src/HOL/Library/Topology_Euclidean_Space.thy
changeset 33175 2083bde13ce1
parent 33083 1fad3160d873
child 33176 d6936fd7cda8
equal deleted inserted replaced
33083:1fad3160d873 33175:2083bde13ce1
     1 (*  Title:      HOL/Library/Topology_Euclidian_Space.thy
       
     2     Author:     Amine Chaieb, University of Cambridge
       
     3     Author:     Robert Himmelmann, TU Muenchen
       
     4 *)
       
     5 
       
     6 header {* Elementary topology in Euclidean space. *}
       
     7 
       
     8 theory Topology_Euclidean_Space
       
     9 imports SEQ Euclidean_Space Product_Vector
       
    10 begin
       
    11 
       
    12 declare fstcart_pastecart[simp] sndcart_pastecart[simp]
       
    13 
       
    14 subsection{* General notion of a topology *}
       
    15 
       
    16 definition "istopology L \<longleftrightarrow> {} \<in> L \<and> (\<forall>S \<in>L. \<forall>T \<in>L. S \<inter> T \<in> L) \<and> (\<forall>K. K \<subseteq>L \<longrightarrow> \<Union> K \<in> L)"
       
    17 typedef (open) 'a topology = "{L::('a set) set. istopology L}"
       
    18   morphisms "openin" "topology"
       
    19   unfolding istopology_def by blast
       
    20 
       
    21 lemma istopology_open_in[intro]: "istopology(openin U)"
       
    22   using openin[of U] by blast
       
    23 
       
    24 lemma topology_inverse': "istopology U \<Longrightarrow> openin (topology U) = U"
       
    25   using topology_inverse[unfolded mem_def Collect_def] .
       
    26 
       
    27 lemma topology_inverse_iff: "istopology U \<longleftrightarrow> openin (topology U) = U"
       
    28   using topology_inverse[of U] istopology_open_in[of "topology U"] by auto
       
    29 
       
    30 lemma topology_eq: "T1 = T2 \<longleftrightarrow> (\<forall>S. openin T1 S \<longleftrightarrow> openin T2 S)"
       
    31 proof-
       
    32   {assume "T1=T2" hence "\<forall>S. openin T1 S \<longleftrightarrow> openin T2 S" by simp}
       
    33   moreover
       
    34   {assume H: "\<forall>S. openin T1 S \<longleftrightarrow> openin T2 S"
       
    35     hence "openin T1 = openin T2" by (metis mem_def set_ext)
       
    36     hence "topology (openin T1) = topology (openin T2)" by simp
       
    37     hence "T1 = T2" unfolding openin_inverse .}
       
    38   ultimately show ?thesis by blast
       
    39 qed
       
    40 
       
    41 text{* Infer the "universe" from union of all sets in the topology. *}
       
    42 
       
    43 definition "topspace T =  \<Union>{S. openin T S}"
       
    44 
       
    45 subsection{* Main properties of open sets *}
       
    46 
       
    47 lemma openin_clauses:
       
    48   fixes U :: "'a topology"
       
    49   shows "openin U {}"
       
    50   "\<And>S T. openin U S \<Longrightarrow> openin U T \<Longrightarrow> openin U (S\<inter>T)"
       
    51   "\<And>K. (\<forall>S \<in> K. openin U S) \<Longrightarrow> openin U (\<Union>K)"
       
    52   using openin[of U] unfolding istopology_def Collect_def mem_def
       
    53   by (metis mem_def subset_eq)+
       
    54 
       
    55 lemma openin_subset[intro]: "openin U S \<Longrightarrow> S \<subseteq> topspace U"
       
    56   unfolding topspace_def by blast
       
    57 lemma openin_empty[simp]: "openin U {}" by (simp add: openin_clauses)
       
    58 
       
    59 lemma openin_Int[intro]: "openin U S \<Longrightarrow> openin U T \<Longrightarrow> openin U (S \<inter> T)"
       
    60   by (simp add: openin_clauses)
       
    61 
       
    62 lemma openin_Union[intro]: "(\<forall>S \<in>K. openin U S) \<Longrightarrow> openin U (\<Union> K)" by (simp add: openin_clauses)
       
    63 
       
    64 lemma openin_Un[intro]: "openin U S \<Longrightarrow> openin U T \<Longrightarrow> openin U (S \<union> T)"
       
    65   using openin_Union[of "{S,T}" U] by auto
       
    66 
       
    67 lemma openin_topspace[intro, simp]: "openin U (topspace U)" by (simp add: openin_Union topspace_def)
       
    68 
       
    69 lemma openin_subopen: "openin U S \<longleftrightarrow> (\<forall>x \<in> S. \<exists>T. openin U T \<and> x \<in> T \<and> T \<subseteq> S)" (is "?lhs \<longleftrightarrow> ?rhs")
       
    70 proof-
       
    71   {assume ?lhs then have ?rhs by auto }
       
    72   moreover
       
    73   {assume H: ?rhs
       
    74     then obtain t where t: "\<forall>x\<in>S. openin U (t x) \<and> x \<in> t x \<and> t x \<subseteq> S"
       
    75       unfolding Ball_def ex_simps(6)[symmetric] choice_iff by blast
       
    76     from t have th0: "\<forall>x\<in> t`S. openin U x" by auto
       
    77     have "\<Union> t`S = S" using t by auto
       
    78     with openin_Union[OF th0] have "openin U S" by simp }
       
    79   ultimately show ?thesis by blast
       
    80 qed
       
    81 
       
    82 subsection{* Closed sets *}
       
    83 
       
    84 definition "closedin U S \<longleftrightarrow> S \<subseteq> topspace U \<and> openin U (topspace U - S)"
       
    85 
       
    86 lemma closedin_subset: "closedin U S \<Longrightarrow> S \<subseteq> topspace U" by (metis closedin_def)
       
    87 lemma closedin_empty[simp]: "closedin U {}" by (simp add: closedin_def)
       
    88 lemma closedin_topspace[intro,simp]:
       
    89   "closedin U (topspace U)" by (simp add: closedin_def)
       
    90 lemma closedin_Un[intro]: "closedin U S \<Longrightarrow> closedin U T \<Longrightarrow> closedin U (S \<union> T)"
       
    91   by (auto simp add: Diff_Un closedin_def)
       
    92 
       
    93 lemma Diff_Inter[intro]: "A - \<Inter>S = \<Union> {A - s|s. s\<in>S}" by auto
       
    94 lemma closedin_Inter[intro]: assumes Ke: "K \<noteq> {}" and Kc: "\<forall>S \<in>K. closedin U S"
       
    95   shows "closedin U (\<Inter> K)"  using Ke Kc unfolding closedin_def Diff_Inter by auto
       
    96 
       
    97 lemma closedin_Int[intro]: "closedin U S \<Longrightarrow> closedin U T \<Longrightarrow> closedin U (S \<inter> T)"
       
    98   using closedin_Inter[of "{S,T}" U] by auto
       
    99 
       
   100 lemma Diff_Diff_Int: "A - (A - B) = A \<inter> B" by blast
       
   101 lemma openin_closedin_eq: "openin U S \<longleftrightarrow> S \<subseteq> topspace U \<and> closedin U (topspace U - S)"
       
   102   apply (auto simp add: closedin_def Diff_Diff_Int inf_absorb2)
       
   103   apply (metis openin_subset subset_eq)
       
   104   done
       
   105 
       
   106 lemma openin_closedin:  "S \<subseteq> topspace U \<Longrightarrow> (openin U S \<longleftrightarrow> closedin U (topspace U - S))"
       
   107   by (simp add: openin_closedin_eq)
       
   108 
       
   109 lemma openin_diff[intro]: assumes oS: "openin U S" and cT: "closedin U T" shows "openin U (S - T)"
       
   110 proof-
       
   111   have "S - T = S \<inter> (topspace U - T)" using openin_subset[of U S]  oS cT
       
   112     by (auto simp add: topspace_def openin_subset)
       
   113   then show ?thesis using oS cT by (auto simp add: closedin_def)
       
   114 qed
       
   115 
       
   116 lemma closedin_diff[intro]: assumes oS: "closedin U S" and cT: "openin U T" shows "closedin U (S - T)"
       
   117 proof-
       
   118   have "S - T = S \<inter> (topspace U - T)" using closedin_subset[of U S]  oS cT
       
   119     by (auto simp add: topspace_def )
       
   120   then show ?thesis using oS cT by (auto simp add: openin_closedin_eq)
       
   121 qed
       
   122 
       
   123 subsection{* Subspace topology. *}
       
   124 
       
   125 definition "subtopology U V = topology {S \<inter> V |S. openin U S}"
       
   126 
       
   127 lemma istopology_subtopology: "istopology {S \<inter> V |S. openin U S}" (is "istopology ?L")
       
   128 proof-
       
   129   have "{} \<in> ?L" by blast
       
   130   {fix A B assume A: "A \<in> ?L" and B: "B \<in> ?L"
       
   131     from A B obtain Sa and Sb where Sa: "openin U Sa" "A = Sa \<inter> V" and Sb: "openin U Sb" "B = Sb \<inter> V" by blast
       
   132     have "A\<inter>B = (Sa \<inter> Sb) \<inter> V" "openin U (Sa \<inter> Sb)"  using Sa Sb by blast+
       
   133     then have "A \<inter> B \<in> ?L" by blast}
       
   134   moreover
       
   135   {fix K assume K: "K \<subseteq> ?L"
       
   136     have th0: "?L = (\<lambda>S. S \<inter> V) ` openin U "
       
   137       apply (rule set_ext)
       
   138       apply (simp add: Ball_def image_iff)
       
   139       by (metis mem_def)
       
   140     from K[unfolded th0 subset_image_iff]
       
   141     obtain Sk where Sk: "Sk \<subseteq> openin U" "K = (\<lambda>S. S \<inter> V) ` Sk" by blast
       
   142     have "\<Union>K = (\<Union>Sk) \<inter> V" using Sk by auto
       
   143     moreover have "openin U (\<Union> Sk)" using Sk by (auto simp add: subset_eq mem_def)
       
   144     ultimately have "\<Union>K \<in> ?L" by blast}
       
   145   ultimately show ?thesis unfolding istopology_def by blast
       
   146 qed
       
   147 
       
   148 lemma openin_subtopology:
       
   149   "openin (subtopology U V) S \<longleftrightarrow> (\<exists> T. (openin U T) \<and> (S = T \<inter> V))"
       
   150   unfolding subtopology_def topology_inverse'[OF istopology_subtopology]
       
   151   by (auto simp add: Collect_def)
       
   152 
       
   153 lemma topspace_subtopology: "topspace(subtopology U V) = topspace U \<inter> V"
       
   154   by (auto simp add: topspace_def openin_subtopology)
       
   155 
       
   156 lemma closedin_subtopology:
       
   157   "closedin (subtopology U V) S \<longleftrightarrow> (\<exists>T. closedin U T \<and> S = T \<inter> V)"
       
   158   unfolding closedin_def topspace_subtopology
       
   159   apply (simp add: openin_subtopology)
       
   160   apply (rule iffI)
       
   161   apply clarify
       
   162   apply (rule_tac x="topspace U - T" in exI)
       
   163   by auto
       
   164 
       
   165 lemma openin_subtopology_refl: "openin (subtopology U V) V \<longleftrightarrow> V \<subseteq> topspace U"
       
   166   unfolding openin_subtopology
       
   167   apply (rule iffI, clarify)
       
   168   apply (frule openin_subset[of U])  apply blast
       
   169   apply (rule exI[where x="topspace U"])
       
   170   by auto
       
   171 
       
   172 lemma subtopology_superset: assumes UV: "topspace U \<subseteq> V"
       
   173   shows "subtopology U V = U"
       
   174 proof-
       
   175   {fix S
       
   176     {fix T assume T: "openin U T" "S = T \<inter> V"
       
   177       from T openin_subset[OF T(1)] UV have eq: "S = T" by blast
       
   178       have "openin U S" unfolding eq using T by blast}
       
   179     moreover
       
   180     {assume S: "openin U S"
       
   181       hence "\<exists>T. openin U T \<and> S = T \<inter> V"
       
   182         using openin_subset[OF S] UV by auto}
       
   183     ultimately have "(\<exists>T. openin U T \<and> S = T \<inter> V) \<longleftrightarrow> openin U S" by blast}
       
   184   then show ?thesis unfolding topology_eq openin_subtopology by blast
       
   185 qed
       
   186 
       
   187 
       
   188 lemma subtopology_topspace[simp]: "subtopology U (topspace U) = U"
       
   189   by (simp add: subtopology_superset)
       
   190 
       
   191 lemma subtopology_UNIV[simp]: "subtopology U UNIV = U"
       
   192   by (simp add: subtopology_superset)
       
   193 
       
   194 subsection{* The universal Euclidean versions are what we use most of the time *}
       
   195 
       
   196 definition
       
   197   euclidean :: "'a::topological_space topology" where
       
   198   "euclidean = topology open"
       
   199 
       
   200 lemma open_openin: "open S \<longleftrightarrow> openin euclidean S"
       
   201   unfolding euclidean_def
       
   202   apply (rule cong[where x=S and y=S])
       
   203   apply (rule topology_inverse[symmetric])
       
   204   apply (auto simp add: istopology_def)
       
   205   by (auto simp add: mem_def subset_eq)
       
   206 
       
   207 lemma topspace_euclidean: "topspace euclidean = UNIV"
       
   208   apply (simp add: topspace_def)
       
   209   apply (rule set_ext)
       
   210   by (auto simp add: open_openin[symmetric])
       
   211 
       
   212 lemma topspace_euclidean_subtopology[simp]: "topspace (subtopology euclidean S) = S"
       
   213   by (simp add: topspace_euclidean topspace_subtopology)
       
   214 
       
   215 lemma closed_closedin: "closed S \<longleftrightarrow> closedin euclidean S"
       
   216   by (simp add: closed_def closedin_def topspace_euclidean open_openin Compl_eq_Diff_UNIV)
       
   217 
       
   218 lemma open_subopen: "open S \<longleftrightarrow> (\<forall>x\<in>S. \<exists>T. open T \<and> x \<in> T \<and> T \<subseteq> S)"
       
   219   by (simp add: open_openin openin_subopen[symmetric])
       
   220 
       
   221 subsection{* Open and closed balls. *}
       
   222 
       
   223 definition
       
   224   ball :: "'a::metric_space \<Rightarrow> real \<Rightarrow> 'a set" where
       
   225   "ball x e = {y. dist x y < e}"
       
   226 
       
   227 definition
       
   228   cball :: "'a::metric_space \<Rightarrow> real \<Rightarrow> 'a set" where
       
   229   "cball x e = {y. dist x y \<le> e}"
       
   230 
       
   231 lemma mem_ball[simp]: "y \<in> ball x e \<longleftrightarrow> dist x y < e" by (simp add: ball_def)
       
   232 lemma mem_cball[simp]: "y \<in> cball x e \<longleftrightarrow> dist x y \<le> e" by (simp add: cball_def)
       
   233 
       
   234 lemma mem_ball_0 [simp]:
       
   235   fixes x :: "'a::real_normed_vector"
       
   236   shows "x \<in> ball 0 e \<longleftrightarrow> norm x < e"
       
   237   by (simp add: dist_norm)
       
   238 
       
   239 lemma mem_cball_0 [simp]:
       
   240   fixes x :: "'a::real_normed_vector"
       
   241   shows "x \<in> cball 0 e \<longleftrightarrow> norm x \<le> e"
       
   242   by (simp add: dist_norm)
       
   243 
       
   244 lemma centre_in_cball[simp]: "x \<in> cball x e \<longleftrightarrow> 0\<le> e"  by simp
       
   245 lemma ball_subset_cball[simp,intro]: "ball x e \<subseteq> cball x e" by (simp add: subset_eq)
       
   246 lemma subset_ball[intro]: "d <= e ==> ball x d \<subseteq> ball x e" by (simp add: subset_eq)
       
   247 lemma subset_cball[intro]: "d <= e ==> cball x d \<subseteq> cball x e" by (simp add: subset_eq)
       
   248 lemma ball_max_Un: "ball a (max r s) = ball a r \<union> ball a s"
       
   249   by (simp add: expand_set_eq) arith
       
   250 
       
   251 lemma ball_min_Int: "ball a (min r s) = ball a r \<inter> ball a s"
       
   252   by (simp add: expand_set_eq)
       
   253 
       
   254 subsection{* Topological properties of open balls *}
       
   255 
       
   256 lemma diff_less_iff: "(a::real) - b > 0 \<longleftrightarrow> a > b"
       
   257   "(a::real) - b < 0 \<longleftrightarrow> a < b"
       
   258   "a - b < c \<longleftrightarrow> a < c +b" "a - b > c \<longleftrightarrow> a > c +b" by arith+
       
   259 lemma diff_le_iff: "(a::real) - b \<ge> 0 \<longleftrightarrow> a \<ge> b" "(a::real) - b \<le> 0 \<longleftrightarrow> a \<le> b"
       
   260   "a - b \<le> c \<longleftrightarrow> a \<le> c +b" "a - b \<ge> c \<longleftrightarrow> a \<ge> c +b"  by arith+
       
   261 
       
   262 lemma open_ball[intro, simp]: "open (ball x e)"
       
   263   unfolding open_dist ball_def Collect_def Ball_def mem_def
       
   264   unfolding dist_commute
       
   265   apply clarify
       
   266   apply (rule_tac x="e - dist xa x" in exI)
       
   267   using dist_triangle_alt[where z=x]
       
   268   apply (clarsimp simp add: diff_less_iff)
       
   269   apply atomize
       
   270   apply (erule_tac x="y" in allE)
       
   271   apply (erule_tac x="xa" in allE)
       
   272   by arith
       
   273 
       
   274 lemma centre_in_ball[simp]: "x \<in> ball x e \<longleftrightarrow> e > 0" by (metis mem_ball dist_self)
       
   275 lemma open_contains_ball: "open S \<longleftrightarrow> (\<forall>x\<in>S. \<exists>e>0. ball x e \<subseteq> S)"
       
   276   unfolding open_dist subset_eq mem_ball Ball_def dist_commute ..
       
   277 
       
   278 lemma open_contains_ball_eq: "open S \<Longrightarrow> \<forall>x. x\<in>S \<longleftrightarrow> (\<exists>e>0. ball x e \<subseteq> S)"
       
   279   by (metis open_contains_ball subset_eq centre_in_ball)
       
   280 
       
   281 lemma ball_eq_empty[simp]: "ball x e = {} \<longleftrightarrow> e \<le> 0"
       
   282   unfolding mem_ball expand_set_eq
       
   283   apply (simp add: not_less)
       
   284   by (metis zero_le_dist order_trans dist_self)
       
   285 
       
   286 lemma ball_empty[intro]: "e \<le> 0 ==> ball x e = {}" by simp
       
   287 
       
   288 subsection{* Basic "localization" results are handy for connectedness. *}
       
   289 
       
   290 lemma openin_open: "openin (subtopology euclidean U) S \<longleftrightarrow> (\<exists>T. open T \<and> (S = U \<inter> T))"
       
   291   by (auto simp add: openin_subtopology open_openin[symmetric])
       
   292 
       
   293 lemma openin_open_Int[intro]: "open S \<Longrightarrow> openin (subtopology euclidean U) (U \<inter> S)"
       
   294   by (auto simp add: openin_open)
       
   295 
       
   296 lemma open_openin_trans[trans]:
       
   297  "open S \<Longrightarrow> open T \<Longrightarrow> T \<subseteq> S \<Longrightarrow> openin (subtopology euclidean S) T"
       
   298   by (metis Int_absorb1  openin_open_Int)
       
   299 
       
   300 lemma open_subset:  "S \<subseteq> T \<Longrightarrow> open S \<Longrightarrow> openin (subtopology euclidean T) S"
       
   301   by (auto simp add: openin_open)
       
   302 
       
   303 lemma closedin_closed: "closedin (subtopology euclidean U) S \<longleftrightarrow> (\<exists>T. closed T \<and> S = U \<inter> T)"
       
   304   by (simp add: closedin_subtopology closed_closedin Int_ac)
       
   305 
       
   306 lemma closedin_closed_Int: "closed S ==> closedin (subtopology euclidean U) (U \<inter> S)"
       
   307   by (metis closedin_closed)
       
   308 
       
   309 lemma closed_closedin_trans: "closed S \<Longrightarrow> closed T \<Longrightarrow> T \<subseteq> S \<Longrightarrow> closedin (subtopology euclidean S) T"
       
   310   apply (subgoal_tac "S \<inter> T = T" )
       
   311   apply auto
       
   312   apply (frule closedin_closed_Int[of T S])
       
   313   by simp
       
   314 
       
   315 lemma closed_subset: "S \<subseteq> T \<Longrightarrow> closed S \<Longrightarrow> closedin (subtopology euclidean T) S"
       
   316   by (auto simp add: closedin_closed)
       
   317 
       
   318 lemma openin_euclidean_subtopology_iff:
       
   319   fixes S U :: "'a::metric_space set"
       
   320   shows "openin (subtopology euclidean U) S
       
   321   \<longleftrightarrow> S \<subseteq> U \<and> (\<forall>x\<in>S. \<exists>e>0. \<forall>x'\<in>U. dist x' x < e \<longrightarrow> x'\<in> S)" (is "?lhs \<longleftrightarrow> ?rhs")
       
   322 proof-
       
   323   {assume ?lhs hence ?rhs unfolding openin_subtopology open_openin[symmetric]
       
   324       by (simp add: open_dist) blast}
       
   325   moreover
       
   326   {assume SU: "S \<subseteq> U" and H: "\<And>x. x \<in> S \<Longrightarrow> \<exists>e>0. \<forall>x'\<in>U. dist x' x < e \<longrightarrow> x' \<in> S"
       
   327     from H obtain d where d: "\<And>x . x\<in> S \<Longrightarrow> d x > 0 \<and> (\<forall>x' \<in> U. dist x' x < d x \<longrightarrow> x' \<in> S)"
       
   328       by metis
       
   329     let ?T = "\<Union>{B. \<exists>x\<in>S. B = ball x (d x)}"
       
   330     have oT: "open ?T" by auto
       
   331     { fix x assume "x\<in>S"
       
   332       hence "x \<in> \<Union>{B. \<exists>x\<in>S. B = ball x (d x)}"
       
   333         apply simp apply(rule_tac x="ball x(d x)" in exI) apply auto
       
   334         by (rule d [THEN conjunct1])
       
   335       hence "x\<in> ?T \<inter> U" using SU and `x\<in>S` by auto  }
       
   336     moreover
       
   337     { fix y assume "y\<in>?T"
       
   338       then obtain B where "y\<in>B" "B\<in>{B. \<exists>x\<in>S. B = ball x (d x)}" by auto
       
   339       then obtain x where "x\<in>S" and x:"y \<in> ball x (d x)" by auto
       
   340       assume "y\<in>U"
       
   341       hence "y\<in>S" using d[OF `x\<in>S`] and x by(auto simp add: dist_commute) }
       
   342     ultimately have "S = ?T \<inter> U" by blast
       
   343     with oT have ?lhs unfolding openin_subtopology open_openin[symmetric] by blast}
       
   344   ultimately show ?thesis by blast
       
   345 qed
       
   346 
       
   347 text{* These "transitivity" results are handy too. *}
       
   348 
       
   349 lemma openin_trans[trans]: "openin (subtopology euclidean T) S \<Longrightarrow> openin (subtopology euclidean U) T
       
   350   \<Longrightarrow> openin (subtopology euclidean U) S"
       
   351   unfolding open_openin openin_open by blast
       
   352 
       
   353 lemma openin_open_trans: "openin (subtopology euclidean T) S \<Longrightarrow> open T \<Longrightarrow> open S"
       
   354   by (auto simp add: openin_open intro: openin_trans)
       
   355 
       
   356 lemma closedin_trans[trans]:
       
   357  "closedin (subtopology euclidean T) S \<Longrightarrow>
       
   358            closedin (subtopology euclidean U) T
       
   359            ==> closedin (subtopology euclidean U) S"
       
   360   by (auto simp add: closedin_closed closed_closedin closed_Inter Int_assoc)
       
   361 
       
   362 lemma closedin_closed_trans: "closedin (subtopology euclidean T) S \<Longrightarrow> closed T \<Longrightarrow> closed S"
       
   363   by (auto simp add: closedin_closed intro: closedin_trans)
       
   364 
       
   365 subsection{* Connectedness *}
       
   366 
       
   367 definition "connected S \<longleftrightarrow>
       
   368   ~(\<exists>e1 e2. open e1 \<and> open e2 \<and> S \<subseteq> (e1 \<union> e2) \<and> (e1 \<inter> e2 \<inter> S = {})
       
   369   \<and> ~(e1 \<inter> S = {}) \<and> ~(e2 \<inter> S = {}))"
       
   370 
       
   371 lemma connected_local:
       
   372  "connected S \<longleftrightarrow> ~(\<exists>e1 e2.
       
   373                  openin (subtopology euclidean S) e1 \<and>
       
   374                  openin (subtopology euclidean S) e2 \<and>
       
   375                  S \<subseteq> e1 \<union> e2 \<and>
       
   376                  e1 \<inter> e2 = {} \<and>
       
   377                  ~(e1 = {}) \<and>
       
   378                  ~(e2 = {}))"
       
   379 unfolding connected_def openin_open by (safe, blast+)
       
   380 
       
   381 lemma exists_diff: "(\<exists>S. P(UNIV - S)) \<longleftrightarrow> (\<exists>S. P S)" (is "?lhs \<longleftrightarrow> ?rhs")
       
   382 proof-
       
   383 
       
   384   {assume "?lhs" hence ?rhs by blast }
       
   385   moreover
       
   386   {fix S assume H: "P S"
       
   387     have "S = UNIV - (UNIV - S)" by auto
       
   388     with H have "P (UNIV - (UNIV - S))" by metis }
       
   389   ultimately show ?thesis by metis
       
   390 qed
       
   391 
       
   392 lemma connected_clopen: "connected S \<longleftrightarrow>
       
   393         (\<forall>T. openin (subtopology euclidean S) T \<and>
       
   394             closedin (subtopology euclidean S) T \<longrightarrow> T = {} \<or> T = S)" (is "?lhs \<longleftrightarrow> ?rhs")
       
   395 proof-
       
   396   have " \<not> connected S \<longleftrightarrow> (\<exists>e1 e2. open e1 \<and> open (UNIV - e2) \<and> S \<subseteq> e1 \<union> (UNIV - e2) \<and> e1 \<inter> (UNIV - e2) \<inter> S = {} \<and> e1 \<inter> S \<noteq> {} \<and> (UNIV - e2) \<inter> S \<noteq> {})"
       
   397     unfolding connected_def openin_open closedin_closed
       
   398     apply (subst exists_diff) by blast
       
   399   hence th0: "connected S \<longleftrightarrow> \<not> (\<exists>e2 e1. closed e2 \<and> open e1 \<and> S \<subseteq> e1 \<union> (UNIV - e2) \<and> e1 \<inter> (UNIV - e2) \<inter> S = {} \<and> e1 \<inter> S \<noteq> {} \<and> (UNIV - e2) \<inter> S \<noteq> {})"
       
   400     (is " _ \<longleftrightarrow> \<not> (\<exists>e2 e1. ?P e2 e1)") apply (simp add: closed_def Compl_eq_Diff_UNIV) by metis
       
   401 
       
   402   have th1: "?rhs \<longleftrightarrow> \<not> (\<exists>t' t. closed t'\<and>t = S\<inter>t' \<and> t\<noteq>{} \<and> t\<noteq>S \<and> (\<exists>t'. open t' \<and> t = S \<inter> t'))"
       
   403     (is "_ \<longleftrightarrow> \<not> (\<exists>t' t. ?Q t' t)")
       
   404     unfolding connected_def openin_open closedin_closed by auto
       
   405   {fix e2
       
   406     {fix e1 have "?P e2 e1 \<longleftrightarrow> (\<exists>t.  closed e2 \<and> t = S\<inter>e2 \<and> open e1 \<and> t = S\<inter>e1 \<and> t\<noteq>{} \<and> t\<noteq>S)"
       
   407         by auto}
       
   408     then have "(\<exists>e1. ?P e2 e1) \<longleftrightarrow> (\<exists>t. ?Q e2 t)" by metis}
       
   409   then have "\<forall>e2. (\<exists>e1. ?P e2 e1) \<longleftrightarrow> (\<exists>t. ?Q e2 t)" by blast
       
   410   then show ?thesis unfolding th0 th1 by simp
       
   411 qed
       
   412 
       
   413 lemma connected_empty[simp, intro]: "connected {}"
       
   414   by (simp add: connected_def)
       
   415 
       
   416 subsection{* Hausdorff and other separation properties *}
       
   417 
       
   418 class t0_space =
       
   419   assumes t0_space: "x \<noteq> y \<Longrightarrow> \<exists>U. open U \<and> \<not> (x \<in> U \<longleftrightarrow> y \<in> U)"
       
   420 
       
   421 class t1_space =
       
   422   assumes t1_space: "x \<noteq> y \<Longrightarrow> \<exists>U V. open U \<and> open V \<and> x \<in> U \<and> y \<notin> U \<and> x \<notin> V \<and> y \<in> V"
       
   423 begin
       
   424 
       
   425 subclass t0_space
       
   426 proof
       
   427 qed (fast dest: t1_space)
       
   428 
       
   429 end
       
   430 
       
   431 text {* T2 spaces are also known as Hausdorff spaces. *}
       
   432 
       
   433 class t2_space =
       
   434   assumes hausdorff: "x \<noteq> y \<Longrightarrow> \<exists>U V. open U \<and> open V \<and> x \<in> U \<and> y \<in> V \<and> U \<inter> V = {}"
       
   435 begin
       
   436 
       
   437 subclass t1_space
       
   438 proof
       
   439 qed (fast dest: hausdorff)
       
   440 
       
   441 end
       
   442 
       
   443 instance metric_space \<subseteq> t2_space
       
   444 proof
       
   445   fix x y :: "'a::metric_space"
       
   446   assume xy: "x \<noteq> y"
       
   447   let ?U = "ball x (dist x y / 2)"
       
   448   let ?V = "ball y (dist x y / 2)"
       
   449   have th0: "\<And>d x y z. (d x z :: real) <= d x y + d y z \<Longrightarrow> d y z = d z y
       
   450                ==> ~(d x y * 2 < d x z \<and> d z y * 2 < d x z)" by arith
       
   451   have "open ?U \<and> open ?V \<and> x \<in> ?U \<and> y \<in> ?V \<and> ?U \<inter> ?V = {}"
       
   452     using dist_pos_lt[OF xy] th0[of dist,OF dist_triangle dist_commute]
       
   453     by (auto simp add: expand_set_eq)
       
   454   then show "\<exists>U V. open U \<and> open V \<and> x \<in> U \<and> y \<in> V \<and> U \<inter> V = {}"
       
   455     by blast
       
   456 qed
       
   457 
       
   458 lemma separation_t2:
       
   459   fixes x y :: "'a::t2_space"
       
   460   shows "x \<noteq> y \<longleftrightarrow> (\<exists>U V. open U \<and> open V \<and> x \<in> U \<and> y \<in> V \<and> U \<inter> V = {})"
       
   461   using hausdorff[of x y] by blast
       
   462 
       
   463 lemma separation_t1:
       
   464   fixes x y :: "'a::t1_space"
       
   465   shows "x \<noteq> y \<longleftrightarrow> (\<exists>U V. open U \<and> open V \<and> x \<in>U \<and> y\<notin> U \<and> x\<notin>V \<and> y\<in>V)"
       
   466   using t1_space[of x y] by blast
       
   467 
       
   468 lemma separation_t0:
       
   469   fixes x y :: "'a::t0_space"
       
   470   shows "x \<noteq> y \<longleftrightarrow> (\<exists>U. open U \<and> ~(x\<in>U \<longleftrightarrow> y\<in>U))"
       
   471   using t0_space[of x y] by blast
       
   472 
       
   473 subsection{* Limit points *}
       
   474 
       
   475 definition
       
   476   islimpt:: "'a::topological_space \<Rightarrow> 'a set \<Rightarrow> bool"
       
   477     (infixr "islimpt" 60) where
       
   478   "x islimpt S \<longleftrightarrow> (\<forall>T. x\<in>T \<longrightarrow> open T \<longrightarrow> (\<exists>y\<in>S. y\<in>T \<and> y\<noteq>x))"
       
   479 
       
   480 lemma islimptI:
       
   481   assumes "\<And>T. x \<in> T \<Longrightarrow> open T \<Longrightarrow> \<exists>y\<in>S. y \<in> T \<and> y \<noteq> x"
       
   482   shows "x islimpt S"
       
   483   using assms unfolding islimpt_def by auto
       
   484 
       
   485 lemma islimptE:
       
   486   assumes "x islimpt S" and "x \<in> T" and "open T"
       
   487   obtains y where "y \<in> S" and "y \<in> T" and "y \<noteq> x"
       
   488   using assms unfolding islimpt_def by auto
       
   489 
       
   490 lemma islimpt_subset: "x islimpt S \<Longrightarrow> S \<subseteq> T ==> x islimpt T" by (auto simp add: islimpt_def)
       
   491 
       
   492 lemma islimpt_approachable:
       
   493   fixes x :: "'a::metric_space"
       
   494   shows "x islimpt S \<longleftrightarrow> (\<forall>e>0. \<exists>x'\<in>S. x' \<noteq> x \<and> dist x' x < e)"
       
   495   unfolding islimpt_def
       
   496   apply auto
       
   497   apply(erule_tac x="ball x e" in allE)
       
   498   apply auto
       
   499   apply(rule_tac x=y in bexI)
       
   500   apply (auto simp add: dist_commute)
       
   501   apply (simp add: open_dist, drule (1) bspec)
       
   502   apply (clarify, drule spec, drule (1) mp, auto)
       
   503   done
       
   504 
       
   505 lemma islimpt_approachable_le:
       
   506   fixes x :: "'a::metric_space"
       
   507   shows "x islimpt S \<longleftrightarrow> (\<forall>e>0. \<exists>x'\<in> S. x' \<noteq> x \<and> dist x' x <= e)"
       
   508   unfolding islimpt_approachable
       
   509   using approachable_lt_le[where f="\<lambda>x'. dist x' x" and P="\<lambda>x'. \<not> (x'\<in>S \<and> x'\<noteq>x)"]
       
   510   by metis (* FIXME: VERY slow! *)
       
   511 
       
   512 class perfect_space =
       
   513   (* FIXME: perfect_space should inherit from topological_space *)
       
   514   assumes islimpt_UNIV [simp, intro]: "(x::'a::metric_space) islimpt UNIV"
       
   515 
       
   516 lemma perfect_choose_dist:
       
   517   fixes x :: "'a::perfect_space"
       
   518   shows "0 < r \<Longrightarrow> \<exists>a. a \<noteq> x \<and> dist a x < r"
       
   519 using islimpt_UNIV [of x]
       
   520 by (simp add: islimpt_approachable)
       
   521 
       
   522 instance real :: perfect_space
       
   523 apply default
       
   524 apply (rule islimpt_approachable [THEN iffD2])
       
   525 apply (clarify, rule_tac x="x + e/2" in bexI)
       
   526 apply (auto simp add: dist_norm)
       
   527 done
       
   528 
       
   529 instance "^" :: (perfect_space, finite) perfect_space
       
   530 proof
       
   531   fix x :: "'a ^ 'b"
       
   532   {
       
   533     fix e :: real assume "0 < e"
       
   534     def a \<equiv> "x $ undefined"
       
   535     have "a islimpt UNIV" by (rule islimpt_UNIV)
       
   536     with `0 < e` obtain b where "b \<noteq> a" and "dist b a < e"
       
   537       unfolding islimpt_approachable by auto
       
   538     def y \<equiv> "Cart_lambda ((Cart_nth x)(undefined := b))"
       
   539     from `b \<noteq> a` have "y \<noteq> x"
       
   540       unfolding a_def y_def by (simp add: Cart_eq)
       
   541     from `dist b a < e` have "dist y x < e"
       
   542       unfolding dist_vector_def a_def y_def
       
   543       apply simp
       
   544       apply (rule le_less_trans [OF setL2_le_setsum [OF zero_le_dist]])
       
   545       apply (subst setsum_diff1' [where a=undefined], simp, simp, simp)
       
   546       done
       
   547     from `y \<noteq> x` and `dist y x < e`
       
   548     have "\<exists>y\<in>UNIV. y \<noteq> x \<and> dist y x < e" by auto
       
   549   }
       
   550   then show "x islimpt UNIV" unfolding islimpt_approachable by blast
       
   551 qed
       
   552 
       
   553 lemma closed_limpt: "closed S \<longleftrightarrow> (\<forall>x. x islimpt S \<longrightarrow> x \<in> S)"
       
   554   unfolding closed_def
       
   555   apply (subst open_subopen)
       
   556   apply (simp add: islimpt_def subset_eq Compl_eq_Diff_UNIV)
       
   557   by (metis DiffE DiffI UNIV_I insertCI insert_absorb mem_def)
       
   558 
       
   559 lemma islimpt_EMPTY[simp]: "\<not> x islimpt {}"
       
   560   unfolding islimpt_def by auto
       
   561 
       
   562 lemma closed_positive_orthant: "closed {x::real^'n::finite. \<forall>i. 0 \<le>x$i}"
       
   563 proof-
       
   564   let ?U = "UNIV :: 'n set"
       
   565   let ?O = "{x::real^'n. \<forall>i. x$i\<ge>0}"
       
   566   {fix x:: "real^'n" and i::'n assume H: "\<forall>e>0. \<exists>x'\<in>?O. x' \<noteq> x \<and> dist x' x < e"
       
   567     and xi: "x$i < 0"
       
   568     from xi have th0: "-x$i > 0" by arith
       
   569     from H[rule_format, OF th0] obtain x' where x': "x' \<in>?O" "x' \<noteq> x" "dist x' x < -x $ i" by blast
       
   570       have th:" \<And>b a (x::real). abs x <= b \<Longrightarrow> b <= a ==> ~(a + x < 0)" by arith
       
   571       have th': "\<And>x (y::real). x < 0 \<Longrightarrow> 0 <= y ==> abs x <= abs (y - x)" by arith
       
   572       have th1: "\<bar>x$i\<bar> \<le> \<bar>(x' - x)$i\<bar>" using x'(1) xi
       
   573         apply (simp only: vector_component)
       
   574         by (rule th') auto
       
   575       have th2: "\<bar>dist x x'\<bar> \<ge> \<bar>(x' - x)$i\<bar>" using  component_le_norm[of "x'-x" i]
       
   576         apply (simp add: dist_norm) by norm
       
   577       from th[OF th1 th2] x'(3) have False by (simp add: dist_commute) }
       
   578   then show ?thesis unfolding closed_limpt islimpt_approachable
       
   579     unfolding not_le[symmetric] by blast
       
   580 qed
       
   581 
       
   582 lemma finite_set_avoid:
       
   583   fixes a :: "'a::metric_space"
       
   584   assumes fS: "finite S" shows  "\<exists>d>0. \<forall>x\<in>S. x \<noteq> a \<longrightarrow> d <= dist a x"
       
   585 proof(induct rule: finite_induct[OF fS])
       
   586   case 1 thus ?case apply auto by ferrack
       
   587 next
       
   588   case (2 x F)
       
   589   from 2 obtain d where d: "d >0" "\<forall>x\<in>F. x\<noteq>a \<longrightarrow> d \<le> dist a x" by blast
       
   590   {assume "x = a" hence ?case using d by auto  }
       
   591   moreover
       
   592   {assume xa: "x\<noteq>a"
       
   593     let ?d = "min d (dist a x)"
       
   594     have dp: "?d > 0" using xa d(1) using dist_nz by auto
       
   595     from d have d': "\<forall>x\<in>F. x\<noteq>a \<longrightarrow> ?d \<le> dist a x" by auto
       
   596     with dp xa have ?case by(auto intro!: exI[where x="?d"]) }
       
   597   ultimately show ?case by blast
       
   598 qed
       
   599 
       
   600 lemma islimpt_finite:
       
   601   fixes S :: "'a::metric_space set"
       
   602   assumes fS: "finite S" shows "\<not> a islimpt S"
       
   603   unfolding islimpt_approachable
       
   604   using finite_set_avoid[OF fS, of a] by (metis dist_commute  not_le)
       
   605 
       
   606 lemma islimpt_Un: "x islimpt (S \<union> T) \<longleftrightarrow> x islimpt S \<or> x islimpt T"
       
   607   apply (rule iffI)
       
   608   defer
       
   609   apply (metis Un_upper1 Un_upper2 islimpt_subset)
       
   610   unfolding islimpt_def
       
   611   apply (rule ccontr, clarsimp, rename_tac A B)
       
   612   apply (drule_tac x="A \<inter> B" in spec)
       
   613   apply (auto simp add: open_Int)
       
   614   done
       
   615 
       
   616 lemma discrete_imp_closed:
       
   617   fixes S :: "'a::metric_space set"
       
   618   assumes e: "0 < e" and d: "\<forall>x \<in> S. \<forall>y \<in> S. dist y x < e \<longrightarrow> y = x"
       
   619   shows "closed S"
       
   620 proof-
       
   621   {fix x assume C: "\<forall>e>0. \<exists>x'\<in>S. x' \<noteq> x \<and> dist x' x < e"
       
   622     from e have e2: "e/2 > 0" by arith
       
   623     from C[rule_format, OF e2] obtain y where y: "y \<in> S" "y\<noteq>x" "dist y x < e/2" by blast
       
   624     let ?m = "min (e/2) (dist x y) "
       
   625     from e2 y(2) have mp: "?m > 0" by (simp add: dist_nz[THEN sym])
       
   626     from C[rule_format, OF mp] obtain z where z: "z \<in> S" "z\<noteq>x" "dist z x < ?m" by blast
       
   627     have th: "dist z y < e" using z y
       
   628       by (intro dist_triangle_lt [where z=x], simp)
       
   629     from d[rule_format, OF y(1) z(1) th] y z
       
   630     have False by (auto simp add: dist_commute)}
       
   631   then show ?thesis by (metis islimpt_approachable closed_limpt [where 'a='a])
       
   632 qed
       
   633 
       
   634 subsection{* Interior of a Set *}
       
   635 definition "interior S = {x. \<exists>T. open T \<and> x \<in> T \<and> T \<subseteq> S}"
       
   636 
       
   637 lemma interior_eq: "interior S = S \<longleftrightarrow> open S"
       
   638   apply (simp add: expand_set_eq interior_def)
       
   639   apply (subst (2) open_subopen) by (safe, blast+)
       
   640 
       
   641 lemma interior_open: "open S ==> (interior S = S)" by (metis interior_eq)
       
   642 
       
   643 lemma interior_empty[simp]: "interior {} = {}" by (simp add: interior_def)
       
   644 
       
   645 lemma open_interior[simp, intro]: "open(interior S)"
       
   646   apply (simp add: interior_def)
       
   647   apply (subst open_subopen) by blast
       
   648 
       
   649 lemma interior_interior[simp]: "interior(interior S) = interior S" by (metis interior_eq open_interior)
       
   650 lemma interior_subset: "interior S \<subseteq> S" by (auto simp add: interior_def)
       
   651 lemma subset_interior: "S \<subseteq> T ==> (interior S) \<subseteq> (interior T)" by (auto simp add: interior_def)
       
   652 lemma interior_maximal: "T \<subseteq> S \<Longrightarrow> open T ==> T \<subseteq> (interior S)" by (auto simp add: interior_def)
       
   653 lemma interior_unique: "T \<subseteq> S \<Longrightarrow> open T  \<Longrightarrow> (\<forall>T'. T' \<subseteq> S \<and> open T' \<longrightarrow> T' \<subseteq> T) \<Longrightarrow> interior S = T"
       
   654   by (metis equalityI interior_maximal interior_subset open_interior)
       
   655 lemma mem_interior: "x \<in> interior S \<longleftrightarrow> (\<exists>e. 0 < e \<and> ball x e \<subseteq> S)"
       
   656   apply (simp add: interior_def)
       
   657   by (metis open_contains_ball centre_in_ball open_ball subset_trans)
       
   658 
       
   659 lemma open_subset_interior: "open S ==> S \<subseteq> interior T \<longleftrightarrow> S \<subseteq> T"
       
   660   by (metis interior_maximal interior_subset subset_trans)
       
   661 
       
   662 lemma interior_inter[simp]: "interior(S \<inter> T) = interior S \<inter> interior T"
       
   663   apply (rule equalityI, simp)
       
   664   apply (metis Int_lower1 Int_lower2 subset_interior)
       
   665   by (metis Int_mono interior_subset open_Int open_interior open_subset_interior)
       
   666 
       
   667 lemma interior_limit_point [intro]:
       
   668   fixes x :: "'a::perfect_space"
       
   669   assumes x: "x \<in> interior S" shows "x islimpt S"
       
   670 proof-
       
   671   from x obtain e where e: "e>0" "\<forall>x'. dist x x' < e \<longrightarrow> x' \<in> S"
       
   672     unfolding mem_interior subset_eq Ball_def mem_ball by blast
       
   673   {
       
   674     fix d::real assume d: "d>0"
       
   675     let ?m = "min d e"
       
   676     have mde2: "0 < ?m" using e(1) d(1) by simp
       
   677     from perfect_choose_dist [OF mde2, of x]
       
   678     obtain y where "y \<noteq> x" and "dist y x < ?m" by blast
       
   679     then have "dist y x < e" "dist y x < d" by simp_all
       
   680     from `dist y x < e` e(2) have "y \<in> S" by (simp add: dist_commute)
       
   681     have "\<exists>x'\<in>S. x'\<noteq> x \<and> dist x' x < d"
       
   682       using `y \<in> S` `y \<noteq> x` `dist y x < d` by fast
       
   683   }
       
   684   then show ?thesis unfolding islimpt_approachable by blast
       
   685 qed
       
   686 
       
   687 lemma interior_closed_Un_empty_interior:
       
   688   assumes cS: "closed S" and iT: "interior T = {}"
       
   689   shows "interior(S \<union> T) = interior S"
       
   690 proof
       
   691   show "interior S \<subseteq> interior (S\<union>T)"
       
   692     by (rule subset_interior, blast)
       
   693 next
       
   694   show "interior (S \<union> T) \<subseteq> interior S"
       
   695   proof
       
   696     fix x assume "x \<in> interior (S \<union> T)"
       
   697     then obtain R where "open R" "x \<in> R" "R \<subseteq> S \<union> T"
       
   698       unfolding interior_def by fast
       
   699     show "x \<in> interior S"
       
   700     proof (rule ccontr)
       
   701       assume "x \<notin> interior S"
       
   702       with `x \<in> R` `open R` obtain y where "y \<in> R - S"
       
   703         unfolding interior_def expand_set_eq by fast
       
   704       from `open R` `closed S` have "open (R - S)" by (rule open_Diff)
       
   705       from `R \<subseteq> S \<union> T` have "R - S \<subseteq> T" by fast
       
   706       from `y \<in> R - S` `open (R - S)` `R - S \<subseteq> T` `interior T = {}`
       
   707       show "False" unfolding interior_def by fast
       
   708     qed
       
   709   qed
       
   710 qed
       
   711 
       
   712 
       
   713 subsection{* Closure of a Set *}
       
   714 
       
   715 definition "closure S = S \<union> {x | x. x islimpt S}"
       
   716 
       
   717 lemma closure_interior: "closure S = UNIV - interior (UNIV - S)"
       
   718 proof-
       
   719   { fix x
       
   720     have "x\<in>UNIV - interior (UNIV - S) \<longleftrightarrow> x \<in> closure S"  (is "?lhs = ?rhs")
       
   721     proof
       
   722       let ?exT = "\<lambda> y. (\<exists>T. open T \<and> y \<in> T \<and> T \<subseteq> UNIV - S)"
       
   723       assume "?lhs"
       
   724       hence *:"\<not> ?exT x"
       
   725         unfolding interior_def
       
   726         by simp
       
   727       { assume "\<not> ?rhs"
       
   728         hence False using *
       
   729           unfolding closure_def islimpt_def
       
   730           by blast
       
   731       }
       
   732       thus "?rhs"
       
   733         by blast
       
   734     next
       
   735       assume "?rhs" thus "?lhs"
       
   736         unfolding closure_def interior_def islimpt_def
       
   737         by blast
       
   738     qed
       
   739   }
       
   740   thus ?thesis
       
   741     by blast
       
   742 qed
       
   743 
       
   744 lemma interior_closure: "interior S = UNIV - (closure (UNIV - S))"
       
   745 proof-
       
   746   { fix x
       
   747     have "x \<in> interior S \<longleftrightarrow> x \<in> UNIV - (closure (UNIV - S))"
       
   748       unfolding interior_def closure_def islimpt_def
       
   749       by blast (* FIXME: VERY slow! *)
       
   750   }
       
   751   thus ?thesis
       
   752     by blast
       
   753 qed
       
   754 
       
   755 lemma closed_closure[simp, intro]: "closed (closure S)"
       
   756 proof-
       
   757   have "closed (UNIV - interior (UNIV -S))" by blast
       
   758   thus ?thesis using closure_interior[of S] by simp
       
   759 qed
       
   760 
       
   761 lemma closure_hull: "closure S = closed hull S"
       
   762 proof-
       
   763   have "S \<subseteq> closure S"
       
   764     unfolding closure_def
       
   765     by blast
       
   766   moreover
       
   767   have "closed (closure S)"
       
   768     using closed_closure[of S]
       
   769     by assumption
       
   770   moreover
       
   771   { fix t
       
   772     assume *:"S \<subseteq> t" "closed t"
       
   773     { fix x
       
   774       assume "x islimpt S"
       
   775       hence "x islimpt t" using *(1)
       
   776         using islimpt_subset[of x, of S, of t]
       
   777         by blast
       
   778     }
       
   779     with * have "closure S \<subseteq> t"
       
   780       unfolding closure_def
       
   781       using closed_limpt[of t]
       
   782       by auto
       
   783   }
       
   784   ultimately show ?thesis
       
   785     using hull_unique[of S, of "closure S", of closed]
       
   786     unfolding mem_def
       
   787     by simp
       
   788 qed
       
   789 
       
   790 lemma closure_eq: "closure S = S \<longleftrightarrow> closed S"
       
   791   unfolding closure_hull
       
   792   using hull_eq[of closed, unfolded mem_def, OF  closed_Inter, of S]
       
   793   by (metis mem_def subset_eq)
       
   794 
       
   795 lemma closure_closed[simp]: "closed S \<Longrightarrow> closure S = S"
       
   796   using closure_eq[of S]
       
   797   by simp
       
   798 
       
   799 lemma closure_closure[simp]: "closure (closure S) = closure S"
       
   800   unfolding closure_hull
       
   801   using hull_hull[of closed S]
       
   802   by assumption
       
   803 
       
   804 lemma closure_subset: "S \<subseteq> closure S"
       
   805   unfolding closure_hull
       
   806   using hull_subset[of S closed]
       
   807   by assumption
       
   808 
       
   809 lemma subset_closure: "S \<subseteq> T \<Longrightarrow> closure S \<subseteq> closure T"
       
   810   unfolding closure_hull
       
   811   using hull_mono[of S T closed]
       
   812   by assumption
       
   813 
       
   814 lemma closure_minimal: "S \<subseteq> T \<Longrightarrow>  closed T \<Longrightarrow> closure S \<subseteq> T"
       
   815   using hull_minimal[of S T closed]
       
   816   unfolding closure_hull mem_def
       
   817   by simp
       
   818 
       
   819 lemma closure_unique: "S \<subseteq> T \<and> closed T \<and> (\<forall> T'. S \<subseteq> T' \<and> closed T' \<longrightarrow> T \<subseteq> T') \<Longrightarrow> closure S = T"
       
   820   using hull_unique[of S T closed]
       
   821   unfolding closure_hull mem_def
       
   822   by simp
       
   823 
       
   824 lemma closure_empty[simp]: "closure {} = {}"
       
   825   using closed_empty closure_closed[of "{}"]
       
   826   by simp
       
   827 
       
   828 lemma closure_univ[simp]: "closure UNIV = UNIV"
       
   829   using closure_closed[of UNIV]
       
   830   by simp
       
   831 
       
   832 lemma closure_eq_empty: "closure S = {} \<longleftrightarrow> S = {}"
       
   833   using closure_empty closure_subset[of S]
       
   834   by blast
       
   835 
       
   836 lemma closure_subset_eq: "closure S \<subseteq> S \<longleftrightarrow> closed S"
       
   837   using closure_eq[of S] closure_subset[of S]
       
   838   by simp
       
   839 
       
   840 lemma open_inter_closure_eq_empty:
       
   841   "open S \<Longrightarrow> (S \<inter> closure T) = {} \<longleftrightarrow> S \<inter> T = {}"
       
   842   using open_subset_interior[of S "UNIV - T"]
       
   843   using interior_subset[of "UNIV - T"]
       
   844   unfolding closure_interior
       
   845   by auto
       
   846 
       
   847 lemma open_inter_closure_subset:
       
   848   "open S \<Longrightarrow> (S \<inter> (closure T)) \<subseteq> closure(S \<inter> T)"
       
   849 proof
       
   850   fix x
       
   851   assume as: "open S" "x \<in> S \<inter> closure T"
       
   852   { assume *:"x islimpt T"
       
   853     have "x islimpt (S \<inter> T)"
       
   854     proof (rule islimptI)
       
   855       fix A
       
   856       assume "x \<in> A" "open A"
       
   857       with as have "x \<in> A \<inter> S" "open (A \<inter> S)"
       
   858         by (simp_all add: open_Int)
       
   859       with * obtain y where "y \<in> T" "y \<in> A \<inter> S" "y \<noteq> x"
       
   860         by (rule islimptE)
       
   861       hence "y \<in> S \<inter> T" "y \<in> A \<and> y \<noteq> x"
       
   862         by simp_all
       
   863       thus "\<exists>y\<in>(S \<inter> T). y \<in> A \<and> y \<noteq> x" ..
       
   864     qed
       
   865   }
       
   866   then show "x \<in> closure (S \<inter> T)" using as
       
   867     unfolding closure_def
       
   868     by blast
       
   869 qed
       
   870 
       
   871 lemma closure_complement: "closure(UNIV - S) = UNIV - interior(S)"
       
   872 proof-
       
   873   have "S = UNIV - (UNIV - S)"
       
   874     by auto
       
   875   thus ?thesis
       
   876     unfolding closure_interior
       
   877     by auto
       
   878 qed
       
   879 
       
   880 lemma interior_complement: "interior(UNIV - S) = UNIV - closure(S)"
       
   881   unfolding closure_interior
       
   882   by blast
       
   883 
       
   884 subsection{* Frontier (aka boundary) *}
       
   885 
       
   886 definition "frontier S = closure S - interior S"
       
   887 
       
   888 lemma frontier_closed: "closed(frontier S)"
       
   889   by (simp add: frontier_def closed_Diff)
       
   890 
       
   891 lemma frontier_closures: "frontier S = (closure S) \<inter> (closure(UNIV - S))"
       
   892   by (auto simp add: frontier_def interior_closure)
       
   893 
       
   894 lemma frontier_straddle:
       
   895   fixes a :: "'a::metric_space"
       
   896   shows "a \<in> frontier S \<longleftrightarrow> (\<forall>e>0. (\<exists>x\<in>S. dist a x < e) \<and> (\<exists>x. x \<notin> S \<and> dist a x < e))" (is "?lhs \<longleftrightarrow> ?rhs")
       
   897 proof
       
   898   assume "?lhs"
       
   899   { fix e::real
       
   900     assume "e > 0"
       
   901     let ?rhse = "(\<exists>x\<in>S. dist a x < e) \<and> (\<exists>x. x \<notin> S \<and> dist a x < e)"
       
   902     { assume "a\<in>S"
       
   903       have "\<exists>x\<in>S. dist a x < e" using `e>0` `a\<in>S` by(rule_tac x=a in bexI) auto
       
   904       moreover have "\<exists>x. x \<notin> S \<and> dist a x < e" using `?lhs` `a\<in>S`
       
   905         unfolding frontier_closures closure_def islimpt_def using `e>0`
       
   906         by (auto, erule_tac x="ball a e" in allE, auto)
       
   907       ultimately have ?rhse by auto
       
   908     }
       
   909     moreover
       
   910     { assume "a\<notin>S"
       
   911       hence ?rhse using `?lhs`
       
   912         unfolding frontier_closures closure_def islimpt_def
       
   913         using open_ball[of a e] `e > 0`
       
   914         by (auto, erule_tac x = "ball a e" in allE, auto) (* FIXME: VERY slow! *)
       
   915     }
       
   916     ultimately have ?rhse by auto
       
   917   }
       
   918   thus ?rhs by auto
       
   919 next
       
   920   assume ?rhs
       
   921   moreover
       
   922   { fix T assume "a\<notin>S" and
       
   923     as:"\<forall>e>0. (\<exists>x\<in>S. dist a x < e) \<and> (\<exists>x. x \<notin> S \<and> dist a x < e)" "a \<notin> S" "a \<in> T" "open T"
       
   924     from `open T` `a \<in> T` have "\<exists>e>0. ball a e \<subseteq> T" unfolding open_contains_ball[of T] by auto
       
   925     then obtain e where "e>0" "ball a e \<subseteq> T" by auto
       
   926     then obtain y where y:"y\<in>S" "dist a y < e"  using as(1) by auto
       
   927     have "\<exists>y\<in>S. y \<in> T \<and> y \<noteq> a"
       
   928       using `dist a y < e` `ball a e \<subseteq> T` unfolding ball_def using `y\<in>S` `a\<notin>S` by auto
       
   929   }
       
   930   hence "a \<in> closure S" unfolding closure_def islimpt_def using `?rhs` by auto
       
   931   moreover
       
   932   { fix T assume "a \<in> T"  "open T" "a\<in>S"
       
   933     then obtain e where "e>0" and balle: "ball a e \<subseteq> T" unfolding open_contains_ball using `?rhs` by auto
       
   934     obtain x where "x \<notin> S" "dist a x < e" using `?rhs` using `e>0` by auto
       
   935     hence "\<exists>y\<in>UNIV - S. y \<in> T \<and> y \<noteq> a" using balle `a\<in>S` unfolding ball_def by (rule_tac x=x in bexI)auto
       
   936   }
       
   937   hence "a islimpt (UNIV - S) \<or> a\<notin>S" unfolding islimpt_def by auto
       
   938   ultimately show ?lhs unfolding frontier_closures using closure_def[of "UNIV - S"] by auto
       
   939 qed
       
   940 
       
   941 lemma frontier_subset_closed: "closed S \<Longrightarrow> frontier S \<subseteq> S"
       
   942   by (metis frontier_def closure_closed Diff_subset)
       
   943 
       
   944 lemma frontier_empty: "frontier {} = {}"
       
   945   by (simp add: frontier_def closure_empty)
       
   946 
       
   947 lemma frontier_subset_eq: "frontier S \<subseteq> S \<longleftrightarrow> closed S"
       
   948 proof-
       
   949   { assume "frontier S \<subseteq> S"
       
   950     hence "closure S \<subseteq> S" using interior_subset unfolding frontier_def by auto
       
   951     hence "closed S" using closure_subset_eq by auto
       
   952   }
       
   953   thus ?thesis using frontier_subset_closed[of S] by auto
       
   954 qed
       
   955 
       
   956 lemma frontier_complement: "frontier(UNIV - S) = frontier S"
       
   957   by (auto simp add: frontier_def closure_complement interior_complement)
       
   958 
       
   959 lemma frontier_disjoint_eq: "frontier S \<inter> S = {} \<longleftrightarrow> open S"
       
   960   using frontier_complement frontier_subset_eq[of "UNIV - S"]
       
   961   unfolding open_closed Compl_eq_Diff_UNIV by auto
       
   962 
       
   963 subsection{* Common nets and The "within" modifier for nets. *}
       
   964 
       
   965 definition
       
   966   at_infinity :: "'a::real_normed_vector net" where
       
   967   "at_infinity = Abs_net (range (\<lambda>r. {x. r \<le> norm x}))"
       
   968 
       
   969 definition
       
   970   indirection :: "'a::real_normed_vector \<Rightarrow> 'a \<Rightarrow> 'a net" (infixr "indirection" 70) where
       
   971   "a indirection v = (at a) within {b. \<exists>c\<ge>0. b - a = scaleR c v}"
       
   972 
       
   973 text{* Prove That They are all nets. *}
       
   974 
       
   975 lemma Rep_net_at_infinity:
       
   976   "Rep_net at_infinity = range (\<lambda>r. {x. r \<le> norm x})"
       
   977 unfolding at_infinity_def
       
   978 apply (rule Abs_net_inverse')
       
   979 apply (rule image_nonempty, simp)
       
   980 apply (clarsimp, rename_tac r s)
       
   981 apply (rule_tac x="max r s" in exI, auto)
       
   982 done
       
   983 
       
   984 lemma within_UNIV: "net within UNIV = net"
       
   985   by (simp add: Rep_net_inject [symmetric] Rep_net_within)
       
   986 
       
   987 subsection{* Identify Trivial limits, where we can't approach arbitrarily closely. *}
       
   988 
       
   989 definition
       
   990   trivial_limit :: "'a net \<Rightarrow> bool" where
       
   991   "trivial_limit net \<longleftrightarrow> {} \<in> Rep_net net"
       
   992 
       
   993 lemma trivial_limit_within:
       
   994   shows "trivial_limit (at a within S) \<longleftrightarrow> \<not> a islimpt S"
       
   995 proof
       
   996   assume "trivial_limit (at a within S)"
       
   997   thus "\<not> a islimpt S"
       
   998     unfolding trivial_limit_def
       
   999     unfolding Rep_net_within Rep_net_at
       
  1000     unfolding islimpt_def
       
  1001     apply (clarsimp simp add: expand_set_eq)
       
  1002     apply (rename_tac T, rule_tac x=T in exI)
       
  1003     apply (clarsimp, drule_tac x=y in spec, simp)
       
  1004     done
       
  1005 next
       
  1006   assume "\<not> a islimpt S"
       
  1007   thus "trivial_limit (at a within S)"
       
  1008     unfolding trivial_limit_def
       
  1009     unfolding Rep_net_within Rep_net_at
       
  1010     unfolding islimpt_def
       
  1011     apply (clarsimp simp add: image_image)
       
  1012     apply (rule_tac x=T in image_eqI)
       
  1013     apply (auto simp add: expand_set_eq)
       
  1014     done
       
  1015 qed
       
  1016 
       
  1017 lemma trivial_limit_at_iff: "trivial_limit (at a) \<longleftrightarrow> \<not> a islimpt UNIV"
       
  1018   using trivial_limit_within [of a UNIV]
       
  1019   by (simp add: within_UNIV)
       
  1020 
       
  1021 lemma trivial_limit_at:
       
  1022   fixes a :: "'a::perfect_space"
       
  1023   shows "\<not> trivial_limit (at a)"
       
  1024   by (simp add: trivial_limit_at_iff)
       
  1025 
       
  1026 lemma trivial_limit_at_infinity:
       
  1027   "\<not> trivial_limit (at_infinity :: ('a::{real_normed_vector,zero_neq_one}) net)"
       
  1028   (* FIXME: find a more appropriate type class *)
       
  1029   unfolding trivial_limit_def Rep_net_at_infinity
       
  1030   apply (clarsimp simp add: expand_set_eq)
       
  1031   apply (drule_tac x="scaleR r (sgn 1)" in spec)
       
  1032   apply (simp add: norm_sgn)
       
  1033   done
       
  1034 
       
  1035 lemma trivial_limit_sequentially: "\<not> trivial_limit sequentially"
       
  1036   by (auto simp add: trivial_limit_def Rep_net_sequentially)
       
  1037 
       
  1038 subsection{* Some property holds "sufficiently close" to the limit point. *}
       
  1039 
       
  1040 lemma eventually_at: (* FIXME: this replaces Limits.eventually_at *)
       
  1041   "eventually P (at a) \<longleftrightarrow> (\<exists>d>0. \<forall>x. 0 < dist x a \<and> dist x a < d \<longrightarrow> P x)"
       
  1042 unfolding eventually_at dist_nz by auto
       
  1043 
       
  1044 lemma eventually_at_infinity:
       
  1045   "eventually P at_infinity \<longleftrightarrow> (\<exists>b. \<forall>x. norm x >= b \<longrightarrow> P x)"
       
  1046 unfolding eventually_def Rep_net_at_infinity by auto
       
  1047 
       
  1048 lemma eventually_within: "eventually P (at a within S) \<longleftrightarrow>
       
  1049         (\<exists>d>0. \<forall>x\<in>S. 0 < dist x a \<and> dist x a < d \<longrightarrow> P x)"
       
  1050 unfolding eventually_within eventually_at dist_nz by auto
       
  1051 
       
  1052 lemma eventually_within_le: "eventually P (at a within S) \<longleftrightarrow>
       
  1053         (\<exists>d>0. \<forall>x\<in>S. 0 < dist x a \<and> dist x a <= d \<longrightarrow> P x)" (is "?lhs = ?rhs")
       
  1054 unfolding eventually_within
       
  1055 apply safe
       
  1056 apply (rule_tac x="d/2" in exI, simp)
       
  1057 apply (rule_tac x="d" in exI, simp)
       
  1058 done
       
  1059 
       
  1060 lemma eventually_happens: "eventually P net ==> trivial_limit net \<or> (\<exists>x. P x)"
       
  1061   unfolding eventually_def trivial_limit_def
       
  1062   using Rep_net_nonempty [of net] by auto
       
  1063 
       
  1064 lemma always_eventually: "(\<forall>x. P x) ==> eventually P net"
       
  1065   unfolding eventually_def trivial_limit_def
       
  1066   using Rep_net_nonempty [of net] by auto
       
  1067 
       
  1068 lemma trivial_limit_eventually: "trivial_limit net \<Longrightarrow> eventually P net"
       
  1069   unfolding trivial_limit_def eventually_def by auto
       
  1070 
       
  1071 lemma eventually_False: "eventually (\<lambda>x. False) net \<longleftrightarrow> trivial_limit net"
       
  1072   unfolding trivial_limit_def eventually_def by auto
       
  1073 
       
  1074 lemma trivial_limit_eq: "trivial_limit net \<longleftrightarrow> (\<forall>P. eventually P net)"
       
  1075   apply (safe elim!: trivial_limit_eventually)
       
  1076   apply (simp add: eventually_False [symmetric])
       
  1077   done
       
  1078 
       
  1079 text{* Combining theorems for "eventually" *}
       
  1080 
       
  1081 lemma eventually_conjI:
       
  1082   "\<lbrakk>eventually (\<lambda>x. P x) net; eventually (\<lambda>x. Q x) net\<rbrakk>
       
  1083     \<Longrightarrow> eventually (\<lambda>x. P x \<and> Q x) net"
       
  1084 by (rule eventually_conj)
       
  1085 
       
  1086 lemma eventually_rev_mono:
       
  1087   "eventually P net \<Longrightarrow> (\<forall>x. P x \<longrightarrow> Q x) \<Longrightarrow> eventually Q net"
       
  1088 using eventually_mono [of P Q] by fast
       
  1089 
       
  1090 lemma eventually_and: " eventually (\<lambda>x. P x \<and> Q x) net \<longleftrightarrow> eventually P net \<and> eventually Q net"
       
  1091   by (auto intro!: eventually_conjI elim: eventually_rev_mono)
       
  1092 
       
  1093 lemma eventually_false: "eventually (\<lambda>x. False) net \<longleftrightarrow> trivial_limit net"
       
  1094   by (auto simp add: eventually_False)
       
  1095 
       
  1096 lemma not_eventually: "(\<forall>x. \<not> P x ) \<Longrightarrow> ~(trivial_limit net) ==> ~(eventually (\<lambda>x. P x) net)"
       
  1097   by (simp add: eventually_False)
       
  1098 
       
  1099 subsection{* Limits, defined as vacuously true when the limit is trivial. *}
       
  1100 
       
  1101   text{* Notation Lim to avoid collition with lim defined in analysis *}
       
  1102 definition
       
  1103   Lim :: "'a net \<Rightarrow> ('a \<Rightarrow> 'b::t2_space) \<Rightarrow> 'b" where
       
  1104   "Lim net f = (THE l. (f ---> l) net)"
       
  1105 
       
  1106 lemma Lim:
       
  1107  "(f ---> l) net \<longleftrightarrow>
       
  1108         trivial_limit net \<or>
       
  1109         (\<forall>e>0. eventually (\<lambda>x. dist (f x) l < e) net)"
       
  1110   unfolding tendsto_iff trivial_limit_eq by auto
       
  1111 
       
  1112 
       
  1113 text{* Show that they yield usual definitions in the various cases. *}
       
  1114 
       
  1115 lemma Lim_within_le: "(f ---> l)(at a within S) \<longleftrightarrow>
       
  1116            (\<forall>e>0. \<exists>d>0. \<forall>x\<in>S. 0 < dist x a  \<and> dist x a  <= d \<longrightarrow> dist (f x) l < e)"
       
  1117   by (auto simp add: tendsto_iff eventually_within_le)
       
  1118 
       
  1119 lemma Lim_within: "(f ---> l) (at a within S) \<longleftrightarrow>
       
  1120         (\<forall>e >0. \<exists>d>0. \<forall>x \<in> S. 0 < dist x a  \<and> dist x a  < d  \<longrightarrow> dist (f x) l < e)"
       
  1121   by (auto simp add: tendsto_iff eventually_within)
       
  1122 
       
  1123 lemma Lim_at: "(f ---> l) (at a) \<longleftrightarrow>
       
  1124         (\<forall>e >0. \<exists>d>0. \<forall>x. 0 < dist x a  \<and> dist x a  < d  \<longrightarrow> dist (f x) l < e)"
       
  1125   by (auto simp add: tendsto_iff eventually_at)
       
  1126 
       
  1127 lemma Lim_at_iff_LIM: "(f ---> l) (at a) \<longleftrightarrow> f -- a --> l"
       
  1128   unfolding Lim_at LIM_def by (simp only: zero_less_dist_iff)
       
  1129 
       
  1130 lemma Lim_at_infinity:
       
  1131   "(f ---> l) at_infinity \<longleftrightarrow> (\<forall>e>0. \<exists>b. \<forall>x. norm x >= b \<longrightarrow> dist (f x) l < e)"
       
  1132   by (auto simp add: tendsto_iff eventually_at_infinity)
       
  1133 
       
  1134 lemma Lim_sequentially:
       
  1135  "(S ---> l) sequentially \<longleftrightarrow>
       
  1136           (\<forall>e>0. \<exists>N. \<forall>n\<ge>N. dist (S n) l < e)"
       
  1137   by (auto simp add: tendsto_iff eventually_sequentially)
       
  1138 
       
  1139 lemma Lim_sequentially_iff_LIMSEQ: "(S ---> l) sequentially \<longleftrightarrow> S ----> l"
       
  1140   unfolding Lim_sequentially LIMSEQ_def ..
       
  1141 
       
  1142 lemma Lim_eventually: "eventually (\<lambda>x. f x = l) net \<Longrightarrow> (f ---> l) net"
       
  1143   by (rule topological_tendstoI, auto elim: eventually_rev_mono)
       
  1144 
       
  1145 text{* The expected monotonicity property. *}
       
  1146 
       
  1147 lemma Lim_within_empty: "(f ---> l) (net within {})"
       
  1148   unfolding tendsto_def Limits.eventually_within by simp
       
  1149 
       
  1150 lemma Lim_within_subset: "(f ---> l) (net within S) \<Longrightarrow> T \<subseteq> S \<Longrightarrow> (f ---> l) (net within T)"
       
  1151   unfolding tendsto_def Limits.eventually_within
       
  1152   by (auto elim!: eventually_elim1)
       
  1153 
       
  1154 lemma Lim_Un: assumes "(f ---> l) (net within S)" "(f ---> l) (net within T)"
       
  1155   shows "(f ---> l) (net within (S \<union> T))"
       
  1156   using assms unfolding tendsto_def Limits.eventually_within
       
  1157   apply clarify
       
  1158   apply (drule spec, drule (1) mp, drule (1) mp)
       
  1159   apply (drule spec, drule (1) mp, drule (1) mp)
       
  1160   apply (auto elim: eventually_elim2)
       
  1161   done
       
  1162 
       
  1163 lemma Lim_Un_univ:
       
  1164  "(f ---> l) (net within S) \<Longrightarrow> (f ---> l) (net within T) \<Longrightarrow>  S \<union> T = UNIV
       
  1165         ==> (f ---> l) net"
       
  1166   by (metis Lim_Un within_UNIV)
       
  1167 
       
  1168 text{* Interrelations between restricted and unrestricted limits. *}
       
  1169 
       
  1170 lemma Lim_at_within: "(f ---> l) net ==> (f ---> l)(net within S)"
       
  1171   (* FIXME: rename *)
       
  1172   unfolding tendsto_def Limits.eventually_within
       
  1173   apply (clarify, drule spec, drule (1) mp, drule (1) mp)
       
  1174   by (auto elim!: eventually_elim1)
       
  1175 
       
  1176 lemma Lim_within_open:
       
  1177   fixes f :: "'a::topological_space \<Rightarrow> 'b::topological_space"
       
  1178   assumes"a \<in> S" "open S"
       
  1179   shows "(f ---> l)(at a within S) \<longleftrightarrow> (f ---> l)(at a)" (is "?lhs \<longleftrightarrow> ?rhs")
       
  1180 proof
       
  1181   assume ?lhs
       
  1182   { fix A assume "open A" "l \<in> A"
       
  1183     with `?lhs` have "eventually (\<lambda>x. f x \<in> A) (at a within S)"
       
  1184       by (rule topological_tendstoD)
       
  1185     hence "eventually (\<lambda>x. x \<in> S \<longrightarrow> f x \<in> A) (at a)"
       
  1186       unfolding Limits.eventually_within .
       
  1187     then obtain T where "open T" "a \<in> T" "\<forall>x\<in>T. x \<noteq> a \<longrightarrow> x \<in> S \<longrightarrow> f x \<in> A"
       
  1188       unfolding eventually_at_topological by fast
       
  1189     hence "open (T \<inter> S)" "a \<in> T \<inter> S" "\<forall>x\<in>(T \<inter> S). x \<noteq> a \<longrightarrow> f x \<in> A"
       
  1190       using assms by auto
       
  1191     hence "\<exists>T. open T \<and> a \<in> T \<and> (\<forall>x\<in>T. x \<noteq> a \<longrightarrow> f x \<in> A)"
       
  1192       by fast
       
  1193     hence "eventually (\<lambda>x. f x \<in> A) (at a)"
       
  1194       unfolding eventually_at_topological .
       
  1195   }
       
  1196   thus ?rhs by (rule topological_tendstoI)
       
  1197 next
       
  1198   assume ?rhs
       
  1199   thus ?lhs by (rule Lim_at_within)
       
  1200 qed
       
  1201 
       
  1202 text{* Another limit point characterization. *}
       
  1203 
       
  1204 lemma islimpt_sequential:
       
  1205   fixes x :: "'a::metric_space" (* FIXME: generalize to topological_space *)
       
  1206   shows "x islimpt S \<longleftrightarrow> (\<exists>f. (\<forall>n::nat. f n \<in> S -{x}) \<and> (f ---> x) sequentially)"
       
  1207     (is "?lhs = ?rhs")
       
  1208 proof
       
  1209   assume ?lhs
       
  1210   then obtain f where f:"\<forall>y. y>0 \<longrightarrow> f y \<in> S \<and> f y \<noteq> x \<and> dist (f y) x < y"
       
  1211     unfolding islimpt_approachable using choice[of "\<lambda>e y. e>0 \<longrightarrow> y\<in>S \<and> y\<noteq>x \<and> dist y x < e"] by auto
       
  1212   { fix n::nat
       
  1213     have "f (inverse (real n + 1)) \<in> S - {x}" using f by auto
       
  1214   }
       
  1215   moreover
       
  1216   { fix e::real assume "e>0"
       
  1217     hence "\<exists>N::nat. inverse (real (N + 1)) < e" using real_arch_inv[of e] apply (auto simp add: Suc_pred') apply(rule_tac x="n - 1" in exI) by auto
       
  1218     then obtain N::nat where "inverse (real (N + 1)) < e" by auto
       
  1219     hence "\<forall>n\<ge>N. inverse (real n + 1) < e" by (auto, metis Suc_le_mono le_SucE less_imp_inverse_less nat_le_real_less order_less_trans real_of_nat_Suc real_of_nat_Suc_gt_zero)
       
  1220     moreover have "\<forall>n\<ge>N. dist (f (inverse (real n + 1))) x < (inverse (real n + 1))" using f `e>0` by auto
       
  1221     ultimately have "\<exists>N::nat. \<forall>n\<ge>N. dist (f (inverse (real n + 1))) x < e" apply(rule_tac x=N in exI) apply auto apply(erule_tac x=n in allE)+ by auto
       
  1222   }
       
  1223   hence " ((\<lambda>n. f (inverse (real n + 1))) ---> x) sequentially"
       
  1224     unfolding Lim_sequentially using f by auto
       
  1225   ultimately show ?rhs apply (rule_tac x="(\<lambda>n::nat. f (inverse (real n + 1)))" in exI) by auto
       
  1226 next
       
  1227   assume ?rhs
       
  1228   then obtain f::"nat\<Rightarrow>'a"  where f:"(\<forall>n. f n \<in> S - {x})" "(\<forall>e>0. \<exists>N. \<forall>n\<ge>N. dist (f n) x < e)" unfolding Lim_sequentially by auto
       
  1229   { fix e::real assume "e>0"
       
  1230     then obtain N where "dist (f N) x < e" using f(2) by auto
       
  1231     moreover have "f N\<in>S" "f N \<noteq> x" using f(1) by auto
       
  1232     ultimately have "\<exists>x'\<in>S. x' \<noteq> x \<and> dist x' x < e" by auto
       
  1233   }
       
  1234   thus ?lhs unfolding islimpt_approachable by auto
       
  1235 qed
       
  1236 
       
  1237 text{* Basic arithmetical combining theorems for limits. *}
       
  1238 
       
  1239 lemma Lim_linear:
       
  1240   assumes "(f ---> l) net" "bounded_linear h"
       
  1241   shows "((\<lambda>x. h (f x)) ---> h l) net"
       
  1242 using `bounded_linear h` `(f ---> l) net`
       
  1243 by (rule bounded_linear.tendsto)
       
  1244 
       
  1245 lemma Lim_ident_at: "((\<lambda>x. x) ---> a) (at a)"
       
  1246   unfolding tendsto_def Limits.eventually_at_topological by fast
       
  1247 
       
  1248 lemma Lim_const: "((\<lambda>x. a) ---> a) net"
       
  1249   by (rule tendsto_const)
       
  1250 
       
  1251 lemma Lim_cmul:
       
  1252   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
       
  1253   shows "(f ---> l) net ==> ((\<lambda>x. c *\<^sub>R f x) ---> c *\<^sub>R l) net"
       
  1254   by (intro tendsto_intros)
       
  1255 
       
  1256 lemma Lim_neg:
       
  1257   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
       
  1258   shows "(f ---> l) net ==> ((\<lambda>x. -(f x)) ---> -l) net"
       
  1259   by (rule tendsto_minus)
       
  1260 
       
  1261 lemma Lim_add: fixes f :: "'a \<Rightarrow> 'b::real_normed_vector" shows
       
  1262  "(f ---> l) net \<Longrightarrow> (g ---> m) net \<Longrightarrow> ((\<lambda>x. f(x) + g(x)) ---> l + m) net"
       
  1263   by (rule tendsto_add)
       
  1264 
       
  1265 lemma Lim_sub:
       
  1266   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
       
  1267   shows "(f ---> l) net \<Longrightarrow> (g ---> m) net \<Longrightarrow> ((\<lambda>x. f(x) - g(x)) ---> l - m) net"
       
  1268   by (rule tendsto_diff)
       
  1269 
       
  1270 lemma Lim_null:
       
  1271   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
       
  1272   shows "(f ---> l) net \<longleftrightarrow> ((\<lambda>x. f(x) - l) ---> 0) net" by (simp add: Lim dist_norm)
       
  1273 
       
  1274 lemma Lim_null_norm:
       
  1275   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
       
  1276   shows "(f ---> 0) net \<longleftrightarrow> ((\<lambda>x. norm(f x)) ---> 0) net"
       
  1277   by (simp add: Lim dist_norm)
       
  1278 
       
  1279 lemma Lim_null_comparison:
       
  1280   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
       
  1281   assumes "eventually (\<lambda>x. norm (f x) \<le> g x) net" "(g ---> 0) net"
       
  1282   shows "(f ---> 0) net"
       
  1283 proof(simp add: tendsto_iff, rule+)
       
  1284   fix e::real assume "0<e"
       
  1285   { fix x
       
  1286     assume "norm (f x) \<le> g x" "dist (g x) 0 < e"
       
  1287     hence "dist (f x) 0 < e" by (simp add: dist_norm)
       
  1288   }
       
  1289   thus "eventually (\<lambda>x. dist (f x) 0 < e) net"
       
  1290     using eventually_and[of "\<lambda>x. norm(f x) <= g x" "\<lambda>x. dist (g x) 0 < e" net]
       
  1291     using eventually_mono[of "(\<lambda>x. norm (f x) \<le> g x \<and> dist (g x) 0 < e)" "(\<lambda>x. dist (f x) 0 < e)" net]
       
  1292     using assms `e>0` unfolding tendsto_iff by auto
       
  1293 qed
       
  1294 
       
  1295 lemma Lim_component:
       
  1296   fixes f :: "'a \<Rightarrow> 'b::metric_space ^ 'n::finite"
       
  1297   shows "(f ---> l) net \<Longrightarrow> ((\<lambda>a. f a $i) ---> l$i) net"
       
  1298   unfolding tendsto_iff
       
  1299   apply (clarify)
       
  1300   apply (drule spec, drule (1) mp)
       
  1301   apply (erule eventually_elim1)
       
  1302   apply (erule le_less_trans [OF dist_nth_le])
       
  1303   done
       
  1304 
       
  1305 lemma Lim_transform_bound:
       
  1306   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
       
  1307   fixes g :: "'a \<Rightarrow> 'c::real_normed_vector"
       
  1308   assumes "eventually (\<lambda>n. norm(f n) <= norm(g n)) net"  "(g ---> 0) net"
       
  1309   shows "(f ---> 0) net"
       
  1310 proof (rule tendstoI)
       
  1311   fix e::real assume "e>0"
       
  1312   { fix x
       
  1313     assume "norm (f x) \<le> norm (g x)" "dist (g x) 0 < e"
       
  1314     hence "dist (f x) 0 < e" by (simp add: dist_norm)}
       
  1315   thus "eventually (\<lambda>x. dist (f x) 0 < e) net"
       
  1316     using eventually_and[of "\<lambda>x. norm (f x) \<le> norm (g x)" "\<lambda>x. dist (g x) 0 < e" net]
       
  1317     using eventually_mono[of "\<lambda>x. norm (f x) \<le> norm (g x) \<and> dist (g x) 0 < e" "\<lambda>x. dist (f x) 0 < e" net]
       
  1318     using assms `e>0` unfolding tendsto_iff by blast
       
  1319 qed
       
  1320 
       
  1321 text{* Deducing things about the limit from the elements. *}
       
  1322 
       
  1323 lemma Lim_in_closed_set:
       
  1324   assumes "closed S" "eventually (\<lambda>x. f(x) \<in> S) net" "\<not>(trivial_limit net)" "(f ---> l) net"
       
  1325   shows "l \<in> S"
       
  1326 proof (rule ccontr)
       
  1327   assume "l \<notin> S"
       
  1328   with `closed S` have "open (- S)" "l \<in> - S"
       
  1329     by (simp_all add: open_Compl)
       
  1330   with assms(4) have "eventually (\<lambda>x. f x \<in> - S) net"
       
  1331     by (rule topological_tendstoD)
       
  1332   with assms(2) have "eventually (\<lambda>x. False) net"
       
  1333     by (rule eventually_elim2) simp
       
  1334   with assms(3) show "False"
       
  1335     by (simp add: eventually_False)
       
  1336 qed
       
  1337 
       
  1338 text{* Need to prove closed(cball(x,e)) before deducing this as a corollary. *}
       
  1339 
       
  1340 lemma Lim_dist_ubound:
       
  1341   assumes "\<not>(trivial_limit net)" "(f ---> l) net" "eventually (\<lambda>x. dist a (f x) <= e) net"
       
  1342   shows "dist a l <= e"
       
  1343 proof (rule ccontr)
       
  1344   assume "\<not> dist a l \<le> e"
       
  1345   then have "0 < dist a l - e" by simp
       
  1346   with assms(2) have "eventually (\<lambda>x. dist (f x) l < dist a l - e) net"
       
  1347     by (rule tendstoD)
       
  1348   with assms(3) have "eventually (\<lambda>x. dist a (f x) \<le> e \<and> dist (f x) l < dist a l - e) net"
       
  1349     by (rule eventually_conjI)
       
  1350   then obtain w where "dist a (f w) \<le> e" "dist (f w) l < dist a l - e"
       
  1351     using assms(1) eventually_happens by auto
       
  1352   hence "dist a (f w) + dist (f w) l < e + (dist a l - e)"
       
  1353     by (rule add_le_less_mono)
       
  1354   hence "dist a (f w) + dist (f w) l < dist a l"
       
  1355     by simp
       
  1356   also have "\<dots> \<le> dist a (f w) + dist (f w) l"
       
  1357     by (rule dist_triangle)
       
  1358   finally show False by simp
       
  1359 qed
       
  1360 
       
  1361 lemma Lim_norm_ubound:
       
  1362   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
       
  1363   assumes "\<not>(trivial_limit net)" "(f ---> l) net" "eventually (\<lambda>x. norm(f x) <= e) net"
       
  1364   shows "norm(l) <= e"
       
  1365 proof (rule ccontr)
       
  1366   assume "\<not> norm l \<le> e"
       
  1367   then have "0 < norm l - e" by simp
       
  1368   with assms(2) have "eventually (\<lambda>x. dist (f x) l < norm l - e) net"
       
  1369     by (rule tendstoD)
       
  1370   with assms(3) have "eventually (\<lambda>x. norm (f x) \<le> e \<and> dist (f x) l < norm l - e) net"
       
  1371     by (rule eventually_conjI)
       
  1372   then obtain w where "norm (f w) \<le> e" "dist (f w) l < norm l - e"
       
  1373     using assms(1) eventually_happens by auto
       
  1374   hence "norm (f w - l) < norm l - e" "norm (f w) \<le> e" by (simp_all add: dist_norm)
       
  1375   hence "norm (f w - l) + norm (f w) < norm l" by simp
       
  1376   hence "norm (f w - l - f w) < norm l" by (rule le_less_trans [OF norm_triangle_ineq4])
       
  1377   thus False using `\<not> norm l \<le> e` by simp
       
  1378 qed
       
  1379 
       
  1380 lemma Lim_norm_lbound:
       
  1381   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
       
  1382   assumes "\<not> (trivial_limit net)"  "(f ---> l) net"  "eventually (\<lambda>x. e <= norm(f x)) net"
       
  1383   shows "e \<le> norm l"
       
  1384 proof (rule ccontr)
       
  1385   assume "\<not> e \<le> norm l"
       
  1386   then have "0 < e - norm l" by simp
       
  1387   with assms(2) have "eventually (\<lambda>x. dist (f x) l < e - norm l) net"
       
  1388     by (rule tendstoD)
       
  1389   with assms(3) have "eventually (\<lambda>x. e \<le> norm (f x) \<and> dist (f x) l < e - norm l) net"
       
  1390     by (rule eventually_conjI)
       
  1391   then obtain w where "e \<le> norm (f w)" "dist (f w) l < e - norm l"
       
  1392     using assms(1) eventually_happens by auto
       
  1393   hence "norm (f w - l) + norm l < e" "e \<le> norm (f w)" by (simp_all add: dist_norm)
       
  1394   hence "norm (f w - l) + norm l < norm (f w)" by (rule less_le_trans)
       
  1395   hence "norm (f w - l + l) < norm (f w)" by (rule le_less_trans [OF norm_triangle_ineq])
       
  1396   thus False by simp
       
  1397 qed
       
  1398 
       
  1399 text{* Uniqueness of the limit, when nontrivial. *}
       
  1400 
       
  1401 lemma Lim_unique:
       
  1402   fixes f :: "'a \<Rightarrow> 'b::t2_space"
       
  1403   assumes "\<not> trivial_limit net"  "(f ---> l) net"  "(f ---> l') net"
       
  1404   shows "l = l'"
       
  1405 proof (rule ccontr)
       
  1406   assume "l \<noteq> l'"
       
  1407   obtain U V where "open U" "open V" "l \<in> U" "l' \<in> V" "U \<inter> V = {}"
       
  1408     using hausdorff [OF `l \<noteq> l'`] by fast
       
  1409   have "eventually (\<lambda>x. f x \<in> U) net"
       
  1410     using `(f ---> l) net` `open U` `l \<in> U` by (rule topological_tendstoD)
       
  1411   moreover
       
  1412   have "eventually (\<lambda>x. f x \<in> V) net"
       
  1413     using `(f ---> l') net` `open V` `l' \<in> V` by (rule topological_tendstoD)
       
  1414   ultimately
       
  1415   have "eventually (\<lambda>x. False) net"
       
  1416   proof (rule eventually_elim2)
       
  1417     fix x
       
  1418     assume "f x \<in> U" "f x \<in> V"
       
  1419     hence "f x \<in> U \<inter> V" by simp
       
  1420     with `U \<inter> V = {}` show "False" by simp
       
  1421   qed
       
  1422   with `\<not> trivial_limit net` show "False"
       
  1423     by (simp add: eventually_False)
       
  1424 qed
       
  1425 
       
  1426 lemma tendsto_Lim:
       
  1427   fixes f :: "'a \<Rightarrow> 'b::t2_space"
       
  1428   shows "~(trivial_limit net) \<Longrightarrow> (f ---> l) net ==> Lim net f = l"
       
  1429   unfolding Lim_def using Lim_unique[of net f] by auto
       
  1430 
       
  1431 text{* Limit under bilinear function *}
       
  1432 
       
  1433 lemma Lim_bilinear:
       
  1434   assumes "(f ---> l) net" and "(g ---> m) net" and "bounded_bilinear h"
       
  1435   shows "((\<lambda>x. h (f x) (g x)) ---> (h l m)) net"
       
  1436 using `bounded_bilinear h` `(f ---> l) net` `(g ---> m) net`
       
  1437 by (rule bounded_bilinear.tendsto)
       
  1438 
       
  1439 text{* These are special for limits out of the same vector space. *}
       
  1440 
       
  1441 lemma Lim_within_id: "(id ---> a) (at a within s)"
       
  1442   unfolding tendsto_def Limits.eventually_within eventually_at_topological
       
  1443   by auto
       
  1444 
       
  1445 lemma Lim_at_id: "(id ---> a) (at a)"
       
  1446 apply (subst within_UNIV[symmetric]) by (simp add: Lim_within_id)
       
  1447 
       
  1448 lemma Lim_at_zero:
       
  1449   fixes a :: "'a::real_normed_vector"
       
  1450   fixes l :: "'b::topological_space"
       
  1451   shows "(f ---> l) (at a) \<longleftrightarrow> ((\<lambda>x. f(a + x)) ---> l) (at 0)" (is "?lhs = ?rhs")
       
  1452 proof
       
  1453   assume "?lhs"
       
  1454   { fix S assume "open S" "l \<in> S"
       
  1455     with `?lhs` have "eventually (\<lambda>x. f x \<in> S) (at a)"
       
  1456       by (rule topological_tendstoD)
       
  1457     then obtain d where d: "d>0" "\<forall>x. x \<noteq> a \<and> dist x a < d \<longrightarrow> f x \<in> S"
       
  1458       unfolding Limits.eventually_at by fast
       
  1459     { fix x::"'a" assume "x \<noteq> 0 \<and> dist x 0 < d"
       
  1460       hence "f (a + x) \<in> S" using d
       
  1461       apply(erule_tac x="x+a" in allE)
       
  1462       by(auto simp add: comm_monoid_add.mult_commute dist_norm dist_commute)
       
  1463     }
       
  1464     hence "\<exists>d>0. \<forall>x. x \<noteq> 0 \<and> dist x 0 < d \<longrightarrow> f (a + x) \<in> S"
       
  1465       using d(1) by auto
       
  1466     hence "eventually (\<lambda>x. f (a + x) \<in> S) (at 0)"
       
  1467       unfolding Limits.eventually_at .
       
  1468   }
       
  1469   thus "?rhs" by (rule topological_tendstoI)
       
  1470 next
       
  1471   assume "?rhs"
       
  1472   { fix S assume "open S" "l \<in> S"
       
  1473     with `?rhs` have "eventually (\<lambda>x. f (a + x) \<in> S) (at 0)"
       
  1474       by (rule topological_tendstoD)
       
  1475     then obtain d where d: "d>0" "\<forall>x. x \<noteq> 0 \<and> dist x 0 < d \<longrightarrow> f (a + x) \<in> S"
       
  1476       unfolding Limits.eventually_at by fast
       
  1477     { fix x::"'a" assume "x \<noteq> a \<and> dist x a < d"
       
  1478       hence "f x \<in> S" using d apply(erule_tac x="x-a" in allE)
       
  1479         by(auto simp add: comm_monoid_add.mult_commute dist_norm dist_commute)
       
  1480     }
       
  1481     hence "\<exists>d>0. \<forall>x. x \<noteq> a \<and> dist x a < d \<longrightarrow> f x \<in> S" using d(1) by auto
       
  1482     hence "eventually (\<lambda>x. f x \<in> S) (at a)" unfolding Limits.eventually_at .
       
  1483   }
       
  1484   thus "?lhs" by (rule topological_tendstoI)
       
  1485 qed
       
  1486 
       
  1487 text{* It's also sometimes useful to extract the limit point from the net.  *}
       
  1488 
       
  1489 definition
       
  1490   netlimit :: "'a::t2_space net \<Rightarrow> 'a" where
       
  1491   "netlimit net = (SOME a. ((\<lambda>x. x) ---> a) net)"
       
  1492 
       
  1493 lemma netlimit_within:
       
  1494   assumes "\<not> trivial_limit (at a within S)"
       
  1495   shows "netlimit (at a within S) = a"
       
  1496 unfolding netlimit_def
       
  1497 apply (rule some_equality)
       
  1498 apply (rule Lim_at_within)
       
  1499 apply (rule Lim_ident_at)
       
  1500 apply (erule Lim_unique [OF assms])
       
  1501 apply (rule Lim_at_within)
       
  1502 apply (rule Lim_ident_at)
       
  1503 done
       
  1504 
       
  1505 lemma netlimit_at:
       
  1506   fixes a :: "'a::perfect_space"
       
  1507   shows "netlimit (at a) = a"
       
  1508   apply (subst within_UNIV[symmetric])
       
  1509   using netlimit_within[of a UNIV]
       
  1510   by (simp add: trivial_limit_at within_UNIV)
       
  1511 
       
  1512 text{* Transformation of limit. *}
       
  1513 
       
  1514 lemma Lim_transform:
       
  1515   fixes f g :: "'a::type \<Rightarrow> 'b::real_normed_vector"
       
  1516   assumes "((\<lambda>x. f x - g x) ---> 0) net" "(f ---> l) net"
       
  1517   shows "(g ---> l) net"
       
  1518 proof-
       
  1519   from assms have "((\<lambda>x. f x - g x - f x) ---> 0 - l) net" using Lim_sub[of "\<lambda>x. f x - g x" 0 net f l] by auto
       
  1520   thus "?thesis" using Lim_neg [of "\<lambda> x. - g x" "-l" net] by auto
       
  1521 qed
       
  1522 
       
  1523 lemma Lim_transform_eventually:
       
  1524   "eventually (\<lambda>x. f x = g x) net \<Longrightarrow> (f ---> l) net ==> (g ---> l) net"
       
  1525   apply (rule topological_tendstoI)
       
  1526   apply (drule (2) topological_tendstoD)
       
  1527   apply (erule (1) eventually_elim2, simp)
       
  1528   done
       
  1529 
       
  1530 lemma Lim_transform_within:
       
  1531   fixes l :: "'b::metric_space" (* TODO: generalize *)
       
  1532   assumes "0 < d" "(\<forall>x'\<in>S. 0 < dist x' x \<and> dist x' x < d \<longrightarrow> f x' = g x')"
       
  1533           "(f ---> l) (at x within S)"
       
  1534   shows   "(g ---> l) (at x within S)"
       
  1535   using assms(1,3) unfolding Lim_within
       
  1536   apply -
       
  1537   apply (clarify, rename_tac e)
       
  1538   apply (drule_tac x=e in spec, clarsimp, rename_tac r)
       
  1539   apply (rule_tac x="min d r" in exI, clarsimp, rename_tac y)
       
  1540   apply (drule_tac x=y in bspec, assumption, clarsimp)
       
  1541   apply (simp add: assms(2))
       
  1542   done
       
  1543 
       
  1544 lemma Lim_transform_at:
       
  1545   fixes l :: "'b::metric_space" (* TODO: generalize *)
       
  1546   shows "0 < d \<Longrightarrow> (\<forall>x'. 0 < dist x' x \<and> dist x' x < d \<longrightarrow> f x' = g x') \<Longrightarrow>
       
  1547   (f ---> l) (at x) ==> (g ---> l) (at x)"
       
  1548   apply (subst within_UNIV[symmetric])
       
  1549   using Lim_transform_within[of d UNIV x f g l]
       
  1550   by (auto simp add: within_UNIV)
       
  1551 
       
  1552 text{* Common case assuming being away from some crucial point like 0. *}
       
  1553 
       
  1554 lemma Lim_transform_away_within:
       
  1555   fixes a b :: "'a::metric_space"
       
  1556   fixes l :: "'b::metric_space" (* TODO: generalize *)
       
  1557   assumes "a\<noteq>b" "\<forall>x\<in> S. x \<noteq> a \<and> x \<noteq> b \<longrightarrow> f x = g x"
       
  1558   and "(f ---> l) (at a within S)"
       
  1559   shows "(g ---> l) (at a within S)"
       
  1560 proof-
       
  1561   have "\<forall>x'\<in>S. 0 < dist x' a \<and> dist x' a < dist a b \<longrightarrow> f x' = g x'" using assms(2)
       
  1562     apply auto apply(erule_tac x=x' in ballE) by (auto simp add: dist_commute)
       
  1563   thus ?thesis using Lim_transform_within[of "dist a b" S a f g l] using assms(1,3) unfolding dist_nz by auto
       
  1564 qed
       
  1565 
       
  1566 lemma Lim_transform_away_at:
       
  1567   fixes a b :: "'a::metric_space"
       
  1568   fixes l :: "'b::metric_space" (* TODO: generalize *)
       
  1569   assumes ab: "a\<noteq>b" and fg: "\<forall>x. x \<noteq> a \<and> x \<noteq> b \<longrightarrow> f x = g x"
       
  1570   and fl: "(f ---> l) (at a)"
       
  1571   shows "(g ---> l) (at a)"
       
  1572   using Lim_transform_away_within[OF ab, of UNIV f g l] fg fl
       
  1573   by (auto simp add: within_UNIV)
       
  1574 
       
  1575 text{* Alternatively, within an open set. *}
       
  1576 
       
  1577 lemma Lim_transform_within_open:
       
  1578   fixes a :: "'a::metric_space"
       
  1579   fixes l :: "'b::metric_space" (* TODO: generalize *)
       
  1580   assumes "open S"  "a \<in> S"  "\<forall>x\<in>S. x \<noteq> a \<longrightarrow> f x = g x"  "(f ---> l) (at a)"
       
  1581   shows "(g ---> l) (at a)"
       
  1582 proof-
       
  1583   from assms(1,2) obtain e::real where "e>0" and e:"ball a e \<subseteq> S" unfolding open_contains_ball by auto
       
  1584   hence "\<forall>x'. 0 < dist x' a \<and> dist x' a < e \<longrightarrow> f x' = g x'" using assms(3)
       
  1585     unfolding ball_def subset_eq apply auto apply(erule_tac x=x' in allE) apply(erule_tac x=x' in ballE) by(auto simp add: dist_commute)
       
  1586   thus ?thesis using Lim_transform_at[of e a f g l] `e>0` assms(4) by auto
       
  1587 qed
       
  1588 
       
  1589 text{* A congruence rule allowing us to transform limits assuming not at point. *}
       
  1590 
       
  1591 (* FIXME: Only one congruence rule for tendsto can be used at a time! *)
       
  1592 
       
  1593 lemma Lim_cong_within[cong add]:
       
  1594   fixes a :: "'a::metric_space"
       
  1595   fixes l :: "'b::metric_space" (* TODO: generalize *)
       
  1596   shows "(\<And>x. x \<noteq> a \<Longrightarrow> f x = g x) ==> ((\<lambda>x. f x) ---> l) (at a within S) \<longleftrightarrow> ((g ---> l) (at a within S))"
       
  1597   by (simp add: Lim_within dist_nz[symmetric])
       
  1598 
       
  1599 lemma Lim_cong_at[cong add]:
       
  1600   fixes a :: "'a::metric_space"
       
  1601   fixes l :: "'b::metric_space" (* TODO: generalize *)
       
  1602   shows "(\<And>x. x \<noteq> a ==> f x = g x) ==> (((\<lambda>x. f x) ---> l) (at a) \<longleftrightarrow> ((g ---> l) (at a)))"
       
  1603   by (simp add: Lim_at dist_nz[symmetric])
       
  1604 
       
  1605 text{* Useful lemmas on closure and set of possible sequential limits.*}
       
  1606 
       
  1607 lemma closure_sequential:
       
  1608   fixes l :: "'a::metric_space" (* TODO: generalize *)
       
  1609   shows "l \<in> closure S \<longleftrightarrow> (\<exists>x. (\<forall>n. x n \<in> S) \<and> (x ---> l) sequentially)" (is "?lhs = ?rhs")
       
  1610 proof
       
  1611   assume "?lhs" moreover
       
  1612   { assume "l \<in> S"
       
  1613     hence "?rhs" using Lim_const[of l sequentially] by auto
       
  1614   } moreover
       
  1615   { assume "l islimpt S"
       
  1616     hence "?rhs" unfolding islimpt_sequential by auto
       
  1617   } ultimately
       
  1618   show "?rhs" unfolding closure_def by auto
       
  1619 next
       
  1620   assume "?rhs"
       
  1621   thus "?lhs" unfolding closure_def unfolding islimpt_sequential by auto
       
  1622 qed
       
  1623 
       
  1624 lemma closed_sequential_limits:
       
  1625   fixes S :: "'a::metric_space set"
       
  1626   shows "closed S \<longleftrightarrow> (\<forall>x l. (\<forall>n. x n \<in> S) \<and> (x ---> l) sequentially \<longrightarrow> l \<in> S)"
       
  1627   unfolding closed_limpt
       
  1628   using closure_sequential [where 'a='a] closure_closed [where 'a='a] closed_limpt [where 'a='a] islimpt_sequential [where 'a='a] mem_delete [where 'a='a]
       
  1629   by metis
       
  1630 
       
  1631 lemma closure_approachable:
       
  1632   fixes S :: "'a::metric_space set"
       
  1633   shows "x \<in> closure S \<longleftrightarrow> (\<forall>e>0. \<exists>y\<in>S. dist y x < e)"
       
  1634   apply (auto simp add: closure_def islimpt_approachable)
       
  1635   by (metis dist_self)
       
  1636 
       
  1637 lemma closed_approachable:
       
  1638   fixes S :: "'a::metric_space set"
       
  1639   shows "closed S ==> (\<forall>e>0. \<exists>y\<in>S. dist y x < e) \<longleftrightarrow> x \<in> S"
       
  1640   by (metis closure_closed closure_approachable)
       
  1641 
       
  1642 text{* Some other lemmas about sequences. *}
       
  1643 
       
  1644 lemma seq_offset:
       
  1645   fixes l :: "'a::metric_space" (* TODO: generalize *)
       
  1646   shows "(f ---> l) sequentially ==> ((\<lambda>i. f( i + k)) ---> l) sequentially"
       
  1647   apply (auto simp add: Lim_sequentially)
       
  1648   by (metis trans_le_add1 )
       
  1649 
       
  1650 lemma seq_offset_neg:
       
  1651   "(f ---> l) sequentially ==> ((\<lambda>i. f(i - k)) ---> l) sequentially"
       
  1652   apply (rule topological_tendstoI)
       
  1653   apply (drule (2) topological_tendstoD)
       
  1654   apply (simp only: eventually_sequentially)
       
  1655   apply (subgoal_tac "\<And>N k (n::nat). N + k <= n ==> N <= n - k")
       
  1656   apply metis
       
  1657   by arith
       
  1658 
       
  1659 lemma seq_offset_rev:
       
  1660   "((\<lambda>i. f(i + k)) ---> l) sequentially ==> (f ---> l) sequentially"
       
  1661   apply (rule topological_tendstoI)
       
  1662   apply (drule (2) topological_tendstoD)
       
  1663   apply (simp only: eventually_sequentially)
       
  1664   apply (subgoal_tac "\<And>N k (n::nat). N + k <= n ==> N <= n - k \<and> (n - k) + k = n")
       
  1665   by metis arith
       
  1666 
       
  1667 lemma seq_harmonic: "((\<lambda>n. inverse (real n)) ---> 0) sequentially"
       
  1668 proof-
       
  1669   { fix e::real assume "e>0"
       
  1670     hence "\<exists>N::nat. \<forall>n::nat\<ge>N. inverse (real n) < e"
       
  1671       using real_arch_inv[of e] apply auto apply(rule_tac x=n in exI)
       
  1672       by (metis not_le le_imp_inverse_le not_less real_of_nat_gt_zero_cancel_iff real_of_nat_less_iff xt1(7))
       
  1673   }
       
  1674   thus ?thesis unfolding Lim_sequentially dist_norm by simp
       
  1675 qed
       
  1676 
       
  1677 text{* More properties of closed balls. *}
       
  1678 
       
  1679 lemma closed_cball: "closed (cball x e)"
       
  1680 unfolding cball_def closed_def
       
  1681 unfolding Collect_neg_eq [symmetric] not_le
       
  1682 apply (clarsimp simp add: open_dist, rename_tac y)
       
  1683 apply (rule_tac x="dist x y - e" in exI, clarsimp)
       
  1684 apply (rename_tac x')
       
  1685 apply (cut_tac x=x and y=x' and z=y in dist_triangle)
       
  1686 apply simp
       
  1687 done
       
  1688 
       
  1689 lemma open_contains_cball: "open S \<longleftrightarrow> (\<forall>x\<in>S. \<exists>e>0.  cball x e \<subseteq> S)"
       
  1690 proof-
       
  1691   { fix x and e::real assume "x\<in>S" "e>0" "ball x e \<subseteq> S"
       
  1692     hence "\<exists>d>0. cball x d \<subseteq> S" unfolding subset_eq by (rule_tac x="e/2" in exI, auto)
       
  1693   } moreover
       
  1694   { fix x and e::real assume "x\<in>S" "e>0" "cball x e \<subseteq> S"
       
  1695     hence "\<exists>d>0. ball x d \<subseteq> S" unfolding subset_eq apply(rule_tac x="e/2" in exI) by auto
       
  1696   } ultimately
       
  1697   show ?thesis unfolding open_contains_ball by auto
       
  1698 qed
       
  1699 
       
  1700 lemma open_contains_cball_eq: "open S ==> (\<forall>x. x \<in> S \<longleftrightarrow> (\<exists>e>0. cball x e \<subseteq> S))"
       
  1701   by (metis open_contains_cball subset_eq order_less_imp_le centre_in_cball mem_def)
       
  1702 
       
  1703 lemma mem_interior_cball: "x \<in> interior S \<longleftrightarrow> (\<exists>e>0. cball x e \<subseteq> S)"
       
  1704   apply (simp add: interior_def, safe)
       
  1705   apply (force simp add: open_contains_cball)
       
  1706   apply (rule_tac x="ball x e" in exI)
       
  1707   apply (simp add: open_ball centre_in_ball subset_trans [OF ball_subset_cball])
       
  1708   done
       
  1709 
       
  1710 lemma islimpt_ball:
       
  1711   fixes x y :: "'a::{real_normed_vector,perfect_space}"
       
  1712   shows "y islimpt ball x e \<longleftrightarrow> 0 < e \<and> y \<in> cball x e" (is "?lhs = ?rhs")
       
  1713 proof
       
  1714   assume "?lhs"
       
  1715   { assume "e \<le> 0"
       
  1716     hence *:"ball x e = {}" using ball_eq_empty[of x e] by auto
       
  1717     have False using `?lhs` unfolding * using islimpt_EMPTY[of y] by auto
       
  1718   }
       
  1719   hence "e > 0" by (metis not_less)
       
  1720   moreover
       
  1721   have "y \<in> cball x e" using closed_cball[of x e] islimpt_subset[of y "ball x e" "cball x e"] ball_subset_cball[of x e] `?lhs` unfolding closed_limpt by auto
       
  1722   ultimately show "?rhs" by auto
       
  1723 next
       
  1724   assume "?rhs" hence "e>0"  by auto
       
  1725   { fix d::real assume "d>0"
       
  1726     have "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d"
       
  1727     proof(cases "d \<le> dist x y")
       
  1728       case True thus "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d"
       
  1729       proof(cases "x=y")
       
  1730         case True hence False using `d \<le> dist x y` `d>0` by auto
       
  1731         thus "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d" by auto
       
  1732       next
       
  1733         case False
       
  1734 
       
  1735         have "dist x (y - (d / (2 * dist y x)) *\<^sub>R (y - x))
       
  1736               = norm (x - y + (d / (2 * norm (y - x))) *\<^sub>R (y - x))"
       
  1737           unfolding mem_cball mem_ball dist_norm diff_diff_eq2 diff_add_eq[THEN sym] by auto
       
  1738         also have "\<dots> = \<bar>- 1 + d / (2 * norm (x - y))\<bar> * norm (x - y)"
       
  1739           using scaleR_left_distrib[of "- 1" "d / (2 * norm (y - x))", THEN sym, of "y - x"]
       
  1740           unfolding scaleR_minus_left scaleR_one
       
  1741           by (auto simp add: norm_minus_commute)
       
  1742         also have "\<dots> = \<bar>- norm (x - y) + d / 2\<bar>"
       
  1743           unfolding abs_mult_pos[of "norm (x - y)", OF norm_ge_zero[of "x - y"]]
       
  1744           unfolding real_add_mult_distrib using `x\<noteq>y`[unfolded dist_nz, unfolded dist_norm] by auto
       
  1745         also have "\<dots> \<le> e - d/2" using `d \<le> dist x y` and `d>0` and `?rhs` by(auto simp add: dist_norm)
       
  1746         finally have "y - (d / (2 * dist y x)) *\<^sub>R (y - x) \<in> ball x e" using `d>0` by auto
       
  1747 
       
  1748         moreover
       
  1749 
       
  1750         have "(d / (2*dist y x)) *\<^sub>R (y - x) \<noteq> 0"
       
  1751           using `x\<noteq>y`[unfolded dist_nz] `d>0` unfolding scaleR_eq_0_iff by (auto simp add: dist_commute)
       
  1752         moreover
       
  1753         have "dist (y - (d / (2 * dist y x)) *\<^sub>R (y - x)) y < d" unfolding dist_norm apply simp unfolding norm_minus_cancel
       
  1754           using `d>0` `x\<noteq>y`[unfolded dist_nz] dist_commute[of x y]
       
  1755           unfolding dist_norm by auto
       
  1756         ultimately show "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d" by (rule_tac  x="y - (d / (2*dist y x)) *\<^sub>R (y - x)" in bexI) auto
       
  1757       qed
       
  1758     next
       
  1759       case False hence "d > dist x y" by auto
       
  1760       show "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d"
       
  1761       proof(cases "x=y")
       
  1762         case True
       
  1763         obtain z where **: "z \<noteq> y" "dist z y < min e d"
       
  1764           using perfect_choose_dist[of "min e d" y]
       
  1765           using `d > 0` `e>0` by auto
       
  1766         show "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d"
       
  1767           unfolding `x = y`
       
  1768           using `z \<noteq> y` **
       
  1769           by (rule_tac x=z in bexI, auto simp add: dist_commute)
       
  1770       next
       
  1771         case False thus "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d"
       
  1772           using `d>0` `d > dist x y` `?rhs` by(rule_tac x=x in bexI, auto)
       
  1773       qed
       
  1774     qed  }
       
  1775   thus "?lhs" unfolding mem_cball islimpt_approachable mem_ball by auto
       
  1776 qed
       
  1777 
       
  1778 lemma closure_ball_lemma:
       
  1779   fixes x y :: "'a::real_normed_vector"
       
  1780   assumes "x \<noteq> y" shows "y islimpt ball x (dist x y)"
       
  1781 proof (rule islimptI)
       
  1782   fix T assume "y \<in> T" "open T"
       
  1783   then obtain r where "0 < r" "\<forall>z. dist z y < r \<longrightarrow> z \<in> T"
       
  1784     unfolding open_dist by fast
       
  1785   (* choose point between x and y, within distance r of y. *)
       
  1786   def k \<equiv> "min 1 (r / (2 * dist x y))"
       
  1787   def z \<equiv> "y + scaleR k (x - y)"
       
  1788   have z_def2: "z = x + scaleR (1 - k) (y - x)"
       
  1789     unfolding z_def by (simp add: algebra_simps)
       
  1790   have "dist z y < r"
       
  1791     unfolding z_def k_def using `0 < r`
       
  1792     by (simp add: dist_norm min_def)
       
  1793   hence "z \<in> T" using `\<forall>z. dist z y < r \<longrightarrow> z \<in> T` by simp
       
  1794   have "dist x z < dist x y"
       
  1795     unfolding z_def2 dist_norm
       
  1796     apply (simp add: norm_minus_commute)
       
  1797     apply (simp only: dist_norm [symmetric])
       
  1798     apply (subgoal_tac "\<bar>1 - k\<bar> * dist x y < 1 * dist x y", simp)
       
  1799     apply (rule mult_strict_right_mono)
       
  1800     apply (simp add: k_def divide_pos_pos zero_less_dist_iff `0 < r` `x \<noteq> y`)
       
  1801     apply (simp add: zero_less_dist_iff `x \<noteq> y`)
       
  1802     done
       
  1803   hence "z \<in> ball x (dist x y)" by simp
       
  1804   have "z \<noteq> y"
       
  1805     unfolding z_def k_def using `x \<noteq> y` `0 < r`
       
  1806     by (simp add: min_def)
       
  1807   show "\<exists>z\<in>ball x (dist x y). z \<in> T \<and> z \<noteq> y"
       
  1808     using `z \<in> ball x (dist x y)` `z \<in> T` `z \<noteq> y`
       
  1809     by fast
       
  1810 qed
       
  1811 
       
  1812 lemma closure_ball:
       
  1813   fixes x :: "'a::real_normed_vector"
       
  1814   shows "0 < e \<Longrightarrow> closure (ball x e) = cball x e"
       
  1815 apply (rule equalityI)
       
  1816 apply (rule closure_minimal)
       
  1817 apply (rule ball_subset_cball)
       
  1818 apply (rule closed_cball)
       
  1819 apply (rule subsetI, rename_tac y)
       
  1820 apply (simp add: le_less [where 'a=real])
       
  1821 apply (erule disjE)
       
  1822 apply (rule subsetD [OF closure_subset], simp)
       
  1823 apply (simp add: closure_def)
       
  1824 apply clarify
       
  1825 apply (rule closure_ball_lemma)
       
  1826 apply (simp add: zero_less_dist_iff)
       
  1827 done
       
  1828 
       
  1829 (* In a trivial vector space, this fails for e = 0. *)
       
  1830 lemma interior_cball:
       
  1831   fixes x :: "'a::{real_normed_vector, perfect_space}"
       
  1832   shows "interior (cball x e) = ball x e"
       
  1833 proof(cases "e\<ge>0")
       
  1834   case False note cs = this
       
  1835   from cs have "ball x e = {}" using ball_empty[of e x] by auto moreover
       
  1836   { fix y assume "y \<in> cball x e"
       
  1837     hence False unfolding mem_cball using dist_nz[of x y] cs by auto  }
       
  1838   hence "cball x e = {}" by auto
       
  1839   hence "interior (cball x e) = {}" using interior_empty by auto
       
  1840   ultimately show ?thesis by blast
       
  1841 next
       
  1842   case True note cs = this
       
  1843   have "ball x e \<subseteq> cball x e" using ball_subset_cball by auto moreover
       
  1844   { fix S y assume as: "S \<subseteq> cball x e" "open S" "y\<in>S"
       
  1845     then obtain d where "d>0" and d:"\<forall>x'. dist x' y < d \<longrightarrow> x' \<in> S" unfolding open_dist by blast
       
  1846 
       
  1847     then obtain xa where xa_y: "xa \<noteq> y" and xa: "dist xa y < d"
       
  1848       using perfect_choose_dist [of d] by auto
       
  1849     have "xa\<in>S" using d[THEN spec[where x=xa]] using xa by(auto simp add: dist_commute)
       
  1850     hence xa_cball:"xa \<in> cball x e" using as(1) by auto
       
  1851 
       
  1852     hence "y \<in> ball x e" proof(cases "x = y")
       
  1853       case True
       
  1854       hence "e>0" using xa_y[unfolded dist_nz] xa_cball[unfolded mem_cball] by (auto simp add: dist_commute)
       
  1855       thus "y \<in> ball x e" using `x = y ` by simp
       
  1856     next
       
  1857       case False
       
  1858       have "dist (y + (d / 2 / dist y x) *\<^sub>R (y - x)) y < d" unfolding dist_norm
       
  1859         using `d>0` norm_ge_zero[of "y - x"] `x \<noteq> y` by auto
       
  1860       hence *:"y + (d / 2 / dist y x) *\<^sub>R (y - x) \<in> cball x e" using d as(1)[unfolded subset_eq] by blast
       
  1861       have "y - x \<noteq> 0" using `x \<noteq> y` by auto
       
  1862       hence **:"d / (2 * norm (y - x)) > 0" unfolding zero_less_norm_iff[THEN sym]
       
  1863         using `d>0` divide_pos_pos[of d "2*norm (y - x)"] by auto
       
  1864 
       
  1865       have "dist (y + (d / 2 / dist y x) *\<^sub>R (y - x)) x = norm (y + (d / (2 * norm (y - x))) *\<^sub>R y - (d / (2 * norm (y - x))) *\<^sub>R x - x)"
       
  1866         by (auto simp add: dist_norm algebra_simps)
       
  1867       also have "\<dots> = norm ((1 + d / (2 * norm (y - x))) *\<^sub>R (y - x))"
       
  1868         by (auto simp add: algebra_simps)
       
  1869       also have "\<dots> = \<bar>1 + d / (2 * norm (y - x))\<bar> * norm (y - x)"
       
  1870         using ** by auto
       
  1871       also have "\<dots> = (dist y x) + d/2"using ** by (auto simp add: left_distrib dist_norm)
       
  1872       finally have "e \<ge> dist x y +d/2" using *[unfolded mem_cball] by (auto simp add: dist_commute)
       
  1873       thus "y \<in> ball x e" unfolding mem_ball using `d>0` by auto
       
  1874     qed  }
       
  1875   hence "\<forall>S \<subseteq> cball x e. open S \<longrightarrow> S \<subseteq> ball x e" by auto
       
  1876   ultimately show ?thesis using interior_unique[of "ball x e" "cball x e"] using open_ball[of x e] by auto
       
  1877 qed
       
  1878 
       
  1879 lemma frontier_ball:
       
  1880   fixes a :: "'a::real_normed_vector"
       
  1881   shows "0 < e ==> frontier(ball a e) = {x. dist a x = e}"
       
  1882   apply (simp add: frontier_def closure_ball interior_open open_ball order_less_imp_le)
       
  1883   apply (simp add: expand_set_eq)
       
  1884   by arith
       
  1885 
       
  1886 lemma frontier_cball:
       
  1887   fixes a :: "'a::{real_normed_vector, perfect_space}"
       
  1888   shows "frontier(cball a e) = {x. dist a x = e}"
       
  1889   apply (simp add: frontier_def interior_cball closed_cball closure_closed order_less_imp_le)
       
  1890   apply (simp add: expand_set_eq)
       
  1891   by arith
       
  1892 
       
  1893 lemma cball_eq_empty: "(cball x e = {}) \<longleftrightarrow> e < 0"
       
  1894   apply (simp add: expand_set_eq not_le)
       
  1895   by (metis zero_le_dist dist_self order_less_le_trans)
       
  1896 lemma cball_empty: "e < 0 ==> cball x e = {}" by (simp add: cball_eq_empty)
       
  1897 
       
  1898 lemma cball_eq_sing:
       
  1899   fixes x :: "'a::perfect_space"
       
  1900   shows "(cball x e = {x}) \<longleftrightarrow> e = 0"
       
  1901 proof (rule linorder_cases)
       
  1902   assume e: "0 < e"
       
  1903   obtain a where "a \<noteq> x" "dist a x < e"
       
  1904     using perfect_choose_dist [OF e] by auto
       
  1905   hence "a \<noteq> x" "dist x a \<le> e" by (auto simp add: dist_commute)
       
  1906   with e show ?thesis by (auto simp add: expand_set_eq)
       
  1907 qed auto
       
  1908 
       
  1909 lemma cball_sing:
       
  1910   fixes x :: "'a::metric_space"
       
  1911   shows "e = 0 ==> cball x e = {x}"
       
  1912   by (auto simp add: expand_set_eq)
       
  1913 
       
  1914 text{* For points in the interior, localization of limits makes no difference.   *}
       
  1915 
       
  1916 lemma eventually_within_interior:
       
  1917   assumes "x \<in> interior S"
       
  1918   shows "eventually P (at x within S) \<longleftrightarrow> eventually P (at x)" (is "?lhs = ?rhs")
       
  1919 proof-
       
  1920   from assms obtain T where T: "open T" "x \<in> T" "T \<subseteq> S"
       
  1921     unfolding interior_def by fast
       
  1922   { assume "?lhs"
       
  1923     then obtain A where "open A" "x \<in> A" "\<forall>y\<in>A. y \<noteq> x \<longrightarrow> y \<in> S \<longrightarrow> P y"
       
  1924       unfolding Limits.eventually_within Limits.eventually_at_topological
       
  1925       by auto
       
  1926     with T have "open (A \<inter> T)" "x \<in> A \<inter> T" "\<forall>y\<in>(A \<inter> T). y \<noteq> x \<longrightarrow> P y"
       
  1927       by auto
       
  1928     then have "?rhs"
       
  1929       unfolding Limits.eventually_at_topological by auto
       
  1930   } moreover
       
  1931   { assume "?rhs" hence "?lhs"
       
  1932       unfolding Limits.eventually_within
       
  1933       by (auto elim: eventually_elim1)
       
  1934   } ultimately
       
  1935   show "?thesis" ..
       
  1936 qed
       
  1937 
       
  1938 lemma lim_within_interior:
       
  1939   "x \<in> interior S \<Longrightarrow> (f ---> l) (at x within S) \<longleftrightarrow> (f ---> l) (at x)"
       
  1940   unfolding tendsto_def by (simp add: eventually_within_interior)
       
  1941 
       
  1942 lemma netlimit_within_interior:
       
  1943   fixes x :: "'a::{perfect_space, real_normed_vector}"
       
  1944     (* FIXME: generalize to perfect_space *)
       
  1945   assumes "x \<in> interior S"
       
  1946   shows "netlimit(at x within S) = x" (is "?lhs = ?rhs")
       
  1947 proof-
       
  1948   from assms obtain e::real where e:"e>0" "ball x e \<subseteq> S" using open_interior[of S] unfolding open_contains_ball using interior_subset[of S] by auto
       
  1949   hence "\<not> trivial_limit (at x within S)" using islimpt_subset[of x "ball x e" S] unfolding trivial_limit_within islimpt_ball centre_in_cball by auto
       
  1950   thus ?thesis using netlimit_within by auto
       
  1951 qed
       
  1952 
       
  1953 subsection{* Boundedness. *}
       
  1954 
       
  1955   (* FIXME: This has to be unified with BSEQ!! *)
       
  1956 definition
       
  1957   bounded :: "'a::metric_space set \<Rightarrow> bool" where
       
  1958   "bounded S \<longleftrightarrow> (\<exists>x e. \<forall>y\<in>S. dist x y \<le> e)"
       
  1959 
       
  1960 lemma bounded_any_center: "bounded S \<longleftrightarrow> (\<exists>e. \<forall>y\<in>S. dist a y \<le> e)"
       
  1961 unfolding bounded_def
       
  1962 apply safe
       
  1963 apply (rule_tac x="dist a x + e" in exI, clarify)
       
  1964 apply (drule (1) bspec)
       
  1965 apply (erule order_trans [OF dist_triangle add_left_mono])
       
  1966 apply auto
       
  1967 done
       
  1968 
       
  1969 lemma bounded_iff: "bounded S \<longleftrightarrow> (\<exists>a. \<forall>x\<in>S. norm x \<le> a)"
       
  1970 unfolding bounded_any_center [where a=0]
       
  1971 by (simp add: dist_norm)
       
  1972 
       
  1973 lemma bounded_empty[simp]: "bounded {}" by (simp add: bounded_def)
       
  1974 lemma bounded_subset: "bounded T \<Longrightarrow> S \<subseteq> T ==> bounded S"
       
  1975   by (metis bounded_def subset_eq)
       
  1976 
       
  1977 lemma bounded_interior[intro]: "bounded S ==> bounded(interior S)"
       
  1978   by (metis bounded_subset interior_subset)
       
  1979 
       
  1980 lemma bounded_closure[intro]: assumes "bounded S" shows "bounded(closure S)"
       
  1981 proof-
       
  1982   from assms obtain x and a where a: "\<forall>y\<in>S. dist x y \<le> a" unfolding bounded_def by auto
       
  1983   { fix y assume "y \<in> closure S"
       
  1984     then obtain f where f: "\<forall>n. f n \<in> S"  "(f ---> y) sequentially"
       
  1985       unfolding closure_sequential by auto
       
  1986     have "\<forall>n. f n \<in> S \<longrightarrow> dist x (f n) \<le> a" using a by simp
       
  1987     hence "eventually (\<lambda>n. dist x (f n) \<le> a) sequentially"
       
  1988       by (rule eventually_mono, simp add: f(1))
       
  1989     have "dist x y \<le> a"
       
  1990       apply (rule Lim_dist_ubound [of sequentially f])
       
  1991       apply (rule trivial_limit_sequentially)
       
  1992       apply (rule f(2))
       
  1993       apply fact
       
  1994       done
       
  1995   }
       
  1996   thus ?thesis unfolding bounded_def by auto
       
  1997 qed
       
  1998 
       
  1999 lemma bounded_cball[simp,intro]: "bounded (cball x e)"
       
  2000   apply (simp add: bounded_def)
       
  2001   apply (rule_tac x=x in exI)
       
  2002   apply (rule_tac x=e in exI)
       
  2003   apply auto
       
  2004   done
       
  2005 
       
  2006 lemma bounded_ball[simp,intro]: "bounded(ball x e)"
       
  2007   by (metis ball_subset_cball bounded_cball bounded_subset)
       
  2008 
       
  2009 lemma finite_imp_bounded[intro]: assumes "finite S" shows "bounded S"
       
  2010 proof-
       
  2011   { fix a F assume as:"bounded F"
       
  2012     then obtain x e where "\<forall>y\<in>F. dist x y \<le> e" unfolding bounded_def by auto
       
  2013     hence "\<forall>y\<in>(insert a F). dist x y \<le> max e (dist x a)" by auto
       
  2014     hence "bounded (insert a F)" unfolding bounded_def by (intro exI)
       
  2015   }
       
  2016   thus ?thesis using finite_induct[of S bounded]  using bounded_empty assms by auto
       
  2017 qed
       
  2018 
       
  2019 lemma bounded_Un[simp]: "bounded (S \<union> T) \<longleftrightarrow> bounded S \<and> bounded T"
       
  2020   apply (auto simp add: bounded_def)
       
  2021   apply (rename_tac x y r s)
       
  2022   apply (rule_tac x=x in exI)
       
  2023   apply (rule_tac x="max r (dist x y + s)" in exI)
       
  2024   apply (rule ballI, rename_tac z, safe)
       
  2025   apply (drule (1) bspec, simp)
       
  2026   apply (drule (1) bspec)
       
  2027   apply (rule min_max.le_supI2)
       
  2028   apply (erule order_trans [OF dist_triangle add_left_mono])
       
  2029   done
       
  2030 
       
  2031 lemma bounded_Union[intro]: "finite F \<Longrightarrow> (\<forall>S\<in>F. bounded S) \<Longrightarrow> bounded(\<Union>F)"
       
  2032   by (induct rule: finite_induct[of F], auto)
       
  2033 
       
  2034 lemma bounded_pos: "bounded S \<longleftrightarrow> (\<exists>b>0. \<forall>x\<in> S. norm x <= b)"
       
  2035   apply (simp add: bounded_iff)
       
  2036   apply (subgoal_tac "\<And>x (y::real). 0 < 1 + abs y \<and> (x <= y \<longrightarrow> x <= 1 + abs y)")
       
  2037   by metis arith
       
  2038 
       
  2039 lemma bounded_Int[intro]: "bounded S \<or> bounded T \<Longrightarrow> bounded (S \<inter> T)"
       
  2040   by (metis Int_lower1 Int_lower2 bounded_subset)
       
  2041 
       
  2042 lemma bounded_diff[intro]: "bounded S ==> bounded (S - T)"
       
  2043 apply (metis Diff_subset bounded_subset)
       
  2044 done
       
  2045 
       
  2046 lemma bounded_insert[intro]:"bounded(insert x S) \<longleftrightarrow> bounded S"
       
  2047   by (metis Diff_cancel Un_empty_right Un_insert_right bounded_Un bounded_subset finite.emptyI finite_imp_bounded infinite_remove subset_insertI)
       
  2048 
       
  2049 lemma not_bounded_UNIV[simp, intro]:
       
  2050   "\<not> bounded (UNIV :: 'a::{real_normed_vector, perfect_space} set)"
       
  2051 proof(auto simp add: bounded_pos not_le)
       
  2052   obtain x :: 'a where "x \<noteq> 0"
       
  2053     using perfect_choose_dist [OF zero_less_one] by fast
       
  2054   fix b::real  assume b: "b >0"
       
  2055   have b1: "b +1 \<ge> 0" using b by simp
       
  2056   with `x \<noteq> 0` have "b < norm (scaleR (b + 1) (sgn x))"
       
  2057     by (simp add: norm_sgn)
       
  2058   then show "\<exists>x::'a. b < norm x" ..
       
  2059 qed
       
  2060 
       
  2061 lemma bounded_linear_image:
       
  2062   assumes "bounded S" "bounded_linear f"
       
  2063   shows "bounded(f ` S)"
       
  2064 proof-
       
  2065   from assms(1) obtain b where b:"b>0" "\<forall>x\<in>S. norm x \<le> b" unfolding bounded_pos by auto
       
  2066   from assms(2) obtain B where B:"B>0" "\<forall>x. norm (f x) \<le> B * norm x" using bounded_linear.pos_bounded by (auto simp add: mult_ac)
       
  2067   { fix x assume "x\<in>S"
       
  2068     hence "norm x \<le> b" using b by auto
       
  2069     hence "norm (f x) \<le> B * b" using B(2) apply(erule_tac x=x in allE)
       
  2070       by (metis B(1) B(2) real_le_trans real_mult_le_cancel_iff2)
       
  2071   }
       
  2072   thus ?thesis unfolding bounded_pos apply(rule_tac x="b*B" in exI)
       
  2073     using b B real_mult_order[of b B] by (auto simp add: real_mult_commute)
       
  2074 qed
       
  2075 
       
  2076 lemma bounded_scaling:
       
  2077   fixes S :: "'a::real_normed_vector set"
       
  2078   shows "bounded S \<Longrightarrow> bounded ((\<lambda>x. c *\<^sub>R x) ` S)"
       
  2079   apply (rule bounded_linear_image, assumption)
       
  2080   apply (rule scaleR.bounded_linear_right)
       
  2081   done
       
  2082 
       
  2083 lemma bounded_translation:
       
  2084   fixes S :: "'a::real_normed_vector set"
       
  2085   assumes "bounded S" shows "bounded ((\<lambda>x. a + x) ` S)"
       
  2086 proof-
       
  2087   from assms obtain b where b:"b>0" "\<forall>x\<in>S. norm x \<le> b" unfolding bounded_pos by auto
       
  2088   { fix x assume "x\<in>S"
       
  2089     hence "norm (a + x) \<le> b + norm a" using norm_triangle_ineq[of a x] b by auto
       
  2090   }
       
  2091   thus ?thesis unfolding bounded_pos using norm_ge_zero[of a] b(1) using add_strict_increasing[of b 0 "norm a"]
       
  2092     by (auto intro!: add exI[of _ "b + norm a"])
       
  2093 qed
       
  2094 
       
  2095 
       
  2096 text{* Some theorems on sups and infs using the notion "bounded". *}
       
  2097 
       
  2098 lemma bounded_real:
       
  2099   fixes S :: "real set"
       
  2100   shows "bounded S \<longleftrightarrow>  (\<exists>a. \<forall>x\<in>S. abs x <= a)"
       
  2101   by (simp add: bounded_iff)
       
  2102 
       
  2103 lemma bounded_has_rsup: assumes "bounded S" "S \<noteq> {}"
       
  2104   shows "\<forall>x\<in>S. x <= rsup S" and "\<forall>b. (\<forall>x\<in>S. x <= b) \<longrightarrow> rsup S <= b"
       
  2105 proof
       
  2106   fix x assume "x\<in>S"
       
  2107   from assms(1) obtain a where a:"\<forall>x\<in>S. \<bar>x\<bar> \<le> a" unfolding bounded_real by auto
       
  2108   hence *:"S *<= a" using setleI[of S a] by (metis abs_le_interval_iff mem_def)
       
  2109   thus "x \<le> rsup S" using rsup[OF `S\<noteq>{}`] using assms(1)[unfolded bounded_real] using isLubD2[of UNIV S "rsup S" x] using `x\<in>S` by auto
       
  2110 next
       
  2111   show "\<forall>b. (\<forall>x\<in>S. x \<le> b) \<longrightarrow> rsup S \<le> b" using assms
       
  2112   using rsup[of S, unfolded isLub_def isUb_def leastP_def setle_def setge_def]
       
  2113   apply (auto simp add: bounded_real)
       
  2114   by (auto simp add: isLub_def isUb_def leastP_def setle_def setge_def)
       
  2115 qed
       
  2116 
       
  2117 lemma rsup_insert: assumes "bounded S"
       
  2118   shows "rsup(insert x S) = (if S = {} then x else max x (rsup S))"
       
  2119 proof(cases "S={}")
       
  2120   case True thus ?thesis using rsup_finite_in[of "{x}"] by auto
       
  2121 next
       
  2122   let ?S = "insert x S"
       
  2123   case False
       
  2124   hence *:"\<forall>x\<in>S. x \<le> rsup S" using bounded_has_rsup(1)[of S] using assms by auto
       
  2125   hence "insert x S *<= max x (rsup S)" unfolding setle_def by auto
       
  2126   hence "isLub UNIV ?S (rsup ?S)" using rsup[of ?S] by auto
       
  2127   moreover
       
  2128   have **:"isUb UNIV ?S (max x (rsup S))" unfolding isUb_def setle_def using * by auto
       
  2129   { fix y assume as:"isUb UNIV (insert x S) y"
       
  2130     hence "max x (rsup S) \<le> y" unfolding isUb_def using rsup_le[OF `S\<noteq>{}`]
       
  2131       unfolding setle_def by auto  }
       
  2132   hence "max x (rsup S) <=* isUb UNIV (insert x S)" unfolding setge_def Ball_def mem_def by auto
       
  2133   hence "isLub UNIV ?S (max x (rsup S))" using ** isLubI2[of UNIV ?S "max x (rsup S)"] unfolding Collect_def by auto
       
  2134   ultimately show ?thesis using real_isLub_unique[of UNIV ?S] using `S\<noteq>{}` by auto
       
  2135 qed
       
  2136 
       
  2137 lemma sup_insert_finite: "finite S \<Longrightarrow> rsup(insert x S) = (if S = {} then x else max x (rsup S))"
       
  2138   apply (rule rsup_insert)
       
  2139   apply (rule finite_imp_bounded)
       
  2140   by simp
       
  2141 
       
  2142 lemma bounded_has_rinf:
       
  2143   assumes "bounded S"  "S \<noteq> {}"
       
  2144   shows "\<forall>x\<in>S. x >= rinf S" and "\<forall>b. (\<forall>x\<in>S. x >= b) \<longrightarrow> rinf S >= b"
       
  2145 proof
       
  2146   fix x assume "x\<in>S"
       
  2147   from assms(1) obtain a where a:"\<forall>x\<in>S. \<bar>x\<bar> \<le> a" unfolding bounded_real by auto
       
  2148   hence *:"- a <=* S" using setgeI[of S "-a"] unfolding abs_le_interval_iff by auto
       
  2149   thus "x \<ge> rinf S" using rinf[OF `S\<noteq>{}`] using isGlbD2[of UNIV S "rinf S" x] using `x\<in>S` by auto
       
  2150 next
       
  2151   show "\<forall>b. (\<forall>x\<in>S. x >= b) \<longrightarrow> rinf S \<ge> b" using assms
       
  2152   using rinf[of S, unfolded isGlb_def isLb_def greatestP_def setle_def setge_def]
       
  2153   apply (auto simp add: bounded_real)
       
  2154   by (auto simp add: isGlb_def isLb_def greatestP_def setle_def setge_def)
       
  2155 qed
       
  2156 
       
  2157 (* TODO: Move this to RComplete.thy -- would need to include Glb into RComplete *)
       
  2158 lemma real_isGlb_unique: "[| isGlb R S x; isGlb R S y |] ==> x = (y::real)"
       
  2159   apply (frule isGlb_isLb)
       
  2160   apply (frule_tac x = y in isGlb_isLb)
       
  2161   apply (blast intro!: order_antisym dest!: isGlb_le_isLb)
       
  2162   done
       
  2163 
       
  2164 lemma rinf_insert: assumes "bounded S"
       
  2165   shows "rinf(insert x S) = (if S = {} then x else min x (rinf S))" (is "?lhs = ?rhs")
       
  2166 proof(cases "S={}")
       
  2167   case True thus ?thesis using rinf_finite_in[of "{x}"] by auto
       
  2168 next
       
  2169   let ?S = "insert x S"
       
  2170   case False
       
  2171   hence *:"\<forall>x\<in>S. x \<ge> rinf S" using bounded_has_rinf(1)[of S] using assms by auto
       
  2172   hence "min x (rinf S) <=* insert x S" unfolding setge_def by auto
       
  2173   hence "isGlb UNIV ?S (rinf ?S)" using rinf[of ?S] by auto
       
  2174   moreover
       
  2175   have **:"isLb UNIV ?S (min x (rinf S))" unfolding isLb_def setge_def using * by auto
       
  2176   { fix y assume as:"isLb UNIV (insert x S) y"
       
  2177     hence "min x (rinf S) \<ge> y" unfolding isLb_def using rinf_ge[OF `S\<noteq>{}`]
       
  2178       unfolding setge_def by auto  }
       
  2179   hence "isLb UNIV (insert x S) *<= min x (rinf S)" unfolding setle_def Ball_def mem_def by auto
       
  2180   hence "isGlb UNIV ?S (min x (rinf S))" using ** isGlbI2[of UNIV ?S "min x (rinf S)"] unfolding Collect_def by auto
       
  2181   ultimately show ?thesis using real_isGlb_unique[of UNIV ?S] using `S\<noteq>{}` by auto
       
  2182 qed
       
  2183 
       
  2184 lemma inf_insert_finite: "finite S ==> rinf(insert x S) = (if S = {} then x else min x (rinf S))"
       
  2185   by (rule rinf_insert, rule finite_imp_bounded, simp)
       
  2186 
       
  2187 subsection{* Compactness (the definition is the one based on convegent subsequences). *}
       
  2188 
       
  2189 definition
       
  2190   compact :: "'a::metric_space set \<Rightarrow> bool" where (* TODO: generalize *)
       
  2191   "compact S \<longleftrightarrow>
       
  2192    (\<forall>f. (\<forall>n. f n \<in> S) \<longrightarrow>
       
  2193        (\<exists>l\<in>S. \<exists>r. subseq r \<and> ((f o r) ---> l) sequentially))"
       
  2194 
       
  2195 text {*
       
  2196   A metric space (or topological vector space) is said to have the
       
  2197   Heine-Borel property if every closed and bounded subset is compact.
       
  2198 *}
       
  2199 
       
  2200 class heine_borel =
       
  2201   assumes bounded_imp_convergent_subsequence:
       
  2202     "bounded s \<Longrightarrow> \<forall>n. f n \<in> s
       
  2203       \<Longrightarrow> \<exists>l r. subseq r \<and> ((f \<circ> r) ---> l) sequentially"
       
  2204 
       
  2205 lemma bounded_closed_imp_compact:
       
  2206   fixes s::"'a::heine_borel set"
       
  2207   assumes "bounded s" and "closed s" shows "compact s"
       
  2208 proof (unfold compact_def, clarify)
       
  2209   fix f :: "nat \<Rightarrow> 'a" assume f: "\<forall>n. f n \<in> s"
       
  2210   obtain l r where r: "subseq r" and l: "((f \<circ> r) ---> l) sequentially"
       
  2211     using bounded_imp_convergent_subsequence [OF `bounded s` `\<forall>n. f n \<in> s`] by auto
       
  2212   from f have fr: "\<forall>n. (f \<circ> r) n \<in> s" by simp
       
  2213   have "l \<in> s" using `closed s` fr l
       
  2214     unfolding closed_sequential_limits by blast
       
  2215   show "\<exists>l\<in>s. \<exists>r. subseq r \<and> ((f \<circ> r) ---> l) sequentially"
       
  2216     using `l \<in> s` r l by blast
       
  2217 qed
       
  2218 
       
  2219 lemma subseq_bigger: assumes "subseq r" shows "n \<le> r n"
       
  2220 proof(induct n)
       
  2221   show "0 \<le> r 0" by auto
       
  2222 next
       
  2223   fix n assume "n \<le> r n"
       
  2224   moreover have "r n < r (Suc n)"
       
  2225     using assms [unfolded subseq_def] by auto
       
  2226   ultimately show "Suc n \<le> r (Suc n)" by auto
       
  2227 qed
       
  2228 
       
  2229 lemma eventually_subseq:
       
  2230   assumes r: "subseq r"
       
  2231   shows "eventually P sequentially \<Longrightarrow> eventually (\<lambda>n. P (r n)) sequentially"
       
  2232 unfolding eventually_sequentially
       
  2233 by (metis subseq_bigger [OF r] le_trans)
       
  2234 
       
  2235 lemma lim_subseq:
       
  2236   "subseq r \<Longrightarrow> (s ---> l) sequentially \<Longrightarrow> ((s o r) ---> l) sequentially"
       
  2237 unfolding tendsto_def eventually_sequentially o_def
       
  2238 by (metis subseq_bigger le_trans)
       
  2239 
       
  2240 lemma num_Axiom: "EX! g. g 0 = e \<and> (\<forall>n. g (Suc n) = f n (g n))"
       
  2241   unfolding Ex1_def
       
  2242   apply (rule_tac x="nat_rec e f" in exI)
       
  2243   apply (rule conjI)+
       
  2244 apply (rule def_nat_rec_0, simp)
       
  2245 apply (rule allI, rule def_nat_rec_Suc, simp)
       
  2246 apply (rule allI, rule impI, rule ext)
       
  2247 apply (erule conjE)
       
  2248 apply (induct_tac x)
       
  2249 apply (simp add: nat_rec_0)
       
  2250 apply (erule_tac x="n" in allE)
       
  2251 apply (simp)
       
  2252 done
       
  2253 
       
  2254 lemma convergent_bounded_increasing: fixes s ::"nat\<Rightarrow>real"
       
  2255   assumes "incseq s" and "\<forall>n. abs(s n) \<le> b"
       
  2256   shows "\<exists> l. \<forall>e::real>0. \<exists> N. \<forall>n \<ge> N.  abs(s n - l) < e"
       
  2257 proof-
       
  2258   have "isUb UNIV (range s) b" using assms(2) and abs_le_D1 unfolding isUb_def and setle_def by auto
       
  2259   then obtain t where t:"isLub UNIV (range s) t" using reals_complete[of "range s" ] by auto
       
  2260   { fix e::real assume "e>0" and as:"\<forall>N. \<exists>n\<ge>N. \<not> \<bar>s n - t\<bar> < e"
       
  2261     { fix n::nat
       
  2262       obtain N where "N\<ge>n" and n:"\<bar>s N - t\<bar> \<ge> e" using as[THEN spec[where x=n]] by auto
       
  2263       have "t \<ge> s N" using isLub_isUb[OF t, unfolded isUb_def setle_def] by auto
       
  2264       with n have "s N \<le> t - e" using `e>0` by auto
       
  2265       hence "s n \<le> t - e" using assms(1)[unfolded incseq_def, THEN spec[where x=n], THEN spec[where x=N]] using `n\<le>N` by auto  }
       
  2266     hence "isUb UNIV (range s) (t - e)" unfolding isUb_def and setle_def by auto
       
  2267     hence False using isLub_le_isUb[OF t, of "t - e"] and `e>0` by auto  }
       
  2268   thus ?thesis by blast
       
  2269 qed
       
  2270 
       
  2271 lemma convergent_bounded_monotone: fixes s::"nat \<Rightarrow> real"
       
  2272   assumes "\<forall>n. abs(s n) \<le> b" and "monoseq s"
       
  2273   shows "\<exists>l. \<forall>e::real>0. \<exists>N. \<forall>n\<ge>N. abs(s n - l) < e"
       
  2274   using convergent_bounded_increasing[of s b] assms using convergent_bounded_increasing[of "\<lambda>n. - s n" b]
       
  2275   unfolding monoseq_def incseq_def
       
  2276   apply auto unfolding minus_add_distrib[THEN sym, unfolded diff_minus[THEN sym]]
       
  2277   unfolding abs_minus_cancel by(rule_tac x="-l" in exI)auto
       
  2278 
       
  2279 lemma compact_real_lemma:
       
  2280   assumes "\<forall>n::nat. abs(s n) \<le> b"
       
  2281   shows "\<exists>(l::real) r. subseq r \<and> ((s \<circ> r) ---> l) sequentially"
       
  2282 proof-
       
  2283   obtain r where r:"subseq r" "monoseq (\<lambda>n. s (r n))"
       
  2284     using seq_monosub[of s] by auto
       
  2285   thus ?thesis using convergent_bounded_monotone[of "\<lambda>n. s (r n)" b] and assms
       
  2286     unfolding tendsto_iff dist_norm eventually_sequentially by auto
       
  2287 qed
       
  2288 
       
  2289 instance real :: heine_borel
       
  2290 proof
       
  2291   fix s :: "real set" and f :: "nat \<Rightarrow> real"
       
  2292   assume s: "bounded s" and f: "\<forall>n. f n \<in> s"
       
  2293   then obtain b where b: "\<forall>n. abs (f n) \<le> b"
       
  2294     unfolding bounded_iff by auto
       
  2295   obtain l :: real and r :: "nat \<Rightarrow> nat" where
       
  2296     r: "subseq r" and l: "((f \<circ> r) ---> l) sequentially"
       
  2297     using compact_real_lemma [OF b] by auto
       
  2298   thus "\<exists>l r. subseq r \<and> ((f \<circ> r) ---> l) sequentially"
       
  2299     by auto
       
  2300 qed
       
  2301 
       
  2302 lemma bounded_component: "bounded s \<Longrightarrow> bounded ((\<lambda>x. x $ i) ` s)"
       
  2303 unfolding bounded_def
       
  2304 apply clarify
       
  2305 apply (rule_tac x="x $ i" in exI)
       
  2306 apply (rule_tac x="e" in exI)
       
  2307 apply clarify
       
  2308 apply (rule order_trans [OF dist_nth_le], simp)
       
  2309 done
       
  2310 
       
  2311 lemma compact_lemma:
       
  2312   fixes f :: "nat \<Rightarrow> 'a::heine_borel ^ 'n::finite"
       
  2313   assumes "bounded s" and "\<forall>n. f n \<in> s"
       
  2314   shows "\<forall>d.
       
  2315         \<exists>l r. subseq r \<and>
       
  2316         (\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r n) $ i) (l $ i) < e) sequentially)"
       
  2317 proof
       
  2318   fix d::"'n set" have "finite d" by simp
       
  2319   thus "\<exists>l::'a ^ 'n. \<exists>r. subseq r \<and>
       
  2320       (\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r n) $ i) (l $ i) < e) sequentially)"
       
  2321   proof(induct d) case empty thus ?case unfolding subseq_def by auto
       
  2322   next case (insert k d)
       
  2323     have s': "bounded ((\<lambda>x. x $ k) ` s)" using `bounded s` by (rule bounded_component)
       
  2324     obtain l1::"'a^'n" and r1 where r1:"subseq r1" and lr1:"\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r1 n) $ i) (l1 $ i) < e) sequentially"
       
  2325       using insert(3) by auto
       
  2326     have f': "\<forall>n. f (r1 n) $ k \<in> (\<lambda>x. x $ k) ` s" using `\<forall>n. f n \<in> s` by simp
       
  2327     obtain l2 r2 where r2:"subseq r2" and lr2:"((\<lambda>i. f (r1 (r2 i)) $ k) ---> l2) sequentially"
       
  2328       using bounded_imp_convergent_subsequence[OF s' f'] unfolding o_def by auto
       
  2329     def r \<equiv> "r1 \<circ> r2" have r:"subseq r"
       
  2330       using r1 and r2 unfolding r_def o_def subseq_def by auto
       
  2331     moreover
       
  2332     def l \<equiv> "(\<chi> i. if i = k then l2 else l1$i)::'a^'n"
       
  2333     { fix e::real assume "e>0"
       
  2334       from lr1 `e>0` have N1:"eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r1 n) $ i) (l1 $ i) < e) sequentially" by blast
       
  2335       from lr2 `e>0` have N2:"eventually (\<lambda>n. dist (f (r1 (r2 n)) $ k) l2 < e) sequentially" by (rule tendstoD)
       
  2336       from r2 N1 have N1': "eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r1 (r2 n)) $ i) (l1 $ i) < e) sequentially"
       
  2337         by (rule eventually_subseq)
       
  2338       have "eventually (\<lambda>n. \<forall>i\<in>(insert k d). dist (f (r n) $ i) (l $ i) < e) sequentially"
       
  2339         using N1' N2 by (rule eventually_elim2, simp add: l_def r_def)
       
  2340     }
       
  2341     ultimately show ?case by auto
       
  2342   qed
       
  2343 qed
       
  2344 
       
  2345 instance "^" :: (heine_borel, finite) heine_borel
       
  2346 proof
       
  2347   fix s :: "('a ^ 'b) set" and f :: "nat \<Rightarrow> 'a ^ 'b"
       
  2348   assume s: "bounded s" and f: "\<forall>n. f n \<in> s"
       
  2349   then obtain l r where r: "subseq r"
       
  2350     and l: "\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>UNIV. dist (f (r n) $ i) (l $ i) < e) sequentially"
       
  2351     using compact_lemma [OF s f] by blast
       
  2352   let ?d = "UNIV::'b set"
       
  2353   { fix e::real assume "e>0"
       
  2354     hence "0 < e / (real_of_nat (card ?d))"
       
  2355       using zero_less_card_finite using divide_pos_pos[of e, of "real_of_nat (card ?d)"] by auto
       
  2356     with l have "eventually (\<lambda>n. \<forall>i. dist (f (r n) $ i) (l $ i) < e / (real_of_nat (card ?d))) sequentially"
       
  2357       by simp
       
  2358     moreover
       
  2359     { fix n assume n: "\<forall>i. dist (f (r n) $ i) (l $ i) < e / (real_of_nat (card ?d))"
       
  2360       have "dist (f (r n)) l \<le> (\<Sum>i\<in>?d. dist (f (r n) $ i) (l $ i))"
       
  2361         unfolding dist_vector_def using zero_le_dist by (rule setL2_le_setsum)
       
  2362       also have "\<dots> < (\<Sum>i\<in>?d. e / (real_of_nat (card ?d)))"
       
  2363         by (rule setsum_strict_mono) (simp_all add: n)
       
  2364       finally have "dist (f (r n)) l < e" by simp
       
  2365     }
       
  2366     ultimately have "eventually (\<lambda>n. dist (f (r n)) l < e) sequentially"
       
  2367       by (rule eventually_elim1)
       
  2368   }
       
  2369   hence *:"((f \<circ> r) ---> l) sequentially" unfolding o_def tendsto_iff by simp
       
  2370   with r show "\<exists>l r. subseq r \<and> ((f \<circ> r) ---> l) sequentially" by auto
       
  2371 qed
       
  2372 
       
  2373 lemma bounded_fst: "bounded s \<Longrightarrow> bounded (fst ` s)"
       
  2374 unfolding bounded_def
       
  2375 apply clarify
       
  2376 apply (rule_tac x="a" in exI)
       
  2377 apply (rule_tac x="e" in exI)
       
  2378 apply clarsimp
       
  2379 apply (drule (1) bspec)
       
  2380 apply (simp add: dist_Pair_Pair)
       
  2381 apply (erule order_trans [OF real_sqrt_sum_squares_ge1])
       
  2382 done
       
  2383 
       
  2384 lemma bounded_snd: "bounded s \<Longrightarrow> bounded (snd ` s)"
       
  2385 unfolding bounded_def
       
  2386 apply clarify
       
  2387 apply (rule_tac x="b" in exI)
       
  2388 apply (rule_tac x="e" in exI)
       
  2389 apply clarsimp
       
  2390 apply (drule (1) bspec)
       
  2391 apply (simp add: dist_Pair_Pair)
       
  2392 apply (erule order_trans [OF real_sqrt_sum_squares_ge2])
       
  2393 done
       
  2394 
       
  2395 instance "*" :: (heine_borel, heine_borel) heine_borel
       
  2396 proof
       
  2397   fix s :: "('a * 'b) set" and f :: "nat \<Rightarrow> 'a * 'b"
       
  2398   assume s: "bounded s" and f: "\<forall>n. f n \<in> s"
       
  2399   from s have s1: "bounded (fst ` s)" by (rule bounded_fst)
       
  2400   from f have f1: "\<forall>n. fst (f n) \<in> fst ` s" by simp
       
  2401   obtain l1 r1 where r1: "subseq r1"
       
  2402     and l1: "((\<lambda>n. fst (f (r1 n))) ---> l1) sequentially"
       
  2403     using bounded_imp_convergent_subsequence [OF s1 f1]
       
  2404     unfolding o_def by fast
       
  2405   from s have s2: "bounded (snd ` s)" by (rule bounded_snd)
       
  2406   from f have f2: "\<forall>n. snd (f (r1 n)) \<in> snd ` s" by simp
       
  2407   obtain l2 r2 where r2: "subseq r2"
       
  2408     and l2: "((\<lambda>n. snd (f (r1 (r2 n)))) ---> l2) sequentially"
       
  2409     using bounded_imp_convergent_subsequence [OF s2 f2]
       
  2410     unfolding o_def by fast
       
  2411   have l1': "((\<lambda>n. fst (f (r1 (r2 n)))) ---> l1) sequentially"
       
  2412     using lim_subseq [OF r2 l1] unfolding o_def .
       
  2413   have l: "((f \<circ> (r1 \<circ> r2)) ---> (l1, l2)) sequentially"
       
  2414     using tendsto_Pair [OF l1' l2] unfolding o_def by simp
       
  2415   have r: "subseq (r1 \<circ> r2)"
       
  2416     using r1 r2 unfolding subseq_def by simp
       
  2417   show "\<exists>l r. subseq r \<and> ((f \<circ> r) ---> l) sequentially"
       
  2418     using l r by fast
       
  2419 qed
       
  2420 
       
  2421 subsection{* Completeness. *}
       
  2422 
       
  2423 lemma cauchy_def:
       
  2424   "Cauchy s \<longleftrightarrow> (\<forall>e>0. \<exists>N. \<forall>m n. m \<ge> N \<and> n \<ge> N --> dist(s m)(s n) < e)"
       
  2425 unfolding Cauchy_def by blast
       
  2426 
       
  2427 definition
       
  2428   complete :: "'a::metric_space set \<Rightarrow> bool" where
       
  2429   "complete s \<longleftrightarrow> (\<forall>f. (\<forall>n. f n \<in> s) \<and> Cauchy f
       
  2430                       --> (\<exists>l \<in> s. (f ---> l) sequentially))"
       
  2431 
       
  2432 lemma cauchy: "Cauchy s \<longleftrightarrow> (\<forall>e>0.\<exists> N::nat. \<forall>n\<ge>N. dist(s n)(s N) < e)" (is "?lhs = ?rhs")
       
  2433 proof-
       
  2434   { assume ?rhs
       
  2435     { fix e::real
       
  2436       assume "e>0"
       
  2437       with `?rhs` obtain N where N:"\<forall>n\<ge>N. dist (s n) (s N) < e/2"
       
  2438         by (erule_tac x="e/2" in allE) auto
       
  2439       { fix n m
       
  2440         assume nm:"N \<le> m \<and> N \<le> n"
       
  2441         hence "dist (s m) (s n) < e" using N
       
  2442           using dist_triangle_half_l[of "s m" "s N" "e" "s n"]
       
  2443           by blast
       
  2444       }
       
  2445       hence "\<exists>N. \<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist (s m) (s n) < e"
       
  2446         by blast
       
  2447     }
       
  2448     hence ?lhs
       
  2449       unfolding cauchy_def
       
  2450       by blast
       
  2451   }
       
  2452   thus ?thesis
       
  2453     unfolding cauchy_def
       
  2454     using dist_triangle_half_l
       
  2455     by blast
       
  2456 qed
       
  2457 
       
  2458 lemma convergent_imp_cauchy:
       
  2459  "(s ---> l) sequentially ==> Cauchy s"
       
  2460 proof(simp only: cauchy_def, rule, rule)
       
  2461   fix e::real assume "e>0" "(s ---> l) sequentially"
       
  2462   then obtain N::nat where N:"\<forall>n\<ge>N. dist (s n) l < e/2" unfolding Lim_sequentially by(erule_tac x="e/2" in allE) auto
       
  2463   thus "\<exists>N. \<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist (s m) (s n) < e"  using dist_triangle_half_l[of _ l e _] by (rule_tac x=N in exI) auto
       
  2464 qed
       
  2465 
       
  2466 lemma cauchy_imp_bounded: assumes "Cauchy s" shows "bounded {y. (\<exists>n::nat. y = s n)}"
       
  2467 proof-
       
  2468   from assms obtain N::nat where "\<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist (s m) (s n) < 1" unfolding cauchy_def apply(erule_tac x= 1 in allE) by auto
       
  2469   hence N:"\<forall>n. N \<le> n \<longrightarrow> dist (s N) (s n) < 1" by auto
       
  2470   moreover
       
  2471   have "bounded (s ` {0..N})" using finite_imp_bounded[of "s ` {1..N}"] by auto
       
  2472   then obtain a where a:"\<forall>x\<in>s ` {0..N}. dist (s N) x \<le> a"
       
  2473     unfolding bounded_any_center [where a="s N"] by auto
       
  2474   ultimately show "?thesis"
       
  2475     unfolding bounded_any_center [where a="s N"]
       
  2476     apply(rule_tac x="max a 1" in exI) apply auto
       
  2477     apply(erule_tac x=n in allE) apply(erule_tac x=n in ballE) by auto
       
  2478 qed
       
  2479 
       
  2480 lemma compact_imp_complete: assumes "compact s" shows "complete s"
       
  2481 proof-
       
  2482   { fix f assume as: "(\<forall>n::nat. f n \<in> s)" "Cauchy f"
       
  2483     from as(1) obtain l r where lr: "l\<in>s" "subseq r" "((f \<circ> r) ---> l) sequentially" using assms unfolding compact_def by blast
       
  2484 
       
  2485     note lr' = subseq_bigger [OF lr(2)]
       
  2486 
       
  2487     { fix e::real assume "e>0"
       
  2488       from as(2) obtain N where N:"\<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist (f m) (f n) < e/2" unfolding cauchy_def using `e>0` apply (erule_tac x="e/2" in allE) by auto
       
  2489       from lr(3)[unfolded Lim_sequentially, THEN spec[where x="e/2"]] obtain M where M:"\<forall>n\<ge>M. dist ((f \<circ> r) n) l < e/2" using `e>0` by auto
       
  2490       { fix n::nat assume n:"n \<ge> max N M"
       
  2491         have "dist ((f \<circ> r) n) l < e/2" using n M by auto
       
  2492         moreover have "r n \<ge> N" using lr'[of n] n by auto
       
  2493         hence "dist (f n) ((f \<circ> r) n) < e / 2" using N using n by auto
       
  2494         ultimately have "dist (f n) l < e" using dist_triangle_half_r[of "f (r n)" "f n" e l] by (auto simp add: dist_commute)  }
       
  2495       hence "\<exists>N. \<forall>n\<ge>N. dist (f n) l < e" by blast  }
       
  2496     hence "\<exists>l\<in>s. (f ---> l) sequentially" using `l\<in>s` unfolding Lim_sequentially by auto  }
       
  2497   thus ?thesis unfolding complete_def by auto
       
  2498 qed
       
  2499 
       
  2500 instance heine_borel < complete_space
       
  2501 proof
       
  2502   fix f :: "nat \<Rightarrow> 'a" assume "Cauchy f"
       
  2503   hence "bounded (range f)" unfolding image_def
       
  2504     using cauchy_imp_bounded [of f] by auto
       
  2505   hence "compact (closure (range f))"
       
  2506     using bounded_closed_imp_compact [of "closure (range f)"] by auto
       
  2507   hence "complete (closure (range f))"
       
  2508     using compact_imp_complete by auto
       
  2509   moreover have "\<forall>n. f n \<in> closure (range f)"
       
  2510     using closure_subset [of "range f"] by auto
       
  2511   ultimately have "\<exists>l\<in>closure (range f). (f ---> l) sequentially"
       
  2512     using `Cauchy f` unfolding complete_def by auto
       
  2513   then show "convergent f"
       
  2514     unfolding convergent_def LIMSEQ_conv_tendsto [symmetric] by auto
       
  2515 qed
       
  2516 
       
  2517 lemma complete_univ: "complete (UNIV :: 'a::complete_space set)"
       
  2518 proof(simp add: complete_def, rule, rule)
       
  2519   fix f :: "nat \<Rightarrow> 'a" assume "Cauchy f"
       
  2520   hence "convergent f" by (rule Cauchy_convergent)
       
  2521   hence "\<exists>l. f ----> l" unfolding convergent_def .  
       
  2522   thus "\<exists>l. (f ---> l) sequentially" unfolding LIMSEQ_conv_tendsto .
       
  2523 qed
       
  2524 
       
  2525 lemma complete_imp_closed: assumes "complete s" shows "closed s"
       
  2526 proof -
       
  2527   { fix x assume "x islimpt s"
       
  2528     then obtain f where f: "\<forall>n. f n \<in> s - {x}" "(f ---> x) sequentially"
       
  2529       unfolding islimpt_sequential by auto
       
  2530     then obtain l where l: "l\<in>s" "(f ---> l) sequentially"
       
  2531       using `complete s`[unfolded complete_def] using convergent_imp_cauchy[of f x] by auto
       
  2532     hence "x \<in> s"  using Lim_unique[of sequentially f l x] trivial_limit_sequentially f(2) by auto
       
  2533   }
       
  2534   thus "closed s" unfolding closed_limpt by auto
       
  2535 qed
       
  2536 
       
  2537 lemma complete_eq_closed:
       
  2538   fixes s :: "'a::complete_space set"
       
  2539   shows "complete s \<longleftrightarrow> closed s" (is "?lhs = ?rhs")
       
  2540 proof
       
  2541   assume ?lhs thus ?rhs by (rule complete_imp_closed)
       
  2542 next
       
  2543   assume ?rhs
       
  2544   { fix f assume as:"\<forall>n::nat. f n \<in> s" "Cauchy f"
       
  2545     then obtain l where "(f ---> l) sequentially" using complete_univ[unfolded complete_def, THEN spec[where x=f]] by auto
       
  2546     hence "\<exists>l\<in>s. (f ---> l) sequentially" using `?rhs`[unfolded closed_sequential_limits, THEN spec[where x=f], THEN spec[where x=l]] using as(1) by auto  }
       
  2547   thus ?lhs unfolding complete_def by auto
       
  2548 qed
       
  2549 
       
  2550 lemma convergent_eq_cauchy:
       
  2551   fixes s :: "nat \<Rightarrow> 'a::complete_space"
       
  2552   shows "(\<exists>l. (s ---> l) sequentially) \<longleftrightarrow> Cauchy s" (is "?lhs = ?rhs")
       
  2553 proof
       
  2554   assume ?lhs then obtain l where "(s ---> l) sequentially" by auto
       
  2555   thus ?rhs using convergent_imp_cauchy by auto
       
  2556 next
       
  2557   assume ?rhs thus ?lhs using complete_univ[unfolded complete_def, THEN spec[where x=s]] by auto
       
  2558 qed
       
  2559 
       
  2560 lemma convergent_imp_bounded:
       
  2561   fixes s :: "nat \<Rightarrow> 'a::metric_space"
       
  2562   shows "(s ---> l) sequentially ==> bounded (s ` (UNIV::(nat set)))"
       
  2563   using convergent_imp_cauchy[of s]
       
  2564   using cauchy_imp_bounded[of s]
       
  2565   unfolding image_def
       
  2566   by auto
       
  2567 
       
  2568 subsection{* Total boundedness. *}
       
  2569 
       
  2570 fun helper_1::"('a::metric_space set) \<Rightarrow> real \<Rightarrow> nat \<Rightarrow> 'a" where
       
  2571   "helper_1 s e n = (SOME y::'a. y \<in> s \<and> (\<forall>m<n. \<not> (dist (helper_1 s e m) y < e)))"
       
  2572 declare helper_1.simps[simp del]
       
  2573 
       
  2574 lemma compact_imp_totally_bounded:
       
  2575   assumes "compact s"
       
  2576   shows "\<forall>e>0. \<exists>k. finite k \<and> k \<subseteq> s \<and> s \<subseteq> (\<Union>((\<lambda>x. ball x e) ` k))"
       
  2577 proof(rule, rule, rule ccontr)
       
  2578   fix e::real assume "e>0" and assm:"\<not> (\<exists>k. finite k \<and> k \<subseteq> s \<and> s \<subseteq> \<Union>(\<lambda>x. ball x e) ` k)"
       
  2579   def x \<equiv> "helper_1 s e"
       
  2580   { fix n
       
  2581     have "x n \<in> s \<and> (\<forall>m<n. \<not> dist (x m) (x n) < e)"
       
  2582     proof(induct_tac rule:nat_less_induct)
       
  2583       fix n  def Q \<equiv> "(\<lambda>y. y \<in> s \<and> (\<forall>m<n. \<not> dist (x m) y < e))"
       
  2584       assume as:"\<forall>m<n. x m \<in> s \<and> (\<forall>ma<m. \<not> dist (x ma) (x m) < e)"
       
  2585       have "\<not> s \<subseteq> (\<Union>x\<in>x ` {0..<n}. ball x e)" using assm apply simp apply(erule_tac x="x ` {0 ..< n}" in allE) using as by auto
       
  2586       then obtain z where z:"z\<in>s" "z \<notin> (\<Union>x\<in>x ` {0..<n}. ball x e)" unfolding subset_eq by auto
       
  2587       have "Q (x n)" unfolding x_def and helper_1.simps[of s e n]
       
  2588         apply(rule someI2[where a=z]) unfolding x_def[symmetric] and Q_def using z by auto
       
  2589       thus "x n \<in> s \<and> (\<forall>m<n. \<not> dist (x m) (x n) < e)" unfolding Q_def by auto
       
  2590     qed }
       
  2591   hence "\<forall>n::nat. x n \<in> s" and x:"\<forall>n. \<forall>m < n. \<not> (dist (x m) (x n) < e)" by blast+
       
  2592   then obtain l r where "l\<in>s" and r:"subseq r" and "((x \<circ> r) ---> l) sequentially" using assms(1)[unfolded compact_def, THEN spec[where x=x]] by auto
       
  2593   from this(3) have "Cauchy (x \<circ> r)" using convergent_imp_cauchy by auto
       
  2594   then obtain N::nat where N:"\<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist ((x \<circ> r) m) ((x \<circ> r) n) < e" unfolding cauchy_def using `e>0` by auto
       
  2595   show False
       
  2596     using N[THEN spec[where x=N], THEN spec[where x="N+1"]]
       
  2597     using r[unfolded subseq_def, THEN spec[where x=N], THEN spec[where x="N+1"]]
       
  2598     using x[THEN spec[where x="r (N+1)"], THEN spec[where x="r (N)"]] by auto
       
  2599 qed
       
  2600 
       
  2601 subsection{* Heine-Borel theorem (following Burkill \& Burkill vol. 2) *}
       
  2602 
       
  2603 lemma heine_borel_lemma: fixes s::"'a::metric_space set"
       
  2604   assumes "compact s"  "s \<subseteq> (\<Union> t)"  "\<forall>b \<in> t. open b"
       
  2605   shows "\<exists>e>0. \<forall>x \<in> s. \<exists>b \<in> t. ball x e \<subseteq> b"
       
  2606 proof(rule ccontr)
       
  2607   assume "\<not> (\<exists>e>0. \<forall>x\<in>s. \<exists>b\<in>t. ball x e \<subseteq> b)"
       
  2608   hence cont:"\<forall>e>0. \<exists>x\<in>s. \<forall>xa\<in>t. \<not> (ball x e \<subseteq> xa)" by auto
       
  2609   { fix n::nat
       
  2610     have "1 / real (n + 1) > 0" by auto
       
  2611     hence "\<exists>x. x\<in>s \<and> (\<forall>xa\<in>t. \<not> (ball x (inverse (real (n+1))) \<subseteq> xa))" using cont unfolding Bex_def by auto }
       
  2612   hence "\<forall>n::nat. \<exists>x. x \<in> s \<and> (\<forall>xa\<in>t. \<not> ball x (inverse (real (n + 1))) \<subseteq> xa)" by auto
       
  2613   then obtain f where f:"\<forall>n::nat. f n \<in> s \<and> (\<forall>xa\<in>t. \<not> ball (f n) (inverse (real (n + 1))) \<subseteq> xa)"
       
  2614     using choice[of "\<lambda>n::nat. \<lambda>x. x\<in>s \<and> (\<forall>xa\<in>t. \<not> ball x (inverse (real (n + 1))) \<subseteq> xa)"] by auto
       
  2615 
       
  2616   then obtain l r where l:"l\<in>s" and r:"subseq r" and lr:"((f \<circ> r) ---> l) sequentially"
       
  2617     using assms(1)[unfolded compact_def, THEN spec[where x=f]] by auto
       
  2618 
       
  2619   obtain b where "l\<in>b" "b\<in>t" using assms(2) and l by auto
       
  2620   then obtain e where "e>0" and e:"\<forall>z. dist z l < e \<longrightarrow> z\<in>b"
       
  2621     using assms(3)[THEN bspec[where x=b]] unfolding open_dist by auto
       
  2622 
       
  2623   then obtain N1 where N1:"\<forall>n\<ge>N1. dist ((f \<circ> r) n) l < e / 2"
       
  2624     using lr[unfolded Lim_sequentially, THEN spec[where x="e/2"]] by auto
       
  2625 
       
  2626   obtain N2::nat where N2:"N2>0" "inverse (real N2) < e /2" using real_arch_inv[of "e/2"] and `e>0` by auto
       
  2627   have N2':"inverse (real (r (N1 + N2) +1 )) < e/2"
       
  2628     apply(rule order_less_trans) apply(rule less_imp_inverse_less) using N2
       
  2629     using subseq_bigger[OF r, of "N1 + N2"] by auto
       
  2630 
       
  2631   def x \<equiv> "(f (r (N1 + N2)))"
       
  2632   have x:"\<not> ball x (inverse (real (r (N1 + N2) + 1))) \<subseteq> b" unfolding x_def
       
  2633     using f[THEN spec[where x="r (N1 + N2)"]] using `b\<in>t` by auto
       
  2634   have "\<exists>y\<in>ball x (inverse (real (r (N1 + N2) + 1))). y\<notin>b" apply(rule ccontr) using x by auto
       
  2635   then obtain y where y:"y \<in> ball x (inverse (real (r (N1 + N2) + 1)))" "y \<notin> b" by auto
       
  2636 
       
  2637   have "dist x l < e/2" using N1 unfolding x_def o_def by auto
       
  2638   hence "dist y l < e" using y N2' using dist_triangle[of y l x]by (auto simp add:dist_commute)
       
  2639 
       
  2640   thus False using e and `y\<notin>b` by auto
       
  2641 qed
       
  2642 
       
  2643 lemma compact_imp_heine_borel: "compact s ==> (\<forall>f. (\<forall>t \<in> f. open t) \<and> s \<subseteq> (\<Union> f)
       
  2644                \<longrightarrow> (\<exists>f'. f' \<subseteq> f \<and> finite f' \<and> s \<subseteq> (\<Union> f')))"
       
  2645 proof clarify
       
  2646   fix f assume "compact s" " \<forall>t\<in>f. open t" "s \<subseteq> \<Union>f"
       
  2647   then obtain e::real where "e>0" and "\<forall>x\<in>s. \<exists>b\<in>f. ball x e \<subseteq> b" using heine_borel_lemma[of s f] by auto
       
  2648   hence "\<forall>x\<in>s. \<exists>b. b\<in>f \<and> ball x e \<subseteq> b" by auto
       
  2649   hence "\<exists>bb. \<forall>x\<in>s. bb x \<in>f \<and> ball x e \<subseteq> bb x" using bchoice[of s "\<lambda>x b. b\<in>f \<and> ball x e \<subseteq> b"] by auto
       
  2650   then obtain  bb where bb:"\<forall>x\<in>s. (bb x) \<in> f \<and> ball x e \<subseteq> (bb x)" by blast
       
  2651 
       
  2652   from `compact s` have  "\<exists> k. finite k \<and> k \<subseteq> s \<and> s \<subseteq> \<Union>(\<lambda>x. ball x e) ` k" using compact_imp_totally_bounded[of s] `e>0` by auto
       
  2653   then obtain k where k:"finite k" "k \<subseteq> s" "s \<subseteq> \<Union>(\<lambda>x. ball x e) ` k" by auto
       
  2654 
       
  2655   have "finite (bb ` k)" using k(1) by auto
       
  2656   moreover
       
  2657   { fix x assume "x\<in>s"
       
  2658     hence "x\<in>\<Union>(\<lambda>x. ball x e) ` k" using k(3)  unfolding subset_eq by auto
       
  2659     hence "\<exists>X\<in>bb ` k. x \<in> X" using bb k(2) by blast
       
  2660     hence "x \<in> \<Union>(bb ` k)" using  Union_iff[of x "bb ` k"] by auto
       
  2661   }
       
  2662   ultimately show "\<exists>f'\<subseteq>f. finite f' \<and> s \<subseteq> \<Union>f'" using bb k(2) by (rule_tac x="bb ` k" in exI) auto
       
  2663 qed
       
  2664 
       
  2665 subsection{* Bolzano-Weierstrass property. *}
       
  2666 
       
  2667 lemma heine_borel_imp_bolzano_weierstrass:
       
  2668   assumes "\<forall>f. (\<forall>t \<in> f. open t) \<and> s \<subseteq> (\<Union> f) --> (\<exists>f'. f' \<subseteq> f \<and> finite f' \<and> s \<subseteq> (\<Union> f'))"
       
  2669           "infinite t"  "t \<subseteq> s"
       
  2670   shows "\<exists>x \<in> s. x islimpt t"
       
  2671 proof(rule ccontr)
       
  2672   assume "\<not> (\<exists>x \<in> s. x islimpt t)"
       
  2673   then obtain f where f:"\<forall>x\<in>s. x \<in> f x \<and> open (f x) \<and> (\<forall>y\<in>t. y \<in> f x \<longrightarrow> y = x)" unfolding islimpt_def
       
  2674     using bchoice[of s "\<lambda> x T. x \<in> T \<and> open T \<and> (\<forall>y\<in>t. y \<in> T \<longrightarrow> y = x)"] by auto
       
  2675   obtain g where g:"g\<subseteq>{t. \<exists>x. x \<in> s \<and> t = f x}" "finite g" "s \<subseteq> \<Union>g"
       
  2676     using assms(1)[THEN spec[where x="{t. \<exists>x. x\<in>s \<and> t = f x}"]] using f by auto
       
  2677   from g(1,3) have g':"\<forall>x\<in>g. \<exists>xa \<in> s. x = f xa" by auto
       
  2678   { fix x y assume "x\<in>t" "y\<in>t" "f x = f y"
       
  2679     hence "x \<in> f x"  "y \<in> f x \<longrightarrow> y = x" using f[THEN bspec[where x=x]] and `t\<subseteq>s` by auto
       
  2680     hence "x = y" using `f x = f y` and f[THEN bspec[where x=y]] and `y\<in>t` and `t\<subseteq>s` by auto  }
       
  2681   hence "infinite (f ` t)" using assms(2) using finite_imageD[unfolded inj_on_def, of f t] by auto
       
  2682   moreover
       
  2683   { fix x assume "x\<in>t" "f x \<notin> g"
       
  2684     from g(3) assms(3) `x\<in>t` obtain h where "h\<in>g" and "x\<in>h" by auto
       
  2685     then obtain y where "y\<in>s" "h = f y" using g'[THEN bspec[where x=h]] by auto
       
  2686     hence "y = x" using f[THEN bspec[where x=y]] and `x\<in>t` and `x\<in>h`[unfolded `h = f y`] by auto
       
  2687     hence False using `f x \<notin> g` `h\<in>g` unfolding `h = f y` by auto  }
       
  2688   hence "f ` t \<subseteq> g" by auto
       
  2689   ultimately show False using g(2) using finite_subset by auto
       
  2690 qed
       
  2691 
       
  2692 subsection{* Complete the chain of compactness variants. *}
       
  2693 
       
  2694 primrec helper_2::"(real \<Rightarrow> 'a::metric_space) \<Rightarrow> nat \<Rightarrow> 'a" where
       
  2695   "helper_2 beyond 0 = beyond 0" |
       
  2696   "helper_2 beyond (Suc n) = beyond (dist undefined (helper_2 beyond n) + 1 )"
       
  2697 
       
  2698 lemma bolzano_weierstrass_imp_bounded: fixes s::"'a::metric_space set"
       
  2699   assumes "\<forall>t. infinite t \<and> t \<subseteq> s --> (\<exists>x \<in> s. x islimpt t)"
       
  2700   shows "bounded s"
       
  2701 proof(rule ccontr)
       
  2702   assume "\<not> bounded s"
       
  2703   then obtain beyond where "\<forall>a. beyond a \<in>s \<and> \<not> dist undefined (beyond a) \<le> a"
       
  2704     unfolding bounded_any_center [where a=undefined]
       
  2705     apply simp using choice[of "\<lambda>a x. x\<in>s \<and> \<not> dist undefined x \<le> a"] by auto
       
  2706   hence beyond:"\<And>a. beyond a \<in>s" "\<And>a. dist undefined (beyond a) > a"
       
  2707     unfolding linorder_not_le by auto
       
  2708   def x \<equiv> "helper_2 beyond"
       
  2709 
       
  2710   { fix m n ::nat assume "m<n"
       
  2711     hence "dist undefined (x m) + 1 < dist undefined (x n)"
       
  2712     proof(induct n)
       
  2713       case 0 thus ?case by auto
       
  2714     next
       
  2715       case (Suc n)
       
  2716       have *:"dist undefined (x n) + 1 < dist undefined (x (Suc n))"
       
  2717         unfolding x_def and helper_2.simps
       
  2718         using beyond(2)[of "dist undefined (helper_2 beyond n) + 1"] by auto
       
  2719       thus ?case proof(cases "m < n")
       
  2720         case True thus ?thesis using Suc and * by auto
       
  2721       next
       
  2722         case False hence "m = n" using Suc(2) by auto
       
  2723         thus ?thesis using * by auto
       
  2724       qed
       
  2725     qed  } note * = this
       
  2726   { fix m n ::nat assume "m\<noteq>n"
       
  2727     have "1 < dist (x m) (x n)"
       
  2728     proof(cases "m<n")
       
  2729       case True
       
  2730       hence "1 < dist undefined (x n) - dist undefined (x m)" using *[of m n] by auto
       
  2731       thus ?thesis using dist_triangle [of undefined "x n" "x m"] by arith
       
  2732     next
       
  2733       case False hence "n<m" using `m\<noteq>n` by auto
       
  2734       hence "1 < dist undefined (x m) - dist undefined (x n)" using *[of n m] by auto
       
  2735       thus ?thesis using dist_triangle2 [of undefined "x m" "x n"] by arith
       
  2736     qed  } note ** = this
       
  2737   { fix a b assume "x a = x b" "a \<noteq> b"
       
  2738     hence False using **[of a b] by auto  }
       
  2739   hence "inj x" unfolding inj_on_def by auto
       
  2740   moreover
       
  2741   { fix n::nat
       
  2742     have "x n \<in> s"
       
  2743     proof(cases "n = 0")
       
  2744       case True thus ?thesis unfolding x_def using beyond by auto
       
  2745     next
       
  2746       case False then obtain z where "n = Suc z" using not0_implies_Suc by auto
       
  2747       thus ?thesis unfolding x_def using beyond by auto
       
  2748     qed  }
       
  2749   ultimately have "infinite (range x) \<and> range x \<subseteq> s" unfolding x_def using range_inj_infinite[of "helper_2 beyond"] using beyond(1) by auto
       
  2750 
       
  2751   then obtain l where "l\<in>s" and l:"l islimpt range x" using assms[THEN spec[where x="range x"]] by auto
       
  2752   then obtain y where "x y \<noteq> l" and y:"dist (x y) l < 1/2" unfolding islimpt_approachable apply(erule_tac x="1/2" in allE) by auto
       
  2753   then obtain z where "x z \<noteq> l" and z:"dist (x z) l < dist (x y) l" using l[unfolded islimpt_approachable, THEN spec[where x="dist (x y) l"]]
       
  2754     unfolding dist_nz by auto
       
  2755   show False using y and z and dist_triangle_half_l[of "x y" l 1 "x z"] and **[of y z] by auto
       
  2756 qed
       
  2757 
       
  2758 lemma sequence_infinite_lemma:
       
  2759   fixes l :: "'a::metric_space" (* TODO: generalize *)
       
  2760   assumes "\<forall>n::nat. (f n  \<noteq> l)"  "(f ---> l) sequentially"
       
  2761   shows "infinite {y. (\<exists> n. y = f n)}"
       
  2762 proof(rule ccontr)
       
  2763   let ?A = "(\<lambda>x. dist x l) ` {y. \<exists>n. y = f n}"
       
  2764   assume "\<not> infinite {y. \<exists>n. y = f n}"
       
  2765   hence **:"finite ?A" "?A \<noteq> {}" by auto
       
  2766   obtain k where k:"dist (f k) l = Min ?A" using Min_in[OF **] by auto
       
  2767   have "0 < Min ?A" using assms(1) unfolding dist_nz unfolding Min_gr_iff[OF **] by auto
       
  2768   then obtain N where "dist (f N) l < Min ?A" using assms(2)[unfolded Lim_sequentially, THEN spec[where x="Min ?A"]] by auto
       
  2769   moreover have "dist (f N) l \<in> ?A" by auto
       
  2770   ultimately show False using Min_le[OF **(1), of "dist (f N) l"] by auto
       
  2771 qed
       
  2772 
       
  2773 lemma sequence_unique_limpt:
       
  2774   fixes l :: "'a::metric_space" (* TODO: generalize *)
       
  2775   assumes "\<forall>n::nat. (f n \<noteq> l)"  "(f ---> l) sequentially"  "l' islimpt {y.  (\<exists>n. y = f n)}"
       
  2776   shows "l' = l"
       
  2777 proof(rule ccontr)
       
  2778   def e \<equiv> "dist l' l"
       
  2779   assume "l' \<noteq> l" hence "e>0" unfolding dist_nz e_def by auto
       
  2780   then obtain N::nat where N:"\<forall>n\<ge>N. dist (f n) l < e / 2"
       
  2781     using assms(2)[unfolded Lim_sequentially, THEN spec[where x="e/2"]] by auto
       
  2782   def d \<equiv> "Min (insert (e/2) ((\<lambda>n. if dist (f n) l' = 0 then e/2 else dist (f n) l') ` {0 .. N}))"
       
  2783   have "d>0" using `e>0` unfolding d_def e_def using zero_le_dist[of _ l', unfolded order_le_less] by auto
       
  2784   obtain k where k:"f k \<noteq> l'"  "dist (f k) l' < d" using `d>0` and assms(3)[unfolded islimpt_approachable, THEN spec[where x="d"]] by auto
       
  2785   have "k\<ge>N" using k(1)[unfolded dist_nz] using k(2)[unfolded d_def]
       
  2786     by force
       
  2787   hence "dist l' l < e" using N[THEN spec[where x=k]] using k(2)[unfolded d_def] and dist_triangle_half_r[of "f k" l' e l] by auto
       
  2788   thus False unfolding e_def by auto
       
  2789 qed
       
  2790 
       
  2791 lemma bolzano_weierstrass_imp_closed:
       
  2792   fixes s :: "'a::metric_space set" (* TODO: can this be generalized? *)
       
  2793   assumes "\<forall>t. infinite t \<and> t \<subseteq> s --> (\<exists>x \<in> s. x islimpt t)"
       
  2794   shows "closed s"
       
  2795 proof-
       
  2796   { fix x l assume as: "\<forall>n::nat. x n \<in> s" "(x ---> l) sequentially"
       
  2797     hence "l \<in> s"
       
  2798     proof(cases "\<forall>n. x n \<noteq> l")
       
  2799       case False thus "l\<in>s" using as(1) by auto
       
  2800     next
       
  2801       case True note cas = this
       
  2802       with as(2) have "infinite {y. \<exists>n. y = x n}" using sequence_infinite_lemma[of x l] by auto
       
  2803       then obtain l' where "l'\<in>s" "l' islimpt {y. \<exists>n. y = x n}" using assms[THEN spec[where x="{y. \<exists>n. y = x n}"]] as(1) by auto
       
  2804       thus "l\<in>s" using sequence_unique_limpt[of x l l'] using as cas by auto
       
  2805     qed  }
       
  2806   thus ?thesis unfolding closed_sequential_limits by fast
       
  2807 qed
       
  2808 
       
  2809 text{* Hence express everything as an equivalence.   *}
       
  2810 
       
  2811 lemma compact_eq_heine_borel:
       
  2812   fixes s :: "'a::heine_borel set"
       
  2813   shows "compact s \<longleftrightarrow>
       
  2814            (\<forall>f. (\<forall>t \<in> f. open t) \<and> s \<subseteq> (\<Union> f)
       
  2815                --> (\<exists>f'. f' \<subseteq> f \<and> finite f' \<and> s \<subseteq> (\<Union> f')))" (is "?lhs = ?rhs")
       
  2816 proof
       
  2817   assume ?lhs thus ?rhs using compact_imp_heine_borel[of s] by blast
       
  2818 next
       
  2819   assume ?rhs
       
  2820   hence "\<forall>t. infinite t \<and> t \<subseteq> s \<longrightarrow> (\<exists>x\<in>s. x islimpt t)"
       
  2821     by (blast intro: heine_borel_imp_bolzano_weierstrass[of s])
       
  2822   thus ?lhs using bolzano_weierstrass_imp_bounded[of s] bolzano_weierstrass_imp_closed[of s] bounded_closed_imp_compact[of s] by blast
       
  2823 qed
       
  2824 
       
  2825 lemma compact_eq_bolzano_weierstrass:
       
  2826   fixes s :: "'a::heine_borel set"
       
  2827   shows "compact s \<longleftrightarrow> (\<forall>t. infinite t \<and> t \<subseteq> s --> (\<exists>x \<in> s. x islimpt t))" (is "?lhs = ?rhs")
       
  2828 proof
       
  2829   assume ?lhs thus ?rhs unfolding compact_eq_heine_borel using heine_borel_imp_bolzano_weierstrass[of s] by auto
       
  2830 next
       
  2831   assume ?rhs thus ?lhs using bolzano_weierstrass_imp_bounded bolzano_weierstrass_imp_closed bounded_closed_imp_compact by auto
       
  2832 qed
       
  2833 
       
  2834 lemma compact_eq_bounded_closed:
       
  2835   fixes s :: "'a::heine_borel set"
       
  2836   shows "compact s \<longleftrightarrow> bounded s \<and> closed s"  (is "?lhs = ?rhs")
       
  2837 proof
       
  2838   assume ?lhs thus ?rhs unfolding compact_eq_bolzano_weierstrass using bolzano_weierstrass_imp_bounded bolzano_weierstrass_imp_closed by auto
       
  2839 next
       
  2840   assume ?rhs thus ?lhs using bounded_closed_imp_compact by auto
       
  2841 qed
       
  2842 
       
  2843 lemma compact_imp_bounded:
       
  2844   fixes s :: "'a::metric_space set"
       
  2845   shows "compact s ==> bounded s"
       
  2846 proof -
       
  2847   assume "compact s"
       
  2848   hence "\<forall>f. (\<forall>t\<in>f. open t) \<and> s \<subseteq> \<Union>f \<longrightarrow> (\<exists>f'\<subseteq>f. finite f' \<and> s \<subseteq> \<Union>f')"
       
  2849     by (rule compact_imp_heine_borel)
       
  2850   hence "\<forall>t. infinite t \<and> t \<subseteq> s \<longrightarrow> (\<exists>x \<in> s. x islimpt t)"
       
  2851     using heine_borel_imp_bolzano_weierstrass[of s] by auto
       
  2852   thus "bounded s"
       
  2853     by (rule bolzano_weierstrass_imp_bounded)
       
  2854 qed
       
  2855 
       
  2856 lemma compact_imp_closed:
       
  2857   fixes s :: "'a::metric_space set"
       
  2858   shows "compact s ==> closed s"
       
  2859 proof -
       
  2860   assume "compact s"
       
  2861   hence "\<forall>f. (\<forall>t\<in>f. open t) \<and> s \<subseteq> \<Union>f \<longrightarrow> (\<exists>f'\<subseteq>f. finite f' \<and> s \<subseteq> \<Union>f')"
       
  2862     by (rule compact_imp_heine_borel)
       
  2863   hence "\<forall>t. infinite t \<and> t \<subseteq> s \<longrightarrow> (\<exists>x \<in> s. x islimpt t)"
       
  2864     using heine_borel_imp_bolzano_weierstrass[of s] by auto
       
  2865   thus "closed s"
       
  2866     by (rule bolzano_weierstrass_imp_closed)
       
  2867 qed
       
  2868 
       
  2869 text{* In particular, some common special cases. *}
       
  2870 
       
  2871 lemma compact_empty[simp]:
       
  2872  "compact {}"
       
  2873   unfolding compact_def
       
  2874   by simp
       
  2875 
       
  2876 (* TODO: can any of the next 3 lemmas be generalized to metric spaces? *)
       
  2877 
       
  2878   (* FIXME : Rename *)
       
  2879 lemma compact_union[intro]:
       
  2880   fixes s t :: "'a::heine_borel set"
       
  2881   shows "compact s \<Longrightarrow> compact t ==> compact (s \<union> t)"
       
  2882   unfolding compact_eq_bounded_closed
       
  2883   using bounded_Un[of s t]
       
  2884   using closed_Un[of s t]
       
  2885   by simp
       
  2886 
       
  2887 lemma compact_inter[intro]:
       
  2888   fixes s t :: "'a::heine_borel set"
       
  2889   shows "compact s \<Longrightarrow> compact t ==> compact (s \<inter> t)"
       
  2890   unfolding compact_eq_bounded_closed
       
  2891   using bounded_Int[of s t]
       
  2892   using closed_Int[of s t]
       
  2893   by simp
       
  2894 
       
  2895 lemma compact_inter_closed[intro]:
       
  2896   fixes s t :: "'a::heine_borel set"
       
  2897   shows "compact s \<Longrightarrow> closed t ==> compact (s \<inter> t)"
       
  2898   unfolding compact_eq_bounded_closed
       
  2899   using closed_Int[of s t]
       
  2900   using bounded_subset[of "s \<inter> t" s]
       
  2901   by blast
       
  2902 
       
  2903 lemma closed_inter_compact[intro]:
       
  2904   fixes s t :: "'a::heine_borel set"
       
  2905   shows "closed s \<Longrightarrow> compact t ==> compact (s \<inter> t)"
       
  2906 proof-
       
  2907   assume "closed s" "compact t"
       
  2908   moreover
       
  2909   have "s \<inter> t = t \<inter> s" by auto ultimately
       
  2910   show ?thesis
       
  2911     using compact_inter_closed[of t s]
       
  2912     by auto
       
  2913 qed
       
  2914 
       
  2915 lemma closed_sing [simp]:
       
  2916   fixes a :: "'a::metric_space"
       
  2917   shows "closed {a}"
       
  2918   apply (clarsimp simp add: closed_def open_dist)
       
  2919   apply (rule ccontr)
       
  2920   apply (drule_tac x="dist x a" in spec)
       
  2921   apply (simp add: dist_nz dist_commute)
       
  2922   done
       
  2923 
       
  2924 lemma finite_imp_closed:
       
  2925   fixes s :: "'a::metric_space set"
       
  2926   shows "finite s ==> closed s"
       
  2927 proof (induct set: finite)
       
  2928   case empty show "closed {}" by simp
       
  2929 next
       
  2930   case (insert x F)
       
  2931   hence "closed ({x} \<union> F)" by (simp only: closed_Un closed_sing)
       
  2932   thus "closed (insert x F)" by simp
       
  2933 qed
       
  2934 
       
  2935 lemma finite_imp_compact:
       
  2936   fixes s :: "'a::heine_borel set"
       
  2937   shows "finite s ==> compact s"
       
  2938   unfolding compact_eq_bounded_closed
       
  2939   using finite_imp_closed finite_imp_bounded
       
  2940   by blast
       
  2941 
       
  2942 lemma compact_sing [simp]: "compact {a}"
       
  2943   unfolding compact_def o_def subseq_def
       
  2944   by (auto simp add: tendsto_const)
       
  2945 
       
  2946 lemma compact_cball[simp]:
       
  2947   fixes x :: "'a::heine_borel"
       
  2948   shows "compact(cball x e)"
       
  2949   using compact_eq_bounded_closed bounded_cball closed_cball
       
  2950   by blast
       
  2951 
       
  2952 lemma compact_frontier_bounded[intro]:
       
  2953   fixes s :: "'a::heine_borel set"
       
  2954   shows "bounded s ==> compact(frontier s)"
       
  2955   unfolding frontier_def
       
  2956   using compact_eq_bounded_closed
       
  2957   by blast
       
  2958 
       
  2959 lemma compact_frontier[intro]:
       
  2960   fixes s :: "'a::heine_borel set"
       
  2961   shows "compact s ==> compact (frontier s)"
       
  2962   using compact_eq_bounded_closed compact_frontier_bounded
       
  2963   by blast
       
  2964 
       
  2965 lemma frontier_subset_compact:
       
  2966   fixes s :: "'a::heine_borel set"
       
  2967   shows "compact s ==> frontier s \<subseteq> s"
       
  2968   using frontier_subset_closed compact_eq_bounded_closed
       
  2969   by blast
       
  2970 
       
  2971 lemma open_delete:
       
  2972   fixes s :: "'a::metric_space set"
       
  2973   shows "open s ==> open(s - {x})"
       
  2974   using open_Diff[of s "{x}"] closed_sing
       
  2975   by blast
       
  2976 
       
  2977 text{* Finite intersection property. I could make it an equivalence in fact. *}
       
  2978 
       
  2979 lemma compact_imp_fip:
       
  2980   fixes s :: "'a::heine_borel set"
       
  2981   assumes "compact s"  "\<forall>t \<in> f. closed t"
       
  2982         "\<forall>f'. finite f' \<and> f' \<subseteq> f --> (s \<inter> (\<Inter> f') \<noteq> {})"
       
  2983   shows "s \<inter> (\<Inter> f) \<noteq> {}"
       
  2984 proof
       
  2985   assume as:"s \<inter> (\<Inter> f) = {}"
       
  2986   hence "s \<subseteq> \<Union>op - UNIV ` f" by auto
       
  2987   moreover have "Ball (op - UNIV ` f) open" using open_Diff closed_Diff using assms(2) by auto
       
  2988   ultimately obtain f' where f':"f' \<subseteq> op - UNIV ` f"  "finite f'"  "s \<subseteq> \<Union>f'" using assms(1)[unfolded compact_eq_heine_borel, THEN spec[where x="(\<lambda>t. UNIV - t) ` f"]] by auto
       
  2989   hence "finite (op - UNIV ` f') \<and> op - UNIV ` f' \<subseteq> f" by(auto simp add: Diff_Diff_Int)
       
  2990   hence "s \<inter> \<Inter>op - UNIV ` f' \<noteq> {}" using assms(3)[THEN spec[where x="op - UNIV ` f'"]] by auto
       
  2991   thus False using f'(3) unfolding subset_eq and Union_iff by blast
       
  2992 qed
       
  2993 
       
  2994 subsection{* Bounded closed nest property (proof does not use Heine-Borel).            *}
       
  2995 
       
  2996 lemma bounded_closed_nest:
       
  2997   assumes "\<forall>n. closed(s n)" "\<forall>n. (s n \<noteq> {})"
       
  2998   "(\<forall>m n. m \<le> n --> s n \<subseteq> s m)"  "bounded(s 0)"
       
  2999   shows "\<exists>a::'a::heine_borel. \<forall>n::nat. a \<in> s(n)"
       
  3000 proof-
       
  3001   from assms(2) obtain x where x:"\<forall>n::nat. x n \<in> s n" using choice[of "\<lambda>n x. x\<in> s n"] by auto
       
  3002   from assms(4,1) have *:"compact (s 0)" using bounded_closed_imp_compact[of "s 0"] by auto
       
  3003 
       
  3004   then obtain l r where lr:"l\<in>s 0" "subseq r" "((x \<circ> r) ---> l) sequentially"
       
  3005     unfolding compact_def apply(erule_tac x=x in allE)  using x using assms(3) by blast
       
  3006 
       
  3007   { fix n::nat
       
  3008     { fix e::real assume "e>0"
       
  3009       with lr(3) obtain N where N:"\<forall>m\<ge>N. dist ((x \<circ> r) m) l < e" unfolding Lim_sequentially by auto
       
  3010       hence "dist ((x \<circ> r) (max N n)) l < e" by auto
       
  3011       moreover
       
  3012       have "r (max N n) \<ge> n" using lr(2) using subseq_bigger[of r "max N n"] by auto
       
  3013       hence "(x \<circ> r) (max N n) \<in> s n"
       
  3014         using x apply(erule_tac x=n in allE)
       
  3015         using x apply(erule_tac x="r (max N n)" in allE)
       
  3016         using assms(3) apply(erule_tac x=n in allE)apply( erule_tac x="r (max N n)" in allE) by auto
       
  3017       ultimately have "\<exists>y\<in>s n. dist y l < e" by auto
       
  3018     }
       
  3019     hence "l \<in> s n" using closed_approachable[of "s n" l] assms(1) by blast
       
  3020   }
       
  3021   thus ?thesis by auto
       
  3022 qed
       
  3023 
       
  3024 text{* Decreasing case does not even need compactness, just completeness.        *}
       
  3025 
       
  3026 lemma decreasing_closed_nest:
       
  3027   assumes "\<forall>n. closed(s n)"
       
  3028           "\<forall>n. (s n \<noteq> {})"
       
  3029           "\<forall>m n. m \<le> n --> s n \<subseteq> s m"
       
  3030           "\<forall>e>0. \<exists>n. \<forall>x \<in> (s n). \<forall> y \<in> (s n). dist x y < e"
       
  3031   shows "\<exists>a::'a::heine_borel. \<forall>n::nat. a \<in> s n"
       
  3032 proof-
       
  3033   have "\<forall>n. \<exists> x. x\<in>s n" using assms(2) by auto
       
  3034   hence "\<exists>t. \<forall>n. t n \<in> s n" using choice[of "\<lambda> n x. x \<in> s n"] by auto
       
  3035   then obtain t where t: "\<forall>n. t n \<in> s n" by auto
       
  3036   { fix e::real assume "e>0"
       
  3037     then obtain N where N:"\<forall>x\<in>s N. \<forall>y\<in>s N. dist x y < e" using assms(4) by auto
       
  3038     { fix m n ::nat assume "N \<le> m \<and> N \<le> n"
       
  3039       hence "t m \<in> s N" "t n \<in> s N" using assms(3) t unfolding  subset_eq t by blast+
       
  3040       hence "dist (t m) (t n) < e" using N by auto
       
  3041     }
       
  3042     hence "\<exists>N. \<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist (t m) (t n) < e" by auto
       
  3043   }
       
  3044   hence  "Cauchy t" unfolding cauchy_def by auto
       
  3045   then obtain l where l:"(t ---> l) sequentially" using complete_univ unfolding complete_def by auto
       
  3046   { fix n::nat
       
  3047     { fix e::real assume "e>0"
       
  3048       then obtain N::nat where N:"\<forall>n\<ge>N. dist (t n) l < e" using l[unfolded Lim_sequentially] by auto
       
  3049       have "t (max n N) \<in> s n" using assms(3) unfolding subset_eq apply(erule_tac x=n in allE) apply (erule_tac x="max n N" in allE) using t by auto
       
  3050       hence "\<exists>y\<in>s n. dist y l < e" apply(rule_tac x="t (max n N)" in bexI) using N by auto
       
  3051     }
       
  3052     hence "l \<in> s n" using closed_approachable[of "s n" l] assms(1) by auto
       
  3053   }
       
  3054   then show ?thesis by auto
       
  3055 qed
       
  3056 
       
  3057 text{* Strengthen it to the intersection actually being a singleton.             *}
       
  3058 
       
  3059 lemma decreasing_closed_nest_sing:
       
  3060   assumes "\<forall>n. closed(s n)"
       
  3061           "\<forall>n. s n \<noteq> {}"
       
  3062           "\<forall>m n. m \<le> n --> s n \<subseteq> s m"
       
  3063           "\<forall>e>0. \<exists>n. \<forall>x \<in> (s n). \<forall> y\<in>(s n). dist x y < e"
       
  3064   shows "\<exists>a::'a::heine_borel. \<Inter> {t. (\<exists>n::nat. t = s n)} = {a}"
       
  3065 proof-
       
  3066   obtain a where a:"\<forall>n. a \<in> s n" using decreasing_closed_nest[of s] using assms by auto
       
  3067   { fix b assume b:"b \<in> \<Inter>{t. \<exists>n. t = s n}"
       
  3068     { fix e::real assume "e>0"
       
  3069       hence "dist a b < e" using assms(4 )using b using a by blast
       
  3070     }
       
  3071     hence "dist a b = 0" by (metis dist_eq_0_iff dist_nz real_less_def)
       
  3072   }
       
  3073   with a have "\<Inter>{t. \<exists>n. t = s n} = {a}"  by auto
       
  3074   thus ?thesis by auto
       
  3075 qed
       
  3076 
       
  3077 text{* Cauchy-type criteria for uniform convergence. *}
       
  3078 
       
  3079 lemma uniformly_convergent_eq_cauchy: fixes s::"nat \<Rightarrow> 'b \<Rightarrow> 'a::heine_borel" shows
       
  3080  "(\<exists>l. \<forall>e>0. \<exists>N. \<forall>n x. N \<le> n \<and> P x --> dist(s n x)(l x) < e) \<longleftrightarrow>
       
  3081   (\<forall>e>0. \<exists>N. \<forall>m n x. N \<le> m \<and> N \<le> n \<and> P x  --> dist (s m x) (s n x) < e)" (is "?lhs = ?rhs")
       
  3082 proof(rule)
       
  3083   assume ?lhs
       
  3084   then obtain l where l:"\<forall>e>0. \<exists>N. \<forall>n x. N \<le> n \<and> P x \<longrightarrow> dist (s n x) (l x) < e" by auto
       
  3085   { fix e::real assume "e>0"
       
  3086     then obtain N::nat where N:"\<forall>n x. N \<le> n \<and> P x \<longrightarrow> dist (s n x) (l x) < e / 2" using l[THEN spec[where x="e/2"]] by auto
       
  3087     { fix n m::nat and x::"'b" assume "N \<le> m \<and> N \<le> n \<and> P x"
       
  3088       hence "dist (s m x) (s n x) < e"
       
  3089         using N[THEN spec[where x=m], THEN spec[where x=x]]
       
  3090         using N[THEN spec[where x=n], THEN spec[where x=x]]
       
  3091         using dist_triangle_half_l[of "s m x" "l x" e "s n x"] by auto  }
       
  3092     hence "\<exists>N. \<forall>m n x. N \<le> m \<and> N \<le> n \<and> P x  --> dist (s m x) (s n x) < e"  by auto  }
       
  3093   thus ?rhs by auto
       
  3094 next
       
  3095   assume ?rhs
       
  3096   hence "\<forall>x. P x \<longrightarrow> Cauchy (\<lambda>n. s n x)" unfolding cauchy_def apply auto by (erule_tac x=e in allE)auto
       
  3097   then obtain l where l:"\<forall>x. P x \<longrightarrow> ((\<lambda>n. s n x) ---> l x) sequentially" unfolding convergent_eq_cauchy[THEN sym]
       
  3098     using choice[of "\<lambda>x l. P x \<longrightarrow> ((\<lambda>n. s n x) ---> l) sequentially"] by auto
       
  3099   { fix e::real assume "e>0"
       
  3100     then obtain N where N:"\<forall>m n x. N \<le> m \<and> N \<le> n \<and> P x \<longrightarrow> dist (s m x) (s n x) < e/2"
       
  3101       using `?rhs`[THEN spec[where x="e/2"]] by auto
       
  3102     { fix x assume "P x"
       
  3103       then obtain M where M:"\<forall>n\<ge>M. dist (s n x) (l x) < e/2"
       
  3104         using l[THEN spec[where x=x], unfolded Lim_sequentially] using `e>0` by(auto elim!: allE[where x="e/2"])
       
  3105       fix n::nat assume "n\<ge>N"
       
  3106       hence "dist(s n x)(l x) < e"  using `P x`and N[THEN spec[where x=n], THEN spec[where x="N+M"], THEN spec[where x=x]]
       
  3107         using M[THEN spec[where x="N+M"]] and dist_triangle_half_l[of "s n x" "s (N+M) x" e "l x"] by (auto simp add: dist_commute)  }
       
  3108     hence "\<exists>N. \<forall>n x. N \<le> n \<and> P x \<longrightarrow> dist(s n x)(l x) < e" by auto }
       
  3109   thus ?lhs by auto
       
  3110 qed
       
  3111 
       
  3112 lemma uniformly_cauchy_imp_uniformly_convergent:
       
  3113   fixes s :: "nat \<Rightarrow> 'a \<Rightarrow> 'b::heine_borel"
       
  3114   assumes "\<forall>e>0.\<exists>N. \<forall>m (n::nat) x. N \<le> m \<and> N \<le> n \<and> P x --> dist(s m x)(s n x) < e"
       
  3115           "\<forall>x. P x --> (\<forall>e>0. \<exists>N. \<forall>n. N \<le> n --> dist(s n x)(l x) < e)"
       
  3116   shows "\<forall>e>0. \<exists>N. \<forall>n x. N \<le> n \<and> P x --> dist(s n x)(l x) < e"
       
  3117 proof-
       
  3118   obtain l' where l:"\<forall>e>0. \<exists>N. \<forall>n x. N \<le> n \<and> P x \<longrightarrow> dist (s n x) (l' x) < e"
       
  3119     using assms(1) unfolding uniformly_convergent_eq_cauchy[THEN sym] by auto
       
  3120   moreover
       
  3121   { fix x assume "P x"
       
  3122     hence "l x = l' x" using Lim_unique[OF trivial_limit_sequentially, of "\<lambda>n. s n x" "l x" "l' x"]
       
  3123       using l and assms(2) unfolding Lim_sequentially by blast  }
       
  3124   ultimately show ?thesis by auto
       
  3125 qed
       
  3126 
       
  3127 subsection{* Define continuity over a net to take in restrictions of the set. *}
       
  3128 
       
  3129 definition
       
  3130   continuous :: "'a::t2_space net \<Rightarrow> ('a \<Rightarrow> 'b::topological_space) \<Rightarrow> bool" where
       
  3131   "continuous net f \<longleftrightarrow> (f ---> f(netlimit net)) net"
       
  3132 
       
  3133 lemma continuous_trivial_limit:
       
  3134  "trivial_limit net ==> continuous net f"
       
  3135   unfolding continuous_def tendsto_def trivial_limit_eq by auto
       
  3136 
       
  3137 lemma continuous_within: "continuous (at x within s) f \<longleftrightarrow> (f ---> f(x)) (at x within s)"
       
  3138   unfolding continuous_def
       
  3139   unfolding tendsto_def
       
  3140   using netlimit_within[of x s]
       
  3141   by (cases "trivial_limit (at x within s)") (auto simp add: trivial_limit_eventually)
       
  3142 
       
  3143 lemma continuous_at: "continuous (at x) f \<longleftrightarrow> (f ---> f(x)) (at x)"
       
  3144   using continuous_within [of x UNIV f] by (simp add: within_UNIV)
       
  3145 
       
  3146 lemma continuous_at_within:
       
  3147   assumes "continuous (at x) f"  shows "continuous (at x within s) f"
       
  3148   using assms unfolding continuous_at continuous_within
       
  3149   by (rule Lim_at_within)
       
  3150 
       
  3151 text{* Derive the epsilon-delta forms, which we often use as "definitions" *}
       
  3152 
       
  3153 lemma continuous_within_eps_delta:
       
  3154   "continuous (at x within s) f \<longleftrightarrow> (\<forall>e>0. \<exists>d>0. \<forall>x'\<in> s.  dist x' x < d --> dist (f x') (f x) < e)"
       
  3155   unfolding continuous_within and Lim_within
       
  3156   apply auto unfolding dist_nz[THEN sym] apply(auto elim!:allE) apply(rule_tac x=d in exI) by auto
       
  3157 
       
  3158 lemma continuous_at_eps_delta: "continuous (at x) f \<longleftrightarrow>  (\<forall>e>0. \<exists>d>0.
       
  3159                            \<forall>x'. dist x' x < d --> dist(f x')(f x) < e)"
       
  3160   using continuous_within_eps_delta[of x UNIV f]
       
  3161   unfolding within_UNIV by blast
       
  3162 
       
  3163 text{* Versions in terms of open balls. *}
       
  3164 
       
  3165 lemma continuous_within_ball:
       
  3166  "continuous (at x within s) f \<longleftrightarrow> (\<forall>e>0. \<exists>d>0.
       
  3167                             f ` (ball x d \<inter> s) \<subseteq> ball (f x) e)" (is "?lhs = ?rhs")
       
  3168 proof
       
  3169   assume ?lhs
       
  3170   { fix e::real assume "e>0"
       
  3171     then obtain d where d: "d>0" "\<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (f xa) (f x) < e"
       
  3172       using `?lhs`[unfolded continuous_within Lim_within] by auto
       
  3173     { fix y assume "y\<in>f ` (ball x d \<inter> s)"
       
  3174       hence "y \<in> ball (f x) e" using d(2) unfolding dist_nz[THEN sym]
       
  3175         apply (auto simp add: dist_commute mem_ball) apply(erule_tac x=xa in ballE) apply auto using `e>0` by auto
       
  3176     }
       
  3177     hence "\<exists>d>0. f ` (ball x d \<inter> s) \<subseteq> ball (f x) e" using `d>0` unfolding subset_eq ball_def by (auto simp add: dist_commute)  }
       
  3178   thus ?rhs by auto
       
  3179 next
       
  3180   assume ?rhs thus ?lhs unfolding continuous_within Lim_within ball_def subset_eq
       
  3181     apply (auto simp add: dist_commute) apply(erule_tac x=e in allE) by auto
       
  3182 qed
       
  3183 
       
  3184 lemma continuous_at_ball:
       
  3185   "continuous (at x) f \<longleftrightarrow> (\<forall>e>0. \<exists>d>0. f ` (ball x d) \<subseteq> ball (f x) e)" (is "?lhs = ?rhs")
       
  3186 proof
       
  3187   assume ?lhs thus ?rhs unfolding continuous_at Lim_at subset_eq Ball_def Bex_def image_iff mem_ball
       
  3188     apply auto apply(erule_tac x=e in allE) apply auto apply(rule_tac x=d in exI) apply auto apply(erule_tac x=xa in allE) apply (auto simp add: dist_commute dist_nz)
       
  3189     unfolding dist_nz[THEN sym] by auto
       
  3190 next
       
  3191   assume ?rhs thus ?lhs unfolding continuous_at Lim_at subset_eq Ball_def Bex_def image_iff mem_ball
       
  3192     apply auto apply(erule_tac x=e in allE) apply auto apply(rule_tac x=d in exI) apply auto apply(erule_tac x="f xa" in allE) by (auto simp add: dist_commute dist_nz)
       
  3193 qed
       
  3194 
       
  3195 text{* For setwise continuity, just start from the epsilon-delta definitions. *}
       
  3196 
       
  3197 definition
       
  3198   continuous_on :: "'a::metric_space set \<Rightarrow> ('a \<Rightarrow> 'b::metric_space) \<Rightarrow> bool" where
       
  3199   "continuous_on s f \<longleftrightarrow> (\<forall>x \<in> s. \<forall>e>0. \<exists>d::real>0. \<forall>x' \<in> s. dist x' x < d --> dist (f x') (f x) < e)"
       
  3200 
       
  3201 
       
  3202 definition
       
  3203   uniformly_continuous_on ::
       
  3204     "'a::metric_space set \<Rightarrow> ('a \<Rightarrow> 'b::metric_space) \<Rightarrow> bool" where
       
  3205   "uniformly_continuous_on s f \<longleftrightarrow>
       
  3206         (\<forall>e>0. \<exists>d>0. \<forall>x\<in>s. \<forall> x'\<in>s. dist x' x < d
       
  3207                            --> dist (f x') (f x) < e)"
       
  3208 
       
  3209 text{* Some simple consequential lemmas. *}
       
  3210 
       
  3211 lemma uniformly_continuous_imp_continuous:
       
  3212  " uniformly_continuous_on s f ==> continuous_on s f"
       
  3213   unfolding uniformly_continuous_on_def continuous_on_def by blast
       
  3214 
       
  3215 lemma continuous_at_imp_continuous_within:
       
  3216  "continuous (at x) f ==> continuous (at x within s) f"
       
  3217   unfolding continuous_within continuous_at using Lim_at_within by auto
       
  3218 
       
  3219 lemma continuous_at_imp_continuous_on: assumes "(\<forall>x \<in> s. continuous (at x) f)"
       
  3220   shows "continuous_on s f"
       
  3221 proof(simp add: continuous_at continuous_on_def, rule, rule, rule)
       
  3222   fix x and e::real assume "x\<in>s" "e>0"
       
  3223   hence "eventually (\<lambda>xa. dist (f xa) (f x) < e) (at x)" using assms unfolding continuous_at tendsto_iff by auto
       
  3224   then obtain d where d:"d>0" "\<forall>xa. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (f xa) (f x) < e" unfolding eventually_at by auto
       
  3225   { fix x' assume "\<not> 0 < dist x' x"
       
  3226     hence "x=x'"
       
  3227       using dist_nz[of x' x] by auto
       
  3228     hence "dist (f x') (f x) < e" using `e>0` by auto
       
  3229   }
       
  3230   thus "\<exists>d>0. \<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist (f x') (f x) < e" using d by auto
       
  3231 qed
       
  3232 
       
  3233 lemma continuous_on_eq_continuous_within:
       
  3234  "continuous_on s f \<longleftrightarrow> (\<forall>x \<in> s. continuous (at x within s) f)" (is "?lhs = ?rhs")
       
  3235 proof
       
  3236   assume ?rhs
       
  3237   { fix x assume "x\<in>s"
       
  3238     fix e::real assume "e>0"
       
  3239     assume "\<exists>d>0. \<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (f xa) (f x) < e"
       
  3240     then obtain d where "d>0" and d:"\<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (f xa) (f x) < e" by auto
       
  3241     { fix x' assume as:"x'\<in>s" "dist x' x < d"
       
  3242       hence "dist (f x') (f x) < e" using `e>0` d `x'\<in>s` dist_eq_0_iff[of x' x] zero_le_dist[of x' x] as(2) by (metis dist_eq_0_iff dist_nz) }
       
  3243     hence "\<exists>d>0. \<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist (f x') (f x) < e" using `d>0` by auto
       
  3244   }
       
  3245   thus ?lhs using `?rhs` unfolding continuous_on_def continuous_within Lim_within by auto
       
  3246 next
       
  3247   assume ?lhs
       
  3248   thus ?rhs unfolding continuous_on_def continuous_within Lim_within by blast
       
  3249 qed
       
  3250 
       
  3251 lemma continuous_on:
       
  3252  "continuous_on s f \<longleftrightarrow> (\<forall>x \<in> s. (f ---> f(x)) (at x within s))"
       
  3253   by (auto simp add: continuous_on_eq_continuous_within continuous_within)
       
  3254 
       
  3255 lemma continuous_on_eq_continuous_at:
       
  3256  "open s ==> (continuous_on s f \<longleftrightarrow> (\<forall>x \<in> s. continuous (at x) f))"
       
  3257   by (auto simp add: continuous_on continuous_at Lim_within_open)
       
  3258 
       
  3259 lemma continuous_within_subset:
       
  3260  "continuous (at x within s) f \<Longrightarrow> t \<subseteq> s
       
  3261              ==> continuous (at x within t) f"
       
  3262   unfolding continuous_within by(metis Lim_within_subset)
       
  3263 
       
  3264 lemma continuous_on_subset:
       
  3265  "continuous_on s f \<Longrightarrow> t \<subseteq> s ==> continuous_on t f"
       
  3266   unfolding continuous_on by (metis subset_eq Lim_within_subset)
       
  3267 
       
  3268 lemma continuous_on_interior:
       
  3269  "continuous_on s f \<Longrightarrow> x \<in> interior s ==> continuous (at x) f"
       
  3270 unfolding interior_def
       
  3271 apply simp
       
  3272 by (meson continuous_on_eq_continuous_at continuous_on_subset)
       
  3273 
       
  3274 lemma continuous_on_eq:
       
  3275  "(\<forall>x \<in> s. f x = g x) \<Longrightarrow> continuous_on s f
       
  3276            ==> continuous_on s g"
       
  3277   by (simp add: continuous_on_def)
       
  3278 
       
  3279 text{* Characterization of various kinds of continuity in terms of sequences.  *}
       
  3280 
       
  3281 (* \<longrightarrow> could be generalized, but \<longleftarrow> requires metric space *)
       
  3282 lemma continuous_within_sequentially:
       
  3283   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space"
       
  3284   shows "continuous (at a within s) f \<longleftrightarrow>
       
  3285                 (\<forall>x. (\<forall>n::nat. x n \<in> s) \<and> (x ---> a) sequentially
       
  3286                      --> ((f o x) ---> f a) sequentially)" (is "?lhs = ?rhs")
       
  3287 proof
       
  3288   assume ?lhs
       
  3289   { fix x::"nat \<Rightarrow> 'a" assume x:"\<forall>n. x n \<in> s" "\<forall>e>0. \<exists>N. \<forall>n\<ge>N. dist (x n) a < e"
       
  3290     fix e::real assume "e>0"
       
  3291     from `?lhs` obtain d where "d>0" and d:"\<forall>x\<in>s. 0 < dist x a \<and> dist x a < d \<longrightarrow> dist (f x) (f a) < e" unfolding continuous_within Lim_within using `e>0` by auto
       
  3292     from x(2) `d>0` obtain N where N:"\<forall>n\<ge>N. dist (x n) a < d" by auto
       
  3293     hence "\<exists>N. \<forall>n\<ge>N. dist ((f \<circ> x) n) (f a) < e"
       
  3294       apply(rule_tac  x=N in exI) using N d  apply auto using x(1)
       
  3295       apply(erule_tac x=n in allE) apply(erule_tac x=n in allE)
       
  3296       apply(erule_tac x="x n" in ballE)  apply auto unfolding dist_nz[THEN sym] apply auto using `e>0` by auto
       
  3297   }
       
  3298   thus ?rhs unfolding continuous_within unfolding Lim_sequentially by simp
       
  3299 next
       
  3300   assume ?rhs
       
  3301   { fix e::real assume "e>0"
       
  3302     assume "\<not> (\<exists>d>0. \<forall>x\<in>s. 0 < dist x a \<and> dist x a < d \<longrightarrow> dist (f x) (f a) < e)"
       
  3303     hence "\<forall>d. \<exists>x. d>0 \<longrightarrow> x\<in>s \<and> (0 < dist x a \<and> dist x a < d \<and> \<not> dist (f x) (f a) < e)" by blast
       
  3304     then obtain x where x:"\<forall>d>0. x d \<in> s \<and> (0 < dist (x d) a \<and> dist (x d) a < d \<and> \<not> dist (f (x d)) (f a) < e)"
       
  3305       using choice[of "\<lambda>d x.0<d \<longrightarrow> x\<in>s \<and> (0 < dist x a \<and> dist x a < d \<and> \<not> dist (f x) (f a) < e)"] by auto
       
  3306     { fix d::real assume "d>0"
       
  3307       hence "\<exists>N::nat. inverse (real (N + 1)) < d" using real_arch_inv[of d] by (auto, rule_tac x="n - 1" in exI)auto
       
  3308       then obtain N::nat where N:"inverse (real (N + 1)) < d" by auto
       
  3309       { fix n::nat assume n:"n\<ge>N"
       
  3310         hence "dist (x (inverse (real (n + 1)))) a < inverse (real (n + 1))" using x[THEN spec[where x="inverse (real (n + 1))"]] by auto
       
  3311         moreover have "inverse (real (n + 1)) < d" using N n by (auto, metis Suc_le_mono le_SucE less_imp_inverse_less nat_le_real_less order_less_trans real_of_nat_Suc real_of_nat_Suc_gt_zero)
       
  3312         ultimately have "dist (x (inverse (real (n + 1)))) a < d" by auto
       
  3313       }
       
  3314       hence "\<exists>N::nat. \<forall>n\<ge>N. dist (x (inverse (real (n + 1)))) a < d" by auto
       
  3315     }
       
  3316     hence "(\<forall>n::nat. x (inverse (real (n + 1))) \<in> s) \<and> (\<forall>e>0. \<exists>N::nat. \<forall>n\<ge>N. dist (x (inverse (real (n + 1)))) a < e)" using x by auto
       
  3317     hence "\<forall>e>0. \<exists>N::nat. \<forall>n\<ge>N. dist (f (x (inverse (real (n + 1))))) (f a) < e"  using `?rhs`[THEN spec[where x="\<lambda>n::nat. x (inverse (real (n+1)))"], unfolded Lim_sequentially] by auto
       
  3318     hence "False" apply(erule_tac x=e in allE) using `e>0` using x by auto
       
  3319   }
       
  3320   thus ?lhs  unfolding continuous_within unfolding Lim_within unfolding Lim_sequentially by blast
       
  3321 qed
       
  3322 
       
  3323 lemma continuous_at_sequentially:
       
  3324   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space"
       
  3325   shows "continuous (at a) f \<longleftrightarrow> (\<forall>x. (x ---> a) sequentially
       
  3326                   --> ((f o x) ---> f a) sequentially)"
       
  3327   using continuous_within_sequentially[of a UNIV f] unfolding within_UNIV by auto
       
  3328 
       
  3329 lemma continuous_on_sequentially:
       
  3330  "continuous_on s f \<longleftrightarrow>  (\<forall>x. \<forall>a \<in> s. (\<forall>n. x(n) \<in> s) \<and> (x ---> a) sequentially
       
  3331                     --> ((f o x) ---> f(a)) sequentially)" (is "?lhs = ?rhs")
       
  3332 proof
       
  3333   assume ?rhs thus ?lhs using continuous_within_sequentially[of _ s f] unfolding continuous_on_eq_continuous_within by auto
       
  3334 next
       
  3335   assume ?lhs thus ?rhs unfolding continuous_on_eq_continuous_within using continuous_within_sequentially[of _ s f] by auto
       
  3336 qed
       
  3337 
       
  3338 lemma uniformly_continuous_on_sequentially:
       
  3339   fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
       
  3340   shows "uniformly_continuous_on s f \<longleftrightarrow> (\<forall>x y. (\<forall>n. x n \<in> s) \<and> (\<forall>n. y n \<in> s) \<and>
       
  3341                     ((\<lambda>n. x n - y n) ---> 0) sequentially
       
  3342                     \<longrightarrow> ((\<lambda>n. f(x n) - f(y n)) ---> 0) sequentially)" (is "?lhs = ?rhs")
       
  3343 proof
       
  3344   assume ?lhs
       
  3345   { fix x y assume x:"\<forall>n. x n \<in> s" and y:"\<forall>n. y n \<in> s" and xy:"((\<lambda>n. x n - y n) ---> 0) sequentially"
       
  3346     { fix e::real assume "e>0"
       
  3347       then obtain d where "d>0" and d:"\<forall>x\<in>s. \<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist (f x') (f x) < e"
       
  3348         using `?lhs`[unfolded uniformly_continuous_on_def, THEN spec[where x=e]] by auto
       
  3349       obtain N where N:"\<forall>n\<ge>N. norm (x n - y n - 0) < d" using xy[unfolded Lim_sequentially dist_norm] and `d>0` by auto
       
  3350       { fix n assume "n\<ge>N"
       
  3351         hence "norm (f (x n) - f (y n) - 0) < e"
       
  3352           using N[THEN spec[where x=n]] using d[THEN bspec[where x="x n"], THEN bspec[where x="y n"]] using x and y
       
  3353           unfolding dist_commute and dist_norm by simp  }
       
  3354       hence "\<exists>N. \<forall>n\<ge>N. norm (f (x n) - f (y n) - 0) < e"  by auto  }
       
  3355     hence "((\<lambda>n. f(x n) - f(y n)) ---> 0) sequentially" unfolding Lim_sequentially and dist_norm by auto  }
       
  3356   thus ?rhs by auto
       
  3357 next
       
  3358   assume ?rhs
       
  3359   { assume "\<not> ?lhs"
       
  3360     then obtain e where "e>0" "\<forall>d>0. \<exists>x\<in>s. \<exists>x'\<in>s. dist x' x < d \<and> \<not> dist (f x') (f x) < e" unfolding uniformly_continuous_on_def by auto
       
  3361     then obtain fa where fa:"\<forall>x.  0 < x \<longrightarrow> fst (fa x) \<in> s \<and> snd (fa x) \<in> s \<and> dist (fst (fa x)) (snd (fa x)) < x \<and> \<not> dist (f (fst (fa x))) (f (snd (fa x))) < e"
       
  3362       using choice[of "\<lambda>d x. d>0 \<longrightarrow> fst x \<in> s \<and> snd x \<in> s \<and> dist (snd x) (fst x) < d \<and> \<not> dist (f (snd x)) (f (fst x)) < e"] unfolding Bex_def
       
  3363       by (auto simp add: dist_commute)
       
  3364     def x \<equiv> "\<lambda>n::nat. fst (fa (inverse (real n + 1)))"
       
  3365     def y \<equiv> "\<lambda>n::nat. snd (fa (inverse (real n + 1)))"
       
  3366     have xyn:"\<forall>n. x n \<in> s \<and> y n \<in> s" and xy0:"\<forall>n. dist (x n) (y n) < inverse (real n + 1)" and fxy:"\<forall>n. \<not> dist (f (x n)) (f (y n)) < e"
       
  3367       unfolding x_def and y_def using fa by auto
       
  3368     have 1:"\<And>(x::'a) y. dist (x - y) 0 = dist x y" unfolding dist_norm by auto
       
  3369     have 2:"\<And>(x::'b) y. dist (x - y) 0 = dist x y" unfolding dist_norm by auto
       
  3370     { fix e::real assume "e>0"
       
  3371       then obtain N::nat where "N \<noteq> 0" and N:"0 < inverse (real N) \<and> inverse (real N) < e" unfolding real_arch_inv[of e]   by auto
       
  3372       { fix n::nat assume "n\<ge>N"
       
  3373         hence "inverse (real n + 1) < inverse (real N)" using real_of_nat_ge_zero and `N\<noteq>0` by auto
       
  3374         also have "\<dots> < e" using N by auto
       
  3375         finally have "inverse (real n + 1) < e" by auto
       
  3376         hence "dist (x n - y n) 0 < e" unfolding 1 using xy0[THEN spec[where x=n]] by auto  }
       
  3377       hence "\<exists>N. \<forall>n\<ge>N. dist (x n - y n) 0 < e" by auto  }
       
  3378     hence "\<forall>e>0. \<exists>N. \<forall>n\<ge>N. dist (f (x n) - f (y n)) 0 < e" using `?rhs`[THEN spec[where x=x], THEN spec[where x=y]] and xyn unfolding Lim_sequentially by auto
       
  3379     hence False unfolding 2 using fxy and `e>0` by auto  }
       
  3380   thus ?lhs unfolding uniformly_continuous_on_def by blast
       
  3381 qed
       
  3382 
       
  3383 text{* The usual transformation theorems. *}
       
  3384 
       
  3385 lemma continuous_transform_within:
       
  3386   fixes f g :: "'a::metric_space \<Rightarrow> 'b::metric_space"
       
  3387   assumes "0 < d" "x \<in> s" "\<forall>x' \<in> s. dist x' x < d --> f x' = g x'"
       
  3388           "continuous (at x within s) f"
       
  3389   shows "continuous (at x within s) g"
       
  3390 proof-
       
  3391   { fix e::real assume "e>0"
       
  3392     then obtain d' where d':"d'>0" "\<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d' \<longrightarrow> dist (f xa) (f x) < e" using assms(4) unfolding continuous_within Lim_within by auto
       
  3393     { fix x' assume "x'\<in>s" "0 < dist x' x" "dist x' x < (min d d')"
       
  3394       hence "dist (f x') (g x) < e" using assms(2,3) apply(erule_tac x=x in ballE) using d' by auto  }
       
  3395     hence "\<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < (min d d') \<longrightarrow> dist (f xa) (g x) < e" by blast
       
  3396     hence "\<exists>d>0. \<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (f xa) (g x) < e" using `d>0` `d'>0` by(rule_tac x="min d d'" in exI)auto  }
       
  3397   hence "(f ---> g x) (at x within s)" unfolding Lim_within using assms(1) by auto
       
  3398   thus ?thesis unfolding continuous_within using Lim_transform_within[of d s x f g "g x"] using assms by blast
       
  3399 qed
       
  3400 
       
  3401 lemma continuous_transform_at:
       
  3402   fixes f g :: "'a::metric_space \<Rightarrow> 'b::metric_space"
       
  3403   assumes "0 < d" "\<forall>x'. dist x' x < d --> f x' = g x'"
       
  3404           "continuous (at x) f"
       
  3405   shows "continuous (at x) g"
       
  3406 proof-
       
  3407   { fix e::real assume "e>0"
       
  3408     then obtain d' where d':"d'>0" "\<forall>xa. 0 < dist xa x \<and> dist xa x < d' \<longrightarrow> dist (f xa) (f x) < e" using assms(3) unfolding continuous_at Lim_at by auto
       
  3409     { fix x' assume "0 < dist x' x" "dist x' x < (min d d')"
       
  3410       hence "dist (f x') (g x) < e" using assms(2) apply(erule_tac x=x in allE) using d' by auto
       
  3411     }
       
  3412     hence "\<forall>xa. 0 < dist xa x \<and> dist xa x < (min d d') \<longrightarrow> dist (f xa) (g x) < e" by blast
       
  3413     hence "\<exists>d>0. \<forall>xa. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (f xa) (g x) < e" using `d>0` `d'>0` by(rule_tac x="min d d'" in exI)auto
       
  3414   }
       
  3415   hence "(f ---> g x) (at x)" unfolding Lim_at using assms(1) by auto
       
  3416   thus ?thesis unfolding continuous_at using Lim_transform_at[of d x f g "g x"] using assms by blast
       
  3417 qed
       
  3418 
       
  3419 text{* Combination results for pointwise continuity. *}
       
  3420 
       
  3421 lemma continuous_const: "continuous net (\<lambda>x. c)"
       
  3422   by (auto simp add: continuous_def Lim_const)
       
  3423 
       
  3424 lemma continuous_cmul:
       
  3425   fixes f :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector"
       
  3426   shows "continuous net f ==> continuous net (\<lambda>x. c *\<^sub>R f x)"
       
  3427   by (auto simp add: continuous_def Lim_cmul)
       
  3428 
       
  3429 lemma continuous_neg:
       
  3430   fixes f :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector"
       
  3431   shows "continuous net f ==> continuous net (\<lambda>x. -(f x))"
       
  3432   by (auto simp add: continuous_def Lim_neg)
       
  3433 
       
  3434 lemma continuous_add:
       
  3435   fixes f g :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector"
       
  3436   shows "continuous net f \<Longrightarrow> continuous net g \<Longrightarrow> continuous net (\<lambda>x. f x + g x)"
       
  3437   by (auto simp add: continuous_def Lim_add)
       
  3438 
       
  3439 lemma continuous_sub:
       
  3440   fixes f g :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector"
       
  3441   shows "continuous net f \<Longrightarrow> continuous net g \<Longrightarrow> continuous net (\<lambda>x. f x - g x)"
       
  3442   by (auto simp add: continuous_def Lim_sub)
       
  3443 
       
  3444 text{* Same thing for setwise continuity. *}
       
  3445 
       
  3446 lemma continuous_on_const:
       
  3447  "continuous_on s (\<lambda>x. c)"
       
  3448   unfolding continuous_on_eq_continuous_within using continuous_const by blast
       
  3449 
       
  3450 lemma continuous_on_cmul:
       
  3451   fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
       
  3452   shows "continuous_on s f ==>  continuous_on s (\<lambda>x. c *\<^sub>R (f x))"
       
  3453   unfolding continuous_on_eq_continuous_within using continuous_cmul by blast
       
  3454 
       
  3455 lemma continuous_on_neg:
       
  3456   fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
       
  3457   shows "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. - f x)"
       
  3458   unfolding continuous_on_eq_continuous_within using continuous_neg by blast
       
  3459 
       
  3460 lemma continuous_on_add:
       
  3461   fixes f g :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
       
  3462   shows "continuous_on s f \<Longrightarrow> continuous_on s g
       
  3463            \<Longrightarrow> continuous_on s (\<lambda>x. f x + g x)"
       
  3464   unfolding continuous_on_eq_continuous_within using continuous_add by blast
       
  3465 
       
  3466 lemma continuous_on_sub:
       
  3467   fixes f g :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
       
  3468   shows "continuous_on s f \<Longrightarrow> continuous_on s g
       
  3469            \<Longrightarrow> continuous_on s (\<lambda>x. f x - g x)"
       
  3470   unfolding continuous_on_eq_continuous_within using continuous_sub by blast
       
  3471 
       
  3472 text{* Same thing for uniform continuity, using sequential formulations. *}
       
  3473 
       
  3474 lemma uniformly_continuous_on_const:
       
  3475  "uniformly_continuous_on s (\<lambda>x. c)"
       
  3476   unfolding uniformly_continuous_on_def by simp
       
  3477 
       
  3478 lemma uniformly_continuous_on_cmul:
       
  3479   fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
       
  3480     (* FIXME: generalize 'a to metric_space *)
       
  3481   assumes "uniformly_continuous_on s f"
       
  3482   shows "uniformly_continuous_on s (\<lambda>x. c *\<^sub>R f(x))"
       
  3483 proof-
       
  3484   { fix x y assume "((\<lambda>n. f (x n) - f (y n)) ---> 0) sequentially"
       
  3485     hence "((\<lambda>n. c *\<^sub>R f (x n) - c *\<^sub>R f (y n)) ---> 0) sequentially"
       
  3486       using Lim_cmul[of "(\<lambda>n. f (x n) - f (y n))" 0 sequentially c]
       
  3487       unfolding scaleR_zero_right scaleR_right_diff_distrib by auto
       
  3488   }
       
  3489   thus ?thesis using assms unfolding uniformly_continuous_on_sequentially by auto
       
  3490 qed
       
  3491 
       
  3492 lemma dist_minus:
       
  3493   fixes x y :: "'a::real_normed_vector"
       
  3494   shows "dist (- x) (- y) = dist x y"
       
  3495   unfolding dist_norm minus_diff_minus norm_minus_cancel ..
       
  3496 
       
  3497 lemma uniformly_continuous_on_neg:
       
  3498   fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
       
  3499   shows "uniformly_continuous_on s f
       
  3500          ==> uniformly_continuous_on s (\<lambda>x. -(f x))"
       
  3501   unfolding uniformly_continuous_on_def dist_minus .
       
  3502 
       
  3503 lemma uniformly_continuous_on_add:
       
  3504   fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector" (* FIXME: generalize 'a *)
       
  3505   assumes "uniformly_continuous_on s f" "uniformly_continuous_on s g"
       
  3506   shows "uniformly_continuous_on s (\<lambda>x. f x + g x)"
       
  3507 proof-
       
  3508   {  fix x y assume "((\<lambda>n. f (x n) - f (y n)) ---> 0) sequentially"
       
  3509                     "((\<lambda>n. g (x n) - g (y n)) ---> 0) sequentially"
       
  3510     hence "((\<lambda>xa. f (x xa) - f (y xa) + (g (x xa) - g (y xa))) ---> 0 + 0) sequentially"
       
  3511       using Lim_add[of "\<lambda> n. f (x n) - f (y n)" 0  sequentially "\<lambda> n. g (x n) - g (y n)" 0] by auto
       
  3512     hence "((\<lambda>n. f (x n) + g (x n) - (f (y n) + g (y n))) ---> 0) sequentially" unfolding Lim_sequentially and add_diff_add [symmetric] by auto  }
       
  3513   thus ?thesis using assms unfolding uniformly_continuous_on_sequentially by auto
       
  3514 qed
       
  3515 
       
  3516 lemma uniformly_continuous_on_sub:
       
  3517   fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector" (* FIXME: generalize 'a *)
       
  3518   shows "uniformly_continuous_on s f \<Longrightarrow> uniformly_continuous_on s g
       
  3519            ==> uniformly_continuous_on s  (\<lambda>x. f x - g x)"
       
  3520   unfolding ab_diff_minus
       
  3521   using uniformly_continuous_on_add[of s f "\<lambda>x. - g x"]
       
  3522   using uniformly_continuous_on_neg[of s g] by auto
       
  3523 
       
  3524 text{* Identity function is continuous in every sense. *}
       
  3525 
       
  3526 lemma continuous_within_id:
       
  3527  "continuous (at a within s) (\<lambda>x. x)"
       
  3528   unfolding continuous_within by (rule Lim_at_within [OF Lim_ident_at])
       
  3529 
       
  3530 lemma continuous_at_id:
       
  3531  "continuous (at a) (\<lambda>x. x)"
       
  3532   unfolding continuous_at by (rule Lim_ident_at)
       
  3533 
       
  3534 lemma continuous_on_id:
       
  3535  "continuous_on s (\<lambda>x. x)"
       
  3536   unfolding continuous_on Lim_within by auto
       
  3537 
       
  3538 lemma uniformly_continuous_on_id:
       
  3539  "uniformly_continuous_on s (\<lambda>x. x)"
       
  3540   unfolding uniformly_continuous_on_def by auto
       
  3541 
       
  3542 text{* Continuity of all kinds is preserved under composition. *}
       
  3543 
       
  3544 lemma continuous_within_compose:
       
  3545   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
       
  3546   fixes g :: "'b::metric_space \<Rightarrow> 'c::metric_space"
       
  3547   assumes "continuous (at x within s) f"   "continuous (at (f x) within f ` s) g"
       
  3548   shows "continuous (at x within s) (g o f)"
       
  3549 proof-
       
  3550   { fix e::real assume "e>0"
       
  3551     with assms(2)[unfolded continuous_within Lim_within] obtain d  where "d>0" and d:"\<forall>xa\<in>f ` s. 0 < dist xa (f x) \<and> dist xa (f x) < d \<longrightarrow> dist (g xa) (g (f x)) < e" by auto
       
  3552     from assms(1)[unfolded continuous_within Lim_within] obtain d' where "d'>0" and d':"\<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d' \<longrightarrow> dist (f xa) (f x) < d" using `d>0` by auto
       
  3553     { fix y assume as:"y\<in>s"  "0 < dist y x"  "dist y x < d'"
       
  3554       hence "dist (f y) (f x) < d" using d'[THEN bspec[where x=y]] by (auto simp add:dist_commute)
       
  3555       hence "dist (g (f y)) (g (f x)) < e" using as(1) d[THEN bspec[where x="f y"]] unfolding dist_nz[THEN sym] using `e>0` by auto   }
       
  3556     hence "\<exists>d>0. \<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (g (f xa)) (g (f x)) < e" using `d'>0` by auto  }
       
  3557   thus ?thesis unfolding continuous_within Lim_within by auto
       
  3558 qed
       
  3559 
       
  3560 lemma continuous_at_compose:
       
  3561   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
       
  3562   fixes g :: "'b::metric_space \<Rightarrow> 'c::metric_space"
       
  3563   assumes "continuous (at x) f"  "continuous (at (f x)) g"
       
  3564   shows "continuous (at x) (g o f)"
       
  3565 proof-
       
  3566   have " continuous (at (f x) within range f) g" using assms(2) using continuous_within_subset[of "f x" UNIV g "range f", unfolded within_UNIV] by auto
       
  3567   thus ?thesis using assms(1) using continuous_within_compose[of x UNIV f g, unfolded within_UNIV] by auto
       
  3568 qed
       
  3569 
       
  3570 lemma continuous_on_compose:
       
  3571  "continuous_on s f \<Longrightarrow> continuous_on (f ` s) g \<Longrightarrow> continuous_on s (g o f)"
       
  3572   unfolding continuous_on_eq_continuous_within using continuous_within_compose[of _ s f g] by auto
       
  3573 
       
  3574 lemma uniformly_continuous_on_compose:
       
  3575   assumes "uniformly_continuous_on s f"  "uniformly_continuous_on (f ` s) g"
       
  3576   shows "uniformly_continuous_on s (g o f)"
       
  3577 proof-
       
  3578   { fix e::real assume "e>0"
       
  3579     then obtain d where "d>0" and d:"\<forall>x\<in>f ` s. \<forall>x'\<in>f ` s. dist x' x < d \<longrightarrow> dist (g x') (g x) < e" using assms(2) unfolding uniformly_continuous_on_def by auto
       
  3580     obtain d' where "d'>0" "\<forall>x\<in>s. \<forall>x'\<in>s. dist x' x < d' \<longrightarrow> dist (f x') (f x) < d" using `d>0` using assms(1) unfolding uniformly_continuous_on_def by auto
       
  3581     hence "\<exists>d>0. \<forall>x\<in>s. \<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist ((g \<circ> f) x') ((g \<circ> f) x) < e" using `d>0` using d by auto  }
       
  3582   thus ?thesis using assms unfolding uniformly_continuous_on_def by auto
       
  3583 qed
       
  3584 
       
  3585 text{* Continuity in terms of open preimages. *}
       
  3586 
       
  3587 lemma continuous_at_open:
       
  3588   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
       
  3589   shows "continuous (at x) f \<longleftrightarrow> (\<forall>t. open t \<and> f x \<in> t --> (\<exists>s. open s \<and> x \<in> s \<and> (\<forall>x' \<in> s. (f x') \<in> t)))" (is "?lhs = ?rhs")
       
  3590 proof
       
  3591   assume ?lhs
       
  3592   { fix t assume as: "open t" "f x \<in> t"
       
  3593     then obtain e where "e>0" and e:"ball (f x) e \<subseteq> t" unfolding open_contains_ball by auto
       
  3594 
       
  3595     obtain d where "d>0" and d:"\<forall>y. 0 < dist y x \<and> dist y x < d \<longrightarrow> dist (f y) (f x) < e" using `e>0` using `?lhs`[unfolded continuous_at Lim_at open_dist] by auto
       
  3596 
       
  3597     have "open (ball x d)" using open_ball by auto
       
  3598     moreover have "x \<in> ball x d" unfolding centre_in_ball using `d>0` by simp
       
  3599     moreover
       
  3600     { fix x' assume "x'\<in>ball x d" hence "f x' \<in> t"
       
  3601         using e[unfolded subset_eq Ball_def mem_ball, THEN spec[where x="f x'"]]    d[THEN spec[where x=x']]
       
  3602         unfolding mem_ball apply (auto simp add: dist_commute)
       
  3603         unfolding dist_nz[THEN sym] using as(2) by auto  }
       
  3604     hence "\<forall>x'\<in>ball x d. f x' \<in> t" by auto
       
  3605     ultimately have "\<exists>s. open s \<and> x \<in> s \<and> (\<forall>x'\<in>s. f x' \<in> t)"
       
  3606       apply(rule_tac x="ball x d" in exI) by simp  }
       
  3607   thus ?rhs by auto
       
  3608 next
       
  3609   assume ?rhs
       
  3610   { fix e::real assume "e>0"
       
  3611     then obtain s where s: "open s"  "x \<in> s"  "\<forall>x'\<in>s. f x' \<in> ball (f x) e" using `?rhs`[unfolded continuous_at Lim_at, THEN spec[where x="ball (f x) e"]]
       
  3612       unfolding centre_in_ball[of "f x" e, THEN sym] by auto
       
  3613     then obtain d where "d>0" and d:"ball x d \<subseteq> s" unfolding open_contains_ball by auto
       
  3614     { fix y assume "0 < dist y x \<and> dist y x < d"
       
  3615       hence "dist (f y) (f x) < e" using d[unfolded subset_eq Ball_def mem_ball, THEN spec[where x=y]]
       
  3616         using s(3)[THEN bspec[where x=y], unfolded mem_ball] by (auto simp add: dist_commute)  }
       
  3617     hence "\<exists>d>0. \<forall>xa. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (f xa) (f x) < e" using `d>0` by auto  }
       
  3618   thus ?lhs unfolding continuous_at Lim_at by auto
       
  3619 qed
       
  3620 
       
  3621 lemma continuous_on_open:
       
  3622  "continuous_on s f \<longleftrightarrow>
       
  3623         (\<forall>t. openin (subtopology euclidean (f ` s)) t
       
  3624             --> openin (subtopology euclidean s) {x \<in> s. f x \<in> t})" (is "?lhs = ?rhs")
       
  3625 proof
       
  3626   assume ?lhs
       
  3627   { fix t assume as:"openin (subtopology euclidean (f ` s)) t"
       
  3628     have "{x \<in> s. f x \<in> t} \<subseteq> s" using as[unfolded openin_euclidean_subtopology_iff] by auto
       
  3629     moreover
       
  3630     { fix x assume as':"x\<in>{x \<in> s. f x \<in> t}"
       
  3631       then obtain e where e: "e>0" "\<forall>x'\<in>f ` s. dist x' (f x) < e \<longrightarrow> x' \<in> t" using as[unfolded openin_euclidean_subtopology_iff, THEN conjunct2, THEN bspec[where x="f x"]] by auto
       
  3632       from this(1) obtain d where d: "d>0" "\<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (f xa) (f x) < e" using `?lhs`[unfolded continuous_on Lim_within, THEN bspec[where x=x]] using as' by auto
       
  3633       have "\<exists>e>0. \<forall>x'\<in>s. dist x' x < e \<longrightarrow> x' \<in> {x \<in> s. f x \<in> t}" using d e unfolding dist_nz[THEN sym] by (rule_tac x=d in exI, auto)  }
       
  3634     ultimately have "openin (subtopology euclidean s) {x \<in> s. f x \<in> t}" unfolding openin_euclidean_subtopology_iff by auto  }
       
  3635   thus ?rhs unfolding continuous_on Lim_within using openin by auto
       
  3636 next
       
  3637   assume ?rhs
       
  3638   { fix e::real and x assume "x\<in>s" "e>0"
       
  3639     { fix xa x' assume "dist (f xa) (f x) < e" "xa \<in> s" "x' \<in> s" "dist (f xa) (f x') < e - dist (f xa) (f x)"
       
  3640       hence "dist (f x') (f x) < e" using dist_triangle[of "f x'" "f x" "f xa"]
       
  3641         by (auto simp add: dist_commute)  }
       
  3642     hence "ball (f x) e \<inter> f ` s \<subseteq> f ` s \<and> (\<forall>xa\<in>ball (f x) e \<inter> f ` s. \<exists>ea>0. \<forall>x'\<in>f ` s. dist x' xa < ea \<longrightarrow> x' \<in> ball (f x) e \<inter> f ` s)" apply auto
       
  3643       apply(rule_tac x="e - dist (f xa) (f x)" in exI) using `e>0` by (auto simp add: dist_commute)
       
  3644     hence "\<forall>xa\<in>{xa \<in> s. f xa \<in> ball (f x) e \<inter> f ` s}. \<exists>ea>0. \<forall>x'\<in>s. dist x' xa < ea \<longrightarrow> x' \<in> {xa \<in> s. f xa \<in> ball (f x) e \<inter> f ` s}"
       
  3645       using `?rhs`[unfolded openin_euclidean_subtopology_iff, THEN spec[where x="ball (f x) e \<inter> f ` s"]] by auto
       
  3646     hence "\<exists>d>0. \<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (f xa) (f x) < e" apply(erule_tac x=x in ballE) apply auto using `e>0` `x\<in>s` by (auto simp add: dist_commute)  }
       
  3647   thus ?lhs unfolding continuous_on Lim_within by auto
       
  3648 qed
       
  3649 
       
  3650 (* ------------------------------------------------------------------------- *)
       
  3651 (* Similarly in terms of closed sets.                                        *)
       
  3652 (* ------------------------------------------------------------------------- *)
       
  3653 
       
  3654 lemma continuous_on_closed:
       
  3655  "continuous_on s f \<longleftrightarrow>  (\<forall>t. closedin (subtopology euclidean (f ` s)) t  --> closedin (subtopology euclidean s) {x \<in> s. f x \<in> t})" (is "?lhs = ?rhs")
       
  3656 proof
       
  3657   assume ?lhs
       
  3658   { fix t
       
  3659     have *:"s - {x \<in> s. f x \<in> f ` s - t} = {x \<in> s. f x \<in> t}" by auto
       
  3660     have **:"f ` s - (f ` s - (f ` s - t)) = f ` s - t" by auto
       
  3661     assume as:"closedin (subtopology euclidean (f ` s)) t"
       
  3662     hence "closedin (subtopology euclidean (f ` s)) (f ` s - (f ` s - t))" unfolding closedin_def topspace_euclidean_subtopology unfolding ** by auto
       
  3663     hence "closedin (subtopology euclidean s) {x \<in> s. f x \<in> t}" using `?lhs`[unfolded continuous_on_open, THEN spec[where x="(f ` s) - t"]]
       
  3664       unfolding openin_closedin_eq topspace_euclidean_subtopology unfolding * by auto  }
       
  3665   thus ?rhs by auto
       
  3666 next
       
  3667   assume ?rhs
       
  3668   { fix t
       
  3669     have *:"s - {x \<in> s. f x \<in> f ` s - t} = {x \<in> s. f x \<in> t}" by auto
       
  3670     assume as:"openin (subtopology euclidean (f ` s)) t"
       
  3671     hence "openin (subtopology euclidean s) {x \<in> s. f x \<in> t}" using `?rhs`[THEN spec[where x="(f ` s) - t"]]
       
  3672       unfolding openin_closedin_eq topspace_euclidean_subtopology *[THEN sym] closedin_subtopology by auto }
       
  3673   thus ?lhs unfolding continuous_on_open by auto
       
  3674 qed
       
  3675 
       
  3676 text{* Half-global and completely global cases.                                  *}
       
  3677 
       
  3678 lemma continuous_open_in_preimage:
       
  3679   assumes "continuous_on s f"  "open t"
       
  3680   shows "openin (subtopology euclidean s) {x \<in> s. f x \<in> t}"
       
  3681 proof-
       
  3682   have *:"\<forall>x. x \<in> s \<and> f x \<in> t \<longleftrightarrow> x \<in> s \<and> f x \<in> (t \<inter> f ` s)" by auto
       
  3683   have "openin (subtopology euclidean (f ` s)) (t \<inter> f ` s)"
       
  3684     using openin_open_Int[of t "f ` s", OF assms(2)] unfolding openin_open by auto
       
  3685   thus ?thesis using assms(1)[unfolded continuous_on_open, THEN spec[where x="t \<inter> f ` s"]] using * by auto
       
  3686 qed
       
  3687 
       
  3688 lemma continuous_closed_in_preimage:
       
  3689   assumes "continuous_on s f"  "closed t"
       
  3690   shows "closedin (subtopology euclidean s) {x \<in> s. f x \<in> t}"
       
  3691 proof-
       
  3692   have *:"\<forall>x. x \<in> s \<and> f x \<in> t \<longleftrightarrow> x \<in> s \<and> f x \<in> (t \<inter> f ` s)" by auto
       
  3693   have "closedin (subtopology euclidean (f ` s)) (t \<inter> f ` s)"
       
  3694     using closedin_closed_Int[of t "f ` s", OF assms(2)] unfolding Int_commute by auto
       
  3695   thus ?thesis
       
  3696     using assms(1)[unfolded continuous_on_closed, THEN spec[where x="t \<inter> f ` s"]] using * by auto
       
  3697 qed
       
  3698 
       
  3699 lemma continuous_open_preimage:
       
  3700   assumes "continuous_on s f" "open s" "open t"
       
  3701   shows "open {x \<in> s. f x \<in> t}"
       
  3702 proof-
       
  3703   obtain T where T: "open T" "{x \<in> s. f x \<in> t} = s \<inter> T"
       
  3704     using continuous_open_in_preimage[OF assms(1,3)] unfolding openin_open by auto
       
  3705   thus ?thesis using open_Int[of s T, OF assms(2)] by auto
       
  3706 qed
       
  3707 
       
  3708 lemma continuous_closed_preimage:
       
  3709   assumes "continuous_on s f" "closed s" "closed t"
       
  3710   shows "closed {x \<in> s. f x \<in> t}"
       
  3711 proof-
       
  3712   obtain T where T: "closed T" "{x \<in> s. f x \<in> t} = s \<inter> T"
       
  3713     using continuous_closed_in_preimage[OF assms(1,3)] unfolding closedin_closed by auto
       
  3714   thus ?thesis using closed_Int[of s T, OF assms(2)] by auto
       
  3715 qed
       
  3716 
       
  3717 lemma continuous_open_preimage_univ:
       
  3718   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
       
  3719   shows "\<forall>x. continuous (at x) f \<Longrightarrow> open s \<Longrightarrow> open {x. f x \<in> s}"
       
  3720   using continuous_open_preimage[of UNIV f s] open_UNIV continuous_at_imp_continuous_on by auto
       
  3721 
       
  3722 lemma continuous_closed_preimage_univ:
       
  3723   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
       
  3724   shows "(\<forall>x. continuous (at x) f) \<Longrightarrow> closed s ==> closed {x. f x \<in> s}"
       
  3725   using continuous_closed_preimage[of UNIV f s] closed_UNIV continuous_at_imp_continuous_on by auto
       
  3726 
       
  3727 lemma continuous_open_vimage:
       
  3728   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
       
  3729   shows "\<forall>x. continuous (at x) f \<Longrightarrow> open s \<Longrightarrow> open (f -` s)"
       
  3730   unfolding vimage_def by (rule continuous_open_preimage_univ)
       
  3731 
       
  3732 lemma continuous_closed_vimage:
       
  3733   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
       
  3734   shows "\<forall>x. continuous (at x) f \<Longrightarrow> closed s \<Longrightarrow> closed (f -` s)"
       
  3735   unfolding vimage_def by (rule continuous_closed_preimage_univ)
       
  3736 
       
  3737 text{* Equality of continuous functions on closure and related results.          *}
       
  3738 
       
  3739 lemma continuous_closed_in_preimage_constant:
       
  3740  "continuous_on s f ==> closedin (subtopology euclidean s) {x \<in> s. f x = a}"
       
  3741   using continuous_closed_in_preimage[of s f "{a}"] closed_sing by auto
       
  3742 
       
  3743 lemma continuous_closed_preimage_constant:
       
  3744  "continuous_on s f \<Longrightarrow> closed s ==> closed {x \<in> s. f x = a}"
       
  3745   using continuous_closed_preimage[of s f "{a}"] closed_sing by auto
       
  3746 
       
  3747 lemma continuous_constant_on_closure:
       
  3748   assumes "continuous_on (closure s) f"
       
  3749           "\<forall>x \<in> s. f x = a"
       
  3750   shows "\<forall>x \<in> (closure s). f x = a"
       
  3751     using continuous_closed_preimage_constant[of "closure s" f a]
       
  3752     assms closure_minimal[of s "{x \<in> closure s. f x = a}"] closure_subset unfolding subset_eq by auto
       
  3753 
       
  3754 lemma image_closure_subset:
       
  3755   assumes "continuous_on (closure s) f"  "closed t"  "(f ` s) \<subseteq> t"
       
  3756   shows "f ` (closure s) \<subseteq> t"
       
  3757 proof-
       
  3758   have "s \<subseteq> {x \<in> closure s. f x \<in> t}" using assms(3) closure_subset by auto
       
  3759   moreover have "closed {x \<in> closure s. f x \<in> t}"
       
  3760     using continuous_closed_preimage[OF assms(1)] and assms(2) by auto
       
  3761   ultimately have "closure s = {x \<in> closure s . f x \<in> t}"
       
  3762     using closure_minimal[of s "{x \<in> closure s. f x \<in> t}"] by auto
       
  3763   thus ?thesis by auto
       
  3764 qed
       
  3765 
       
  3766 lemma continuous_on_closure_norm_le:
       
  3767   fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
       
  3768   assumes "continuous_on (closure s) f"  "\<forall>y \<in> s. norm(f y) \<le> b"  "x \<in> (closure s)"
       
  3769   shows "norm(f x) \<le> b"
       
  3770 proof-
       
  3771   have *:"f ` s \<subseteq> cball 0 b" using assms(2)[unfolded mem_cball_0[THEN sym]] by auto
       
  3772   show ?thesis
       
  3773     using image_closure_subset[OF assms(1) closed_cball[of 0 b] *] assms(3)
       
  3774     unfolding subset_eq apply(erule_tac x="f x" in ballE) by (auto simp add: dist_norm)
       
  3775 qed
       
  3776 
       
  3777 text{* Making a continuous function avoid some value in a neighbourhood.         *}
       
  3778 
       
  3779 lemma continuous_within_avoid:
       
  3780   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
       
  3781   assumes "continuous (at x within s) f"  "x \<in> s"  "f x \<noteq> a"
       
  3782   shows "\<exists>e>0. \<forall>y \<in> s. dist x y < e --> f y \<noteq> a"
       
  3783 proof-
       
  3784   obtain d where "d>0" and d:"\<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (f xa) (f x) < dist (f x) a"
       
  3785     using assms(1)[unfolded continuous_within Lim_within, THEN spec[where x="dist (f x) a"]] assms(3)[unfolded dist_nz] by auto
       
  3786   { fix y assume " y\<in>s"  "dist x y < d"
       
  3787     hence "f y \<noteq> a" using d[THEN bspec[where x=y]] assms(3)[unfolded dist_nz]
       
  3788       apply auto unfolding dist_nz[THEN sym] by (auto simp add: dist_commute) }
       
  3789   thus ?thesis using `d>0` by auto
       
  3790 qed
       
  3791 
       
  3792 lemma continuous_at_avoid:
       
  3793   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
       
  3794   assumes "continuous (at x) f"  "f x \<noteq> a"
       
  3795   shows "\<exists>e>0. \<forall>y. dist x y < e \<longrightarrow> f y \<noteq> a"
       
  3796 using assms using continuous_within_avoid[of x UNIV f a, unfolded within_UNIV] by auto
       
  3797 
       
  3798 lemma continuous_on_avoid:
       
  3799   assumes "continuous_on s f"  "x \<in> s"  "f x \<noteq> a"
       
  3800   shows "\<exists>e>0. \<forall>y \<in> s. dist x y < e \<longrightarrow> f y \<noteq> a"
       
  3801 using assms(1)[unfolded continuous_on_eq_continuous_within, THEN bspec[where x=x], OF assms(2)]  continuous_within_avoid[of x s f a]  assms(2,3) by auto
       
  3802 
       
  3803 lemma continuous_on_open_avoid:
       
  3804   assumes "continuous_on s f"  "open s"  "x \<in> s"  "f x \<noteq> a"
       
  3805   shows "\<exists>e>0. \<forall>y. dist x y < e \<longrightarrow> f y \<noteq> a"
       
  3806 using assms(1)[unfolded continuous_on_eq_continuous_at[OF assms(2)], THEN bspec[where x=x], OF assms(3)]  continuous_at_avoid[of x f a]  assms(3,4) by auto
       
  3807 
       
  3808 text{* Proving a function is constant by proving open-ness of level set.         *}
       
  3809 
       
  3810 lemma continuous_levelset_open_in_cases:
       
  3811  "connected s \<Longrightarrow> continuous_on s f \<Longrightarrow>
       
  3812         openin (subtopology euclidean s) {x \<in> s. f x = a}
       
  3813         ==> (\<forall>x \<in> s. f x \<noteq> a) \<or> (\<forall>x \<in> s. f x = a)"
       
  3814 unfolding connected_clopen using continuous_closed_in_preimage_constant by auto
       
  3815 
       
  3816 lemma continuous_levelset_open_in:
       
  3817  "connected s \<Longrightarrow> continuous_on s f \<Longrightarrow>
       
  3818         openin (subtopology euclidean s) {x \<in> s. f x = a} \<Longrightarrow>
       
  3819         (\<exists>x \<in> s. f x = a)  ==> (\<forall>x \<in> s. f x = a)"
       
  3820 using continuous_levelset_open_in_cases[of s f ]
       
  3821 by meson
       
  3822 
       
  3823 lemma continuous_levelset_open:
       
  3824   assumes "connected s"  "continuous_on s f"  "open {x \<in> s. f x = a}"  "\<exists>x \<in> s.  f x = a"
       
  3825   shows "\<forall>x \<in> s. f x = a"
       
  3826 using continuous_levelset_open_in[OF assms(1,2), of a, unfolded openin_open] using assms (3,4) by auto
       
  3827 
       
  3828 text{* Some arithmetical combinations (more to prove).                           *}
       
  3829 
       
  3830 lemma open_scaling[intro]:
       
  3831   fixes s :: "'a::real_normed_vector set"
       
  3832   assumes "c \<noteq> 0"  "open s"
       
  3833   shows "open((\<lambda>x. c *\<^sub>R x) ` s)"
       
  3834 proof-
       
  3835   { fix x assume "x \<in> s"
       
  3836     then obtain e where "e>0" and e:"\<forall>x'. dist x' x < e \<longrightarrow> x' \<in> s" using assms(2)[unfolded open_dist, THEN bspec[where x=x]] by auto
       
  3837     have "e * abs c > 0" using assms(1)[unfolded zero_less_abs_iff[THEN sym]] using real_mult_order[OF `e>0`] by auto
       
  3838     moreover
       
  3839     { fix y assume "dist y (c *\<^sub>R x) < e * \<bar>c\<bar>"
       
  3840       hence "norm ((1 / c) *\<^sub>R y - x) < e" unfolding dist_norm
       
  3841         using norm_scaleR[of c "(1 / c) *\<^sub>R y - x", unfolded scaleR_right_diff_distrib, unfolded scaleR_scaleR] assms(1)
       
  3842           assms(1)[unfolded zero_less_abs_iff[THEN sym]] by (simp del:zero_less_abs_iff)
       
  3843       hence "y \<in> op *\<^sub>R c ` s" using rev_image_eqI[of "(1 / c) *\<^sub>R y" s y "op *\<^sub>R c"]  e[THEN spec[where x="(1 / c) *\<^sub>R y"]]  assms(1) unfolding dist_norm scaleR_scaleR by auto  }
       
  3844     ultimately have "\<exists>e>0. \<forall>x'. dist x' (c *\<^sub>R x) < e \<longrightarrow> x' \<in> op *\<^sub>R c ` s" apply(rule_tac x="e * abs c" in exI) by auto  }
       
  3845   thus ?thesis unfolding open_dist by auto
       
  3846 qed
       
  3847 
       
  3848 lemma minus_image_eq_vimage:
       
  3849   fixes A :: "'a::ab_group_add set"
       
  3850   shows "(\<lambda>x. - x) ` A = (\<lambda>x. - x) -` A"
       
  3851   by (auto intro!: image_eqI [where f="\<lambda>x. - x"])
       
  3852 
       
  3853 lemma open_negations:
       
  3854   fixes s :: "'a::real_normed_vector set"
       
  3855   shows "open s ==> open ((\<lambda> x. -x) ` s)"
       
  3856   unfolding scaleR_minus1_left [symmetric]
       
  3857   by (rule open_scaling, auto)
       
  3858 
       
  3859 lemma open_translation:
       
  3860   fixes s :: "'a::real_normed_vector set"
       
  3861   assumes "open s"  shows "open((\<lambda>x. a + x) ` s)"
       
  3862 proof-
       
  3863   { fix x have "continuous (at x) (\<lambda>x. x - a)" using continuous_sub[of "at x" "\<lambda>x. x" "\<lambda>x. a"] continuous_at_id[of x] continuous_const[of "at x" a] by auto  }
       
  3864   moreover have "{x. x - a \<in> s}  = op + a ` s" apply auto unfolding image_iff apply(rule_tac x="x - a" in bexI) by auto
       
  3865   ultimately show ?thesis using continuous_open_preimage_univ[of "\<lambda>x. x - a" s] using assms by auto
       
  3866 qed
       
  3867 
       
  3868 lemma open_affinity:
       
  3869   fixes s :: "'a::real_normed_vector set"
       
  3870   assumes "open s"  "c \<noteq> 0"
       
  3871   shows "open ((\<lambda>x. a + c *\<^sub>R x) ` s)"
       
  3872 proof-
       
  3873   have *:"(\<lambda>x. a + c *\<^sub>R x) = (\<lambda>x. a + x) \<circ> (\<lambda>x. c *\<^sub>R x)" unfolding o_def ..
       
  3874   have "op + a ` op *\<^sub>R c ` s = (op + a \<circ> op *\<^sub>R c) ` s" by auto
       
  3875   thus ?thesis using assms open_translation[of "op *\<^sub>R c ` s" a] unfolding * by auto
       
  3876 qed
       
  3877 
       
  3878 lemma interior_translation:
       
  3879   fixes s :: "'a::real_normed_vector set"
       
  3880   shows "interior ((\<lambda>x. a + x) ` s) = (\<lambda>x. a + x) ` (interior s)"
       
  3881 proof (rule set_ext, rule)
       
  3882   fix x assume "x \<in> interior (op + a ` s)"
       
  3883   then obtain e where "e>0" and e:"ball x e \<subseteq> op + a ` s" unfolding mem_interior by auto
       
  3884   hence "ball (x - a) e \<subseteq> s" unfolding subset_eq Ball_def mem_ball dist_norm apply auto apply(erule_tac x="a + xa" in allE) unfolding ab_group_add_class.diff_diff_eq[THEN sym] by auto
       
  3885   thus "x \<in> op + a ` interior s" unfolding image_iff apply(rule_tac x="x - a" in bexI) unfolding mem_interior using `e > 0` by auto
       
  3886 next
       
  3887   fix x assume "x \<in> op + a ` interior s"
       
  3888   then obtain y e where "e>0" and e:"ball y e \<subseteq> s" and y:"x = a + y" unfolding image_iff Bex_def mem_interior by auto
       
  3889   { fix z have *:"a + y - z = y + a - z" by auto
       
  3890     assume "z\<in>ball x e"
       
  3891     hence "z - a \<in> s" using e[unfolded subset_eq, THEN bspec[where x="z - a"]] unfolding mem_ball dist_norm y ab_group_add_class.diff_diff_eq2 * by auto
       
  3892     hence "z \<in> op + a ` s" unfolding image_iff by(auto intro!: bexI[where x="z - a"])  }
       
  3893   hence "ball x e \<subseteq> op + a ` s" unfolding subset_eq by auto
       
  3894   thus "x \<in> interior (op + a ` s)" unfolding mem_interior using `e>0` by auto
       
  3895 qed
       
  3896 
       
  3897 subsection {* Preservation of compactness and connectedness under continuous function.  *}
       
  3898 
       
  3899 lemma compact_continuous_image:
       
  3900   assumes "continuous_on s f"  "compact s"
       
  3901   shows "compact(f ` s)"
       
  3902 proof-
       
  3903   { fix x assume x:"\<forall>n::nat. x n \<in> f ` s"
       
  3904     then obtain y where y:"\<forall>n. y n \<in> s \<and> x n = f (y n)" unfolding image_iff Bex_def using choice[of "\<lambda>n xa. xa \<in> s \<and> x n = f xa"] by auto
       
  3905     then obtain l r where "l\<in>s" and r:"subseq r" and lr:"((y \<circ> r) ---> l) sequentially" using assms(2)[unfolded compact_def, THEN spec[where x=y]] by auto
       
  3906     { fix e::real assume "e>0"
       
  3907       then obtain d where "d>0" and d:"\<forall>x'\<in>s. dist x' l < d \<longrightarrow> dist (f x') (f l) < e" using assms(1)[unfolded continuous_on_def, THEN bspec[where x=l], OF `l\<in>s`] by auto
       
  3908       then obtain N::nat where N:"\<forall>n\<ge>N. dist ((y \<circ> r) n) l < d" using lr[unfolded Lim_sequentially, THEN spec[where x=d]] by auto
       
  3909       { fix n::nat assume "n\<ge>N" hence "dist ((x \<circ> r) n) (f l) < e" using N[THEN spec[where x=n]] d[THEN bspec[where x="y (r n)"]] y[THEN spec[where x="r n"]] by auto  }
       
  3910       hence "\<exists>N. \<forall>n\<ge>N. dist ((x \<circ> r) n) (f l) < e" by auto  }
       
  3911     hence "\<exists>l\<in>f ` s. \<exists>r. subseq r \<and> ((x \<circ> r) ---> l) sequentially" unfolding Lim_sequentially using r lr `l\<in>s` by auto  }
       
  3912   thus ?thesis unfolding compact_def by auto
       
  3913 qed
       
  3914 
       
  3915 lemma connected_continuous_image:
       
  3916   assumes "continuous_on s f"  "connected s"
       
  3917   shows "connected(f ` s)"
       
  3918 proof-
       
  3919   { fix T assume as: "T \<noteq> {}"  "T \<noteq> f ` s"  "openin (subtopology euclidean (f ` s)) T"  "closedin (subtopology euclidean (f ` s)) T"
       
  3920     have "{x \<in> s. f x \<in> T} = {} \<or> {x \<in> s. f x \<in> T} = s"
       
  3921       using assms(1)[unfolded continuous_on_open, THEN spec[where x=T]]
       
  3922       using assms(1)[unfolded continuous_on_closed, THEN spec[where x=T]]
       
  3923       using assms(2)[unfolded connected_clopen, THEN spec[where x="{x \<in> s. f x \<in> T}"]] as(3,4) by auto
       
  3924     hence False using as(1,2)
       
  3925       using as(4)[unfolded closedin_def topspace_euclidean_subtopology] by auto }
       
  3926   thus ?thesis unfolding connected_clopen by auto
       
  3927 qed
       
  3928 
       
  3929 text{* Continuity implies uniform continuity on a compact domain.                *}
       
  3930 
       
  3931 lemma compact_uniformly_continuous:
       
  3932   assumes "continuous_on s f"  "compact s"
       
  3933   shows "uniformly_continuous_on s f"
       
  3934 proof-
       
  3935     { fix x assume x:"x\<in>s"
       
  3936       hence "\<forall>xa. \<exists>y. 0 < xa \<longrightarrow> (y > 0 \<and> (\<forall>x'\<in>s. dist x' x < y \<longrightarrow> dist (f x') (f x) < xa))" using assms(1)[unfolded continuous_on_def, THEN bspec[where x=x]] by auto
       
  3937       hence "\<exists>fa. \<forall>xa>0. \<forall>x'\<in>s. fa xa > 0 \<and> (dist x' x < fa xa \<longrightarrow> dist (f x') (f x) < xa)" using choice[of "\<lambda>e d. e>0 \<longrightarrow> d>0 \<and>(\<forall>x'\<in>s. (dist x' x < d \<longrightarrow> dist (f x') (f x) < e))"] by auto  }
       
  3938     then have "\<forall>x\<in>s. \<exists>y. \<forall>xa. 0 < xa \<longrightarrow> (\<forall>x'\<in>s. y xa > 0 \<and> (dist x' x < y xa \<longrightarrow> dist (f x') (f x) < xa))" by auto
       
  3939     then obtain d where d:"\<forall>e>0. \<forall>x\<in>s. \<forall>x'\<in>s. d x e > 0 \<and> (dist x' x < d x e \<longrightarrow> dist (f x') (f x) < e)"
       
  3940       using bchoice[of s "\<lambda>x fa. \<forall>xa>0. \<forall>x'\<in>s. fa xa > 0 \<and> (dist x' x < fa xa \<longrightarrow> dist (f x') (f x) < xa)"] by blast
       
  3941 
       
  3942   { fix e::real assume "e>0"
       
  3943 
       
  3944     { fix x assume "x\<in>s" hence "x \<in> ball x (d x (e / 2))" unfolding centre_in_ball using d[THEN spec[where x="e/2"]] using `e>0` by auto  }
       
  3945     hence "s \<subseteq> \<Union>{ball x (d x (e / 2)) |x. x \<in> s}" unfolding subset_eq by auto
       
  3946     moreover
       
  3947     { fix b assume "b\<in>{ball x (d x (e / 2)) |x. x \<in> s}" hence "open b" by auto  }
       
  3948     ultimately obtain ea where "ea>0" and ea:"\<forall>x\<in>s. \<exists>b\<in>{ball x (d x (e / 2)) |x. x \<in> s}. ball x ea \<subseteq> b" using heine_borel_lemma[OF assms(2), of "{ball x (d x (e / 2)) | x. x\<in>s }"] by auto
       
  3949 
       
  3950     { fix x y assume "x\<in>s" "y\<in>s" and as:"dist y x < ea"
       
  3951       obtain z where "z\<in>s" and z:"ball x ea \<subseteq> ball z (d z (e / 2))" using ea[THEN bspec[where x=x]] and `x\<in>s` by auto
       
  3952       hence "x\<in>ball z (d z (e / 2))" using `ea>0` unfolding subset_eq by auto
       
  3953       hence "dist (f z) (f x) < e / 2" using d[THEN spec[where x="e/2"]] and `e>0` and `x\<in>s` and `z\<in>s`
       
  3954         by (auto  simp add: dist_commute)
       
  3955       moreover have "y\<in>ball z (d z (e / 2))" using as and `ea>0` and z[unfolded subset_eq]
       
  3956         by (auto simp add: dist_commute)
       
  3957       hence "dist (f z) (f y) < e / 2" using d[THEN spec[where x="e/2"]] and `e>0` and `y\<in>s` and `z\<in>s`
       
  3958         by (auto  simp add: dist_commute)
       
  3959       ultimately have "dist (f y) (f x) < e" using dist_triangle_half_r[of "f z" "f x" e "f y"]
       
  3960         by (auto simp add: dist_commute)  }
       
  3961     then have "\<exists>d>0. \<forall>x\<in>s. \<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist (f x') (f x) < e" using `ea>0` by auto  }
       
  3962   thus ?thesis unfolding uniformly_continuous_on_def by auto
       
  3963 qed
       
  3964 
       
  3965 text{* Continuity of inverse function on compact domain. *}
       
  3966 
       
  3967 lemma continuous_on_inverse:
       
  3968   fixes f :: "'a::heine_borel \<Rightarrow> 'b::heine_borel"
       
  3969     (* TODO: can this be generalized more? *)
       
  3970   assumes "continuous_on s f"  "compact s"  "\<forall>x \<in> s. g (f x) = x"
       
  3971   shows "continuous_on (f ` s) g"
       
  3972 proof-
       
  3973   have *:"g ` f ` s = s" using assms(3) by (auto simp add: image_iff)
       
  3974   { fix t assume t:"closedin (subtopology euclidean (g ` f ` s)) t"
       
  3975     then obtain T where T: "closed T" "t = s \<inter> T" unfolding closedin_closed unfolding * by auto
       
  3976     have "continuous_on (s \<inter> T) f" using continuous_on_subset[OF assms(1), of "s \<inter> t"]
       
  3977       unfolding T(2) and Int_left_absorb by auto
       
  3978     moreover have "compact (s \<inter> T)"
       
  3979       using assms(2) unfolding compact_eq_bounded_closed
       
  3980       using bounded_subset[of s "s \<inter> T"] and T(1) by auto
       
  3981     ultimately have "closed (f ` t)" using T(1) unfolding T(2)
       
  3982       using compact_continuous_image [of "s \<inter> T" f] unfolding compact_eq_bounded_closed by auto
       
  3983     moreover have "{x \<in> f ` s. g x \<in> t} = f ` s \<inter> f ` t" using assms(3) unfolding T(2) by auto
       
  3984     ultimately have "closedin (subtopology euclidean (f ` s)) {x \<in> f ` s. g x \<in> t}"
       
  3985       unfolding closedin_closed by auto  }
       
  3986   thus ?thesis unfolding continuous_on_closed by auto
       
  3987 qed
       
  3988 
       
  3989 subsection{* A uniformly convergent limit of continuous functions is continuous.       *}
       
  3990 
       
  3991 lemma norm_triangle_lt:
       
  3992   fixes x y :: "'a::real_normed_vector"
       
  3993   shows "norm x + norm y < e \<Longrightarrow> norm (x + y) < e"
       
  3994 by (rule le_less_trans [OF norm_triangle_ineq])
       
  3995 
       
  3996 lemma continuous_uniform_limit:
       
  3997   fixes f :: "'a \<Rightarrow> 'b::metric_space \<Rightarrow> 'c::real_normed_vector"
       
  3998   assumes "\<not> (trivial_limit net)"  "eventually (\<lambda>n. continuous_on s (f n)) net"
       
  3999   "\<forall>e>0. eventually (\<lambda>n. \<forall>x \<in> s. norm(f n x - g x) < e) net"
       
  4000   shows "continuous_on s g"
       
  4001 proof-
       
  4002   { fix x and e::real assume "x\<in>s" "e>0"
       
  4003     have "eventually (\<lambda>n. \<forall>x\<in>s. norm (f n x - g x) < e / 3) net" using `e>0` assms(3)[THEN spec[where x="e/3"]] by auto
       
  4004     then obtain n where n:"\<forall>xa\<in>s. norm (f n xa - g xa) < e / 3"  "continuous_on s (f n)"
       
  4005       using eventually_and[of "(\<lambda>n. \<forall>x\<in>s. norm (f n x - g x) < e / 3)" "(\<lambda>n. continuous_on s (f n))" net] assms(1,2) eventually_happens by blast
       
  4006     have "e / 3 > 0" using `e>0` by auto
       
  4007     then obtain d where "d>0" and d:"\<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist (f n x') (f n x) < e / 3"
       
  4008       using n(2)[unfolded continuous_on_def, THEN bspec[where x=x], OF `x\<in>s`, THEN spec[where x="e/3"]] by blast
       
  4009     { fix y assume "y\<in>s" "dist y x < d"
       
  4010       hence "dist (f n y) (f n x) < e / 3" using d[THEN bspec[where x=y]] by auto
       
  4011       hence "norm (f n y - g x) < 2 * e / 3" using norm_triangle_lt[of "f n y - f n x" "f n x - g x" "2*e/3"]
       
  4012         using n(1)[THEN bspec[where x=x], OF `x\<in>s`] unfolding dist_norm unfolding ab_group_add_class.ab_diff_minus by auto
       
  4013       hence "dist (g y) (g x) < e" unfolding dist_norm using n(1)[THEN bspec[where x=y], OF `y\<in>s`]
       
  4014         unfolding norm_minus_cancel[of "f n y - g y", THEN sym] using norm_triangle_lt[of "f n y - g x" "g y - f n y" e] by (auto simp add: uminus_add_conv_diff)  }
       
  4015     hence "\<exists>d>0. \<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist (g x') (g x) < e" using `d>0` by auto  }
       
  4016   thus ?thesis unfolding continuous_on_def by auto
       
  4017 qed
       
  4018 
       
  4019 subsection{* Topological properties of linear functions.                               *}
       
  4020 
       
  4021 lemma linear_lim_0:
       
  4022   assumes "bounded_linear f" shows "(f ---> 0) (at (0))"
       
  4023 proof-
       
  4024   interpret f: bounded_linear f by fact
       
  4025   have "(f ---> f 0) (at 0)"
       
  4026     using tendsto_ident_at by (rule f.tendsto)
       
  4027   thus ?thesis unfolding f.zero .
       
  4028 qed
       
  4029 
       
  4030 lemma linear_continuous_at:
       
  4031   assumes "bounded_linear f"  shows "continuous (at a) f"
       
  4032   unfolding continuous_at using assms
       
  4033   apply (rule bounded_linear.tendsto)
       
  4034   apply (rule tendsto_ident_at)
       
  4035   done
       
  4036 
       
  4037 lemma linear_continuous_within:
       
  4038   shows "bounded_linear f ==> continuous (at x within s) f"
       
  4039   using continuous_at_imp_continuous_within[of x f s] using linear_continuous_at[of f] by auto
       
  4040 
       
  4041 lemma linear_continuous_on:
       
  4042   shows "bounded_linear f ==> continuous_on s f"
       
  4043   using continuous_at_imp_continuous_on[of s f] using linear_continuous_at[of f] by auto
       
  4044 
       
  4045 text{* Also bilinear functions, in composition form.                             *}
       
  4046 
       
  4047 lemma bilinear_continuous_at_compose:
       
  4048   shows "continuous (at x) f \<Longrightarrow> continuous (at x) g \<Longrightarrow> bounded_bilinear h
       
  4049         ==> continuous (at x) (\<lambda>x. h (f x) (g x))"
       
  4050   unfolding continuous_at using Lim_bilinear[of f "f x" "(at x)" g "g x" h] by auto
       
  4051 
       
  4052 lemma bilinear_continuous_within_compose:
       
  4053   shows "continuous (at x within s) f \<Longrightarrow> continuous (at x within s) g \<Longrightarrow> bounded_bilinear h
       
  4054         ==> continuous (at x within s) (\<lambda>x. h (f x) (g x))"
       
  4055   unfolding continuous_within using Lim_bilinear[of f "f x"] by auto
       
  4056 
       
  4057 lemma bilinear_continuous_on_compose:
       
  4058   shows "continuous_on s f \<Longrightarrow> continuous_on s g \<Longrightarrow> bounded_bilinear h
       
  4059              ==> continuous_on s (\<lambda>x. h (f x) (g x))"
       
  4060   unfolding continuous_on_eq_continuous_within apply auto apply(erule_tac x=x in ballE) apply auto apply(erule_tac x=x in ballE) apply auto
       
  4061   using bilinear_continuous_within_compose[of _ s f g h] by auto
       
  4062 
       
  4063 subsection{* Topological stuff lifted from and dropped to R                            *}
       
  4064 
       
  4065 
       
  4066 lemma open_real:
       
  4067   fixes s :: "real set" shows
       
  4068  "open s \<longleftrightarrow>
       
  4069         (\<forall>x \<in> s. \<exists>e>0. \<forall>x'. abs(x' - x) < e --> x' \<in> s)" (is "?lhs = ?rhs")
       
  4070   unfolding open_dist dist_norm by simp
       
  4071 
       
  4072 lemma islimpt_approachable_real:
       
  4073   fixes s :: "real set"
       
  4074   shows "x islimpt s \<longleftrightarrow> (\<forall>e>0.  \<exists>x'\<in> s. x' \<noteq> x \<and> abs(x' - x) < e)"
       
  4075   unfolding islimpt_approachable dist_norm by simp
       
  4076 
       
  4077 lemma closed_real:
       
  4078   fixes s :: "real set"
       
  4079   shows "closed s \<longleftrightarrow>
       
  4080         (\<forall>x. (\<forall>e>0.  \<exists>x' \<in> s. x' \<noteq> x \<and> abs(x' - x) < e)
       
  4081             --> x \<in> s)"
       
  4082   unfolding closed_limpt islimpt_approachable dist_norm by simp
       
  4083 
       
  4084 lemma continuous_at_real_range:
       
  4085   fixes f :: "'a::real_normed_vector \<Rightarrow> real"
       
  4086   shows "continuous (at x) f \<longleftrightarrow> (\<forall>e>0. \<exists>d>0.
       
  4087         \<forall>x'. norm(x' - x) < d --> abs(f x' - f x) < e)"
       
  4088   unfolding continuous_at unfolding Lim_at
       
  4089   unfolding dist_nz[THEN sym] unfolding dist_norm apply auto
       
  4090   apply(erule_tac x=e in allE) apply auto apply (rule_tac x=d in exI) apply auto apply (erule_tac x=x' in allE) apply auto
       
  4091   apply(erule_tac x=e in allE) by auto
       
  4092 
       
  4093 lemma continuous_on_real_range:
       
  4094   fixes f :: "'a::real_normed_vector \<Rightarrow> real"
       
  4095   shows "continuous_on s f \<longleftrightarrow> (\<forall>x \<in> s. \<forall>e>0. \<exists>d>0. (\<forall>x' \<in> s. norm(x' - x) < d --> abs(f x' - f x) < e))"
       
  4096   unfolding continuous_on_def dist_norm by simp
       
  4097 
       
  4098 lemma continuous_at_norm: "continuous (at x) norm"
       
  4099   unfolding continuous_at by (intro tendsto_intros)
       
  4100 
       
  4101 lemma continuous_on_norm: "continuous_on s norm"
       
  4102 unfolding continuous_on by (intro ballI tendsto_intros)
       
  4103 
       
  4104 lemma continuous_at_component: "continuous (at a) (\<lambda>x. x $ i)"
       
  4105 unfolding continuous_at by (intro tendsto_intros)
       
  4106 
       
  4107 lemma continuous_on_component: "continuous_on s (\<lambda>x. x $ i)"
       
  4108 unfolding continuous_on by (intro ballI tendsto_intros)
       
  4109 
       
  4110 lemma continuous_at_infnorm: "continuous (at x) infnorm"
       
  4111   unfolding continuous_at Lim_at o_def unfolding dist_norm
       
  4112   apply auto apply (rule_tac x=e in exI) apply auto
       
  4113   using order_trans[OF real_abs_sub_infnorm infnorm_le_norm, of _ x] by (metis xt1(7))
       
  4114 
       
  4115 text{* Hence some handy theorems on distance, diameter etc. of/from a set.       *}
       
  4116 
       
  4117 lemma compact_attains_sup:
       
  4118   fixes s :: "real set"
       
  4119   assumes "compact s"  "s \<noteq> {}"
       
  4120   shows "\<exists>x \<in> s. \<forall>y \<in> s. y \<le> x"
       
  4121 proof-
       
  4122   from assms(1) have a:"bounded s" "closed s" unfolding compact_eq_bounded_closed by auto
       
  4123   { fix e::real assume as: "\<forall>x\<in>s. x \<le> rsup s" "rsup s \<notin> s"  "0 < e" "\<forall>x'\<in>s. x' = rsup s \<or> \<not> rsup s - x' < e"
       
  4124     have "isLub UNIV s (rsup s)" using rsup[OF assms(2)] unfolding setle_def using as(1) by auto
       
  4125     moreover have "isUb UNIV s (rsup s - e)" unfolding isUb_def unfolding setle_def using as(4,2) by auto
       
  4126     ultimately have False using isLub_le_isUb[of UNIV s "rsup s" "rsup s - e"] using `e>0` by auto  }
       
  4127   thus ?thesis using bounded_has_rsup(1)[OF a(1) assms(2)] using a(2)[unfolded closed_real, THEN spec[where x="rsup s"]]
       
  4128     apply(rule_tac x="rsup s" in bexI) by auto
       
  4129 qed
       
  4130 
       
  4131 lemma compact_attains_inf:
       
  4132   fixes s :: "real set"
       
  4133   assumes "compact s" "s \<noteq> {}"  shows "\<exists>x \<in> s. \<forall>y \<in> s. x \<le> y"
       
  4134 proof-
       
  4135   from assms(1) have a:"bounded s" "closed s" unfolding compact_eq_bounded_closed by auto
       
  4136   { fix e::real assume as: "\<forall>x\<in>s. x \<ge> rinf s"  "rinf s \<notin> s"  "0 < e"
       
  4137       "\<forall>x'\<in>s. x' = rinf s \<or> \<not> abs (x' - rinf s) < e"
       
  4138     have "isGlb UNIV s (rinf s)" using rinf[OF assms(2)] unfolding setge_def using as(1) by auto
       
  4139     moreover
       
  4140     { fix x assume "x \<in> s"
       
  4141       hence *:"abs (x - rinf s) = x - rinf s" using as(1)[THEN bspec[where x=x]] by auto
       
  4142       have "rinf s + e \<le> x" using as(4)[THEN bspec[where x=x]] using as(2) `x\<in>s` unfolding * by auto }
       
  4143     hence "isLb UNIV s (rinf s + e)" unfolding isLb_def and setge_def by auto
       
  4144     ultimately have False using isGlb_le_isLb[of UNIV s "rinf s" "rinf s + e"] using `e>0` by auto  }
       
  4145   thus ?thesis using bounded_has_rinf(1)[OF a(1) assms(2)] using a(2)[unfolded closed_real, THEN spec[where x="rinf s"]]
       
  4146     apply(rule_tac x="rinf s" in bexI) by auto
       
  4147 qed
       
  4148 
       
  4149 lemma continuous_attains_sup:
       
  4150   fixes f :: "'a::metric_space \<Rightarrow> real"
       
  4151   shows "compact s \<Longrightarrow> s \<noteq> {} \<Longrightarrow> continuous_on s f
       
  4152         ==> (\<exists>x \<in> s. \<forall>y \<in> s.  f y \<le> f x)"
       
  4153   using compact_attains_sup[of "f ` s"]
       
  4154   using compact_continuous_image[of s f] by auto
       
  4155 
       
  4156 lemma continuous_attains_inf:
       
  4157   fixes f :: "'a::metric_space \<Rightarrow> real"
       
  4158   shows "compact s \<Longrightarrow> s \<noteq> {} \<Longrightarrow> continuous_on s f
       
  4159         \<Longrightarrow> (\<exists>x \<in> s. \<forall>y \<in> s. f x \<le> f y)"
       
  4160   using compact_attains_inf[of "f ` s"]
       
  4161   using compact_continuous_image[of s f] by auto
       
  4162 
       
  4163 lemma distance_attains_sup:
       
  4164   assumes "compact s" "s \<noteq> {}"
       
  4165   shows "\<exists>x \<in> s. \<forall>y \<in> s. dist a y \<le> dist a x"
       
  4166 proof (rule continuous_attains_sup [OF assms])
       
  4167   { fix x assume "x\<in>s"
       
  4168     have "(dist a ---> dist a x) (at x within s)"
       
  4169       by (intro tendsto_dist tendsto_const Lim_at_within Lim_ident_at)
       
  4170   }
       
  4171   thus "continuous_on s (dist a)"
       
  4172     unfolding continuous_on ..
       
  4173 qed
       
  4174 
       
  4175 text{* For *minimal* distance, we only need closure, not compactness.            *}
       
  4176 
       
  4177 lemma distance_attains_inf:
       
  4178   fixes a :: "'a::heine_borel"
       
  4179   assumes "closed s"  "s \<noteq> {}"
       
  4180   shows "\<exists>x \<in> s. \<forall>y \<in> s. dist a x \<le> dist a y"
       
  4181 proof-
       
  4182   from assms(2) obtain b where "b\<in>s" by auto
       
  4183   let ?B = "cball a (dist b a) \<inter> s"
       
  4184   have "b \<in> ?B" using `b\<in>s` by (simp add: dist_commute)
       
  4185   hence "?B \<noteq> {}" by auto
       
  4186   moreover
       
  4187   { fix x assume "x\<in>?B"
       
  4188     fix e::real assume "e>0"
       
  4189     { fix x' assume "x'\<in>?B" and as:"dist x' x < e"
       
  4190       from as have "\<bar>dist a x' - dist a x\<bar> < e"
       
  4191         unfolding abs_less_iff minus_diff_eq
       
  4192         using dist_triangle2 [of a x' x]
       
  4193         using dist_triangle [of a x x']
       
  4194         by arith
       
  4195     }
       
  4196     hence "\<exists>d>0. \<forall>x'\<in>?B. dist x' x < d \<longrightarrow> \<bar>dist a x' - dist a x\<bar> < e"
       
  4197       using `e>0` by auto
       
  4198   }
       
  4199   hence "continuous_on (cball a (dist b a) \<inter> s) (dist a)"
       
  4200     unfolding continuous_on Lim_within dist_norm real_norm_def
       
  4201     by fast
       
  4202   moreover have "compact ?B"
       
  4203     using compact_cball[of a "dist b a"]
       
  4204     unfolding compact_eq_bounded_closed
       
  4205     using bounded_Int and closed_Int and assms(1) by auto
       
  4206   ultimately obtain x where "x\<in>cball a (dist b a) \<inter> s" "\<forall>y\<in>cball a (dist b a) \<inter> s. dist a x \<le> dist a y"
       
  4207     using continuous_attains_inf[of ?B "dist a"] by fastsimp
       
  4208   thus ?thesis by fastsimp
       
  4209 qed
       
  4210 
       
  4211 subsection{* We can now extend limit compositions to consider the scalar multiplier.   *}
       
  4212 
       
  4213 lemma Lim_mul:
       
  4214   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
       
  4215   assumes "(c ---> d) net"  "(f ---> l) net"
       
  4216   shows "((\<lambda>x. c(x) *\<^sub>R f x) ---> (d *\<^sub>R l)) net"
       
  4217   using assms by (rule scaleR.tendsto)
       
  4218 
       
  4219 lemma Lim_vmul:
       
  4220   fixes c :: "'a \<Rightarrow> real" and v :: "'b::real_normed_vector"
       
  4221   shows "(c ---> d) net ==> ((\<lambda>x. c(x) *\<^sub>R v) ---> d *\<^sub>R v) net"
       
  4222   by (intro tendsto_intros)
       
  4223 
       
  4224 lemma continuous_vmul:
       
  4225   fixes c :: "'a::metric_space \<Rightarrow> real" and v :: "'b::real_normed_vector"
       
  4226   shows "continuous net c ==> continuous net (\<lambda>x. c(x) *\<^sub>R v)"
       
  4227   unfolding continuous_def using Lim_vmul[of c] by auto
       
  4228 
       
  4229 lemma continuous_mul:
       
  4230   fixes c :: "'a::metric_space \<Rightarrow> real"
       
  4231   fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
       
  4232   shows "continuous net c \<Longrightarrow> continuous net f
       
  4233              ==> continuous net (\<lambda>x. c(x) *\<^sub>R f x) "
       
  4234   unfolding continuous_def by (intro tendsto_intros)
       
  4235 
       
  4236 lemma continuous_on_vmul:
       
  4237   fixes c :: "'a::metric_space \<Rightarrow> real" and v :: "'b::real_normed_vector"
       
  4238   shows "continuous_on s c ==> continuous_on s (\<lambda>x. c(x) *\<^sub>R v)"
       
  4239   unfolding continuous_on_eq_continuous_within using continuous_vmul[of _ c] by auto
       
  4240 
       
  4241 lemma continuous_on_mul:
       
  4242   fixes c :: "'a::metric_space \<Rightarrow> real"
       
  4243   fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
       
  4244   shows "continuous_on s c \<Longrightarrow> continuous_on s f
       
  4245              ==> continuous_on s (\<lambda>x. c(x) *\<^sub>R f x)"
       
  4246   unfolding continuous_on_eq_continuous_within using continuous_mul[of _ c] by auto
       
  4247 
       
  4248 text{* And so we have continuity of inverse.                                     *}
       
  4249 
       
  4250 lemma Lim_inv:
       
  4251   fixes f :: "'a \<Rightarrow> real"
       
  4252   assumes "(f ---> l) (net::'a net)"  "l \<noteq> 0"
       
  4253   shows "((inverse o f) ---> inverse l) net"
       
  4254   unfolding o_def using assms by (rule tendsto_inverse)
       
  4255 
       
  4256 lemma continuous_inv:
       
  4257   fixes f :: "'a::metric_space \<Rightarrow> real"
       
  4258   shows "continuous net f \<Longrightarrow> f(netlimit net) \<noteq> 0
       
  4259            ==> continuous net (inverse o f)"
       
  4260   unfolding continuous_def using Lim_inv by auto
       
  4261 
       
  4262 lemma continuous_at_within_inv:
       
  4263   fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_field"
       
  4264   assumes "continuous (at a within s) f" "f a \<noteq> 0"
       
  4265   shows "continuous (at a within s) (inverse o f)"
       
  4266   using assms unfolding continuous_within o_def
       
  4267   by (intro tendsto_intros)
       
  4268 
       
  4269 lemma continuous_at_inv:
       
  4270   fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_field"
       
  4271   shows "continuous (at a) f \<Longrightarrow> f a \<noteq> 0
       
  4272          ==> continuous (at a) (inverse o f) "
       
  4273   using within_UNIV[THEN sym, of "at a"] using continuous_at_within_inv[of a UNIV] by auto
       
  4274 
       
  4275 subsection{* Preservation properties for pasted sets.                                  *}
       
  4276 
       
  4277 lemma bounded_pastecart:
       
  4278   fixes s :: "('a::real_normed_vector ^ _) set" (* FIXME: generalize to metric_space *)
       
  4279   assumes "bounded s" "bounded t"
       
  4280   shows "bounded { pastecart x y | x y . (x \<in> s \<and> y \<in> t)}"
       
  4281 proof-
       
  4282   obtain a b where ab:"\<forall>x\<in>s. norm x \<le> a" "\<forall>x\<in>t. norm x \<le> b" using assms[unfolded bounded_iff] by auto
       
  4283   { fix x y assume "x\<in>s" "y\<in>t"
       
  4284     hence "norm x \<le> a" "norm y \<le> b" using ab by auto
       
  4285     hence "norm (pastecart x y) \<le> a + b" using norm_pastecart[of x y] by auto }
       
  4286   thus ?thesis unfolding bounded_iff by auto
       
  4287 qed
       
  4288 
       
  4289 lemma bounded_Times:
       
  4290   assumes "bounded s" "bounded t" shows "bounded (s \<times> t)"
       
  4291 proof-
       
  4292   obtain x y a b where "\<forall>z\<in>s. dist x z \<le> a" "\<forall>z\<in>t. dist y z \<le> b"
       
  4293     using assms [unfolded bounded_def] by auto
       
  4294   then have "\<forall>z\<in>s \<times> t. dist (x, y) z \<le> sqrt (a\<twosuperior> + b\<twosuperior>)"
       
  4295     by (auto simp add: dist_Pair_Pair real_sqrt_le_mono add_mono power_mono)
       
  4296   thus ?thesis unfolding bounded_any_center [where a="(x, y)"] by auto
       
  4297 qed
       
  4298 
       
  4299 lemma closed_pastecart:
       
  4300   fixes s :: "(real ^ 'a::finite) set" (* FIXME: generalize *)
       
  4301   assumes "closed s"  "closed t"
       
  4302   shows "closed {pastecart x y | x y . x \<in> s \<and> y \<in> t}"
       
  4303 proof-
       
  4304   { fix x l assume as:"\<forall>n::nat. x n \<in> {pastecart x y |x y. x \<in> s \<and> y \<in> t}"  "(x ---> l) sequentially"
       
  4305     { fix n::nat have "fstcart (x n) \<in> s" "sndcart (x n) \<in> t" using as(1)[THEN spec[where x=n]] by auto } note * = this
       
  4306     moreover
       
  4307     { fix e::real assume "e>0"
       
  4308       then obtain N::nat where N:"\<forall>n\<ge>N. dist (x n) l < e" using as(2)[unfolded Lim_sequentially, THEN spec[where x=e]] by auto
       
  4309       { fix n::nat assume "n\<ge>N"
       
  4310         hence "dist (fstcart (x n)) (fstcart l) < e" "dist (sndcart (x n)) (sndcart l) < e"
       
  4311           using N[THEN spec[where x=n]] dist_fstcart[of "x n" l] dist_sndcart[of "x n" l] by auto   }
       
  4312       hence "\<exists>N. \<forall>n\<ge>N. dist (fstcart (x n)) (fstcart l) < e" "\<exists>N. \<forall>n\<ge>N. dist (sndcart (x n)) (sndcart l) < e" by auto  }
       
  4313     ultimately have "fstcart l \<in> s" "sndcart l \<in> t"
       
  4314       using assms(1)[unfolded closed_sequential_limits, THEN spec[where x="\<lambda>n. fstcart (x n)"], THEN spec[where x="fstcart l"]]
       
  4315       using assms(2)[unfolded closed_sequential_limits, THEN spec[where x="\<lambda>n. sndcart (x n)"], THEN spec[where x="sndcart l"]]
       
  4316       unfolding Lim_sequentially by auto
       
  4317     hence "l \<in> {pastecart x y |x y. x \<in> s \<and> y \<in> t}" using pastecart_fst_snd[THEN sym, of l] by auto  }
       
  4318   thus ?thesis unfolding closed_sequential_limits by auto
       
  4319 qed
       
  4320 
       
  4321 lemma compact_pastecart:
       
  4322   fixes s t :: "(real ^ _) set"
       
  4323   shows "compact s \<Longrightarrow> compact t ==> compact {pastecart x y | x y . x \<in> s \<and> y \<in> t}"
       
  4324   unfolding compact_eq_bounded_closed using bounded_pastecart[of s t] closed_pastecart[of s t] by auto
       
  4325 
       
  4326 lemma mem_Times_iff: "x \<in> A \<times> B \<longleftrightarrow> fst x \<in> A \<and> snd x \<in> B"
       
  4327 by (induct x) simp
       
  4328 
       
  4329 lemma compact_Times: "compact s \<Longrightarrow> compact t \<Longrightarrow> compact (s \<times> t)"
       
  4330 unfolding compact_def
       
  4331 apply clarify
       
  4332 apply (drule_tac x="fst \<circ> f" in spec)
       
  4333 apply (drule mp, simp add: mem_Times_iff)
       
  4334 apply (clarify, rename_tac l1 r1)
       
  4335 apply (drule_tac x="snd \<circ> f \<circ> r1" in spec)
       
  4336 apply (drule mp, simp add: mem_Times_iff)
       
  4337 apply (clarify, rename_tac l2 r2)
       
  4338 apply (rule_tac x="(l1, l2)" in rev_bexI, simp)
       
  4339 apply (rule_tac x="r1 \<circ> r2" in exI)
       
  4340 apply (rule conjI, simp add: subseq_def)
       
  4341 apply (drule_tac r=r2 in lim_subseq [COMP swap_prems_rl], assumption)
       
  4342 apply (drule (1) tendsto_Pair) back
       
  4343 apply (simp add: o_def)
       
  4344 done
       
  4345 
       
  4346 text{* Hence some useful properties follow quite easily.                         *}
       
  4347 
       
  4348 lemma compact_scaling:
       
  4349   fixes s :: "'a::real_normed_vector set"
       
  4350   assumes "compact s"  shows "compact ((\<lambda>x. c *\<^sub>R x) ` s)"
       
  4351 proof-
       
  4352   let ?f = "\<lambda>x. scaleR c x"
       
  4353   have *:"bounded_linear ?f" by (rule scaleR.bounded_linear_right)
       
  4354   show ?thesis using compact_continuous_image[of s ?f] continuous_at_imp_continuous_on[of s ?f]
       
  4355     using linear_continuous_at[OF *] assms by auto
       
  4356 qed
       
  4357 
       
  4358 lemma compact_negations:
       
  4359   fixes s :: "'a::real_normed_vector set"
       
  4360   assumes "compact s"  shows "compact ((\<lambda>x. -x) ` s)"
       
  4361   using compact_scaling [OF assms, of "- 1"] by auto
       
  4362 
       
  4363 lemma compact_sums:
       
  4364   fixes s t :: "'a::real_normed_vector set"
       
  4365   assumes "compact s"  "compact t"  shows "compact {x + y | x y. x \<in> s \<and> y \<in> t}"
       
  4366 proof-
       
  4367   have *:"{x + y | x y. x \<in> s \<and> y \<in> t} = (\<lambda>z. fst z + snd z) ` (s \<times> t)"
       
  4368     apply auto unfolding image_iff apply(rule_tac x="(xa, y)" in bexI) by auto
       
  4369   have "continuous_on (s \<times> t) (\<lambda>z. fst z + snd z)"
       
  4370     unfolding continuous_on by (rule ballI) (intro tendsto_intros)
       
  4371   thus ?thesis unfolding * using compact_continuous_image compact_Times [OF assms] by auto
       
  4372 qed
       
  4373 
       
  4374 lemma compact_differences:
       
  4375   fixes s t :: "'a::real_normed_vector set"
       
  4376   assumes "compact s" "compact t"  shows "compact {x - y | x y. x \<in> s \<and> y \<in> t}"
       
  4377 proof-
       
  4378   have "{x - y | x y. x\<in>s \<and> y \<in> t} =  {x + y | x y. x \<in> s \<and> y \<in> (uminus ` t)}"
       
  4379     apply auto apply(rule_tac x= xa in exI) apply auto apply(rule_tac x=xa in exI) by auto
       
  4380   thus ?thesis using compact_sums[OF assms(1) compact_negations[OF assms(2)]] by auto
       
  4381 qed
       
  4382 
       
  4383 lemma compact_translation:
       
  4384   fixes s :: "'a::real_normed_vector set"
       
  4385   assumes "compact s"  shows "compact ((\<lambda>x. a + x) ` s)"
       
  4386 proof-
       
  4387   have "{x + y |x y. x \<in> s \<and> y \<in> {a}} = (\<lambda>x. a + x) ` s" by auto
       
  4388   thus ?thesis using compact_sums[OF assms compact_sing[of a]] by auto
       
  4389 qed
       
  4390 
       
  4391 lemma compact_affinity:
       
  4392   fixes s :: "'a::real_normed_vector set"
       
  4393   assumes "compact s"  shows "compact ((\<lambda>x. a + c *\<^sub>R x) ` s)"
       
  4394 proof-
       
  4395   have "op + a ` op *\<^sub>R c ` s = (\<lambda>x. a + c *\<^sub>R x) ` s" by auto
       
  4396   thus ?thesis using compact_translation[OF compact_scaling[OF assms], of a c] by auto
       
  4397 qed
       
  4398 
       
  4399 text{* Hence we get the following.                                               *}
       
  4400 
       
  4401 lemma compact_sup_maxdistance:
       
  4402   fixes s :: "'a::real_normed_vector set"
       
  4403   assumes "compact s"  "s \<noteq> {}"
       
  4404   shows "\<exists>x\<in>s. \<exists>y\<in>s. \<forall>u\<in>s. \<forall>v\<in>s. norm(u - v) \<le> norm(x - y)"
       
  4405 proof-
       
  4406   have "{x - y | x y . x\<in>s \<and> y\<in>s} \<noteq> {}" using `s \<noteq> {}` by auto
       
  4407   then obtain x where x:"x\<in>{x - y |x y. x \<in> s \<and> y \<in> s}"  "\<forall>y\<in>{x - y |x y. x \<in> s \<and> y \<in> s}. norm y \<le> norm x"
       
  4408     using compact_differences[OF assms(1) assms(1)]
       
  4409     using distance_attains_sup[where 'a="'a", unfolded dist_norm, of "{x - y | x y . x\<in>s \<and> y\<in>s}" 0] by(auto simp add: norm_minus_cancel)
       
  4410   from x(1) obtain a b where "a\<in>s" "b\<in>s" "x = a - b" by auto
       
  4411   thus ?thesis using x(2)[unfolded `x = a - b`] by blast
       
  4412 qed
       
  4413 
       
  4414 text{* We can state this in terms of diameter of a set.                          *}
       
  4415 
       
  4416 definition "diameter s = (if s = {} then 0::real else rsup {norm(x - y) | x y. x \<in> s \<and> y \<in> s})"
       
  4417   (* TODO: generalize to class metric_space *)
       
  4418 
       
  4419 lemma diameter_bounded:
       
  4420   assumes "bounded s"
       
  4421   shows "\<forall>x\<in>s. \<forall>y\<in>s. norm(x - y) \<le> diameter s"
       
  4422         "\<forall>d>0. d < diameter s --> (\<exists>x\<in>s. \<exists>y\<in>s. norm(x - y) > d)"
       
  4423 proof-
       
  4424   let ?D = "{norm (x - y) |x y. x \<in> s \<and> y \<in> s}"
       
  4425   obtain a where a:"\<forall>x\<in>s. norm x \<le> a" using assms[unfolded bounded_iff] by auto
       
  4426   { fix x y assume "x \<in> s" "y \<in> s"
       
  4427     hence "norm (x - y) \<le> 2 * a" using norm_triangle_ineq[of x "-y", unfolded norm_minus_cancel] a[THEN bspec[where x=x]] a[THEN bspec[where x=y]] by (auto simp add: ring_simps)  }
       
  4428   note * = this
       
  4429   { fix x y assume "x\<in>s" "y\<in>s"  hence "s \<noteq> {}" by auto
       
  4430     have lub:"isLub UNIV ?D (rsup ?D)" using * rsup[of ?D] using `s\<noteq>{}` unfolding setle_def by auto
       
  4431     have "norm(x - y) \<le> diameter s" unfolding diameter_def using `s\<noteq>{}` *[OF `x\<in>s` `y\<in>s`] `x\<in>s` `y\<in>s` isLubD1[OF lub] unfolding setle_def by auto  }
       
  4432   moreover
       
  4433   { fix d::real assume "d>0" "d < diameter s"
       
  4434     hence "s\<noteq>{}" unfolding diameter_def by auto
       
  4435     hence lub:"isLub UNIV ?D (rsup ?D)" using * rsup[of ?D] unfolding setle_def by auto
       
  4436     have "\<exists>d' \<in> ?D. d' > d"
       
  4437     proof(rule ccontr)
       
  4438       assume "\<not> (\<exists>d'\<in>{norm (x - y) |x y. x \<in> s \<and> y \<in> s}. d < d')"
       
  4439       hence as:"\<forall>d'\<in>?D. d' \<le> d" apply auto apply(erule_tac x="norm (x - y)" in allE) by auto
       
  4440       hence "isUb UNIV ?D d" unfolding isUb_def unfolding setle_def by auto
       
  4441       thus False using `d < diameter s` `s\<noteq>{}` isLub_le_isUb[OF lub, of d] unfolding diameter_def  by auto
       
  4442     qed
       
  4443     hence "\<exists>x\<in>s. \<exists>y\<in>s. norm(x - y) > d" by auto  }
       
  4444   ultimately show "\<forall>x\<in>s. \<forall>y\<in>s. norm(x - y) \<le> diameter s"
       
  4445         "\<forall>d>0. d < diameter s --> (\<exists>x\<in>s. \<exists>y\<in>s. norm(x - y) > d)" by auto
       
  4446 qed
       
  4447 
       
  4448 lemma diameter_bounded_bound:
       
  4449  "bounded s \<Longrightarrow> x \<in> s \<Longrightarrow> y \<in> s ==> norm(x - y) \<le> diameter s"
       
  4450   using diameter_bounded by blast
       
  4451 
       
  4452 lemma diameter_compact_attained:
       
  4453   fixes s :: "'a::real_normed_vector set"
       
  4454   assumes "compact s"  "s \<noteq> {}"
       
  4455   shows "\<exists>x\<in>s. \<exists>y\<in>s. (norm(x - y) = diameter s)"
       
  4456 proof-
       
  4457   have b:"bounded s" using assms(1) by (rule compact_imp_bounded)
       
  4458   then obtain x y where xys:"x\<in>s" "y\<in>s" and xy:"\<forall>u\<in>s. \<forall>v\<in>s. norm (u - v) \<le> norm (x - y)" using compact_sup_maxdistance[OF assms] by auto
       
  4459   hence "diameter s \<le> norm (x - y)" using rsup_le[of "{norm (x - y) |x y. x \<in> s \<and> y \<in> s}" "norm (x - y)"]
       
  4460     unfolding setle_def and diameter_def by auto
       
  4461   thus ?thesis using diameter_bounded(1)[OF b, THEN bspec[where x=x], THEN bspec[where x=y], OF xys] and xys by auto
       
  4462 qed
       
  4463 
       
  4464 text{* Related results with closure as the conclusion.                           *}
       
  4465 
       
  4466 lemma closed_scaling:
       
  4467   fixes s :: "'a::real_normed_vector set"
       
  4468   assumes "closed s" shows "closed ((\<lambda>x. c *\<^sub>R x) ` s)"
       
  4469 proof(cases "s={}")
       
  4470   case True thus ?thesis by auto
       
  4471 next
       
  4472   case False
       
  4473   show ?thesis
       
  4474   proof(cases "c=0")
       
  4475     have *:"(\<lambda>x. 0) ` s = {0}" using `s\<noteq>{}` by auto
       
  4476     case True thus ?thesis apply auto unfolding * using closed_sing by auto
       
  4477   next
       
  4478     case False
       
  4479     { fix x l assume as:"\<forall>n::nat. x n \<in> scaleR c ` s"  "(x ---> l) sequentially"
       
  4480       { fix n::nat have "scaleR (1 / c) (x n) \<in> s"
       
  4481           using as(1)[THEN spec[where x=n]]
       
  4482           using `c\<noteq>0` by (auto simp add: vector_smult_assoc)
       
  4483       }
       
  4484       moreover
       
  4485       { fix e::real assume "e>0"
       
  4486         hence "0 < e *\<bar>c\<bar>"  using `c\<noteq>0` mult_pos_pos[of e "abs c"] by auto
       
  4487         then obtain N where "\<forall>n\<ge>N. dist (x n) l < e * \<bar>c\<bar>"
       
  4488           using as(2)[unfolded Lim_sequentially, THEN spec[where x="e * abs c"]] by auto
       
  4489         hence "\<exists>N. \<forall>n\<ge>N. dist (scaleR (1 / c) (x n)) (scaleR (1 / c) l) < e"
       
  4490           unfolding dist_norm unfolding scaleR_right_diff_distrib[THEN sym]
       
  4491           using mult_imp_div_pos_less[of "abs c" _ e] `c\<noteq>0` by auto  }
       
  4492       hence "((\<lambda>n. scaleR (1 / c) (x n)) ---> scaleR (1 / c) l) sequentially" unfolding Lim_sequentially by auto
       
  4493       ultimately have "l \<in> scaleR c ` s"
       
  4494         using assms[unfolded closed_sequential_limits, THEN spec[where x="\<lambda>n. scaleR (1/c) (x n)"], THEN spec[where x="scaleR (1/c) l"]]
       
  4495         unfolding image_iff using `c\<noteq>0` apply(rule_tac x="scaleR (1 / c) l" in bexI) by auto  }
       
  4496     thus ?thesis unfolding closed_sequential_limits by fast
       
  4497   qed
       
  4498 qed
       
  4499 
       
  4500 lemma closed_negations:
       
  4501   fixes s :: "'a::real_normed_vector set"
       
  4502   assumes "closed s"  shows "closed ((\<lambda>x. -x) ` s)"
       
  4503   using closed_scaling[OF assms, of "- 1"] by simp
       
  4504 
       
  4505 lemma compact_closed_sums:
       
  4506   fixes s :: "'a::real_normed_vector set"
       
  4507   assumes "compact s"  "closed t"  shows "closed {x + y | x y. x \<in> s \<and> y \<in> t}"
       
  4508 proof-
       
  4509   let ?S = "{x + y |x y. x \<in> s \<and> y \<in> t}"
       
  4510   { fix x l assume as:"\<forall>n. x n \<in> ?S"  "(x ---> l) sequentially"
       
  4511     from as(1) obtain f where f:"\<forall>n. x n = fst (f n) + snd (f n)"  "\<forall>n. fst (f n) \<in> s"  "\<forall>n. snd (f n) \<in> t"
       
  4512       using choice[of "\<lambda>n y. x n = (fst y) + (snd y) \<and> fst y \<in> s \<and> snd y \<in> t"] by auto
       
  4513     obtain l' r where "l'\<in>s" and r:"subseq r" and lr:"(((\<lambda>n. fst (f n)) \<circ> r) ---> l') sequentially"
       
  4514       using assms(1)[unfolded compact_def, THEN spec[where x="\<lambda> n. fst (f n)"]] using f(2) by auto
       
  4515     have "((\<lambda>n. snd (f (r n))) ---> l - l') sequentially"
       
  4516       using Lim_sub[OF lim_subseq[OF r as(2)] lr] and f(1) unfolding o_def by auto
       
  4517     hence "l - l' \<in> t"
       
  4518       using assms(2)[unfolded closed_sequential_limits, THEN spec[where x="\<lambda> n. snd (f (r n))"], THEN spec[where x="l - l'"]]
       
  4519       using f(3) by auto
       
  4520     hence "l \<in> ?S" using `l' \<in> s` apply auto apply(rule_tac x=l' in exI) apply(rule_tac x="l - l'" in exI) by auto
       
  4521   }
       
  4522   thus ?thesis unfolding closed_sequential_limits by fast
       
  4523 qed
       
  4524 
       
  4525 lemma closed_compact_sums:
       
  4526   fixes s t :: "'a::real_normed_vector set"
       
  4527   assumes "closed s"  "compact t"
       
  4528   shows "closed {x + y | x y. x \<in> s \<and> y \<in> t}"
       
  4529 proof-
       
  4530   have "{x + y |x y. x \<in> t \<and> y \<in> s} = {x + y |x y. x \<in> s \<and> y \<in> t}" apply auto
       
  4531     apply(rule_tac x=y in exI) apply auto apply(rule_tac x=y in exI) by auto
       
  4532   thus ?thesis using compact_closed_sums[OF assms(2,1)] by simp
       
  4533 qed
       
  4534 
       
  4535 lemma compact_closed_differences:
       
  4536   fixes s t :: "'a::real_normed_vector set"
       
  4537   assumes "compact s"  "closed t"
       
  4538   shows "closed {x - y | x y. x \<in> s \<and> y \<in> t}"
       
  4539 proof-
       
  4540   have "{x + y |x y. x \<in> s \<and> y \<in> uminus ` t} =  {x - y |x y. x \<in> s \<and> y \<in> t}"
       
  4541     apply auto apply(rule_tac x=xa in exI) apply auto apply(rule_tac x=xa in exI) by auto
       
  4542   thus ?thesis using compact_closed_sums[OF assms(1) closed_negations[OF assms(2)]] by auto
       
  4543 qed
       
  4544 
       
  4545 lemma closed_compact_differences:
       
  4546   fixes s t :: "'a::real_normed_vector set"
       
  4547   assumes "closed s" "compact t"
       
  4548   shows "closed {x - y | x y. x \<in> s \<and> y \<in> t}"
       
  4549 proof-
       
  4550   have "{x + y |x y. x \<in> s \<and> y \<in> uminus ` t} = {x - y |x y. x \<in> s \<and> y \<in> t}"
       
  4551     apply auto apply(rule_tac x=xa in exI) apply auto apply(rule_tac x=xa in exI) by auto
       
  4552  thus ?thesis using closed_compact_sums[OF assms(1) compact_negations[OF assms(2)]] by simp
       
  4553 qed
       
  4554 
       
  4555 lemma closed_translation:
       
  4556   fixes a :: "'a::real_normed_vector"
       
  4557   assumes "closed s"  shows "closed ((\<lambda>x. a + x) ` s)"
       
  4558 proof-
       
  4559   have "{a + y |y. y \<in> s} = (op + a ` s)" by auto
       
  4560   thus ?thesis using compact_closed_sums[OF compact_sing[of a] assms] by auto
       
  4561 qed
       
  4562 
       
  4563 lemma translation_UNIV:
       
  4564   fixes a :: "'a::ab_group_add" shows "range (\<lambda>x. a + x) = UNIV"
       
  4565   apply (auto simp add: image_iff) apply(rule_tac x="x - a" in exI) by auto
       
  4566 
       
  4567 lemma translation_diff:
       
  4568   fixes a :: "'a::ab_group_add"
       
  4569   shows "(\<lambda>x. a + x) ` (s - t) = ((\<lambda>x. a + x) ` s) - ((\<lambda>x. a + x) ` t)"
       
  4570   by auto
       
  4571 
       
  4572 lemma closure_translation:
       
  4573   fixes a :: "'a::real_normed_vector"
       
  4574   shows "closure ((\<lambda>x. a + x) ` s) = (\<lambda>x. a + x) ` (closure s)"
       
  4575 proof-
       
  4576   have *:"op + a ` (UNIV - s) = UNIV - op + a ` s"
       
  4577     apply auto unfolding image_iff apply(rule_tac x="x - a" in bexI) by auto
       
  4578   show ?thesis unfolding closure_interior translation_diff translation_UNIV
       
  4579     using interior_translation[of a "UNIV - s"] unfolding * by auto
       
  4580 qed
       
  4581 
       
  4582 lemma frontier_translation:
       
  4583   fixes a :: "'a::real_normed_vector"
       
  4584   shows "frontier((\<lambda>x. a + x) ` s) = (\<lambda>x. a + x) ` (frontier s)"
       
  4585   unfolding frontier_def translation_diff interior_translation closure_translation by auto
       
  4586 
       
  4587 subsection{* Separation between points and sets.                                       *}
       
  4588 
       
  4589 lemma separate_point_closed:
       
  4590   fixes s :: "'a::heine_borel set"
       
  4591   shows "closed s \<Longrightarrow> a \<notin> s  ==> (\<exists>d>0. \<forall>x\<in>s. d \<le> dist a x)"
       
  4592 proof(cases "s = {}")
       
  4593   case True
       
  4594   thus ?thesis by(auto intro!: exI[where x=1])
       
  4595 next
       
  4596   case False
       
  4597   assume "closed s" "a \<notin> s"
       
  4598   then obtain x where "x\<in>s" "\<forall>y\<in>s. dist a x \<le> dist a y" using `s \<noteq> {}` distance_attains_inf [of s a] by blast
       
  4599   with `x\<in>s` show ?thesis using dist_pos_lt[of a x] and`a \<notin> s` by blast
       
  4600 qed
       
  4601 
       
  4602 lemma separate_compact_closed:
       
  4603   fixes s t :: "'a::{heine_borel, real_normed_vector} set"
       
  4604     (* TODO: does this generalize to heine_borel? *)
       
  4605   assumes "compact s" and "closed t" and "s \<inter> t = {}"
       
  4606   shows "\<exists>d>0. \<forall>x\<in>s. \<forall>y\<in>t. d \<le> dist x y"
       
  4607 proof-
       
  4608   have "0 \<notin> {x - y |x y. x \<in> s \<and> y \<in> t}" using assms(3) by auto
       
  4609   then obtain d where "d>0" and d:"\<forall>x\<in>{x - y |x y. x \<in> s \<and> y \<in> t}. d \<le> dist 0 x"
       
  4610     using separate_point_closed[OF compact_closed_differences[OF assms(1,2)], of 0] by auto
       
  4611   { fix x y assume "x\<in>s" "y\<in>t"
       
  4612     hence "x - y \<in> {x - y |x y. x \<in> s \<and> y \<in> t}" by auto
       
  4613     hence "d \<le> dist (x - y) 0" using d[THEN bspec[where x="x - y"]] using dist_commute
       
  4614       by (auto  simp add: dist_commute)
       
  4615     hence "d \<le> dist x y" unfolding dist_norm by auto  }
       
  4616   thus ?thesis using `d>0` by auto
       
  4617 qed
       
  4618 
       
  4619 lemma separate_closed_compact:
       
  4620   fixes s t :: "'a::{heine_borel, real_normed_vector} set"
       
  4621   assumes "closed s" and "compact t" and "s \<inter> t = {}"
       
  4622   shows "\<exists>d>0. \<forall>x\<in>s. \<forall>y\<in>t. d \<le> dist x y"
       
  4623 proof-
       
  4624   have *:"t \<inter> s = {}" using assms(3) by auto
       
  4625   show ?thesis using separate_compact_closed[OF assms(2,1) *]
       
  4626     apply auto apply(rule_tac x=d in exI) apply auto apply (erule_tac x=y in ballE)
       
  4627     by (auto simp add: dist_commute)
       
  4628 qed
       
  4629 
       
  4630 (* A cute way of denoting open and closed intervals using overloading.       *)
       
  4631 
       
  4632 lemma interval: fixes a :: "'a::ord^'n::finite" shows
       
  4633   "{a <..< b} = {x::'a^'n. \<forall>i. a$i < x$i \<and> x$i < b$i}" and
       
  4634   "{a .. b} = {x::'a^'n. \<forall>i. a$i \<le> x$i \<and> x$i \<le> b$i}"
       
  4635   by (auto simp add: expand_set_eq vector_less_def vector_less_eq_def)
       
  4636 
       
  4637 lemma mem_interval: fixes a :: "'a::ord^'n::finite" shows
       
  4638   "x \<in> {a<..<b} \<longleftrightarrow> (\<forall>i. a$i < x$i \<and> x$i < b$i)"
       
  4639   "x \<in> {a .. b} \<longleftrightarrow> (\<forall>i. a$i \<le> x$i \<and> x$i \<le> b$i)"
       
  4640   using interval[of a b] by(auto simp add: expand_set_eq vector_less_def vector_less_eq_def)
       
  4641 
       
  4642 lemma mem_interval_1: fixes x :: "real^1" shows
       
  4643  "(x \<in> {a .. b} \<longleftrightarrow> dest_vec1 a \<le> dest_vec1 x \<and> dest_vec1 x \<le> dest_vec1 b)"
       
  4644  "(x \<in> {a<..<b} \<longleftrightarrow> dest_vec1 a < dest_vec1 x \<and> dest_vec1 x < dest_vec1 b)"
       
  4645 by(simp_all add: Cart_eq vector_less_def vector_less_eq_def dest_vec1_def forall_1)
       
  4646 
       
  4647 lemma interval_eq_empty: fixes a :: "real^'n::finite" shows
       
  4648  "({a <..< b} = {} \<longleftrightarrow> (\<exists>i. b$i \<le> a$i))" (is ?th1) and
       
  4649  "({a  ..  b} = {} \<longleftrightarrow> (\<exists>i. b$i < a$i))" (is ?th2)
       
  4650 proof-
       
  4651   { fix i x assume as:"b$i \<le> a$i" and x:"x\<in>{a <..< b}"
       
  4652     hence "a $ i < x $ i \<and> x $ i < b $ i" unfolding mem_interval by auto
       
  4653     hence "a$i < b$i" by auto
       
  4654     hence False using as by auto  }
       
  4655   moreover
       
  4656   { assume as:"\<forall>i. \<not> (b$i \<le> a$i)"
       
  4657     let ?x = "(1/2) *\<^sub>R (a + b)"
       
  4658     { fix i
       
  4659       have "a$i < b$i" using as[THEN spec[where x=i]] by auto
       
  4660       hence "a$i < ((1/2) *\<^sub>R (a+b)) $ i" "((1/2) *\<^sub>R (a+b)) $ i < b$i"
       
  4661         unfolding vector_smult_component and vector_add_component
       
  4662         by (auto simp add: less_divide_eq_number_of1)  }
       
  4663     hence "{a <..< b} \<noteq> {}" using mem_interval(1)[of "?x" a b] by auto  }
       
  4664   ultimately show ?th1 by blast
       
  4665 
       
  4666   { fix i x assume as:"b$i < a$i" and x:"x\<in>{a .. b}"
       
  4667     hence "a $ i \<le> x $ i \<and> x $ i \<le> b $ i" unfolding mem_interval by auto
       
  4668     hence "a$i \<le> b$i" by auto
       
  4669     hence False using as by auto  }
       
  4670   moreover
       
  4671   { assume as:"\<forall>i. \<not> (b$i < a$i)"
       
  4672     let ?x = "(1/2) *\<^sub>R (a + b)"
       
  4673     { fix i
       
  4674       have "a$i \<le> b$i" using as[THEN spec[where x=i]] by auto
       
  4675       hence "a$i \<le> ((1/2) *\<^sub>R (a+b)) $ i" "((1/2) *\<^sub>R (a+b)) $ i \<le> b$i"
       
  4676         unfolding vector_smult_component and vector_add_component
       
  4677         by (auto simp add: less_divide_eq_number_of1)  }
       
  4678     hence "{a .. b} \<noteq> {}" using mem_interval(2)[of "?x" a b] by auto  }
       
  4679   ultimately show ?th2 by blast
       
  4680 qed
       
  4681 
       
  4682 lemma interval_ne_empty: fixes a :: "real^'n::finite" shows
       
  4683   "{a  ..  b} \<noteq> {} \<longleftrightarrow> (\<forall>i. a$i \<le> b$i)" and
       
  4684   "{a <..< b} \<noteq> {} \<longleftrightarrow> (\<forall>i. a$i < b$i)"
       
  4685   unfolding interval_eq_empty[of a b] by (auto simp add: not_less not_le) (* BH: Why doesn't just "auto" work here? *)
       
  4686 
       
  4687 lemma subset_interval_imp: fixes a :: "real^'n::finite" shows
       
  4688  "(\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i) \<Longrightarrow> {c .. d} \<subseteq> {a .. b}" and
       
  4689  "(\<forall>i. a$i < c$i \<and> d$i < b$i) \<Longrightarrow> {c .. d} \<subseteq> {a<..<b}" and
       
  4690  "(\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i) \<Longrightarrow> {c<..<d} \<subseteq> {a .. b}" and
       
  4691  "(\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i) \<Longrightarrow> {c<..<d} \<subseteq> {a<..<b}"
       
  4692   unfolding subset_eq[unfolded Ball_def] unfolding mem_interval
       
  4693   by (auto intro: order_trans less_le_trans le_less_trans less_imp_le) (* BH: Why doesn't just "auto" work here? *)
       
  4694 
       
  4695 lemma interval_sing: fixes a :: "'a::linorder^'n::finite" shows
       
  4696  "{a .. a} = {a} \<and> {a<..<a} = {}"
       
  4697 apply(auto simp add: expand_set_eq vector_less_def vector_less_eq_def Cart_eq)
       
  4698 apply (simp add: order_eq_iff)
       
  4699 apply (auto simp add: not_less less_imp_le)
       
  4700 done
       
  4701 
       
  4702 lemma interval_open_subset_closed:  fixes a :: "'a::preorder^'n::finite" shows
       
  4703  "{a<..<b} \<subseteq> {a .. b}"
       
  4704 proof(simp add: subset_eq, rule)
       
  4705   fix x
       
  4706   assume x:"x \<in>{a<..<b}"
       
  4707   { fix i
       
  4708     have "a $ i \<le> x $ i"
       
  4709       using x order_less_imp_le[of "a$i" "x$i"]
       
  4710       by(simp add: expand_set_eq vector_less_def vector_less_eq_def Cart_eq)
       
  4711   }
       
  4712   moreover
       
  4713   { fix i
       
  4714     have "x $ i \<le> b $ i"
       
  4715       using x order_less_imp_le[of "x$i" "b$i"]
       
  4716       by(simp add: expand_set_eq vector_less_def vector_less_eq_def Cart_eq)
       
  4717   }
       
  4718   ultimately
       
  4719   show "a \<le> x \<and> x \<le> b"
       
  4720     by(simp add: expand_set_eq vector_less_def vector_less_eq_def Cart_eq)
       
  4721 qed
       
  4722 
       
  4723 lemma subset_interval: fixes a :: "real^'n::finite" shows
       
  4724  "{c .. d} \<subseteq> {a .. b} \<longleftrightarrow> (\<forall>i. c$i \<le> d$i) --> (\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i)" (is ?th1) and
       
  4725  "{c .. d} \<subseteq> {a<..<b} \<longleftrightarrow> (\<forall>i. c$i \<le> d$i) --> (\<forall>i. a$i < c$i \<and> d$i < b$i)" (is ?th2) and
       
  4726  "{c<..<d} \<subseteq> {a .. b} \<longleftrightarrow> (\<forall>i. c$i < d$i) --> (\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i)" (is ?th3) and
       
  4727  "{c<..<d} \<subseteq> {a<..<b} \<longleftrightarrow> (\<forall>i. c$i < d$i) --> (\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i)" (is ?th4)
       
  4728 proof-
       
  4729   show ?th1 unfolding subset_eq and Ball_def and mem_interval by (auto intro: order_trans)
       
  4730   show ?th2 unfolding subset_eq and Ball_def and mem_interval by (auto intro: le_less_trans less_le_trans order_trans less_imp_le)
       
  4731   { assume as: "{c<..<d} \<subseteq> {a .. b}" "\<forall>i. c$i < d$i"
       
  4732     hence "{c<..<d} \<noteq> {}" unfolding interval_eq_empty by (auto, drule_tac x=i in spec, simp) (* BH: Why doesn't just "auto" work? *)
       
  4733     fix i
       
  4734     (** TODO combine the following two parts as done in the HOL_light version. **)
       
  4735     { let ?x = "(\<chi> j. (if j=i then ((min (a$j) (d$j))+c$j)/2 else (c$j+d$j)/2))::real^'n"
       
  4736       assume as2: "a$i > c$i"
       
  4737       { fix j
       
  4738         have "c $ j < ?x $ j \<and> ?x $ j < d $ j" unfolding Cart_lambda_beta
       
  4739           apply(cases "j=i") using as(2)[THEN spec[where x=j]]
       
  4740           by (auto simp add: less_divide_eq_number_of1 as2)  }
       
  4741       hence "?x\<in>{c<..<d}" unfolding mem_interval by auto
       
  4742       moreover
       
  4743       have "?x\<notin>{a .. b}"
       
  4744         unfolding mem_interval apply auto apply(rule_tac x=i in exI)
       
  4745         using as(2)[THEN spec[where x=i]] and as2
       
  4746         by (auto simp add: less_divide_eq_number_of1)
       
  4747       ultimately have False using as by auto  }
       
  4748     hence "a$i \<le> c$i" by(rule ccontr)auto
       
  4749     moreover
       
  4750     { let ?x = "(\<chi> j. (if j=i then ((max (b$j) (c$j))+d$j)/2 else (c$j+d$j)/2))::real^'n"
       
  4751       assume as2: "b$i < d$i"
       
  4752       { fix j
       
  4753         have "d $ j > ?x $ j \<and> ?x $ j > c $ j" unfolding Cart_lambda_beta
       
  4754           apply(cases "j=i") using as(2)[THEN spec[where x=j]]
       
  4755           by (auto simp add: less_divide_eq_number_of1 as2)  }
       
  4756       hence "?x\<in>{c<..<d}" unfolding mem_interval by auto
       
  4757       moreover
       
  4758       have "?x\<notin>{a .. b}"
       
  4759         unfolding mem_interval apply auto apply(rule_tac x=i in exI)
       
  4760         using as(2)[THEN spec[where x=i]] and as2
       
  4761         by (auto simp add: less_divide_eq_number_of1)
       
  4762       ultimately have False using as by auto  }
       
  4763     hence "b$i \<ge> d$i" by(rule ccontr)auto
       
  4764     ultimately
       
  4765     have "a$i \<le> c$i \<and> d$i \<le> b$i" by auto
       
  4766   } note part1 = this
       
  4767   thus ?th3 unfolding subset_eq and Ball_def and mem_interval apply auto apply (erule_tac x=ia in allE, simp)+ by (erule_tac x=i in allE, erule_tac x=i in allE, simp)+
       
  4768   { assume as:"{c<..<d} \<subseteq> {a<..<b}" "\<forall>i. c$i < d$i"
       
  4769     fix i
       
  4770     from as(1) have "{c<..<d} \<subseteq> {a..b}" using interval_open_subset_closed[of a b] by auto
       
  4771     hence "a$i \<le> c$i \<and> d$i \<le> b$i" using part1 and as(2) by auto  } note * = this
       
  4772   thus ?th4 unfolding subset_eq and Ball_def and mem_interval apply auto apply (erule_tac x=ia in allE, simp)+ by (erule_tac x=i in allE, erule_tac x=i in allE, simp)+
       
  4773 qed
       
  4774 
       
  4775 lemma disjoint_interval: fixes a::"real^'n::finite" shows
       
  4776   "{a .. b} \<inter> {c .. d} = {} \<longleftrightarrow> (\<exists>i. (b$i < a$i \<or> d$i < c$i \<or> b$i < c$i \<or> d$i < a$i))" (is ?th1) and
       
  4777   "{a .. b} \<inter> {c<..<d} = {} \<longleftrightarrow> (\<exists>i. (b$i < a$i \<or> d$i \<le> c$i \<or> b$i \<le> c$i \<or> d$i \<le> a$i))" (is ?th2) and
       
  4778   "{a<..<b} \<inter> {c .. d} = {} \<longleftrightarrow> (\<exists>i. (b$i \<le> a$i \<or> d$i < c$i \<or> b$i \<le> c$i \<or> d$i \<le> a$i))" (is ?th3) and
       
  4779   "{a<..<b} \<inter> {c<..<d} = {} \<longleftrightarrow> (\<exists>i. (b$i \<le> a$i \<or> d$i \<le> c$i \<or> b$i \<le> c$i \<or> d$i \<le> a$i))" (is ?th4)
       
  4780 proof-
       
  4781   let ?z = "(\<chi> i. ((max (a$i) (c$i)) + (min (b$i) (d$i))) / 2)::real^'n"
       
  4782   show ?th1 ?th2 ?th3 ?th4
       
  4783   unfolding expand_set_eq and Int_iff and empty_iff and mem_interval and all_conj_distrib[THEN sym] and eq_False
       
  4784   apply (auto elim!: allE[where x="?z"])
       
  4785   apply ((rule_tac x=x in exI, force) | (rule_tac x=i in exI, force))+
       
  4786   done
       
  4787 qed
       
  4788 
       
  4789 lemma inter_interval: fixes a :: "'a::linorder^'n::finite" shows
       
  4790  "{a .. b} \<inter> {c .. d} =  {(\<chi> i. max (a$i) (c$i)) .. (\<chi> i. min (b$i) (d$i))}"
       
  4791   unfolding expand_set_eq and Int_iff and mem_interval
       
  4792   by (auto simp add: less_divide_eq_number_of1 intro!: bexI)
       
  4793 
       
  4794 (* Moved interval_open_subset_closed a bit upwards *)
       
  4795 
       
  4796 lemma open_interval_lemma: fixes x :: "real" shows
       
  4797  "a < x \<Longrightarrow> x < b ==> (\<exists>d>0. \<forall>x'. abs(x' - x) < d --> a < x' \<and> x' < b)"
       
  4798   by(rule_tac x="min (x - a) (b - x)" in exI, auto)
       
  4799 
       
  4800 lemma open_interval: fixes a :: "real^'n::finite" shows "open {a<..<b}"
       
  4801 proof-
       
  4802   { fix x assume x:"x\<in>{a<..<b}"
       
  4803     { fix i
       
  4804       have "\<exists>d>0. \<forall>x'. abs (x' - (x$i)) < d \<longrightarrow> a$i < x' \<and> x' < b$i"
       
  4805         using x[unfolded mem_interval, THEN spec[where x=i]]
       
  4806         using open_interval_lemma[of "a$i" "x$i" "b$i"] by auto  }
       
  4807 
       
  4808     hence "\<forall>i. \<exists>d>0. \<forall>x'. abs (x' - (x$i)) < d \<longrightarrow> a$i < x' \<and> x' < b$i" by auto
       
  4809     then obtain d where d:"\<forall>i. 0 < d i \<and> (\<forall>x'. \<bar>x' - x $ i\<bar> < d i \<longrightarrow> a $ i < x' \<and> x' < b $ i)"
       
  4810       using bchoice[of "UNIV" "\<lambda>i d. d>0 \<and> (\<forall>x'. \<bar>x' - x $ i\<bar> < d \<longrightarrow> a $ i < x' \<and> x' < b $ i)"] by auto
       
  4811 
       
  4812     let ?d = "Min (range d)"
       
  4813     have **:"finite (range d)" "range d \<noteq> {}" by auto
       
  4814     have "?d>0" unfolding Min_gr_iff[OF **] using d by auto
       
  4815     moreover
       
  4816     { fix x' assume as:"dist x' x < ?d"
       
  4817       { fix i
       
  4818         have "\<bar>x'$i - x $ i\<bar> < d i"
       
  4819           using norm_bound_component_lt[OF as[unfolded dist_norm], of i]
       
  4820           unfolding vector_minus_component and Min_gr_iff[OF **] by auto
       
  4821         hence "a $ i < x' $ i" "x' $ i < b $ i" using d[THEN spec[where x=i]] by auto  }
       
  4822       hence "a < x' \<and> x' < b" unfolding vector_less_def by auto  }
       
  4823     ultimately have "\<exists>e>0. \<forall>x'. dist x' x < e \<longrightarrow> x' \<in> {a<..<b}" by (auto, rule_tac x="?d" in exI, simp)
       
  4824   }
       
  4825   thus ?thesis unfolding open_dist using open_interval_lemma by auto
       
  4826 qed
       
  4827 
       
  4828 lemma closed_interval: fixes a :: "real^'n::finite" shows "closed {a .. b}"
       
  4829 proof-
       
  4830   { fix x i assume as:"\<forall>e>0. \<exists>x'\<in>{a..b}. x' \<noteq> x \<and> dist x' x < e"(* and xab:"a$i > x$i \<or> b$i < x$i"*)
       
  4831     { assume xa:"a$i > x$i"
       
  4832       with as obtain y where y:"y\<in>{a..b}" "y \<noteq> x" "dist y x < a$i - x$i" by(erule_tac x="a$i - x$i" in allE)auto
       
  4833       hence False unfolding mem_interval and dist_norm
       
  4834         using component_le_norm[of "y-x" i, unfolded vector_minus_component] and xa by(auto elim!: allE[where x=i])
       
  4835     } hence "a$i \<le> x$i" by(rule ccontr)auto
       
  4836     moreover
       
  4837     { assume xb:"b$i < x$i"
       
  4838       with as obtain y where y:"y\<in>{a..b}" "y \<noteq> x" "dist y x < x$i - b$i" by(erule_tac x="x$i - b$i" in allE)auto
       
  4839       hence False unfolding mem_interval and dist_norm
       
  4840         using component_le_norm[of "y-x" i, unfolded vector_minus_component] and xb by(auto elim!: allE[where x=i])
       
  4841     } hence "x$i \<le> b$i" by(rule ccontr)auto
       
  4842     ultimately
       
  4843     have "a $ i \<le> x $ i \<and> x $ i \<le> b $ i" by auto }
       
  4844   thus ?thesis unfolding closed_limpt islimpt_approachable mem_interval by auto
       
  4845 qed
       
  4846 
       
  4847 lemma interior_closed_interval: fixes a :: "real^'n::finite" shows
       
  4848  "interior {a .. b} = {a<..<b}" (is "?L = ?R")
       
  4849 proof(rule subset_antisym)
       
  4850   show "?R \<subseteq> ?L" using interior_maximal[OF interval_open_subset_closed open_interval] by auto
       
  4851 next
       
  4852   { fix x assume "\<exists>T. open T \<and> x \<in> T \<and> T \<subseteq> {a..b}"
       
  4853     then obtain s where s:"open s" "x \<in> s" "s \<subseteq> {a..b}" by auto
       
  4854     then obtain e where "e>0" and e:"\<forall>x'. dist x' x < e \<longrightarrow> x' \<in> {a..b}" unfolding open_dist and subset_eq by auto
       
  4855     { fix i
       
  4856       have "dist (x - (e / 2) *\<^sub>R basis i) x < e"
       
  4857            "dist (x + (e / 2) *\<^sub>R basis i) x < e"
       
  4858         unfolding dist_norm apply auto
       
  4859         unfolding norm_minus_cancel using norm_basis[of i] and `e>0` by auto
       
  4860       hence "a $ i \<le> (x - (e / 2) *\<^sub>R basis i) $ i"
       
  4861                     "(x + (e / 2) *\<^sub>R basis i) $ i \<le> b $ i"
       
  4862         using e[THEN spec[where x="x - (e/2) *\<^sub>R basis i"]]
       
  4863         and   e[THEN spec[where x="x + (e/2) *\<^sub>R basis i"]]
       
  4864         unfolding mem_interval by (auto elim!: allE[where x=i])
       
  4865       hence "a $ i < x $ i" and "x $ i < b $ i"
       
  4866         unfolding vector_minus_component and vector_add_component
       
  4867         unfolding vector_smult_component and basis_component using `e>0` by auto   }
       
  4868     hence "x \<in> {a<..<b}" unfolding mem_interval by auto  }
       
  4869   thus "?L \<subseteq> ?R" unfolding interior_def and subset_eq by auto
       
  4870 qed
       
  4871 
       
  4872 lemma bounded_closed_interval: fixes a :: "real^'n::finite" shows
       
  4873  "bounded {a .. b}"
       
  4874 proof-
       
  4875   let ?b = "\<Sum>i\<in>UNIV. \<bar>a$i\<bar> + \<bar>b$i\<bar>"
       
  4876   { fix x::"real^'n" assume x:"\<forall>i. a $ i \<le> x $ i \<and> x $ i \<le> b $ i"
       
  4877     { fix i
       
  4878       have "\<bar>x$i\<bar> \<le> \<bar>a$i\<bar> + \<bar>b$i\<bar>" using x[THEN spec[where x=i]] by auto  }
       
  4879     hence "(\<Sum>i\<in>UNIV. \<bar>x $ i\<bar>) \<le> ?b" by(rule setsum_mono)
       
  4880     hence "norm x \<le> ?b" using norm_le_l1[of x] by auto  }
       
  4881   thus ?thesis unfolding interval and bounded_iff by auto
       
  4882 qed
       
  4883 
       
  4884 lemma bounded_interval: fixes a :: "real^'n::finite" shows
       
  4885  "bounded {a .. b} \<and> bounded {a<..<b}"
       
  4886   using bounded_closed_interval[of a b]
       
  4887   using interval_open_subset_closed[of a b]
       
  4888   using bounded_subset[of "{a..b}" "{a<..<b}"]
       
  4889   by simp
       
  4890 
       
  4891 lemma not_interval_univ: fixes a :: "real^'n::finite" shows
       
  4892  "({a .. b} \<noteq> UNIV) \<and> ({a<..<b} \<noteq> UNIV)"
       
  4893   using bounded_interval[of a b]
       
  4894   by auto
       
  4895 
       
  4896 lemma compact_interval: fixes a :: "real^'n::finite" shows
       
  4897  "compact {a .. b}"
       
  4898   using bounded_closed_imp_compact using bounded_interval[of a b] using closed_interval[of a b] by auto
       
  4899 
       
  4900 lemma open_interval_midpoint: fixes a :: "real^'n::finite"
       
  4901   assumes "{a<..<b} \<noteq> {}" shows "((1/2) *\<^sub>R (a + b)) \<in> {a<..<b}"
       
  4902 proof-
       
  4903   { fix i
       
  4904     have "a $ i < ((1 / 2) *\<^sub>R (a + b)) $ i \<and> ((1 / 2) *\<^sub>R (a + b)) $ i < b $ i"
       
  4905       using assms[unfolded interval_ne_empty, THEN spec[where x=i]]
       
  4906       unfolding vector_smult_component and vector_add_component
       
  4907       by(auto simp add: less_divide_eq_number_of1)  }
       
  4908   thus ?thesis unfolding mem_interval by auto
       
  4909 qed
       
  4910 
       
  4911 lemma open_closed_interval_convex: fixes x :: "real^'n::finite"
       
  4912   assumes x:"x \<in> {a<..<b}" and y:"y \<in> {a .. b}" and e:"0 < e" "e \<le> 1"
       
  4913   shows "(e *\<^sub>R x + (1 - e) *\<^sub>R y) \<in> {a<..<b}"
       
  4914 proof-
       
  4915   { fix i
       
  4916     have "a $ i = e * a$i + (1 - e) * a$i" unfolding left_diff_distrib by simp
       
  4917     also have "\<dots> < e * x $ i + (1 - e) * y $ i" apply(rule add_less_le_mono)
       
  4918       using e unfolding mult_less_cancel_left and mult_le_cancel_left apply simp_all
       
  4919       using x unfolding mem_interval  apply simp
       
  4920       using y unfolding mem_interval  apply simp
       
  4921       done
       
  4922     finally have "a $ i < (e *\<^sub>R x + (1 - e) *\<^sub>R y) $ i" by auto
       
  4923     moreover {
       
  4924     have "b $ i = e * b$i + (1 - e) * b$i" unfolding left_diff_distrib by simp
       
  4925     also have "\<dots> > e * x $ i + (1 - e) * y $ i" apply(rule add_less_le_mono)
       
  4926       using e unfolding mult_less_cancel_left and mult_le_cancel_left apply simp_all
       
  4927       using x unfolding mem_interval  apply simp
       
  4928       using y unfolding mem_interval  apply simp
       
  4929       done
       
  4930     finally have "(e *\<^sub>R x + (1 - e) *\<^sub>R y) $ i < b $ i" by auto
       
  4931     } ultimately have "a $ i < (e *\<^sub>R x + (1 - e) *\<^sub>R y) $ i \<and> (e *\<^sub>R x + (1 - e) *\<^sub>R y) $ i < b $ i" by auto }
       
  4932   thus ?thesis unfolding mem_interval by auto
       
  4933 qed
       
  4934 
       
  4935 lemma closure_open_interval: fixes a :: "real^'n::finite"
       
  4936   assumes "{a<..<b} \<noteq> {}"
       
  4937   shows "closure {a<..<b} = {a .. b}"
       
  4938 proof-
       
  4939   have ab:"a < b" using assms[unfolded interval_ne_empty] unfolding vector_less_def by auto
       
  4940   let ?c = "(1 / 2) *\<^sub>R (a + b)"
       
  4941   { fix x assume as:"x \<in> {a .. b}"
       
  4942     def f == "\<lambda>n::nat. x + (inverse (real n + 1)) *\<^sub>R (?c - x)"
       
  4943     { fix n assume fn:"f n < b \<longrightarrow> a < f n \<longrightarrow> f n = x" and xc:"x \<noteq> ?c"
       
  4944       have *:"0 < inverse (real n + 1)" "inverse (real n + 1) \<le> 1" unfolding inverse_le_1_iff by auto
       
  4945       have "(inverse (real n + 1)) *\<^sub>R ((1 / 2) *\<^sub>R (a + b)) + (1 - inverse (real n + 1)) *\<^sub>R x =
       
  4946         x + (inverse (real n + 1)) *\<^sub>R (((1 / 2) *\<^sub>R (a + b)) - x)"
       
  4947         by (auto simp add: algebra_simps)
       
  4948       hence "f n < b" and "a < f n" using open_closed_interval_convex[OF open_interval_midpoint[OF assms] as *] unfolding f_def by auto
       
  4949       hence False using fn unfolding f_def using xc by(auto simp add: vector_mul_lcancel vector_ssub_ldistrib)  }
       
  4950     moreover
       
  4951     { assume "\<not> (f ---> x) sequentially"
       
  4952       { fix e::real assume "e>0"
       
  4953         hence "\<exists>N::nat. inverse (real (N + 1)) < e" using real_arch_inv[of e] apply (auto simp add: Suc_pred') apply(rule_tac x="n - 1" in exI) by auto
       
  4954         then obtain N::nat where "inverse (real (N + 1)) < e" by auto
       
  4955         hence "\<forall>n\<ge>N. inverse (real n + 1) < e" by (auto, metis Suc_le_mono le_SucE less_imp_inverse_less nat_le_real_less order_less_trans real_of_nat_Suc real_of_nat_Suc_gt_zero)
       
  4956         hence "\<exists>N::nat. \<forall>n\<ge>N. inverse (real n + 1) < e" by auto  }
       
  4957       hence "((\<lambda>n. inverse (real n + 1)) ---> 0) sequentially"
       
  4958         unfolding Lim_sequentially by(auto simp add: dist_norm)
       
  4959       hence "(f ---> x) sequentially" unfolding f_def
       
  4960         using Lim_add[OF Lim_const, of "\<lambda>n::nat. (inverse (real n + 1)) *\<^sub>R ((1 / 2) *\<^sub>R (a + b) - x)" 0 sequentially x]
       
  4961         using Lim_vmul[of "\<lambda>n::nat. inverse (real n + 1)" 0 sequentially "((1 / 2) *\<^sub>R (a + b) - x)"] by auto  }
       
  4962     ultimately have "x \<in> closure {a<..<b}"
       
  4963       using as and open_interval_midpoint[OF assms] unfolding closure_def unfolding islimpt_sequential by(cases "x=?c")auto  }
       
  4964   thus ?thesis using closure_minimal[OF interval_open_subset_closed closed_interval, of a b] by blast
       
  4965 qed
       
  4966 
       
  4967 lemma bounded_subset_open_interval_symmetric: fixes s::"(real^'n::finite) set"
       
  4968   assumes "bounded s"  shows "\<exists>a. s \<subseteq> {-a<..<a}"
       
  4969 proof-
       
  4970   obtain b where "b>0" and b:"\<forall>x\<in>s. norm x \<le> b" using assms[unfolded bounded_pos] by auto
       
  4971   def a \<equiv> "(\<chi> i. b+1)::real^'n"
       
  4972   { fix x assume "x\<in>s"
       
  4973     fix i
       
  4974     have "(-a)$i < x$i" and "x$i < a$i" using b[THEN bspec[where x=x], OF `x\<in>s`] and component_le_norm[of x i]
       
  4975       unfolding vector_uminus_component and a_def and Cart_lambda_beta by auto
       
  4976   }
       
  4977   thus ?thesis by(auto intro: exI[where x=a] simp add: vector_less_def)
       
  4978 qed
       
  4979 
       
  4980 lemma bounded_subset_open_interval:
       
  4981   fixes s :: "(real ^ 'n::finite) set"
       
  4982   shows "bounded s ==> (\<exists>a b. s \<subseteq> {a<..<b})"
       
  4983   by (auto dest!: bounded_subset_open_interval_symmetric)
       
  4984 
       
  4985 lemma bounded_subset_closed_interval_symmetric:
       
  4986   fixes s :: "(real ^ 'n::finite) set"
       
  4987   assumes "bounded s" shows "\<exists>a. s \<subseteq> {-a .. a}"
       
  4988 proof-
       
  4989   obtain a where "s \<subseteq> {- a<..<a}" using bounded_subset_open_interval_symmetric[OF assms] by auto
       
  4990   thus ?thesis using interval_open_subset_closed[of "-a" a] by auto
       
  4991 qed
       
  4992 
       
  4993 lemma bounded_subset_closed_interval:
       
  4994   fixes s :: "(real ^ 'n::finite) set"
       
  4995   shows "bounded s ==> (\<exists>a b. s \<subseteq> {a .. b})"
       
  4996   using bounded_subset_closed_interval_symmetric[of s] by auto
       
  4997 
       
  4998 lemma frontier_closed_interval:
       
  4999   fixes a b :: "real ^ _"
       
  5000   shows "frontier {a .. b} = {a .. b} - {a<..<b}"
       
  5001   unfolding frontier_def unfolding interior_closed_interval and closure_closed[OF closed_interval] ..
       
  5002 
       
  5003 lemma frontier_open_interval:
       
  5004   fixes a b :: "real ^ _"
       
  5005   shows "frontier {a<..<b} = (if {a<..<b} = {} then {} else {a .. b} - {a<..<b})"
       
  5006 proof(cases "{a<..<b} = {}")
       
  5007   case True thus ?thesis using frontier_empty by auto
       
  5008 next
       
  5009   case False thus ?thesis unfolding frontier_def and closure_open_interval[OF False] and interior_open[OF open_interval] by auto
       
  5010 qed
       
  5011 
       
  5012 lemma inter_interval_mixed_eq_empty: fixes a :: "real^'n::finite"
       
  5013   assumes "{c<..<d} \<noteq> {}"  shows "{a<..<b} \<inter> {c .. d} = {} \<longleftrightarrow> {a<..<b} \<inter> {c<..<d} = {}"
       
  5014   unfolding closure_open_interval[OF assms, THEN sym] unfolding open_inter_closure_eq_empty[OF open_interval] ..
       
  5015 
       
  5016 
       
  5017 (* Some special cases for intervals in R^1.                                  *)
       
  5018 
       
  5019 lemma all_1: "(\<forall>x::1. P x) \<longleftrightarrow> P 1"
       
  5020   by (metis num1_eq_iff)
       
  5021 
       
  5022 lemma ex_1: "(\<exists>x::1. P x) \<longleftrightarrow> P 1"
       
  5023   by auto (metis num1_eq_iff)
       
  5024 
       
  5025 lemma interval_cases_1: fixes x :: "real^1" shows
       
  5026  "x \<in> {a .. b} ==> x \<in> {a<..<b} \<or> (x = a) \<or> (x = b)"
       
  5027   by(simp add:  Cart_eq vector_less_def vector_less_eq_def all_1, auto)
       
  5028 
       
  5029 lemma in_interval_1: fixes x :: "real^1" shows
       
  5030  "(x \<in> {a .. b} \<longleftrightarrow> dest_vec1 a \<le> dest_vec1 x \<and> dest_vec1 x \<le> dest_vec1 b) \<and>
       
  5031   (x \<in> {a<..<b} \<longleftrightarrow> dest_vec1 a < dest_vec1 x \<and> dest_vec1 x < dest_vec1 b)"
       
  5032 by(simp add: Cart_eq vector_less_def vector_less_eq_def all_1 dest_vec1_def)
       
  5033 
       
  5034 lemma interval_eq_empty_1: fixes a :: "real^1" shows
       
  5035   "{a .. b} = {} \<longleftrightarrow> dest_vec1 b < dest_vec1 a"
       
  5036   "{a<..<b} = {} \<longleftrightarrow> dest_vec1 b \<le> dest_vec1 a"
       
  5037   unfolding interval_eq_empty and ex_1 and dest_vec1_def by auto
       
  5038 
       
  5039 lemma subset_interval_1: fixes a :: "real^1" shows
       
  5040  "({a .. b} \<subseteq> {c .. d} \<longleftrightarrow>  dest_vec1 b < dest_vec1 a \<or>
       
  5041                 dest_vec1 c \<le> dest_vec1 a \<and> dest_vec1 a \<le> dest_vec1 b \<and> dest_vec1 b \<le> dest_vec1 d)"
       
  5042  "({a .. b} \<subseteq> {c<..<d} \<longleftrightarrow>  dest_vec1 b < dest_vec1 a \<or>
       
  5043                 dest_vec1 c < dest_vec1 a \<and> dest_vec1 a \<le> dest_vec1 b \<and> dest_vec1 b < dest_vec1 d)"
       
  5044  "({a<..<b} \<subseteq> {c .. d} \<longleftrightarrow>  dest_vec1 b \<le> dest_vec1 a \<or>
       
  5045                 dest_vec1 c \<le> dest_vec1 a \<and> dest_vec1 a < dest_vec1 b \<and> dest_vec1 b \<le> dest_vec1 d)"
       
  5046  "({a<..<b} \<subseteq> {c<..<d} \<longleftrightarrow> dest_vec1 b \<le> dest_vec1 a \<or>
       
  5047                 dest_vec1 c \<le> dest_vec1 a \<and> dest_vec1 a < dest_vec1 b \<and> dest_vec1 b \<le> dest_vec1 d)"
       
  5048   unfolding subset_interval[of a b c d] unfolding all_1 and dest_vec1_def by auto
       
  5049 
       
  5050 lemma eq_interval_1: fixes a :: "real^1" shows
       
  5051  "{a .. b} = {c .. d} \<longleftrightarrow>
       
  5052           dest_vec1 b < dest_vec1 a \<and> dest_vec1 d < dest_vec1 c \<or>
       
  5053           dest_vec1 a = dest_vec1 c \<and> dest_vec1 b = dest_vec1 d"
       
  5054 using set_eq_subset[of "{a .. b}" "{c .. d}"]
       
  5055 using subset_interval_1(1)[of a b c d]
       
  5056 using subset_interval_1(1)[of c d a b]
       
  5057 by auto (* FIXME: slow *)
       
  5058 
       
  5059 lemma disjoint_interval_1: fixes a :: "real^1" shows
       
  5060   "{a .. b} \<inter> {c .. d} = {} \<longleftrightarrow> dest_vec1 b < dest_vec1 a \<or> dest_vec1 d < dest_vec1 c  \<or>  dest_vec1 b < dest_vec1 c \<or> dest_vec1 d < dest_vec1 a"
       
  5061   "{a .. b} \<inter> {c<..<d} = {} \<longleftrightarrow> dest_vec1 b < dest_vec1 a \<or> dest_vec1 d \<le> dest_vec1 c  \<or>  dest_vec1 b \<le> dest_vec1 c \<or> dest_vec1 d \<le> dest_vec1 a"
       
  5062   "{a<..<b} \<inter> {c .. d} = {} \<longleftrightarrow> dest_vec1 b \<le> dest_vec1 a \<or> dest_vec1 d < dest_vec1 c  \<or>  dest_vec1 b \<le> dest_vec1 c \<or> dest_vec1 d \<le> dest_vec1 a"
       
  5063   "{a<..<b} \<inter> {c<..<d} = {} \<longleftrightarrow> dest_vec1 b \<le> dest_vec1 a \<or> dest_vec1 d \<le> dest_vec1 c  \<or>  dest_vec1 b \<le> dest_vec1 c \<or> dest_vec1 d \<le> dest_vec1 a"
       
  5064   unfolding disjoint_interval and dest_vec1_def ex_1 by auto
       
  5065 
       
  5066 lemma open_closed_interval_1: fixes a :: "real^1" shows
       
  5067  "{a<..<b} = {a .. b} - {a, b}"
       
  5068   unfolding expand_set_eq apply simp unfolding vector_less_def and vector_less_eq_def and all_1 and dest_vec1_eq[THEN sym] and dest_vec1_def by auto
       
  5069 
       
  5070 lemma closed_open_interval_1: "dest_vec1 (a::real^1) \<le> dest_vec1 b ==> {a .. b} = {a<..<b} \<union> {a,b}"
       
  5071   unfolding expand_set_eq apply simp unfolding vector_less_def and vector_less_eq_def and all_1 and dest_vec1_eq[THEN sym] and dest_vec1_def by auto
       
  5072 
       
  5073 (* Some stuff for half-infinite intervals too; FIXME: notation?  *)
       
  5074 
       
  5075 lemma closed_interval_left: fixes b::"real^'n::finite"
       
  5076   shows "closed {x::real^'n. \<forall>i. x$i \<le> b$i}"
       
  5077 proof-
       
  5078   { fix i
       
  5079     fix x::"real^'n" assume x:"\<forall>e>0. \<exists>x'\<in>{x. \<forall>i. x $ i \<le> b $ i}. x' \<noteq> x \<and> dist x' x < e"
       
  5080     { assume "x$i > b$i"
       
  5081       then obtain y where "y $ i \<le> b $ i"  "y \<noteq> x"  "dist y x < x$i - b$i" using x[THEN spec[where x="x$i - b$i"]] by auto
       
  5082       hence False using component_le_norm[of "y - x" i] unfolding dist_norm and vector_minus_component by auto   }
       
  5083     hence "x$i \<le> b$i" by(rule ccontr)auto  }
       
  5084   thus ?thesis unfolding closed_limpt unfolding islimpt_approachable by blast
       
  5085 qed
       
  5086 
       
  5087 lemma closed_interval_right: fixes a::"real^'n::finite"
       
  5088   shows "closed {x::real^'n. \<forall>i. a$i \<le> x$i}"
       
  5089 proof-
       
  5090   { fix i
       
  5091     fix x::"real^'n" assume x:"\<forall>e>0. \<exists>x'\<in>{x. \<forall>i. a $ i \<le> x $ i}. x' \<noteq> x \<and> dist x' x < e"
       
  5092     { assume "a$i > x$i"
       
  5093       then obtain y where "a $ i \<le> y $ i"  "y \<noteq> x"  "dist y x < a$i - x$i" using x[THEN spec[where x="a$i - x$i"]] by auto
       
  5094       hence False using component_le_norm[of "y - x" i] unfolding dist_norm and vector_minus_component by auto   }
       
  5095     hence "a$i \<le> x$i" by(rule ccontr)auto  }
       
  5096   thus ?thesis unfolding closed_limpt unfolding islimpt_approachable by blast
       
  5097 qed
       
  5098 
       
  5099 subsection{* Intervals in general, including infinite and mixtures of open and closed. *}
       
  5100 
       
  5101 definition "is_interval s \<longleftrightarrow> (\<forall>a\<in>s. \<forall>b\<in>s. \<forall>x. (\<forall>i. ((a$i \<le> x$i \<and> x$i \<le> b$i) \<or> (b$i \<le> x$i \<and> x$i \<le> a$i)))  \<longrightarrow> x \<in> s)"
       
  5102 
       
  5103 lemma is_interval_interval: "is_interval {a .. b::real^'n::finite}" (is ?th1) "is_interval {a<..<b}" (is ?th2) proof - 
       
  5104   have *:"\<And>x y z::real. x < y \<Longrightarrow> y < z \<Longrightarrow> x < z" by auto
       
  5105   show ?th1 ?th2  unfolding is_interval_def mem_interval Ball_def atLeastAtMost_iff
       
  5106     by(meson real_le_trans le_less_trans less_le_trans *)+ qed
       
  5107 
       
  5108 lemma is_interval_empty:
       
  5109  "is_interval {}"
       
  5110   unfolding is_interval_def
       
  5111   by simp
       
  5112 
       
  5113 lemma is_interval_univ:
       
  5114  "is_interval UNIV"
       
  5115   unfolding is_interval_def
       
  5116   by simp
       
  5117 
       
  5118 subsection{* Closure of halfspaces and hyperplanes.                                    *}
       
  5119 
       
  5120 lemma Lim_inner:
       
  5121   assumes "(f ---> l) net"  shows "((\<lambda>y. inner a (f y)) ---> inner a l) net"
       
  5122   by (intro tendsto_intros assms)
       
  5123 
       
  5124 lemma continuous_at_inner: "continuous (at x) (inner a)"
       
  5125   unfolding continuous_at by (intro tendsto_intros)
       
  5126 
       
  5127 lemma continuous_on_inner:
       
  5128   fixes s :: "'a::real_inner set"
       
  5129   shows "continuous_on s (inner a)"
       
  5130   unfolding continuous_on by (rule ballI) (intro tendsto_intros)
       
  5131 
       
  5132 lemma closed_halfspace_le: "closed {x. inner a x \<le> b}"
       
  5133 proof-
       
  5134   have "\<forall>x. continuous (at x) (inner a)"
       
  5135     unfolding continuous_at by (rule allI) (intro tendsto_intros)
       
  5136   hence "closed (inner a -` {..b})"
       
  5137     using closed_real_atMost by (rule continuous_closed_vimage)
       
  5138   moreover have "{x. inner a x \<le> b} = inner a -` {..b}" by auto
       
  5139   ultimately show ?thesis by simp
       
  5140 qed
       
  5141 
       
  5142 lemma closed_halfspace_ge: "closed {x. inner a x \<ge> b}"
       
  5143   using closed_halfspace_le[of "-a" "-b"] unfolding inner_minus_left by auto
       
  5144 
       
  5145 lemma closed_hyperplane: "closed {x. inner a x = b}"
       
  5146 proof-
       
  5147   have "{x. inner a x = b} = {x. inner a x \<ge> b} \<inter> {x. inner a x \<le> b}" by auto
       
  5148   thus ?thesis using closed_halfspace_le[of a b] and closed_halfspace_ge[of b a] using closed_Int by auto
       
  5149 qed
       
  5150 
       
  5151 lemma closed_halfspace_component_le:
       
  5152   shows "closed {x::real^'n::finite. x$i \<le> a}"
       
  5153   using closed_halfspace_le[of "(basis i)::real^'n" a] unfolding inner_basis[OF assms] by auto
       
  5154 
       
  5155 lemma closed_halfspace_component_ge:
       
  5156   shows "closed {x::real^'n::finite. x$i \<ge> a}"
       
  5157   using closed_halfspace_ge[of a "(basis i)::real^'n"] unfolding inner_basis[OF assms] by auto
       
  5158 
       
  5159 text{* Openness of halfspaces.                                                   *}
       
  5160 
       
  5161 lemma open_halfspace_lt: "open {x. inner a x < b}"
       
  5162 proof-
       
  5163   have "UNIV - {x. b \<le> inner a x} = {x. inner a x < b}" by auto
       
  5164   thus ?thesis using closed_halfspace_ge[unfolded closed_def Compl_eq_Diff_UNIV, of b a] by auto
       
  5165 qed
       
  5166 
       
  5167 lemma open_halfspace_gt: "open {x. inner a x > b}"
       
  5168 proof-
       
  5169   have "UNIV - {x. b \<ge> inner a x} = {x. inner a x > b}" by auto
       
  5170   thus ?thesis using closed_halfspace_le[unfolded closed_def Compl_eq_Diff_UNIV, of a b] by auto
       
  5171 qed
       
  5172 
       
  5173 lemma open_halfspace_component_lt:
       
  5174   shows "open {x::real^'n::finite. x$i < a}"
       
  5175   using open_halfspace_lt[of "(basis i)::real^'n" a] unfolding inner_basis[OF assms] by auto
       
  5176 
       
  5177 lemma open_halfspace_component_gt:
       
  5178   shows "open {x::real^'n::finite. x$i  > a}"
       
  5179   using open_halfspace_gt[of a "(basis i)::real^'n"] unfolding inner_basis[OF assms] by auto
       
  5180 
       
  5181 text{* This gives a simple derivation of limit component bounds.                 *}
       
  5182 
       
  5183 lemma Lim_component_le: fixes f :: "'a \<Rightarrow> real^'n::finite"
       
  5184   assumes "(f ---> l) net" "\<not> (trivial_limit net)"  "eventually (\<lambda>x. f(x)$i \<le> b) net"
       
  5185   shows "l$i \<le> b"
       
  5186 proof-
       
  5187   { fix x have "x \<in> {x::real^'n. inner (basis i) x \<le> b} \<longleftrightarrow> x$i \<le> b" unfolding inner_basis by auto } note * = this
       
  5188   show ?thesis using Lim_in_closed_set[of "{x. inner (basis i) x \<le> b}" f net l] unfolding *
       
  5189     using closed_halfspace_le[of "(basis i)::real^'n" b] and assms(1,2,3) by auto
       
  5190 qed
       
  5191 
       
  5192 lemma Lim_component_ge: fixes f :: "'a \<Rightarrow> real^'n::finite"
       
  5193   assumes "(f ---> l) net"  "\<not> (trivial_limit net)"  "eventually (\<lambda>x. b \<le> (f x)$i) net"
       
  5194   shows "b \<le> l$i"
       
  5195 proof-
       
  5196   { fix x have "x \<in> {x::real^'n. inner (basis i) x \<ge> b} \<longleftrightarrow> x$i \<ge> b" unfolding inner_basis by auto } note * = this
       
  5197   show ?thesis using Lim_in_closed_set[of "{x. inner (basis i) x \<ge> b}" f net l] unfolding *
       
  5198     using closed_halfspace_ge[of b "(basis i)::real^'n"] and assms(1,2,3) by auto
       
  5199 qed
       
  5200 
       
  5201 lemma Lim_component_eq: fixes f :: "'a \<Rightarrow> real^'n::finite"
       
  5202   assumes net:"(f ---> l) net" "~(trivial_limit net)" and ev:"eventually (\<lambda>x. f(x)$i = b) net"
       
  5203   shows "l$i = b"
       
  5204   using ev[unfolded order_eq_iff eventually_and] using Lim_component_ge[OF net, of b i] and Lim_component_le[OF net, of i b] by auto
       
  5205 
       
  5206 lemma Lim_drop_le: fixes f :: "'a \<Rightarrow> real^1" shows
       
  5207   "(f ---> l) net \<Longrightarrow> ~(trivial_limit net) \<Longrightarrow> eventually (\<lambda>x. dest_vec1 (f x) \<le> b) net ==> dest_vec1 l \<le> b"
       
  5208   using Lim_component_le[of f l net 1 b] unfolding dest_vec1_def by auto
       
  5209 
       
  5210 lemma Lim_drop_ge: fixes f :: "'a \<Rightarrow> real^1" shows
       
  5211  "(f ---> l) net \<Longrightarrow> ~(trivial_limit net) \<Longrightarrow> eventually (\<lambda>x. b \<le> dest_vec1 (f x)) net ==> b \<le> dest_vec1 l"
       
  5212   using Lim_component_ge[of f l net b 1] unfolding dest_vec1_def by auto
       
  5213 
       
  5214 text{* Limits relative to a union.                                               *}
       
  5215 
       
  5216 lemma eventually_within_Un:
       
  5217   "eventually P (net within (s \<union> t)) \<longleftrightarrow>
       
  5218     eventually P (net within s) \<and> eventually P (net within t)"
       
  5219   unfolding Limits.eventually_within
       
  5220   by (auto elim!: eventually_rev_mp)
       
  5221 
       
  5222 lemma Lim_within_union:
       
  5223  "(f ---> l) (net within (s \<union> t)) \<longleftrightarrow>
       
  5224   (f ---> l) (net within s) \<and> (f ---> l) (net within t)"
       
  5225   unfolding tendsto_def
       
  5226   by (auto simp add: eventually_within_Un)
       
  5227 
       
  5228 lemma continuous_on_union:
       
  5229   assumes "closed s" "closed t" "continuous_on s f" "continuous_on t f"
       
  5230   shows "continuous_on (s \<union> t) f"
       
  5231   using assms unfolding continuous_on unfolding Lim_within_union
       
  5232   unfolding Lim unfolding trivial_limit_within unfolding closed_limpt by auto
       
  5233 
       
  5234 lemma continuous_on_cases:
       
  5235   assumes "closed s" "closed t" "continuous_on s f" "continuous_on t g"
       
  5236           "\<forall>x. (x\<in>s \<and> \<not> P x) \<or> (x \<in> t \<and> P x) \<longrightarrow> f x = g x"
       
  5237   shows "continuous_on (s \<union> t) (\<lambda>x. if P x then f x else g x)"
       
  5238 proof-
       
  5239   let ?h = "(\<lambda>x. if P x then f x else g x)"
       
  5240   have "\<forall>x\<in>s. f x = (if P x then f x else g x)" using assms(5) by auto
       
  5241   hence "continuous_on s ?h" using continuous_on_eq[of s f ?h] using assms(3) by auto
       
  5242   moreover
       
  5243   have "\<forall>x\<in>t. g x = (if P x then f x else g x)" using assms(5) by auto
       
  5244   hence "continuous_on t ?h" using continuous_on_eq[of t g ?h] using assms(4) by auto
       
  5245   ultimately show ?thesis using continuous_on_union[OF assms(1,2), of ?h] by auto
       
  5246 qed
       
  5247 
       
  5248 
       
  5249 text{* Some more convenient intermediate-value theorem formulations.             *}
       
  5250 
       
  5251 lemma connected_ivt_hyperplane:
       
  5252   assumes "connected s" "x \<in> s" "y \<in> s" "inner a x \<le> b" "b \<le> inner a y"
       
  5253   shows "\<exists>z \<in> s. inner a z = b"
       
  5254 proof(rule ccontr)
       
  5255   assume as:"\<not> (\<exists>z\<in>s. inner a z = b)"
       
  5256   let ?A = "{x. inner a x < b}"
       
  5257   let ?B = "{x. inner a x > b}"
       
  5258   have "open ?A" "open ?B" using open_halfspace_lt and open_halfspace_gt by auto
       
  5259   moreover have "?A \<inter> ?B = {}" by auto
       
  5260   moreover have "s \<subseteq> ?A \<union> ?B" using as by auto
       
  5261   ultimately show False using assms(1)[unfolded connected_def not_ex, THEN spec[where x="?A"], THEN spec[where x="?B"]] and assms(2-5) by auto
       
  5262 qed
       
  5263 
       
  5264 lemma connected_ivt_component: fixes x::"real^'n::finite" shows
       
  5265  "connected s \<Longrightarrow> x \<in> s \<Longrightarrow> y \<in> s \<Longrightarrow> x$k \<le> a \<Longrightarrow> a \<le> y$k \<Longrightarrow> (\<exists>z\<in>s.  z$k = a)"
       
  5266   using connected_ivt_hyperplane[of s x y "(basis k)::real^'n" a] by (auto simp add: inner_basis)
       
  5267 
       
  5268 text{* Also more convenient formulations of monotone convergence.                *}
       
  5269 
       
  5270 lemma bounded_increasing_convergent: fixes s::"nat \<Rightarrow> real^1"
       
  5271   assumes "bounded {s n| n::nat. True}"  "\<forall>n. dest_vec1(s n) \<le> dest_vec1(s(Suc n))"
       
  5272   shows "\<exists>l. (s ---> l) sequentially"
       
  5273 proof-
       
  5274   obtain a where a:"\<forall>n. \<bar>dest_vec1 (s n)\<bar> \<le>  a" using assms(1)[unfolded bounded_iff abs_dest_vec1] by auto
       
  5275   { fix m::nat
       
  5276     have "\<And> n. n\<ge>m \<longrightarrow> dest_vec1 (s m) \<le> dest_vec1 (s n)"
       
  5277       apply(induct_tac n) apply simp using assms(2) apply(erule_tac x="na" in allE) by(auto simp add: not_less_eq_eq)  }
       
  5278   hence "\<forall>m n. m \<le> n \<longrightarrow> dest_vec1 (s m) \<le> dest_vec1 (s n)" by auto
       
  5279   then obtain l where "\<forall>e>0. \<exists>N. \<forall>n\<ge>N. \<bar>dest_vec1 (s n) - l\<bar> < e" using convergent_bounded_monotone[OF a] unfolding monoseq_def by auto
       
  5280   thus ?thesis unfolding Lim_sequentially apply(rule_tac x="vec1 l" in exI)
       
  5281     unfolding dist_norm unfolding abs_dest_vec1 and dest_vec1_sub by auto
       
  5282 qed
       
  5283 
       
  5284 subsection{* Basic homeomorphism definitions.                                          *}
       
  5285 
       
  5286 definition "homeomorphism s t f g \<equiv>
       
  5287      (\<forall>x\<in>s. (g(f x) = x)) \<and> (f ` s = t) \<and> continuous_on s f \<and>
       
  5288      (\<forall>y\<in>t. (f(g y) = y)) \<and> (g ` t = s) \<and> continuous_on t g"
       
  5289 
       
  5290 definition
       
  5291   homeomorphic :: "'a::metric_space set \<Rightarrow> 'b::metric_space set \<Rightarrow> bool"
       
  5292     (infixr "homeomorphic" 60) where
       
  5293   homeomorphic_def: "s homeomorphic t \<equiv> (\<exists>f g. homeomorphism s t f g)"
       
  5294 
       
  5295 lemma homeomorphic_refl: "s homeomorphic s"
       
  5296   unfolding homeomorphic_def
       
  5297   unfolding homeomorphism_def
       
  5298   using continuous_on_id
       
  5299   apply(rule_tac x = "(\<lambda>x. x)" in exI)
       
  5300   apply(rule_tac x = "(\<lambda>x. x)" in exI)
       
  5301   by blast
       
  5302 
       
  5303 lemma homeomorphic_sym:
       
  5304  "s homeomorphic t \<longleftrightarrow> t homeomorphic s"
       
  5305 unfolding homeomorphic_def
       
  5306 unfolding homeomorphism_def
       
  5307 by blast (* FIXME: slow *)
       
  5308 
       
  5309 lemma homeomorphic_trans:
       
  5310   assumes "s homeomorphic t" "t homeomorphic u" shows "s homeomorphic u"
       
  5311 proof-
       
  5312   obtain f1 g1 where fg1:"\<forall>x\<in>s. g1 (f1 x) = x"  "f1 ` s = t" "continuous_on s f1" "\<forall>y\<in>t. f1 (g1 y) = y" "g1 ` t = s" "continuous_on t g1"
       
  5313     using assms(1) unfolding homeomorphic_def homeomorphism_def by auto
       
  5314   obtain f2 g2 where fg2:"\<forall>x\<in>t. g2 (f2 x) = x"  "f2 ` t = u" "continuous_on t f2" "\<forall>y\<in>u. f2 (g2 y) = y" "g2 ` u = t" "continuous_on u g2"
       
  5315     using assms(2) unfolding homeomorphic_def homeomorphism_def by auto
       
  5316 
       
  5317   { fix x assume "x\<in>s" hence "(g1 \<circ> g2) ((f2 \<circ> f1) x) = x" using fg1(1)[THEN bspec[where x=x]] and fg2(1)[THEN bspec[where x="f1 x"]] and fg1(2) by auto }
       
  5318   moreover have "(f2 \<circ> f1) ` s = u" using fg1(2) fg2(2) by auto
       
  5319   moreover have "continuous_on s (f2 \<circ> f1)" using continuous_on_compose[OF fg1(3)] and fg2(3) unfolding fg1(2) by auto
       
  5320   moreover { fix y assume "y\<in>u" hence "(f2 \<circ> f1) ((g1 \<circ> g2) y) = y" using fg2(4)[THEN bspec[where x=y]] and fg1(4)[THEN bspec[where x="g2 y"]] and fg2(5) by auto }
       
  5321   moreover have "(g1 \<circ> g2) ` u = s" using fg1(5) fg2(5) by auto
       
  5322   moreover have "continuous_on u (g1 \<circ> g2)" using continuous_on_compose[OF fg2(6)] and fg1(6)  unfolding fg2(5) by auto
       
  5323   ultimately show ?thesis unfolding homeomorphic_def homeomorphism_def apply(rule_tac x="f2 \<circ> f1" in exI) apply(rule_tac x="g1 \<circ> g2" in exI) by auto
       
  5324 qed
       
  5325 
       
  5326 lemma homeomorphic_minimal:
       
  5327  "s homeomorphic t \<longleftrightarrow>
       
  5328     (\<exists>f g. (\<forall>x\<in>s. f(x) \<in> t \<and> (g(f(x)) = x)) \<and>
       
  5329            (\<forall>y\<in>t. g(y) \<in> s \<and> (f(g(y)) = y)) \<and>
       
  5330            continuous_on s f \<and> continuous_on t g)"
       
  5331 unfolding homeomorphic_def homeomorphism_def
       
  5332 apply auto apply (rule_tac x=f in exI) apply (rule_tac x=g in exI)
       
  5333 apply auto apply (rule_tac x=f in exI) apply (rule_tac x=g in exI) apply auto
       
  5334 unfolding image_iff
       
  5335 apply(erule_tac x="g x" in ballE) apply(erule_tac x="x" in ballE)
       
  5336 apply auto apply(rule_tac x="g x" in bexI) apply auto
       
  5337 apply(erule_tac x="f x" in ballE) apply(erule_tac x="x" in ballE)
       
  5338 apply auto apply(rule_tac x="f x" in bexI) by auto
       
  5339 
       
  5340 subsection{* Relatively weak hypotheses if a set is compact.                           *}
       
  5341 
       
  5342 definition "inv_on f s = (\<lambda>x. SOME y. y\<in>s \<and> f y = x)"
       
  5343 
       
  5344 lemma assumes "inj_on f s" "x\<in>s"
       
  5345   shows "inv_on f s (f x) = x"
       
  5346  using assms unfolding inj_on_def inv_on_def by auto
       
  5347 
       
  5348 lemma homeomorphism_compact:
       
  5349   fixes f :: "'a::heine_borel \<Rightarrow> 'b::heine_borel"
       
  5350     (* class constraint due to continuous_on_inverse *)
       
  5351   assumes "compact s" "continuous_on s f"  "f ` s = t"  "inj_on f s"
       
  5352   shows "\<exists>g. homeomorphism s t f g"
       
  5353 proof-
       
  5354   def g \<equiv> "\<lambda>x. SOME y. y\<in>s \<and> f y = x"
       
  5355   have g:"\<forall>x\<in>s. g (f x) = x" using assms(3) assms(4)[unfolded inj_on_def] unfolding g_def by auto
       
  5356   { fix y assume "y\<in>t"
       
  5357     then obtain x where x:"f x = y" "x\<in>s" using assms(3) by auto
       
  5358     hence "g (f x) = x" using g by auto
       
  5359     hence "f (g y) = y" unfolding x(1)[THEN sym] by auto  }
       
  5360   hence g':"\<forall>x\<in>t. f (g x) = x" by auto
       
  5361   moreover
       
  5362   { fix x
       
  5363     have "x\<in>s \<Longrightarrow> x \<in> g ` t" using g[THEN bspec[where x=x]] unfolding image_iff using assms(3) by(auto intro!: bexI[where x="f x"])
       
  5364     moreover
       
  5365     { assume "x\<in>g ` t"
       
  5366       then obtain y where y:"y\<in>t" "g y = x" by auto
       
  5367       then obtain x' where x':"x'\<in>s" "f x' = y" using assms(3) by auto
       
  5368       hence "x \<in> s" unfolding g_def using someI2[of "\<lambda>b. b\<in>s \<and> f b = y" x' "\<lambda>x. x\<in>s"] unfolding y(2)[THEN sym] and g_def by auto }
       
  5369     ultimately have "x\<in>s \<longleftrightarrow> x \<in> g ` t" by auto  }
       
  5370   hence "g ` t = s" by auto
       
  5371   ultimately
       
  5372   show ?thesis unfolding homeomorphism_def homeomorphic_def
       
  5373     apply(rule_tac x=g in exI) using g and assms(3) and continuous_on_inverse[OF assms(2,1), of g, unfolded assms(3)] and assms(2) by auto
       
  5374 qed
       
  5375 
       
  5376 lemma homeomorphic_compact:
       
  5377   fixes f :: "'a::heine_borel \<Rightarrow> 'b::heine_borel"
       
  5378     (* class constraint due to continuous_on_inverse *)
       
  5379   shows "compact s \<Longrightarrow> continuous_on s f \<Longrightarrow> (f ` s = t) \<Longrightarrow> inj_on f s
       
  5380           \<Longrightarrow> s homeomorphic t"
       
  5381   unfolding homeomorphic_def by(metis homeomorphism_compact)
       
  5382 
       
  5383 text{* Preservation of topological properties.                                   *}
       
  5384 
       
  5385 lemma homeomorphic_compactness:
       
  5386  "s homeomorphic t ==> (compact s \<longleftrightarrow> compact t)"
       
  5387 unfolding homeomorphic_def homeomorphism_def
       
  5388 by (metis compact_continuous_image)
       
  5389 
       
  5390 text{* Results on translation, scaling etc.                                      *}
       
  5391 
       
  5392 lemma homeomorphic_scaling:
       
  5393   fixes s :: "'a::real_normed_vector set"
       
  5394   assumes "c \<noteq> 0"  shows "s homeomorphic ((\<lambda>x. c *\<^sub>R x) ` s)"
       
  5395   unfolding homeomorphic_minimal
       
  5396   apply(rule_tac x="\<lambda>x. c *\<^sub>R x" in exI)
       
  5397   apply(rule_tac x="\<lambda>x. (1 / c) *\<^sub>R x" in exI)
       
  5398   using assms apply auto
       
  5399   using continuous_on_cmul[OF continuous_on_id] by auto
       
  5400 
       
  5401 lemma homeomorphic_translation:
       
  5402   fixes s :: "'a::real_normed_vector set"
       
  5403   shows "s homeomorphic ((\<lambda>x. a + x) ` s)"
       
  5404   unfolding homeomorphic_minimal
       
  5405   apply(rule_tac x="\<lambda>x. a + x" in exI)
       
  5406   apply(rule_tac x="\<lambda>x. -a + x" in exI)
       
  5407   using continuous_on_add[OF continuous_on_const continuous_on_id] by auto
       
  5408 
       
  5409 lemma homeomorphic_affinity:
       
  5410   fixes s :: "'a::real_normed_vector set"
       
  5411   assumes "c \<noteq> 0"  shows "s homeomorphic ((\<lambda>x. a + c *\<^sub>R x) ` s)"
       
  5412 proof-
       
  5413   have *:"op + a ` op *\<^sub>R c ` s = (\<lambda>x. a + c *\<^sub>R x) ` s" by auto
       
  5414   show ?thesis
       
  5415     using homeomorphic_trans
       
  5416     using homeomorphic_scaling[OF assms, of s]
       
  5417     using homeomorphic_translation[of "(\<lambda>x. c *\<^sub>R x) ` s" a] unfolding * by auto
       
  5418 qed
       
  5419 
       
  5420 lemma homeomorphic_balls:
       
  5421   fixes a b ::"'a::real_normed_vector" (* FIXME: generalize to metric_space *)
       
  5422   assumes "0 < d"  "0 < e"
       
  5423   shows "(ball a d) homeomorphic  (ball b e)" (is ?th)
       
  5424         "(cball a d) homeomorphic (cball b e)" (is ?cth)
       
  5425 proof-
       
  5426   have *:"\<bar>e / d\<bar> > 0" "\<bar>d / e\<bar> >0" using assms using divide_pos_pos by auto
       
  5427   show ?th unfolding homeomorphic_minimal
       
  5428     apply(rule_tac x="\<lambda>x. b + (e/d) *\<^sub>R (x - a)" in exI)
       
  5429     apply(rule_tac x="\<lambda>x. a + (d/e) *\<^sub>R (x - b)" in exI)
       
  5430     using assms apply (auto simp add: dist_commute)
       
  5431     unfolding dist_norm
       
  5432     apply (auto simp add: pos_divide_less_eq mult_strict_left_mono)
       
  5433     unfolding continuous_on
       
  5434     by (intro ballI tendsto_intros, simp, assumption)+
       
  5435 next
       
  5436   have *:"\<bar>e / d\<bar> > 0" "\<bar>d / e\<bar> >0" using assms using divide_pos_pos by auto
       
  5437   show ?cth unfolding homeomorphic_minimal
       
  5438     apply(rule_tac x="\<lambda>x. b + (e/d) *\<^sub>R (x - a)" in exI)
       
  5439     apply(rule_tac x="\<lambda>x. a + (d/e) *\<^sub>R (x - b)" in exI)
       
  5440     using assms apply (auto simp add: dist_commute)
       
  5441     unfolding dist_norm
       
  5442     apply (auto simp add: pos_divide_le_eq)
       
  5443     unfolding continuous_on
       
  5444     by (intro ballI tendsto_intros, simp, assumption)+
       
  5445 qed
       
  5446 
       
  5447 text{* "Isometry" (up to constant bounds) of injective linear map etc.           *}
       
  5448 
       
  5449 lemma cauchy_isometric:
       
  5450   fixes x :: "nat \<Rightarrow> real ^ 'n::finite"
       
  5451   assumes e:"0 < e" and s:"subspace s" and f:"bounded_linear f" and normf:"\<forall>x\<in>s. norm(f x) \<ge> e * norm(x)" and xs:"\<forall>n::nat. x n \<in> s" and cf:"Cauchy(f o x)"
       
  5452   shows "Cauchy x"
       
  5453 proof-
       
  5454   interpret f: bounded_linear f by fact
       
  5455   { fix d::real assume "d>0"
       
  5456     then obtain N where N:"\<forall>n\<ge>N. norm (f (x n) - f (x N)) < e * d"
       
  5457       using cf[unfolded cauchy o_def dist_norm, THEN spec[where x="e*d"]] and e and mult_pos_pos[of e d] by auto
       
  5458     { fix n assume "n\<ge>N"
       
  5459       hence "norm (f (x n - x N)) < e * d" using N[THEN spec[where x=n]] unfolding f.diff[THEN sym] by auto
       
  5460       moreover have "e * norm (x n - x N) \<le> norm (f (x n - x N))"
       
  5461         using subspace_sub[OF s, of "x n" "x N"] using xs[THEN spec[where x=N]] and xs[THEN spec[where x=n]]
       
  5462         using normf[THEN bspec[where x="x n - x N"]] by auto
       
  5463       ultimately have "norm (x n - x N) < d" using `e>0`
       
  5464         using mult_left_less_imp_less[of e "norm (x n - x N)" d] by auto   }
       
  5465     hence "\<exists>N. \<forall>n\<ge>N. norm (x n - x N) < d" by auto }
       
  5466   thus ?thesis unfolding cauchy and dist_norm by auto
       
  5467 qed
       
  5468 
       
  5469 lemma complete_isometric_image:
       
  5470   fixes f :: "real ^ _ \<Rightarrow> real ^ _"
       
  5471   assumes "0 < e" and s:"subspace s" and f:"bounded_linear f" and normf:"\<forall>x\<in>s. norm(f x) \<ge> e * norm(x)" and cs:"complete s"
       
  5472   shows "complete(f ` s)"
       
  5473 proof-
       
  5474   { fix g assume as:"\<forall>n::nat. g n \<in> f ` s" and cfg:"Cauchy g"
       
  5475     then obtain x where "\<forall>n. x n \<in> s \<and> g n = f (x n)" unfolding image_iff and Bex_def
       
  5476       using choice[of "\<lambda> n xa. xa \<in> s \<and> g n = f xa"] by auto
       
  5477     hence x:"\<forall>n. x n \<in> s"  "\<forall>n. g n = f (x n)" by auto
       
  5478     hence "f \<circ> x = g" unfolding expand_fun_eq by auto
       
  5479     then obtain l where "l\<in>s" and l:"(x ---> l) sequentially"
       
  5480       using cs[unfolded complete_def, THEN spec[where x="x"]]
       
  5481       using cauchy_isometric[OF `0<e` s f normf] and cfg and x(1) by auto
       
  5482     hence "\<exists>l\<in>f ` s. (g ---> l) sequentially"
       
  5483       using linear_continuous_at[OF f, unfolded continuous_at_sequentially, THEN spec[where x=x], of l]
       
  5484       unfolding `f \<circ> x = g` by auto  }
       
  5485   thus ?thesis unfolding complete_def by auto
       
  5486 qed
       
  5487 
       
  5488 lemma dist_0_norm:
       
  5489   fixes x :: "'a::real_normed_vector"
       
  5490   shows "dist 0 x = norm x"
       
  5491 unfolding dist_norm by simp
       
  5492 
       
  5493 lemma injective_imp_isometric: fixes f::"real^'m::finite \<Rightarrow> real^'n::finite"
       
  5494   assumes s:"closed s"  "subspace s"  and f:"bounded_linear f" "\<forall>x\<in>s. (f x = 0) \<longrightarrow> (x = 0)"
       
  5495   shows "\<exists>e>0. \<forall>x\<in>s. norm (f x) \<ge> e * norm(x)"
       
  5496 proof(cases "s \<subseteq> {0::real^'m}")
       
  5497   case True
       
  5498   { fix x assume "x \<in> s"
       
  5499     hence "x = 0" using True by auto
       
  5500     hence "norm x \<le> norm (f x)" by auto  }
       
  5501   thus ?thesis by(auto intro!: exI[where x=1])
       
  5502 next
       
  5503   interpret f: bounded_linear f by fact
       
  5504   case False
       
  5505   then obtain a where a:"a\<noteq>0" "a\<in>s" by auto
       
  5506   from False have "s \<noteq> {}" by auto
       
  5507   let ?S = "{f x| x. (x \<in> s \<and> norm x = norm a)}"
       
  5508   let ?S' = "{x::real^'m. x\<in>s \<and> norm x = norm a}"
       
  5509   let ?S'' = "{x::real^'m. norm x = norm a}"
       
  5510 
       
  5511   have "?S'' = frontier(cball 0 (norm a))" unfolding frontier_cball and dist_norm by (auto simp add: norm_minus_cancel)
       
  5512   hence "compact ?S''" using compact_frontier[OF compact_cball, of 0 "norm a"] by auto
       
  5513   moreover have "?S' = s \<inter> ?S''" by auto
       
  5514   ultimately have "compact ?S'" using closed_inter_compact[of s ?S''] using s(1) by auto
       
  5515   moreover have *:"f ` ?S' = ?S" by auto
       
  5516   ultimately have "compact ?S" using compact_continuous_image[OF linear_continuous_on[OF f(1)], of ?S'] by auto
       
  5517   hence "closed ?S" using compact_imp_closed by auto
       
  5518   moreover have "?S \<noteq> {}" using a by auto
       
  5519   ultimately obtain b' where "b'\<in>?S" "\<forall>y\<in>?S. norm b' \<le> norm y" using distance_attains_inf[of ?S 0] unfolding dist_0_norm by auto
       
  5520   then obtain b where "b\<in>s" and ba:"norm b = norm a" and b:"\<forall>x\<in>{x \<in> s. norm x = norm a}. norm (f b) \<le> norm (f x)" unfolding *[THEN sym] unfolding image_iff by auto
       
  5521 
       
  5522   let ?e = "norm (f b) / norm b"
       
  5523   have "norm b > 0" using ba and a and norm_ge_zero by auto
       
  5524   moreover have "norm (f b) > 0" using f(2)[THEN bspec[where x=b], OF `b\<in>s`] using `norm b >0` unfolding zero_less_norm_iff by auto
       
  5525   ultimately have "0 < norm (f b) / norm b" by(simp only: divide_pos_pos)
       
  5526   moreover
       
  5527   { fix x assume "x\<in>s"
       
  5528     hence "norm (f b) / norm b * norm x \<le> norm (f x)"
       
  5529     proof(cases "x=0")
       
  5530       case True thus "norm (f b) / norm b * norm x \<le> norm (f x)" by auto
       
  5531     next
       
  5532       case False
       
  5533       hence *:"0 < norm a / norm x" using `a\<noteq>0` unfolding zero_less_norm_iff[THEN sym] by(simp only: divide_pos_pos)
       
  5534       have "\<forall>c. \<forall>x\<in>s. c *\<^sub>R x \<in> s" using s[unfolded subspace_def smult_conv_scaleR] by auto
       
  5535       hence "(norm a / norm x) *\<^sub>R x \<in> {x \<in> s. norm x = norm a}" using `x\<in>s` and `x\<noteq>0` by auto
       
  5536       thus "norm (f b) / norm b * norm x \<le> norm (f x)" using b[THEN bspec[where x="(norm a / norm x) *\<^sub>R x"]]
       
  5537         unfolding f.scaleR and ba using `x\<noteq>0` `a\<noteq>0`
       
  5538         by (auto simp add: real_mult_commute pos_le_divide_eq pos_divide_le_eq)
       
  5539     qed }
       
  5540   ultimately
       
  5541   show ?thesis by auto
       
  5542 qed
       
  5543 
       
  5544 lemma closed_injective_image_subspace:
       
  5545   fixes f :: "real ^ _ \<Rightarrow> real ^ _"
       
  5546   assumes "subspace s" "bounded_linear f" "\<forall>x\<in>s. f x = 0 --> x = 0" "closed s"
       
  5547   shows "closed(f ` s)"
       
  5548 proof-
       
  5549   obtain e where "e>0" and e:"\<forall>x\<in>s. e * norm x \<le> norm (f x)" using injective_imp_isometric[OF assms(4,1,2,3)] by auto
       
  5550   show ?thesis using complete_isometric_image[OF `e>0` assms(1,2) e] and assms(4)
       
  5551     unfolding complete_eq_closed[THEN sym] by auto
       
  5552 qed
       
  5553 
       
  5554 subsection{* Some properties of a canonical subspace.                                  *}
       
  5555 
       
  5556 lemma subspace_substandard:
       
  5557  "subspace {x::real^'n. (\<forall>i. P i \<longrightarrow> x$i = 0)}"
       
  5558   unfolding subspace_def by(auto simp add: vector_add_component vector_smult_component elim!: ballE)
       
  5559 
       
  5560 lemma closed_substandard:
       
  5561  "closed {x::real^'n::finite. \<forall>i. P i --> x$i = 0}" (is "closed ?A")
       
  5562 proof-
       
  5563   let ?D = "{i. P i}"
       
  5564   let ?Bs = "{{x::real^'n. inner (basis i) x = 0}| i. i \<in> ?D}"
       
  5565   { fix x
       
  5566     { assume "x\<in>?A"
       
  5567       hence x:"\<forall>i\<in>?D. x $ i = 0" by auto
       
  5568       hence "x\<in> \<Inter> ?Bs" by(auto simp add: inner_basis x) }
       
  5569     moreover
       
  5570     { assume x:"x\<in>\<Inter>?Bs"
       
  5571       { fix i assume i:"i \<in> ?D"
       
  5572         then obtain B where BB:"B \<in> ?Bs" and B:"B = {x::real^'n. inner (basis i) x = 0}" by auto
       
  5573         hence "x $ i = 0" unfolding B using x unfolding inner_basis by auto  }
       
  5574       hence "x\<in>?A" by auto }
       
  5575     ultimately have "x\<in>?A \<longleftrightarrow> x\<in> \<Inter>?Bs" by auto }
       
  5576   hence "?A = \<Inter> ?Bs" by auto
       
  5577   thus ?thesis by(auto simp add: closed_Inter closed_hyperplane)
       
  5578 qed
       
  5579 
       
  5580 lemma dim_substandard:
       
  5581   shows "dim {x::real^'n::finite. \<forall>i. i \<notin> d \<longrightarrow> x$i = 0} = card d" (is "dim ?A = _")
       
  5582 proof-
       
  5583   let ?D = "UNIV::'n set"
       
  5584   let ?B = "(basis::'n\<Rightarrow>real^'n) ` d"
       
  5585 
       
  5586     let ?bas = "basis::'n \<Rightarrow> real^'n"
       
  5587 
       
  5588   have "?B \<subseteq> ?A" by auto
       
  5589 
       
  5590   moreover
       
  5591   { fix x::"real^'n" assume "x\<in>?A"
       
  5592     with finite[of d]
       
  5593     have "x\<in> span ?B"
       
  5594     proof(induct d arbitrary: x)
       
  5595       case empty hence "x=0" unfolding Cart_eq by auto
       
  5596       thus ?case using subspace_0[OF subspace_span[of "{}"]] by auto
       
  5597     next
       
  5598       case (insert k F)
       
  5599       hence *:"\<forall>i. i \<notin> insert k F \<longrightarrow> x $ i = 0" by auto
       
  5600       have **:"F \<subseteq> insert k F" by auto
       
  5601       def y \<equiv> "x - x$k *\<^sub>R basis k"
       
  5602       have y:"x = y + (x$k) *\<^sub>R basis k" unfolding y_def by auto
       
  5603       { fix i assume i':"i \<notin> F"
       
  5604         hence "y $ i = 0" unfolding y_def unfolding vector_minus_component
       
  5605           and vector_smult_component and basis_component
       
  5606           using *[THEN spec[where x=i]] by auto }
       
  5607       hence "y \<in> span (basis ` (insert k F))" using insert(3)
       
  5608         using span_mono[of "?bas ` F" "?bas ` (insert k F)"]
       
  5609         using image_mono[OF **, of basis] by auto
       
  5610       moreover
       
  5611       have "basis k \<in> span (?bas ` (insert k F))" by(rule span_superset, auto)
       
  5612       hence "x$k *\<^sub>R basis k \<in> span (?bas ` (insert k F))"
       
  5613         using span_mul [where 'a=real, unfolded smult_conv_scaleR] by auto
       
  5614       ultimately
       
  5615       have "y + x$k *\<^sub>R basis k \<in> span (?bas ` (insert k F))"
       
  5616         using span_add by auto
       
  5617       thus ?case using y by auto
       
  5618     qed
       
  5619   }
       
  5620   hence "?A \<subseteq> span ?B" by auto
       
  5621 
       
  5622   moreover
       
  5623   { fix x assume "x \<in> ?B"
       
  5624     hence "x\<in>{(basis i)::real^'n |i. i \<in> ?D}" using assms by auto  }
       
  5625   hence "independent ?B" using independent_mono[OF independent_stdbasis, of ?B] and assms by auto
       
  5626 
       
  5627   moreover
       
  5628   have "d \<subseteq> ?D" unfolding subset_eq using assms by auto
       
  5629   hence *:"inj_on (basis::'n\<Rightarrow>real^'n) d" using subset_inj_on[OF basis_inj, of "d"] by auto
       
  5630   have "?B hassize (card d)" unfolding hassize_def and card_image[OF *] by auto
       
  5631 
       
  5632   ultimately show ?thesis using dim_unique[of "basis ` d" ?A] by auto
       
  5633 qed
       
  5634 
       
  5635 text{* Hence closure and completeness of all subspaces.                          *}
       
  5636 
       
  5637 lemma closed_subspace_lemma: "n \<le> card (UNIV::'n::finite set) \<Longrightarrow> \<exists>A::'n set. card A = n"
       
  5638 apply (induct n)
       
  5639 apply (rule_tac x="{}" in exI, simp)
       
  5640 apply clarsimp
       
  5641 apply (subgoal_tac "\<exists>x. x \<notin> A")
       
  5642 apply (erule exE)
       
  5643 apply (rule_tac x="insert x A" in exI, simp)
       
  5644 apply (subgoal_tac "A \<noteq> UNIV", auto)
       
  5645 done
       
  5646 
       
  5647 lemma closed_subspace: fixes s::"(real^'n::finite) set"
       
  5648   assumes "subspace s" shows "closed s"
       
  5649 proof-
       
  5650   have "dim s \<le> card (UNIV :: 'n set)" using dim_subset_univ by auto
       
  5651   then obtain d::"'n set" where t: "card d = dim s"
       
  5652     using closed_subspace_lemma by auto
       
  5653   let ?t = "{x::real^'n. \<forall>i. i \<notin> d \<longrightarrow> x$i = 0}"
       
  5654   obtain f where f:"bounded_linear f"  "f ` ?t = s" "inj_on f ?t"
       
  5655     using subspace_isomorphism[unfolded linear_conv_bounded_linear, OF subspace_substandard[of "\<lambda>i. i \<notin> d"] assms]
       
  5656     using dim_substandard[of d] and t by auto
       
  5657   interpret f: bounded_linear f by fact
       
  5658   have "\<forall>x\<in>?t. f x = 0 \<longrightarrow> x = 0" using f.zero using f(3)[unfolded inj_on_def]
       
  5659     by(erule_tac x=0 in ballE) auto
       
  5660   moreover have "closed ?t" using closed_substandard .
       
  5661   moreover have "subspace ?t" using subspace_substandard .
       
  5662   ultimately show ?thesis using closed_injective_image_subspace[of ?t f]
       
  5663     unfolding f(2) using f(1) by auto
       
  5664 qed
       
  5665 
       
  5666 lemma complete_subspace:
       
  5667   fixes s :: "(real ^ _) set" shows "subspace s ==> complete s"
       
  5668   using complete_eq_closed closed_subspace
       
  5669   by auto
       
  5670 
       
  5671 lemma dim_closure:
       
  5672   fixes s :: "(real ^ _) set"
       
  5673   shows "dim(closure s) = dim s" (is "?dc = ?d")
       
  5674 proof-
       
  5675   have "?dc \<le> ?d" using closure_minimal[OF span_inc, of s]
       
  5676     using closed_subspace[OF subspace_span, of s]
       
  5677     using dim_subset[of "closure s" "span s"] unfolding dim_span by auto
       
  5678   thus ?thesis using dim_subset[OF closure_subset, of s] by auto
       
  5679 qed
       
  5680 
       
  5681 text{* Affine transformations of intervals.                                      *}
       
  5682 
       
  5683 lemma affinity_inverses:
       
  5684   assumes m0: "m \<noteq> (0::'a::field)"
       
  5685   shows "(\<lambda>x. m *s x + c) o (\<lambda>x. inverse(m) *s x + (-(inverse(m) *s c))) = id"
       
  5686   "(\<lambda>x. inverse(m) *s x + (-(inverse(m) *s c))) o (\<lambda>x. m *s x + c) = id"
       
  5687   using m0
       
  5688 apply (auto simp add: expand_fun_eq vector_add_ldistrib vector_smult_assoc)
       
  5689 by (simp add: vector_smult_lneg[symmetric] vector_smult_assoc vector_sneg_minus1[symmetric])
       
  5690 
       
  5691 lemma real_affinity_le:
       
  5692  "0 < (m::'a::ordered_field) ==> (m * x + c \<le> y \<longleftrightarrow> x \<le> inverse(m) * y + -(c / m))"
       
  5693   by (simp add: field_simps inverse_eq_divide)
       
  5694 
       
  5695 lemma real_le_affinity:
       
  5696  "0 < (m::'a::ordered_field) ==> (y \<le> m * x + c \<longleftrightarrow> inverse(m) * y + -(c / m) \<le> x)"
       
  5697   by (simp add: field_simps inverse_eq_divide)
       
  5698 
       
  5699 lemma real_affinity_lt:
       
  5700  "0 < (m::'a::ordered_field) ==> (m * x + c < y \<longleftrightarrow> x < inverse(m) * y + -(c / m))"
       
  5701   by (simp add: field_simps inverse_eq_divide)
       
  5702 
       
  5703 lemma real_lt_affinity:
       
  5704  "0 < (m::'a::ordered_field) ==> (y < m * x + c \<longleftrightarrow> inverse(m) * y + -(c / m) < x)"
       
  5705   by (simp add: field_simps inverse_eq_divide)
       
  5706 
       
  5707 lemma real_affinity_eq:
       
  5708  "(m::'a::ordered_field) \<noteq> 0 ==> (m * x + c = y \<longleftrightarrow> x = inverse(m) * y + -(c / m))"
       
  5709   by (simp add: field_simps inverse_eq_divide)
       
  5710 
       
  5711 lemma real_eq_affinity:
       
  5712  "(m::'a::ordered_field) \<noteq> 0 ==> (y = m * x + c  \<longleftrightarrow> inverse(m) * y + -(c / m) = x)"
       
  5713   by (simp add: field_simps inverse_eq_divide)
       
  5714 
       
  5715 lemma vector_affinity_eq:
       
  5716   assumes m0: "(m::'a::field) \<noteq> 0"
       
  5717   shows "m *s x + c = y \<longleftrightarrow> x = inverse m *s y + -(inverse m *s c)"
       
  5718 proof
       
  5719   assume h: "m *s x + c = y"
       
  5720   hence "m *s x = y - c" by (simp add: ring_simps)
       
  5721   hence "inverse m *s (m *s x) = inverse m *s (y - c)" by simp
       
  5722   then show "x = inverse m *s y + - (inverse m *s c)"
       
  5723     using m0 by (simp add: vector_smult_assoc vector_ssub_ldistrib)
       
  5724 next
       
  5725   assume h: "x = inverse m *s y + - (inverse m *s c)"
       
  5726   show "m *s x + c = y" unfolding h diff_minus[symmetric]
       
  5727     using m0 by (simp add: vector_smult_assoc vector_ssub_ldistrib)
       
  5728 qed
       
  5729 
       
  5730 lemma vector_eq_affinity:
       
  5731  "(m::'a::field) \<noteq> 0 ==> (y = m *s x + c \<longleftrightarrow> inverse(m) *s y + -(inverse(m) *s c) = x)"
       
  5732   using vector_affinity_eq[where m=m and x=x and y=y and c=c]
       
  5733   by metis
       
  5734 
       
  5735 lemma image_affinity_interval: fixes m::real
       
  5736   fixes a b c :: "real^'n::finite"
       
  5737   shows "(\<lambda>x. m *\<^sub>R x + c) ` {a .. b} =
       
  5738             (if {a .. b} = {} then {}
       
  5739             else (if 0 \<le> m then {m *\<^sub>R a + c .. m *\<^sub>R b + c}
       
  5740             else {m *\<^sub>R b + c .. m *\<^sub>R a + c}))"
       
  5741 proof(cases "m=0")
       
  5742   { fix x assume "x \<le> c" "c \<le> x"
       
  5743     hence "x=c" unfolding vector_less_eq_def and Cart_eq by (auto intro: order_antisym) }
       
  5744   moreover case True
       
  5745   moreover have "c \<in> {m *\<^sub>R a + c..m *\<^sub>R b + c}" unfolding True by(auto simp add: vector_less_eq_def)
       
  5746   ultimately show ?thesis by auto
       
  5747 next
       
  5748   case False
       
  5749   { fix y assume "a \<le> y" "y \<le> b" "m > 0"
       
  5750     hence "m *\<^sub>R a + c \<le> m *\<^sub>R y + c"  "m *\<^sub>R y + c \<le> m *\<^sub>R b + c"
       
  5751       unfolding vector_less_eq_def by(auto simp add: vector_smult_component vector_add_component)
       
  5752   } moreover
       
  5753   { fix y assume "a \<le> y" "y \<le> b" "m < 0"
       
  5754     hence "m *\<^sub>R b + c \<le> m *\<^sub>R y + c"  "m *\<^sub>R y + c \<le> m *\<^sub>R a + c"
       
  5755       unfolding vector_less_eq_def by(auto simp add: vector_smult_component vector_add_component mult_left_mono_neg elim!:ballE)
       
  5756   } moreover
       
  5757   { fix y assume "m > 0"  "m *\<^sub>R a + c \<le> y"  "y \<le> m *\<^sub>R b + c"
       
  5758     hence "y \<in> (\<lambda>x. m *\<^sub>R x + c) ` {a..b}"
       
  5759       unfolding image_iff Bex_def mem_interval vector_less_eq_def
       
  5760       apply(auto simp add: vector_smult_component vector_add_component vector_minus_component vector_smult_assoc pth_3[symmetric]
       
  5761         intro!: exI[where x="(1 / m) *\<^sub>R (y - c)"])
       
  5762       by(auto simp add: pos_le_divide_eq pos_divide_le_eq real_mult_commute diff_le_iff)
       
  5763   } moreover
       
  5764   { fix y assume "m *\<^sub>R b + c \<le> y" "y \<le> m *\<^sub>R a + c" "m < 0"
       
  5765     hence "y \<in> (\<lambda>x. m *\<^sub>R x + c) ` {a..b}"
       
  5766       unfolding image_iff Bex_def mem_interval vector_less_eq_def
       
  5767       apply(auto simp add: vector_smult_component vector_add_component vector_minus_component vector_smult_assoc pth_3[symmetric]
       
  5768         intro!: exI[where x="(1 / m) *\<^sub>R (y - c)"])
       
  5769       by(auto simp add: neg_le_divide_eq neg_divide_le_eq real_mult_commute diff_le_iff)
       
  5770   }
       
  5771   ultimately show ?thesis using False by auto
       
  5772 qed
       
  5773 
       
  5774 lemma image_smult_interval:"(\<lambda>x. m *\<^sub>R (x::real^'n::finite)) ` {a..b} =
       
  5775   (if {a..b} = {} then {} else if 0 \<le> m then {m *\<^sub>R a..m *\<^sub>R b} else {m *\<^sub>R b..m *\<^sub>R a})"
       
  5776   using image_affinity_interval[of m 0 a b] by auto
       
  5777 
       
  5778 subsection{* Banach fixed point theorem (not really topological...) *}
       
  5779 
       
  5780 lemma banach_fix:
       
  5781   assumes s:"complete s" "s \<noteq> {}" and c:"0 \<le> c" "c < 1" and f:"(f ` s) \<subseteq> s" and
       
  5782           lipschitz:"\<forall>x\<in>s. \<forall>y\<in>s. dist (f x) (f y) \<le> c * dist x y"
       
  5783   shows "\<exists>! x\<in>s. (f x = x)"
       
  5784 proof-
       
  5785   have "1 - c > 0" using c by auto
       
  5786 
       
  5787   from s(2) obtain z0 where "z0 \<in> s" by auto
       
  5788   def z \<equiv> "\<lambda>n. (f ^^ n) z0"
       
  5789   { fix n::nat
       
  5790     have "z n \<in> s" unfolding z_def
       
  5791     proof(induct n) case 0 thus ?case using `z0 \<in>s` by auto
       
  5792     next case Suc thus ?case using f by auto qed }
       
  5793   note z_in_s = this
       
  5794 
       
  5795   def d \<equiv> "dist (z 0) (z 1)"
       
  5796 
       
  5797   have fzn:"\<And>n. f (z n) = z (Suc n)" unfolding z_def by auto
       
  5798   { fix n::nat
       
  5799     have "dist (z n) (z (Suc n)) \<le> (c ^ n) * d"
       
  5800     proof(induct n)
       
  5801       case 0 thus ?case unfolding d_def by auto
       
  5802     next
       
  5803       case (Suc m)
       
  5804       hence "c * dist (z m) (z (Suc m)) \<le> c ^ Suc m * d"
       
  5805         using `0 \<le> c` using mult_mono1_class.mult_mono1[of "dist (z m) (z (Suc m))" "c ^ m * d" c] by auto
       
  5806       thus ?case using lipschitz[THEN bspec[where x="z m"], OF z_in_s, THEN bspec[where x="z (Suc m)"], OF z_in_s]
       
  5807         unfolding fzn and mult_le_cancel_left by auto
       
  5808     qed
       
  5809   } note cf_z = this
       
  5810 
       
  5811   { fix n m::nat
       
  5812     have "(1 - c) * dist (z m) (z (m+n)) \<le> (c ^ m) * d * (1 - c ^ n)"
       
  5813     proof(induct n)
       
  5814       case 0 show ?case by auto
       
  5815     next
       
  5816       case (Suc k)
       
  5817       have "(1 - c) * dist (z m) (z (m + Suc k)) \<le> (1 - c) * (dist (z m) (z (m + k)) + dist (z (m + k)) (z (Suc (m + k))))"
       
  5818         using dist_triangle and c by(auto simp add: dist_triangle)
       
  5819       also have "\<dots> \<le> (1 - c) * (dist (z m) (z (m + k)) + c ^ (m + k) * d)"
       
  5820         using cf_z[of "m + k"] and c by auto
       
  5821       also have "\<dots> \<le> c ^ m * d * (1 - c ^ k) + (1 - c) * c ^ (m + k) * d"
       
  5822         using Suc by (auto simp add: ring_simps)
       
  5823       also have "\<dots> = (c ^ m) * (d * (1 - c ^ k) + (1 - c) * c ^ k * d)"
       
  5824         unfolding power_add by (auto simp add: ring_simps)
       
  5825       also have "\<dots> \<le> (c ^ m) * d * (1 - c ^ Suc k)"
       
  5826         using c by (auto simp add: ring_simps)
       
  5827       finally show ?case by auto
       
  5828     qed
       
  5829   } note cf_z2 = this
       
  5830   { fix e::real assume "e>0"
       
  5831     hence "\<exists>N. \<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist (z m) (z n) < e"
       
  5832     proof(cases "d = 0")
       
  5833       case True
       
  5834       hence "\<And>n. z n = z0" using cf_z2[of 0] and c unfolding z_def by (auto simp add: pos_prod_le[OF `1 - c > 0`])
       
  5835       thus ?thesis using `e>0` by auto
       
  5836     next
       
  5837       case False hence "d>0" unfolding d_def using zero_le_dist[of "z 0" "z 1"]
       
  5838         by (metis False d_def real_less_def)
       
  5839       hence "0 < e * (1 - c) / d" using `e>0` and `1-c>0`
       
  5840         using divide_pos_pos[of "e * (1 - c)" d] and mult_pos_pos[of e "1 - c"] by auto
       
  5841       then obtain N where N:"c ^ N < e * (1 - c) / d" using real_arch_pow_inv[of "e * (1 - c) / d" c] and c by auto
       
  5842       { fix m n::nat assume "m>n" and as:"m\<ge>N" "n\<ge>N"
       
  5843         have *:"c ^ n \<le> c ^ N" using `n\<ge>N` and c using power_decreasing[OF `n\<ge>N`, of c] by auto
       
  5844         have "1 - c ^ (m - n) > 0" using c and power_strict_mono[of c 1 "m - n"] using `m>n` by auto
       
  5845         hence **:"d * (1 - c ^ (m - n)) / (1 - c) > 0"
       
  5846           using real_mult_order[OF `d>0`, of "1 - c ^ (m - n)"]
       
  5847           using divide_pos_pos[of "d * (1 - c ^ (m - n))" "1 - c"]
       
  5848           using `0 < 1 - c` by auto
       
  5849 
       
  5850         have "dist (z m) (z n) \<le> c ^ n * d * (1 - c ^ (m - n)) / (1 - c)"
       
  5851           using cf_z2[of n "m - n"] and `m>n` unfolding pos_le_divide_eq[OF `1-c>0`]
       
  5852           by (auto simp add: real_mult_commute dist_commute)
       
  5853         also have "\<dots> \<le> c ^ N * d * (1 - c ^ (m - n)) / (1 - c)"
       
  5854           using mult_right_mono[OF * order_less_imp_le[OF **]]
       
  5855           unfolding real_mult_assoc by auto
       
  5856         also have "\<dots> < (e * (1 - c) / d) * d * (1 - c ^ (m - n)) / (1 - c)"
       
  5857           using mult_strict_right_mono[OF N **] unfolding real_mult_assoc by auto
       
  5858         also have "\<dots> = e * (1 - c ^ (m - n))" using c and `d>0` and `1 - c > 0` by auto
       
  5859         also have "\<dots> \<le> e" using c and `1 - c ^ (m - n) > 0` and `e>0` using mult_right_le_one_le[of e "1 - c ^ (m - n)"] by auto
       
  5860         finally have  "dist (z m) (z n) < e" by auto
       
  5861       } note * = this
       
  5862       { fix m n::nat assume as:"N\<le>m" "N\<le>n"
       
  5863         hence "dist (z n) (z m) < e"
       
  5864         proof(cases "n = m")
       
  5865           case True thus ?thesis using `e>0` by auto
       
  5866         next
       
  5867           case False thus ?thesis using as and *[of n m] *[of m n] unfolding nat_neq_iff by (auto simp add: dist_commute)
       
  5868         qed }
       
  5869       thus ?thesis by auto
       
  5870     qed
       
  5871   }
       
  5872   hence "Cauchy z" unfolding cauchy_def by auto
       
  5873   then obtain x where "x\<in>s" and x:"(z ---> x) sequentially" using s(1)[unfolded compact_def complete_def, THEN spec[where x=z]] and z_in_s by auto
       
  5874 
       
  5875   def e \<equiv> "dist (f x) x"
       
  5876   have "e = 0" proof(rule ccontr)
       
  5877     assume "e \<noteq> 0" hence "e>0" unfolding e_def using zero_le_dist[of "f x" x]
       
  5878       by (metis dist_eq_0_iff dist_nz e_def)
       
  5879     then obtain N where N:"\<forall>n\<ge>N. dist (z n) x < e / 2"
       
  5880       using x[unfolded Lim_sequentially, THEN spec[where x="e/2"]] by auto
       
  5881     hence N':"dist (z N) x < e / 2" by auto
       
  5882 
       
  5883     have *:"c * dist (z N) x \<le> dist (z N) x" unfolding mult_le_cancel_right2
       
  5884       using zero_le_dist[of "z N" x] and c
       
  5885       by (metis dist_eq_0_iff dist_nz order_less_asym real_less_def)
       
  5886     have "dist (f (z N)) (f x) \<le> c * dist (z N) x" using lipschitz[THEN bspec[where x="z N"], THEN bspec[where x=x]]
       
  5887       using z_in_s[of N] `x\<in>s` using c by auto
       
  5888     also have "\<dots> < e / 2" using N' and c using * by auto
       
  5889     finally show False unfolding fzn
       
  5890       using N[THEN spec[where x="Suc N"]] and dist_triangle_half_r[of "z (Suc N)" "f x" e x]
       
  5891       unfolding e_def by auto
       
  5892   qed
       
  5893   hence "f x = x" unfolding e_def by auto
       
  5894   moreover
       
  5895   { fix y assume "f y = y" "y\<in>s"
       
  5896     hence "dist x y \<le> c * dist x y" using lipschitz[THEN bspec[where x=x], THEN bspec[where x=y]]
       
  5897       using `x\<in>s` and `f x = x` by auto
       
  5898     hence "dist x y = 0" unfolding mult_le_cancel_right1
       
  5899       using c and zero_le_dist[of x y] by auto
       
  5900     hence "y = x" by auto
       
  5901   }
       
  5902   ultimately show ?thesis unfolding Bex1_def using `x\<in>s` by blast+
       
  5903 qed
       
  5904 
       
  5905 subsection{* Edelstein fixed point theorem.                                            *}
       
  5906 
       
  5907 lemma edelstein_fix:
       
  5908   fixes s :: "'a::real_normed_vector set"
       
  5909   assumes s:"compact s" "s \<noteq> {}" and gs:"(g ` s) \<subseteq> s"
       
  5910       and dist:"\<forall>x\<in>s. \<forall>y\<in>s. x \<noteq> y \<longrightarrow> dist (g x) (g y) < dist x y"
       
  5911   shows "\<exists>! x\<in>s. g x = x"
       
  5912 proof(cases "\<exists>x\<in>s. g x \<noteq> x")
       
  5913   obtain x where "x\<in>s" using s(2) by auto
       
  5914   case False hence g:"\<forall>x\<in>s. g x = x" by auto
       
  5915   { fix y assume "y\<in>s"
       
  5916     hence "x = y" using `x\<in>s` and dist[THEN bspec[where x=x], THEN bspec[where x=y]]
       
  5917       unfolding g[THEN bspec[where x=x], OF `x\<in>s`]
       
  5918       unfolding g[THEN bspec[where x=y], OF `y\<in>s`] by auto  }
       
  5919   thus ?thesis unfolding Bex1_def using `x\<in>s` and g by blast+
       
  5920 next
       
  5921   case True
       
  5922   then obtain x where [simp]:"x\<in>s" and "g x \<noteq> x" by auto
       
  5923   { fix x y assume "x \<in> s" "y \<in> s"
       
  5924     hence "dist (g x) (g y) \<le> dist x y"
       
  5925       using dist[THEN bspec[where x=x], THEN bspec[where x=y]] by auto } note dist' = this
       
  5926   def y \<equiv> "g x"
       
  5927   have [simp]:"y\<in>s" unfolding y_def using gs[unfolded image_subset_iff] and `x\<in>s` by blast
       
  5928   def f \<equiv> "\<lambda>n. g ^^ n"
       
  5929   have [simp]:"\<And>n z. g (f n z) = f (Suc n) z" unfolding f_def by auto
       
  5930   have [simp]:"\<And>z. f 0 z = z" unfolding f_def by auto
       
  5931   { fix n::nat and z assume "z\<in>s"
       
  5932     have "f n z \<in> s" unfolding f_def
       
  5933     proof(induct n)
       
  5934       case 0 thus ?case using `z\<in>s` by simp
       
  5935     next
       
  5936       case (Suc n) thus ?case using gs[unfolded image_subset_iff] by auto
       
  5937     qed } note fs = this
       
  5938   { fix m n ::nat assume "m\<le>n"
       
  5939     fix w z assume "w\<in>s" "z\<in>s"
       
  5940     have "dist (f n w) (f n z) \<le> dist (f m w) (f m z)" using `m\<le>n`
       
  5941     proof(induct n)
       
  5942       case 0 thus ?case by auto
       
  5943     next
       
  5944       case (Suc n)
       
  5945       thus ?case proof(cases "m\<le>n")
       
  5946         case True thus ?thesis using Suc(1)
       
  5947           using dist'[OF fs fs, OF `w\<in>s` `z\<in>s`, of n n] by auto
       
  5948       next
       
  5949         case False hence mn:"m = Suc n" using Suc(2) by simp
       
  5950         show ?thesis unfolding mn  by auto
       
  5951       qed
       
  5952     qed } note distf = this
       
  5953 
       
  5954   def h \<equiv> "\<lambda>n. (f n x, f n y)"
       
  5955   let ?s2 = "s \<times> s"
       
  5956   obtain l r where "l\<in>?s2" and r:"subseq r" and lr:"((h \<circ> r) ---> l) sequentially"
       
  5957     using compact_Times [OF s(1) s(1), unfolded compact_def, THEN spec[where x=h]] unfolding  h_def
       
  5958     using fs[OF `x\<in>s`] and fs[OF `y\<in>s`] by blast
       
  5959   def a \<equiv> "fst l" def b \<equiv> "snd l"
       
  5960   have lab:"l = (a, b)" unfolding a_def b_def by simp
       
  5961   have [simp]:"a\<in>s" "b\<in>s" unfolding a_def b_def using `l\<in>?s2` by auto
       
  5962 
       
  5963   have lima:"((fst \<circ> (h \<circ> r)) ---> a) sequentially"
       
  5964    and limb:"((snd \<circ> (h \<circ> r)) ---> b) sequentially"
       
  5965     using lr
       
  5966     unfolding o_def a_def b_def by (simp_all add: tendsto_intros)
       
  5967 
       
  5968   { fix n::nat
       
  5969     have *:"\<And>fx fy (x::'a) y. dist fx fy \<le> dist x y \<Longrightarrow> \<not> (dist (fx - fy) (a - b) < dist a b - dist x y)" unfolding dist_norm by norm
       
  5970     { fix x y :: 'a
       
  5971       have "dist (-x) (-y) = dist x y" unfolding dist_norm
       
  5972         using norm_minus_cancel[of "x - y"] by (auto simp add: uminus_add_conv_diff) } note ** = this
       
  5973 
       
  5974     { assume as:"dist a b > dist (f n x) (f n y)"
       
  5975       then obtain Na Nb where "\<forall>m\<ge>Na. dist (f (r m) x) a < (dist a b - dist (f n x) (f n y)) / 2"
       
  5976         and "\<forall>m\<ge>Nb. dist (f (r m) y) b < (dist a b - dist (f n x) (f n y)) / 2"
       
  5977         using lima limb unfolding h_def Lim_sequentially by (fastsimp simp del: less_divide_eq_number_of1)
       
  5978       hence "dist (f (r (Na + Nb + n)) x - f (r (Na + Nb + n)) y) (a - b) < dist a b - dist (f n x) (f n y)"
       
  5979         apply(erule_tac x="Na+Nb+n" in allE)
       
  5980         apply(erule_tac x="Na+Nb+n" in allE) apply simp
       
  5981         using dist_triangle_add_half[of a "f (r (Na + Nb + n)) x" "dist a b - dist (f n x) (f n y)"
       
  5982           "-b"  "- f (r (Na + Nb + n)) y"]
       
  5983         unfolding ** unfolding group_simps(12) by (auto simp add: dist_commute)
       
  5984       moreover
       
  5985       have "dist (f (r (Na + Nb + n)) x - f (r (Na + Nb + n)) y) (a - b) \<ge> dist a b - dist (f n x) (f n y)"
       
  5986         using distf[of n "r (Na+Nb+n)", OF _ `x\<in>s` `y\<in>s`]
       
  5987         using subseq_bigger[OF r, of "Na+Nb+n"]
       
  5988         using *[of "f (r (Na + Nb + n)) x" "f (r (Na + Nb + n)) y" "f n x" "f n y"] by auto
       
  5989       ultimately have False by simp
       
  5990     }
       
  5991     hence "dist a b \<le> dist (f n x) (f n y)" by(rule ccontr)auto }
       
  5992   note ab_fn = this
       
  5993 
       
  5994   have [simp]:"a = b" proof(rule ccontr)
       
  5995     def e \<equiv> "dist a b - dist (g a) (g b)"
       
  5996     assume "a\<noteq>b" hence "e > 0" unfolding e_def using dist by fastsimp
       
  5997     hence "\<exists>n. dist (f n x) a < e/2 \<and> dist (f n y) b < e/2"
       
  5998       using lima limb unfolding Lim_sequentially
       
  5999       apply (auto elim!: allE[where x="e/2"]) apply(rule_tac x="r (max N Na)" in exI) unfolding h_def by fastsimp
       
  6000     then obtain n where n:"dist (f n x) a < e/2 \<and> dist (f n y) b < e/2" by auto
       
  6001     have "dist (f (Suc n) x) (g a) \<le> dist (f n x) a"
       
  6002       using dist[THEN bspec[where x="f n x"], THEN bspec[where x="a"]] and fs by auto
       
  6003     moreover have "dist (f (Suc n) y) (g b) \<le> dist (f n y) b"
       
  6004       using dist[THEN bspec[where x="f n y"], THEN bspec[where x="b"]] and fs by auto
       
  6005     ultimately have "dist (f (Suc n) x) (g a) + dist (f (Suc n) y) (g b) < e" using n by auto
       
  6006     thus False unfolding e_def using ab_fn[of "Suc n"] by norm
       
  6007   qed
       
  6008 
       
  6009   have [simp]:"\<And>n. f (Suc n) x = f n y" unfolding f_def y_def by(induct_tac n)auto
       
  6010   { fix x y assume "x\<in>s" "y\<in>s" moreover
       
  6011     fix e::real assume "e>0" ultimately
       
  6012     have "dist y x < e \<longrightarrow> dist (g y) (g x) < e" using dist by fastsimp }
       
  6013   hence "continuous_on s g" unfolding continuous_on_def by auto
       
  6014 
       
  6015   hence "((snd \<circ> h \<circ> r) ---> g a) sequentially" unfolding continuous_on_sequentially
       
  6016     apply (rule allE[where x="\<lambda>n. (fst \<circ> h \<circ> r) n"]) apply (erule ballE[where x=a])
       
  6017     using lima unfolding h_def o_def using fs[OF `x\<in>s`] by (auto simp add: y_def)
       
  6018   hence "g a = a" using Lim_unique[OF trivial_limit_sequentially limb, of "g a"]
       
  6019     unfolding `a=b` and o_assoc by auto
       
  6020   moreover
       
  6021   { fix x assume "x\<in>s" "g x = x" "x\<noteq>a"
       
  6022     hence "False" using dist[THEN bspec[where x=a], THEN bspec[where x=x]]
       
  6023       using `g a = a` and `a\<in>s` by auto  }
       
  6024   ultimately show "\<exists>!x\<in>s. g x = x" unfolding Bex1_def using `a\<in>s` by blast
       
  6025 qed
       
  6026 
       
  6027 end