "0 < (m::'a::linordered_field) ==> (y < m * x + c \<longleftrightarrow> inverse(m) * y + -(c / m) < x)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5695
  by (simp add: field_simps inverse_eq_divide)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5696
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5697
lemma real_affinity_eq:
35028
108662d50512 more consistent naming of type classes involving orderings (and lattices) -- c.f. NEWS
haftmann
parents: 34999
diff changeset
  5698
 "(m::'a::linordered_field) \<noteq> 0 ==> (m * x + c = y \<longleftrightarrow> x = inverse(m) * y + -(c / m))"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5699
  by (simp add: field_simps inverse_eq_divide)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5700
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5701
lemma real_eq_affinity:
35028
108662d50512 more consistent naming of type classes involving orderings (and lattices) -- c.f. NEWS
haftmann
parents: 34999
diff changeset
  5702
 "(m::'a::linordered_field) \<noteq> 0 ==> (y = m * x + c  \<longleftrightarrow> inverse(m) * y + -(c / m) = x)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5703
  by (simp add: field_simps inverse_eq_divide)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5704
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5705
lemma vector_affinity_eq:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5706
  assumes m0: "(m::'a::field) \<noteq> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5707
  shows "m *s x + c = y \<longleftrightarrow> x = inverse m *s y + -(inverse m *s c)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5708
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5709
  assume h: "m *s x + c = y"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  5710
  hence "m *s x = y - c" by (simp add: field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5711
  hence "inverse m *s (m *s x) = inverse m *s (y - c)" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5712
  then show "x = inverse m *s y + - (inverse m *s c)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5713
    using m0 by (simp add: vector_smult_assoc vector_ssub_ldistrib)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5714
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5715
  assume h: "x = inverse m *s y + - (inverse m *s c)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5716
  show "m *s x + c = y" unfolding h diff_minus[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5717
    using m0 by (simp add: vector_smult_assoc vector_ssub_ldistrib)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5718
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5719
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5720
lemma vector_eq_affinity:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5721
 "(m::'a::field) \<noteq> 0 ==> (y = m *s x + c \<longleftrightarrow> inverse(m) *s y + -(inverse(m) *s c) = x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5722
  using vector_affinity_eq[where m=m and x=x and y=y and c=c]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5723
  by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5724
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5725
lemma image_affinity_interval: fixes m::real
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5726
  fixes a b c :: "real^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5727
  shows "(\<lambda>x. m *\<^sub>R x + c) ` {a .. b} =
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5728
            (if {a .. b} = {} then {}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5729
            else (if 0 \<le> m then {m *\<^sub>R a + c .. m *\<^sub>R b + c}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5730
            else {m *\<^sub>R b + c .. m *\<^sub>R a + c}))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5731
proof(cases "m=0")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5732
  { fix x assume "x \<le> c" "c \<le> x"
33758
53078b0d21f5 Renamed vector_less_eq_def to the more usual name vector_le_def.
hoelzl
parents: 33715
diff changeset
  5733
    hence "x=c" unfolding vector_le_def and Cart_eq by (auto intro: order_antisym) }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5734
  moreover case True
33758
53078b0d21f5 Renamed vector_less_eq_def to the more usual name vector_le_def.
hoelzl
parents: 33715
diff changeset
  5735
  moreover have "c \<in> {m *\<^sub>R a + c..m *\<^sub>R b + c}" unfolding True by(auto simp add: vector_le_def)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5736
  ultimately show ?thesis by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5737
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5738
  case False
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5739
  { fix y assume "a \<le> y" "y \<le> b" "m > 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5740
    hence "m *\<^sub>R a + c \<le> m *\<^sub>R y + c"  "m *\<^sub>R y + c \<le> m *\<^sub>R b + c"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  5741
      unfolding vector_le_def by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5742
  } moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5743
  { fix y assume "a \<le> y" "y \<le> b" "m < 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5744
    hence "m *\<^sub>R b + c \<le> m *\<^sub>R y + c"  "m *\<^sub>R y + c \<le> m *\<^sub>R a + c"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  5745
      unfolding vector_le_def by(auto simp add: mult_left_mono_neg)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5746
  } moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5747
  { fix y assume "m > 0"  "m *\<^sub>R a + c \<le> y"  "y \<le> m *\<^sub>R b + c"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5748
    hence "y \<in> (\<lambda>x. m *\<^sub>R x + c) ` {a..b}"
33758
53078b0d21f5 Renamed vector_less_eq_def to the more usual name vector_le_def.
hoelzl
parents: 33715
diff changeset
  5749
      unfolding image_iff Bex_def mem_interval vector_le_def
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  5750
      apply(auto simp add: vector_smult_assoc pth_3[symmetric]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5751
        intro!: exI[where x="(1 / m) *\<^sub>R (y - c)"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5752
      by(auto simp add: pos_le_divide_eq pos_divide_le_eq real_mult_commute diff_le_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5753
  } moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5754
  { fix y assume "m *\<^sub>R b + c \<le> y" "y \<le> m *\<^sub>R a + c" "m < 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5755
    hence "y \<in> (\<lambda>x. m *\<^sub>R x + c) ` {a..b}"
33758
53078b0d21f5 Renamed vector_less_eq_def to the more usual name vector_le_def.
hoelzl
parents: 33715
diff changeset
  5756
      unfolding image_iff Bex_def mem_interval vector_le_def
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36360
diff changeset
  5757
      apply(auto simp add: vector_smult_assoc pth_3[symmetric]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5758
        intro!: exI[where x="(1 / m) *\<^sub>R (y - c)"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5759
      by(auto simp add: neg_le_divide_eq neg_divide_le_eq real_mult_commute diff_le_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5760
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5761
  ultimately show ?thesis using False by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5762
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5763
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  5764
lemma image_smult_interval:"(\<lambda>x. m *\<^sub>R (x::real^'n)) ` {a..b} =
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5765
  (if {a..b} = {} then {} else if 0 \<le> m then {m *\<^sub>R a..m *\<^sub>R b} else {m *\<^sub>R b..m *\<^sub>R a})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5766
  using image_affinity_interval[of m 0 a b] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5767
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5768
subsection{* Banach fixed point theorem (not really topological...) *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5769
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5770
lemma banach_fix:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5771
  assumes s:"complete s" "s \<noteq> {}" and c:"0 \<le> c" "c < 1" and f:"(f ` s) \<subseteq> s" and
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5772
          lipschitz:"\<forall>x\<in>s. \<forall>y\<in>s. dist (f x) (f y) \<le> c * dist x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5773
  shows "\<exists>! x\<in>s. (f x = x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5774
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5775
  have "1 - c > 0" using c by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5776
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5777
  from s(2) obtain z0 where "z0 \<in> s" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5778
  def z \<equiv> "\<lambda>n. (f ^^ n) z0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5779
  { fix n::nat
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5780
    have "z n \<in> s" unfolding z_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5781
    proof(induct n) case 0 thus ?case using `z0 \<in>s` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5782
    next case Suc thus ?case using f by auto qed }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5783
  note z_in_s = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5784
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5785
  def d \<equiv> "dist (z 0) (z 1)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5786
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5787
  have fzn:"\<And>n. f (z n) = z (Suc n)" unfolding z_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5788
  { fix n::nat
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5789
    have "dist (z n) (z (Suc n)) \<le> (c ^ n) * d"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5790
    proof(induct n)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5791
      case 0 thus ?case unfolding d_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5792
    next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5793
      case (Suc m)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5794
      hence "c * dist (z m) (z (Suc m)) \<le> c ^ Suc m * d"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5795
        using `0 \<le> c` using mult_mono1_class.mult_mono1[of "dist (z m) (z (Suc m))" "c ^ m * d" c] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5796
      thus ?case using lipschitz[THEN bspec[where x="z m"], OF z_in_s, THEN bspec[where x="z (Suc m)"], OF z_in_s]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5797
        unfolding fzn and mult_le_cancel_left by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5798
    qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5799
  } note cf_z = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5800
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5801
  { fix n m::nat
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5802
    have "(1 - c) * dist (z m) (z (m+n)) \<le> (c ^ m) * d * (1 - c ^ n)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5803
    proof(induct n)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5804
      case 0 show ?case by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5805
    next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5806
      case (Suc k)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5807
      have "(1 - c) * dist (z m) (z (m + Suc k)) \<le> (1 - c) * (dist (z m) (z (m + k)) + dist (z (m + k)) (z (Suc (m + k))))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5808
        using dist_triangle and c by(auto simp add: dist_triangle)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5809
      also have "\<dots> \<le> (1 - c) * (dist (z m) (z (m + k)) + c ^ (m + k) * d)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5810
        using cf_z[of "m + k"] and c by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5811
      also have "\<dots> \<le> c ^ m * d * (1 - c ^ k) + (1 - c) * c ^ (m + k) * d"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  5812
        using Suc by (auto simp add: field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5813
      also have "\<dots> = (c ^ m) * (d * (1 - c ^ k) + (1 - c) * c ^ k * d)"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  5814
        unfolding power_add by (auto simp add: field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5815
      also have "\<dots> \<le> (c ^ m) * d * (1 - c ^ Suc k)"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  5816
        using c by (auto simp add: field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5817
      finally show ?case by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5818
    qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5819
  } note cf_z2 = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5820
  { fix e::real assume "e>0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5821
    hence "\<exists>N. \<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist (z m) (z n) < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5822
    proof(cases "d = 0")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5823
      case True
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5824
      hence "\<And>n. z n = z0" using cf_z2[of 0] and c unfolding z_def by (auto simp add: pos_prod_le[OF `1 - c > 0`])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5825
      thus ?thesis using `e>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5826
    next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5827
      case False hence "d>0" unfolding d_def using zero_le_dist[of "z 0" "z 1"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5828
        by (metis False d_def real_less_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5829
      hence "0 < e * (1 - c) / d" using `e>0` and `1-c>0`
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5830
        using divide_pos_pos[of "e * (1 - c)" d] and mult_pos_pos[of e "1 - c"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5831
      then obtain N where N:"c ^ N < e * (1 - c) / d" using real_arch_pow_inv[of "e * (1 - c) / d" c] and c by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5832
      { fix m n::nat assume "m>n" and as:"m\<ge>N" "n\<ge>N"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5833
        have *:"c ^ n \<le> c ^ N" using `n\<ge>N` and c using power_decreasing[OF `n\<ge>N`, of c] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5834
        have "1 - c ^ (m - n) > 0" using c and power_strict_mono[of c 1 "m - n"] using `m>n` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5835
        hence **:"d * (1 - c ^ (m - n)) / (1 - c) > 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5836
          using real_mult_order[OF `d>0`, of "1 - c ^ (m - n)"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5837
          using divide_pos_pos[of "d * (1 - c ^ (m - n))" "1 - c"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5838
          using `0 < 1 - c` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5839
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5840
        have "dist (z m) (z n) \<le> c ^ n * d * (1 - c ^ (m - n)) / (1 - c)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5841
          using cf_z2[of n "m - n"] and `m>n` unfolding pos_le_divide_eq[OF `1-c>0`]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5842
          by (auto simp add: real_mult_commute dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5843
        also have "\<dots> \<le> c ^ N * d * (1 - c ^ (m - n)) / (1 - c)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5844
          using mult_right_mono[OF * order_less_imp_le[OF **]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5845
          unfolding real_mult_assoc by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5846
        also have "\<dots> < (e * (1 - c) / d) * d * (1 - c ^ (m - n)) / (1 - c)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5847
          using mult_strict_right_mono[OF N **] unfolding real_mult_assoc by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5848
        also have "\<dots> = e * (1 - c ^ (m - n))" using c and `d>0` and `1 - c > 0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5849
        also have "\<dots> \<le> e" using c and `1 - c ^ (m - n) > 0` and `e>0` using mult_right_le_one_le[of e "1 - c ^ (m - n)"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5850
        finally have  "dist (z m) (z n) < e" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5851
      } note * = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5852
      { fix m n::nat assume as:"N\<le>m" "N\<le>n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5853
        hence "dist (z n) (z m) < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5854
        proof(cases "n = m")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5855
          case True thus ?thesis using `e>0` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5856
        next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5857
          case False thus ?thesis using as and *[of n m] *[of m n] unfolding nat_neq_iff by (auto simp add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5858
        qed }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5859
      thus ?thesis by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5860
    qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5861
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5862
  hence "Cauchy z" unfolding cauchy_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5863
  then obtain x where "x\<in>s" and x:"(z ---> x) sequentially" using s(1)[unfolded compact_def complete_def, THEN spec[where x=z]] and z_in_s by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5864
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5865
  def e \<equiv> "dist (f x) x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5866
  have "e = 0" proof(rule ccontr)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5867
    assume "e \<noteq> 0" hence "e>0" unfolding e_def using zero_le_dist[of "f x" x]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5868
      by (metis dist_eq_0_iff dist_nz e_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5869
    then obtain N where N:"\<forall>n\<ge>N. dist (z n) x < e / 2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5870
      using x[unfolded Lim_sequentially, THEN spec[where x="e/2"]] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5871
    hence N':"dist (z N) x < e / 2" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5872
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5873
    have *:"c * dist (z N) x \<le> dist (z N) x" unfolding mult_le_cancel_right2
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5874
      using zero_le_dist[of "z N" x] and c
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5875
      by (metis dist_eq_0_iff dist_nz order_less_asym real_less_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5876
    have "dist (f (z N)) (f x) \<le> c * dist (z N) x" using lipschitz[THEN bspec[where x="z N"], THEN bspec[where x=x]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5877
      using z_in_s[of N] `x\<in>s` using c by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5878
    also have "\<dots> < e / 2" using N' and c using * by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5879
    finally show False unfolding fzn
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5880
      using N[THEN spec[where x="Suc N"]] and dist_triangle_half_r[of "z (Suc N)" "f x" e x]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5881
      unfolding e_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5882
  qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5883
  hence "f x = x" unfolding e_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5884
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5885
  { fix y assume "f y = y" "y\<in>s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5886
    hence "dist x y \<le> c * dist x y" using lipschitz[THEN bspec[where x=x], THEN bspec[where x=y]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5887
      using `x\<in>s` and `f x = x` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5888
    hence "dist x y = 0" unfolding mult_le_cancel_right1
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5889
      using c and zero_le_dist[of x y] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5890
    hence "y = x" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5891
  }
34999
5312d2ffee3b Changed 'bounded unique existential quantifiers' from a constant to syntax translation.
hoelzl
parents: 34964
diff changeset
  5892
  ultimately show ?thesis using `x\<in>s` by blast+
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5893
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5894
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5895
subsection{* Edelstein fixed point theorem.                                            *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5896
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5897
lemma edelstein_fix:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5898
  fixes s :: "'a::real_normed_vector set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5899
  assumes s:"compact s" "s \<noteq> {}" and gs:"(g ` s) \<subseteq> s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5900
      and dist:"\<forall>x\<in>s. \<forall>y\<in>s. x \<noteq> y \<longrightarrow> dist (g x) (g y) < dist x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5901
  shows "\<exists>! x\<in>s. g x = x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5902
proof(cases "\<exists>x\<in>s. g x \<noteq> x")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5903
  obtain x where "x\<in>s" using s(2) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5904
  case False hence g:"\<forall>x\<in>s. g x = x" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5905
  { fix y assume "y\<in>s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5906
    hence "x = y" using `x\<in>s` and dist[THEN bspec[where x=x], THEN bspec[where x=y]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5907
      unfolding g[THEN bspec[where x=x], OF `x\<in>s`]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5908
      unfolding g[THEN bspec[where x=y], OF `y\<in>s`] by auto  }
34999
5312d2ffee3b Changed 'bounded unique existential quantifiers' from a constant to syntax translation.
hoelzl
parents: 34964
diff changeset
  5909
  thus ?thesis using `x\<in>s` and g by blast+
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5910
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5911
  case True
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5912
  then obtain x where [simp]:"x\<in>s" and "g x \<noteq> x" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5913
  { fix x y assume "x \<in> s" "y \<in> s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5914
    hence "dist (g x) (g y) \<le> dist x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5915
      using dist[THEN bspec[where x=x], THEN bspec[where x=y]] by auto } note dist' = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5916
  def y \<equiv> "g x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5917
  have [simp]:"y\<in>s" unfolding y_def using gs[unfolded image_subset_iff] and `x\<in>s` by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5918
  def f \<equiv> "\<lambda>n. g ^^ n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5919
  have [simp]:"\<And>n z. g (f n z) = f (Suc n) z" unfolding f_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5920
  have [simp]:"\<And>z. f 0 z = z" unfolding f_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5921
  { fix n::nat and z assume "z\<in>s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5922
    have "f n z \<in> s" unfolding f_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5923
    proof(induct n)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5924
      case 0 thus ?case using `z\<in>s` by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5925
    next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5926
      case (Suc n) thus ?case using gs[unfolded image_subset_iff] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5927
    qed } note fs = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5928
  { fix m n ::nat assume "m\<le>n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5929
    fix w z assume "w\<in>s" "z\<in>s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5930
    have "dist (f n w) (f n z) \<le> dist (f m w) (f m z)" using `m\<le>n`
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5931
    proof(induct n)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5932
      case 0 thus ?case by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5933
    next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5934
      case (Suc n)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5935
      thus ?case proof(cases "m\<le>n")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5936
        case True thus ?thesis using Suc(1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5937
          using dist'[OF fs fs, OF `w\<in>s` `z\<in>s`, of n n] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5938
      next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5939
        case False hence mn:"m = Suc n" using Suc(2) by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5940
        show ?thesis unfolding mn  by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5941
      qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5942
    qed } note distf = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5943
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5944
  def h \<equiv> "\<lambda>n. (f n x, f n y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5945
  let ?s2 = "s \<times> s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5946
  obtain l r where "l\<in>?s2" and r:"subseq r" and lr:"((h \<circ> r) ---> l) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5947
    using compact_Times [OF s(1) s(1), unfolded compact_def, THEN spec[where x=h]] unfolding  h_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5948
    using fs[OF `x\<in>s`] and fs[OF `y\<in>s`] by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5949
  def a \<equiv> "fst l" def b \<equiv> "snd l"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5950
  have lab:"l = (a, b)" unfolding a_def b_def by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5951
  have [simp]:"a\<in>s" "b\<in>s" unfolding a_def b_def using `l\<in>?s2` by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5952
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5953
  have lima:"((fst \<circ> (h \<circ> r)) ---> a) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5954
   and limb:"((snd \<circ> (h \<circ> r)) ---> b) sequentially"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5955
    using lr
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5956
    unfolding o_def a_def b_def by (simp_all add: tendsto_intros)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5957
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5958
  { fix n::nat
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5959
    have *:"\<And>fx fy (x::'a) y. dist fx fy \<le> dist x y \<Longrightarrow> \<not> (dist (fx - fy) (a - b) < dist a b - dist x y)" unfolding dist_norm by norm
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5960
    { fix x y :: 'a
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5961
      have "dist (-x) (-y) = dist x y" unfolding dist_norm
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5962
        using norm_minus_cancel[of "x - y"] by (auto simp add: uminus_add_conv_diff) } note ** = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5963
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5964
    { assume as:"dist a b > dist (f n x) (f n y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5965
      then obtain Na Nb where "\<forall>m\<ge>Na. dist (f (r m) x) a < (dist a b - dist (f n x) (f n y)) / 2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5966
        and "\<forall>m\<ge>Nb. dist (f (r m) y) b < (dist a b - dist (f n x) (f n y)) / 2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5967
        using lima limb unfolding h_def Lim_sequentially by (fastsimp simp del: less_divide_eq_number_of1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5968
      hence "dist (f (r (Na + Nb + n)) x - f (r (Na + Nb + n)) y) (a - b) < dist a b - dist (f n x) (f n y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5969
        apply(erule_tac x="Na+Nb+n" in allE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5970
        apply(erule_tac x="Na+Nb+n" in allE) apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5971
        using dist_triangle_add_half[of a "f (r (Na + Nb + n)) x" "dist a b - dist (f n x) (f n y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5972
          "-b"  "- f (r (Na + Nb + n)) y"]
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  5973
        unfolding ** by (auto simp add: algebra_simps dist_commute)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5974
      moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5975
      have "dist (f (r (Na + Nb + n)) x - f (r (Na + Nb + n)) y) (a - b) \<ge> dist a b - dist (f n x) (f n y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5976
        using distf[of n "r (Na+Nb+n)", OF _ `x\<in>s` `y\<in>s`]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5977
        using subseq_bigger[OF r, of "Na+Nb+n"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5978
        using *[of "f (r (Na + Nb + n)) x" "f (r (Na + Nb + n)) y" "f n x" "f n y"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5979
      ultimately have False by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5980
    }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5981
    hence "dist a b \<le> dist (f n x) (f n y)" by(rule ccontr)auto }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5982
  note ab_fn = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5983
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5984
  have [simp]:"a = b" proof(rule ccontr)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5985
    def e \<equiv> "dist a b - dist (g a) (g b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5986
    assume "a\<noteq>b" hence "e > 0" unfolding e_def using dist by fastsimp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5987
    hence "\<exists>n. dist (f n x) a < e/2 \<and> dist (f n y) b < e/2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5988
      using lima limb unfolding Lim_sequentially
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5989
      apply (auto elim!: allE[where x="e/2"]) apply(rule_tac x="r (max N Na)" in exI) unfolding h_def by fastsimp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5990
    then obtain n where n:"dist (f n x) a < e/2 \<and> dist (f n y) b < e/2" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5991
    have "dist (f (Suc n) x) (g a) \<le> dist (f n x) a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5992
      using dist[THEN bspec[where x="f n x"], THEN bspec[where x="a"]] and fs by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5993
    moreover have "dist (f (Suc n) y) (g b) \<le> dist (f n y) b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5994
      using dist[THEN bspec[where x="f n y"], THEN bspec[where x="b"]] and fs by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5995
    ultimately have "dist (f (Suc n) x) (g a) + dist (f (Suc n) y) (g b) < e" using n by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5996
    thus False unfolding e_def using ab_fn[of "Suc n"] by norm
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5997
  qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5998
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  5999
  have [simp]:"\<And>n. f (Suc n) x = f n y" unfolding f_def y_def by(induct_tac n)auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  6000
  { fix x y assume "x\<in>s" "y\<in>s" moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  6001
    fix e::real assume "e>0" ultimately
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  6002
    have "dist y x < e \<longrightarrow> dist (g y) (g x) < e" using dist by fastsimp }
36359
e5c785c166b2 generalize type of continuous_on
huffman
parents: 36358
diff changeset
  6003
  hence "continuous_on s g" unfolding continuous_on_iff by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  6004
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  6005
  hence "((snd \<circ> h \<circ> r) ---> g a) sequentially" unfolding continuous_on_sequentially
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  6006
    apply (rule allE[where x="\<lambda>n. (fst \<circ> h \<circ> r) n"]) apply (erule ballE[where x=a])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  6007
    using lima unfolding h_def o_def using fs[OF `x\<in>s`] by (auto simp add: y_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  6008
  hence "g a = a" using Lim_unique[OF trivial_limit_sequentially limb, of "g a"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  6009
    unfolding `a=b` and o_assoc by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  6010
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  6011
  { fix x assume "x\<in>s" "g x = x" "x\<noteq>a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  6012
    hence "False" using dist[THEN bspec[where x=a], THEN bspec[where x=x]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  6013
      using `g a = a` and `a\<in>s` by auto  }
34999
5312d2ffee3b Changed 'bounded unique existential quantifiers' from a constant to syntax translation.
hoelzl
parents: 34964
diff changeset
  6014
  ultimately show "\<exists>!x\<in>s. g x = x" using `a\<in>s` by blast
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  6015
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  6016
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  6017
end