src/HOL/Hyperreal/MacLaurin.thy
changeset 15079 2ef899e4526d
parent 14738 83f1a514dcb4
child 15081 32402f5624d1
equal deleted inserted replaced
15078:8beb68a7afd9 15079:2ef899e4526d
     1 (*  Title       : MacLaurin.thy
     1 (*  Title       : MacLaurin.thy
     2     Author      : Jacques D. Fleuriot
     2     Author      : Jacques D. Fleuriot
     3     Copyright   : 2001 University of Edinburgh
     3     Copyright   : 2001 University of Edinburgh
     4     Description : MacLaurin series
     4     Description : MacLaurin series
       
     5     Conversion to Isar and new proofs by Lawrence C Paulson, 2004
     5 *)
     6 *)
     6 
     7 
     7 theory MacLaurin = Log
     8 theory MacLaurin = Log:
     8 files ("MacLaurin_lemmas.ML"):
     9 
     9 
    10 lemma sumr_offset: "sumr 0 n (%m. f (m+k)) = sumr 0 (n+k) f - sumr 0 k f"
    10 use "MacLaurin_lemmas.ML"
    11 by (induct_tac "n", auto)
    11 
    12 
    12 lemma Maclaurin_sin_bound: 
    13 lemma sumr_offset2: "\<forall>f. sumr 0 n (%m. f (m+k)) = sumr 0 (n+k) f - sumr 0 k f"
    13   "abs(sin x - sumr 0 n (%m. (if even m then 0 else ((- 1) ^ ((m - (Suc 0)) div 2)) / real (fact m)) * 
    14 by (induct_tac "n", auto)
    14   x ^ m))  <= inverse(real (fact n)) * abs(x) ^ n"
    15 
       
    16 lemma sumr_offset3: "sumr 0 (n+k) f = sumr 0 n (%m. f (m+k)) + sumr 0 k f"
       
    17 by (simp  add: sumr_offset)
       
    18 
       
    19 lemma sumr_offset4: "\<forall>n f. sumr 0 (n+k) f = sumr 0 n (%m. f (m+k)) + sumr 0 k f"
       
    20 by (simp add: sumr_offset)
       
    21 
       
    22 lemma sumr_from_1_from_0: "0 < n ==>
       
    23       sumr (Suc 0) (Suc n) (%n. (if even(n) then 0 else
       
    24              ((- 1) ^ ((n - (Suc 0)) div 2))/(real (fact n))) * a ^ n) =
       
    25       sumr 0 (Suc n) (%n. (if even(n) then 0 else
       
    26              ((- 1) ^ ((n - (Suc 0)) div 2))/(real (fact n))) * a ^ n)"
       
    27 by (rule_tac n1 = 1 in sumr_split_add [THEN subst], auto)
       
    28 
       
    29 
       
    30 subsection{*Maclaurin's Theorem with Lagrange Form of Remainder*}
       
    31 
       
    32 text{*This is a very long, messy proof even now that it's been broken down
       
    33 into lemmas.*}
       
    34 
       
    35 lemma Maclaurin_lemma:
       
    36     "0 < h ==>
       
    37      \<exists>B. f h = sumr 0 n (%m. (j m / real (fact m)) * (h^m)) +
       
    38                (B * ((h^n) / real(fact n)))"
       
    39 by (rule_tac x = "(f h - sumr 0 n (%m. (j m / real (fact m)) * h^m)) *
       
    40                  real(fact n) / (h^n)"
       
    41        in exI, auto)
       
    42 
       
    43 
       
    44 lemma eq_diff_eq': "(x = y - z) = (y = x + (z::real))"
       
    45 by arith
       
    46 
       
    47 text{*A crude tactic to differentiate by proof.*}
       
    48 ML
       
    49 {*
       
    50 exception DERIV_name;
       
    51 fun get_fun_name (_ $ (Const ("Lim.deriv",_) $ Abs(_,_, Const (f,_) $ _) $ _ $ _)) = f
       
    52 |   get_fun_name (_ $ (_ $ (Const ("Lim.deriv",_) $ Abs(_,_, Const (f,_) $ _) $ _ $ _))) = f
       
    53 |   get_fun_name _ = raise DERIV_name;
       
    54 
       
    55 val deriv_rulesI = [DERIV_Id,DERIV_const,DERIV_cos,DERIV_cmult,
       
    56                     DERIV_sin, DERIV_exp, DERIV_inverse,DERIV_pow,
       
    57                     DERIV_add, DERIV_diff, DERIV_mult, DERIV_minus,
       
    58                     DERIV_inverse_fun,DERIV_quotient,DERIV_fun_pow,
       
    59                     DERIV_fun_exp,DERIV_fun_sin,DERIV_fun_cos,
       
    60                     DERIV_Id,DERIV_const,DERIV_cos];
       
    61 
       
    62 val deriv_tac =
       
    63   SUBGOAL (fn (prem,i) =>
       
    64    (resolve_tac deriv_rulesI i) ORELSE
       
    65     ((rtac (read_instantiate [("f",get_fun_name prem)]
       
    66                      DERIV_chain2) i) handle DERIV_name => no_tac));;
       
    67 
       
    68 val DERIV_tac = ALLGOALS(fn i => REPEAT(deriv_tac i));
       
    69 *}
       
    70 
       
    71 lemma Maclaurin_lemma2:
       
    72       "[| \<forall>m t. m < n \<and> 0\<le>t \<and> t\<le>h \<longrightarrow> DERIV (diff m) t :> diff (Suc m) t;
       
    73           n = Suc k;
       
    74         difg =
       
    75         (\<lambda>m t. diff m t -
       
    76                ((\<Sum>p = 0..<n - m. diff (m + p) 0 / real (fact p) * t ^ p) +
       
    77                 B * (t ^ (n - m) / real (fact (n - m)))))|] ==>
       
    78         \<forall>m t. m < n & 0 \<le> t & t \<le> h -->
       
    79                     DERIV (difg m) t :> difg (Suc m) t"
       
    80 apply clarify
       
    81 apply (rule DERIV_diff)
       
    82 apply (simp (no_asm_simp))
       
    83 apply (tactic DERIV_tac)
       
    84 apply (tactic DERIV_tac)
       
    85 apply (rule_tac [2] lemma_DERIV_subst)
       
    86 apply (rule_tac [2] DERIV_quotient)
       
    87 apply (rule_tac [3] DERIV_const)
       
    88 apply (rule_tac [2] DERIV_pow)
       
    89   prefer 3 apply (simp add: fact_diff_Suc)
       
    90  prefer 2 apply simp
       
    91 apply (frule_tac m = m in less_add_one, clarify)
       
    92 apply (simp del: sumr_Suc)
       
    93 apply (insert sumr_offset4 [of 1])
       
    94 apply (simp del: sumr_Suc fact_Suc realpow_Suc)
       
    95 apply (rule lemma_DERIV_subst)
       
    96 apply (rule DERIV_add)
       
    97 apply (rule_tac [2] DERIV_const)
       
    98 apply (rule DERIV_sumr, clarify)
       
    99  prefer 2 apply simp
       
   100 apply (simp (no_asm) add: divide_inverse mult_assoc del: fact_Suc realpow_Suc)
       
   101 apply (rule DERIV_cmult)
       
   102 apply (rule lemma_DERIV_subst)
       
   103 apply (best intro: DERIV_chain2 intro!: DERIV_intros)
       
   104 apply (subst fact_Suc)
       
   105 apply (subst real_of_nat_mult)
       
   106 apply (simp add: inverse_mult_distrib mult_ac)
       
   107 done
       
   108 
       
   109 
       
   110 lemma Maclaurin_lemma3:
       
   111      "[|\<forall>k t. k < Suc m \<and> 0\<le>t & t\<le>h \<longrightarrow> DERIV (difg k) t :> difg (Suc k) t;
       
   112         \<forall>k<Suc m. difg k 0 = 0; DERIV (difg n) t :> 0;  n < m; 0 < t;
       
   113         t < h|]
       
   114      ==> \<exists>ta. 0 < ta & ta < t & DERIV (difg (Suc n)) ta :> 0"
       
   115 apply (rule Rolle, assumption, simp)
       
   116 apply (drule_tac x = n and P="%k. k<Suc m --> difg k 0 = 0" in spec)
       
   117 apply (rule DERIV_unique)
       
   118 prefer 2 apply assumption
       
   119 apply force
       
   120 apply (subgoal_tac "\<forall>ta. 0 \<le> ta & ta \<le> t --> (difg (Suc n)) differentiable ta")
       
   121 apply (simp add: differentiable_def)
       
   122 apply (blast dest!: DERIV_isCont)
       
   123 apply (simp add: differentiable_def, clarify)
       
   124 apply (rule_tac x = "difg (Suc (Suc n)) ta" in exI)
       
   125 apply force
       
   126 apply (simp add: differentiable_def, clarify)
       
   127 apply (rule_tac x = "difg (Suc (Suc n)) x" in exI)
       
   128 apply force
       
   129 done
       
   130 
       
   131 lemma Maclaurin:
       
   132    "[| 0 < h; 0 < n; diff 0 = f;
       
   133        \<forall>m t. m < n & 0 \<le> t & t \<le> h --> DERIV (diff m) t :> diff (Suc m) t |]
       
   134     ==> \<exists>t. 0 < t &
       
   135               t < h &
       
   136               f h =
       
   137               sumr 0 n (%m. (diff m 0 / real (fact m)) * h ^ m) +
       
   138               (diff n t / real (fact n)) * h ^ n"
       
   139 apply (case_tac "n = 0", force)
       
   140 apply (drule not0_implies_Suc)
       
   141 apply (erule exE)
       
   142 apply (frule_tac f=f and n=n and j="%m. diff m 0" in Maclaurin_lemma)
       
   143 apply (erule exE)
       
   144 apply (subgoal_tac "\<exists>g.
       
   145      g = (%t. f t - (sumr 0 n (%m. (diff m 0 / real(fact m)) * t^m) + (B * (t^n / real(fact n)))))")
       
   146  prefer 2 apply blast
       
   147 apply (erule exE)
       
   148 apply (subgoal_tac "g 0 = 0 & g h =0")
       
   149  prefer 2
       
   150  apply (simp del: sumr_Suc)
       
   151  apply (cut_tac n = m and k = 1 in sumr_offset2)
       
   152  apply (simp add: eq_diff_eq' del: sumr_Suc)
       
   153 apply (subgoal_tac "\<exists>difg. difg = (%m t. diff m t - (sumr 0 (n - m) (%p. (diff (m + p) 0 / real (fact p)) * (t ^ p)) + (B * ((t ^ (n - m)) / real (fact (n - m))))))")
       
   154  prefer 2 apply blast
       
   155 apply (erule exE)
       
   156 apply (subgoal_tac "difg 0 = g")
       
   157  prefer 2 apply simp
       
   158 apply (frule Maclaurin_lemma2, assumption+)
       
   159 apply (subgoal_tac "\<forall>ma. ma < n --> (\<exists>t. 0 < t & t < h & difg (Suc ma) t = 0) ")
       
   160 apply (drule_tac x = m and P="%m. m<n --> (\<exists>t. ?QQ m t)" in spec)
       
   161 apply (erule impE)
       
   162 apply (simp (no_asm_simp))
       
   163 apply (erule exE)
       
   164 apply (rule_tac x = t in exI)
       
   165 apply (simp del: realpow_Suc fact_Suc)
       
   166 apply (subgoal_tac "\<forall>m. m < n --> difg m 0 = 0")
       
   167  prefer 2
       
   168  apply clarify
       
   169  apply simp
       
   170  apply (frule_tac m = ma in less_add_one, clarify)
       
   171  apply (simp del: sumr_Suc)
       
   172 apply (insert sumr_offset4 [of 1])
       
   173 apply (simp del: sumr_Suc fact_Suc realpow_Suc)
       
   174 apply (subgoal_tac "\<forall>m. m < n --> (\<exists>t. 0 < t & t < h & DERIV (difg m) t :> 0) ")
       
   175 apply (rule allI, rule impI)
       
   176 apply (drule_tac x = ma and P="%m. m<n --> (\<exists>t. ?QQ m t)" in spec)
       
   177 apply (erule impE, assumption)
       
   178 apply (erule exE)
       
   179 apply (rule_tac x = t in exI)
       
   180 (* do some tidying up *)
       
   181 apply (erule_tac [!] V= "difg = (%m t. diff m t - (sumr 0 (n - m) (%p. diff (m + p) 0 / real (fact p) * t ^ p) + B * (t ^ (n - m) / real (fact (n - m)))))"
       
   182        in thin_rl)
       
   183 apply (erule_tac [!] V="g = (%t. f t - (sumr 0 n (%m. diff m 0 / real (fact m) * t ^ m) + B * (t ^ n / real (fact n))))"
       
   184        in thin_rl)
       
   185 apply (erule_tac [!] V="f h = sumr 0 n (%m. diff m 0 / real (fact m) * h ^ m) + B * (h ^ n / real (fact n))"
       
   186        in thin_rl)
       
   187 (* back to business *)
       
   188 apply (simp (no_asm_simp))
       
   189 apply (rule DERIV_unique)
       
   190 prefer 2 apply blast
       
   191 apply force
       
   192 apply (rule allI, induct_tac "ma")
       
   193 apply (rule impI, rule Rolle, assumption, simp, simp)
       
   194 apply (subgoal_tac "\<forall>t. 0 \<le> t & t \<le> h --> g differentiable t")
       
   195 apply (simp add: differentiable_def)
       
   196 apply (blast dest: DERIV_isCont)
       
   197 apply (simp add: differentiable_def, clarify)
       
   198 apply (rule_tac x = "difg (Suc 0) t" in exI)
       
   199 apply force
       
   200 apply (simp add: differentiable_def, clarify)
       
   201 apply (rule_tac x = "difg (Suc 0) x" in exI)
       
   202 apply force
       
   203 apply safe
       
   204 apply force
       
   205 apply (frule Maclaurin_lemma3, assumption+, safe)
       
   206 apply (rule_tac x = ta in exI, force)
       
   207 done
       
   208 
       
   209 lemma Maclaurin_objl:
       
   210      "0 < h & 0 < n & diff 0 = f &
       
   211        (\<forall>m t. m < n & 0 \<le> t & t \<le> h --> DERIV (diff m) t :> diff (Suc m) t)
       
   212     --> (\<exists>t. 0 < t &
       
   213               t < h &
       
   214               f h =
       
   215               sumr 0 n (%m. diff m 0 / real (fact m) * h ^ m) +
       
   216               diff n t / real (fact n) * h ^ n)"
       
   217 by (blast intro: Maclaurin)
       
   218 
       
   219 
       
   220 lemma Maclaurin2:
       
   221    "[| 0 < h; diff 0 = f;
       
   222        \<forall>m t.
       
   223           m < n & 0 \<le> t & t \<le> h --> DERIV (diff m) t :> diff (Suc m) t |]
       
   224     ==> \<exists>t. 0 < t &
       
   225               t \<le> h &
       
   226               f h =
       
   227               sumr 0 n (%m. diff m 0 / real (fact m) * h ^ m) +
       
   228               diff n t / real (fact n) * h ^ n"
       
   229 apply (case_tac "n", auto)
       
   230 apply (drule Maclaurin, auto)
       
   231 done
       
   232 
       
   233 lemma Maclaurin2_objl:
       
   234      "0 < h & diff 0 = f &
       
   235        (\<forall>m t.
       
   236           m < n & 0 \<le> t & t \<le> h --> DERIV (diff m) t :> diff (Suc m) t)
       
   237     --> (\<exists>t. 0 < t &
       
   238               t \<le> h &
       
   239               f h =
       
   240               sumr 0 n (%m. diff m 0 / real (fact m) * h ^ m) +
       
   241               diff n t / real (fact n) * h ^ n)"
       
   242 by (blast intro: Maclaurin2)
       
   243 
       
   244 lemma Maclaurin_minus:
       
   245    "[| h < 0; 0 < n; diff 0 = f;
       
   246        \<forall>m t. m < n & h \<le> t & t \<le> 0 --> DERIV (diff m) t :> diff (Suc m) t |]
       
   247     ==> \<exists>t. h < t &
       
   248               t < 0 &
       
   249               f h =
       
   250               sumr 0 n (%m. diff m 0 / real (fact m) * h ^ m) +
       
   251               diff n t / real (fact n) * h ^ n"
       
   252 apply (cut_tac f = "%x. f (-x)"
       
   253         and diff = "%n x. ((- 1) ^ n) * diff n (-x)"
       
   254         and h = "-h" and n = n in Maclaurin_objl)
       
   255 apply simp
       
   256 apply safe
       
   257 apply (subst minus_mult_right)
       
   258 apply (rule DERIV_cmult)
       
   259 apply (rule lemma_DERIV_subst)
       
   260 apply (rule DERIV_chain2 [where g=uminus])
       
   261 apply (rule_tac [2] DERIV_minus, rule_tac [2] DERIV_Id)
       
   262 prefer 2 apply force
       
   263 apply force
       
   264 apply (rule_tac x = "-t" in exI, auto)
       
   265 apply (subgoal_tac "(\<Sum>m = 0..<n. -1 ^ m * diff m 0 * (-h)^m / real(fact m)) =
       
   266                     (\<Sum>m = 0..<n. diff m 0 * h ^ m / real(fact m))")
       
   267 apply (rule_tac [2] sumr_fun_eq)
       
   268 apply (auto simp add: divide_inverse power_mult_distrib [symmetric])
       
   269 done
       
   270 
       
   271 lemma Maclaurin_minus_objl:
       
   272      "(h < 0 & 0 < n & diff 0 = f &
       
   273        (\<forall>m t.
       
   274           m < n & h \<le> t & t \<le> 0 --> DERIV (diff m) t :> diff (Suc m) t))
       
   275     --> (\<exists>t. h < t &
       
   276               t < 0 &
       
   277               f h =
       
   278               sumr 0 n (%m. diff m 0 / real (fact m) * h ^ m) +
       
   279               diff n t / real (fact n) * h ^ n)"
       
   280 by (blast intro: Maclaurin_minus)
       
   281 
       
   282 
       
   283 subsection{*More Convenient "Bidirectional" Version.*}
       
   284 
       
   285 (* not good for PVS sin_approx, cos_approx *)
       
   286 
       
   287 lemma Maclaurin_bi_le_lemma [rule_format]:
       
   288      "0 < n \<longrightarrow>
       
   289        diff 0 0 =
       
   290        (\<Sum>m = 0..<n. diff m 0 * 0 ^ m / real (fact m)) +
       
   291        diff n 0 * 0 ^ n / real (fact n)"
       
   292 by (induct_tac "n", auto)
       
   293 
       
   294 lemma Maclaurin_bi_le:
       
   295    "[| diff 0 = f;
       
   296        \<forall>m t. m < n & abs t \<le> abs x --> DERIV (diff m) t :> diff (Suc m) t |]
       
   297     ==> \<exists>t. abs t \<le> abs x &
       
   298               f x =
       
   299               sumr 0 n (%m. diff m 0 / real (fact m) * x ^ m) +
       
   300               diff n t / real (fact n) * x ^ n"
       
   301 apply (case_tac "n = 0", force)
       
   302 apply (case_tac "x = 0")
       
   303 apply (rule_tac x = 0 in exI)
       
   304 apply (force simp add: Maclaurin_bi_le_lemma)
       
   305 apply (cut_tac x = x and y = 0 in linorder_less_linear, auto)
       
   306 txt{*Case 1, where @{term "x < 0"}*}
       
   307 apply (cut_tac f = "diff 0" and diff = diff and h = x and n = n in Maclaurin_minus_objl, safe)
       
   308 apply (simp add: abs_if)
       
   309 apply (rule_tac x = t in exI)
       
   310 apply (simp add: abs_if)
       
   311 txt{*Case 2, where @{term "0 < x"}*}
       
   312 apply (cut_tac f = "diff 0" and diff = diff and h = x and n = n in Maclaurin_objl, safe)
       
   313 apply (simp add: abs_if)
       
   314 apply (rule_tac x = t in exI)
       
   315 apply (simp add: abs_if)
       
   316 done
       
   317 
       
   318 lemma Maclaurin_all_lt:
       
   319      "[| diff 0 = f;
       
   320          \<forall>m x. DERIV (diff m) x :> diff(Suc m) x;
       
   321         x ~= 0; 0 < n
       
   322       |] ==> \<exists>t. 0 < abs t & abs t < abs x &
       
   323                f x = sumr 0 n (%m. (diff m 0 / real (fact m)) * x ^ m) +
       
   324                      (diff n t / real (fact n)) * x ^ n"
       
   325 apply (rule_tac x = x and y = 0 in linorder_cases)
       
   326 prefer 2 apply blast
       
   327 apply (drule_tac [2] diff=diff in Maclaurin)
       
   328 apply (drule_tac diff=diff in Maclaurin_minus, simp_all, safe)
       
   329 apply (rule_tac [!] x = t in exI, auto, arith+)
       
   330 done
       
   331 
       
   332 lemma Maclaurin_all_lt_objl:
       
   333      "diff 0 = f &
       
   334       (\<forall>m x. DERIV (diff m) x :> diff(Suc m) x) &
       
   335       x ~= 0 & 0 < n
       
   336       --> (\<exists>t. 0 < abs t & abs t < abs x &
       
   337                f x = sumr 0 n (%m. (diff m 0 / real (fact m)) * x ^ m) +
       
   338                      (diff n t / real (fact n)) * x ^ n)"
       
   339 by (blast intro: Maclaurin_all_lt)
       
   340 
       
   341 lemma Maclaurin_zero [rule_format]:
       
   342      "x = (0::real)
       
   343       ==> 0 < n -->
       
   344           sumr 0 n (%m. (diff m (0::real) / real (fact m)) * x ^ m) =
       
   345           diff 0 0"
       
   346 by (induct n, auto)
       
   347 
       
   348 lemma Maclaurin_all_le: "[| diff 0 = f;
       
   349         \<forall>m x. DERIV (diff m) x :> diff (Suc m) x
       
   350       |] ==> \<exists>t. abs t \<le> abs x &
       
   351               f x = sumr 0 n (%m. (diff m 0 / real (fact m)) * x ^ m) +
       
   352                     (diff n t / real (fact n)) * x ^ n"
       
   353 apply (insert linorder_le_less_linear [of n 0])
       
   354 apply (erule disjE, force)
       
   355 apply (case_tac "x = 0")
       
   356 apply (frule_tac diff = diff and n = n in Maclaurin_zero, assumption)
       
   357 apply (drule gr_implies_not0 [THEN not0_implies_Suc])
       
   358 apply (rule_tac x = 0 in exI, force)
       
   359 apply (frule_tac diff = diff and n = n in Maclaurin_all_lt, auto)
       
   360 apply (rule_tac x = t in exI, auto)
       
   361 done
       
   362 
       
   363 lemma Maclaurin_all_le_objl: "diff 0 = f &
       
   364       (\<forall>m x. DERIV (diff m) x :> diff (Suc m) x)
       
   365       --> (\<exists>t. abs t \<le> abs x &
       
   366               f x = sumr 0 n (%m. (diff m 0 / real (fact m)) * x ^ m) +
       
   367                     (diff n t / real (fact n)) * x ^ n)"
       
   368 by (blast intro: Maclaurin_all_le)
       
   369 
       
   370 
       
   371 subsection{*Version for Exponential Function*}
       
   372 
       
   373 lemma Maclaurin_exp_lt: "[| x ~= 0; 0 < n |]
       
   374       ==> (\<exists>t. 0 < abs t &
       
   375                 abs t < abs x &
       
   376                 exp x = sumr 0 n (%m. (x ^ m) / real (fact m)) +
       
   377                         (exp t / real (fact n)) * x ^ n)"
       
   378 by (cut_tac diff = "%n. exp" and f = exp and x = x and n = n in Maclaurin_all_lt_objl, auto)
       
   379 
       
   380 
       
   381 lemma Maclaurin_exp_le:
       
   382      "\<exists>t. abs t \<le> abs x &
       
   383             exp x = sumr 0 n (%m. (x ^ m) / real (fact m)) +
       
   384                        (exp t / real (fact n)) * x ^ n"
       
   385 by (cut_tac diff = "%n. exp" and f = exp and x = x and n = n in Maclaurin_all_le_objl, auto)
       
   386 
       
   387 
       
   388 subsection{*Version for Sine Function*}
       
   389 
       
   390 lemma MVT2:
       
   391      "[| a < b; \<forall>x. a \<le> x & x \<le> b --> DERIV f x :> f'(x) |]
       
   392       ==> \<exists>z. a < z & z < b & (f b - f a = (b - a) * f'(z))"
       
   393 apply (drule MVT)
       
   394 apply (blast intro: DERIV_isCont)
       
   395 apply (force dest: order_less_imp_le simp add: differentiable_def)
       
   396 apply (blast dest: DERIV_unique order_less_imp_le)
       
   397 done
       
   398 
       
   399 lemma mod_exhaust_less_4:
       
   400      "m mod 4 = 0 | m mod 4 = 1 | m mod 4 = 2 | m mod 4 = (3::nat)"
       
   401 by (case_tac "m mod 4", auto, arith)
       
   402 
       
   403 lemma Suc_Suc_mult_two_diff_two [rule_format, simp]:
       
   404      "0 < n --> Suc (Suc (2 * n - 2)) = 2*n"
       
   405 by (induct_tac "n", auto)
       
   406 
       
   407 lemma lemma_Suc_Suc_4n_diff_2 [rule_format, simp]:
       
   408      "0 < n --> Suc (Suc (4*n - 2)) = 4*n"
       
   409 by (induct_tac "n", auto)
       
   410 
       
   411 lemma Suc_mult_two_diff_one [rule_format, simp]:
       
   412       "0 < n --> Suc (2 * n - 1) = 2*n"
       
   413 by (induct_tac "n", auto)
       
   414 
       
   415 lemma Maclaurin_sin_expansion:
       
   416      "\<exists>t. sin x =
       
   417        (sumr 0 n (%m. (if even m then 0
       
   418                        else ((- 1) ^ ((m - (Suc 0)) div 2)) / real (fact m)) *
       
   419                        x ^ m))
       
   420       + ((sin(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
       
   421 apply (cut_tac f = sin and n = n and x = x and diff = "%n x. sin (x + 1/2*real (n) *pi)" in Maclaurin_all_lt_objl)
       
   422 apply safe
       
   423 apply (simp (no_asm))
       
   424 apply (simp (no_asm))
       
   425 apply (case_tac "n", clarify, simp)
       
   426 apply (drule_tac x = 0 in spec, simp, simp)
       
   427 apply (rule ccontr, simp)
       
   428 apply (drule_tac x = x in spec, simp)
       
   429 apply (erule ssubst)
       
   430 apply (rule_tac x = t in exI, simp)
       
   431 apply (rule sumr_fun_eq)
       
   432 apply (auto simp add: odd_Suc_mult_two_ex)
       
   433 apply (auto simp add: even_mult_two_ex simp del: fact_Suc realpow_Suc)
       
   434 (*Could sin_zero_iff help?*)
       
   435 done
       
   436 
       
   437 lemma Maclaurin_sin_expansion2:
       
   438      "\<exists>t. abs t \<le> abs x &
       
   439        sin x =
       
   440        (sumr 0 n (%m. (if even m then 0
       
   441                        else ((- 1) ^ ((m - (Suc 0)) div 2)) / real (fact m)) *
       
   442                        x ^ m))
       
   443       + ((sin(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
       
   444 apply (cut_tac f = sin and n = n and x = x
       
   445         and diff = "%n x. sin (x + 1/2*real n * pi)" in Maclaurin_all_lt_objl)
       
   446 apply safe
       
   447 apply (simp (no_asm))
       
   448 apply (simp (no_asm))
       
   449 apply (case_tac "n", clarify, simp, simp)
       
   450 apply (rule ccontr, simp)
       
   451 apply (drule_tac x = x in spec, simp)
       
   452 apply (erule ssubst)
       
   453 apply (rule_tac x = t in exI, simp)
       
   454 apply (rule sumr_fun_eq)
       
   455 apply (auto simp add: odd_Suc_mult_two_ex)
       
   456 apply (auto simp add: even_mult_two_ex simp del: fact_Suc realpow_Suc)
       
   457 done
       
   458 
       
   459 lemma Maclaurin_sin_expansion3:
       
   460      "[| 0 < n; 0 < x |] ==>
       
   461        \<exists>t. 0 < t & t < x &
       
   462        sin x =
       
   463        (sumr 0 n (%m. (if even m then 0
       
   464                        else ((- 1) ^ ((m - (Suc 0)) div 2)) / real (fact m)) *
       
   465                        x ^ m))
       
   466       + ((sin(t + 1/2 * real(n) *pi) / real (fact n)) * x ^ n)"
       
   467 apply (cut_tac f = sin and n = n and h = x and diff = "%n x. sin (x + 1/2*real (n) *pi)" in Maclaurin_objl)
       
   468 apply safe
       
   469 apply simp
       
   470 apply (simp (no_asm))
       
   471 apply (erule ssubst)
       
   472 apply (rule_tac x = t in exI, simp)
       
   473 apply (rule sumr_fun_eq)
       
   474 apply (auto simp add: odd_Suc_mult_two_ex)
       
   475 apply (auto simp add: even_mult_two_ex simp del: fact_Suc realpow_Suc)
       
   476 done
       
   477 
       
   478 lemma Maclaurin_sin_expansion4:
       
   479      "0 < x ==>
       
   480        \<exists>t. 0 < t & t \<le> x &
       
   481        sin x =
       
   482        (sumr 0 n (%m. (if even m then 0
       
   483                        else ((- 1) ^ ((m - (Suc 0)) div 2)) / real (fact m)) *
       
   484                        x ^ m))
       
   485       + ((sin(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
       
   486 apply (cut_tac f = sin and n = n and h = x and diff = "%n x. sin (x + 1/2*real (n) *pi)" in Maclaurin2_objl)
       
   487 apply safe
       
   488 apply simp
       
   489 apply (simp (no_asm))
       
   490 apply (erule ssubst)
       
   491 apply (rule_tac x = t in exI, simp)
       
   492 apply (rule sumr_fun_eq)
       
   493 apply (auto simp add: odd_Suc_mult_two_ex)
       
   494 apply (auto simp add: even_mult_two_ex simp del: fact_Suc realpow_Suc)
       
   495 done
       
   496 
       
   497 
       
   498 subsection{*Maclaurin Expansion for Cosine Function*}
       
   499 
       
   500 lemma sumr_cos_zero_one [simp]:
       
   501      "sumr 0 (Suc n)
       
   502          (%m. (if even m
       
   503                then (- 1) ^ (m div 2)/(real  (fact m))
       
   504                else 0) *
       
   505               0 ^ m) = 1"
       
   506 by (induct_tac "n", auto)
       
   507 
       
   508 lemma Maclaurin_cos_expansion:
       
   509      "\<exists>t. abs t \<le> abs x &
       
   510        cos x =
       
   511        (sumr 0 n (%m. (if even m
       
   512                        then (- 1) ^ (m div 2)/(real (fact m))
       
   513                        else 0) *
       
   514                        x ^ m))
       
   515       + ((cos(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
       
   516 apply (cut_tac f = cos and n = n and x = x and diff = "%n x. cos (x + 1/2*real (n) *pi)" in Maclaurin_all_lt_objl)
       
   517 apply safe
       
   518 apply (simp (no_asm))
       
   519 apply (simp (no_asm))
       
   520 apply (case_tac "n", simp)
       
   521 apply (simp del: sumr_Suc)
       
   522 apply (rule ccontr, simp)
       
   523 apply (drule_tac x = x in spec, simp)
       
   524 apply (erule ssubst)
       
   525 apply (rule_tac x = t in exI, simp)
       
   526 apply (rule sumr_fun_eq)
       
   527 apply (auto simp add: odd_Suc_mult_two_ex)
       
   528 apply (auto simp add: even_mult_two_ex left_distrib cos_add simp del: fact_Suc realpow_Suc)
       
   529 apply (simp add: mult_commute [of _ pi])
       
   530 done
       
   531 
       
   532 lemma Maclaurin_cos_expansion2:
       
   533      "[| 0 < x; 0 < n |] ==>
       
   534        \<exists>t. 0 < t & t < x &
       
   535        cos x =
       
   536        (sumr 0 n (%m. (if even m
       
   537                        then (- 1) ^ (m div 2)/(real (fact m))
       
   538                        else 0) *
       
   539                        x ^ m))
       
   540       + ((cos(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
       
   541 apply (cut_tac f = cos and n = n and h = x and diff = "%n x. cos (x + 1/2*real (n) *pi)" in Maclaurin_objl)
       
   542 apply safe
       
   543 apply simp
       
   544 apply (simp (no_asm))
       
   545 apply (erule ssubst)
       
   546 apply (rule_tac x = t in exI, simp)
       
   547 apply (rule sumr_fun_eq)
       
   548 apply (auto simp add: odd_Suc_mult_two_ex)
       
   549 apply (auto simp add: even_mult_two_ex left_distrib cos_add simp del: fact_Suc realpow_Suc)
       
   550 apply (simp add: mult_commute [of _ pi])
       
   551 done
       
   552 
       
   553 lemma Maclaurin_minus_cos_expansion: "[| x < 0; 0 < n |] ==>
       
   554        \<exists>t. x < t & t < 0 &
       
   555        cos x =
       
   556        (sumr 0 n (%m. (if even m
       
   557                        then (- 1) ^ (m div 2)/(real (fact m))
       
   558                        else 0) *
       
   559                        x ^ m))
       
   560       + ((cos(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
       
   561 apply (cut_tac f = cos and n = n and h = x and diff = "%n x. cos (x + 1/2*real (n) *pi)" in Maclaurin_minus_objl)
       
   562 apply safe
       
   563 apply simp
       
   564 apply (simp (no_asm))
       
   565 apply (erule ssubst)
       
   566 apply (rule_tac x = t in exI, simp)
       
   567 apply (rule sumr_fun_eq)
       
   568 apply (auto simp add: odd_Suc_mult_two_ex)
       
   569 apply (auto simp add: even_mult_two_ex left_distrib cos_add simp del: fact_Suc realpow_Suc)
       
   570 apply (simp add: mult_commute [of _ pi])
       
   571 done
       
   572 
       
   573 (* ------------------------------------------------------------------------- *)
       
   574 (* Version for ln(1 +/- x). Where is it??                                    *)
       
   575 (* ------------------------------------------------------------------------- *)
       
   576 
       
   577 lemma sin_bound_lemma:
       
   578     "[|x = y; abs u \<le> (v::real) |] ==> abs ((x + u) - y) \<le> v"
       
   579 by auto
       
   580 
       
   581 lemma Maclaurin_sin_bound:
       
   582   "abs(sin x - sumr 0 n (%m. (if even m then 0 else ((- 1) ^ ((m - (Suc 0)) div 2)) / real (fact m)) *
       
   583   x ^ m))  \<le> inverse(real (fact n)) * abs(x) ^ n"
    15 proof -
   584 proof -
    16   have "!! x (y::real). x <= 1 \<Longrightarrow> 0 <= y \<Longrightarrow> x * y \<le> 1 * y" 
   585   have "!! x (y::real). x \<le> 1 \<Longrightarrow> 0 \<le> y \<Longrightarrow> x * y \<le> 1 * y"
    17     by (rule_tac mult_right_mono,simp_all)
   586     by (rule_tac mult_right_mono,simp_all)
    18   note est = this[simplified]
   587   note est = this[simplified]
    19   show ?thesis
   588   show ?thesis
    20     apply (cut_tac f=sin and n=n and x=x and 
   589     apply (cut_tac f=sin and n=n and x=x and
    21       diff = "%n x. if n mod 4 = 0 then sin(x) else if n mod 4 = 1 then cos(x) else if n mod 4 = 2 then -sin(x) else -cos(x)"
   590       diff = "%n x. if n mod 4 = 0 then sin(x) else if n mod 4 = 1 then cos(x) else if n mod 4 = 2 then -sin(x) else -cos(x)"
    22       in Maclaurin_all_le_objl)
   591       in Maclaurin_all_le_objl)
    23     apply (tactic{* (Step_tac 1) *})
   592     apply safe
    24     apply (simp)
   593     apply simp
    25     apply (subst mod_Suc_eq_Suc_mod)
   594     apply (subst mod_Suc_eq_Suc_mod)
    26     apply (tactic{* cut_inst_tac [("m1","m")] (CLAIM "0 < (4::nat)" RS mod_less_divisor RS lemma_exhaust_less_4) 1*})
   595     apply (cut_tac m=m in mod_exhaust_less_4, safe, simp+)
    27     apply (tactic{* Step_tac 1 *})
       
    28     apply (simp)+
       
    29     apply (rule DERIV_minus, simp+)
   596     apply (rule DERIV_minus, simp+)
    30     apply (rule lemma_DERIV_subst, rule DERIV_minus, rule DERIV_cos, simp)
   597     apply (rule lemma_DERIV_subst, rule DERIV_minus, rule DERIV_cos, simp)
    31     apply (tactic{* dtac ssubst 1 THEN assume_tac 2 *})
   598     apply (erule ssubst)
    32     apply (tactic {* rtac (ARITH_PROVE "[|x = y; abs u <= (v::real) |] ==> abs ((x + u) - y) <= v") 1 *})
   599     apply (rule sin_bound_lemma)
    33     apply (rule sumr_fun_eq)
   600     apply (rule sumr_fun_eq, safe)
    34     apply (tactic{* Step_tac 1 *})
   601     apply (rule_tac f = "%u. u * (x^r)" in arg_cong)
    35     apply (tactic{*rtac (CLAIM "x = y ==> x * z = y * (z::real)") 1*})
       
    36     apply (subst even_even_mod_4_iff)
   602     apply (subst even_even_mod_4_iff)
    37     apply (tactic{* cut_inst_tac [("m1","r")] (CLAIM "0 < (4::nat)" RS mod_less_divisor RS lemma_exhaust_less_4) 1 *})
   603     apply (cut_tac m=r in mod_exhaust_less_4, simp, safe)
    38     apply (tactic{* Step_tac 1 *})
       
    39     apply (simp)
       
    40     apply (simp_all add:even_num_iff)
   604     apply (simp_all add:even_num_iff)
    41     apply (drule lemma_even_mod_4_div_2[simplified])
   605     apply (drule lemma_even_mod_4_div_2[simplified])
    42     apply(simp add: numeral_2_eq_2 real_divide_def)
   606     apply(simp add: numeral_2_eq_2 divide_inverse)
    43     apply (drule lemma_odd_mod_4_div_2 );
   607     apply (drule lemma_odd_mod_4_div_2)
    44     apply (simp add: numeral_2_eq_2 real_divide_def)
   608     apply (simp add: numeral_2_eq_2 divide_inverse)
    45     apply (auto intro: real_mult_le_lemma mult_right_mono simp add: est mult_pos_le mult_ac real_divide_def abs_mult abs_inverse power_abs[symmetric])
   609     apply (auto intro: mult_right_mono [where b=1, simplified] mult_right_mono
       
   610                    simp add: est mult_pos_le mult_ac divide_inverse
       
   611                           power_abs [symmetric])
    46     done
   612     done
    47 qed
   613 qed
    48 
   614 
    49 end
   615 end