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1 (* Title : Deriv.thy |
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2 ID : $Id$ |
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3 Author : Jacques D. Fleuriot |
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4 Copyright : 1998 University of Cambridge |
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5 Conversion to Isar and new proofs by Lawrence C Paulson, 2004 |
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6 GMVT by Benjamin Porter, 2005 |
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7 *) |
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8 |
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9 header{* Differentiation *} |
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10 |
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11 theory Deriv |
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12 imports Lim Univ_Poly |
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13 begin |
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14 |
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15 text{*Standard Definitions*} |
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16 |
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17 definition |
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18 deriv :: "['a::real_normed_field \<Rightarrow> 'a, 'a, 'a] \<Rightarrow> bool" |
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19 --{*Differentiation: D is derivative of function f at x*} |
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20 ("(DERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60) where |
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21 "DERIV f x :> D = ((%h. (f(x + h) - f x) / h) -- 0 --> D)" |
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22 |
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23 definition |
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24 differentiable :: "['a::real_normed_field \<Rightarrow> 'a, 'a] \<Rightarrow> bool" |
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25 (infixl "differentiable" 60) where |
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26 "f differentiable x = (\<exists>D. DERIV f x :> D)" |
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27 |
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28 |
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29 consts |
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30 Bolzano_bisect :: "[real*real=>bool, real, real, nat] => (real*real)" |
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31 primrec |
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32 "Bolzano_bisect P a b 0 = (a,b)" |
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33 "Bolzano_bisect P a b (Suc n) = |
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34 (let (x,y) = Bolzano_bisect P a b n |
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35 in if P(x, (x+y)/2) then ((x+y)/2, y) |
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36 else (x, (x+y)/2))" |
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37 |
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38 |
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39 subsection {* Derivatives *} |
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40 |
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41 lemma DERIV_iff: "(DERIV f x :> D) = ((%h. (f(x + h) - f(x))/h) -- 0 --> D)" |
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42 by (simp add: deriv_def) |
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43 |
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44 lemma DERIV_D: "DERIV f x :> D ==> (%h. (f(x + h) - f(x))/h) -- 0 --> D" |
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45 by (simp add: deriv_def) |
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46 |
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47 lemma DERIV_const [simp]: "DERIV (\<lambda>x. k) x :> 0" |
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48 by (simp add: deriv_def) |
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49 |
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50 lemma DERIV_ident [simp]: "DERIV (\<lambda>x. x) x :> 1" |
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51 by (simp add: deriv_def cong: LIM_cong) |
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52 |
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53 lemma add_diff_add: |
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54 fixes a b c d :: "'a::ab_group_add" |
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55 shows "(a + c) - (b + d) = (a - b) + (c - d)" |
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56 by simp |
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57 |
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58 lemma DERIV_add: |
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59 "\<lbrakk>DERIV f x :> D; DERIV g x :> E\<rbrakk> \<Longrightarrow> DERIV (\<lambda>x. f x + g x) x :> D + E" |
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60 by (simp only: deriv_def add_diff_add add_divide_distrib LIM_add) |
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61 |
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62 lemma DERIV_minus: |
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63 "DERIV f x :> D \<Longrightarrow> DERIV (\<lambda>x. - f x) x :> - D" |
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64 by (simp only: deriv_def minus_diff_minus divide_minus_left LIM_minus) |
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65 |
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66 lemma DERIV_diff: |
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67 "\<lbrakk>DERIV f x :> D; DERIV g x :> E\<rbrakk> \<Longrightarrow> DERIV (\<lambda>x. f x - g x) x :> D - E" |
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68 by (simp only: diff_def DERIV_add DERIV_minus) |
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69 |
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70 lemma DERIV_add_minus: |
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71 "\<lbrakk>DERIV f x :> D; DERIV g x :> E\<rbrakk> \<Longrightarrow> DERIV (\<lambda>x. f x + - g x) x :> D + - E" |
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72 by (simp only: DERIV_add DERIV_minus) |
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73 |
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74 lemma DERIV_isCont: "DERIV f x :> D \<Longrightarrow> isCont f x" |
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75 proof (unfold isCont_iff) |
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76 assume "DERIV f x :> D" |
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77 hence "(\<lambda>h. (f(x+h) - f(x)) / h) -- 0 --> D" |
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78 by (rule DERIV_D) |
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79 hence "(\<lambda>h. (f(x+h) - f(x)) / h * h) -- 0 --> D * 0" |
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80 by (intro LIM_mult LIM_ident) |
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81 hence "(\<lambda>h. (f(x+h) - f(x)) * (h / h)) -- 0 --> 0" |
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82 by simp |
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83 hence "(\<lambda>h. f(x+h) - f(x)) -- 0 --> 0" |
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84 by (simp cong: LIM_cong) |
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85 thus "(\<lambda>h. f(x+h)) -- 0 --> f(x)" |
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86 by (simp add: LIM_def) |
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87 qed |
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88 |
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89 lemma DERIV_mult_lemma: |
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90 fixes a b c d :: "'a::real_field" |
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91 shows "(a * b - c * d) / h = a * ((b - d) / h) + ((a - c) / h) * d" |
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92 by (simp add: diff_minus add_divide_distrib [symmetric] ring_distribs) |
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93 |
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94 lemma DERIV_mult': |
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95 assumes f: "DERIV f x :> D" |
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96 assumes g: "DERIV g x :> E" |
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97 shows "DERIV (\<lambda>x. f x * g x) x :> f x * E + D * g x" |
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98 proof (unfold deriv_def) |
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99 from f have "isCont f x" |
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100 by (rule DERIV_isCont) |
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101 hence "(\<lambda>h. f(x+h)) -- 0 --> f x" |
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102 by (simp only: isCont_iff) |
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103 hence "(\<lambda>h. f(x+h) * ((g(x+h) - g x) / h) + |
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104 ((f(x+h) - f x) / h) * g x) |
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105 -- 0 --> f x * E + D * g x" |
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106 by (intro LIM_add LIM_mult LIM_const DERIV_D f g) |
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107 thus "(\<lambda>h. (f(x+h) * g(x+h) - f x * g x) / h) |
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108 -- 0 --> f x * E + D * g x" |
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109 by (simp only: DERIV_mult_lemma) |
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110 qed |
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111 |
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112 lemma DERIV_mult: |
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113 "[| DERIV f x :> Da; DERIV g x :> Db |] |
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114 ==> DERIV (%x. f x * g x) x :> (Da * g(x)) + (Db * f(x))" |
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115 by (drule (1) DERIV_mult', simp only: mult_commute add_commute) |
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116 |
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117 lemma DERIV_unique: |
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118 "[| DERIV f x :> D; DERIV f x :> E |] ==> D = E" |
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119 apply (simp add: deriv_def) |
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120 apply (blast intro: LIM_unique) |
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121 done |
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122 |
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123 text{*Differentiation of finite sum*} |
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124 |
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125 lemma DERIV_sumr [rule_format (no_asm)]: |
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126 "(\<forall>r. m \<le> r & r < (m + n) --> DERIV (%x. f r x) x :> (f' r x)) |
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127 --> DERIV (%x. \<Sum>n=m..<n::nat. f n x :: real) x :> (\<Sum>r=m..<n. f' r x)" |
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128 apply (induct "n") |
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129 apply (auto intro: DERIV_add) |
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130 done |
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131 |
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132 text{*Alternative definition for differentiability*} |
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133 |
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134 lemma DERIV_LIM_iff: |
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135 "((%h. (f(a + h) - f(a)) / h) -- 0 --> D) = |
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136 ((%x. (f(x)-f(a)) / (x-a)) -- a --> D)" |
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137 apply (rule iffI) |
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138 apply (drule_tac k="- a" in LIM_offset) |
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139 apply (simp add: diff_minus) |
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140 apply (drule_tac k="a" in LIM_offset) |
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141 apply (simp add: add_commute) |
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142 done |
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143 |
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144 lemma DERIV_iff2: "(DERIV f x :> D) = ((%z. (f(z) - f(x)) / (z-x)) -- x --> D)" |
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145 by (simp add: deriv_def diff_minus [symmetric] DERIV_LIM_iff) |
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146 |
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147 lemma inverse_diff_inverse: |
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148 "\<lbrakk>(a::'a::division_ring) \<noteq> 0; b \<noteq> 0\<rbrakk> |
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149 \<Longrightarrow> inverse a - inverse b = - (inverse a * (a - b) * inverse b)" |
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150 by (simp add: ring_simps) |
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151 |
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152 lemma DERIV_inverse_lemma: |
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153 "\<lbrakk>a \<noteq> 0; b \<noteq> (0::'a::real_normed_field)\<rbrakk> |
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154 \<Longrightarrow> (inverse a - inverse b) / h |
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155 = - (inverse a * ((a - b) / h) * inverse b)" |
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156 by (simp add: inverse_diff_inverse) |
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157 |
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158 lemma DERIV_inverse': |
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159 assumes der: "DERIV f x :> D" |
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160 assumes neq: "f x \<noteq> 0" |
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161 shows "DERIV (\<lambda>x. inverse (f x)) x :> - (inverse (f x) * D * inverse (f x))" |
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162 (is "DERIV _ _ :> ?E") |
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163 proof (unfold DERIV_iff2) |
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164 from der have lim_f: "f -- x --> f x" |
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165 by (rule DERIV_isCont [unfolded isCont_def]) |
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166 |
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167 from neq have "0 < norm (f x)" by simp |
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168 with LIM_D [OF lim_f] obtain s |
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169 where s: "0 < s" |
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170 and less_fx: "\<And>z. \<lbrakk>z \<noteq> x; norm (z - x) < s\<rbrakk> |
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171 \<Longrightarrow> norm (f z - f x) < norm (f x)" |
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172 by fast |
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173 |
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174 show "(\<lambda>z. (inverse (f z) - inverse (f x)) / (z - x)) -- x --> ?E" |
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175 proof (rule LIM_equal2 [OF s]) |
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176 fix z |
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177 assume "z \<noteq> x" "norm (z - x) < s" |
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178 hence "norm (f z - f x) < norm (f x)" by (rule less_fx) |
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179 hence "f z \<noteq> 0" by auto |
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180 thus "(inverse (f z) - inverse (f x)) / (z - x) = |
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181 - (inverse (f z) * ((f z - f x) / (z - x)) * inverse (f x))" |
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182 using neq by (rule DERIV_inverse_lemma) |
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183 next |
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184 from der have "(\<lambda>z. (f z - f x) / (z - x)) -- x --> D" |
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185 by (unfold DERIV_iff2) |
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186 thus "(\<lambda>z. - (inverse (f z) * ((f z - f x) / (z - x)) * inverse (f x))) |
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187 -- x --> ?E" |
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188 by (intro LIM_mult LIM_inverse LIM_minus LIM_const lim_f neq) |
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189 qed |
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190 qed |
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191 |
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192 lemma DERIV_divide: |
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193 "\<lbrakk>DERIV f x :> D; DERIV g x :> E; g x \<noteq> 0\<rbrakk> |
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194 \<Longrightarrow> DERIV (\<lambda>x. f x / g x) x :> (D * g x - f x * E) / (g x * g x)" |
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195 apply (subgoal_tac "f x * - (inverse (g x) * E * inverse (g x)) + |
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196 D * inverse (g x) = (D * g x - f x * E) / (g x * g x)") |
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197 apply (erule subst) |
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198 apply (unfold divide_inverse) |
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199 apply (erule DERIV_mult') |
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200 apply (erule (1) DERIV_inverse') |
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201 apply (simp add: ring_distribs nonzero_inverse_mult_distrib) |
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202 apply (simp add: mult_ac) |
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203 done |
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204 |
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205 lemma DERIV_power_Suc: |
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206 fixes f :: "'a \<Rightarrow> 'a::{real_normed_field,recpower}" |
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207 assumes f: "DERIV f x :> D" |
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208 shows "DERIV (\<lambda>x. f x ^ Suc n) x :> (1 + of_nat n) * (D * f x ^ n)" |
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209 proof (induct n) |
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210 case 0 |
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211 show ?case by (simp add: power_Suc f) |
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212 case (Suc k) |
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213 from DERIV_mult' [OF f Suc] show ?case |
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214 apply (simp only: of_nat_Suc ring_distribs mult_1_left) |
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215 apply (simp only: power_Suc right_distrib mult_ac add_ac) |
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216 done |
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217 qed |
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218 |
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219 lemma DERIV_power: |
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220 fixes f :: "'a \<Rightarrow> 'a::{real_normed_field,recpower}" |
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221 assumes f: "DERIV f x :> D" |
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222 shows "DERIV (\<lambda>x. f x ^ n) x :> of_nat n * (D * f x ^ (n - Suc 0))" |
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223 by (cases "n", simp, simp add: DERIV_power_Suc f) |
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224 |
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225 |
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226 (* ------------------------------------------------------------------------ *) |
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227 (* Caratheodory formulation of derivative at a point: standard proof *) |
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228 (* ------------------------------------------------------------------------ *) |
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229 |
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230 lemma CARAT_DERIV: |
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231 "(DERIV f x :> l) = |
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232 (\<exists>g. (\<forall>z. f z - f x = g z * (z-x)) & isCont g x & g x = l)" |
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233 (is "?lhs = ?rhs") |
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234 proof |
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235 assume der: "DERIV f x :> l" |
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236 show "\<exists>g. (\<forall>z. f z - f x = g z * (z-x)) \<and> isCont g x \<and> g x = l" |
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237 proof (intro exI conjI) |
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238 let ?g = "(%z. if z = x then l else (f z - f x) / (z-x))" |
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239 show "\<forall>z. f z - f x = ?g z * (z-x)" by simp |
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240 show "isCont ?g x" using der |
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241 by (simp add: isCont_iff DERIV_iff diff_minus |
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242 cong: LIM_equal [rule_format]) |
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243 show "?g x = l" by simp |
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244 qed |
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245 next |
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246 assume "?rhs" |
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247 then obtain g where |
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248 "(\<forall>z. f z - f x = g z * (z-x))" and "isCont g x" and "g x = l" by blast |
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249 thus "(DERIV f x :> l)" |
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250 by (auto simp add: isCont_iff DERIV_iff cong: LIM_cong) |
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251 qed |
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252 |
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253 lemma DERIV_chain': |
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254 assumes f: "DERIV f x :> D" |
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255 assumes g: "DERIV g (f x) :> E" |
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256 shows "DERIV (\<lambda>x. g (f x)) x :> E * D" |
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257 proof (unfold DERIV_iff2) |
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258 obtain d where d: "\<forall>y. g y - g (f x) = d y * (y - f x)" |
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259 and cont_d: "isCont d (f x)" and dfx: "d (f x) = E" |
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260 using CARAT_DERIV [THEN iffD1, OF g] by fast |
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261 from f have "f -- x --> f x" |
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262 by (rule DERIV_isCont [unfolded isCont_def]) |
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263 with cont_d have "(\<lambda>z. d (f z)) -- x --> d (f x)" |
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264 by (rule isCont_LIM_compose) |
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265 hence "(\<lambda>z. d (f z) * ((f z - f x) / (z - x))) |
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266 -- x --> d (f x) * D" |
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267 by (rule LIM_mult [OF _ f [unfolded DERIV_iff2]]) |
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268 thus "(\<lambda>z. (g (f z) - g (f x)) / (z - x)) -- x --> E * D" |
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269 by (simp add: d dfx real_scaleR_def) |
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270 qed |
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271 |
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272 (* let's do the standard proof though theorem *) |
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273 (* LIM_mult2 follows from a NS proof *) |
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274 |
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275 lemma DERIV_cmult: |
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276 "DERIV f x :> D ==> DERIV (%x. c * f x) x :> c*D" |
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277 by (drule DERIV_mult' [OF DERIV_const], simp) |
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278 |
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279 (* standard version *) |
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280 lemma DERIV_chain: "[| DERIV f (g x) :> Da; DERIV g x :> Db |] ==> DERIV (f o g) x :> Da * Db" |
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281 by (drule (1) DERIV_chain', simp add: o_def real_scaleR_def mult_commute) |
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282 |
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283 lemma DERIV_chain2: "[| DERIV f (g x) :> Da; DERIV g x :> Db |] ==> DERIV (%x. f (g x)) x :> Da * Db" |
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284 by (auto dest: DERIV_chain simp add: o_def) |
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285 |
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286 (*derivative of linear multiplication*) |
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287 lemma DERIV_cmult_Id [simp]: "DERIV (op * c) x :> c" |
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288 by (cut_tac c = c and x = x in DERIV_ident [THEN DERIV_cmult], simp) |
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289 |
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290 lemma DERIV_pow: "DERIV (%x. x ^ n) x :> real n * (x ^ (n - Suc 0))" |
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291 apply (cut_tac DERIV_power [OF DERIV_ident]) |
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292 apply (simp add: real_scaleR_def real_of_nat_def) |
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293 done |
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294 |
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295 text{*Power of -1*} |
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296 |
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297 lemma DERIV_inverse: |
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298 fixes x :: "'a::{real_normed_field,recpower}" |
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299 shows "x \<noteq> 0 ==> DERIV (%x. inverse(x)) x :> (-(inverse x ^ Suc (Suc 0)))" |
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300 by (drule DERIV_inverse' [OF DERIV_ident]) (simp add: power_Suc) |
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301 |
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302 text{*Derivative of inverse*} |
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303 lemma DERIV_inverse_fun: |
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304 fixes x :: "'a::{real_normed_field,recpower}" |
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305 shows "[| DERIV f x :> d; f(x) \<noteq> 0 |] |
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306 ==> DERIV (%x. inverse(f x)) x :> (- (d * inverse(f(x) ^ Suc (Suc 0))))" |
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307 by (drule (1) DERIV_inverse') (simp add: mult_ac power_Suc nonzero_inverse_mult_distrib) |
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308 |
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309 text{*Derivative of quotient*} |
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310 lemma DERIV_quotient: |
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311 fixes x :: "'a::{real_normed_field,recpower}" |
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312 shows "[| DERIV f x :> d; DERIV g x :> e; g(x) \<noteq> 0 |] |
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313 ==> DERIV (%y. f(y) / (g y)) x :> (d*g(x) - (e*f(x))) / (g(x) ^ Suc (Suc 0))" |
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314 by (drule (2) DERIV_divide) (simp add: mult_commute power_Suc) |
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315 |
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316 |
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317 subsection {* Differentiability predicate *} |
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318 |
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319 lemma differentiableD: "f differentiable x ==> \<exists>D. DERIV f x :> D" |
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320 by (simp add: differentiable_def) |
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321 |
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322 lemma differentiableI: "DERIV f x :> D ==> f differentiable x" |
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323 by (force simp add: differentiable_def) |
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324 |
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325 lemma differentiable_const: "(\<lambda>z. a) differentiable x" |
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326 apply (unfold differentiable_def) |
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327 apply (rule_tac x=0 in exI) |
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328 apply simp |
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329 done |
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330 |
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331 lemma differentiable_sum: |
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332 assumes "f differentiable x" |
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333 and "g differentiable x" |
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334 shows "(\<lambda>x. f x + g x) differentiable x" |
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335 proof - |
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336 from prems have "\<exists>D. DERIV f x :> D" by (unfold differentiable_def) |
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337 then obtain df where "DERIV f x :> df" .. |
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338 moreover from prems have "\<exists>D. DERIV g x :> D" by (unfold differentiable_def) |
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339 then obtain dg where "DERIV g x :> dg" .. |
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340 ultimately have "DERIV (\<lambda>x. f x + g x) x :> df + dg" by (rule DERIV_add) |
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341 hence "\<exists>D. DERIV (\<lambda>x. f x + g x) x :> D" by auto |
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342 thus ?thesis by (fold differentiable_def) |
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343 qed |
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344 |
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345 lemma differentiable_diff: |
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346 assumes "f differentiable x" |
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347 and "g differentiable x" |
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348 shows "(\<lambda>x. f x - g x) differentiable x" |
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349 proof - |
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350 from prems have "f differentiable x" by simp |
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351 moreover |
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352 from prems have "\<exists>D. DERIV g x :> D" by (unfold differentiable_def) |
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353 then obtain dg where "DERIV g x :> dg" .. |
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354 then have "DERIV (\<lambda>x. - g x) x :> -dg" by (rule DERIV_minus) |
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355 hence "\<exists>D. DERIV (\<lambda>x. - g x) x :> D" by auto |
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356 hence "(\<lambda>x. - g x) differentiable x" by (fold differentiable_def) |
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357 ultimately |
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358 show ?thesis |
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359 by (auto simp: diff_def dest: differentiable_sum) |
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360 qed |
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361 |
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362 lemma differentiable_mult: |
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363 assumes "f differentiable x" |
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364 and "g differentiable x" |
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365 shows "(\<lambda>x. f x * g x) differentiable x" |
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366 proof - |
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367 from prems have "\<exists>D. DERIV f x :> D" by (unfold differentiable_def) |
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368 then obtain df where "DERIV f x :> df" .. |
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369 moreover from prems have "\<exists>D. DERIV g x :> D" by (unfold differentiable_def) |
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370 then obtain dg where "DERIV g x :> dg" .. |
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371 ultimately have "DERIV (\<lambda>x. f x * g x) x :> df * g x + dg * f x" by (simp add: DERIV_mult) |
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372 hence "\<exists>D. DERIV (\<lambda>x. f x * g x) x :> D" by auto |
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373 thus ?thesis by (fold differentiable_def) |
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374 qed |
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375 |
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376 |
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377 subsection {* Nested Intervals and Bisection *} |
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378 |
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379 text{*Lemmas about nested intervals and proof by bisection (cf.Harrison). |
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380 All considerably tidied by lcp.*} |
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381 |
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382 lemma lemma_f_mono_add [rule_format (no_asm)]: "(\<forall>n. (f::nat=>real) n \<le> f (Suc n)) --> f m \<le> f(m + no)" |
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383 apply (induct "no") |
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384 apply (auto intro: order_trans) |
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385 done |
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386 |
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387 lemma f_inc_g_dec_Beq_f: "[| \<forall>n. f(n) \<le> f(Suc n); |
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388 \<forall>n. g(Suc n) \<le> g(n); |
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389 \<forall>n. f(n) \<le> g(n) |] |
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390 ==> Bseq (f :: nat \<Rightarrow> real)" |
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391 apply (rule_tac k = "f 0" and K = "g 0" in BseqI2, rule allI) |
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392 apply (induct_tac "n") |
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393 apply (auto intro: order_trans) |
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394 apply (rule_tac y = "g (Suc na)" in order_trans) |
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395 apply (induct_tac [2] "na") |
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396 apply (auto intro: order_trans) |
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397 done |
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398 |
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399 lemma f_inc_g_dec_Beq_g: "[| \<forall>n. f(n) \<le> f(Suc n); |
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400 \<forall>n. g(Suc n) \<le> g(n); |
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401 \<forall>n. f(n) \<le> g(n) |] |
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402 ==> Bseq (g :: nat \<Rightarrow> real)" |
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403 apply (subst Bseq_minus_iff [symmetric]) |
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404 apply (rule_tac g = "%x. - (f x)" in f_inc_g_dec_Beq_f) |
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405 apply auto |
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406 done |
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407 |
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408 lemma f_inc_imp_le_lim: |
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409 fixes f :: "nat \<Rightarrow> real" |
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410 shows "\<lbrakk>\<forall>n. f n \<le> f (Suc n); convergent f\<rbrakk> \<Longrightarrow> f n \<le> lim f" |
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411 apply (rule linorder_not_less [THEN iffD1]) |
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412 apply (auto simp add: convergent_LIMSEQ_iff LIMSEQ_iff monoseq_Suc) |
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413 apply (drule real_less_sum_gt_zero) |
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414 apply (drule_tac x = "f n + - lim f" in spec, safe) |
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415 apply (drule_tac P = "%na. no\<le>na --> ?Q na" and x = "no + n" in spec, auto) |
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416 apply (subgoal_tac "lim f \<le> f (no + n) ") |
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417 apply (drule_tac no=no and m=n in lemma_f_mono_add) |
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418 apply (auto simp add: add_commute) |
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419 apply (induct_tac "no") |
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420 apply simp |
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421 apply (auto intro: order_trans simp add: diff_minus abs_if) |
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422 done |
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423 |
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424 lemma lim_uminus: "convergent g ==> lim (%x. - g x) = - (lim g)" |
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425 apply (rule LIMSEQ_minus [THEN limI]) |
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426 apply (simp add: convergent_LIMSEQ_iff) |
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427 done |
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428 |
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429 lemma g_dec_imp_lim_le: |
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430 fixes g :: "nat \<Rightarrow> real" |
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431 shows "\<lbrakk>\<forall>n. g (Suc n) \<le> g(n); convergent g\<rbrakk> \<Longrightarrow> lim g \<le> g n" |
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432 apply (subgoal_tac "- (g n) \<le> - (lim g) ") |
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433 apply (cut_tac [2] f = "%x. - (g x)" in f_inc_imp_le_lim) |
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434 apply (auto simp add: lim_uminus convergent_minus_iff [symmetric]) |
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435 done |
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436 |
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437 lemma lemma_nest: "[| \<forall>n. f(n) \<le> f(Suc n); |
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438 \<forall>n. g(Suc n) \<le> g(n); |
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439 \<forall>n. f(n) \<le> g(n) |] |
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440 ==> \<exists>l m :: real. l \<le> m & ((\<forall>n. f(n) \<le> l) & f ----> l) & |
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441 ((\<forall>n. m \<le> g(n)) & g ----> m)" |
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442 apply (subgoal_tac "monoseq f & monoseq g") |
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443 prefer 2 apply (force simp add: LIMSEQ_iff monoseq_Suc) |
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444 apply (subgoal_tac "Bseq f & Bseq g") |
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445 prefer 2 apply (blast intro: f_inc_g_dec_Beq_f f_inc_g_dec_Beq_g) |
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446 apply (auto dest!: Bseq_monoseq_convergent simp add: convergent_LIMSEQ_iff) |
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447 apply (rule_tac x = "lim f" in exI) |
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448 apply (rule_tac x = "lim g" in exI) |
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449 apply (auto intro: LIMSEQ_le) |
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450 apply (auto simp add: f_inc_imp_le_lim g_dec_imp_lim_le convergent_LIMSEQ_iff) |
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451 done |
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452 |
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453 lemma lemma_nest_unique: "[| \<forall>n. f(n) \<le> f(Suc n); |
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454 \<forall>n. g(Suc n) \<le> g(n); |
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455 \<forall>n. f(n) \<le> g(n); |
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456 (%n. f(n) - g(n)) ----> 0 |] |
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457 ==> \<exists>l::real. ((\<forall>n. f(n) \<le> l) & f ----> l) & |
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458 ((\<forall>n. l \<le> g(n)) & g ----> l)" |
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459 apply (drule lemma_nest, auto) |
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460 apply (subgoal_tac "l = m") |
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461 apply (drule_tac [2] X = f in LIMSEQ_diff) |
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462 apply (auto intro: LIMSEQ_unique) |
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463 done |
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464 |
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465 text{*The universal quantifiers below are required for the declaration |
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466 of @{text Bolzano_nest_unique} below.*} |
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467 |
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468 lemma Bolzano_bisect_le: |
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469 "a \<le> b ==> \<forall>n. fst (Bolzano_bisect P a b n) \<le> snd (Bolzano_bisect P a b n)" |
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470 apply (rule allI) |
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471 apply (induct_tac "n") |
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472 apply (auto simp add: Let_def split_def) |
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473 done |
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474 |
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475 lemma Bolzano_bisect_fst_le_Suc: "a \<le> b ==> |
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476 \<forall>n. fst(Bolzano_bisect P a b n) \<le> fst (Bolzano_bisect P a b (Suc n))" |
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477 apply (rule allI) |
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478 apply (induct_tac "n") |
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479 apply (auto simp add: Bolzano_bisect_le Let_def split_def) |
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480 done |
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481 |
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482 lemma Bolzano_bisect_Suc_le_snd: "a \<le> b ==> |
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483 \<forall>n. snd(Bolzano_bisect P a b (Suc n)) \<le> snd (Bolzano_bisect P a b n)" |
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484 apply (rule allI) |
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485 apply (induct_tac "n") |
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486 apply (auto simp add: Bolzano_bisect_le Let_def split_def) |
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487 done |
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488 |
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489 lemma eq_divide_2_times_iff: "((x::real) = y / (2 * z)) = (2 * x = y/z)" |
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490 apply (auto) |
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491 apply (drule_tac f = "%u. (1/2) *u" in arg_cong) |
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492 apply (simp) |
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493 done |
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494 |
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495 lemma Bolzano_bisect_diff: |
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496 "a \<le> b ==> |
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497 snd(Bolzano_bisect P a b n) - fst(Bolzano_bisect P a b n) = |
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498 (b-a) / (2 ^ n)" |
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499 apply (induct "n") |
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500 apply (auto simp add: eq_divide_2_times_iff add_divide_distrib Let_def split_def) |
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501 done |
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502 |
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503 lemmas Bolzano_nest_unique = |
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504 lemma_nest_unique |
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505 [OF Bolzano_bisect_fst_le_Suc Bolzano_bisect_Suc_le_snd Bolzano_bisect_le] |
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506 |
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507 |
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508 lemma not_P_Bolzano_bisect: |
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509 assumes P: "!!a b c. [| P(a,b); P(b,c); a \<le> b; b \<le> c|] ==> P(a,c)" |
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510 and notP: "~ P(a,b)" |
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511 and le: "a \<le> b" |
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512 shows "~ P(fst(Bolzano_bisect P a b n), snd(Bolzano_bisect P a b n))" |
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513 proof (induct n) |
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514 case 0 show ?case using notP by simp |
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515 next |
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516 case (Suc n) |
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517 thus ?case |
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518 by (auto simp del: surjective_pairing [symmetric] |
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519 simp add: Let_def split_def Bolzano_bisect_le [OF le] |
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520 P [of "fst (Bolzano_bisect P a b n)" _ "snd (Bolzano_bisect P a b n)"]) |
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521 qed |
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522 |
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523 (*Now we re-package P_prem as a formula*) |
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524 lemma not_P_Bolzano_bisect': |
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525 "[| \<forall>a b c. P(a,b) & P(b,c) & a \<le> b & b \<le> c --> P(a,c); |
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526 ~ P(a,b); a \<le> b |] ==> |
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527 \<forall>n. ~ P(fst(Bolzano_bisect P a b n), snd(Bolzano_bisect P a b n))" |
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528 by (blast elim!: not_P_Bolzano_bisect [THEN [2] rev_notE]) |
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529 |
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530 |
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531 |
|
532 lemma lemma_BOLZANO: |
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533 "[| \<forall>a b c. P(a,b) & P(b,c) & a \<le> b & b \<le> c --> P(a,c); |
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534 \<forall>x. \<exists>d::real. 0 < d & |
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535 (\<forall>a b. a \<le> x & x \<le> b & (b-a) < d --> P(a,b)); |
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536 a \<le> b |] |
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537 ==> P(a,b)" |
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538 apply (rule Bolzano_nest_unique [where P1=P, THEN exE], assumption+) |
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539 apply (rule LIMSEQ_minus_cancel) |
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540 apply (simp (no_asm_simp) add: Bolzano_bisect_diff LIMSEQ_divide_realpow_zero) |
|
541 apply (rule ccontr) |
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542 apply (drule not_P_Bolzano_bisect', assumption+) |
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543 apply (rename_tac "l") |
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544 apply (drule_tac x = l in spec, clarify) |
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545 apply (simp add: LIMSEQ_def) |
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546 apply (drule_tac P = "%r. 0<r --> ?Q r" and x = "d/2" in spec) |
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547 apply (drule_tac P = "%r. 0<r --> ?Q r" and x = "d/2" in spec) |
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548 apply (drule real_less_half_sum, auto) |
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549 apply (drule_tac x = "fst (Bolzano_bisect P a b (no + noa))" in spec) |
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550 apply (drule_tac x = "snd (Bolzano_bisect P a b (no + noa))" in spec) |
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551 apply safe |
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552 apply (simp_all (no_asm_simp)) |
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553 apply (rule_tac y = "abs (fst (Bolzano_bisect P a b (no + noa)) - l) + abs (snd (Bolzano_bisect P a b (no + noa)) - l)" in order_le_less_trans) |
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554 apply (simp (no_asm_simp) add: abs_if) |
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555 apply (rule real_sum_of_halves [THEN subst]) |
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556 apply (rule add_strict_mono) |
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557 apply (simp_all add: diff_minus [symmetric]) |
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558 done |
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559 |
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560 |
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561 lemma lemma_BOLZANO2: "((\<forall>a b c. (a \<le> b & b \<le> c & P(a,b) & P(b,c)) --> P(a,c)) & |
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562 (\<forall>x. \<exists>d::real. 0 < d & |
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563 (\<forall>a b. a \<le> x & x \<le> b & (b-a) < d --> P(a,b)))) |
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564 --> (\<forall>a b. a \<le> b --> P(a,b))" |
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565 apply clarify |
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566 apply (blast intro: lemma_BOLZANO) |
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567 done |
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568 |
|
569 |
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570 subsection {* Intermediate Value Theorem *} |
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571 |
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572 text {*Prove Contrapositive by Bisection*} |
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573 |
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574 lemma IVT: "[| f(a::real) \<le> (y::real); y \<le> f(b); |
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575 a \<le> b; |
|
576 (\<forall>x. a \<le> x & x \<le> b --> isCont f x) |] |
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577 ==> \<exists>x. a \<le> x & x \<le> b & f(x) = y" |
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578 apply (rule contrapos_pp, assumption) |
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579 apply (cut_tac P = "% (u,v) . a \<le> u & u \<le> v & v \<le> b --> ~ (f (u) \<le> y & y \<le> f (v))" in lemma_BOLZANO2) |
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580 apply safe |
|
581 apply simp_all |
|
582 apply (simp add: isCont_iff LIM_def) |
|
583 apply (rule ccontr) |
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584 apply (subgoal_tac "a \<le> x & x \<le> b") |
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585 prefer 2 |
|
586 apply simp |
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587 apply (drule_tac P = "%d. 0<d --> ?P d" and x = 1 in spec, arith) |
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588 apply (drule_tac x = x in spec)+ |
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589 apply simp |
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590 apply (drule_tac P = "%r. ?P r --> (\<exists>s>0. ?Q r s) " and x = "\<bar>y - f x\<bar>" in spec) |
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591 apply safe |
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592 apply simp |
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593 apply (drule_tac x = s in spec, clarify) |
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594 apply (cut_tac x = "f x" and y = y in linorder_less_linear, safe) |
|
595 apply (drule_tac x = "ba-x" in spec) |
|
596 apply (simp_all add: abs_if) |
|
597 apply (drule_tac x = "aa-x" in spec) |
|
598 apply (case_tac "x \<le> aa", simp_all) |
|
599 done |
|
600 |
|
601 lemma IVT2: "[| f(b::real) \<le> (y::real); y \<le> f(a); |
|
602 a \<le> b; |
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603 (\<forall>x. a \<le> x & x \<le> b --> isCont f x) |
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604 |] ==> \<exists>x. a \<le> x & x \<le> b & f(x) = y" |
|
605 apply (subgoal_tac "- f a \<le> -y & -y \<le> - f b", clarify) |
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606 apply (drule IVT [where f = "%x. - f x"], assumption) |
|
607 apply (auto intro: isCont_minus) |
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608 done |
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609 |
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610 (*HOL style here: object-level formulations*) |
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611 lemma IVT_objl: "(f(a::real) \<le> (y::real) & y \<le> f(b) & a \<le> b & |
|
612 (\<forall>x. a \<le> x & x \<le> b --> isCont f x)) |
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613 --> (\<exists>x. a \<le> x & x \<le> b & f(x) = y)" |
|
614 apply (blast intro: IVT) |
|
615 done |
|
616 |
|
617 lemma IVT2_objl: "(f(b::real) \<le> (y::real) & y \<le> f(a) & a \<le> b & |
|
618 (\<forall>x. a \<le> x & x \<le> b --> isCont f x)) |
|
619 --> (\<exists>x. a \<le> x & x \<le> b & f(x) = y)" |
|
620 apply (blast intro: IVT2) |
|
621 done |
|
622 |
|
623 text{*By bisection, function continuous on closed interval is bounded above*} |
|
624 |
|
625 lemma isCont_bounded: |
|
626 "[| a \<le> b; \<forall>x. a \<le> x & x \<le> b --> isCont f x |] |
|
627 ==> \<exists>M::real. \<forall>x::real. a \<le> x & x \<le> b --> f(x) \<le> M" |
|
628 apply (cut_tac P = "% (u,v) . a \<le> u & u \<le> v & v \<le> b --> (\<exists>M. \<forall>x. u \<le> x & x \<le> v --> f x \<le> M)" in lemma_BOLZANO2) |
|
629 apply safe |
|
630 apply simp_all |
|
631 apply (rename_tac x xa ya M Ma) |
|
632 apply (cut_tac x = M and y = Ma in linorder_linear, safe) |
|
633 apply (rule_tac x = Ma in exI, clarify) |
|
634 apply (cut_tac x = xb and y = xa in linorder_linear, force) |
|
635 apply (rule_tac x = M in exI, clarify) |
|
636 apply (cut_tac x = xb and y = xa in linorder_linear, force) |
|
637 apply (case_tac "a \<le> x & x \<le> b") |
|
638 apply (rule_tac [2] x = 1 in exI) |
|
639 prefer 2 apply force |
|
640 apply (simp add: LIM_def isCont_iff) |
|
641 apply (drule_tac x = x in spec, auto) |
|
642 apply (erule_tac V = "\<forall>M. \<exists>x. a \<le> x & x \<le> b & ~ f x \<le> M" in thin_rl) |
|
643 apply (drule_tac x = 1 in spec, auto) |
|
644 apply (rule_tac x = s in exI, clarify) |
|
645 apply (rule_tac x = "\<bar>f x\<bar> + 1" in exI, clarify) |
|
646 apply (drule_tac x = "xa-x" in spec) |
|
647 apply (auto simp add: abs_ge_self) |
|
648 done |
|
649 |
|
650 text{*Refine the above to existence of least upper bound*} |
|
651 |
|
652 lemma lemma_reals_complete: "((\<exists>x. x \<in> S) & (\<exists>y. isUb UNIV S (y::real))) --> |
|
653 (\<exists>t. isLub UNIV S t)" |
|
654 by (blast intro: reals_complete) |
|
655 |
|
656 lemma isCont_has_Ub: "[| a \<le> b; \<forall>x. a \<le> x & x \<le> b --> isCont f x |] |
|
657 ==> \<exists>M::real. (\<forall>x::real. a \<le> x & x \<le> b --> f(x) \<le> M) & |
|
658 (\<forall>N. N < M --> (\<exists>x. a \<le> x & x \<le> b & N < f(x)))" |
|
659 apply (cut_tac S = "Collect (%y. \<exists>x. a \<le> x & x \<le> b & y = f x)" |
|
660 in lemma_reals_complete) |
|
661 apply auto |
|
662 apply (drule isCont_bounded, assumption) |
|
663 apply (auto simp add: isUb_def leastP_def isLub_def setge_def setle_def) |
|
664 apply (rule exI, auto) |
|
665 apply (auto dest!: spec simp add: linorder_not_less) |
|
666 done |
|
667 |
|
668 text{*Now show that it attains its upper bound*} |
|
669 |
|
670 lemma isCont_eq_Ub: |
|
671 assumes le: "a \<le> b" |
|
672 and con: "\<forall>x::real. a \<le> x & x \<le> b --> isCont f x" |
|
673 shows "\<exists>M::real. (\<forall>x. a \<le> x & x \<le> b --> f(x) \<le> M) & |
|
674 (\<exists>x. a \<le> x & x \<le> b & f(x) = M)" |
|
675 proof - |
|
676 from isCont_has_Ub [OF le con] |
|
677 obtain M where M1: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> f x \<le> M" |
|
678 and M2: "!!N. N<M ==> \<exists>x. a \<le> x \<and> x \<le> b \<and> N < f x" by blast |
|
679 show ?thesis |
|
680 proof (intro exI, intro conjI) |
|
681 show " \<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> f x \<le> M" by (rule M1) |
|
682 show "\<exists>x. a \<le> x \<and> x \<le> b \<and> f x = M" |
|
683 proof (rule ccontr) |
|
684 assume "\<not> (\<exists>x. a \<le> x \<and> x \<le> b \<and> f x = M)" |
|
685 with M1 have M3: "\<forall>x. a \<le> x & x \<le> b --> f x < M" |
|
686 by (fastsimp simp add: linorder_not_le [symmetric]) |
|
687 hence "\<forall>x. a \<le> x & x \<le> b --> isCont (%x. inverse (M - f x)) x" |
|
688 by (auto simp add: isCont_inverse isCont_diff con) |
|
689 from isCont_bounded [OF le this] |
|
690 obtain k where k: "!!x. a \<le> x & x \<le> b --> inverse (M - f x) \<le> k" by auto |
|
691 have Minv: "!!x. a \<le> x & x \<le> b --> 0 < inverse (M - f (x))" |
|
692 by (simp add: M3 compare_rls) |
|
693 have "!!x. a \<le> x & x \<le> b --> inverse (M - f x) < k+1" using k |
|
694 by (auto intro: order_le_less_trans [of _ k]) |
|
695 with Minv |
|
696 have "!!x. a \<le> x & x \<le> b --> inverse(k+1) < inverse(inverse(M - f x))" |
|
697 by (intro strip less_imp_inverse_less, simp_all) |
|
698 hence invlt: "!!x. a \<le> x & x \<le> b --> inverse(k+1) < M - f x" |
|
699 by simp |
|
700 have "M - inverse (k+1) < M" using k [of a] Minv [of a] le |
|
701 by (simp, arith) |
|
702 from M2 [OF this] |
|
703 obtain x where ax: "a \<le> x & x \<le> b & M - inverse(k+1) < f x" .. |
|
704 thus False using invlt [of x] by force |
|
705 qed |
|
706 qed |
|
707 qed |
|
708 |
|
709 |
|
710 text{*Same theorem for lower bound*} |
|
711 |
|
712 lemma isCont_eq_Lb: "[| a \<le> b; \<forall>x. a \<le> x & x \<le> b --> isCont f x |] |
|
713 ==> \<exists>M::real. (\<forall>x::real. a \<le> x & x \<le> b --> M \<le> f(x)) & |
|
714 (\<exists>x. a \<le> x & x \<le> b & f(x) = M)" |
|
715 apply (subgoal_tac "\<forall>x. a \<le> x & x \<le> b --> isCont (%x. - (f x)) x") |
|
716 prefer 2 apply (blast intro: isCont_minus) |
|
717 apply (drule_tac f = "(%x. - (f x))" in isCont_eq_Ub) |
|
718 apply safe |
|
719 apply auto |
|
720 done |
|
721 |
|
722 |
|
723 text{*Another version.*} |
|
724 |
|
725 lemma isCont_Lb_Ub: "[|a \<le> b; \<forall>x. a \<le> x & x \<le> b --> isCont f x |] |
|
726 ==> \<exists>L M::real. (\<forall>x::real. a \<le> x & x \<le> b --> L \<le> f(x) & f(x) \<le> M) & |
|
727 (\<forall>y. L \<le> y & y \<le> M --> (\<exists>x. a \<le> x & x \<le> b & (f(x) = y)))" |
|
728 apply (frule isCont_eq_Lb) |
|
729 apply (frule_tac [2] isCont_eq_Ub) |
|
730 apply (assumption+, safe) |
|
731 apply (rule_tac x = "f x" in exI) |
|
732 apply (rule_tac x = "f xa" in exI, simp, safe) |
|
733 apply (cut_tac x = x and y = xa in linorder_linear, safe) |
|
734 apply (cut_tac f = f and a = x and b = xa and y = y in IVT_objl) |
|
735 apply (cut_tac [2] f = f and a = xa and b = x and y = y in IVT2_objl, safe) |
|
736 apply (rule_tac [2] x = xb in exI) |
|
737 apply (rule_tac [4] x = xb in exI, simp_all) |
|
738 done |
|
739 |
|
740 |
|
741 text{*If @{term "0 < f'(x)"} then @{term x} is Locally Strictly Increasing At The Right*} |
|
742 |
|
743 lemma DERIV_left_inc: |
|
744 fixes f :: "real => real" |
|
745 assumes der: "DERIV f x :> l" |
|
746 and l: "0 < l" |
|
747 shows "\<exists>d > 0. \<forall>h > 0. h < d --> f(x) < f(x + h)" |
|
748 proof - |
|
749 from l der [THEN DERIV_D, THEN LIM_D [where r = "l"]] |
|
750 have "\<exists>s > 0. (\<forall>z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < l)" |
|
751 by (simp add: diff_minus) |
|
752 then obtain s |
|
753 where s: "0 < s" |
|
754 and all: "!!z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < l" |
|
755 by auto |
|
756 thus ?thesis |
|
757 proof (intro exI conjI strip) |
|
758 show "0<s" using s . |
|
759 fix h::real |
|
760 assume "0 < h" "h < s" |
|
761 with all [of h] show "f x < f (x+h)" |
|
762 proof (simp add: abs_if pos_less_divide_eq diff_minus [symmetric] |
|
763 split add: split_if_asm) |
|
764 assume "~ (f (x+h) - f x) / h < l" and h: "0 < h" |
|
765 with l |
|
766 have "0 < (f (x+h) - f x) / h" by arith |
|
767 thus "f x < f (x+h)" |
|
768 by (simp add: pos_less_divide_eq h) |
|
769 qed |
|
770 qed |
|
771 qed |
|
772 |
|
773 lemma DERIV_left_dec: |
|
774 fixes f :: "real => real" |
|
775 assumes der: "DERIV f x :> l" |
|
776 and l: "l < 0" |
|
777 shows "\<exists>d > 0. \<forall>h > 0. h < d --> f(x) < f(x-h)" |
|
778 proof - |
|
779 from l der [THEN DERIV_D, THEN LIM_D [where r = "-l"]] |
|
780 have "\<exists>s > 0. (\<forall>z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < -l)" |
|
781 by (simp add: diff_minus) |
|
782 then obtain s |
|
783 where s: "0 < s" |
|
784 and all: "!!z. z \<noteq> 0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>(f(x+z) - f x) / z - l\<bar> < -l" |
|
785 by auto |
|
786 thus ?thesis |
|
787 proof (intro exI conjI strip) |
|
788 show "0<s" using s . |
|
789 fix h::real |
|
790 assume "0 < h" "h < s" |
|
791 with all [of "-h"] show "f x < f (x-h)" |
|
792 proof (simp add: abs_if pos_less_divide_eq diff_minus [symmetric] |
|
793 split add: split_if_asm) |
|
794 assume " - ((f (x-h) - f x) / h) < l" and h: "0 < h" |
|
795 with l |
|
796 have "0 < (f (x-h) - f x) / h" by arith |
|
797 thus "f x < f (x-h)" |
|
798 by (simp add: pos_less_divide_eq h) |
|
799 qed |
|
800 qed |
|
801 qed |
|
802 |
|
803 lemma DERIV_local_max: |
|
804 fixes f :: "real => real" |
|
805 assumes der: "DERIV f x :> l" |
|
806 and d: "0 < d" |
|
807 and le: "\<forall>y. \<bar>x-y\<bar> < d --> f(y) \<le> f(x)" |
|
808 shows "l = 0" |
|
809 proof (cases rule: linorder_cases [of l 0]) |
|
810 case equal thus ?thesis . |
|
811 next |
|
812 case less |
|
813 from DERIV_left_dec [OF der less] |
|
814 obtain d' where d': "0 < d'" |
|
815 and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x-h)" by blast |
|
816 from real_lbound_gt_zero [OF d d'] |
|
817 obtain e where "0 < e \<and> e < d \<and> e < d'" .. |
|
818 with lt le [THEN spec [where x="x-e"]] |
|
819 show ?thesis by (auto simp add: abs_if) |
|
820 next |
|
821 case greater |
|
822 from DERIV_left_inc [OF der greater] |
|
823 obtain d' where d': "0 < d'" |
|
824 and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x + h)" by blast |
|
825 from real_lbound_gt_zero [OF d d'] |
|
826 obtain e where "0 < e \<and> e < d \<and> e < d'" .. |
|
827 with lt le [THEN spec [where x="x+e"]] |
|
828 show ?thesis by (auto simp add: abs_if) |
|
829 qed |
|
830 |
|
831 |
|
832 text{*Similar theorem for a local minimum*} |
|
833 lemma DERIV_local_min: |
|
834 fixes f :: "real => real" |
|
835 shows "[| DERIV f x :> l; 0 < d; \<forall>y. \<bar>x-y\<bar> < d --> f(x) \<le> f(y) |] ==> l = 0" |
|
836 by (drule DERIV_minus [THEN DERIV_local_max], auto) |
|
837 |
|
838 |
|
839 text{*In particular, if a function is locally flat*} |
|
840 lemma DERIV_local_const: |
|
841 fixes f :: "real => real" |
|
842 shows "[| DERIV f x :> l; 0 < d; \<forall>y. \<bar>x-y\<bar> < d --> f(x) = f(y) |] ==> l = 0" |
|
843 by (auto dest!: DERIV_local_max) |
|
844 |
|
845 text{*Lemma about introducing open ball in open interval*} |
|
846 lemma lemma_interval_lt: |
|
847 "[| a < x; x < b |] |
|
848 ==> \<exists>d::real. 0 < d & (\<forall>y. \<bar>x-y\<bar> < d --> a < y & y < b)" |
|
849 |
|
850 apply (simp add: abs_less_iff) |
|
851 apply (insert linorder_linear [of "x-a" "b-x"], safe) |
|
852 apply (rule_tac x = "x-a" in exI) |
|
853 apply (rule_tac [2] x = "b-x" in exI, auto) |
|
854 done |
|
855 |
|
856 lemma lemma_interval: "[| a < x; x < b |] ==> |
|
857 \<exists>d::real. 0 < d & (\<forall>y. \<bar>x-y\<bar> < d --> a \<le> y & y \<le> b)" |
|
858 apply (drule lemma_interval_lt, auto) |
|
859 apply (auto intro!: exI) |
|
860 done |
|
861 |
|
862 text{*Rolle's Theorem. |
|
863 If @{term f} is defined and continuous on the closed interval |
|
864 @{text "[a,b]"} and differentiable on the open interval @{text "(a,b)"}, |
|
865 and @{term "f(a) = f(b)"}, |
|
866 then there exists @{text "x0 \<in> (a,b)"} such that @{term "f'(x0) = 0"}*} |
|
867 theorem Rolle: |
|
868 assumes lt: "a < b" |
|
869 and eq: "f(a) = f(b)" |
|
870 and con: "\<forall>x. a \<le> x & x \<le> b --> isCont f x" |
|
871 and dif [rule_format]: "\<forall>x. a < x & x < b --> f differentiable x" |
|
872 shows "\<exists>z::real. a < z & z < b & DERIV f z :> 0" |
|
873 proof - |
|
874 have le: "a \<le> b" using lt by simp |
|
875 from isCont_eq_Ub [OF le con] |
|
876 obtain x where x_max: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f z \<le> f x" |
|
877 and alex: "a \<le> x" and xleb: "x \<le> b" |
|
878 by blast |
|
879 from isCont_eq_Lb [OF le con] |
|
880 obtain x' where x'_min: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f x' \<le> f z" |
|
881 and alex': "a \<le> x'" and x'leb: "x' \<le> b" |
|
882 by blast |
|
883 show ?thesis |
|
884 proof cases |
|
885 assume axb: "a < x & x < b" |
|
886 --{*@{term f} attains its maximum within the interval*} |
|
887 hence ax: "a<x" and xb: "x<b" by arith + |
|
888 from lemma_interval [OF ax xb] |
|
889 obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b" |
|
890 by blast |
|
891 hence bound': "\<forall>y. \<bar>x-y\<bar> < d \<longrightarrow> f y \<le> f x" using x_max |
|
892 by blast |
|
893 from differentiableD [OF dif [OF axb]] |
|
894 obtain l where der: "DERIV f x :> l" .. |
|
895 have "l=0" by (rule DERIV_local_max [OF der d bound']) |
|
896 --{*the derivative at a local maximum is zero*} |
|
897 thus ?thesis using ax xb der by auto |
|
898 next |
|
899 assume notaxb: "~ (a < x & x < b)" |
|
900 hence xeqab: "x=a | x=b" using alex xleb by arith |
|
901 hence fb_eq_fx: "f b = f x" by (auto simp add: eq) |
|
902 show ?thesis |
|
903 proof cases |
|
904 assume ax'b: "a < x' & x' < b" |
|
905 --{*@{term f} attains its minimum within the interval*} |
|
906 hence ax': "a<x'" and x'b: "x'<b" by arith+ |
|
907 from lemma_interval [OF ax' x'b] |
|
908 obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b" |
|
909 by blast |
|
910 hence bound': "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> f x' \<le> f y" using x'_min |
|
911 by blast |
|
912 from differentiableD [OF dif [OF ax'b]] |
|
913 obtain l where der: "DERIV f x' :> l" .. |
|
914 have "l=0" by (rule DERIV_local_min [OF der d bound']) |
|
915 --{*the derivative at a local minimum is zero*} |
|
916 thus ?thesis using ax' x'b der by auto |
|
917 next |
|
918 assume notax'b: "~ (a < x' & x' < b)" |
|
919 --{*@{term f} is constant througout the interval*} |
|
920 hence x'eqab: "x'=a | x'=b" using alex' x'leb by arith |
|
921 hence fb_eq_fx': "f b = f x'" by (auto simp add: eq) |
|
922 from dense [OF lt] |
|
923 obtain r where ar: "a < r" and rb: "r < b" by blast |
|
924 from lemma_interval [OF ar rb] |
|
925 obtain d where d: "0<d" and bound: "\<forall>y. \<bar>r-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b" |
|
926 by blast |
|
927 have eq_fb: "\<forall>z. a \<le> z --> z \<le> b --> f z = f b" |
|
928 proof (clarify) |
|
929 fix z::real |
|
930 assume az: "a \<le> z" and zb: "z \<le> b" |
|
931 show "f z = f b" |
|
932 proof (rule order_antisym) |
|
933 show "f z \<le> f b" by (simp add: fb_eq_fx x_max az zb) |
|
934 show "f b \<le> f z" by (simp add: fb_eq_fx' x'_min az zb) |
|
935 qed |
|
936 qed |
|
937 have bound': "\<forall>y. \<bar>r-y\<bar> < d \<longrightarrow> f r = f y" |
|
938 proof (intro strip) |
|
939 fix y::real |
|
940 assume lt: "\<bar>r-y\<bar> < d" |
|
941 hence "f y = f b" by (simp add: eq_fb bound) |
|
942 thus "f r = f y" by (simp add: eq_fb ar rb order_less_imp_le) |
|
943 qed |
|
944 from differentiableD [OF dif [OF conjI [OF ar rb]]] |
|
945 obtain l where der: "DERIV f r :> l" .. |
|
946 have "l=0" by (rule DERIV_local_const [OF der d bound']) |
|
947 --{*the derivative of a constant function is zero*} |
|
948 thus ?thesis using ar rb der by auto |
|
949 qed |
|
950 qed |
|
951 qed |
|
952 |
|
953 |
|
954 subsection{*Mean Value Theorem*} |
|
955 |
|
956 lemma lemma_MVT: |
|
957 "f a - (f b - f a)/(b-a) * a = f b - (f b - f a)/(b-a) * (b::real)" |
|
958 proof cases |
|
959 assume "a=b" thus ?thesis by simp |
|
960 next |
|
961 assume "a\<noteq>b" |
|
962 hence ba: "b-a \<noteq> 0" by arith |
|
963 show ?thesis |
|
964 by (rule real_mult_left_cancel [OF ba, THEN iffD1], |
|
965 simp add: right_diff_distrib, |
|
966 simp add: left_diff_distrib) |
|
967 qed |
|
968 |
|
969 theorem MVT: |
|
970 assumes lt: "a < b" |
|
971 and con: "\<forall>x. a \<le> x & x \<le> b --> isCont f x" |
|
972 and dif [rule_format]: "\<forall>x. a < x & x < b --> f differentiable x" |
|
973 shows "\<exists>l z::real. a < z & z < b & DERIV f z :> l & |
|
974 (f(b) - f(a) = (b-a) * l)" |
|
975 proof - |
|
976 let ?F = "%x. f x - ((f b - f a) / (b-a)) * x" |
|
977 have contF: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?F x" using con |
|
978 by (fast intro: isCont_diff isCont_const isCont_mult isCont_ident) |
|
979 have difF: "\<forall>x. a < x \<and> x < b \<longrightarrow> ?F differentiable x" |
|
980 proof (clarify) |
|
981 fix x::real |
|
982 assume ax: "a < x" and xb: "x < b" |
|
983 from differentiableD [OF dif [OF conjI [OF ax xb]]] |
|
984 obtain l where der: "DERIV f x :> l" .. |
|
985 show "?F differentiable x" |
|
986 by (rule differentiableI [where D = "l - (f b - f a)/(b-a)"], |
|
987 blast intro: DERIV_diff DERIV_cmult_Id der) |
|
988 qed |
|
989 from Rolle [where f = ?F, OF lt lemma_MVT contF difF] |
|
990 obtain z where az: "a < z" and zb: "z < b" and der: "DERIV ?F z :> 0" |
|
991 by blast |
|
992 have "DERIV (%x. ((f b - f a)/(b-a)) * x) z :> (f b - f a)/(b-a)" |
|
993 by (rule DERIV_cmult_Id) |
|
994 hence derF: "DERIV (\<lambda>x. ?F x + (f b - f a) / (b - a) * x) z |
|
995 :> 0 + (f b - f a) / (b - a)" |
|
996 by (rule DERIV_add [OF der]) |
|
997 show ?thesis |
|
998 proof (intro exI conjI) |
|
999 show "a < z" using az . |
|
1000 show "z < b" using zb . |
|
1001 show "f b - f a = (b - a) * ((f b - f a)/(b-a))" by (simp) |
|
1002 show "DERIV f z :> ((f b - f a)/(b-a))" using derF by simp |
|
1003 qed |
|
1004 qed |
|
1005 |
|
1006 |
|
1007 text{*A function is constant if its derivative is 0 over an interval.*} |
|
1008 |
|
1009 lemma DERIV_isconst_end: |
|
1010 fixes f :: "real => real" |
|
1011 shows "[| a < b; |
|
1012 \<forall>x. a \<le> x & x \<le> b --> isCont f x; |
|
1013 \<forall>x. a < x & x < b --> DERIV f x :> 0 |] |
|
1014 ==> f b = f a" |
|
1015 apply (drule MVT, assumption) |
|
1016 apply (blast intro: differentiableI) |
|
1017 apply (auto dest!: DERIV_unique simp add: diff_eq_eq) |
|
1018 done |
|
1019 |
|
1020 lemma DERIV_isconst1: |
|
1021 fixes f :: "real => real" |
|
1022 shows "[| a < b; |
|
1023 \<forall>x. a \<le> x & x \<le> b --> isCont f x; |
|
1024 \<forall>x. a < x & x < b --> DERIV f x :> 0 |] |
|
1025 ==> \<forall>x. a \<le> x & x \<le> b --> f x = f a" |
|
1026 apply safe |
|
1027 apply (drule_tac x = a in order_le_imp_less_or_eq, safe) |
|
1028 apply (drule_tac b = x in DERIV_isconst_end, auto) |
|
1029 done |
|
1030 |
|
1031 lemma DERIV_isconst2: |
|
1032 fixes f :: "real => real" |
|
1033 shows "[| a < b; |
|
1034 \<forall>x. a \<le> x & x \<le> b --> isCont f x; |
|
1035 \<forall>x. a < x & x < b --> DERIV f x :> 0; |
|
1036 a \<le> x; x \<le> b |] |
|
1037 ==> f x = f a" |
|
1038 apply (blast dest: DERIV_isconst1) |
|
1039 done |
|
1040 |
|
1041 lemma DERIV_isconst_all: |
|
1042 fixes f :: "real => real" |
|
1043 shows "\<forall>x. DERIV f x :> 0 ==> f(x) = f(y)" |
|
1044 apply (rule linorder_cases [of x y]) |
|
1045 apply (blast intro: sym DERIV_isCont DERIV_isconst_end)+ |
|
1046 done |
|
1047 |
|
1048 lemma DERIV_const_ratio_const: |
|
1049 fixes f :: "real => real" |
|
1050 shows "[|a \<noteq> b; \<forall>x. DERIV f x :> k |] ==> (f(b) - f(a)) = (b-a) * k" |
|
1051 apply (rule linorder_cases [of a b], auto) |
|
1052 apply (drule_tac [!] f = f in MVT) |
|
1053 apply (auto dest: DERIV_isCont DERIV_unique simp add: differentiable_def) |
|
1054 apply (auto dest: DERIV_unique simp add: ring_distribs diff_minus) |
|
1055 done |
|
1056 |
|
1057 lemma DERIV_const_ratio_const2: |
|
1058 fixes f :: "real => real" |
|
1059 shows "[|a \<noteq> b; \<forall>x. DERIV f x :> k |] ==> (f(b) - f(a))/(b-a) = k" |
|
1060 apply (rule_tac c1 = "b-a" in real_mult_right_cancel [THEN iffD1]) |
|
1061 apply (auto dest!: DERIV_const_ratio_const simp add: mult_assoc) |
|
1062 done |
|
1063 |
|
1064 lemma real_average_minus_first [simp]: "((a + b) /2 - a) = (b-a)/(2::real)" |
|
1065 by (simp) |
|
1066 |
|
1067 lemma real_average_minus_second [simp]: "((b + a)/2 - a) = (b-a)/(2::real)" |
|
1068 by (simp) |
|
1069 |
|
1070 text{*Gallileo's "trick": average velocity = av. of end velocities*} |
|
1071 |
|
1072 lemma DERIV_const_average: |
|
1073 fixes v :: "real => real" |
|
1074 assumes neq: "a \<noteq> (b::real)" |
|
1075 and der: "\<forall>x. DERIV v x :> k" |
|
1076 shows "v ((a + b)/2) = (v a + v b)/2" |
|
1077 proof (cases rule: linorder_cases [of a b]) |
|
1078 case equal with neq show ?thesis by simp |
|
1079 next |
|
1080 case less |
|
1081 have "(v b - v a) / (b - a) = k" |
|
1082 by (rule DERIV_const_ratio_const2 [OF neq der]) |
|
1083 hence "(b-a) * ((v b - v a) / (b-a)) = (b-a) * k" by simp |
|
1084 moreover have "(v ((a + b) / 2) - v a) / ((a + b) / 2 - a) = k" |
|
1085 by (rule DERIV_const_ratio_const2 [OF _ der], simp add: neq) |
|
1086 ultimately show ?thesis using neq by force |
|
1087 next |
|
1088 case greater |
|
1089 have "(v b - v a) / (b - a) = k" |
|
1090 by (rule DERIV_const_ratio_const2 [OF neq der]) |
|
1091 hence "(b-a) * ((v b - v a) / (b-a)) = (b-a) * k" by simp |
|
1092 moreover have " (v ((b + a) / 2) - v a) / ((b + a) / 2 - a) = k" |
|
1093 by (rule DERIV_const_ratio_const2 [OF _ der], simp add: neq) |
|
1094 ultimately show ?thesis using neq by (force simp add: add_commute) |
|
1095 qed |
|
1096 |
|
1097 |
|
1098 text{*Dull lemma: an continuous injection on an interval must have a |
|
1099 strict maximum at an end point, not in the middle.*} |
|
1100 |
|
1101 lemma lemma_isCont_inj: |
|
1102 fixes f :: "real \<Rightarrow> real" |
|
1103 assumes d: "0 < d" |
|
1104 and inj [rule_format]: "\<forall>z. \<bar>z-x\<bar> \<le> d --> g(f z) = z" |
|
1105 and cont: "\<forall>z. \<bar>z-x\<bar> \<le> d --> isCont f z" |
|
1106 shows "\<exists>z. \<bar>z-x\<bar> \<le> d & f x < f z" |
|
1107 proof (rule ccontr) |
|
1108 assume "~ (\<exists>z. \<bar>z-x\<bar> \<le> d & f x < f z)" |
|
1109 hence all [rule_format]: "\<forall>z. \<bar>z - x\<bar> \<le> d --> f z \<le> f x" by auto |
|
1110 show False |
|
1111 proof (cases rule: linorder_le_cases [of "f(x-d)" "f(x+d)"]) |
|
1112 case le |
|
1113 from d cont all [of "x+d"] |
|
1114 have flef: "f(x+d) \<le> f x" |
|
1115 and xlex: "x - d \<le> x" |
|
1116 and cont': "\<forall>z. x - d \<le> z \<and> z \<le> x \<longrightarrow> isCont f z" |
|
1117 by (auto simp add: abs_if) |
|
1118 from IVT [OF le flef xlex cont'] |
|
1119 obtain x' where "x-d \<le> x'" "x' \<le> x" "f x' = f(x+d)" by blast |
|
1120 moreover |
|
1121 hence "g(f x') = g (f(x+d))" by simp |
|
1122 ultimately show False using d inj [of x'] inj [of "x+d"] |
|
1123 by (simp add: abs_le_iff) |
|
1124 next |
|
1125 case ge |
|
1126 from d cont all [of "x-d"] |
|
1127 have flef: "f(x-d) \<le> f x" |
|
1128 and xlex: "x \<le> x+d" |
|
1129 and cont': "\<forall>z. x \<le> z \<and> z \<le> x+d \<longrightarrow> isCont f z" |
|
1130 by (auto simp add: abs_if) |
|
1131 from IVT2 [OF ge flef xlex cont'] |
|
1132 obtain x' where "x \<le> x'" "x' \<le> x+d" "f x' = f(x-d)" by blast |
|
1133 moreover |
|
1134 hence "g(f x') = g (f(x-d))" by simp |
|
1135 ultimately show False using d inj [of x'] inj [of "x-d"] |
|
1136 by (simp add: abs_le_iff) |
|
1137 qed |
|
1138 qed |
|
1139 |
|
1140 |
|
1141 text{*Similar version for lower bound.*} |
|
1142 |
|
1143 lemma lemma_isCont_inj2: |
|
1144 fixes f g :: "real \<Rightarrow> real" |
|
1145 shows "[|0 < d; \<forall>z. \<bar>z-x\<bar> \<le> d --> g(f z) = z; |
|
1146 \<forall>z. \<bar>z-x\<bar> \<le> d --> isCont f z |] |
|
1147 ==> \<exists>z. \<bar>z-x\<bar> \<le> d & f z < f x" |
|
1148 apply (insert lemma_isCont_inj |
|
1149 [where f = "%x. - f x" and g = "%y. g(-y)" and x = x and d = d]) |
|
1150 apply (simp add: isCont_minus linorder_not_le) |
|
1151 done |
|
1152 |
|
1153 text{*Show there's an interval surrounding @{term "f(x)"} in |
|
1154 @{text "f[[x - d, x + d]]"} .*} |
|
1155 |
|
1156 lemma isCont_inj_range: |
|
1157 fixes f :: "real \<Rightarrow> real" |
|
1158 assumes d: "0 < d" |
|
1159 and inj: "\<forall>z. \<bar>z-x\<bar> \<le> d --> g(f z) = z" |
|
1160 and cont: "\<forall>z. \<bar>z-x\<bar> \<le> d --> isCont f z" |
|
1161 shows "\<exists>e>0. \<forall>y. \<bar>y - f x\<bar> \<le> e --> (\<exists>z. \<bar>z-x\<bar> \<le> d & f z = y)" |
|
1162 proof - |
|
1163 have "x-d \<le> x+d" "\<forall>z. x-d \<le> z \<and> z \<le> x+d \<longrightarrow> isCont f z" using cont d |
|
1164 by (auto simp add: abs_le_iff) |
|
1165 from isCont_Lb_Ub [OF this] |
|
1166 obtain L M |
|
1167 where all1 [rule_format]: "\<forall>z. x-d \<le> z \<and> z \<le> x+d \<longrightarrow> L \<le> f z \<and> f z \<le> M" |
|
1168 and all2 [rule_format]: |
|
1169 "\<forall>y. L \<le> y \<and> y \<le> M \<longrightarrow> (\<exists>z. x-d \<le> z \<and> z \<le> x+d \<and> f z = y)" |
|
1170 by auto |
|
1171 with d have "L \<le> f x & f x \<le> M" by simp |
|
1172 moreover have "L \<noteq> f x" |
|
1173 proof - |
|
1174 from lemma_isCont_inj2 [OF d inj cont] |
|
1175 obtain u where "\<bar>u - x\<bar> \<le> d" "f u < f x" by auto |
|
1176 thus ?thesis using all1 [of u] by arith |
|
1177 qed |
|
1178 moreover have "f x \<noteq> M" |
|
1179 proof - |
|
1180 from lemma_isCont_inj [OF d inj cont] |
|
1181 obtain u where "\<bar>u - x\<bar> \<le> d" "f x < f u" by auto |
|
1182 thus ?thesis using all1 [of u] by arith |
|
1183 qed |
|
1184 ultimately have "L < f x & f x < M" by arith |
|
1185 hence "0 < f x - L" "0 < M - f x" by arith+ |
|
1186 from real_lbound_gt_zero [OF this] |
|
1187 obtain e where e: "0 < e" "e < f x - L" "e < M - f x" by auto |
|
1188 thus ?thesis |
|
1189 proof (intro exI conjI) |
|
1190 show "0<e" using e(1) . |
|
1191 show "\<forall>y. \<bar>y - f x\<bar> \<le> e \<longrightarrow> (\<exists>z. \<bar>z - x\<bar> \<le> d \<and> f z = y)" |
|
1192 proof (intro strip) |
|
1193 fix y::real |
|
1194 assume "\<bar>y - f x\<bar> \<le> e" |
|
1195 with e have "L \<le> y \<and> y \<le> M" by arith |
|
1196 from all2 [OF this] |
|
1197 obtain z where "x - d \<le> z" "z \<le> x + d" "f z = y" by blast |
|
1198 thus "\<exists>z. \<bar>z - x\<bar> \<le> d \<and> f z = y" |
|
1199 by (force simp add: abs_le_iff) |
|
1200 qed |
|
1201 qed |
|
1202 qed |
|
1203 |
|
1204 |
|
1205 text{*Continuity of inverse function*} |
|
1206 |
|
1207 lemma isCont_inverse_function: |
|
1208 fixes f g :: "real \<Rightarrow> real" |
|
1209 assumes d: "0 < d" |
|
1210 and inj: "\<forall>z. \<bar>z-x\<bar> \<le> d --> g(f z) = z" |
|
1211 and cont: "\<forall>z. \<bar>z-x\<bar> \<le> d --> isCont f z" |
|
1212 shows "isCont g (f x)" |
|
1213 proof (simp add: isCont_iff LIM_eq) |
|
1214 show "\<forall>r. 0 < r \<longrightarrow> |
|
1215 (\<exists>s>0. \<forall>z. z\<noteq>0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>g(f x + z) - g(f x)\<bar> < r)" |
|
1216 proof (intro strip) |
|
1217 fix r::real |
|
1218 assume r: "0<r" |
|
1219 from real_lbound_gt_zero [OF r d] |
|
1220 obtain e where e: "0 < e" and e_lt: "e < r \<and> e < d" by blast |
|
1221 with inj cont |
|
1222 have e_simps: "\<forall>z. \<bar>z-x\<bar> \<le> e --> g (f z) = z" |
|
1223 "\<forall>z. \<bar>z-x\<bar> \<le> e --> isCont f z" by auto |
|
1224 from isCont_inj_range [OF e this] |
|
1225 obtain e' where e': "0 < e'" |
|
1226 and all: "\<forall>y. \<bar>y - f x\<bar> \<le> e' \<longrightarrow> (\<exists>z. \<bar>z - x\<bar> \<le> e \<and> f z = y)" |
|
1227 by blast |
|
1228 show "\<exists>s>0. \<forall>z. z\<noteq>0 \<and> \<bar>z\<bar> < s \<longrightarrow> \<bar>g(f x + z) - g(f x)\<bar> < r" |
|
1229 proof (intro exI conjI) |
|
1230 show "0<e'" using e' . |
|
1231 show "\<forall>z. z \<noteq> 0 \<and> \<bar>z\<bar> < e' \<longrightarrow> \<bar>g (f x + z) - g (f x)\<bar> < r" |
|
1232 proof (intro strip) |
|
1233 fix z::real |
|
1234 assume z: "z \<noteq> 0 \<and> \<bar>z\<bar> < e'" |
|
1235 with e e_lt e_simps all [rule_format, of "f x + z"] |
|
1236 show "\<bar>g (f x + z) - g (f x)\<bar> < r" by force |
|
1237 qed |
|
1238 qed |
|
1239 qed |
|
1240 qed |
|
1241 |
|
1242 text {* Derivative of inverse function *} |
|
1243 |
|
1244 lemma DERIV_inverse_function: |
|
1245 fixes f g :: "real \<Rightarrow> real" |
|
1246 assumes der: "DERIV f (g x) :> D" |
|
1247 assumes neq: "D \<noteq> 0" |
|
1248 assumes a: "a < x" and b: "x < b" |
|
1249 assumes inj: "\<forall>y. a < y \<and> y < b \<longrightarrow> f (g y) = y" |
|
1250 assumes cont: "isCont g x" |
|
1251 shows "DERIV g x :> inverse D" |
|
1252 unfolding DERIV_iff2 |
|
1253 proof (rule LIM_equal2) |
|
1254 show "0 < min (x - a) (b - x)" |
|
1255 using a b by arith |
|
1256 next |
|
1257 fix y |
|
1258 assume "norm (y - x) < min (x - a) (b - x)" |
|
1259 hence "a < y" and "y < b" |
|
1260 by (simp_all add: abs_less_iff) |
|
1261 thus "(g y - g x) / (y - x) = |
|
1262 inverse ((f (g y) - x) / (g y - g x))" |
|
1263 by (simp add: inj) |
|
1264 next |
|
1265 have "(\<lambda>z. (f z - f (g x)) / (z - g x)) -- g x --> D" |
|
1266 by (rule der [unfolded DERIV_iff2]) |
|
1267 hence 1: "(\<lambda>z. (f z - x) / (z - g x)) -- g x --> D" |
|
1268 using inj a b by simp |
|
1269 have 2: "\<exists>d>0. \<forall>y. y \<noteq> x \<and> norm (y - x) < d \<longrightarrow> g y \<noteq> g x" |
|
1270 proof (safe intro!: exI) |
|
1271 show "0 < min (x - a) (b - x)" |
|
1272 using a b by simp |
|
1273 next |
|
1274 fix y |
|
1275 assume "norm (y - x) < min (x - a) (b - x)" |
|
1276 hence y: "a < y" "y < b" |
|
1277 by (simp_all add: abs_less_iff) |
|
1278 assume "g y = g x" |
|
1279 hence "f (g y) = f (g x)" by simp |
|
1280 hence "y = x" using inj y a b by simp |
|
1281 also assume "y \<noteq> x" |
|
1282 finally show False by simp |
|
1283 qed |
|
1284 have "(\<lambda>y. (f (g y) - x) / (g y - g x)) -- x --> D" |
|
1285 using cont 1 2 by (rule isCont_LIM_compose2) |
|
1286 thus "(\<lambda>y. inverse ((f (g y) - x) / (g y - g x))) |
|
1287 -- x --> inverse D" |
|
1288 using neq by (rule LIM_inverse) |
|
1289 qed |
|
1290 |
|
1291 theorem GMVT: |
|
1292 fixes a b :: real |
|
1293 assumes alb: "a < b" |
|
1294 and fc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x" |
|
1295 and fd: "\<forall>x. a < x \<and> x < b \<longrightarrow> f differentiable x" |
|
1296 and gc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont g x" |
|
1297 and gd: "\<forall>x. a < x \<and> x < b \<longrightarrow> g differentiable x" |
|
1298 shows "\<exists>g'c f'c c. DERIV g c :> g'c \<and> DERIV f c :> f'c \<and> a < c \<and> c < b \<and> ((f b - f a) * g'c) = ((g b - g a) * f'c)" |
|
1299 proof - |
|
1300 let ?h = "\<lambda>x. (f b - f a)*(g x) - (g b - g a)*(f x)" |
|
1301 from prems have "a < b" by simp |
|
1302 moreover have "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont ?h x" |
|
1303 proof - |
|
1304 have "\<forall>x. a <= x \<and> x <= b \<longrightarrow> isCont (\<lambda>x. f b - f a) x" by simp |
|
1305 with gc have "\<forall>x. a <= x \<and> x <= b \<longrightarrow> isCont (\<lambda>x. (f b - f a) * g x) x" |
|
1306 by (auto intro: isCont_mult) |
|
1307 moreover |
|
1308 have "\<forall>x. a <= x \<and> x <= b \<longrightarrow> isCont (\<lambda>x. g b - g a) x" by simp |
|
1309 with fc have "\<forall>x. a <= x \<and> x <= b \<longrightarrow> isCont (\<lambda>x. (g b - g a) * f x) x" |
|
1310 by (auto intro: isCont_mult) |
|
1311 ultimately show ?thesis |
|
1312 by (fastsimp intro: isCont_diff) |
|
1313 qed |
|
1314 moreover |
|
1315 have "\<forall>x. a < x \<and> x < b \<longrightarrow> ?h differentiable x" |
|
1316 proof - |
|
1317 have "\<forall>x. a < x \<and> x < b \<longrightarrow> (\<lambda>x. f b - f a) differentiable x" by (simp add: differentiable_const) |
|
1318 with gd have "\<forall>x. a < x \<and> x < b \<longrightarrow> (\<lambda>x. (f b - f a) * g x) differentiable x" by (simp add: differentiable_mult) |
|
1319 moreover |
|
1320 have "\<forall>x. a < x \<and> x < b \<longrightarrow> (\<lambda>x. g b - g a) differentiable x" by (simp add: differentiable_const) |
|
1321 with fd have "\<forall>x. a < x \<and> x < b \<longrightarrow> (\<lambda>x. (g b - g a) * f x) differentiable x" by (simp add: differentiable_mult) |
|
1322 ultimately show ?thesis by (simp add: differentiable_diff) |
|
1323 qed |
|
1324 ultimately have "\<exists>l z. a < z \<and> z < b \<and> DERIV ?h z :> l \<and> ?h b - ?h a = (b - a) * l" by (rule MVT) |
|
1325 then obtain l where ldef: "\<exists>z. a < z \<and> z < b \<and> DERIV ?h z :> l \<and> ?h b - ?h a = (b - a) * l" .. |
|
1326 then obtain c where cdef: "a < c \<and> c < b \<and> DERIV ?h c :> l \<and> ?h b - ?h a = (b - a) * l" .. |
|
1327 |
|
1328 from cdef have cint: "a < c \<and> c < b" by auto |
|
1329 with gd have "g differentiable c" by simp |
|
1330 hence "\<exists>D. DERIV g c :> D" by (rule differentiableD) |
|
1331 then obtain g'c where g'cdef: "DERIV g c :> g'c" .. |
|
1332 |
|
1333 from cdef have "a < c \<and> c < b" by auto |
|
1334 with fd have "f differentiable c" by simp |
|
1335 hence "\<exists>D. DERIV f c :> D" by (rule differentiableD) |
|
1336 then obtain f'c where f'cdef: "DERIV f c :> f'c" .. |
|
1337 |
|
1338 from cdef have "DERIV ?h c :> l" by auto |
|
1339 moreover |
|
1340 { |
|
1341 have "DERIV (\<lambda>x. (f b - f a) * g x) c :> g'c * (f b - f a)" |
|
1342 apply (insert DERIV_const [where k="f b - f a"]) |
|
1343 apply (drule meta_spec [of _ c]) |
|
1344 apply (drule DERIV_mult [OF _ g'cdef]) |
|
1345 by simp |
|
1346 moreover have "DERIV (\<lambda>x. (g b - g a) * f x) c :> f'c * (g b - g a)" |
|
1347 apply (insert DERIV_const [where k="g b - g a"]) |
|
1348 apply (drule meta_spec [of _ c]) |
|
1349 apply (drule DERIV_mult [OF _ f'cdef]) |
|
1350 by simp |
|
1351 ultimately have "DERIV ?h c :> g'c * (f b - f a) - f'c * (g b - g a)" |
|
1352 by (simp add: DERIV_diff) |
|
1353 } |
|
1354 ultimately have leq: "l = g'c * (f b - f a) - f'c * (g b - g a)" by (rule DERIV_unique) |
|
1355 |
|
1356 { |
|
1357 from cdef have "?h b - ?h a = (b - a) * l" by auto |
|
1358 also with leq have "\<dots> = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp |
|
1359 finally have "?h b - ?h a = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp |
|
1360 } |
|
1361 moreover |
|
1362 { |
|
1363 have "?h b - ?h a = |
|
1364 ((f b)*(g b) - (f a)*(g b) - (g b)*(f b) + (g a)*(f b)) - |
|
1365 ((f b)*(g a) - (f a)*(g a) - (g b)*(f a) + (g a)*(f a))" |
|
1366 by (simp add: mult_ac add_ac right_diff_distrib) |
|
1367 hence "?h b - ?h a = 0" by auto |
|
1368 } |
|
1369 ultimately have "(b - a) * (g'c * (f b - f a) - f'c * (g b - g a)) = 0" by auto |
|
1370 with alb have "g'c * (f b - f a) - f'c * (g b - g a) = 0" by simp |
|
1371 hence "g'c * (f b - f a) = f'c * (g b - g a)" by simp |
|
1372 hence "(f b - f a) * g'c = (g b - g a) * f'c" by (simp add: mult_ac) |
|
1373 |
|
1374 with g'cdef f'cdef cint show ?thesis by auto |
|
1375 qed |
|
1376 |
|
1377 lemma lemma_DERIV_subst: "[| DERIV f x :> D; D = E |] ==> DERIV f x :> E" |
|
1378 by auto |
|
1379 |
|
1380 subsection {* Derivatives of univariate polynomials *} |
|
1381 |
|
1382 |
|
1383 |
|
1384 primrec pderiv_aux :: "nat => real list => real list" where |
|
1385 pderiv_aux_Nil: "pderiv_aux n [] = []" |
|
1386 | pderiv_aux_Cons: "pderiv_aux n (h#t) = |
|
1387 (real n * h)#(pderiv_aux (Suc n) t)" |
|
1388 |
|
1389 definition |
|
1390 pderiv :: "real list => real list" where |
|
1391 "pderiv p = (if p = [] then [] else pderiv_aux 1 (tl p))" |
|
1392 |
|
1393 |
|
1394 text{*The derivative*} |
|
1395 |
|
1396 lemma pderiv_Nil: "pderiv [] = []" |
|
1397 |
|
1398 apply (simp add: pderiv_def) |
|
1399 done |
|
1400 declare pderiv_Nil [simp] |
|
1401 |
|
1402 lemma pderiv_singleton: "pderiv [c] = []" |
|
1403 by (simp add: pderiv_def) |
|
1404 declare pderiv_singleton [simp] |
|
1405 |
|
1406 lemma pderiv_Cons: "pderiv (h#t) = pderiv_aux 1 t" |
|
1407 by (simp add: pderiv_def) |
|
1408 |
|
1409 lemma DERIV_cmult2: "DERIV f x :> D ==> DERIV (%x. (f x) * c :: real) x :> D * c" |
|
1410 by (simp add: DERIV_cmult mult_commute [of _ c]) |
|
1411 |
|
1412 lemma DERIV_pow2: "DERIV (%x. x ^ Suc n) x :> real (Suc n) * (x ^ n)" |
|
1413 by (rule lemma_DERIV_subst, rule DERIV_pow, simp) |
|
1414 declare DERIV_pow2 [simp] DERIV_pow [simp] |
|
1415 |
|
1416 lemma lemma_DERIV_poly1: "\<forall>n. DERIV (%x. (x ^ (Suc n) * poly p x)) x :> |
|
1417 x ^ n * poly (pderiv_aux (Suc n) p) x " |
|
1418 apply (induct "p") |
|
1419 apply (auto intro!: DERIV_add DERIV_cmult2 |
|
1420 simp add: pderiv_def right_distrib real_mult_assoc [symmetric] |
|
1421 simp del: realpow_Suc) |
|
1422 apply (subst mult_commute) |
|
1423 apply (simp del: realpow_Suc) |
|
1424 apply (simp add: mult_commute realpow_Suc [symmetric] del: realpow_Suc) |
|
1425 done |
|
1426 |
|
1427 lemma lemma_DERIV_poly: "DERIV (%x. (x ^ (Suc n) * poly p x)) x :> |
|
1428 x ^ n * poly (pderiv_aux (Suc n) p) x " |
|
1429 by (simp add: lemma_DERIV_poly1 del: realpow_Suc) |
|
1430 |
|
1431 lemma DERIV_add_const: "DERIV f x :> D ==> DERIV (%x. a + f x :: real) x :> D" |
|
1432 by (rule lemma_DERIV_subst, rule DERIV_add, auto) |
|
1433 |
|
1434 lemma poly_DERIV[simp]: "DERIV (%x. poly p x) x :> poly (pderiv p) x" |
|
1435 apply (induct "p") |
|
1436 apply (auto simp add: pderiv_Cons) |
|
1437 apply (rule DERIV_add_const) |
|
1438 apply (rule lemma_DERIV_subst) |
|
1439 apply (rule lemma_DERIV_poly [where n=0, simplified], simp) |
|
1440 done |
|
1441 |
|
1442 |
|
1443 text{* Consequences of the derivative theorem above*} |
|
1444 |
|
1445 lemma poly_differentiable[simp]: "(%x. poly p x) differentiable (x::real)" |
|
1446 apply (simp add: differentiable_def) |
|
1447 apply (blast intro: poly_DERIV) |
|
1448 done |
|
1449 |
|
1450 lemma poly_isCont[simp]: "isCont (%x. poly p x) (x::real)" |
|
1451 by (rule poly_DERIV [THEN DERIV_isCont]) |
|
1452 |
|
1453 lemma poly_IVT_pos: "[| a < b; poly p (a::real) < 0; 0 < poly p b |] |
|
1454 ==> \<exists>x. a < x & x < b & (poly p x = 0)" |
|
1455 apply (cut_tac f = "%x. poly p x" and a = a and b = b and y = 0 in IVT_objl) |
|
1456 apply (auto simp add: order_le_less) |
|
1457 done |
|
1458 |
|
1459 lemma poly_IVT_neg: "[| (a::real) < b; 0 < poly p a; poly p b < 0 |] |
|
1460 ==> \<exists>x. a < x & x < b & (poly p x = 0)" |
|
1461 apply (insert poly_IVT_pos [where p = "-- p" ]) |
|
1462 apply (simp add: poly_minus neg_less_0_iff_less) |
|
1463 done |
|
1464 |
|
1465 lemma poly_MVT: "a < b ==> |
|
1466 \<exists>x. a < x & x < b & (poly p b - poly p a = (b - a) * poly (pderiv p) x)" |
|
1467 apply (drule_tac f = "poly p" in MVT, auto) |
|
1468 apply (rule_tac x = z in exI) |
|
1469 apply (auto simp add: real_mult_left_cancel poly_DERIV [THEN DERIV_unique]) |
|
1470 done |
|
1471 |
|
1472 text{*Lemmas for Derivatives*} |
|
1473 |
|
1474 lemma lemma_poly_pderiv_aux_add: "\<forall>p2 n. poly (pderiv_aux n (p1 +++ p2)) x = |
|
1475 poly (pderiv_aux n p1 +++ pderiv_aux n p2) x" |
|
1476 apply (induct "p1", simp, clarify) |
|
1477 apply (case_tac "p2") |
|
1478 apply (auto simp add: right_distrib) |
|
1479 done |
|
1480 |
|
1481 lemma poly_pderiv_aux_add: "poly (pderiv_aux n (p1 +++ p2)) x = |
|
1482 poly (pderiv_aux n p1 +++ pderiv_aux n p2) x" |
|
1483 apply (simp add: lemma_poly_pderiv_aux_add) |
|
1484 done |
|
1485 |
|
1486 lemma lemma_poly_pderiv_aux_cmult: "\<forall>n. poly (pderiv_aux n (c %* p)) x = poly (c %* pderiv_aux n p) x" |
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1487 apply (induct "p") |
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1488 apply (auto simp add: poly_cmult mult_ac) |
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1489 done |
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1490 |
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1491 lemma poly_pderiv_aux_cmult: "poly (pderiv_aux n (c %* p)) x = poly (c %* pderiv_aux n p) x" |
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1492 by (simp add: lemma_poly_pderiv_aux_cmult) |
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1493 |
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1494 lemma poly_pderiv_aux_minus: |
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1495 "poly (pderiv_aux n (-- p)) x = poly (-- pderiv_aux n p) x" |
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1496 apply (simp add: poly_minus_def poly_pderiv_aux_cmult) |
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1497 done |
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1498 |
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1499 lemma lemma_poly_pderiv_aux_mult1: "\<forall>n. poly (pderiv_aux (Suc n) p) x = poly ((pderiv_aux n p) +++ p) x" |
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1500 apply (induct "p") |
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1501 apply (auto simp add: real_of_nat_Suc left_distrib) |
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1502 done |
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1503 |
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1504 lemma lemma_poly_pderiv_aux_mult: "poly (pderiv_aux (Suc n) p) x = poly ((pderiv_aux n p) +++ p) x" |
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1505 by (simp add: lemma_poly_pderiv_aux_mult1) |
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1506 |
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1507 lemma lemma_poly_pderiv_add: "\<forall>q. poly (pderiv (p +++ q)) x = poly (pderiv p +++ pderiv q) x" |
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1508 apply (induct "p", simp, clarify) |
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1509 apply (case_tac "q") |
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1510 apply (auto simp add: poly_pderiv_aux_add poly_add pderiv_def) |
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1511 done |
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1512 |
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1513 lemma poly_pderiv_add: "poly (pderiv (p +++ q)) x = poly (pderiv p +++ pderiv q) x" |
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1514 by (simp add: lemma_poly_pderiv_add) |
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1515 |
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1516 lemma poly_pderiv_cmult: "poly (pderiv (c %* p)) x = poly (c %* (pderiv p)) x" |
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1517 apply (induct "p") |
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1518 apply (auto simp add: poly_pderiv_aux_cmult poly_cmult pderiv_def) |
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1519 done |
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1520 |
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1521 lemma poly_pderiv_minus: "poly (pderiv (--p)) x = poly (--(pderiv p)) x" |
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1522 by (simp add: poly_minus_def poly_pderiv_cmult) |
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1523 |
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1524 lemma lemma_poly_mult_pderiv: |
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1525 "poly (pderiv (h#t)) x = poly ((0 # (pderiv t)) +++ t) x" |
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1526 apply (simp add: pderiv_def) |
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1527 apply (induct "t") |
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1528 apply (auto simp add: poly_add lemma_poly_pderiv_aux_mult) |
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1529 done |
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1530 |
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1531 lemma poly_pderiv_mult: "\<forall>q. poly (pderiv (p *** q)) x = |
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1532 poly (p *** (pderiv q) +++ q *** (pderiv p)) x" |
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1533 apply (induct "p") |
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1534 apply (auto simp add: poly_add poly_cmult poly_pderiv_cmult poly_pderiv_add poly_mult) |
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1535 apply (rule lemma_poly_mult_pderiv [THEN ssubst]) |
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1536 apply (rule lemma_poly_mult_pderiv [THEN ssubst]) |
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1537 apply (rule poly_add [THEN ssubst]) |
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1538 apply (rule poly_add [THEN ssubst]) |
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1539 apply (simp (no_asm_simp) add: poly_mult right_distrib add_ac mult_ac) |
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1540 done |
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1541 |
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1542 lemma poly_pderiv_exp: "poly (pderiv (p %^ (Suc n))) x = |
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1543 poly ((real (Suc n)) %* (p %^ n) *** pderiv p) x" |
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1544 apply (induct "n") |
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1545 apply (auto simp add: poly_add poly_pderiv_cmult poly_cmult poly_pderiv_mult |
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1546 real_of_nat_zero poly_mult real_of_nat_Suc |
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1547 right_distrib left_distrib mult_ac) |
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1548 done |
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1549 |
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1550 lemma poly_pderiv_exp_prime: "poly (pderiv ([-a, 1] %^ (Suc n))) x = |
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1551 poly (real (Suc n) %* ([-a, 1] %^ n)) x" |
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1552 apply (simp add: poly_pderiv_exp poly_mult del: pexp_Suc) |
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1553 apply (simp add: poly_cmult pderiv_def) |
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1554 done |
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1555 |
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1556 |
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1557 lemma real_mult_zero_disj_iff[simp]: "(x * y = 0) = (x = (0::real) | y = 0)" |
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1558 by simp |
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1559 |
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1560 lemma pderiv_aux_iszero [rule_format, simp]: |
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1561 "\<forall>n. list_all (%c. c = 0) (pderiv_aux (Suc n) p) = list_all (%c. c = 0) p" |
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1562 by (induct "p", auto) |
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1563 |
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1564 lemma pderiv_aux_iszero_num: "(number_of n :: nat) \<noteq> 0 |
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1565 ==> (list_all (%c. c = 0) (pderiv_aux (number_of n) p) = |
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1566 list_all (%c. c = 0) p)" |
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1567 unfolding neq0_conv |
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1568 apply (rule_tac n1 = "number_of n" and m1 = 0 in less_imp_Suc_add [THEN exE], force) |
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1569 apply (rule_tac n1 = "0 + x" in pderiv_aux_iszero [THEN subst]) |
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1570 apply (simp (no_asm_simp) del: pderiv_aux_iszero) |
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1571 done |
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1572 |
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1573 instance real:: idom_char_0 |
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1574 apply (intro_classes) |
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1575 done |
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1576 |
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1577 instance real:: recpower_idom_char_0 |
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1578 apply (intro_classes) |
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1579 done |
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1580 |
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1581 lemma pderiv_iszero [rule_format]: |
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1582 "poly (pderiv p) = poly [] --> (\<exists>h. poly p = poly [h])" |
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1583 apply (simp add: poly_zero) |
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1584 apply (induct "p", force) |
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1585 apply (simp add: pderiv_Cons pderiv_aux_iszero_num del: poly_Cons) |
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1586 apply (auto simp add: poly_zero [symmetric]) |
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1587 done |
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1588 |
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1589 lemma pderiv_zero_obj: "poly p = poly [] --> (poly (pderiv p) = poly [])" |
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1590 apply (simp add: poly_zero) |
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1591 apply (induct "p", force) |
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1592 apply (simp add: pderiv_Cons pderiv_aux_iszero_num del: poly_Cons) |
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1593 done |
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1594 |
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1595 lemma pderiv_zero: "poly p = poly [] ==> (poly (pderiv p) = poly [])" |
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1596 by (blast elim: pderiv_zero_obj [THEN impE]) |
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1597 declare pderiv_zero [simp] |
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1598 |
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1599 lemma poly_pderiv_welldef: "poly p = poly q ==> (poly (pderiv p) = poly (pderiv q))" |
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1600 apply (cut_tac p = "p +++ --q" in pderiv_zero_obj) |
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1601 apply (simp add: fun_eq poly_add poly_minus poly_pderiv_add poly_pderiv_minus del: pderiv_zero) |
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1602 done |
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1603 |
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1604 lemma lemma_order_pderiv [rule_format]: |
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1605 "\<forall>p q a. 0 < n & |
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1606 poly (pderiv p) \<noteq> poly [] & |
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1607 poly p = poly ([- a, 1] %^ n *** q) & ~ [- a, 1] divides q |
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1608 --> n = Suc (order a (pderiv p))" |
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1609 apply (induct "n", safe) |
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1610 apply (rule order_unique_lemma, rule conjI, assumption) |
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1611 apply (subgoal_tac "\<forall>r. r divides (pderiv p) = r divides (pderiv ([-a, 1] %^ Suc n *** q))") |
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1612 apply (drule_tac [2] poly_pderiv_welldef) |
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1613 prefer 2 apply (simp add: divides_def del: pmult_Cons pexp_Suc) |
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1614 apply (simp del: pmult_Cons pexp_Suc) |
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1615 apply (rule conjI) |
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1616 apply (simp add: divides_def fun_eq del: pmult_Cons pexp_Suc) |
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1617 apply (rule_tac x = "[-a, 1] *** (pderiv q) +++ real (Suc n) %* q" in exI) |
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1618 apply (simp add: poly_pderiv_mult poly_pderiv_exp_prime poly_add poly_mult poly_cmult right_distrib mult_ac del: pmult_Cons pexp_Suc) |
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1619 apply (simp add: poly_mult right_distrib left_distrib mult_ac del: pmult_Cons) |
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1620 apply (erule_tac V = "\<forall>r. r divides pderiv p = r divides pderiv ([- a, 1] %^ Suc n *** q)" in thin_rl) |
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1621 apply (unfold divides_def) |
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1622 apply (simp (no_asm) add: poly_pderiv_mult poly_pderiv_exp_prime fun_eq poly_add poly_mult del: pmult_Cons pexp_Suc) |
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1623 apply (rule contrapos_np, assumption) |
|
1624 apply (rotate_tac 3, erule contrapos_np) |
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1625 apply (simp del: pmult_Cons pexp_Suc, safe) |
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1626 apply (rule_tac x = "inverse (real (Suc n)) %* (qa +++ -- (pderiv q))" in exI) |
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1627 apply (subgoal_tac "poly ([-a, 1] %^ n *** q) = poly ([-a, 1] %^ n *** ([-a, 1] *** (inverse (real (Suc n)) %* (qa +++ -- (pderiv q))))) ") |
|
1628 apply (drule poly_mult_left_cancel [THEN iffD1], simp) |
|
1629 apply (simp add: fun_eq poly_mult poly_add poly_cmult poly_minus del: pmult_Cons mult_cancel_left, safe) |
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1630 apply (rule_tac c1 = "real (Suc n)" in real_mult_left_cancel [THEN iffD1]) |
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1631 apply (simp (no_asm)) |
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1632 apply (subgoal_tac "real (Suc n) * (poly ([- a, 1] %^ n) xa * poly q xa) = |
|
1633 (poly qa xa + - poly (pderiv q) xa) * |
|
1634 (poly ([- a, 1] %^ n) xa * |
|
1635 ((- a + xa) * (inverse (real (Suc n)) * real (Suc n))))") |
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1636 apply (simp only: mult_ac) |
|
1637 apply (rotate_tac 2) |
|
1638 apply (drule_tac x = xa in spec) |
|
1639 apply (simp add: left_distrib mult_ac del: pmult_Cons) |
|
1640 done |
|
1641 |
|
1642 lemma order_pderiv: "[| poly (pderiv p) \<noteq> poly []; order a p \<noteq> 0 |] |
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1643 ==> (order a p = Suc (order a (pderiv p)))" |
|
1644 apply (case_tac "poly p = poly []") |
|
1645 apply (auto dest: pderiv_zero) |
|
1646 apply (drule_tac a = a and p = p in order_decomp) |
|
1647 using neq0_conv |
|
1648 apply (blast intro: lemma_order_pderiv) |
|
1649 done |
|
1650 |
|
1651 text{*Now justify the standard squarefree decomposition, i.e. f / gcd(f,f'). *} |
|
1652 |
|
1653 lemma poly_squarefree_decomp_order: "[| poly (pderiv p) \<noteq> poly []; |
|
1654 poly p = poly (q *** d); |
|
1655 poly (pderiv p) = poly (e *** d); |
|
1656 poly d = poly (r *** p +++ s *** pderiv p) |
|
1657 |] ==> order a q = (if order a p = 0 then 0 else 1)" |
|
1658 apply (subgoal_tac "order a p = order a q + order a d") |
|
1659 apply (rule_tac [2] s = "order a (q *** d)" in trans) |
|
1660 prefer 2 apply (blast intro: order_poly) |
|
1661 apply (rule_tac [2] order_mult) |
|
1662 prefer 2 apply force |
|
1663 apply (case_tac "order a p = 0", simp) |
|
1664 apply (subgoal_tac "order a (pderiv p) = order a e + order a d") |
|
1665 apply (rule_tac [2] s = "order a (e *** d)" in trans) |
|
1666 prefer 2 apply (blast intro: order_poly) |
|
1667 apply (rule_tac [2] order_mult) |
|
1668 prefer 2 apply force |
|
1669 apply (case_tac "poly p = poly []") |
|
1670 apply (drule_tac p = p in pderiv_zero, simp) |
|
1671 apply (drule order_pderiv, assumption) |
|
1672 apply (subgoal_tac "order a (pderiv p) \<le> order a d") |
|
1673 apply (subgoal_tac [2] " ([-a, 1] %^ (order a (pderiv p))) divides d") |
|
1674 prefer 2 apply (simp add: poly_entire order_divides) |
|
1675 apply (subgoal_tac [2] " ([-a, 1] %^ (order a (pderiv p))) divides p & ([-a, 1] %^ (order a (pderiv p))) divides (pderiv p) ") |
|
1676 prefer 3 apply (simp add: order_divides) |
|
1677 prefer 2 apply (simp add: divides_def del: pexp_Suc pmult_Cons, safe) |
|
1678 apply (rule_tac x = "r *** qa +++ s *** qaa" in exI) |
|
1679 apply (simp add: fun_eq poly_add poly_mult left_distrib right_distrib mult_ac del: pexp_Suc pmult_Cons, auto) |
|
1680 done |
|
1681 |
|
1682 |
|
1683 lemma poly_squarefree_decomp_order2: "[| poly (pderiv p) \<noteq> poly []; |
|
1684 poly p = poly (q *** d); |
|
1685 poly (pderiv p) = poly (e *** d); |
|
1686 poly d = poly (r *** p +++ s *** pderiv p) |
|
1687 |] ==> \<forall>a. order a q = (if order a p = 0 then 0 else 1)" |
|
1688 apply (blast intro: poly_squarefree_decomp_order) |
|
1689 done |
|
1690 |
|
1691 lemma order_pderiv2: "[| poly (pderiv p) \<noteq> poly []; order a p \<noteq> 0 |] |
|
1692 ==> (order a (pderiv p) = n) = (order a p = Suc n)" |
|
1693 apply (auto dest: order_pderiv) |
|
1694 done |
|
1695 |
|
1696 lemma rsquarefree_roots: |
|
1697 "rsquarefree p = (\<forall>a. ~(poly p a = 0 & poly (pderiv p) a = 0))" |
|
1698 apply (simp add: rsquarefree_def) |
|
1699 apply (case_tac "poly p = poly []", simp, simp) |
|
1700 apply (case_tac "poly (pderiv p) = poly []") |
|
1701 apply simp |
|
1702 apply (drule pderiv_iszero, clarify) |
|
1703 apply (subgoal_tac "\<forall>a. order a p = order a [h]") |
|
1704 apply (simp add: fun_eq) |
|
1705 apply (rule allI) |
|
1706 apply (cut_tac p = "[h]" and a = a in order_root) |
|
1707 apply (simp add: fun_eq) |
|
1708 apply (blast intro: order_poly) |
|
1709 apply (auto simp add: order_root order_pderiv2) |
|
1710 apply (erule_tac x="a" in allE, simp) |
|
1711 done |
|
1712 |
|
1713 lemma poly_squarefree_decomp: "[| poly (pderiv p) \<noteq> poly []; |
|
1714 poly p = poly (q *** d); |
|
1715 poly (pderiv p) = poly (e *** d); |
|
1716 poly d = poly (r *** p +++ s *** pderiv p) |
|
1717 |] ==> rsquarefree q & (\<forall>a. (poly q a = 0) = (poly p a = 0))" |
|
1718 apply (frule poly_squarefree_decomp_order2, assumption+) |
|
1719 apply (case_tac "poly p = poly []") |
|
1720 apply (blast dest: pderiv_zero) |
|
1721 apply (simp (no_asm) add: rsquarefree_def order_root del: pmult_Cons) |
|
1722 apply (simp add: poly_entire del: pmult_Cons) |
|
1723 done |
|
1724 |
|
1725 end |