src/HOL/Library/#Topology_Euclidean_Space.thy#
changeset 33181 50268fcec3ce
parent 33177 edbd2c09176b
parent 33180 e1b0280f0299
child 33182 45f6afe0a979
equal deleted inserted replaced
33177:edbd2c09176b 33181:50268fcec3ce
     1 (* Title:      Topology
       
     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)
       
   103   apply (metis openin_subset subset_eq)
       
   104   apply (auto simp add: Diff_Diff_Int)
       
   105   apply (subgoal_tac "topspace U \<inter> S = S")
       
   106   by auto
       
   107 
       
   108 lemma openin_closedin:  "S \<subseteq> topspace U \<Longrightarrow> (openin U S \<longleftrightarrow> closedin U (topspace U - S))"
       
   109   by (simp add: openin_closedin_eq)
       
   110 
       
   111 lemma openin_diff[intro]: assumes oS: "openin U S" and cT: "closedin U T" shows "openin U (S - T)"
       
   112 proof-
       
   113   have "S - T = S \<inter> (topspace U - T)" using openin_subset[of U S]  oS cT
       
   114     by (auto simp add: topspace_def openin_subset)
       
   115   then show ?thesis using oS cT by (auto simp add: closedin_def)
       
   116 qed
       
   117 
       
   118 lemma closedin_diff[intro]: assumes oS: "closedin U S" and cT: "openin U T" shows "closedin U (S - T)"
       
   119 proof-
       
   120   have "S - T = S \<inter> (topspace U - T)" using closedin_subset[of U S]  oS cT
       
   121     by (auto simp add: topspace_def )
       
   122   then show ?thesis using oS cT by (auto simp add: openin_closedin_eq)
       
   123 qed
       
   124 
       
   125 subsection{* Subspace topology. *}
       
   126 
       
   127 definition "subtopology U V = topology {S \<inter> V |S. openin U S}"
       
   128 
       
   129 lemma istopology_subtopology: "istopology {S \<inter> V |S. openin U S}" (is "istopology ?L")
       
   130 proof-
       
   131   have "{} \<in> ?L" by blast
       
   132   {fix A B assume A: "A \<in> ?L" and B: "B \<in> ?L"
       
   133     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
       
   134     have "A\<inter>B = (Sa \<inter> Sb) \<inter> V" "openin U (Sa \<inter> Sb)"  using Sa Sb by blast+
       
   135     then have "A \<inter> B \<in> ?L" by blast}
       
   136   moreover
       
   137   {fix K assume K: "K \<subseteq> ?L"
       
   138     have th0: "?L = (\<lambda>S. S \<inter> V) ` openin U "
       
   139       apply (rule set_ext)
       
   140       apply (simp add: Ball_def image_iff)
       
   141       by (metis mem_def)
       
   142     from K[unfolded th0 subset_image_iff]
       
   143     obtain Sk where Sk: "Sk \<subseteq> openin U" "K = (\<lambda>S. S \<inter> V) ` Sk" by blast
       
   144     have "\<Union>K = (\<Union>Sk) \<inter> V" using Sk by auto
       
   145     moreover have "openin U (\<Union> Sk)" using Sk by (auto simp add: subset_eq mem_def)
       
   146     ultimately have "\<Union>K \<in> ?L" by blast}
       
   147   ultimately show ?thesis unfolding istopology_def by blast
       
   148 qed
       
   149 
       
   150 lemma openin_subtopology:
       
   151   "openin (subtopology U V) S \<longleftrightarrow> (\<exists> T. (openin U T) \<and> (S = T \<inter> V))"
       
   152   unfolding subtopology_def topology_inverse'[OF istopology_subtopology]
       
   153   by (auto simp add: Collect_def)
       
   154 
       
   155 lemma topspace_subtopology: "topspace(subtopology U V) = topspace U \<inter> V"
       
   156   by (auto simp add: topspace_def openin_subtopology)
       
   157 
       
   158 lemma closedin_subtopology:
       
   159   "closedin (subtopology U V) S \<longleftrightarrow> (\<exists>T. closedin U T \<and> S = T \<inter> V)"
       
   160   unfolding closedin_def topspace_subtopology
       
   161   apply (simp add: openin_subtopology)
       
   162   apply (rule iffI)
       
   163   apply clarify
       
   164   apply (rule_tac x="topspace U - T" in exI)
       
   165   by auto
       
   166 
       
   167 lemma openin_subtopology_refl: "openin (subtopology U V) V \<longleftrightarrow> V \<subseteq> topspace U"
       
   168   unfolding openin_subtopology
       
   169   apply (rule iffI, clarify)
       
   170   apply (frule openin_subset[of U])  apply blast
       
   171   apply (rule exI[where x="topspace U"])
       
   172   by auto
       
   173 
       
   174 lemma subtopology_superset: assumes UV: "topspace U \<subseteq> V"
       
   175   shows "subtopology U V = U"
       
   176 proof-
       
   177   {fix S
       
   178     {fix T assume T: "openin U T" "S = T \<inter> V"
       
   179       from T openin_subset[OF T(1)] UV have eq: "S = T" by blast
       
   180       have "openin U S" unfolding eq using T by blast}
       
   181     moreover
       
   182     {assume S: "openin U S"
       
   183       hence "\<exists>T. openin U T \<and> S = T \<inter> V"
       
   184 	using openin_subset[OF S] UV by auto}
       
   185     ultimately have "(\<exists>T. openin U T \<and> S = T \<inter> V) \<longleftrightarrow> openin U S" by blast}
       
   186   then show ?thesis unfolding topology_eq openin_subtopology by blast
       
   187 qed
       
   188 
       
   189 
       
   190 lemma subtopology_topspace[simp]: "subtopology U (topspace U) = U"
       
   191   by (simp add: subtopology_superset)
       
   192 
       
   193 lemma subtopology_UNIV[simp]: "subtopology U UNIV = U"
       
   194   by (simp add: subtopology_superset)
       
   195 
       
   196 subsection{* The universal Euclidean versions are what we use most of the time *}
       
   197 
       
   198 definition
       
   199   euclidean :: "'a::topological_space topology" where
       
   200   "euclidean = topology open"
       
   201 
       
   202 lemma open_openin: "open S \<longleftrightarrow> openin euclidean S"
       
   203   unfolding euclidean_def
       
   204   apply (rule cong[where x=S and y=S])
       
   205   apply (rule topology_inverse[symmetric])
       
   206   apply (auto simp add: istopology_def)
       
   207   by (auto simp add: mem_def subset_eq)
       
   208 
       
   209 lemma topspace_euclidean: "topspace euclidean = UNIV"
       
   210   apply (simp add: topspace_def)
       
   211   apply (rule set_ext)
       
   212   by (auto simp add: open_openin[symmetric])
       
   213 
       
   214 lemma topspace_euclidean_subtopology[simp]: "topspace (subtopology euclidean S) = S"
       
   215   by (simp add: topspace_euclidean topspace_subtopology)
       
   216 
       
   217 lemma closed_closedin: "closed S \<longleftrightarrow> closedin euclidean S"
       
   218   by (simp add: closed_def closedin_def topspace_euclidean open_openin Compl_eq_Diff_UNIV)
       
   219 
       
   220 lemma open_subopen: "open S \<longleftrightarrow> (\<forall>x\<in>S. \<exists>T. open T \<and> x \<in> T \<and> T \<subseteq> S)"
       
   221   by (simp add: open_openin openin_subopen[symmetric])
       
   222 
       
   223 subsection{* Open and closed balls. *}
       
   224 
       
   225 definition
       
   226   ball :: "'a::metric_space \<Rightarrow> real \<Rightarrow> 'a set" where
       
   227   "ball x e = {y. dist x y < e}"
       
   228 
       
   229 definition
       
   230   cball :: "'a::metric_space \<Rightarrow> real \<Rightarrow> 'a set" where
       
   231   "cball x e = {y. dist x y \<le> e}"
       
   232 
       
   233 lemma mem_ball[simp]: "y \<in> ball x e \<longleftrightarrow> dist x y < e" by (simp add: ball_def)
       
   234 lemma mem_cball[simp]: "y \<in> cball x e \<longleftrightarrow> dist x y \<le> e" by (simp add: cball_def)
       
   235 
       
   236 lemma mem_ball_0 [simp]:
       
   237   fixes x :: "'a::real_normed_vecto"
       
   238   shows "x \<in> ball 0 e \<longleftrightarrow> norm x < e"
       
   239   by (simp add: dist_norm)
       
   240 
       
   241 lemma mem_cball_0 [simp]:
       
   242   fixes x :: "'a::real_normed_vector"
       
   243   shows "x \<in> cball 0 e \<longleftrightarrow> norm x \<le> e"
       
   244   by (simp add: dist_norm)
       
   245 
       
   246 lemma centre_in_cball[simp]: "x \<in> cball x e \<longleftrightarrow> 0\<le> e"  by simp
       
   247 lemma ball_subset_cball[simp,intro]: "ball x e \<subseteq> cball x e" by (simp add: subset_eq)
       
   248 lemma subset_ball[intro]: "d <= e ==> ball x d \<subseteq> ball x e" by (simp add: subset_eq)
       
   249 lemma subset_cball[intro]: "d <= e ==> cball x d \<subseteq> cball x e" by (simp add: subset_eq)
       
   250 lemma ball_max_Un: "ball a (max r s) = ball a r \<union> ball a s"
       
   251   by (simp add: expand_set_eq) arith
       
   252 
       
   253 lemma ball_min_Int: "ball a (min r s) = ball a r \<inter> ball a s"
       
   254   by (simp add: expand_set_eq)
       
   255 
       
   256 subsection{* Topological properties of open balls *}
       
   257 
       
   258 lemma diff_less_iff: "(a::real) - b > 0 \<longleftrightarrow> a > b"
       
   259   "(a::real) - b < 0 \<longleftrightarrow> a < b"
       
   260   "a - b < c \<longleftrightarrow> a < c +b" "a - b > c \<longleftrightarrow> a > c +b" by arith+
       
   261 lemma diff_le_iff: "(a::real) - b \<ge> 0 \<longleftrightarrow> a \<ge> b" "(a::real) - b \<le> 0 \<longleftrightarrow> a \<le> b"
       
   262   "a - b \<le> c \<longleftrightarrow> a \<le> c +b" "a - b \<ge> c \<longleftrightarrow> a \<ge> c +b"  by arith+
       
   263 
       
   264 lemma open_ball[intro, simp]: "open (ball x e)"
       
   265   unfolding open_dist ball_def Collect_def Ball_def mem_def
       
   266   unfolding dist_commute
       
   267   apply clarify
       
   268   apply (rule_tac x="e - dist xa x" in exI)
       
   269   using dist_triangle_alt[where z=x]
       
   270   apply (clarsimp simp add: diff_less_iff)
       
   271   apply atomize
       
   272   apply (erule_tac x="y" in allE)
       
   273   apply (erule_tac x="xa" in allE)
       
   274   by arith
       
   275 
       
   276 lemma centre_in_ball[simp]: "x \<in> ball x e \<longleftrightarrow> e > 0" by (metis mem_ball dist_self)
       
   277 lemma open_contains_ball: "open S \<longleftrightarrow> (\<forall>x\<in>S. \<exists>e>0. ball x e \<subseteq> S)"
       
   278   unfolding open_dist subset_eq mem_ball Ball_def dist_commute ..
       
   279 
       
   280 lemma open_contains_ball_eq: "open S \<Longrightarrow> \<forall>x. x\<in>S \<longleftrightarrow> (\<exists>e>0. ball x e \<subseteq> S)"
       
   281   by (metis open_contains_ball subset_eq centre_in_ball)
       
   282 
       
   283 lemma ball_eq_empty[simp]: "ball x e = {} \<longleftrightarrow> e \<le> 0"
       
   284   unfolding mem_ball expand_set_eq
       
   285   apply (simp add: not_less)
       
   286   by (metis zero_le_dist order_trans dist_self)
       
   287 
       
   288 lemma ball_empty[intro]: "e \<le> 0 ==> ball x e = {}" by simp
       
   289 
       
   290 subsection{* Basic "localization" results are handy for connectedness. *}
       
   291 
       
   292 lemma openin_open: "openin (subtopology euclidean U) S \<longleftrightarrow> (\<exists>T. open T \<and> (S = U \<inter> T))"
       
   293   by (auto simp add: openin_subtopology open_openin[symmetric])
       
   294 
       
   295 lemma openin_open_Int[intro]: "open S \<Longrightarrow> openin (subtopology euclidean U) (U \<inter> S)"
       
   296   by (auto simp add: openin_open)
       
   297 
       
   298 lemma open_openin_trans[trans]:
       
   299  "open S \<Longrightarrow> open T \<Longrightarrow> T \<subseteq> S \<Longrightarrow> openin (subtopology euclidean S) T"
       
   300   by (metis Int_absorb1  openin_open_Int)
       
   301 
       
   302 lemma open_subset:  "S \<subseteq> T \<Longrightarrow> open S \<Longrightarrow> openin (subtopology euclidean T) S"
       
   303   by (auto simp add: openin_open)
       
   304 
       
   305 lemma closedin_closed: "closedin (subtopology euclidean U) S \<longleftrightarrow> (\<exists>T. closed T \<and> S = U \<inter> T)"
       
   306   by (simp add: closedin_subtopology closed_closedin Int_ac)
       
   307 
       
   308 lemma closedin_closed_Int: "closed S ==> closedin (subtopology euclidean U) (U \<inter> S)"
       
   309   by (metis closedin_closed)
       
   310 
       
   311 lemma closed_closedin_trans: "closed S \<Longrightarrow> closed T \<Longrightarrow> T \<subseteq> S \<Longrightarrow> closedin (subtopology euclidean S) T"
       
   312   apply (subgoal_tac "S \<inter> T = T" )
       
   313   apply auto
       
   314   apply (frule closedin_closed_Int[of T S])
       
   315   by simp
       
   316 
       
   317 lemma closed_subset: "S \<subseteq> T \<Longrightarrow> closed S \<Longrightarrow> closedin (subtopology euclidean T) S"
       
   318   by (auto simp add: closedin_closed)
       
   319 
       
   320 lemma openin_euclidean_subtopology_iff:
       
   321   fixes S U :: "'a::metric_space set"
       
   322   shows "openin (subtopology euclidean U) S
       
   323   \<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")
       
   324 proof-
       
   325   {assume ?lhs hence ?rhs unfolding openin_subtopology open_openin[symmetric]
       
   326       by (simp add: open_dist) blast}
       
   327   moreover
       
   328   {assume SU: "S \<subseteq> U" and H: "\<And>x. x \<in> S \<Longrightarrow> \<exists>e>0. \<forall>x'\<in>U. dist x' x < e \<longrightarrow> x' \<in> S"
       
   329     from H obtain d where d: "\<And>x . x\<in> S \<Longrightarrow> d x > 0 \<and> (\<forall>x' \<in> U. dist x' x < d x \<longrightarrow> x' \<in> S)"
       
   330       by metis
       
   331     let ?T = "\<Union>{B. \<exists>x\<in>S. B = ball x (d x)}"
       
   332     have oT: "open ?T" by auto
       
   333     { fix x assume "x\<in>S"
       
   334       hence "x \<in> \<Union>{B. \<exists>x\<in>S. B = ball x (d x)}"
       
   335 	apply simp apply(rule_tac x="ball x(d x)" in exI) apply auto
       
   336         by (rule d [THEN conjunct1])
       
   337       hence "x\<in> ?T \<inter> U" using SU and `x\<in>S` by auto  }
       
   338     moreover
       
   339     { fix y assume "y\<in>?T"
       
   340       then obtain B where "y\<in>B" "B\<in>{B. \<exists>x\<in>S. B = ball x (d x)}" by auto
       
   341       then obtain x where "x\<in>S" and x:"y \<in> ball x (d x)" by auto
       
   342       assume "y\<in>U"
       
   343       hence "y\<in>S" using d[OF `x\<in>S`] and x by(auto simp add: dist_commute) }
       
   344     ultimately have "S = ?T \<inter> U" by blast
       
   345     with oT have ?lhs unfolding openin_subtopology open_openin[symmetric] by blast}
       
   346   ultimately show ?thesis by blast
       
   347 qed
       
   348 
       
   349 text{* These "transitivity" results are handy too. *}
       
   350 
       
   351 lemma openin_trans[trans]: "openin (subtopology euclidean T) S \<Longrightarrow> openin (subtopology euclidean U) T
       
   352   \<Longrightarrow> openin (subtopology euclidean U) S"
       
   353   unfolding open_openin openin_open by blast
       
   354 
       
   355 lemma openin_open_trans: "openin (subtopology euclidean T) S \<Longrightarrow> open T \<Longrightarrow> open S"
       
   356   by (auto simp add: openin_open intro: openin_trans)
       
   357 
       
   358 lemma closedin_trans[trans]:
       
   359  "closedin (subtopology euclidean T) S \<Longrightarrow>
       
   360            closedin (subtopology euclidean U) T
       
   361            ==> closedin (subtopology euclidean U) S"
       
   362   by (auto simp add: closedin_closed closed_closedin closed_Inter Int_assoc)
       
   363 
       
   364 lemma closedin_closed_trans: "closedin (subtopology euclidean T) S \<Longrightarrow> closed T \<Longrightarrow> closed S"
       
   365   by (auto simp add: closedin_closed intro: closedin_trans)
       
   366 
       
   367 subsection{* Connectedness *}
       
   368 
       
   369 definition "connected S \<longleftrightarrow>
       
   370   ~(\<exists>e1 e2. open e1 \<and> open e2 \<and> S \<subseteq> (e1 \<union> e2) \<and> (e1 \<inter> e2 \<inter> S = {})
       
   371   \<and> ~(e1 \<inter> S = {}) \<and> ~(e2 \<inter> S = {}))"
       
   372 
       
   373 lemma connected_local:
       
   374  "connected S \<longleftrightarrow> ~(\<exists>e1 e2.
       
   375                  openin (subtopology euclidean S) e1 \<and>
       
   376                  openin (subtopology euclidean S) e2 \<and>
       
   377                  S \<subseteq> e1 \<union> e2 \<and>
       
   378                  e1 \<inter> e2 = {} \<and>
       
   379                  ~(e1 = {}) \<and>
       
   380                  ~(e2 = {}))"
       
   381 unfolding connected_def openin_open by (safe, blast+)
       
   382 
       
   383 lemma exists_diff: "(\<exists>S. P(UNIV - S)) \<longleftrightarrow> (\<exists>S. P S)" (is "?lhs \<longleftrightarrow> ?rhs")
       
   384 proof-
       
   385 
       
   386   {assume "?lhs" hence ?rhs by blast }
       
   387   moreover
       
   388   {fix S assume H: "P S"
       
   389     have "S = UNIV - (UNIV - S)" by auto
       
   390     with H have "P (UNIV - (UNIV - S))" by metis }
       
   391   ultimately show ?thesis by metis
       
   392 qed
       
   393 
       
   394 lemma connected_clopen: "connected S \<longleftrightarrow>
       
   395         (\<forall>T. openin (subtopology euclidean S) T \<and>
       
   396             closedin (subtopology euclidean S) T \<longrightarrow> T = {} \<or> T = S)" (is "?lhs \<longleftrightarrow> ?rhs")
       
   397 proof-
       
   398   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> {})"
       
   399     unfolding connected_def openin_open closedin_closed
       
   400     apply (subst exists_diff) by blast
       
   401   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> {})"
       
   402     (is " _ \<longleftrightarrow> \<not> (\<exists>e2 e1. ?P e2 e1)") apply (simp add: closed_def Compl_eq_Diff_UNIV) by metis
       
   403 
       
   404   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'))"
       
   405     (is "_ \<longleftrightarrow> \<not> (\<exists>t' t. ?Q t' t)")
       
   406     unfolding connected_def openin_open closedin_closed by auto
       
   407   {fix e2
       
   408     {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)"
       
   409 	by auto}
       
   410     then have "(\<exists>e1. ?P e2 e1) \<longleftrightarrow> (\<exists>t. ?Q e2 t)" by metis}
       
   411   then have "\<forall>e2. (\<exists>e1. ?P e2 e1) \<longleftrightarrow> (\<exists>t. ?Q e2 t)" by blast
       
   412   then show ?thesis unfolding th0 th1 by simp
       
   413 qed
       
   414 
       
   415 lemma connected_empty[simp, intro]: "connected {}"
       
   416   by (simp add: connected_def)
       
   417 
       
   418 subsection{* Hausdorff and other separation properties *}
       
   419 
       
   420 class t0_space =
       
   421   assumes t0_space: "x \<noteq> y \<Longrightarrow> \<exists>U. open U \<and> \<not> (x \<in> U \<longleftrightarrow> y \<in> U)"
       
   422 
       
   423 class t1_space =
       
   424   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"
       
   425 begin
       
   426 
       
   427 subclass t0_space
       
   428 proof
       
   429 qed (fast dest: t1_space)
       
   430 
       
   431 end
       
   432 
       
   433 text {* T2 spaces are also known as Hausdorff spaces. *}
       
   434 
       
   435 class t2_space =
       
   436   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 = {}"
       
   437 begin
       
   438 
       
   439 subclass t1_space
       
   440 proof
       
   441 qed (fast dest: hausdorff)
       
   442 
       
   443 end
       
   444 
       
   445 instance metric_space \<subseteq> t2_space
       
   446 proof
       
   447   fix x y :: "'a::metric_space"
       
   448   assume xy: "x \<noteq> y"
       
   449   let ?U = "ball x (dist x y / 2)"
       
   450   let ?V = "ball y (dist x y / 2)"
       
   451   have th0: "\<And>d x y z. (d x z :: real) <= d x y + d y z \<Longrightarrow> d y z = d z y
       
   452                ==> ~(d x y * 2 < d x z \<and> d z y * 2 < d x z)" by arith
       
   453   have "open ?U \<and> open ?V \<and> x \<in> ?U \<and> y \<in> ?V \<and> ?U \<inter> ?V = {}"
       
   454     using dist_pos_lt[OF xy] th0[of dist,OF dist_triangle dist_commute]
       
   455     by (auto simp add: expand_set_eq)
       
   456   then show "\<exists>U V. open U \<and> open V \<and> x \<in> U \<and> y \<in> V \<and> U \<inter> V = {}"
       
   457     by blast
       
   458 qed
       
   459 
       
   460 lemma separation_t2:
       
   461   fixes x y :: "'a::t2_space"
       
   462   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 = {})"
       
   463   using hausdorff[of x y] by blast
       
   464 
       
   465 lemma separation_t1:
       
   466   fixes x y :: "'a::t1_space"
       
   467   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)"
       
   468   using t1_space[of x y] by blast
       
   469 
       
   470 lemma separation_t0:
       
   471   fixes x y :: "'a::t0_space"
       
   472   shows "x \<noteq> y \<longleftrightarrow> (\<exists>U. open U \<and> ~(x\<in>U \<longleftrightarrow> y\<in>U))"
       
   473   using t0_space[of x y] by blast
       
   474 
       
   475 subsection{* Limit points *}
       
   476 
       
   477 definition
       
   478   islimpt:: "'a::topological_space \<Rightarrow> 'a set \<Rightarrow> bool"
       
   479     (infixr "islimpt" 60) where
       
   480   "x islimpt S \<longleftrightarrow> (\<forall>T. x\<in>T \<longrightarrow> open T \<longrightarrow> (\<exists>y\<in>S. y\<in>T \<and> y\<noteq>x))"
       
   481 
       
   482 lemma islimptI:
       
   483   assumes "\<And>T. x \<in> T \<Longrightarrow> open T \<Longrightarrow> \<exists>y\<in>S. y \<in> T \<and> y \<noteq> x"
       
   484   shows "x islimpt S"
       
   485   using assms unfolding islimpt_def by auto
       
   486 
       
   487 lemma islimptE:
       
   488   assumes "x islimpt S" and "x \<in> T" and "open T"
       
   489   obtains y where "y \<in> S" and "y \<in> T" and "y \<noteq> x"
       
   490   using assms unfolding islimpt_def by auto
       
   491 
       
   492 lemma islimpt_subset: "x islimpt S \<Longrightarrow> S \<subseteq> T ==> x islimpt T" by (auto simp add: islimpt_def)
       
   493 
       
   494 lemma islimpt_approachable:
       
   495   fixes x :: "'a::metric_space"
       
   496   shows "x islimpt S \<longleftrightarrow> (\<forall>e>0. \<exists>x'\<in>S. x' \<noteq> x \<and> dist x' x < e)"
       
   497   unfolding islimpt_def
       
   498   apply auto
       
   499   apply(erule_tac x="ball x e" in allE)
       
   500   apply auto
       
   501   apply(rule_tac x=y in bexI)
       
   502   apply (auto simp add: dist_commute)
       
   503   apply (simp add: open_dist, drule (1) bspec)
       
   504   apply (clarify, drule spec, drule (1) mp, auto)
       
   505   done
       
   506 
       
   507 lemma islimpt_approachable_le:
       
   508   fixes x :: "'a::metric_space"
       
   509   shows "x islimpt S \<longleftrightarrow> (\<forall>e>0. \<exists>x'\<in> S. x' \<noteq> x \<and> dist x' x <= e)"
       
   510   unfolding islimpt_approachable
       
   511   using approachable_lt_le[where f="\<lambda>x'. dist x' x" and P="\<lambda>x'. \<not> (x'\<in>S \<and> x'\<noteq>x)"]
       
   512   by metis (* FIXME: VERY slow! *)
       
   513 
       
   514 class perfect_space =
       
   515   (* FIXME: perfect_space should inherit from topological_space *)
       
   516   assumes islimpt_UNIV [simp, intro]: "(x::'a::metric_space) islimpt UNIV"
       
   517 
       
   518 lemma perfect_choose_dist:
       
   519   fixes x :: "'a::perfect_space"
       
   520   shows "0 < r \<Longrightarrow> \<exists>a. a \<noteq> x \<and> dist a x < r"
       
   521 using islimpt_UNIV [of x]
       
   522 by (simp add: islimpt_approachable)
       
   523 
       
   524 instance real :: perfect_space
       
   525 apply default
       
   526 apply (rule islimpt_approachable [THEN iffD2])
       
   527 apply (clarify, rule_tac x="x + e/2" in bexI)
       
   528 apply (auto simp add: dist_norm)
       
   529 done
       
   530 
       
   531 instance "^" :: (perfect_space, finite) perfect_space
       
   532 proof
       
   533   fix x :: "'a ^ 'b"
       
   534   {
       
   535     fix e :: real assume "0 < e"
       
   536     def a \<equiv> "x $ arbitrary"
       
   537     have "a islimpt UNIV" by (rule islimpt_UNIV)
       
   538     with `0 < e` obtain b where "b \<noteq> a" and "dist b a < e"
       
   539       unfolding islimpt_approachable by auto
       
   540     def y \<equiv> "Cart_lambda ((Cart_nth x)(arbitrary := b))"
       
   541     from `b \<noteq> a` have "y \<noteq> x"
       
   542       unfolding a_def y_def by (simp add: Cart_eq)
       
   543     from `dist b a < e` have "dist y x < e"
       
   544       unfolding dist_vector_def a_def y_def
       
   545       apply simp
       
   546       apply (rule le_less_trans [OF setL2_le_setsum [OF zero_le_dist]])
       
   547       apply (subst setsum_diff1' [where a=arbitrary], simp, simp, simp)
       
   548       done
       
   549     from `y \<noteq> x` and `dist y x < e`
       
   550     have "\<exists>y\<in>UNIV. y \<noteq> x \<and> dist y x < e" by auto
       
   551   }
       
   552   then show "x islimpt UNIV" unfolding islimpt_approachable by blast
       
   553 qed
       
   554 
       
   555 lemma closed_limpt: "closed S \<longleftrightarrow> (\<forall>x. x islimpt S \<longrightarrow> x \<in> S)"
       
   556   unfolding closed_def
       
   557   apply (subst open_subopen)
       
   558   apply (simp add: islimpt_def subset_eq Compl_eq_Diff_UNIV)
       
   559   by (metis DiffE DiffI UNIV_I insertCI insert_absorb mem_def)
       
   560 
       
   561 lemma islimpt_EMPTY[simp]: "\<not> x islimpt {}"
       
   562   unfolding islimpt_def by auto
       
   563 
       
   564 lemma closed_positive_orthant: "closed {x::real^'n::finite. \<forall>i. 0 \<le>x$i}"
       
   565 proof-
       
   566   let ?U = "UNIV :: 'n set"
       
   567   let ?O = "{x::real^'n. \<forall>i. x$i\<ge>0}"
       
   568   {fix x:: "real^'n" and i::'n assume H: "\<forall>e>0. \<exists>x'\<in>?O. x' \<noteq> x \<and> dist x' x < e"
       
   569     and xi: "x$i < 0"
       
   570     from xi have th0: "-x$i > 0" by arith
       
   571     from H[rule_format, OF th0] obtain x' where x': "x' \<in>?O" "x' \<noteq> x" "dist x' x < -x $ i" by blast
       
   572       have th:" \<And>b a (x::real). abs x <= b \<Longrightarrow> b <= a ==> ~(a + x < 0)" by arith
       
   573       have th': "\<And>x (y::real). x < 0 \<Longrightarrow> 0 <= y ==> abs x <= abs (y - x)" by arith
       
   574       have th1: "\<bar>x$i\<bar> \<le> \<bar>(x' - x)$i\<bar>" using x'(1) xi
       
   575 	apply (simp only: vector_component)
       
   576 	by (rule th') auto
       
   577       have th2: "\<bar>dist x x'\<bar> \<ge> \<bar>(x' - x)$i\<bar>" using  component_le_norm[of "x'-x" i]
       
   578 	apply (simp add: dist_norm) by norm
       
   579       from th[OF th1 th2] x'(3) have False by (simp add: dist_commute) }
       
   580   then show ?thesis unfolding closed_limpt islimpt_approachable
       
   581     unfolding not_le[symmetric] by blast
       
   582 qed
       
   583 
       
   584 lemma finite_set_avoid:
       
   585   fixes a :: "'a::metric_space"
       
   586   assumes fS: "finite S" shows  "\<exists>d>0. \<forall>x\<in>S. x \<noteq> a \<longrightarrow> d <= dist a x"
       
   587 proof(induct rule: finite_induct[OF fS])
       
   588   case 1 thus ?case apply auto by ferrack
       
   589 next
       
   590   case (2 x F)
       
   591   from 2 obtain d where d: "d >0" "\<forall>x\<in>F. x\<noteq>a \<longrightarrow> d \<le> dist a x" by blast
       
   592   {assume "x = a" hence ?case using d by auto  }
       
   593   moreover
       
   594   {assume xa: "x\<noteq>a"
       
   595     let ?d = "min d (dist a x)"
       
   596     have dp: "?d > 0" using xa d(1) using dist_nz by auto
       
   597     from d have d': "\<forall>x\<in>F. x\<noteq>a \<longrightarrow> ?d \<le> dist a x" by auto
       
   598     with dp xa have ?case by(auto intro!: exI[where x="?d"]) }
       
   599   ultimately show ?case by blast
       
   600 qed
       
   601 
       
   602 lemma islimpt_finite:
       
   603   fixes S :: "'a::metric_space set"
       
   604   assumes fS: "finite S" shows "\<not> a islimpt S"
       
   605   unfolding islimpt_approachable
       
   606   using finite_set_avoid[OF fS, of a] by (metis dist_commute  not_le)
       
   607 
       
   608 lemma islimpt_Un: "x islimpt (S \<union> T) \<longleftrightarrow> x islimpt S \<or> x islimpt T"
       
   609   apply (rule iffI)
       
   610   defer
       
   611   apply (metis Un_upper1 Un_upper2 islimpt_subset)
       
   612   unfolding islimpt_def
       
   613   apply (rule ccontr, clarsimp, rename_tac A B)
       
   614   apply (drule_tac x="A \<inter> B" in spec)
       
   615   apply (auto simp add: open_Int)
       
   616   done
       
   617 
       
   618 lemma discrete_imp_closed:
       
   619   fixes S :: "'a::metric_space set"
       
   620   assumes e: "0 < e" and d: "\<forall>x \<in> S. \<forall>y \<in> S. dist y x < e \<longrightarrow> y = x"
       
   621   shows "closed S"
       
   622 proof-
       
   623   {fix x assume C: "\<forall>e>0. \<exists>x'\<in>S. x' \<noteq> x \<and> dist x' x < e"
       
   624     from e have e2: "e/2 > 0" by arith
       
   625     from C[rule_format, OF e2] obtain y where y: "y \<in> S" "y\<noteq>x" "dist y x < e/2" by blast
       
   626     let ?m = "min (e/2) (dist x y) "
       
   627     from e2 y(2) have mp: "?m > 0" by (simp add: dist_nz[THEN sym])
       
   628     from C[rule_format, OF mp] obtain z where z: "z \<in> S" "z\<noteq>x" "dist z x < ?m" by blast
       
   629     have th: "dist z y < e" using z y
       
   630       by (intro dist_triangle_lt [where z=x], simp)
       
   631     from d[rule_format, OF y(1) z(1) th] y z
       
   632     have False by (auto simp add: dist_commute)}
       
   633   then show ?thesis by (metis islimpt_approachable closed_limpt [where 'a='a])
       
   634 qed
       
   635 
       
   636 subsection{* Interior of a Set *}
       
   637 definition "interior S = {x. \<exists>T. open T \<and> x \<in> T \<and> T \<subseteq> S}"
       
   638 
       
   639 lemma interior_eq: "interior S = S \<longleftrightarrow> open S"
       
   640   apply (simp add: expand_set_eq interior_def)
       
   641   apply (subst (2) open_subopen) by (safe, blast+)
       
   642 
       
   643 lemma interior_open: "open S ==> (interior S = S)" by (metis interior_eq)
       
   644 
       
   645 lemma interior_empty[simp]: "interior {} = {}" by (simp add: interior_def)
       
   646 
       
   647 lemma open_interior[simp, intro]: "open(interior S)"
       
   648   apply (simp add: interior_def)
       
   649   apply (subst open_subopen) by blast
       
   650 
       
   651 lemma interior_interior[simp]: "interior(interior S) = interior S" by (metis interior_eq open_interior)
       
   652 lemma interior_subset: "interior S \<subseteq> S" by (auto simp add: interior_def)
       
   653 lemma subset_interior: "S \<subseteq> T ==> (interior S) \<subseteq> (interior T)" by (auto simp add: interior_def)
       
   654 lemma interior_maximal: "T \<subseteq> S \<Longrightarrow> open T ==> T \<subseteq> (interior S)" by (auto simp add: interior_def)
       
   655 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"
       
   656   by (metis equalityI interior_maximal interior_subset open_interior)
       
   657 lemma mem_interior: "x \<in> interior S \<longleftrightarrow> (\<exists>e. 0 < e \<and> ball x e \<subseteq> S)"
       
   658   apply (simp add: interior_def)
       
   659   by (metis open_contains_ball centre_in_ball open_ball subset_trans)
       
   660 
       
   661 lemma open_subset_interior: "open S ==> S \<subseteq> interior T \<longleftrightarrow> S \<subseteq> T"
       
   662   by (metis interior_maximal interior_subset subset_trans)
       
   663 
       
   664 lemma interior_inter[simp]: "interior(S \<inter> T) = interior S \<inter> interior T"
       
   665   apply (rule equalityI, simp)
       
   666   apply (metis Int_lower1 Int_lower2 subset_interior)
       
   667   by (metis Int_mono interior_subset open_Int open_interior open_subset_interior)
       
   668 
       
   669 lemma interior_limit_point [intro]:
       
   670   fixes x :: "'a::perfect_space"
       
   671   assumes x: "x \<in> interior S" shows "x islimpt S"
       
   672 proof-
       
   673   from x obtain e where e: "e>0" "\<forall>x'. dist x x' < e \<longrightarrow> x' \<in> S"
       
   674     unfolding mem_interior subset_eq Ball_def mem_ball by blast
       
   675   {
       
   676     fix d::real assume d: "d>0"
       
   677     let ?m = "min d e"
       
   678     have mde2: "0 < ?m" using e(1) d(1) by simp
       
   679     from perfect_choose_dist [OF mde2, of x]
       
   680     obtain y where "y \<noteq> x" and "dist y x < ?m" by blast
       
   681     then have "dist y x < e" "dist y x < d" by simp_all
       
   682     from `dist y x < e` e(2) have "y \<in> S" by (simp add: dist_commute)
       
   683     have "\<exists>x'\<in>S. x'\<noteq> x \<and> dist x' x < d"
       
   684       using `y \<in> S` `y \<noteq> x` `dist y x < d` by fast
       
   685   }
       
   686   then show ?thesis unfolding islimpt_approachable by blast
       
   687 qed
       
   688 
       
   689 lemma interior_closed_Un_empty_interior:
       
   690   assumes cS: "closed S" and iT: "interior T = {}"
       
   691   shows "interior(S \<union> T) = interior S"
       
   692 proof
       
   693   show "interior S \<subseteq> interior (S\<union>T)"
       
   694     by (rule subset_interior, blast)
       
   695 next
       
   696   show "interior (S \<union> T) \<subseteq> interior S"
       
   697   proof
       
   698     fix x assume "x \<in> interior (S \<union> T)"
       
   699     then obtain R where "open R" "x \<in> R" "R \<subseteq> S \<union> T"
       
   700       unfolding interior_def by fast
       
   701     show "x \<in> interior S"
       
   702     proof (rule ccontr)
       
   703       assume "x \<notin> interior S"
       
   704       with `x \<in> R` `open R` obtain y where "y \<in> R - S"
       
   705         unfolding interior_def expand_set_eq by fast
       
   706       from `open R` `closed S` have "open (R - S)" by (rule open_Diff)
       
   707       from `R \<subseteq> S \<union> T` have "R - S \<subseteq> T" by fast
       
   708       from `y \<in> R - S` `open (R - S)` `R - S \<subseteq> T` `interior T = {}`
       
   709       show "False" unfolding interior_def by fast
       
   710     qed
       
   711   qed
       
   712 qed
       
   713 
       
   714 
       
   715 subsection{* Closure of a Set *}
       
   716 
       
   717 definition "closure S = S \<union> {x | x. x islimpt S}"
       
   718 
       
   719 lemma closure_interior: "closure S = UNIV - interior (UNIV - S)"
       
   720 proof-
       
   721   { fix x
       
   722     have "x\<in>UNIV - interior (UNIV - S) \<longleftrightarrow> x \<in> closure S"  (is "?lhs = ?rhs")
       
   723     proof
       
   724       let ?exT = "\<lambda> y. (\<exists>T. open T \<and> y \<in> T \<and> T \<subseteq> UNIV - S)"
       
   725       assume "?lhs"
       
   726       hence *:"\<not> ?exT x"
       
   727 	unfolding interior_def
       
   728 	by simp
       
   729       { assume "\<not> ?rhs"
       
   730 	hence False using *
       
   731 	  unfolding closure_def islimpt_def
       
   732 	  by blast
       
   733       }
       
   734       thus "?rhs"
       
   735 	by blast
       
   736     next
       
   737       assume "?rhs" thus "?lhs"
       
   738 	unfolding closure_def interior_def islimpt_def
       
   739 	by blast
       
   740     qed
       
   741   }
       
   742   thus ?thesis
       
   743     by blast
       
   744 qed
       
   745 
       
   746 lemma interior_closure: "interior S = UNIV - (closure (UNIV - S))"
       
   747 proof-
       
   748   { fix x
       
   749     have "x \<in> interior S \<longleftrightarrow> x \<in> UNIV - (closure (UNIV - S))"
       
   750       unfolding interior_def closure_def islimpt_def
       
   751       by blast (* FIXME: VERY slow! *)
       
   752   }
       
   753   thus ?thesis
       
   754     by blast
       
   755 qed
       
   756 
       
   757 lemma closed_closure[simp, intro]: "closed (closure S)"
       
   758 proof-
       
   759   have "closed (UNIV - interior (UNIV -S))" by blast
       
   760   thus ?thesis using closure_interior[of S] by simp
       
   761 qed
       
   762 
       
   763 lemma closure_hull: "closure S = closed hull S"
       
   764 proof-
       
   765   have "S \<subseteq> closure S"
       
   766     unfolding closure_def
       
   767     by blast
       
   768   moreover
       
   769   have "closed (closure S)"
       
   770     using closed_closure[of S]
       
   771     by assumption
       
   772   moreover
       
   773   { fix t
       
   774     assume *:"S \<subseteq> t" "closed t"
       
   775     { fix x
       
   776       assume "x islimpt S"
       
   777       hence "x islimpt t" using *(1)
       
   778 	using islimpt_subset[of x, of S, of t]
       
   779 	by blast
       
   780     }
       
   781     with * have "closure S \<subseteq> t"
       
   782       unfolding closure_def
       
   783       using closed_limpt[of t]
       
   784       by auto
       
   785   }
       
   786   ultimately show ?thesis
       
   787     using hull_unique[of S, of "closure S", of closed]
       
   788     unfolding mem_def
       
   789     by simp
       
   790 qed
       
   791 
       
   792 lemma closure_eq: "closure S = S \<longleftrightarrow> closed S"
       
   793   unfolding closure_hull
       
   794   using hull_eq[of closed, unfolded mem_def, OF  closed_Inter, of S]
       
   795   by (metis mem_def subset_eq)
       
   796 
       
   797 lemma closure_closed[simp]: "closed S \<Longrightarrow> closure S = S"
       
   798   using closure_eq[of S]
       
   799   by simp
       
   800 
       
   801 lemma closure_closure[simp]: "closure (closure S) = closure S"
       
   802   unfolding closure_hull
       
   803   using hull_hull[of closed S]
       
   804   by assumption
       
   805 
       
   806 lemma closure_subset: "S \<subseteq> closure S"
       
   807   unfolding closure_hull
       
   808   using hull_subset[of S closed]
       
   809   by assumption
       
   810 
       
   811 lemma subset_closure: "S \<subseteq> T \<Longrightarrow> closure S \<subseteq> closure T"
       
   812   unfolding closure_hull
       
   813   using hull_mono[of S T closed]
       
   814   by assumption
       
   815 
       
   816 lemma closure_minimal: "S \<subseteq> T \<Longrightarrow>  closed T \<Longrightarrow> closure S \<subseteq> T"
       
   817   using hull_minimal[of S T closed]
       
   818   unfolding closure_hull mem_def
       
   819   by simp
       
   820 
       
   821 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"
       
   822   using hull_unique[of S T closed]
       
   823   unfolding closure_hull mem_def
       
   824   by simp
       
   825 
       
   826 lemma closure_empty[simp]: "closure {} = {}"
       
   827   using closed_empty closure_closed[of "{}"]
       
   828   by simp
       
   829 
       
   830 lemma closure_univ[simp]: "closure UNIV = UNIV"
       
   831   using closure_closed[of UNIV]
       
   832   by simp
       
   833 
       
   834 lemma closure_eq_empty: "closure S = {} \<longleftrightarrow> S = {}"
       
   835   using closure_empty closure_subset[of S]
       
   836   by blast
       
   837 
       
   838 lemma closure_subset_eq: "closure S \<subseteq> S \<longleftrightarrow> closed S"
       
   839   using closure_eq[of S] closure_subset[of S]
       
   840   by simp
       
   841 
       
   842 lemma open_inter_closure_eq_empty:
       
   843   "open S \<Longrightarrow> (S \<inter> closure T) = {} \<longleftrightarrow> S \<inter> T = {}"
       
   844   using open_subset_interior[of S "UNIV - T"]
       
   845   using interior_subset[of "UNIV - T"]
       
   846   unfolding closure_interior
       
   847   by auto
       
   848 
       
   849 lemma open_inter_closure_subset:
       
   850   "open S \<Longrightarrow> (S \<inter> (closure T)) \<subseteq> closure(S \<inter> T)"
       
   851 proof
       
   852   fix x
       
   853   assume as: "open S" "x \<in> S \<inter> closure T"
       
   854   { assume *:"x islimpt T"
       
   855     have "x islimpt (S \<inter> T)"
       
   856     proof (rule islimptI)
       
   857       fix A
       
   858       assume "x \<in> A" "open A"
       
   859       with as have "x \<in> A \<inter> S" "open (A \<inter> S)"
       
   860         by (simp_all add: open_Int)
       
   861       with * obtain y where "y \<in> T" "y \<in> A \<inter> S" "y \<noteq> x"
       
   862         by (rule islimptE)
       
   863       hence "y \<in> S \<inter> T" "y \<in> A \<and> y \<noteq> x"
       
   864         by simp_all
       
   865       thus "\<exists>y\<in>(S \<inter> T). y \<in> A \<and> y \<noteq> x" ..
       
   866     qed
       
   867   }
       
   868   then show "x \<in> closure (S \<inter> T)" using as
       
   869     unfolding closure_def
       
   870     by blast
       
   871 qed
       
   872 
       
   873 lemma closure_complement: "closure(UNIV - S) = UNIV - interior(S)"
       
   874 proof-
       
   875   have "S = UNIV - (UNIV - S)"
       
   876     by auto
       
   877   thus ?thesis
       
   878     unfolding closure_interior
       
   879     by auto
       
   880 qed
       
   881 
       
   882 lemma interior_complement: "interior(UNIV - S) = UNIV - closure(S)"
       
   883   unfolding closure_interior
       
   884   by blast
       
   885 
       
   886 subsection{* Frontier (aka boundary) *}
       
   887 
       
   888 definition "frontier S = closure S - interior S"
       
   889 
       
   890 lemma frontier_closed: "closed(frontier S)"
       
   891   by (simp add: frontier_def closed_Diff)
       
   892 
       
   893 lemma frontier_closures: "frontier S = (closure S) \<inter> (closure(UNIV - S))"
       
   894   by (auto simp add: frontier_def interior_closure)
       
   895 
       
   896 lemma frontier_straddle:
       
   897   fixes a :: "'a::metric_space"
       
   898   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")
       
   899 proof
       
   900   assume "?lhs"
       
   901   { fix e::real
       
   902     assume "e > 0"
       
   903     let ?rhse = "(\<exists>x\<in>S. dist a x < e) \<and> (\<exists>x. x \<notin> S \<and> dist a x < e)"
       
   904     { assume "a\<in>S"
       
   905       have "\<exists>x\<in>S. dist a x < e" using `e>0` `a\<in>S` by(rule_tac x=a in bexI) auto
       
   906       moreover have "\<exists>x. x \<notin> S \<and> dist a x < e" using `?lhs` `a\<in>S`
       
   907 	unfolding frontier_closures closure_def islimpt_def using `e>0`
       
   908 	by (auto, erule_tac x="ball a e" in allE, auto)
       
   909       ultimately have ?rhse by auto
       
   910     }
       
   911     moreover
       
   912     { assume "a\<notin>S"
       
   913       hence ?rhse using `?lhs`
       
   914 	unfolding frontier_closures closure_def islimpt_def
       
   915 	using open_ball[of a e] `e > 0`
       
   916 	by (auto, erule_tac x = "ball a e" in allE, auto) (* FIXME: VERY slow! *)
       
   917     }
       
   918     ultimately have ?rhse by auto
       
   919   }
       
   920   thus ?rhs by auto
       
   921 next
       
   922   assume ?rhs
       
   923   moreover
       
   924   { fix T assume "a\<notin>S" and
       
   925     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"
       
   926     from `open T` `a \<in> T` have "\<exists>e>0. ball a e \<subseteq> T" unfolding open_contains_ball[of T] by auto
       
   927     then obtain e where "e>0" "ball a e \<subseteq> T" by auto
       
   928     then obtain y where y:"y\<in>S" "dist a y < e"  using as(1) by auto
       
   929     have "\<exists>y\<in>S. y \<in> T \<and> y \<noteq> a"
       
   930       using `dist a y < e` `ball a e \<subseteq> T` unfolding ball_def using `y\<in>S` `a\<notin>S` by auto
       
   931   }
       
   932   hence "a \<in> closure S" unfolding closure_def islimpt_def using `?rhs` by auto
       
   933   moreover
       
   934   { fix T assume "a \<in> T"  "open T" "a\<in>S"
       
   935     then obtain e where "e>0" and balle: "ball a e \<subseteq> T" unfolding open_contains_ball using `?rhs` by auto
       
   936     obtain x where "x \<notin> S" "dist a x < e" using `?rhs` using `e>0` by auto
       
   937     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
       
   938   }
       
   939   hence "a islimpt (UNIV - S) \<or> a\<notin>S" unfolding islimpt_def by auto
       
   940   ultimately show ?lhs unfolding frontier_closures using closure_def[of "UNIV - S"] by auto
       
   941 qed
       
   942 
       
   943 lemma frontier_subset_closed: "closed S \<Longrightarrow> frontier S \<subseteq> S"
       
   944   by (metis frontier_def closure_closed Diff_subset)
       
   945 
       
   946 lemma frontier_empty: "frontier {} = {}"
       
   947   by (simp add: frontier_def closure_empty)
       
   948 
       
   949 lemma frontier_subset_eq: "frontier S \<subseteq> S \<longleftrightarrow> closed S"
       
   950 proof-
       
   951   { assume "frontier S \<subseteq> S"
       
   952     hence "closure S \<subseteq> S" using interior_subset unfolding frontier_def by auto
       
   953     hence "closed S" using closure_subset_eq by auto
       
   954   }
       
   955   thus ?thesis using frontier_subset_closed[of S] by auto
       
   956 qed
       
   957 
       
   958 lemma frontier_complement: "frontier(UNIV - S) = frontier S"
       
   959   by (auto simp add: frontier_def closure_complement interior_complement)
       
   960 
       
   961 lemma frontier_disjoint_eq: "frontier S \<inter> S = {} \<longleftrightarrow> open S"
       
   962   using frontier_complement frontier_subset_eq[of "UNIV - S"]
       
   963   unfolding open_closed Compl_eq_Diff_UNIV by auto
       
   964 
       
   965 subsection{* Common nets and The "within" modifier for nets. *}
       
   966 
       
   967 definition
       
   968   at_infinity :: "'a::real_normed_vector net" where
       
   969   "at_infinity = Abs_net (range (\<lambda>r. {x. r \<le> norm x}))"
       
   970 
       
   971 definition
       
   972   indirection :: "'a::real_normed_vector \<Rightarrow> 'a \<Rightarrow> 'a net" (infixr "indirection" 70) where
       
   973   "a indirection v = (at a) within {b. \<exists>c\<ge>0. b - a = scaleR c v}"
       
   974 
       
   975 text{* Prove That They are all nets. *}
       
   976 
       
   977 lemma Rep_net_at_infinity:
       
   978   "Rep_net at_infinity = range (\<lambda>r. {x. r \<le> norm x})"
       
   979 unfolding at_infinity_def
       
   980 apply (rule Abs_net_inverse')
       
   981 apply (rule image_nonempty, simp)
       
   982 apply (clarsimp, rename_tac r s)
       
   983 apply (rule_tac x="max r s" in exI, auto)
       
   984 done
       
   985 
       
   986 lemma within_UNIV: "net within UNIV = net"
       
   987   by (simp add: Rep_net_inject [symmetric] Rep_net_within)
       
   988 
       
   989 subsection{* Identify Trivial limits, where we can't approach arbitrarily closely. *}
       
   990 
       
   991 definition
       
   992   trivial_limit :: "'a net \<Rightarrow> bool" where
       
   993   "trivial_limit net \<longleftrightarrow> {} \<in> Rep_net net"
       
   994 
       
   995 lemma trivial_limit_within:
       
   996   shows "trivial_limit (at a within S) \<longleftrightarrow> \<not> a islimpt S"
       
   997 proof
       
   998   assume "trivial_limit (at a within S)"
       
   999   thus "\<not> a islimpt S"
       
  1000     unfolding trivial_limit_def
       
  1001     unfolding Rep_net_within Rep_net_at
       
  1002     unfolding islimpt_def
       
  1003     apply (clarsimp simp add: expand_set_eq)
       
  1004     apply (rename_tac T, rule_tac x=T in exI)
       
  1005     apply (clarsimp, drule_tac x=y in spec, simp)
       
  1006     done
       
  1007 next
       
  1008   assume "\<not> a islimpt S"
       
  1009   thus "trivial_limit (at a within S)"
       
  1010     unfolding trivial_limit_def
       
  1011     unfolding Rep_net_within Rep_net_at
       
  1012     unfolding islimpt_def
       
  1013     apply (clarsimp simp add: image_image)
       
  1014     apply (rule_tac x=T in image_eqI)
       
  1015     apply (auto simp add: expand_set_eq)
       
  1016     done
       
  1017 qed
       
  1018 
       
  1019 lemma trivial_limit_at_iff: "trivial_limit (at a) \<longleftrightarrow> \<not> a islimpt UNIV"
       
  1020   using trivial_limit_within [of a UNIV]
       
  1021   by (simp add: within_UNIV)
       
  1022 
       
  1023 lemma trivial_limit_at:
       
  1024   fixes a :: "'a::perfect_space"
       
  1025   shows "\<not> trivial_limit (at a)"
       
  1026   by (simp add: trivial_limit_at_iff)
       
  1027 
       
  1028 lemma trivial_limit_at_infinity:
       
  1029   "\<not> trivial_limit (at_infinity :: ('a::{real_normed_vector,zero_neq_one}) net)"
       
  1030   (* FIXME: find a more appropriate type class *)
       
  1031   unfolding trivial_limit_def Rep_net_at_infinity
       
  1032   apply (clarsimp simp add: expand_set_eq)
       
  1033   apply (drule_tac x="scaleR r (sgn 1)" in spec)
       
  1034   apply (simp add: norm_sgn)
       
  1035   done
       
  1036 
       
  1037 lemma trivial_limit_sequentially: "\<not> trivial_limit sequentially"
       
  1038   by (auto simp add: trivial_limit_def Rep_net_sequentially)
       
  1039 
       
  1040 subsection{* Some property holds "sufficiently close" to the limit point. *}
       
  1041 
       
  1042 lemma eventually_at: (* FIXME: this replaces Limits.eventually_at *)
       
  1043   "eventually P (at a) \<longleftrightarrow> (\<exists>d>0. \<forall>x. 0 < dist x a \<and> dist x a < d \<longrightarrow> P x)"
       
  1044 unfolding eventually_at dist_nz by auto
       
  1045 
       
  1046 lemma eventually_at_infinity:
       
  1047   "eventually P at_infinity \<longleftrightarrow> (\<exists>b. \<forall>x. norm x >= b \<longrightarrow> P x)"
       
  1048 unfolding eventually_def Rep_net_at_infinity by auto
       
  1049 
       
  1050 lemma eventually_within: "eventually P (at a within S) \<longleftrightarrow>
       
  1051         (\<exists>d>0. \<forall>x\<in>S. 0 < dist x a \<and> dist x a < d \<longrightarrow> P x)"
       
  1052 unfolding eventually_within eventually_at dist_nz by auto
       
  1053 
       
  1054 lemma eventually_within_le: "eventually P (at a within S) \<longleftrightarrow>
       
  1055         (\<exists>d>0. \<forall>x\<in>S. 0 < dist x a \<and> dist x a <= d \<longrightarrow> P x)" (is "?lhs = ?rhs")
       
  1056 unfolding eventually_within
       
  1057 apply safe
       
  1058 apply (rule_tac x="d/2" in exI, simp)
       
  1059 apply (rule_tac x="d" in exI, simp)
       
  1060 done
       
  1061 
       
  1062 lemma eventually_happens: "eventually P net ==> trivial_limit net \<or> (\<exists>x. P x)"
       
  1063   unfolding eventually_def trivial_limit_def
       
  1064   using Rep_net_nonempty [of net] by auto
       
  1065 
       
  1066 lemma always_eventually: "(\<forall>x. P x) ==> eventually P net"
       
  1067   unfolding eventually_def trivial_limit_def
       
  1068   using Rep_net_nonempty [of net] by auto
       
  1069 
       
  1070 lemma trivial_limit_eventually: "trivial_limit net \<Longrightarrow> eventually P net"
       
  1071   unfolding trivial_limit_def eventually_def by auto
       
  1072 
       
  1073 lemma eventually_False: "eventually (\<lambda>x. False) net \<longleftrightarrow> trivial_limit net"
       
  1074   unfolding trivial_limit_def eventually_def by auto
       
  1075 
       
  1076 lemma trivial_limit_eq: "trivial_limit net \<longleftrightarrow> (\<forall>P. eventually P net)"
       
  1077   apply (safe elim!: trivial_limit_eventually)
       
  1078   apply (simp add: eventually_False [symmetric])
       
  1079   done
       
  1080 
       
  1081 text{* Combining theorems for "eventually" *}
       
  1082 
       
  1083 lemma eventually_conjI:
       
  1084   "\<lbrakk>eventually (\<lambda>x. P x) net; eventually (\<lambda>x. Q x) net\<rbrakk>
       
  1085     \<Longrightarrow> eventually (\<lambda>x. P x \<and> Q x) net"
       
  1086 by (rule eventually_conj)
       
  1087 
       
  1088 lemma eventually_rev_mono:
       
  1089   "eventually P net \<Longrightarrow> (\<forall>x. P x \<longrightarrow> Q x) \<Longrightarrow> eventually Q net"
       
  1090 using eventually_mono [of P Q] by fast
       
  1091 
       
  1092 lemma eventually_and: " eventually (\<lambda>x. P x \<and> Q x) net \<longleftrightarrow> eventually P net \<and> eventually Q net"
       
  1093   by (auto intro!: eventually_conjI elim: eventually_rev_mono)
       
  1094 
       
  1095 lemma eventually_false: "eventually (\<lambda>x. False) net \<longleftrightarrow> trivial_limit net"
       
  1096   by (auto simp add: eventually_False)
       
  1097 
       
  1098 lemma not_eventually: "(\<forall>x. \<not> P x ) \<Longrightarrow> ~(trivial_limit net) ==> ~(eventually (\<lambda>x. P x) net)"
       
  1099   by (simp add: eventually_False)
       
  1100 
       
  1101 subsection{* Limits, defined as vacuously true when the limit is trivial. *}
       
  1102 
       
  1103   text{* Notation Lim to avoid collition with lim defined in analysis *}
       
  1104 definition
       
  1105   Lim :: "'a net \<Rightarrow> ('a \<Rightarrow> 'b::t2_space) \<Rightarrow> 'b" where
       
  1106   "Lim net f = (THE l. (f ---> l) net)"
       
  1107 
       
  1108 lemma Lim:
       
  1109  "(f ---> l) net \<longleftrightarrow>
       
  1110         trivial_limit net \<or>
       
  1111         (\<forall>e>0. eventually (\<lambda>x. dist (f x) l < e) net)"
       
  1112   unfolding tendsto_iff trivial_limit_eq by auto
       
  1113 
       
  1114 
       
  1115 text{* Show that they yield usual definitions in the various cases. *}
       
  1116 
       
  1117 lemma Lim_within_le: "(f ---> l)(at a within S) \<longleftrightarrow>
       
  1118            (\<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)"
       
  1119   by (auto simp add: tendsto_iff eventually_within_le)
       
  1120 
       
  1121 lemma Lim_within: "(f ---> l) (at a within S) \<longleftrightarrow>
       
  1122         (\<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)"
       
  1123   by (auto simp add: tendsto_iff eventually_within)
       
  1124 
       
  1125 lemma Lim_at: "(f ---> l) (at a) \<longleftrightarrow>
       
  1126         (\<forall>e >0. \<exists>d>0. \<forall>x. 0 < dist x a  \<and> dist x a  < d  \<longrightarrow> dist (f x) l < e)"
       
  1127   by (auto simp add: tendsto_iff eventually_at)
       
  1128 
       
  1129 lemma Lim_at_iff_LIM: "(f ---> l) (at a) \<longleftrightarrow> f -- a --> l"
       
  1130   unfolding Lim_at LIM_def by (simp only: zero_less_dist_iff)
       
  1131 
       
  1132 lemma Lim_at_infinity:
       
  1133   "(f ---> l) at_infinity \<longleftrightarrow> (\<forall>e>0. \<exists>b. \<forall>x. norm x >= b \<longrightarrow> dist (f x) l < e)"
       
  1134   by (auto simp add: tendsto_iff eventually_at_infinity)
       
  1135 
       
  1136 lemma Lim_sequentially:
       
  1137  "(S ---> l) sequentially \<longleftrightarrow>
       
  1138           (\<forall>e>0. \<exists>N. \<forall>n\<ge>N. dist (S n) l < e)"
       
  1139   by (auto simp add: tendsto_iff eventually_sequentially)
       
  1140 
       
  1141 lemma Lim_sequentially_iff_LIMSEQ: "(S ---> l) sequentially \<longleftrightarrow> S ----> l"
       
  1142   unfolding Lim_sequentially LIMSEQ_def ..
       
  1143 
       
  1144 lemma Lim_eventually: "eventually (\<lambda>x. f x = l) net \<Longrightarrow> (f ---> l) net"
       
  1145   by (rule topological_tendstoI, auto elim: eventually_rev_mono)
       
  1146 
       
  1147 text{* The expected monotonicity property. *}
       
  1148 
       
  1149 lemma Lim_within_empty: "(f ---> l) (net within {})"
       
  1150   unfolding tendsto_def Limits.eventually_within by simp
       
  1151 
       
  1152 lemma Lim_within_subset: "(f ---> l) (net within S) \<Longrightarrow> T \<subseteq> S \<Longrightarrow> (f ---> l) (net within T)"
       
  1153   unfolding tendsto_def Limits.eventually_within
       
  1154   by (auto elim!: eventually_elim1)
       
  1155 
       
  1156 lemma Lim_Un: assumes "(f ---> l) (net within S)" "(f ---> l) (net within T)"
       
  1157   shows "(f ---> l) (net within (S \<union> T))"
       
  1158   using assms unfolding tendsto_def Limits.eventually_within
       
  1159   apply clarify
       
  1160   apply (drule spec, drule (1) mp, drule (1) mp)
       
  1161   apply (drule spec, drule (1) mp, drule (1) mp)
       
  1162   apply (auto elim: eventually_elim2)
       
  1163   done
       
  1164 
       
  1165 lemma Lim_Un_univ:
       
  1166  "(f ---> l) (net within S) \<Longrightarrow> (f ---> l) (net within T) \<Longrightarrow>  S \<union> T = UNIV
       
  1167         ==> (f ---> l) net"
       
  1168   by (metis Lim_Un within_UNIV)
       
  1169 
       
  1170 text{* Interrelations between restricted and unrestricted limits. *}
       
  1171 
       
  1172 lemma Lim_at_within: "(f ---> l) net ==> (f ---> l)(net within S)"
       
  1173   (* FIXME: rename *)
       
  1174   unfolding tendsto_def Limits.eventually_within
       
  1175   apply (clarify, drule spec, drule (1) mp, drule (1) mp)
       
  1176   by (auto elim!: eventually_elim1)
       
  1177 
       
  1178 lemma Lim_within_open:
       
  1179   fixes f :: "'a::topological_space \<Rightarrow> 'b::topological_space"
       
  1180   assumes"a \<in> S" "open S"
       
  1181   shows "(f ---> l)(at a within S) \<longleftrightarrow> (f ---> l)(at a)" (is "?lhs \<longleftrightarrow> ?rhs")
       
  1182 proof
       
  1183   assume ?lhs
       
  1184   { fix A assume "open A" "l \<in> A"
       
  1185     with `?lhs` have "eventually (\<lambda>x. f x \<in> A) (at a within S)"
       
  1186       by (rule topological_tendstoD)
       
  1187     hence "eventually (\<lambda>x. x \<in> S \<longrightarrow> f x \<in> A) (at a)"
       
  1188       unfolding Limits.eventually_within .
       
  1189     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"
       
  1190       unfolding eventually_at_topological by fast
       
  1191     hence "open (T \<inter> S)" "a \<in> T \<inter> S" "\<forall>x\<in>(T \<inter> S). x \<noteq> a \<longrightarrow> f x \<in> A"
       
  1192       using assms by auto
       
  1193     hence "\<exists>T. open T \<and> a \<in> T \<and> (\<forall>x\<in>T. x \<noteq> a \<longrightarrow> f x \<in> A)"
       
  1194       by fast
       
  1195     hence "eventually (\<lambda>x. f x \<in> A) (at a)"
       
  1196       unfolding eventually_at_topological .
       
  1197   }
       
  1198   thus ?rhs by (rule topological_tendstoI)
       
  1199 next
       
  1200   assume ?rhs
       
  1201   thus ?lhs by (rule Lim_at_within)
       
  1202 qed
       
  1203 
       
  1204 text{* Another limit point characterization. *}
       
  1205 
       
  1206 lemma islimpt_sequential:
       
  1207   fixes x :: "'a::metric_space" (* FIXME: generalize to topological_space *)
       
  1208   shows "x islimpt S \<longleftrightarrow> (\<exists>f. (\<forall>n::nat. f n \<in> S -{x}) \<and> (f ---> x) sequentially)"
       
  1209     (is "?lhs = ?rhs")
       
  1210 proof
       
  1211   assume ?lhs
       
  1212   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"
       
  1213     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
       
  1214   { fix n::nat
       
  1215     have "f (inverse (real n + 1)) \<in> S - {x}" using f by auto
       
  1216   }
       
  1217   moreover
       
  1218   { fix e::real assume "e>0"
       
  1219     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
       
  1220     then obtain N::nat where "inverse (real (N + 1)) < e" by auto
       
  1221     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)
       
  1222     moreover have "\<forall>n\<ge>N. dist (f (inverse (real n + 1))) x < (inverse (real n + 1))" using f `e>0` by auto
       
  1223     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
       
  1224   }
       
  1225   hence " ((\<lambda>n. f (inverse (real n + 1))) ---> x) sequentially"
       
  1226     unfolding Lim_sequentially using f by auto
       
  1227   ultimately show ?rhs apply (rule_tac x="(\<lambda>n::nat. f (inverse (real n + 1)))" in exI) by auto
       
  1228 next
       
  1229   assume ?rhs
       
  1230   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
       
  1231   { fix e::real assume "e>0"
       
  1232     then obtain N where "dist (f N) x < e" using f(2) by auto
       
  1233     moreover have "f N\<in>S" "f N \<noteq> x" using f(1) by auto
       
  1234     ultimately have "\<exists>x'\<in>S. x' \<noteq> x \<and> dist x' x < e" by auto
       
  1235   }
       
  1236   thus ?lhs unfolding islimpt_approachable by auto
       
  1237 qed
       
  1238 
       
  1239 text{* Basic arithmetical combining theorems for limits. *}
       
  1240 
       
  1241 lemma Lim_linear:
       
  1242   assumes "(f ---> l) net" "bounded_linear h"
       
  1243   shows "((\<lambda>x. h (f x)) ---> h l) net"
       
  1244 using `bounded_linear h` `(f ---> l) net`
       
  1245 by (rule bounded_linear.tendsto)
       
  1246 
       
  1247 lemma Lim_ident_at: "((\<lambda>x. x) ---> a) (at a)"
       
  1248   unfolding tendsto_def Limits.eventually_at_topological by fast
       
  1249 
       
  1250 lemma Lim_const: "((\<lambda>x. a) ---> a) net"
       
  1251   by (rule tendsto_const)
       
  1252 
       
  1253 lemma Lim_cmul:
       
  1254   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
       
  1255   shows "(f ---> l) net ==> ((\<lambda>x. c *\<^sub>R f x) ---> c *\<^sub>R l) net"
       
  1256   by (intro tendsto_intros)
       
  1257 
       
  1258 lemma Lim_neg:
       
  1259   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
       
  1260   shows "(f ---> l) net ==> ((\<lambda>x. -(f x)) ---> -l) net"
       
  1261   by (rule tendsto_minus)
       
  1262 
       
  1263 lemma Lim_add: fixes f :: "'a \<Rightarrow> 'b::real_normed_vector" shows
       
  1264  "(f ---> l) net \<Longrightarrow> (g ---> m) net \<Longrightarrow> ((\<lambda>x. f(x) + g(x)) ---> l + m) net"
       
  1265   by (rule tendsto_add)
       
  1266 
       
  1267 lemma Lim_sub:
       
  1268   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
       
  1269   shows "(f ---> l) net \<Longrightarrow> (g ---> m) net \<Longrightarrow> ((\<lambda>x. f(x) - g(x)) ---> l - m) net"
       
  1270   by (rule tendsto_diff)
       
  1271 
       
  1272 lemma Lim_null:
       
  1273   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
       
  1274   shows "(f ---> l) net \<longleftrightarrow> ((\<lambda>x. f(x) - l) ---> 0) net" by (simp add: Lim dist_norm)
       
  1275 
       
  1276 lemma Lim_null_norm:
       
  1277   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
       
  1278   shows "(f ---> 0) net \<longleftrightarrow> ((\<lambda>x. norm(f x)) ---> 0) net"
       
  1279   by (simp add: Lim dist_norm)
       
  1280 
       
  1281 lemma Lim_null_comparison:
       
  1282   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
       
  1283   assumes "eventually (\<lambda>x. norm (f x) \<le> g x) net" "(g ---> 0) net"
       
  1284   shows "(f ---> 0) net"
       
  1285 proof(simp add: tendsto_iff, rule+)
       
  1286   fix e::real assume "0<e"
       
  1287   { fix x
       
  1288     assume "norm (f x) \<le> g x" "dist (g x) 0 < e"
       
  1289     hence "dist (f x) 0 < e" by (simp add: dist_norm)
       
  1290   }
       
  1291   thus "eventually (\<lambda>x. dist (f x) 0 < e) net"
       
  1292     using eventually_and[of "\<lambda>x. norm(f x) <= g x" "\<lambda>x. dist (g x) 0 < e" net]
       
  1293     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]
       
  1294     using assms `e>0` unfolding tendsto_iff by auto
       
  1295 qed
       
  1296 
       
  1297 lemma Lim_component:
       
  1298   fixes f :: "'a \<Rightarrow> 'b::metric_space ^ 'n::finite"
       
  1299   shows "(f ---> l) net \<Longrightarrow> ((\<lambda>a. f a $i) ---> l$i) net"
       
  1300   unfolding tendsto_iff
       
  1301   apply (clarify)
       
  1302   apply (drule spec, drule (1) mp)
       
  1303   apply (erule eventually_elim1)
       
  1304   apply (erule le_less_trans [OF dist_nth_le])
       
  1305   done
       
  1306 
       
  1307 lemma Lim_transform_bound:
       
  1308   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
       
  1309   fixes g :: "'a \<Rightarrow> 'c::real_normed_vector"
       
  1310   assumes "eventually (\<lambda>n. norm(f n) <= norm(g n)) net"  "(g ---> 0) net"
       
  1311   shows "(f ---> 0) net"
       
  1312 proof (rule tendstoI)
       
  1313   fix e::real assume "e>0"
       
  1314   { fix x
       
  1315     assume "norm (f x) \<le> norm (g x)" "dist (g x) 0 < e"
       
  1316     hence "dist (f x) 0 < e" by (simp add: dist_norm)}
       
  1317   thus "eventually (\<lambda>x. dist (f x) 0 < e) net"
       
  1318     using eventually_and[of "\<lambda>x. norm (f x) \<le> norm (g x)" "\<lambda>x. dist (g x) 0 < e" net]
       
  1319     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]
       
  1320     using assms `e>0` unfolding tendsto_iff by blast
       
  1321 qed
       
  1322 
       
  1323 text{* Deducing things about the limit from the elements. *}
       
  1324 
       
  1325 lemma Lim_in_closed_set:
       
  1326   assumes "closed S" "eventually (\<lambda>x. f(x) \<in> S) net" "\<not>(trivial_limit net)" "(f ---> l) net"
       
  1327   shows "l \<in> S"
       
  1328 proof (rule ccontr)
       
  1329   assume "l \<notin> S"
       
  1330   with `closed S` have "open (- S)" "l \<in> - S"
       
  1331     by (simp_all add: open_Compl)
       
  1332   with assms(4) have "eventually (\<lambda>x. f x \<in> - S) net"
       
  1333     by (rule topological_tendstoD)
       
  1334   with assms(2) have "eventually (\<lambda>x. False) net"
       
  1335     by (rule eventually_elim2) simp
       
  1336   with assms(3) show "False"
       
  1337     by (simp add: eventually_False)
       
  1338 qed
       
  1339 
       
  1340 text{* Need to prove closed(cball(x,e)) before deducing this as a corollary. *}
       
  1341 
       
  1342 lemma Lim_dist_ubound:
       
  1343   assumes "\<not>(trivial_limit net)" "(f ---> l) net" "eventually (\<lambda>x. dist a (f x) <= e) net"
       
  1344   shows "dist a l <= e"
       
  1345 proof (rule ccontr)
       
  1346   assume "\<not> dist a l \<le> e"
       
  1347   then have "0 < dist a l - e" by simp
       
  1348   with assms(2) have "eventually (\<lambda>x. dist (f x) l < dist a l - e) net"
       
  1349     by (rule tendstoD)
       
  1350   with assms(3) have "eventually (\<lambda>x. dist a (f x) \<le> e \<and> dist (f x) l < dist a l - e) net"
       
  1351     by (rule eventually_conjI)
       
  1352   then obtain w where "dist a (f w) \<le> e" "dist (f w) l < dist a l - e"
       
  1353     using assms(1) eventually_happens by auto
       
  1354   hence "dist a (f w) + dist (f w) l < e + (dist a l - e)"
       
  1355     by (rule add_le_less_mono)
       
  1356   hence "dist a (f w) + dist (f w) l < dist a l"
       
  1357     by simp
       
  1358   also have "\<dots> \<le> dist a (f w) + dist (f w) l"
       
  1359     by (rule dist_triangle)
       
  1360   finally show False by simp
       
  1361 qed
       
  1362 
       
  1363 lemma Lim_norm_ubound:
       
  1364   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
       
  1365   assumes "\<not>(trivial_limit net)" "(f ---> l) net" "eventually (\<lambda>x. norm(f x) <= e) net"
       
  1366   shows "norm(l) <= e"
       
  1367 proof (rule ccontr)
       
  1368   assume "\<not> norm l \<le> e"
       
  1369   then have "0 < norm l - e" by simp
       
  1370   with assms(2) have "eventually (\<lambda>x. dist (f x) l < norm l - e) net"
       
  1371     by (rule tendstoD)
       
  1372   with assms(3) have "eventually (\<lambda>x. norm (f x) \<le> e \<and> dist (f x) l < norm l - e) net"
       
  1373     by (rule eventually_conjI)
       
  1374   then obtain w where "norm (f w) \<le> e" "dist (f w) l < norm l - e"
       
  1375     using assms(1) eventually_happens by auto
       
  1376   hence "norm (f w - l) < norm l - e" "norm (f w) \<le> e" by (simp_all add: dist_norm)
       
  1377   hence "norm (f w - l) + norm (f w) < norm l" by simp
       
  1378   hence "norm (f w - l - f w) < norm l" by (rule le_less_trans [OF norm_triangle_ineq4])
       
  1379   thus False using `\<not> norm l \<le> e` by simp
       
  1380 qed
       
  1381 
       
  1382 lemma Lim_norm_lbound:
       
  1383   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
       
  1384   assumes "\<not> (trivial_limit net)"  "(f ---> l) net"  "eventually (\<lambda>x. e <= norm(f x)) net"
       
  1385   shows "e \<le> norm l"
       
  1386 proof (rule ccontr)
       
  1387   assume "\<not> e \<le> norm l"
       
  1388   then have "0 < e - norm l" by simp
       
  1389   with assms(2) have "eventually (\<lambda>x. dist (f x) l < e - norm l) net"
       
  1390     by (rule tendstoD)
       
  1391   with assms(3) have "eventually (\<lambda>x. e \<le> norm (f x) \<and> dist (f x) l < e - norm l) net"
       
  1392     by (rule eventually_conjI)
       
  1393   then obtain w where "e \<le> norm (f w)" "dist (f w) l < e - norm l"
       
  1394     using assms(1) eventually_happens by auto
       
  1395   hence "norm (f w - l) + norm l < e" "e \<le> norm (f w)" by (simp_all add: dist_norm)
       
  1396   hence "norm (f w - l) + norm l < norm (f w)" by (rule less_le_trans)
       
  1397   hence "norm (f w - l + l) < norm (f w)" by (rule le_less_trans [OF norm_triangle_ineq])
       
  1398   thus False by simp
       
  1399 qed
       
  1400 
       
  1401 text{* Uniqueness of the limit, when nontrivial. *}
       
  1402 
       
  1403 lemma Lim_unique:
       
  1404   fixes f :: "'a \<Rightarrow> 'b::t2_space"
       
  1405   assumes "\<not> trivial_limit net"  "(f ---> l) net"  "(f ---> l') net"
       
  1406   shows "l = l'"
       
  1407 proof (rule ccontr)
       
  1408   assume "l \<noteq> l'"
       
  1409   obtain U V where "open U" "open V" "l \<in> U" "l' \<in> V" "U \<inter> V = {}"
       
  1410     using hausdorff [OF `l \<noteq> l'`] by fast
       
  1411   have "eventually (\<lambda>x. f x \<in> U) net"
       
  1412     using `(f ---> l) net` `open U` `l \<in> U` by (rule topological_tendstoD)
       
  1413   moreover
       
  1414   have "eventually (\<lambda>x. f x \<in> V) net"
       
  1415     using `(f ---> l') net` `open V` `l' \<in> V` by (rule topological_tendstoD)
       
  1416   ultimately
       
  1417   have "eventually (\<lambda>x. False) net"
       
  1418   proof (rule eventually_elim2)
       
  1419     fix x
       
  1420     assume "f x \<in> U" "f x \<in> V"
       
  1421     hence "f x \<in> U \<inter> V" by simp
       
  1422     with `U \<inter> V = {}` show "False" by simp
       
  1423   qed
       
  1424   with `\<not> trivial_limit net` show "False"
       
  1425     by (simp add: eventually_False)
       
  1426 qed
       
  1427 
       
  1428 lemma tendsto_Lim:
       
  1429   fixes f :: "'a \<Rightarrow> 'b::t2_space"
       
  1430   shows "~(trivial_limit net) \<Longrightarrow> (f ---> l) net ==> Lim net f = l"
       
  1431   unfolding Lim_def using Lim_unique[of net f] by auto
       
  1432 
       
  1433 text{* Limit under bilinear function *}
       
  1434 
       
  1435 lemma Lim_bilinear:
       
  1436   assumes "(f ---> l) net" and "(g ---> m) net" and "bounded_bilinear h"
       
  1437   shows "((\<lambda>x. h (f x) (g x)) ---> (h l m)) net"
       
  1438 using `bounded_bilinear h` `(f ---> l) net` `(g ---> m) net`
       
  1439 by (rule bounded_bilinear.tendsto)
       
  1440 
       
  1441 text{* These are special for limits out of the same vector space. *}
       
  1442 
       
  1443 lemma Lim_within_id: "(id ---> a) (at a within s)"
       
  1444   unfolding tendsto_def Limits.eventually_within eventually_at_topological
       
  1445   by auto
       
  1446 
       
  1447 lemma Lim_at_id: "(id ---> a) (at a)"
       
  1448 apply (subst within_UNIV[symmetric]) by (simp add: Lim_within_id)
       
  1449 
       
  1450 lemma Lim_at_zero:
       
  1451   fixes a :: "'a::real_normed_vector"
       
  1452   fixes l :: "'b::topological_space"
       
  1453   shows "(f ---> l) (at a) \<longleftrightarrow> ((\<lambda>x. f(a + x)) ---> l) (at 0)" (is "?lhs = ?rhs")
       
  1454 proof
       
  1455   assume "?lhs"
       
  1456   { fix S assume "open S" "l \<in> S"
       
  1457     with `?lhs` have "eventually (\<lambda>x. f x \<in> S) (at a)"
       
  1458       by (rule topological_tendstoD)
       
  1459     then obtain d where d: "d>0" "\<forall>x. x \<noteq> a \<and> dist x a < d \<longrightarrow> f x \<in> S"
       
  1460       unfolding Limits.eventually_at by fast
       
  1461     { fix x::"'a" assume "x \<noteq> 0 \<and> dist x 0 < d"
       
  1462       hence "f (a + x) \<in> S" using d
       
  1463       apply(erule_tac x="x+a" in allE)
       
  1464       by(auto simp add: comm_monoid_add.mult_commute dist_norm dist_commute)
       
  1465     }
       
  1466     hence "\<exists>d>0. \<forall>x. x \<noteq> 0 \<and> dist x 0 < d \<longrightarrow> f (a + x) \<in> S"
       
  1467       using d(1) by auto
       
  1468     hence "eventually (\<lambda>x. f (a + x) \<in> S) (at 0)"
       
  1469       unfolding Limits.eventually_at .
       
  1470   }
       
  1471   thus "?rhs" by (rule topological_tendstoI)
       
  1472 next
       
  1473   assume "?rhs"
       
  1474   { fix S assume "open S" "l \<in> S"
       
  1475     with `?rhs` have "eventually (\<lambda>x. f (a + x) \<in> S) (at 0)"
       
  1476       by (rule topological_tendstoD)
       
  1477     then obtain d where d: "d>0" "\<forall>x. x \<noteq> 0 \<and> dist x 0 < d \<longrightarrow> f (a + x) \<in> S"
       
  1478       unfolding Limits.eventually_at by fast
       
  1479     { fix x::"'a" assume "x \<noteq> a \<and> dist x a < d"
       
  1480       hence "f x \<in> S" using d apply(erule_tac x="x-a" in allE)
       
  1481 	by(auto simp add: comm_monoid_add.mult_commute dist_norm dist_commute)
       
  1482     }
       
  1483     hence "\<exists>d>0. \<forall>x. x \<noteq> a \<and> dist x a < d \<longrightarrow> f x \<in> S" using d(1) by auto
       
  1484     hence "eventually (\<lambda>x. f x \<in> S) (at a)" unfolding Limits.eventually_at .
       
  1485   }
       
  1486   thus "?lhs" by (rule topological_tendstoI)
       
  1487 qed
       
  1488 
       
  1489 text{* It's also sometimes useful to extract the limit point from the net.  *}
       
  1490 
       
  1491 definition
       
  1492   netlimit :: "'a::t2_space net \<Rightarrow> 'a" where
       
  1493   "netlimit net = (SOME a. ((\<lambda>x. x) ---> a) net)"
       
  1494 
       
  1495 lemma netlimit_within:
       
  1496   assumes "\<not> trivial_limit (at a within S)"
       
  1497   shows "netlimit (at a within S) = a"
       
  1498 unfolding netlimit_def
       
  1499 apply (rule some_equality)
       
  1500 apply (rule Lim_at_within)
       
  1501 apply (rule Lim_ident_at)
       
  1502 apply (erule Lim_unique [OF assms])
       
  1503 apply (rule Lim_at_within)
       
  1504 apply (rule Lim_ident_at)
       
  1505 done
       
  1506 
       
  1507 lemma netlimit_at:
       
  1508   fixes a :: "'a::perfect_space"
       
  1509   shows "netlimit (at a) = a"
       
  1510   apply (subst within_UNIV[symmetric])
       
  1511   using netlimit_within[of a UNIV]
       
  1512   by (simp add: trivial_limit_at within_UNIV)
       
  1513 
       
  1514 text{* Transformation of limit. *}
       
  1515 
       
  1516 lemma Lim_transform:
       
  1517   fixes f g :: "'a::type \<Rightarrow> 'b::real_normed_vector"
       
  1518   assumes "((\<lambda>x. f x - g x) ---> 0) net" "(f ---> l) net"
       
  1519   shows "(g ---> l) net"
       
  1520 proof-
       
  1521   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
       
  1522   thus "?thesis" using Lim_neg [of "\<lambda> x. - g x" "-l" net] by auto
       
  1523 qed
       
  1524 
       
  1525 lemma Lim_transform_eventually:
       
  1526   "eventually (\<lambda>x. f x = g x) net \<Longrightarrow> (f ---> l) net ==> (g ---> l) net"
       
  1527   apply (rule topological_tendstoI)
       
  1528   apply (drule (2) topological_tendstoD)
       
  1529   apply (erule (1) eventually_elim2, simp)
       
  1530   done
       
  1531 
       
  1532 lemma Lim_transform_within:
       
  1533   fixes l :: "'b::metric_space" (* TODO: generalize *)
       
  1534   assumes "0 < d" "(\<forall>x'\<in>S. 0 < dist x' x \<and> dist x' x < d \<longrightarrow> f x' = g x')"
       
  1535           "(f ---> l) (at x within S)"
       
  1536   shows   "(g ---> l) (at x within S)"
       
  1537   using assms(1,3) unfolding Lim_within
       
  1538   apply -
       
  1539   apply (clarify, rename_tac e)
       
  1540   apply (drule_tac x=e in spec, clarsimp, rename_tac r)
       
  1541   apply (rule_tac x="min d r" in exI, clarsimp, rename_tac y)
       
  1542   apply (drule_tac x=y in bspec, assumption, clarsimp)
       
  1543   apply (simp add: assms(2))
       
  1544   done
       
  1545 
       
  1546 lemma Lim_transform_at:
       
  1547   fixes l :: "'b::metric_space" (* TODO: generalize *)
       
  1548   shows "0 < d \<Longrightarrow> (\<forall>x'. 0 < dist x' x \<and> dist x' x < d \<longrightarrow> f x' = g x') \<Longrightarrow>
       
  1549   (f ---> l) (at x) ==> (g ---> l) (at x)"
       
  1550   apply (subst within_UNIV[symmetric])
       
  1551   using Lim_transform_within[of d UNIV x f g l]
       
  1552   by (auto simp add: within_UNIV)
       
  1553 
       
  1554 text{* Common case assuming being away from some crucial point like 0. *}
       
  1555 
       
  1556 lemma Lim_transform_away_within:
       
  1557   fixes a b :: "'a::metric_space"
       
  1558   fixes l :: "'b::metric_space" (* TODO: generalize *)
       
  1559   assumes "a\<noteq>b" "\<forall>x\<in> S. x \<noteq> a \<and> x \<noteq> b \<longrightarrow> f x = g x"
       
  1560   and "(f ---> l) (at a within S)"
       
  1561   shows "(g ---> l) (at a within S)"
       
  1562 proof-
       
  1563   have "\<forall>x'\<in>S. 0 < dist x' a \<and> dist x' a < dist a b \<longrightarrow> f x' = g x'" using assms(2)
       
  1564     apply auto apply(erule_tac x=x' in ballE) by (auto simp add: dist_commute)
       
  1565   thus ?thesis using Lim_transform_within[of "dist a b" S a f g l] using assms(1,3) unfolding dist_nz by auto
       
  1566 qed
       
  1567 
       
  1568 lemma Lim_transform_away_at:
       
  1569   fixes a b :: "'a::metric_space"
       
  1570   fixes l :: "'b::metric_space" (* TODO: generalize *)
       
  1571   assumes ab: "a\<noteq>b" and fg: "\<forall>x. x \<noteq> a \<and> x \<noteq> b \<longrightarrow> f x = g x"
       
  1572   and fl: "(f ---> l) (at a)"
       
  1573   shows "(g ---> l) (at a)"
       
  1574   using Lim_transform_away_within[OF ab, of UNIV f g l] fg fl
       
  1575   by (auto simp add: within_UNIV)
       
  1576 
       
  1577 text{* Alternatively, within an open set. *}
       
  1578 
       
  1579 lemma Lim_transform_within_open:
       
  1580   fixes a :: "'a::metric_space"
       
  1581   fixes l :: "'b::metric_space" (* TODO: generalize *)
       
  1582   assumes "open S"  "a \<in> S"  "\<forall>x\<in>S. x \<noteq> a \<longrightarrow> f x = g x"  "(f ---> l) (at a)"
       
  1583   shows "(g ---> l) (at a)"
       
  1584 proof-
       
  1585   from assms(1,2) obtain e::real where "e>0" and e:"ball a e \<subseteq> S" unfolding open_contains_ball by auto
       
  1586   hence "\<forall>x'. 0 < dist x' a \<and> dist x' a < e \<longrightarrow> f x' = g x'" using assms(3)
       
  1587     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)
       
  1588   thus ?thesis using Lim_transform_at[of e a f g l] `e>0` assms(4) by auto
       
  1589 qed
       
  1590 
       
  1591 text{* A congruence rule allowing us to transform limits assuming not at point. *}
       
  1592 
       
  1593 (* FIXME: Only one congruence rule for tendsto can be used at a time! *)
       
  1594 
       
  1595 lemma Lim_cong_within[cong add]:
       
  1596   fixes a :: "'a::metric_space"
       
  1597   fixes l :: "'b::metric_space" (* TODO: generalize *)
       
  1598   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))"
       
  1599   by (simp add: Lim_within dist_nz[symmetric])
       
  1600 
       
  1601 lemma Lim_cong_at[cong add]:
       
  1602   fixes a :: "'a::metric_space"
       
  1603   fixes l :: "'b::metric_space" (* TODO: generalize *)
       
  1604   shows "(\<And>x. x \<noteq> a ==> f x = g x) ==> (((\<lambda>x. f x) ---> l) (at a) \<longleftrightarrow> ((g ---> l) (at a)))"
       
  1605   by (simp add: Lim_at dist_nz[symmetric])
       
  1606 
       
  1607 text{* Useful lemmas on closure and set of possible sequential limits.*}
       
  1608 
       
  1609 lemma closure_sequential:
       
  1610   fixes l :: "'a::metric_space" (* TODO: generalize *)
       
  1611   shows "l \<in> closure S \<longleftrightarrow> (\<exists>x. (\<forall>n. x n \<in> S) \<and> (x ---> l) sequentially)" (is "?lhs = ?rhs")
       
  1612 proof
       
  1613   assume "?lhs" moreover
       
  1614   { assume "l \<in> S"
       
  1615     hence "?rhs" using Lim_const[of l sequentially] by auto
       
  1616   } moreover
       
  1617   { assume "l islimpt S"
       
  1618     hence "?rhs" unfolding islimpt_sequential by auto
       
  1619   } ultimately
       
  1620   show "?rhs" unfolding closure_def by auto
       
  1621 next
       
  1622   assume "?rhs"
       
  1623   thus "?lhs" unfolding closure_def unfolding islimpt_sequential by auto
       
  1624 qed
       
  1625 
       
  1626 lemma closed_sequential_limits:
       
  1627   fixes S :: "'a::metric_space set"
       
  1628   shows "closed S \<longleftrightarrow> (\<forall>x l. (\<forall>n. x n \<in> S) \<and> (x ---> l) sequentially \<longrightarrow> l \<in> S)"
       
  1629   unfolding closed_limpt
       
  1630   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]
       
  1631   by metis
       
  1632 
       
  1633 lemma closure_approachable:
       
  1634   fixes S :: "'a::metric_space set"
       
  1635   shows "x \<in> closure S \<longleftrightarrow> (\<forall>e>0. \<exists>y\<in>S. dist y x < e)"
       
  1636   apply (auto simp add: closure_def islimpt_approachable)
       
  1637   by (metis dist_self)
       
  1638 
       
  1639 lemma closed_approachable:
       
  1640   fixes S :: "'a::metric_space set"
       
  1641   shows "closed S ==> (\<forall>e>0. \<exists>y\<in>S. dist y x < e) \<longleftrightarrow> x \<in> S"
       
  1642   by (metis closure_closed closure_approachable)
       
  1643 
       
  1644 text{* Some other lemmas about sequences. *}
       
  1645 
       
  1646 lemma seq_offset:
       
  1647   fixes l :: "'a::metric_space" (* TODO: generalize *)
       
  1648   shows "(f ---> l) sequentially ==> ((\<lambda>i. f( i + k)) ---> l) sequentially"
       
  1649   apply (auto simp add: Lim_sequentially)
       
  1650   by (metis trans_le_add1 )
       
  1651 
       
  1652 lemma seq_offset_neg:
       
  1653   "(f ---> l) sequentially ==> ((\<lambda>i. f(i - k)) ---> l) sequentially"
       
  1654   apply (rule topological_tendstoI)
       
  1655   apply (drule (2) topological_tendstoD)
       
  1656   apply (simp only: eventually_sequentially)
       
  1657   apply (subgoal_tac "\<And>N k (n::nat). N + k <= n ==> N <= n - k")
       
  1658   apply metis
       
  1659   by arith
       
  1660 
       
  1661 lemma seq_offset_rev:
       
  1662   "((\<lambda>i. f(i + k)) ---> l) sequentially ==> (f ---> l) sequentially"
       
  1663   apply (rule topological_tendstoI)
       
  1664   apply (drule (2) topological_tendstoD)
       
  1665   apply (simp only: eventually_sequentially)
       
  1666   apply (subgoal_tac "\<And>N k (n::nat). N + k <= n ==> N <= n - k \<and> (n - k) + k = n")
       
  1667   by metis arith
       
  1668 
       
  1669 lemma seq_harmonic: "((\<lambda>n. inverse (real n)) ---> 0) sequentially"
       
  1670 proof-
       
  1671   { fix e::real assume "e>0"
       
  1672     hence "\<exists>N::nat. \<forall>n::nat\<ge>N. inverse (real n) < e"
       
  1673       using real_arch_inv[of e] apply auto apply(rule_tac x=n in exI)
       
  1674       by (metis not_le le_imp_inverse_le not_less real_of_nat_gt_zero_cancel_iff real_of_nat_less_iff xt1(7))
       
  1675   }
       
  1676   thus ?thesis unfolding Lim_sequentially dist_norm by simp
       
  1677 qed
       
  1678 
       
  1679 text{* More properties of closed balls. *}
       
  1680 
       
  1681 lemma closed_cball: "closed (cball x e)"
       
  1682 unfolding cball_def closed_def
       
  1683 unfolding Collect_neg_eq [symmetric] not_le
       
  1684 apply (clarsimp simp add: open_dist, rename_tac y)
       
  1685 apply (rule_tac x="dist x y - e" in exI, clarsimp)
       
  1686 apply (rename_tac x')
       
  1687 apply (cut_tac x=x and y=x' and z=y in dist_triangle)
       
  1688 apply simp
       
  1689 done
       
  1690 
       
  1691 lemma open_contains_cball: "open S \<longleftrightarrow> (\<forall>x\<in>S. \<exists>e>0.  cball x e \<subseteq> S)"
       
  1692 proof-
       
  1693   { fix x and e::real assume "x\<in>S" "e>0" "ball x e \<subseteq> S"
       
  1694     hence "\<exists>d>0. cball x d \<subseteq> S" unfolding subset_eq by (rule_tac x="e/2" in exI, auto)
       
  1695   } moreover
       
  1696   { fix x and e::real assume "x\<in>S" "e>0" "cball x e \<subseteq> S"
       
  1697     hence "\<exists>d>0. ball x d \<subseteq> S" unfolding subset_eq apply(rule_tac x="e/2" in exI) by auto
       
  1698   } ultimately
       
  1699   show ?thesis unfolding open_contains_ball by auto
       
  1700 qed
       
  1701 
       
  1702 lemma open_contains_cball_eq: "open S ==> (\<forall>x. x \<in> S \<longleftrightarrow> (\<exists>e>0. cball x e \<subseteq> S))"
       
  1703   by (metis open_contains_cball subset_eq order_less_imp_le centre_in_cball mem_def)
       
  1704 
       
  1705 lemma mem_interior_cball: "x \<in> interior S \<longleftrightarrow> (\<exists>e>0. cball x e \<subseteq> S)"
       
  1706   apply (simp add: interior_def, safe)
       
  1707   apply (force simp add: open_contains_cball)
       
  1708   apply (rule_tac x="ball x e" in exI)
       
  1709   apply (simp add: open_ball centre_in_ball subset_trans [OF ball_subset_cball])
       
  1710   done
       
  1711 
       
  1712 lemma islimpt_ball:
       
  1713   fixes x y :: "'a::{real_normed_vector,perfect_space}"
       
  1714   shows "y islimpt ball x e \<longleftrightarrow> 0 < e \<and> y \<in> cball x e" (is "?lhs = ?rhs")
       
  1715 proof
       
  1716   assume "?lhs"
       
  1717   { assume "e \<le> 0"
       
  1718     hence *:"ball x e = {}" using ball_eq_empty[of x e] by auto
       
  1719     have False using `?lhs` unfolding * using islimpt_EMPTY[of y] by auto
       
  1720   }
       
  1721   hence "e > 0" by (metis not_less)
       
  1722   moreover
       
  1723   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
       
  1724   ultimately show "?rhs" by auto
       
  1725 next
       
  1726   assume "?rhs" hence "e>0"  by auto
       
  1727   { fix d::real assume "d>0"
       
  1728     have "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d"
       
  1729     proof(cases "d \<le> dist x y")
       
  1730       case True thus "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d"
       
  1731       proof(cases "x=y")
       
  1732 	case True hence False using `d \<le> dist x y` `d>0` by auto
       
  1733 	thus "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d" by auto
       
  1734       next
       
  1735 	case False
       
  1736 
       
  1737 	have "dist x (y - (d / (2 * dist y x)) *\<^sub>R (y - x))
       
  1738 	      = norm (x - y + (d / (2 * norm (y - x))) *\<^sub>R (y - x))"
       
  1739 	  unfolding mem_cball mem_ball dist_norm diff_diff_eq2 diff_add_eq[THEN sym] by auto
       
  1740 	also have "\<dots> = \<bar>- 1 + d / (2 * norm (x - y))\<bar> * norm (x - y)"
       
  1741 	  using scaleR_left_distrib[of "- 1" "d / (2 * norm (y - x))", THEN sym, of "y - x"]
       
  1742 	  unfolding scaleR_minus_left scaleR_one
       
  1743 	  by (auto simp add: norm_minus_commute)
       
  1744 	also have "\<dots> = \<bar>- norm (x - y) + d / 2\<bar>"
       
  1745 	  unfolding abs_mult_pos[of "norm (x - y)", OF norm_ge_zero[of "x - y"]]
       
  1746 	  unfolding real_add_mult_distrib using `x\<noteq>y`[unfolded dist_nz, unfolded dist_norm] by auto
       
  1747 	also have "\<dots> \<le> e - d/2" using `d \<le> dist x y` and `d>0` and `?rhs` by(auto simp add: dist_norm)
       
  1748 	finally have "y - (d / (2 * dist y x)) *\<^sub>R (y - x) \<in> ball x e" using `d>0` by auto
       
  1749 
       
  1750 	moreover
       
  1751 
       
  1752 	have "(d / (2*dist y x)) *\<^sub>R (y - x) \<noteq> 0"
       
  1753 	  using `x\<noteq>y`[unfolded dist_nz] `d>0` unfolding scaleR_eq_0_iff by (auto simp add: dist_commute)
       
  1754 	moreover
       
  1755 	have "dist (y - (d / (2 * dist y x)) *\<^sub>R (y - x)) y < d" unfolding dist_norm apply simp unfolding norm_minus_cancel
       
  1756 	  using `d>0` `x\<noteq>y`[unfolded dist_nz] dist_commute[of x y]
       
  1757 	  unfolding dist_norm by auto
       
  1758 	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
       
  1759       qed
       
  1760     next
       
  1761       case False hence "d > dist x y" by auto
       
  1762       show "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d"
       
  1763       proof(cases "x=y")
       
  1764 	case True
       
  1765 	obtain z where **: "z \<noteq> y" "dist z y < min e d"
       
  1766           using perfect_choose_dist[of "min e d" y]
       
  1767 	  using `d > 0` `e>0` by auto
       
  1768 	show "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d"
       
  1769           unfolding `x = y`
       
  1770           using `z \<noteq> y` **
       
  1771           by (rule_tac x=z in bexI, auto simp add: dist_commute)
       
  1772       next
       
  1773 	case False thus "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d"
       
  1774 	  using `d>0` `d > dist x y` `?rhs` by(rule_tac x=x in bexI, auto)
       
  1775       qed
       
  1776     qed  }
       
  1777   thus "?lhs" unfolding mem_cball islimpt_approachable mem_ball by auto
       
  1778 qed
       
  1779 
       
  1780 lemma closure_ball_lemma:
       
  1781   fixes x y :: "'a::real_normed_vector"
       
  1782   assumes "x \<noteq> y" shows "y islimpt ball x (dist x y)"
       
  1783 proof (rule islimptI)
       
  1784   fix T assume "y \<in> T" "open T"
       
  1785   then obtain r where "0 < r" "\<forall>z. dist z y < r \<longrightarrow> z \<in> T"
       
  1786     unfolding open_dist by fast
       
  1787   (* choose point between x and y, within distance r of y. *)
       
  1788   def k \<equiv> "min 1 (r / (2 * dist x y))"
       
  1789   def z \<equiv> "y + scaleR k (x - y)"
       
  1790   have z_def2: "z = x + scaleR (1 - k) (y - x)"
       
  1791     unfolding z_def by (simp add: algebra_simps)
       
  1792   have "dist z y < r"
       
  1793     unfolding z_def k_def using `0 < r`
       
  1794     by (simp add: dist_norm min_def)
       
  1795   hence "z \<in> T" using `\<forall>z. dist z y < r \<longrightarrow> z \<in> T` by simp
       
  1796   have "dist x z < dist x y"
       
  1797     unfolding z_def2 dist_norm
       
  1798     apply (simp add: norm_minus_commute)
       
  1799     apply (simp only: dist_norm [symmetric])
       
  1800     apply (subgoal_tac "\<bar>1 - k\<bar> * dist x y < 1 * dist x y", simp)
       
  1801     apply (rule mult_strict_right_mono)
       
  1802     apply (simp add: k_def divide_pos_pos zero_less_dist_iff `0 < r` `x \<noteq> y`)
       
  1803     apply (simp add: zero_less_dist_iff `x \<noteq> y`)
       
  1804     done
       
  1805   hence "z \<in> ball x (dist x y)" by simp
       
  1806   have "z \<noteq> y"
       
  1807     unfolding z_def k_def using `x \<noteq> y` `0 < r`
       
  1808     by (simp add: min_def)
       
  1809   show "\<exists>z\<in>ball x (dist x y). z \<in> T \<and> z \<noteq> y"
       
  1810     using `z \<in> ball x (dist x y)` `z \<in> T` `z \<noteq> y`
       
  1811     by fast
       
  1812 qed
       
  1813 
       
  1814 lemma closure_ball:
       
  1815   fixes x :: "'a::real_normed_vector"
       
  1816   shows "0 < e \<Longrightarrow> closure (ball x e) = cball x e"
       
  1817 apply (rule equalityI)
       
  1818 apply (rule closure_minimal)
       
  1819 apply (rule ball_subset_cball)
       
  1820 apply (rule closed_cball)
       
  1821 apply (rule subsetI, rename_tac y)
       
  1822 apply (simp add: le_less [where 'a=real])
       
  1823 apply (erule disjE)
       
  1824 apply (rule subsetD [OF closure_subset], simp)
       
  1825 apply (simp add: closure_def)
       
  1826 apply clarify
       
  1827 apply (rule closure_ball_lemma)
       
  1828 apply (simp add: zero_less_dist_iff)
       
  1829 done
       
  1830 
       
  1831 (* In a trivial vector space, this fails for e = 0. *)
       
  1832 lemma interior_cball:
       
  1833   fixes x :: "'a::{real_normed_vector, perfect_space}"
       
  1834   shows "interior (cball x e) = ball x e"
       
  1835 proof(cases "e\<ge>0")
       
  1836   case False note cs = this
       
  1837   from cs have "ball x e = {}" using ball_empty[of e x] by auto moreover
       
  1838   { fix y assume "y \<in> cball x e"
       
  1839     hence False unfolding mem_cball using dist_nz[of x y] cs by auto  }
       
  1840   hence "cball x e = {}" by auto
       
  1841   hence "interior (cball x e) = {}" using interior_empty by auto
       
  1842   ultimately show ?thesis by blast
       
  1843 next
       
  1844   case True note cs = this
       
  1845   have "ball x e \<subseteq> cball x e" using ball_subset_cball by auto moreover
       
  1846   { fix S y assume as: "S \<subseteq> cball x e" "open S" "y\<in>S"
       
  1847     then obtain d where "d>0" and d:"\<forall>x'. dist x' y < d \<longrightarrow> x' \<in> S" unfolding open_dist by blast
       
  1848 
       
  1849     then obtain xa where xa_y: "xa \<noteq> y" and xa: "dist xa y < d"
       
  1850       using perfect_choose_dist [of d] by auto
       
  1851     have "xa\<in>S" using d[THEN spec[where x=xa]] using xa by(auto simp add: dist_commute)
       
  1852     hence xa_cball:"xa \<in> cball x e" using as(1) by auto
       
  1853 
       
  1854     hence "y \<in> ball x e" proof(cases "x = y")
       
  1855       case True
       
  1856       hence "e>0" using xa_y[unfolded dist_nz] xa_cball[unfolded mem_cball] by (auto simp add: dist_commute)
       
  1857       thus "y \<in> ball x e" using `x = y ` by simp
       
  1858     next
       
  1859       case False
       
  1860       have "dist (y + (d / 2 / dist y x) *\<^sub>R (y - x)) y < d" unfolding dist_norm
       
  1861 	using `d>0` norm_ge_zero[of "y - x"] `x \<noteq> y` by auto
       
  1862       hence *:"y + (d / 2 / dist y x) *\<^sub>R (y - x) \<in> cball x e" using d as(1)[unfolded subset_eq] by blast
       
  1863       have "y - x \<noteq> 0" using `x \<noteq> y` by auto
       
  1864       hence **:"d / (2 * norm (y - x)) > 0" unfolding zero_less_norm_iff[THEN sym]
       
  1865 	using `d>0` divide_pos_pos[of d "2*norm (y - x)"] by auto
       
  1866 
       
  1867       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)"
       
  1868         by (auto simp add: dist_norm algebra_simps)
       
  1869       also have "\<dots> = norm ((1 + d / (2 * norm (y - x))) *\<^sub>R (y - x))"
       
  1870         by (auto simp add: algebra_simps)
       
  1871       also have "\<dots> = \<bar>1 + d / (2 * norm (y - x))\<bar> * norm (y - x)"
       
  1872         using ** by auto
       
  1873       also have "\<dots> = (dist y x) + d/2"using ** by (auto simp add: left_distrib dist_norm)
       
  1874       finally have "e \<ge> dist x y +d/2" using *[unfolded mem_cball] by (auto simp add: dist_commute)
       
  1875       thus "y \<in> ball x e" unfolding mem_ball using `d>0` by auto
       
  1876     qed  }
       
  1877   hence "\<forall>S \<subseteq> cball x e. open S \<longrightarrow> S \<subseteq> ball x e" by auto
       
  1878   ultimately show ?thesis using interior_unique[of "ball x e" "cball x e"] using open_ball[of x e] by auto
       
  1879 qed
       
  1880 
       
  1881 lemma frontier_ball:
       
  1882   fixes a :: "'a::real_normed_vector"
       
  1883   shows "0 < e ==> frontier(ball a e) = {x. dist a x = e}"
       
  1884   apply (simp add: frontier_def closure_ball interior_open open_ball order_less_imp_le)
       
  1885   apply (simp add: expand_set_eq)
       
  1886   by arith
       
  1887 
       
  1888 lemma frontier_cball:
       
  1889   fixes a :: "'a::{real_normed_vector, perfect_space}"
       
  1890   shows "frontier(cball a e) = {x. dist a x = e}"
       
  1891   apply (simp add: frontier_def interior_cball closed_cball closure_closed order_less_imp_le)
       
  1892   apply (simp add: expand_set_eq)
       
  1893   by arith
       
  1894 
       
  1895 lemma cball_eq_empty: "(cball x e = {}) \<longleftrightarrow> e < 0"
       
  1896   apply (simp add: expand_set_eq not_le)
       
  1897   by (metis zero_le_dist dist_self order_less_le_trans)
       
  1898 lemma cball_empty: "e < 0 ==> cball x e = {}" by (simp add: cball_eq_empty)
       
  1899 
       
  1900 lemma cball_eq_sing:
       
  1901   fixes x :: "'a::perfect_space"
       
  1902   shows "(cball x e = {x}) \<longleftrightarrow> e = 0"
       
  1903 proof (rule linorder_cases)
       
  1904   assume e: "0 < e"
       
  1905   obtain a where "a \<noteq> x" "dist a x < e"
       
  1906     using perfect_choose_dist [OF e] by auto
       
  1907   hence "a \<noteq> x" "dist x a \<le> e" by (auto simp add: dist_commute)
       
  1908   with e show ?thesis by (auto simp add: expand_set_eq)
       
  1909 qed auto
       
  1910 
       
  1911 lemma cball_sing:
       
  1912   fixes x :: "'a::metric_space"
       
  1913   shows "e = 0 ==> cball x e = {x}"
       
  1914   by (auto simp add: expand_set_eq)
       
  1915 
       
  1916 text{* For points in the interior, localization of limits makes no difference.   *}
       
  1917 
       
  1918 lemma eventually_within_interior:
       
  1919   assumes "x \<in> interior S"
       
  1920   shows "eventually P (at x within S) \<longleftrightarrow> eventually P (at x)" (is "?lhs = ?rhs")
       
  1921 proof-
       
  1922   from assms obtain T where T: "open T" "x \<in> T" "T \<subseteq> S"
       
  1923     unfolding interior_def by fast
       
  1924   { assume "?lhs"
       
  1925     then obtain A where "open A" "x \<in> A" "\<forall>y\<in>A. y \<noteq> x \<longrightarrow> y \<in> S \<longrightarrow> P y"
       
  1926       unfolding Limits.eventually_within Limits.eventually_at_topological
       
  1927       by auto
       
  1928     with T have "open (A \<inter> T)" "x \<in> A \<inter> T" "\<forall>y\<in>(A \<inter> T). y \<noteq> x \<longrightarrow> P y"
       
  1929       by auto
       
  1930     then have "?rhs"
       
  1931       unfolding Limits.eventually_at_topological by auto
       
  1932   } moreover
       
  1933   { assume "?rhs" hence "?lhs"
       
  1934       unfolding Limits.eventually_within
       
  1935       by (auto elim: eventually_elim1)
       
  1936   } ultimately
       
  1937   show "?thesis" ..
       
  1938 qed
       
  1939 
       
  1940 lemma lim_within_interior:
       
  1941   "x \<in> interior S \<Longrightarrow> (f ---> l) (at x within S) \<longleftrightarrow> (f ---> l) (at x)"
       
  1942   unfolding tendsto_def by (simp add: eventually_within_interior)
       
  1943 
       
  1944 lemma netlimit_within_interior:
       
  1945   fixes x :: "'a::{perfect_space, real_normed_vector}"
       
  1946     (* FIXME: generalize to perfect_space *)
       
  1947   assumes "x \<in> interior S"
       
  1948   shows "netlimit(at x within S) = x" (is "?lhs = ?rhs")
       
  1949 proof-
       
  1950   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
       
  1951   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
       
  1952   thus ?thesis using netlimit_within by auto
       
  1953 qed
       
  1954 
       
  1955 subsection{* Boundedness. *}
       
  1956 
       
  1957   (* FIXME: This has to be unified with BSEQ!! *)
       
  1958 definition
       
  1959   bounded :: "'a::metric_space set \<Rightarrow> bool" where
       
  1960   "bounded S \<longleftrightarrow> (\<exists>x e. \<forall>y\<in>S. dist x y \<le> e)"
       
  1961 
       
  1962 lemma bounded_any_center: "bounded S \<longleftrightarrow> (\<exists>e. \<forall>y\<in>S. dist a y \<le> e)"
       
  1963 unfolding bounded_def
       
  1964 apply safe
       
  1965 apply (rule_tac x="dist a x + e" in exI, clarify)
       
  1966 apply (drule (1) bspec)
       
  1967 apply (erule order_trans [OF dist_triangle add_left_mono])
       
  1968 apply auto
       
  1969 done
       
  1970 
       
  1971 lemma bounded_iff: "bounded S \<longleftrightarrow> (\<exists>a. \<forall>x\<in>S. norm x \<le> a)"
       
  1972 unfolding bounded_any_center [where a=0]
       
  1973 by (simp add: dist_norm)
       
  1974 
       
  1975 lemma bounded_empty[simp]: "bounded {}" by (simp add: bounded_def)
       
  1976 lemma bounded_subset: "bounded T \<Longrightarrow> S \<subseteq> T ==> bounded S"
       
  1977   by (metis bounded_def subset_eq)
       
  1978 
       
  1979 lemma bounded_interior[intro]: "bounded S ==> bounded(interior S)"
       
  1980   by (metis bounded_subset interior_subset)
       
  1981 
       
  1982 lemma bounded_closure[intro]: assumes "bounded S" shows "bounded(closure S)"
       
  1983 proof-
       
  1984   from assms obtain x and a where a: "\<forall>y\<in>S. dist x y \<le> a" unfolding bounded_def by auto
       
  1985   { fix y assume "y \<in> closure S"
       
  1986     then obtain f where f: "\<forall>n. f n \<in> S"  "(f ---> y) sequentially"
       
  1987       unfolding closure_sequential by auto
       
  1988     have "\<forall>n. f n \<in> S \<longrightarrow> dist x (f n) \<le> a" using a by simp
       
  1989     hence "eventually (\<lambda>n. dist x (f n) \<le> a) sequentially"
       
  1990       by (rule eventually_mono, simp add: f(1))
       
  1991     have "dist x y \<le> a"
       
  1992       apply (rule Lim_dist_ubound [of sequentially f])
       
  1993       apply (rule trivial_limit_sequentially)
       
  1994       apply (rule f(2))
       
  1995       apply fact
       
  1996       done
       
  1997   }
       
  1998   thus ?thesis unfolding bounded_def by auto
       
  1999 qed
       
  2000 
       
  2001 lemma bounded_cball[simp,intro]: "bounded (cball x e)"
       
  2002   apply (simp add: bounded_def)
       
  2003   apply (rule_tac x=x in exI)
       
  2004   apply (rule_tac x=e in exI)
       
  2005   apply auto
       
  2006   done
       
  2007 
       
  2008 lemma bounded_ball[simp,intro]: "bounded(ball x e)"
       
  2009   by (metis ball_subset_cball bounded_cball bounded_subset)
       
  2010 
       
  2011 lemma finite_imp_bounded[intro]: assumes "finite S" shows "bounded S"
       
  2012 proof-
       
  2013   { fix a F assume as:"bounded F"
       
  2014     then obtain x e where "\<forall>y\<in>F. dist x y \<le> e" unfolding bounded_def by auto
       
  2015     hence "\<forall>y\<in>(insert a F). dist x y \<le> max e (dist x a)" by auto
       
  2016     hence "bounded (insert a F)" unfolding bounded_def by (intro exI)
       
  2017   }
       
  2018   thus ?thesis using finite_induct[of S bounded]  using bounded_empty assms by auto
       
  2019 qed
       
  2020 
       
  2021 lemma bounded_Un[simp]: "bounded (S \<union> T) \<longleftrightarrow> bounded S \<and> bounded T"
       
  2022   apply (auto simp add: bounded_def)
       
  2023   apply (rename_tac x y r s)
       
  2024   apply (rule_tac x=x in exI)
       
  2025   apply (rule_tac x="max r (dist x y + s)" in exI)
       
  2026   apply (rule ballI, rename_tac z, safe)
       
  2027   apply (drule (1) bspec, simp)
       
  2028   apply (drule (1) bspec)
       
  2029   apply (rule min_max.le_supI2)
       
  2030   apply (erule order_trans [OF dist_triangle add_left_mono])
       
  2031   done
       
  2032 
       
  2033 lemma bounded_Union[intro]: "finite F \<Longrightarrow> (\<forall>S\<in>F. bounded S) \<Longrightarrow> bounded(\<Union>F)"
       
  2034   by (induct rule: finite_induct[of F], auto)
       
  2035 
       
  2036 lemma bounded_pos: "bounded S \<longleftrightarrow> (\<exists>b>0. \<forall>x\<in> S. norm x <= b)"
       
  2037   apply (simp add: bounded_iff)
       
  2038   apply (subgoal_tac "\<And>x (y::real). 0 < 1 + abs y \<and> (x <= y \<longrightarrow> x <= 1 + abs y)")
       
  2039   by metis arith
       
  2040 
       
  2041 lemma bounded_Int[intro]: "bounded S \<or> bounded T \<Longrightarrow> bounded (S \<inter> T)"
       
  2042   by (metis Int_lower1 Int_lower2 bounded_subset)
       
  2043 
       
  2044 lemma bounded_diff[intro]: "bounded S ==> bounded (S - T)"
       
  2045 apply (metis Diff_subset bounded_subset)
       
  2046 done
       
  2047 
       
  2048 lemma bounded_insert[intro]:"bounded(insert x S) \<longleftrightarrow> bounded S"
       
  2049   by (metis Diff_cancel Un_empty_right Un_insert_right bounded_Un bounded_subset finite.emptyI finite_imp_bounded infinite_remove subset_insertI)
       
  2050 
       
  2051 lemma not_bounded_UNIV[simp, intro]:
       
  2052   "\<not> bounded (UNIV :: 'a::{real_normed_vector, perfect_space} set)"
       
  2053 proof(auto simp add: bounded_pos not_le)
       
  2054   obtain x :: 'a where "x \<noteq> 0"
       
  2055     using perfect_choose_dist [OF zero_less_one] by fast
       
  2056   fix b::real  assume b: "b >0"
       
  2057   have b1: "b +1 \<ge> 0" using b by simp
       
  2058   with `x \<noteq> 0` have "b < norm (scaleR (b + 1) (sgn x))"
       
  2059     by (simp add: norm_sgn)
       
  2060   then show "\<exists>x::'a. b < norm x" ..
       
  2061 qed
       
  2062 
       
  2063 lemma bounded_linear_image:
       
  2064   assumes "bounded S" "bounded_linear f"
       
  2065   shows "bounded(f ` S)"
       
  2066 proof-
       
  2067   from assms(1) obtain b where b:"b>0" "\<forall>x\<in>S. norm x \<le> b" unfolding bounded_pos by auto
       
  2068   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)
       
  2069   { fix x assume "x\<in>S"
       
  2070     hence "norm x \<le> b" using b by auto
       
  2071     hence "norm (f x) \<le> B * b" using B(2) apply(erule_tac x=x in allE)
       
  2072       by (metis B(1) B(2) real_le_trans real_mult_le_cancel_iff2)
       
  2073   }
       
  2074   thus ?thesis unfolding bounded_pos apply(rule_tac x="b*B" in exI)
       
  2075     using b B real_mult_order[of b B] by (auto simp add: real_mult_commute)
       
  2076 qed
       
  2077 
       
  2078 lemma bounded_scaling:
       
  2079   fixes S :: "'a::real_normed_vector set"
       
  2080   shows "bounded S \<Longrightarrow> bounded ((\<lambda>x. c *\<^sub>R x) ` S)"
       
  2081   apply (rule bounded_linear_image, assumption)
       
  2082   apply (rule scaleR.bounded_linear_right)
       
  2083   done
       
  2084 
       
  2085 lemma bounded_translation:
       
  2086   fixes S :: "'a::real_normed_vector set"
       
  2087   assumes "bounded S" shows "bounded ((\<lambda>x. a + x) ` S)"
       
  2088 proof-
       
  2089   from assms obtain b where b:"b>0" "\<forall>x\<in>S. norm x \<le> b" unfolding bounded_pos by auto
       
  2090   { fix x assume "x\<in>S"
       
  2091     hence "norm (a + x) \<le> b + norm a" using norm_triangle_ineq[of a x] b by auto
       
  2092   }
       
  2093   thus ?thesis unfolding bounded_pos using norm_ge_zero[of a] b(1) using add_strict_increasing[of b 0 "norm a"]
       
  2094     by (auto intro!: add exI[of _ "b + norm a"])
       
  2095 qed
       
  2096 
       
  2097 
       
  2098 text{* Some theorems on sups and infs using the notion "bounded". *}
       
  2099 
       
  2100 lemma bounded_real:
       
  2101   fixes S :: "real set"
       
  2102   shows "bounded S \<longleftrightarrow>  (\<exists>a. \<forall>x\<in>S. abs x <= a)"
       
  2103   by (simp add: bounded_iff)
       
  2104 
       
  2105 lemma bounded_has_rsup: assumes "bounded S" "S \<noteq> {}"
       
  2106   shows "\<forall>x\<in>S. x <= rsup S" and "\<forall>b. (\<forall>x\<in>S. x <= b) \<longrightarrow> rsup S <= b"
       
  2107 proof
       
  2108   fix x assume "x\<in>S"
       
  2109   from assms(1) obtain a where a:"\<forall>x\<in>S. \<bar>x\<bar> \<le> a" unfolding bounded_real by auto
       
  2110   hence *:"S *<= a" using setleI[of S a] by (metis abs_le_interval_iff mem_def)
       
  2111   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
       
  2112 next
       
  2113   show "\<forall>b. (\<forall>x\<in>S. x \<le> b) \<longrightarrow> rsup S \<le> b" using assms
       
  2114   using rsup[of S, unfolded isLub_def isUb_def leastP_def setle_def setge_def]
       
  2115   apply (auto simp add: bounded_real)
       
  2116   by (auto simp add: isLub_def isUb_def leastP_def setle_def setge_def)
       
  2117 qed
       
  2118 
       
  2119 lemma rsup_insert: assumes "bounded S"
       
  2120   shows "rsup(insert x S) = (if S = {} then x else max x (rsup S))"
       
  2121 proof(cases "S={}")
       
  2122   case True thus ?thesis using rsup_finite_in[of "{x}"] by auto
       
  2123 next
       
  2124   let ?S = "insert x S"
       
  2125   case False
       
  2126   hence *:"\<forall>x\<in>S. x \<le> rsup S" using bounded_has_rsup(1)[of S] using assms by auto
       
  2127   hence "insert x S *<= max x (rsup S)" unfolding setle_def by auto
       
  2128   hence "isLub UNIV ?S (rsup ?S)" using rsup[of ?S] by auto
       
  2129   moreover
       
  2130   have **:"isUb UNIV ?S (max x (rsup S))" unfolding isUb_def setle_def using * by auto
       
  2131   { fix y assume as:"isUb UNIV (insert x S) y"
       
  2132     hence "max x (rsup S) \<le> y" unfolding isUb_def using rsup_le[OF `S\<noteq>{}`]
       
  2133       unfolding setle_def by auto  }
       
  2134   hence "max x (rsup S) <=* isUb UNIV (insert x S)" unfolding setge_def Ball_def mem_def by auto
       
  2135   hence "isLub UNIV ?S (max x (rsup S))" using ** isLubI2[of UNIV ?S "max x (rsup S)"] unfolding Collect_def by auto
       
  2136   ultimately show ?thesis using real_isLub_unique[of UNIV ?S] using `S\<noteq>{}` by auto
       
  2137 qed
       
  2138 
       
  2139 lemma sup_insert_finite: "finite S \<Longrightarrow> rsup(insert x S) = (if S = {} then x else max x (rsup S))"
       
  2140   apply (rule rsup_insert)
       
  2141   apply (rule finite_imp_bounded)
       
  2142   by simp
       
  2143 
       
  2144 lemma bounded_has_rinf:
       
  2145   assumes "bounded S"  "S \<noteq> {}"
       
  2146   shows "\<forall>x\<in>S. x >= rinf S" and "\<forall>b. (\<forall>x\<in>S. x >= b) \<longrightarrow> rinf S >= b"
       
  2147 proof
       
  2148   fix x assume "x\<in>S"
       
  2149   from assms(1) obtain a where a:"\<forall>x\<in>S. \<bar>x\<bar> \<le> a" unfolding bounded_real by auto
       
  2150   hence *:"- a <=* S" using setgeI[of S "-a"] unfolding abs_le_interval_iff by auto
       
  2151   thus "x \<ge> rinf S" using rinf[OF `S\<noteq>{}`] using isGlbD2[of UNIV S "rinf S" x] using `x\<in>S` by auto
       
  2152 next
       
  2153   show "\<forall>b. (\<forall>x\<in>S. x >= b) \<longrightarrow> rinf S \<ge> b" using assms
       
  2154   using rinf[of S, unfolded isGlb_def isLb_def greatestP_def setle_def setge_def]
       
  2155   apply (auto simp add: bounded_real)
       
  2156   by (auto simp add: isGlb_def isLb_def greatestP_def setle_def setge_def)
       
  2157 qed
       
  2158 
       
  2159 (* TODO: Move this to RComplete.thy -- would need to include Glb into RComplete *)
       
  2160 lemma real_isGlb_unique: "[| isGlb R S x; isGlb R S y |] ==> x = (y::real)"
       
  2161   apply (frule isGlb_isLb)
       
  2162   apply (frule_tac x = y in isGlb_isLb)
       
  2163   apply (blast intro!: order_antisym dest!: isGlb_le_isLb)
       
  2164   done
       
  2165 
       
  2166 lemma rinf_insert: assumes "bounded S"
       
  2167   shows "rinf(insert x S) = (if S = {} then x else min x (rinf S))" (is "?lhs = ?rhs")
       
  2168 proof(cases "S={}")
       
  2169   case True thus ?thesis using rinf_finite_in[of "{x}"] by auto
       
  2170 next
       
  2171   let ?S = "insert x S"
       
  2172   case False
       
  2173   hence *:"\<forall>x\<in>S. x \<ge> rinf S" using bounded_has_rinf(1)[of S] using assms by auto
       
  2174   hence "min x (rinf S) <=* insert x S" unfolding setge_def by auto
       
  2175   hence "isGlb UNIV ?S (rinf ?S)" using rinf[of ?S] by auto
       
  2176   moreover
       
  2177   have **:"isLb UNIV ?S (min x (rinf S))" unfolding isLb_def setge_def using * by auto
       
  2178   { fix y assume as:"isLb UNIV (insert x S) y"
       
  2179     hence "min x (rinf S) \<ge> y" unfolding isLb_def using rinf_ge[OF `S\<noteq>{}`]
       
  2180       unfolding setge_def by auto  }
       
  2181   hence "isLb UNIV (insert x S) *<= min x (rinf S)" unfolding setle_def Ball_def mem_def by auto
       
  2182   hence "isGlb UNIV ?S (min x (rinf S))" using ** isGlbI2[of UNIV ?S "min x (rinf S)"] unfolding Collect_def by auto
       
  2183   ultimately show ?thesis using real_isGlb_unique[of UNIV ?S] using `S\<noteq>{}` by auto
       
  2184 qed
       
  2185 
       
  2186 lemma inf_insert_finite: "finite S ==> rinf(insert x S) = (if S = {} then x else min x (rinf S))"
       
  2187   by (rule rinf_insert, rule finite_imp_bounded, simp)
       
  2188 
       
  2189 subsection{* Compactness (the definition is the one based on convegent subsequences). *}
       
  2190 
       
  2191 definition
       
  2192   compact :: "'a::metric_space set \<Rightarrow> bool" where (* TODO: generalize *)
       
  2193   "compact S \<longleftrightarrow>
       
  2194    (\<forall>f. (\<forall>n. f n \<in> S) \<longrightarrow>
       
  2195        (\<exists>l\<in>S. \<exists>r. subseq r \<and> ((f o r) ---> l) sequentially))"
       
  2196 
       
  2197 text {*
       
  2198   A metric space (or topological vector space) is said to have the
       
  2199   Heine-Borel property if every closed and bounded subset is compact.
       
  2200 *}
       
  2201 
       
  2202 class heine_borel =
       
  2203   assumes bounded_imp_convergent_subsequence:
       
  2204     "bounded s \<Longrightarrow> \<forall>n. f n \<in> s
       
  2205       \<Longrightarrow> \<exists>l r. subseq r \<and> ((f \<circ> r) ---> l) sequentially"
       
  2206 
       
  2207 lemma bounded_closed_imp_compact:
       
  2208   fixes s::"'a::heine_borel set"
       
  2209   assumes "bounded s" and "closed s" shows "compact s"
       
  2210 proof (unfold compact_def, clarify)
       
  2211   fix f :: "nat \<Rightarrow> 'a" assume f: "\<forall>n. f n \<in> s"
       
  2212   obtain l r where r: "subseq r" and l: "((f \<circ> r) ---> l) sequentially"
       
  2213     using bounded_imp_convergent_subsequence [OF `bounded s` `\<forall>n. f n \<in> s`] by auto
       
  2214   from f have fr: "\<forall>n. (f \<circ> r) n \<in> s" by simp
       
  2215   have "l \<in> s" using `closed s` fr l
       
  2216     unfolding closed_sequential_limits by blast
       
  2217   show "\<exists>l\<in>s. \<exists>r. subseq r \<and> ((f \<circ> r) ---> l) sequentially"
       
  2218     using `l \<in> s` r l by blast
       
  2219 qed
       
  2220 
       
  2221 lemma subseq_bigger: assumes "subseq r" shows "n \<le> r n"
       
  2222 proof(induct n)
       
  2223   show "0 \<le> r 0" by auto
       
  2224 next
       
  2225   fix n assume "n \<le> r n"
       
  2226   moreover have "r n < r (Suc n)"
       
  2227     using assms [unfolded subseq_def] by auto
       
  2228   ultimately show "Suc n \<le> r (Suc n)" by auto
       
  2229 qed
       
  2230 
       
  2231 lemma eventually_subseq:
       
  2232   assumes r: "subseq r"
       
  2233   shows "eventually P sequentially \<Longrightarrow> eventually (\<lambda>n. P (r n)) sequentially"
       
  2234 unfolding eventually_sequentially
       
  2235 by (metis subseq_bigger [OF r] le_trans)
       
  2236 
       
  2237 lemma lim_subseq:
       
  2238   "subseq r \<Longrightarrow> (s ---> l) sequentially \<Longrightarrow> ((s o r) ---> l) sequentially"
       
  2239 unfolding tendsto_def eventually_sequentially o_def
       
  2240 by (metis subseq_bigger le_trans)
       
  2241 
       
  2242 lemma num_Axiom: "EX! g. g 0 = e \<and> (\<forall>n. g (Suc n) = f n (g n))"
       
  2243   unfolding Ex1_def
       
  2244   apply (rule_tac x="nat_rec e f" in exI)
       
  2245   apply (rule conjI)+
       
  2246 apply (rule def_nat_rec_0, simp)
       
  2247 apply (rule allI, rule def_nat_rec_Suc, simp)
       
  2248 apply (rule allI, rule impI, rule ext)
       
  2249 apply (erule conjE)
       
  2250 apply (induct_tac x)
       
  2251 apply (simp add: nat_rec_0)
       
  2252 apply (erule_tac x="n" in allE)
       
  2253 apply (simp)
       
  2254 done
       
  2255 
       
  2256 lemma convergent_bounded_increasing: fixes s ::"nat\<Rightarrow>real"
       
  2257   assumes "incseq s" and "\<forall>n. abs(s n) \<le> b"
       
  2258   shows "\<exists> l. \<forall>e::real>0. \<exists> N. \<forall>n \<ge> N.  abs(s n - l) < e"
       
  2259 proof-
       
  2260   have "isUb UNIV (range s) b" using assms(2) and abs_le_D1 unfolding isUb_def and setle_def by auto
       
  2261   then obtain t where t:"isLub UNIV (range s) t" using reals_complete[of "range s" ] by auto
       
  2262   { fix e::real assume "e>0" and as:"\<forall>N. \<exists>n\<ge>N. \<not> \<bar>s n - t\<bar> < e"
       
  2263     { fix n::nat
       
  2264       obtain N where "N\<ge>n" and n:"\<bar>s N - t\<bar> \<ge> e" using as[THEN spec[where x=n]] by auto
       
  2265       have "t \<ge> s N" using isLub_isUb[OF t, unfolded isUb_def setle_def] by auto
       
  2266       with n have "s N \<le> t - e" using `e>0` by auto
       
  2267       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  }
       
  2268     hence "isUb UNIV (range s) (t - e)" unfolding isUb_def and setle_def by auto
       
  2269     hence False using isLub_le_isUb[OF t, of "t - e"] and `e>0` by auto  }
       
  2270   thus ?thesis by blast
       
  2271 qed
       
  2272 
       
  2273 lemma convergent_bounded_monotone: fixes s::"nat \<Rightarrow> real"
       
  2274   assumes "\<forall>n. abs(s n) \<le> b" and "monoseq s"
       
  2275   shows "\<exists>l. \<forall>e::real>0. \<exists>N. \<forall>n\<ge>N. abs(s n - l) < e"
       
  2276   using convergent_bounded_increasing[of s b] assms using convergent_bounded_increasing[of "\<lambda>n. - s n" b]
       
  2277   unfolding monoseq_def incseq_def
       
  2278   apply auto unfolding minus_add_distrib[THEN sym, unfolded diff_minus[THEN sym]]
       
  2279   unfolding abs_minus_cancel by(rule_tac x="-l" in exI)auto
       
  2280 
       
  2281 lemma compact_real_lemma:
       
  2282   assumes "\<forall>n::nat. abs(s n) \<le> b"
       
  2283   shows "\<exists>(l::real) r. subseq r \<and> ((s \<circ> r) ---> l) sequentially"
       
  2284 proof-
       
  2285   obtain r where r:"subseq r" "monoseq (\<lambda>n. s (r n))"
       
  2286     using seq_monosub[of s] by auto
       
  2287   thus ?thesis using convergent_bounded_monotone[of "\<lambda>n. s (r n)" b] and assms
       
  2288     unfolding tendsto_iff dist_norm eventually_sequentially by auto
       
  2289 qed
       
  2290 
       
  2291 instance real :: heine_borel
       
  2292 proof
       
  2293   fix s :: "real set" and f :: "nat \<Rightarrow> real"
       
  2294   assume s: "bounded s" and f: "\<forall>n. f n \<in> s"
       
  2295   then obtain b where b: "\<forall>n. abs (f n) \<le> b"
       
  2296     unfolding bounded_iff by auto
       
  2297   obtain l :: real and r :: "nat \<Rightarrow> nat" where
       
  2298     r: "subseq r" and l: "((f \<circ> r) ---> l) sequentially"
       
  2299     using compact_real_lemma [OF b] by auto
       
  2300   thus "\<exists>l r. subseq r \<and> ((f \<circ> r) ---> l) sequentially"
       
  2301     by auto
       
  2302 qed
       
  2303 
       
  2304 lemma bounded_component: "bounded s \<Longrightarrow> bounded ((\<lambda>x. x $ i) ` s)"
       
  2305 unfolding bounded_def
       
  2306 apply clarify
       
  2307 apply (rule_tac x="x $ i" in exI)
       
  2308 apply (rule_tac x="e" in exI)
       
  2309 apply clarify
       
  2310 apply (rule order_trans [OF dist_nth_le], simp)
       
  2311 done
       
  2312 
       
  2313 lemma compact_lemma:
       
  2314   fixes f :: "nat \<Rightarrow> 'a::heine_borel ^ 'n::finite"
       
  2315   assumes "bounded s" and "\<forall>n. f n \<in> s"
       
  2316   shows "\<forall>d.
       
  2317         \<exists>l r. subseq r \<and>
       
  2318         (\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r n) $ i) (l $ i) < e) sequentially)"
       
  2319 proof
       
  2320   fix d::"'n set" have "finite d" by simp
       
  2321   thus "\<exists>l::'a ^ 'n. \<exists>r. subseq r \<and>
       
  2322       (\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r n) $ i) (l $ i) < e) sequentially)"
       
  2323   proof(induct d) case empty thus ?case unfolding subseq_def by auto
       
  2324   next case (insert k d)
       
  2325     have s': "bounded ((\<lambda>x. x $ k) ` s)" using `bounded s` by (rule bounded_component)
       
  2326     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"
       
  2327       using insert(3) by auto
       
  2328     have f': "\<forall>n. f (r1 n) $ k \<in> (\<lambda>x. x $ k) ` s" using `\<forall>n. f n \<in> s` by simp
       
  2329     obtain l2 r2 where r2:"subseq r2" and lr2:"((\<lambda>i. f (r1 (r2 i)) $ k) ---> l2) sequentially"
       
  2330       using bounded_imp_convergent_subsequence[OF s' f'] unfolding o_def by auto
       
  2331     def r \<equiv> "r1 \<circ> r2" have r:"subseq r"
       
  2332       using r1 and r2 unfolding r_def o_def subseq_def by auto
       
  2333     moreover
       
  2334     def l \<equiv> "(\<chi> i. if i = k then l2 else l1$i)::'a^'n"
       
  2335     { fix e::real assume "e>0"
       
  2336       from lr1 `e>0` have N1:"eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r1 n) $ i) (l1 $ i) < e) sequentially" by blast
       
  2337       from lr2 `e>0` have N2:"eventually (\<lambda>n. dist (f (r1 (r2 n)) $ k) l2 < e) sequentially" by (rule tendstoD)
       
  2338       from r2 N1 have N1': "eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r1 (r2 n)) $ i) (l1 $ i) < e) sequentially"
       
  2339         by (rule eventually_subseq)
       
  2340       have "eventually (\<lambda>n. \<forall>i\<in>(insert k d). dist (f (r n) $ i) (l $ i) < e) sequentially"
       
  2341         using N1' N2 by (rule eventually_elim2, simp add: l_def r_def)
       
  2342     }
       
  2343     ultimately show ?case by auto
       
  2344   qed
       
  2345 qed
       
  2346 
       
  2347 instance "^" :: (heine_borel, finite) heine_borel
       
  2348 proof
       
  2349   fix s :: "('a ^ 'b) set" and f :: "nat \<Rightarrow> 'a ^ 'b"
       
  2350   assume s: "bounded s" and f: "\<forall>n. f n \<in> s"
       
  2351   then obtain l r where r: "subseq r"
       
  2352     and l: "\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>UNIV. dist (f (r n) $ i) (l $ i) < e) sequentially"
       
  2353     using compact_lemma [OF s f] by blast
       
  2354   let ?d = "UNIV::'b set"
       
  2355   { fix e::real assume "e>0"
       
  2356     hence "0 < e / (real_of_nat (card ?d))"
       
  2357       using zero_less_card_finite using divide_pos_pos[of e, of "real_of_nat (card ?d)"] by auto
       
  2358     with l have "eventually (\<lambda>n. \<forall>i. dist (f (r n) $ i) (l $ i) < e / (real_of_nat (card ?d))) sequentially"
       
  2359       by simp
       
  2360     moreover
       
  2361     { fix n assume n: "\<forall>i. dist (f (r n) $ i) (l $ i) < e / (real_of_nat (card ?d))"
       
  2362       have "dist (f (r n)) l \<le> (\<Sum>i\<in>?d. dist (f (r n) $ i) (l $ i))"
       
  2363         unfolding dist_vector_def using zero_le_dist by (rule setL2_le_setsum)
       
  2364       also have "\<dots> < (\<Sum>i\<in>?d. e / (real_of_nat (card ?d)))"
       
  2365         by (rule setsum_strict_mono) (simp_all add: n)
       
  2366       finally have "dist (f (r n)) l < e" by simp
       
  2367     }
       
  2368     ultimately have "eventually (\<lambda>n. dist (f (r n)) l < e) sequentially"
       
  2369       by (rule eventually_elim1)
       
  2370   }
       
  2371   hence *:"((f \<circ> r) ---> l) sequentially" unfolding o_def tendsto_iff by simp
       
  2372   with r show "\<exists>l r. subseq r \<and> ((f \<circ> r) ---> l) sequentially" by auto
       
  2373 qed
       
  2374 
       
  2375 lemma bounded_fst: "bounded s \<Longrightarrow> bounded (fst ` s)"
       
  2376 unfolding bounded_def
       
  2377 apply clarify
       
  2378 apply (rule_tac x="a" in exI)
       
  2379 apply (rule_tac x="e" in exI)
       
  2380 apply clarsimp
       
  2381 apply (drule (1) bspec)
       
  2382 apply (simp add: dist_Pair_Pair)
       
  2383 apply (erule order_trans [OF real_sqrt_sum_squares_ge1])
       
  2384 done
       
  2385 
       
  2386 lemma bounded_snd: "bounded s \<Longrightarrow> bounded (snd ` s)"
       
  2387 unfolding bounded_def
       
  2388 apply clarify
       
  2389 apply (rule_tac x="b" in exI)
       
  2390 apply (rule_tac x="e" in exI)
       
  2391 apply clarsimp
       
  2392 apply (drule (1) bspec)
       
  2393 apply (simp add: dist_Pair_Pair)
       
  2394 apply (erule order_trans [OF real_sqrt_sum_squares_ge2])
       
  2395 done
       
  2396 
       
  2397 instance "*" :: (heine_borel, heine_borel) heine_borel
       
  2398 proof
       
  2399   fix s :: "('a * 'b) set" and f :: "nat \<Rightarrow> 'a * 'b"
       
  2400   assume s: "bounded s" and f: "\<forall>n. f n \<in> s"
       
  2401   from s have s1: "bounded (fst ` s)" by (rule bounded_fst)
       
  2402   from f have f1: "\<forall>n. fst (f n) \<in> fst ` s" by simp
       
  2403   obtain l1 r1 where r1: "subseq r1"
       
  2404     and l1: "((\<lambda>n. fst (f (r1 n))) ---> l1) sequentially"
       
  2405     using bounded_imp_convergent_subsequence [OF s1 f1]
       
  2406     unfolding o_def by fast
       
  2407   from s have s2: "bounded (snd ` s)" by (rule bounded_snd)
       
  2408   from f have f2: "\<forall>n. snd (f (r1 n)) \<in> snd ` s" by simp
       
  2409   obtain l2 r2 where r2: "subseq r2"
       
  2410     and l2: "((\<lambda>n. snd (f (r1 (r2 n)))) ---> l2) sequentially"
       
  2411     using bounded_imp_convergent_subsequence [OF s2 f2]
       
  2412     unfolding o_def by fast
       
  2413   have l1': "((\<lambda>n. fst (f (r1 (r2 n)))) ---> l1) sequentially"
       
  2414     using lim_subseq [OF r2 l1] unfolding o_def .
       
  2415   have l: "((f \<circ> (r1 \<circ> r2)) ---> (l1, l2)) sequentially"
       
  2416     using tendsto_Pair [OF l1' l2] unfolding o_def by simp
       
  2417   have r: "subseq (r1 \<circ> r2)"
       
  2418     using r1 r2 unfolding subseq_def by simp
       
  2419   show "\<exists>l r. subseq r \<and> ((f \<circ> r) ---> l) sequentially"
       
  2420     using l r by fast
       
  2421 qed
       
  2422 
       
  2423 subsection{* Completeness. *}
       
  2424 
       
  2425 lemma cauchy_def:
       
  2426   "Cauchy s \<longleftrightarrow> (\<forall>e>0. \<exists>N. \<forall>m n. m \<ge> N \<and> n \<ge> N --> dist(s m)(s n) < e)"
       
  2427 unfolding Cauchy_def by blast
       
  2428 
       
  2429 definition
       
  2430   complete :: "'a::metric_space set \<Rightarrow> bool" where
       
  2431   "complete s \<longleftrightarrow> (\<forall>f. (\<forall>n. f n \<in> s) \<and> Cauchy f
       
  2432                       --> (\<exists>l \<in> s. (f ---> l) sequentially))"
       
  2433 
       
  2434 lemma cauchy: "Cauchy s \<longleftrightarrow> (\<forall>e>0.\<exists> N::nat. \<forall>n\<ge>N. dist(s n)(s N) < e)" (is "?lhs = ?rhs")
       
  2435 proof-
       
  2436   { assume ?rhs
       
  2437     { fix e::real
       
  2438       assume "e>0"
       
  2439       with `?rhs` obtain N where N:"\<forall>n\<ge>N. dist (s n) (s N) < e/2"
       
  2440 	by (erule_tac x="e/2" in allE) auto
       
  2441       { fix n m
       
  2442 	assume nm:"N \<le> m \<and> N \<le> n"
       
  2443 	hence "dist (s m) (s n) < e" using N
       
  2444 	  using dist_triangle_half_l[of "s m" "s N" "e" "s n"]
       
  2445 	  by blast
       
  2446       }
       
  2447       hence "\<exists>N. \<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist (s m) (s n) < e"
       
  2448 	by blast
       
  2449     }
       
  2450     hence ?lhs
       
  2451       unfolding cauchy_def
       
  2452       by blast
       
  2453   }
       
  2454   thus ?thesis
       
  2455     unfolding cauchy_def
       
  2456     using dist_triangle_half_l
       
  2457     by blast
       
  2458 qed
       
  2459 
       
  2460 lemma convergent_imp_cauchy:
       
  2461  "(s ---> l) sequentially ==> Cauchy s"
       
  2462 proof(simp only: cauchy_def, rule, rule)
       
  2463   fix e::real assume "e>0" "(s ---> l) sequentially"
       
  2464   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
       
  2465   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
       
  2466 qed
       
  2467 
       
  2468 lemma cauchy_imp_bounded: assumes "Cauchy s" shows "bounded {y. (\<exists>n::nat. y = s n)}"
       
  2469 proof-
       
  2470   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
       
  2471   hence N:"\<forall>n. N \<le> n \<longrightarrow> dist (s N) (s n) < 1" by auto
       
  2472   moreover
       
  2473   have "bounded (s ` {0..N})" using finite_imp_bounded[of "s ` {1..N}"] by auto
       
  2474   then obtain a where a:"\<forall>x\<in>s ` {0..N}. dist (s N) x \<le> a"
       
  2475     unfolding bounded_any_center [where a="s N"] by auto
       
  2476   ultimately show "?thesis"
       
  2477     unfolding bounded_any_center [where a="s N"]
       
  2478     apply(rule_tac x="max a 1" in exI) apply auto
       
  2479     apply(erule_tac x=n in allE) apply(erule_tac x=n in ballE) by auto
       
  2480 qed
       
  2481 
       
  2482 lemma compact_imp_complete: assumes "compact s" shows "complete s"
       
  2483 proof-
       
  2484   { fix f assume as: "(\<forall>n::nat. f n \<in> s)" "Cauchy f"
       
  2485     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
       
  2486 
       
  2487     note lr' = subseq_bigger [OF lr(2)]
       
  2488 
       
  2489     { fix e::real assume "e>0"
       
  2490       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
       
  2491       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
       
  2492       { fix n::nat assume n:"n \<ge> max N M"
       
  2493 	have "dist ((f \<circ> r) n) l < e/2" using n M by auto
       
  2494 	moreover have "r n \<ge> N" using lr'[of n] n by auto
       
  2495 	hence "dist (f n) ((f \<circ> r) n) < e / 2" using N using n by auto
       
  2496 	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)  }
       
  2497       hence "\<exists>N. \<forall>n\<ge>N. dist (f n) l < e" by blast  }
       
  2498     hence "\<exists>l\<in>s. (f ---> l) sequentially" using `l\<in>s` unfolding Lim_sequentially by auto  }
       
  2499   thus ?thesis unfolding complete_def by auto
       
  2500 qed
       
  2501 
       
  2502 instance heine_borel < complete_space
       
  2503 proof
       
  2504   fix f :: "nat \<Rightarrow> 'a" assume "Cauchy f"
       
  2505   hence "bounded (range f)" unfolding image_def
       
  2506     using cauchy_imp_bounded [of f] by auto
       
  2507   hence "compact (closure (range f))"
       
  2508     using bounded_closed_imp_compact [of "closure (range f)"] by auto
       
  2509   hence "complete (closure (range f))"
       
  2510     using compact_imp_complete by auto
       
  2511   moreover have "\<forall>n. f n \<in> closure (range f)"
       
  2512     using closure_subset [of "range f"] by auto
       
  2513   ultimately have "\<exists>l\<in>closure (range f). (f ---> l) sequentially"
       
  2514     using `Cauchy f` unfolding complete_def by auto
       
  2515   then show "convergent f"
       
  2516     unfolding convergent_def LIMSEQ_conv_tendsto [symmetric] by auto
       
  2517 qed
       
  2518 
       
  2519 lemma complete_univ: "complete (UNIV :: 'a::complete_space set)"
       
  2520 proof(simp add: complete_def, rule, rule)
       
  2521   fix f :: "nat \<Rightarrow> 'a" assume "Cauchy f"
       
  2522   hence "convergent f" by (rule Cauchy_convergent)
       
  2523   hence "\<exists>l. f ----> l" unfolding convergent_def .  
       
  2524   thus "\<exists>l. (f ---> l) sequentially" unfolding LIMSEQ_conv_tendsto .
       
  2525 qed
       
  2526 
       
  2527 lemma complete_imp_closed: assumes "complete s" shows "closed s"
       
  2528 proof -
       
  2529   { fix x assume "x islimpt s"
       
  2530     then obtain f where f: "\<forall>n. f n \<in> s - {x}" "(f ---> x) sequentially"
       
  2531       unfolding islimpt_sequential by auto
       
  2532     then obtain l where l: "l\<in>s" "(f ---> l) sequentially"
       
  2533       using `complete s`[unfolded complete_def] using convergent_imp_cauchy[of f x] by auto
       
  2534     hence "x \<in> s"  using Lim_unique[of sequentially f l x] trivial_limit_sequentially f(2) by auto
       
  2535   }
       
  2536   thus "closed s" unfolding closed_limpt by auto
       
  2537 qed
       
  2538 
       
  2539 lemma complete_eq_closed:
       
  2540   fixes s :: "'a::complete_space set"
       
  2541   shows "complete s \<longleftrightarrow> closed s" (is "?lhs = ?rhs")
       
  2542 proof
       
  2543   assume ?lhs thus ?rhs by (rule complete_imp_closed)
       
  2544 next
       
  2545   assume ?rhs
       
  2546   { fix f assume as:"\<forall>n::nat. f n \<in> s" "Cauchy f"
       
  2547     then obtain l where "(f ---> l) sequentially" using complete_univ[unfolded complete_def, THEN spec[where x=f]] by auto
       
  2548     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  }
       
  2549   thus ?lhs unfolding complete_def by auto
       
  2550 qed
       
  2551 
       
  2552 lemma convergent_eq_cauchy:
       
  2553   fixes s :: "nat \<Rightarrow> 'a::complete_space"
       
  2554   shows "(\<exists>l. (s ---> l) sequentially) \<longleftrightarrow> Cauchy s" (is "?lhs = ?rhs")
       
  2555 proof
       
  2556   assume ?lhs then obtain l where "(s ---> l) sequentially" by auto
       
  2557   thus ?rhs using convergent_imp_cauchy by auto
       
  2558 next
       
  2559   assume ?rhs thus ?lhs using complete_univ[unfolded complete_def, THEN spec[where x=s]] by auto
       
  2560 qed
       
  2561 
       
  2562 lemma convergent_imp_bounded:
       
  2563   fixes s :: "nat \<Rightarrow> 'a::metric_space"
       
  2564   shows "(s ---> l) sequentially ==> bounded (s ` (UNIV::(nat set)))"
       
  2565   using convergent_imp_cauchy[of s]
       
  2566   using cauchy_imp_bounded[of s]
       
  2567   unfolding image_def
       
  2568   by auto
       
  2569 
       
  2570 subsection{* Total boundedness. *}
       
  2571 
       
  2572 fun helper_1::"('a::metric_space set) \<Rightarrow> real \<Rightarrow> nat \<Rightarrow> 'a" where
       
  2573   "helper_1 s e n = (SOME y::'a. y \<in> s \<and> (\<forall>m<n. \<not> (dist (helper_1 s e m) y < e)))"
       
  2574 declare helper_1.simps[simp del]
       
  2575 
       
  2576 lemma compact_imp_totally_bounded:
       
  2577   assumes "compact s"
       
  2578   shows "\<forall>e>0. \<exists>k. finite k \<and> k \<subseteq> s \<and> s \<subseteq> (\<Union>((\<lambda>x. ball x e) ` k))"
       
  2579 proof(rule, rule, rule ccontr)
       
  2580   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)"
       
  2581   def x \<equiv> "helper_1 s e"
       
  2582   { fix n
       
  2583     have "x n \<in> s \<and> (\<forall>m<n. \<not> dist (x m) (x n) < e)"
       
  2584     proof(induct_tac rule:nat_less_induct)
       
  2585       fix n  def Q \<equiv> "(\<lambda>y. y \<in> s \<and> (\<forall>m<n. \<not> dist (x m) y < e))"
       
  2586       assume as:"\<forall>m<n. x m \<in> s \<and> (\<forall>ma<m. \<not> dist (x ma) (x m) < e)"
       
  2587       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
       
  2588       then obtain z where z:"z\<in>s" "z \<notin> (\<Union>x\<in>x ` {0..<n}. ball x e)" unfolding subset_eq by auto
       
  2589       have "Q (x n)" unfolding x_def and helper_1.simps[of s e n]
       
  2590 	apply(rule someI2[where a=z]) unfolding x_def[symmetric] and Q_def using z by auto
       
  2591       thus "x n \<in> s \<and> (\<forall>m<n. \<not> dist (x m) (x n) < e)" unfolding Q_def by auto
       
  2592     qed }
       
  2593   hence "\<forall>n::nat. x n \<in> s" and x:"\<forall>n. \<forall>m < n. \<not> (dist (x m) (x n) < e)" by blast+
       
  2594   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
       
  2595   from this(3) have "Cauchy (x \<circ> r)" using convergent_imp_cauchy by auto
       
  2596   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
       
  2597   show False
       
  2598     using N[THEN spec[where x=N], THEN spec[where x="N+1"]]
       
  2599     using r[unfolded subseq_def, THEN spec[where x=N], THEN spec[where x="N+1"]]
       
  2600     using x[THEN spec[where x="r (N+1)"], THEN spec[where x="r (N)"]] by auto
       
  2601 qed
       
  2602 
       
  2603 subsection{* Heine-Borel theorem (following Burkill \& Burkill vol. 2) *}
       
  2604 
       
  2605 lemma heine_borel_lemma: fixes s::"'a::metric_space set"
       
  2606   assumes "compact s"  "s \<subseteq> (\<Union> t)"  "\<forall>b \<in> t. open b"
       
  2607   shows "\<exists>e>0. \<forall>x \<in> s. \<exists>b \<in> t. ball x e \<subseteq> b"
       
  2608 proof(rule ccontr)
       
  2609   assume "\<not> (\<exists>e>0. \<forall>x\<in>s. \<exists>b\<in>t. ball x e \<subseteq> b)"
       
  2610   hence cont:"\<forall>e>0. \<exists>x\<in>s. \<forall>xa\<in>t. \<not> (ball x e \<subseteq> xa)" by auto
       
  2611   { fix n::nat
       
  2612     have "1 / real (n + 1) > 0" by auto
       
  2613     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 }
       
  2614   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
       
  2615   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)"
       
  2616     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
       
  2617 
       
  2618   then obtain l r where l:"l\<in>s" and r:"subseq r" and lr:"((f \<circ> r) ---> l) sequentially"
       
  2619     using assms(1)[unfolded compact_def, THEN spec[where x=f]] by auto
       
  2620 
       
  2621   obtain b where "l\<in>b" "b\<in>t" using assms(2) and l by auto
       
  2622   then obtain e where "e>0" and e:"\<forall>z. dist z l < e \<longrightarrow> z\<in>b"
       
  2623     using assms(3)[THEN bspec[where x=b]] unfolding open_dist by auto
       
  2624 
       
  2625   then obtain N1 where N1:"\<forall>n\<ge>N1. dist ((f \<circ> r) n) l < e / 2"
       
  2626     using lr[unfolded Lim_sequentially, THEN spec[where x="e/2"]] by auto
       
  2627 
       
  2628   obtain N2::nat where N2:"N2>0" "inverse (real N2) < e /2" using real_arch_inv[of "e/2"] and `e>0` by auto
       
  2629   have N2':"inverse (real (r (N1 + N2) +1 )) < e/2"
       
  2630     apply(rule order_less_trans) apply(rule less_imp_inverse_less) using N2
       
  2631     using subseq_bigger[OF r, of "N1 + N2"] by auto
       
  2632 
       
  2633   def x \<equiv> "(f (r (N1 + N2)))"
       
  2634   have x:"\<not> ball x (inverse (real (r (N1 + N2) + 1))) \<subseteq> b" unfolding x_def
       
  2635     using f[THEN spec[where x="r (N1 + N2)"]] using `b\<in>t` by auto
       
  2636   have "\<exists>y\<in>ball x (inverse (real (r (N1 + N2) + 1))). y\<notin>b" apply(rule ccontr) using x by auto
       
  2637   then obtain y where y:"y \<in> ball x (inverse (real (r (N1 + N2) + 1)))" "y \<notin> b" by auto
       
  2638 
       
  2639   have "dist x l < e/2" using N1 unfolding x_def o_def by auto
       
  2640   hence "dist y l < e" using y N2' using dist_triangle[of y l x]by (auto simp add:dist_commute)
       
  2641 
       
  2642   thus False using e and `y\<notin>b` by auto
       
  2643 qed
       
  2644 
       
  2645 lemma compact_imp_heine_borel: "compact s ==> (\<forall>f. (\<forall>t \<in> f. open t) \<and> s \<subseteq> (\<Union> f)
       
  2646                \<longrightarrow> (\<exists>f'. f' \<subseteq> f \<and> finite f' \<and> s \<subseteq> (\<Union> f')))"
       
  2647 proof clarify
       
  2648   fix f assume "compact s" " \<forall>t\<in>f. open t" "s \<subseteq> \<Union>f"
       
  2649   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
       
  2650   hence "\<forall>x\<in>s. \<exists>b. b\<in>f \<and> ball x e \<subseteq> b" by auto
       
  2651   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
       
  2652   then obtain  bb where bb:"\<forall>x\<in>s. (bb x) \<in> f \<and> ball x e \<subseteq> (bb x)" by blast
       
  2653 
       
  2654   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
       
  2655   then obtain k where k:"finite k" "k \<subseteq> s" "s \<subseteq> \<Union>(\<lambda>x. ball x e) ` k" by auto
       
  2656 
       
  2657   have "finite (bb ` k)" using k(1) by auto
       
  2658   moreover
       
  2659   { fix x assume "x\<in>s"
       
  2660     hence "x\<in>\<Union>(\<lambda>x. ball x e) ` k" using k(3)  unfolding subset_eq by auto
       
  2661     hence "\<exists>X\<in>bb ` k. x \<in> X" using bb k(2) by blast
       
  2662     hence "x \<in> \<Union>(bb ` k)" using  Union_iff[of x "bb ` k"] by auto
       
  2663   }
       
  2664   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
       
  2665 qed
       
  2666 
       
  2667 subsection{* Bolzano-Weierstrass property. *}
       
  2668 
       
  2669 lemma heine_borel_imp_bolzano_weierstrass:
       
  2670   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'))"
       
  2671           "infinite t"  "t \<subseteq> s"
       
  2672   shows "\<exists>x \<in> s. x islimpt t"
       
  2673 proof(rule ccontr)
       
  2674   assume "\<not> (\<exists>x \<in> s. x islimpt t)"
       
  2675   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
       
  2676     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
       
  2677   obtain g where g:"g\<subseteq>{t. \<exists>x. x \<in> s \<and> t = f x}" "finite g" "s \<subseteq> \<Union>g"
       
  2678     using assms(1)[THEN spec[where x="{t. \<exists>x. x\<in>s \<and> t = f x}"]] using f by auto
       
  2679   from g(1,3) have g':"\<forall>x\<in>g. \<exists>xa \<in> s. x = f xa" by auto
       
  2680   { fix x y assume "x\<in>t" "y\<in>t" "f x = f y"
       
  2681     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
       
  2682     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  }
       
  2683   hence "infinite (f ` t)" using assms(2) using finite_imageD[unfolded inj_on_def, of f t] by auto
       
  2684   moreover
       
  2685   { fix x assume "x\<in>t" "f x \<notin> g"
       
  2686     from g(3) assms(3) `x\<in>t` obtain h where "h\<in>g" and "x\<in>h" by auto
       
  2687     then obtain y where "y\<in>s" "h = f y" using g'[THEN bspec[where x=h]] by auto
       
  2688     hence "y = x" using f[THEN bspec[where x=y]] and `x\<in>t` and `x\<in>h`[unfolded `h = f y`] by auto
       
  2689     hence False using `f x \<notin> g` `h\<in>g` unfolding `h = f y` by auto  }
       
  2690   hence "f ` t \<subseteq> g" by auto
       
  2691   ultimately show False using g(2) using finite_subset by auto
       
  2692 qed
       
  2693 
       
  2694 subsection{* Complete the chain of compactness variants. *}
       
  2695 
       
  2696 primrec helper_2::"(real \<Rightarrow> 'a::metric_space) \<Rightarrow> nat \<Rightarrow> 'a" where
       
  2697   "helper_2 beyond 0 = beyond 0" |
       
  2698   "helper_2 beyond (Suc n) = beyond (dist arbitrary (helper_2 beyond n) + 1 )"
       
  2699 
       
  2700 lemma bolzano_weierstrass_imp_bounded: fixes s::"'a::metric_space set"
       
  2701   assumes "\<forall>t. infinite t \<and> t \<subseteq> s --> (\<exists>x \<in> s. x islimpt t)"
       
  2702   shows "bounded s"
       
  2703 proof(rule ccontr)
       
  2704   assume "\<not> bounded s"
       
  2705   then obtain beyond where "\<forall>a. beyond a \<in>s \<and> \<not> dist arbitrary (beyond a) \<le> a"
       
  2706     unfolding bounded_any_center [where a=arbitrary]
       
  2707     apply simp using choice[of "\<lambda>a x. x\<in>s \<and> \<not> dist arbitrary x \<le> a"] by auto
       
  2708   hence beyond:"\<And>a. beyond a \<in>s" "\<And>a. dist arbitrary (beyond a) > a"
       
  2709     unfolding linorder_not_le by auto
       
  2710   def x \<equiv> "helper_2 beyond"
       
  2711 
       
  2712   { fix m n ::nat assume "m<n"
       
  2713     hence "dist arbitrary (x m) + 1 < dist arbitrary (x n)"
       
  2714     proof(induct n)
       
  2715       case 0 thus ?case by auto
       
  2716     next
       
  2717       case (Suc n)
       
  2718       have *:"dist arbitrary (x n) + 1 < dist arbitrary (x (Suc n))"
       
  2719         unfolding x_def and helper_2.simps
       
  2720 	using beyond(2)[of "dist arbitrary (helper_2 beyond n) + 1"] by auto
       
  2721       thus ?case proof(cases "m < n")
       
  2722 	case True thus ?thesis using Suc and * by auto
       
  2723       next
       
  2724 	case False hence "m = n" using Suc(2) by auto
       
  2725 	thus ?thesis using * by auto
       
  2726       qed
       
  2727     qed  } note * = this
       
  2728   { fix m n ::nat assume "m\<noteq>n"
       
  2729     have "1 < dist (x m) (x n)"
       
  2730     proof(cases "m<n")
       
  2731       case True
       
  2732       hence "1 < dist arbitrary (x n) - dist arbitrary (x m)" using *[of m n] by auto
       
  2733       thus ?thesis using dist_triangle [of arbitrary "x n" "x m"] by arith
       
  2734     next
       
  2735       case False hence "n<m" using `m\<noteq>n` by auto
       
  2736       hence "1 < dist arbitrary (x m) - dist arbitrary (x n)" using *[of n m] by auto
       
  2737       thus ?thesis using dist_triangle2 [of arbitrary "x m" "x n"] by arith
       
  2738     qed  } note ** = this
       
  2739   { fix a b assume "x a = x b" "a \<noteq> b"
       
  2740     hence False using **[of a b] by auto  }
       
  2741   hence "inj x" unfolding inj_on_def by auto
       
  2742   moreover
       
  2743   { fix n::nat
       
  2744     have "x n \<in> s"
       
  2745     proof(cases "n = 0")
       
  2746       case True thus ?thesis unfolding x_def using beyond by auto
       
  2747     next
       
  2748       case False then obtain z where "n = Suc z" using not0_implies_Suc by auto
       
  2749       thus ?thesis unfolding x_def using beyond by auto
       
  2750     qed  }
       
  2751   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
       
  2752 
       
  2753   then obtain l where "l\<in>s" and l:"l islimpt range x" using assms[THEN spec[where x="range x"]] by auto
       
  2754   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
       
  2755   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"]]
       
  2756     unfolding dist_nz by auto
       
  2757   show False using y and z and dist_triangle_half_l[of "x y" l 1 "x z"] and **[of y z] by auto
       
  2758 qed
       
  2759 
       
  2760 lemma sequence_infinite_lemma:
       
  2761   fixes l :: "'a::metric_space" (* TODO: generalize *)
       
  2762   assumes "\<forall>n::nat. (f n  \<noteq> l)"  "(f ---> l) sequentially"
       
  2763   shows "infinite {y. (\<exists> n. y = f n)}"
       
  2764 proof(rule ccontr)
       
  2765   let ?A = "(\<lambda>x. dist x l) ` {y. \<exists>n. y = f n}"
       
  2766   assume "\<not> infinite {y. \<exists>n. y = f n}"
       
  2767   hence **:"finite ?A" "?A \<noteq> {}" by auto
       
  2768   obtain k where k:"dist (f k) l = Min ?A" using Min_in[OF **] by auto
       
  2769   have "0 < Min ?A" using assms(1) unfolding dist_nz unfolding Min_gr_iff[OF **] by auto
       
  2770   then obtain N where "dist (f N) l < Min ?A" using assms(2)[unfolded Lim_sequentially, THEN spec[where x="Min ?A"]] by auto
       
  2771   moreover have "dist (f N) l \<in> ?A" by auto
       
  2772   ultimately show False using Min_le[OF **(1), of "dist (f N) l"] by auto
       
  2773 qed
       
  2774 
       
  2775 lemma sequence_unique_limpt:
       
  2776   fixes l :: "'a::metric_space" (* TODO: generalize *)
       
  2777   assumes "\<forall>n::nat. (f n \<noteq> l)"  "(f ---> l) sequentially"  "l' islimpt {y.  (\<exists>n. y = f n)}"
       
  2778   shows "l' = l"
       
  2779 proof(rule ccontr)
       
  2780   def e \<equiv> "dist l' l"
       
  2781   assume "l' \<noteq> l" hence "e>0" unfolding dist_nz e_def by auto
       
  2782   then obtain N::nat where N:"\<forall>n\<ge>N. dist (f n) l < e / 2"
       
  2783     using assms(2)[unfolded Lim_sequentially, THEN spec[where x="e/2"]] by auto
       
  2784   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}))"
       
  2785   have "d>0" using `e>0` unfolding d_def e_def using zero_le_dist[of _ l', unfolded order_le_less] by auto
       
  2786   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
       
  2787   have "k\<ge>N" using k(1)[unfolded dist_nz] using k(2)[unfolded d_def]
       
  2788     by force
       
  2789   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
       
  2790   thus False unfolding e_def by auto
       
  2791 qed
       
  2792 
       
  2793 lemma bolzano_weierstrass_imp_closed:
       
  2794   fixes s :: "'a::metric_space set" (* TODO: can this be generalized? *)
       
  2795   assumes "\<forall>t. infinite t \<and> t \<subseteq> s --> (\<exists>x \<in> s. x islimpt t)"
       
  2796   shows "closed s"
       
  2797 proof-
       
  2798   { fix x l assume as: "\<forall>n::nat. x n \<in> s" "(x ---> l) sequentially"
       
  2799     hence "l \<in> s"
       
  2800     proof(cases "\<forall>n. x n \<noteq> l")
       
  2801       case False thus "l\<in>s" using as(1) by auto
       
  2802     next
       
  2803       case True note cas = this
       
  2804       with as(2) have "infinite {y. \<exists>n. y = x n}" using sequence_infinite_lemma[of x l] by auto
       
  2805       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
       
  2806       thus "l\<in>s" using sequence_unique_limpt[of x l l'] using as cas by auto
       
  2807     qed  }
       
  2808   thus ?thesis unfolding closed_sequential_limits by fast
       
  2809 qed
       
  2810 
       
  2811 text{* Hence express everything as an equivalence.   *}
       
  2812 
       
  2813 lemma compact_eq_heine_borel:
       
  2814   fixes s :: "'a::heine_borel set"
       
  2815   shows "compact s \<longleftrightarrow>
       
  2816            (\<forall>f. (\<forall>t \<in> f. open t) \<and> s \<subseteq> (\<Union> f)
       
  2817                --> (\<exists>f'. f' \<subseteq> f \<and> finite f' \<and> s \<subseteq> (\<Union> f')))" (is "?lhs = ?rhs")
       
  2818 proof
       
  2819   assume ?lhs thus ?rhs using compact_imp_heine_borel[of s] by blast
       
  2820 next
       
  2821   assume ?rhs
       
  2822   hence "\<forall>t. infinite t \<and> t \<subseteq> s \<longrightarrow> (\<exists>x\<in>s. x islimpt t)"
       
  2823     by (blast intro: heine_borel_imp_bolzano_weierstrass[of s])
       
  2824   thus ?lhs using bolzano_weierstrass_imp_bounded[of s] bolzano_weierstrass_imp_closed[of s] bounded_closed_imp_compact[of s] by blast
       
  2825 qed
       
  2826 
       
  2827 lemma compact_eq_bolzano_weierstrass:
       
  2828   fixes s :: "'a::heine_borel set"
       
  2829   shows "compact s \<longleftrightarrow> (\<forall>t. infinite t \<and> t \<subseteq> s --> (\<exists>x \<in> s. x islimpt t))" (is "?lhs = ?rhs")
       
  2830 proof
       
  2831   assume ?lhs thus ?rhs unfolding compact_eq_heine_borel using heine_borel_imp_bolzano_weierstrass[of s] by auto
       
  2832 next
       
  2833   assume ?rhs thus ?lhs using bolzano_weierstrass_imp_bounded bolzano_weierstrass_imp_closed bounded_closed_imp_compact by auto
       
  2834 qed
       
  2835 
       
  2836 lemma compact_eq_bounded_closed:
       
  2837   fixes s :: "'a::heine_borel set"
       
  2838   shows "compact s \<longleftrightarrow> bounded s \<and> closed s"  (is "?lhs = ?rhs")
       
  2839 proof
       
  2840   assume ?lhs thus ?rhs unfolding compact_eq_bolzano_weierstrass using bolzano_weierstrass_imp_bounded bolzano_weierstrass_imp_closed by auto
       
  2841 next
       
  2842   assume ?rhs thus ?lhs using bounded_closed_imp_compact by auto
       
  2843 qed
       
  2844 
       
  2845 lemma compact_imp_bounded:
       
  2846   fixes s :: "'a::metric_space set"
       
  2847   shows "compact s ==> bounded s"
       
  2848 proof -
       
  2849   assume "compact s"
       
  2850   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')"
       
  2851     by (rule compact_imp_heine_borel)
       
  2852   hence "\<forall>t. infinite t \<and> t \<subseteq> s \<longrightarrow> (\<exists>x \<in> s. x islimpt t)"
       
  2853     using heine_borel_imp_bolzano_weierstrass[of s] by auto
       
  2854   thus "bounded s"
       
  2855     by (rule bolzano_weierstrass_imp_bounded)
       
  2856 qed
       
  2857 
       
  2858 lemma compact_imp_closed:
       
  2859   fixes s :: "'a::metric_space set"
       
  2860   shows "compact s ==> closed s"
       
  2861 proof -
       
  2862   assume "compact s"
       
  2863   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')"
       
  2864     by (rule compact_imp_heine_borel)
       
  2865   hence "\<forall>t. infinite t \<and> t \<subseteq> s \<longrightarrow> (\<exists>x \<in> s. x islimpt t)"
       
  2866     using heine_borel_imp_bolzano_weierstrass[of s] by auto
       
  2867   thus "closed s"
       
  2868     by (rule bolzano_weierstrass_imp_closed)
       
  2869 qed
       
  2870 
       
  2871 text{* In particular, some common special cases. *}
       
  2872 
       
  2873 lemma compact_empty[simp]:
       
  2874  "compact {}"
       
  2875   unfolding compact_def
       
  2876   by simp
       
  2877 
       
  2878 (* TODO: can any of the next 3 lemmas be generalized to metric spaces? *)
       
  2879 
       
  2880   (* FIXME : Rename *)
       
  2881 lemma compact_union[intro]:
       
  2882   fixes s t :: "'a::heine_borel set"
       
  2883   shows "compact s \<Longrightarrow> compact t ==> compact (s \<union> t)"
       
  2884   unfolding compact_eq_bounded_closed
       
  2885   using bounded_Un[of s t]
       
  2886   using closed_Un[of s t]
       
  2887   by simp
       
  2888 
       
  2889 lemma compact_inter[intro]:
       
  2890   fixes s t :: "'a::heine_borel set"
       
  2891   shows "compact s \<Longrightarrow> compact t ==> compact (s \<inter> t)"
       
  2892   unfolding compact_eq_bounded_closed
       
  2893   using bounded_Int[of s t]
       
  2894   using closed_Int[of s t]
       
  2895   by simp
       
  2896 
       
  2897 lemma compact_inter_closed[intro]:
       
  2898   fixes s t :: "'a::heine_borel set"
       
  2899   shows "compact s \<Longrightarrow> closed t ==> compact (s \<inter> t)"
       
  2900   unfolding compact_eq_bounded_closed
       
  2901   using closed_Int[of s t]
       
  2902   using bounded_subset[of "s \<inter> t" s]
       
  2903   by blast
       
  2904 
       
  2905 lemma closed_inter_compact[intro]:
       
  2906   fixes s t :: "'a::heine_borel set"
       
  2907   shows "closed s \<Longrightarrow> compact t ==> compact (s \<inter> t)"
       
  2908 proof-
       
  2909   assume "closed s" "compact t"
       
  2910   moreover
       
  2911   have "s \<inter> t = t \<inter> s" by auto ultimately
       
  2912   show ?thesis
       
  2913     using compact_inter_closed[of t s]
       
  2914     by auto
       
  2915 qed
       
  2916 
       
  2917 lemma closed_sing [simp]:
       
  2918   fixes a :: "'a::metric_space"
       
  2919   shows "closed {a}"
       
  2920   apply (clarsimp simp add: closed_def open_dist)
       
  2921   apply (rule ccontr)
       
  2922   apply (drule_tac x="dist x a" in spec)
       
  2923   apply (simp add: dist_nz dist_commute)
       
  2924   done
       
  2925 
       
  2926 lemma finite_imp_closed:
       
  2927   fixes s :: "'a::metric_space set"
       
  2928   shows "finite s ==> closed s"
       
  2929 proof (induct set: finite)
       
  2930   case empty show "closed {}" by simp
       
  2931 next
       
  2932   case (insert x F)
       
  2933   hence "closed ({x} \<union> F)" by (simp only: closed_Un closed_sing)
       
  2934   thus "closed (insert x F)" by simp
       
  2935 qed
       
  2936 
       
  2937 lemma finite_imp_compact:
       
  2938   fixes s :: "'a::heine_borel set"
       
  2939   shows "finite s ==> compact s"
       
  2940   unfolding compact_eq_bounded_closed
       
  2941   using finite_imp_closed finite_imp_bounded
       
  2942   by blast
       
  2943 
       
  2944 lemma compact_sing [simp]: "compact {a}"
       
  2945   unfolding compact_def o_def subseq_def
       
  2946   by (auto simp add: tendsto_const)
       
  2947 
       
  2948 lemma compact_cball[simp]:
       
  2949   fixes x :: "'a::heine_borel"
       
  2950   shows "compact(cball x e)"
       
  2951   using compact_eq_bounded_closed bounded_cball closed_cball
       
  2952   by blast
       
  2953 
       
  2954 lemma compact_frontier_bounded[intro]:
       
  2955   fixes s :: "'a::heine_borel set"
       
  2956   shows "bounded s ==> compact(frontier s)"
       
  2957   unfolding frontier_def
       
  2958   using compact_eq_bounded_closed
       
  2959   by blast
       
  2960 
       
  2961 lemma compact_frontier[intro]:
       
  2962   fixes s :: "'a::heine_borel set"
       
  2963   shows "compact s ==> compact (frontier s)"
       
  2964   using compact_eq_bounded_closed compact_frontier_bounded
       
  2965   by blast
       
  2966 
       
  2967 lemma frontier_subset_compact:
       
  2968   fixes s :: "'a::heine_borel set"
       
  2969   shows "compact s ==> frontier s \<subseteq> s"
       
  2970   using frontier_subset_closed compact_eq_bounded_closed
       
  2971   by blast
       
  2972 
       
  2973 lemma open_delete:
       
  2974   fixes s :: "'a::metric_space set"
       
  2975   shows "open s ==> open(s - {x})"
       
  2976   using open_Diff[of s "{x}"] closed_sing
       
  2977   by blast
       
  2978 
       
  2979 text{* Finite intersection property. I could make it an equivalence in fact. *}
       
  2980 
       
  2981 lemma compact_imp_fip:
       
  2982   fixes s :: "'a::heine_borel set"
       
  2983   assumes "compact s"  "\<forall>t \<in> f. closed t"
       
  2984         "\<forall>f'. finite f' \<and> f' \<subseteq> f --> (s \<inter> (\<Inter> f') \<noteq> {})"
       
  2985   shows "s \<inter> (\<Inter> f) \<noteq> {}"
       
  2986 proof
       
  2987   assume as:"s \<inter> (\<Inter> f) = {}"
       
  2988   hence "s \<subseteq> \<Union>op - UNIV ` f" by auto
       
  2989   moreover have "Ball (op - UNIV ` f) open" using open_Diff closed_Diff using assms(2) by auto
       
  2990   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
       
  2991   hence "finite (op - UNIV ` f') \<and> op - UNIV ` f' \<subseteq> f" by(auto simp add: Diff_Diff_Int)
       
  2992   hence "s \<inter> \<Inter>op - UNIV ` f' \<noteq> {}" using assms(3)[THEN spec[where x="op - UNIV ` f'"]] by auto
       
  2993   thus False using f'(3) unfolding subset_eq and Union_iff by blast
       
  2994 qed
       
  2995 
       
  2996 subsection{* Bounded closed nest property (proof does not use Heine-Borel).            *}
       
  2997 
       
  2998 lemma bounded_closed_nest:
       
  2999   assumes "\<forall>n. closed(s n)" "\<forall>n. (s n \<noteq> {})"
       
  3000   "(\<forall>m n. m \<le> n --> s n \<subseteq> s m)"  "bounded(s 0)"
       
  3001   shows "\<exists>a::'a::heine_borel. \<forall>n::nat. a \<in> s(n)"
       
  3002 proof-
       
  3003   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
       
  3004   from assms(4,1) have *:"compact (s 0)" using bounded_closed_imp_compact[of "s 0"] by auto
       
  3005 
       
  3006   then obtain l r where lr:"l\<in>s 0" "subseq r" "((x \<circ> r) ---> l) sequentially"
       
  3007     unfolding compact_def apply(erule_tac x=x in allE)  using x using assms(3) by blast
       
  3008 
       
  3009   { fix n::nat
       
  3010     { fix e::real assume "e>0"
       
  3011       with lr(3) obtain N where N:"\<forall>m\<ge>N. dist ((x \<circ> r) m) l < e" unfolding Lim_sequentially by auto
       
  3012       hence "dist ((x \<circ> r) (max N n)) l < e" by auto
       
  3013       moreover
       
  3014       have "r (max N n) \<ge> n" using lr(2) using subseq_bigger[of r "max N n"] by auto
       
  3015       hence "(x \<circ> r) (max N n) \<in> s n"
       
  3016 	using x apply(erule_tac x=n in allE)
       
  3017 	using x apply(erule_tac x="r (max N n)" in allE)
       
  3018 	using assms(3) apply(erule_tac x=n in allE)apply( erule_tac x="r (max N n)" in allE) by auto
       
  3019       ultimately have "\<exists>y\<in>s n. dist y l < e" by auto
       
  3020     }
       
  3021     hence "l \<in> s n" using closed_approachable[of "s n" l] assms(1) by blast
       
  3022   }
       
  3023   thus ?thesis by auto
       
  3024 qed
       
  3025 
       
  3026 text{* Decreasing case does not even need compactness, just completeness.        *}
       
  3027 
       
  3028 lemma decreasing_closed_nest:
       
  3029   assumes "\<forall>n. closed(s n)"
       
  3030           "\<forall>n. (s n \<noteq> {})"
       
  3031           "\<forall>m n. m \<le> n --> s n \<subseteq> s m"
       
  3032           "\<forall>e>0. \<exists>n. \<forall>x \<in> (s n). \<forall> y \<in> (s n). dist x y < e"
       
  3033   shows "\<exists>a::'a::heine_borel. \<forall>n::nat. a \<in> s n"
       
  3034 proof-
       
  3035   have "\<forall>n. \<exists> x. x\<in>s n" using assms(2) by auto
       
  3036   hence "\<exists>t. \<forall>n. t n \<in> s n" using choice[of "\<lambda> n x. x \<in> s n"] by auto
       
  3037   then obtain t where t: "\<forall>n. t n \<in> s n" by auto
       
  3038   { fix e::real assume "e>0"
       
  3039     then obtain N where N:"\<forall>x\<in>s N. \<forall>y\<in>s N. dist x y < e" using assms(4) by auto
       
  3040     { fix m n ::nat assume "N \<le> m \<and> N \<le> n"
       
  3041       hence "t m \<in> s N" "t n \<in> s N" using assms(3) t unfolding  subset_eq t by blast+
       
  3042       hence "dist (t m) (t n) < e" using N by auto
       
  3043     }
       
  3044     hence "\<exists>N. \<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist (t m) (t n) < e" by auto
       
  3045   }
       
  3046   hence  "Cauchy t" unfolding cauchy_def by auto
       
  3047   then obtain l where l:"(t ---> l) sequentially" using complete_univ unfolding complete_def by auto
       
  3048   { fix n::nat
       
  3049     { fix e::real assume "e>0"
       
  3050       then obtain N::nat where N:"\<forall>n\<ge>N. dist (t n) l < e" using l[unfolded Lim_sequentially] by auto
       
  3051       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
       
  3052       hence "\<exists>y\<in>s n. dist y l < e" apply(rule_tac x="t (max n N)" in bexI) using N by auto
       
  3053     }
       
  3054     hence "l \<in> s n" using closed_approachable[of "s n" l] assms(1) by auto
       
  3055   }
       
  3056   then show ?thesis by auto
       
  3057 qed
       
  3058 
       
  3059 text{* Strengthen it to the intersection actually being a singleton.             *}
       
  3060 
       
  3061 lemma decreasing_closed_nest_sing:
       
  3062   assumes "\<forall>n. closed(s n)"
       
  3063           "\<forall>n. s n \<noteq> {}"
       
  3064           "\<forall>m n. m \<le> n --> s n \<subseteq> s m"
       
  3065           "\<forall>e>0. \<exists>n. \<forall>x \<in> (s n). \<forall> y\<in>(s n). dist x y < e"
       
  3066   shows "\<exists>a::'a::heine_borel. \<Inter> {t. (\<exists>n::nat. t = s n)} = {a}"
       
  3067 proof-
       
  3068   obtain a where a:"\<forall>n. a \<in> s n" using decreasing_closed_nest[of s] using assms by auto
       
  3069   { fix b assume b:"b \<in> \<Inter>{t. \<exists>n. t = s n}"
       
  3070     { fix e::real assume "e>0"
       
  3071       hence "dist a b < e" using assms(4 )using b using a by blast
       
  3072     }
       
  3073     hence "dist a b = 0" by (metis dist_eq_0_iff dist_nz real_less_def)
       
  3074   }
       
  3075   with a have "\<Inter>{t. \<exists>n. t = s n} = {a}"  by auto
       
  3076   thus ?thesis by auto
       
  3077 qed
       
  3078 
       
  3079 text{* Cauchy-type criteria for uniform convergence. *}
       
  3080 
       
  3081 lemma uniformly_convergent_eq_cauchy: fixes s::"nat \<Rightarrow> 'b \<Rightarrow> 'a::heine_borel" shows
       
  3082  "(\<exists>l. \<forall>e>0. \<exists>N. \<forall>n x. N \<le> n \<and> P x --> dist(s n x)(l x) < e) \<longleftrightarrow>
       
  3083   (\<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")
       
  3084 proof(rule)
       
  3085   assume ?lhs
       
  3086   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
       
  3087   { fix e::real assume "e>0"
       
  3088     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
       
  3089     { fix n m::nat and x::"'b" assume "N \<le> m \<and> N \<le> n \<and> P x"
       
  3090       hence "dist (s m x) (s n x) < e"
       
  3091 	using N[THEN spec[where x=m], THEN spec[where x=x]]
       
  3092 	using N[THEN spec[where x=n], THEN spec[where x=x]]
       
  3093 	using dist_triangle_half_l[of "s m x" "l x" e "s n x"] by auto  }
       
  3094     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  }
       
  3095   thus ?rhs by auto
       
  3096 next
       
  3097   assume ?rhs
       
  3098   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
       
  3099   then obtain l where l:"\<forall>x. P x \<longrightarrow> ((\<lambda>n. s n x) ---> l x) sequentially" unfolding convergent_eq_cauchy[THEN sym]
       
  3100     using choice[of "\<lambda>x l. P x \<longrightarrow> ((\<lambda>n. s n x) ---> l) sequentially"] by auto
       
  3101   { fix e::real assume "e>0"
       
  3102     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"
       
  3103       using `?rhs`[THEN spec[where x="e/2"]] by auto
       
  3104     { fix x assume "P x"
       
  3105       then obtain M where M:"\<forall>n\<ge>M. dist (s n x) (l x) < e/2"
       
  3106 	using l[THEN spec[where x=x], unfolded Lim_sequentially] using `e>0` by(auto elim!: allE[where x="e/2"])
       
  3107       fix n::nat assume "n\<ge>N"
       
  3108       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]]
       
  3109 	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)  }
       
  3110     hence "\<exists>N. \<forall>n x. N \<le> n \<and> P x \<longrightarrow> dist(s n x)(l x) < e" by auto }
       
  3111   thus ?lhs by auto
       
  3112 qed
       
  3113 
       
  3114 lemma uniformly_cauchy_imp_uniformly_convergent:
       
  3115   fixes s :: "nat \<Rightarrow> 'a \<Rightarrow> 'b::heine_borel"
       
  3116   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"
       
  3117           "\<forall>x. P x --> (\<forall>e>0. \<exists>N. \<forall>n. N \<le> n --> dist(s n x)(l x) < e)"
       
  3118   shows "\<forall>e>0. \<exists>N. \<forall>n x. N \<le> n \<and> P x --> dist(s n x)(l x) < e"
       
  3119 proof-
       
  3120   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"
       
  3121     using assms(1) unfolding uniformly_convergent_eq_cauchy[THEN sym] by auto
       
  3122   moreover
       
  3123   { fix x assume "P x"
       
  3124     hence "l x = l' x" using Lim_unique[OF trivial_limit_sequentially, of "\<lambda>n. s n x" "l x" "l' x"]
       
  3125       using l and assms(2) unfolding Lim_sequentially by blast  }
       
  3126   ultimately show ?thesis by auto
       
  3127 qed
       
  3128 
       
  3129 subsection{* Define continuity over a net to take in restrictions of the set. *}
       
  3130 
       
  3131 definition
       
  3132   continuous :: "'a::t2_space net \<Rightarrow> ('a \<Rightarrow> 'b::topological_space) \<Rightarrow> bool" where
       
  3133   "continuous net f \<longleftrightarrow> (f ---> f(netlimit net)) net"
       
  3134 
       
  3135 lemma continuous_trivial_limit:
       
  3136  "trivial_limit net ==> continuous net f"
       
  3137   unfolding continuous_def tendsto_def trivial_limit_eq by auto
       
  3138 
       
  3139 lemma continuous_within: "continuous (at x within s) f \<longleftrightarrow> (f ---> f(x)) (at x within s)"
       
  3140   unfolding continuous_def
       
  3141   unfolding tendsto_def
       
  3142   using netlimit_within[of x s]
       
  3143   by (cases "trivial_limit (at x within s)") (auto simp add: trivial_limit_eventually)
       
  3144 
       
  3145 lemma continuous_at: "continuous (at x) f \<longleftrightarrow> (f ---> f(x)) (at x)"
       
  3146   using continuous_within [of x UNIV f] by (simp add: within_UNIV)
       
  3147 
       
  3148 lemma continuous_at_within:
       
  3149   assumes "continuous (at x) f"  shows "continuous (at x within s) f"
       
  3150   using assms unfolding continuous_at continuous_within
       
  3151   by (rule Lim_at_within)
       
  3152 
       
  3153 text{* Derive the epsilon-delta forms, which we often use as "definitions" *}
       
  3154 
       
  3155 lemma continuous_within_eps_delta:
       
  3156   "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)"
       
  3157   unfolding continuous_within and Lim_within
       
  3158   apply auto unfolding dist_nz[THEN sym] apply(auto elim!:allE) apply(rule_tac x=d in exI) by auto
       
  3159 
       
  3160 lemma continuous_at_eps_delta: "continuous (at x) f \<longleftrightarrow>  (\<forall>e>0. \<exists>d>0.
       
  3161                            \<forall>x'. dist x' x < d --> dist(f x')(f x) < e)"
       
  3162   using continuous_within_eps_delta[of x UNIV f]
       
  3163   unfolding within_UNIV by blast
       
  3164 
       
  3165 text{* Versions in terms of open balls. *}
       
  3166 
       
  3167 lemma continuous_within_ball:
       
  3168  "continuous (at x within s) f \<longleftrightarrow> (\<forall>e>0. \<exists>d>0.
       
  3169                             f ` (ball x d \<inter> s) \<subseteq> ball (f x) e)" (is "?lhs = ?rhs")
       
  3170 proof
       
  3171   assume ?lhs
       
  3172   { fix e::real assume "e>0"
       
  3173     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"
       
  3174       using `?lhs`[unfolded continuous_within Lim_within] by auto
       
  3175     { fix y assume "y\<in>f ` (ball x d \<inter> s)"
       
  3176       hence "y \<in> ball (f x) e" using d(2) unfolding dist_nz[THEN sym]
       
  3177 	apply (auto simp add: dist_commute mem_ball) apply(erule_tac x=xa in ballE) apply auto using `e>0` by auto
       
  3178     }
       
  3179     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)  }
       
  3180   thus ?rhs by auto
       
  3181 next
       
  3182   assume ?rhs thus ?lhs unfolding continuous_within Lim_within ball_def subset_eq
       
  3183     apply (auto simp add: dist_commute) apply(erule_tac x=e in allE) by auto
       
  3184 qed
       
  3185 
       
  3186 lemma continuous_at_ball:
       
  3187   "continuous (at x) f \<longleftrightarrow> (\<forall>e>0. \<exists>d>0. f ` (ball x d) \<subseteq> ball (f x) e)" (is "?lhs = ?rhs")
       
  3188 proof
       
  3189   assume ?lhs thus ?rhs unfolding continuous_at Lim_at subset_eq Ball_def Bex_def image_iff mem_ball
       
  3190     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)
       
  3191     unfolding dist_nz[THEN sym] by auto
       
  3192 next
       
  3193   assume ?rhs thus ?lhs unfolding continuous_at Lim_at subset_eq Ball_def Bex_def image_iff mem_ball
       
  3194     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)
       
  3195 qed
       
  3196 
       
  3197 text{* For setwise continuity, just start from the epsilon-delta definitions. *}
       
  3198 
       
  3199 definition
       
  3200   continuous_on :: "'a::metric_space set \<Rightarrow> ('a \<Rightarrow> 'b::metric_space) \<Rightarrow> bool" where
       
  3201   "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)"
       
  3202 
       
  3203 
       
  3204 definition
       
  3205   uniformly_continuous_on ::
       
  3206     "'a::metric_space set \<Rightarrow> ('a \<Rightarrow> 'b::metric_space) \<Rightarrow> bool" where
       
  3207   "uniformly_continuous_on s f \<longleftrightarrow>
       
  3208         (\<forall>e>0. \<exists>d>0. \<forall>x\<in>s. \<forall> x'\<in>s. dist x' x < d
       
  3209                            --> dist (f x') (f x) < e)"
       
  3210 
       
  3211 text{* Some simple consequential lemmas. *}
       
  3212 
       
  3213 lemma uniformly_continuous_imp_continuous:
       
  3214  " uniformly_continuous_on s f ==> continuous_on s f"
       
  3215   unfolding uniformly_continuous_on_def continuous_on_def by blast
       
  3216 
       
  3217 lemma continuous_at_imp_continuous_within:
       
  3218  "continuous (at x) f ==> continuous (at x within s) f"
       
  3219   unfolding continuous_within continuous_at using Lim_at_within by auto
       
  3220 
       
  3221 lemma continuous_at_imp_continuous_on: assumes "(\<forall>x \<in> s. continuous (at x) f)"
       
  3222   shows "continuous_on s f"
       
  3223 proof(simp add: continuous_at continuous_on_def, rule, rule, rule)
       
  3224   fix x and e::real assume "x\<in>s" "e>0"
       
  3225   hence "eventually (\<lambda>xa. dist (f xa) (f x) < e) (at x)" using assms unfolding continuous_at tendsto_iff by auto
       
  3226   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
       
  3227   { fix x' assume "\<not> 0 < dist x' x"
       
  3228     hence "x=x'"
       
  3229       using dist_nz[of x' x] by auto
       
  3230     hence "dist (f x') (f x) < e" using `e>0` by auto
       
  3231   }
       
  3232   thus "\<exists>d>0. \<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist (f x') (f x) < e" using d by auto
       
  3233 qed
       
  3234 
       
  3235 lemma continuous_on_eq_continuous_within:
       
  3236  "continuous_on s f \<longleftrightarrow> (\<forall>x \<in> s. continuous (at x within s) f)" (is "?lhs = ?rhs")
       
  3237 proof
       
  3238   assume ?rhs
       
  3239   { fix x assume "x\<in>s"
       
  3240     fix e::real assume "e>0"
       
  3241     assume "\<exists>d>0. \<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (f xa) (f x) < e"
       
  3242     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
       
  3243     { fix x' assume as:"x'\<in>s" "dist x' x < d"
       
  3244       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) }
       
  3245     hence "\<exists>d>0. \<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist (f x') (f x) < e" using `d>0` by auto
       
  3246   }
       
  3247   thus ?lhs using `?rhs` unfolding continuous_on_def continuous_within Lim_within by auto
       
  3248 next
       
  3249   assume ?lhs
       
  3250   thus ?rhs unfolding continuous_on_def continuous_within Lim_within by blast
       
  3251 qed
       
  3252 
       
  3253 lemma continuous_on:
       
  3254  "continuous_on s f \<longleftrightarrow> (\<forall>x \<in> s. (f ---> f(x)) (at x within s))"
       
  3255   by (auto simp add: continuous_on_eq_continuous_within continuous_within)
       
  3256 
       
  3257 lemma continuous_on_eq_continuous_at:
       
  3258  "open s ==> (continuous_on s f \<longleftrightarrow> (\<forall>x \<in> s. continuous (at x) f))"
       
  3259   by (auto simp add: continuous_on continuous_at Lim_within_open)
       
  3260 
       
  3261 lemma continuous_within_subset:
       
  3262  "continuous (at x within s) f \<Longrightarrow> t \<subseteq> s
       
  3263              ==> continuous (at x within t) f"
       
  3264   unfolding continuous_within by(metis Lim_within_subset)
       
  3265 
       
  3266 lemma continuous_on_subset:
       
  3267  "continuous_on s f \<Longrightarrow> t \<subseteq> s ==> continuous_on t f"
       
  3268   unfolding continuous_on by (metis subset_eq Lim_within_subset)
       
  3269 
       
  3270 lemma continuous_on_interior:
       
  3271  "continuous_on s f \<Longrightarrow> x \<in> interior s ==> continuous (at x) f"
       
  3272 unfolding interior_def
       
  3273 apply simp
       
  3274 by (meson continuous_on_eq_continuous_at continuous_on_subset)
       
  3275 
       
  3276 lemma continuous_on_eq:
       
  3277  "(\<forall>x \<in> s. f x = g x) \<Longrightarrow> continuous_on s f
       
  3278            ==> continuous_on s g"
       
  3279   by (simp add: continuous_on_def)
       
  3280 
       
  3281 text{* Characterization of various kinds of continuity in terms of sequences.  *}
       
  3282 
       
  3283 (* \<longrightarrow> could be generalized, but \<longleftarrow> requires metric space *)
       
  3284 lemma continuous_within_sequentially:
       
  3285   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space"
       
  3286   shows "continuous (at a within s) f \<longleftrightarrow>
       
  3287                 (\<forall>x. (\<forall>n::nat. x n \<in> s) \<and> (x ---> a) sequentially
       
  3288                      --> ((f o x) ---> f a) sequentially)" (is "?lhs = ?rhs")
       
  3289 proof
       
  3290   assume ?lhs
       
  3291   { 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"
       
  3292     fix e::real assume "e>0"
       
  3293     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
       
  3294     from x(2) `d>0` obtain N where N:"\<forall>n\<ge>N. dist (x n) a < d" by auto
       
  3295     hence "\<exists>N. \<forall>n\<ge>N. dist ((f \<circ> x) n) (f a) < e"
       
  3296       apply(rule_tac  x=N in exI) using N d  apply auto using x(1)
       
  3297       apply(erule_tac x=n in allE) apply(erule_tac x=n in allE)
       
  3298       apply(erule_tac x="x n" in ballE)  apply auto unfolding dist_nz[THEN sym] apply auto using `e>0` by auto
       
  3299   }
       
  3300   thus ?rhs unfolding continuous_within unfolding Lim_sequentially by simp
       
  3301 next
       
  3302   assume ?rhs
       
  3303   { fix e::real assume "e>0"
       
  3304     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)"
       
  3305     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
       
  3306     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)"
       
  3307       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
       
  3308     { fix d::real assume "d>0"
       
  3309       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
       
  3310       then obtain N::nat where N:"inverse (real (N + 1)) < d" by auto
       
  3311       { fix n::nat assume n:"n\<ge>N"
       
  3312 	hence "dist (x (inverse (real (n + 1)))) a < inverse (real (n + 1))" using x[THEN spec[where x="inverse (real (n + 1))"]] by auto
       
  3313 	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)
       
  3314 	ultimately have "dist (x (inverse (real (n + 1)))) a < d" by auto
       
  3315       }
       
  3316       hence "\<exists>N::nat. \<forall>n\<ge>N. dist (x (inverse (real (n + 1)))) a < d" by auto
       
  3317     }
       
  3318     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
       
  3319     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
       
  3320     hence "False" apply(erule_tac x=e in allE) using `e>0` using x by auto
       
  3321   }
       
  3322   thus ?lhs  unfolding continuous_within unfolding Lim_within unfolding Lim_sequentially by blast
       
  3323 qed
       
  3324 
       
  3325 lemma continuous_at_sequentially:
       
  3326   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space"
       
  3327   shows "continuous (at a) f \<longleftrightarrow> (\<forall>x. (x ---> a) sequentially
       
  3328                   --> ((f o x) ---> f a) sequentially)"
       
  3329   using continuous_within_sequentially[of a UNIV f] unfolding within_UNIV by auto
       
  3330 
       
  3331 lemma continuous_on_sequentially:
       
  3332  "continuous_on s f \<longleftrightarrow>  (\<forall>x. \<forall>a \<in> s. (\<forall>n. x(n) \<in> s) \<and> (x ---> a) sequentially
       
  3333                     --> ((f o x) ---> f(a)) sequentially)" (is "?lhs = ?rhs")
       
  3334 proof
       
  3335   assume ?rhs thus ?lhs using continuous_within_sequentially[of _ s f] unfolding continuous_on_eq_continuous_within by auto
       
  3336 next
       
  3337   assume ?lhs thus ?rhs unfolding continuous_on_eq_continuous_within using continuous_within_sequentially[of _ s f] by auto
       
  3338 qed
       
  3339 
       
  3340 lemma uniformly_continuous_on_sequentially:
       
  3341   fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
       
  3342   shows "uniformly_continuous_on s f \<longleftrightarrow> (\<forall>x y. (\<forall>n. x n \<in> s) \<and> (\<forall>n. y n \<in> s) \<and>
       
  3343                     ((\<lambda>n. x n - y n) ---> 0) sequentially
       
  3344                     \<longrightarrow> ((\<lambda>n. f(x n) - f(y n)) ---> 0) sequentially)" (is "?lhs = ?rhs")
       
  3345 proof
       
  3346   assume ?lhs
       
  3347   { 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"
       
  3348     { fix e::real assume "e>0"
       
  3349       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"
       
  3350 	using `?lhs`[unfolded uniformly_continuous_on_def, THEN spec[where x=e]] by auto
       
  3351       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
       
  3352       { fix n assume "n\<ge>N"
       
  3353 	hence "norm (f (x n) - f (y n) - 0) < e"
       
  3354 	  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
       
  3355 	  unfolding dist_commute and dist_norm by simp  }
       
  3356       hence "\<exists>N. \<forall>n\<ge>N. norm (f (x n) - f (y n) - 0) < e"  by auto  }
       
  3357     hence "((\<lambda>n. f(x n) - f(y n)) ---> 0) sequentially" unfolding Lim_sequentially and dist_norm by auto  }
       
  3358   thus ?rhs by auto
       
  3359 next
       
  3360   assume ?rhs
       
  3361   { assume "\<not> ?lhs"
       
  3362     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
       
  3363     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"
       
  3364       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
       
  3365       by (auto simp add: dist_commute)
       
  3366     def x \<equiv> "\<lambda>n::nat. fst (fa (inverse (real n + 1)))"
       
  3367     def y \<equiv> "\<lambda>n::nat. snd (fa (inverse (real n + 1)))"
       
  3368     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"
       
  3369       unfolding x_def and y_def using fa by auto
       
  3370     have 1:"\<And>(x::'a) y. dist (x - y) 0 = dist x y" unfolding dist_norm by auto
       
  3371     have 2:"\<And>(x::'b) y. dist (x - y) 0 = dist x y" unfolding dist_norm by auto
       
  3372     { fix e::real assume "e>0"
       
  3373       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
       
  3374       { fix n::nat assume "n\<ge>N"
       
  3375 	hence "inverse (real n + 1) < inverse (real N)" using real_of_nat_ge_zero and `N\<noteq>0` by auto
       
  3376 	also have "\<dots> < e" using N by auto
       
  3377 	finally have "inverse (real n + 1) < e" by auto
       
  3378 	hence "dist (x n - y n) 0 < e" unfolding 1 using xy0[THEN spec[where x=n]] by auto  }
       
  3379       hence "\<exists>N. \<forall>n\<ge>N. dist (x n - y n) 0 < e" by auto  }
       
  3380     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
       
  3381     hence False unfolding 2 using fxy and `e>0` by auto  }
       
  3382   thus ?lhs unfolding uniformly_continuous_on_def by blast
       
  3383 qed
       
  3384 
       
  3385 text{* The usual transformation theorems. *}
       
  3386 
       
  3387 lemma continuous_transform_within:
       
  3388   fixes f g :: "'a::metric_space \<Rightarrow> 'b::metric_space"
       
  3389   assumes "0 < d" "x \<in> s" "\<forall>x' \<in> s. dist x' x < d --> f x' = g x'"
       
  3390           "continuous (at x within s) f"
       
  3391   shows "continuous (at x within s) g"
       
  3392 proof-
       
  3393   { fix e::real assume "e>0"
       
  3394     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
       
  3395     { fix x' assume "x'\<in>s" "0 < dist x' x" "dist x' x < (min d d')"
       
  3396       hence "dist (f x') (g x) < e" using assms(2,3) apply(erule_tac x=x in ballE) using d' by auto  }
       
  3397     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
       
  3398     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  }
       
  3399   hence "(f ---> g x) (at x within s)" unfolding Lim_within using assms(1) by auto
       
  3400   thus ?thesis unfolding continuous_within using Lim_transform_within[of d s x f g "g x"] using assms by blast
       
  3401 qed
       
  3402 
       
  3403 lemma continuous_transform_at:
       
  3404   fixes f g :: "'a::metric_space \<Rightarrow> 'b::metric_space"
       
  3405   assumes "0 < d" "\<forall>x'. dist x' x < d --> f x' = g x'"
       
  3406           "continuous (at x) f"
       
  3407   shows "continuous (at x) g"
       
  3408 proof-
       
  3409   { fix e::real assume "e>0"
       
  3410     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
       
  3411     { fix x' assume "0 < dist x' x" "dist x' x < (min d d')"
       
  3412       hence "dist (f x') (g x) < e" using assms(2) apply(erule_tac x=x in allE) using d' by auto
       
  3413     }
       
  3414     hence "\<forall>xa. 0 < dist xa x \<and> dist xa x < (min d d') \<longrightarrow> dist (f xa) (g x) < e" by blast
       
  3415     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
       
  3416   }
       
  3417   hence "(f ---> g x) (at x)" unfolding Lim_at using assms(1) by auto
       
  3418   thus ?thesis unfolding continuous_at using Lim_transform_at[of d x f g "g x"] using assms by blast
       
  3419 qed
       
  3420 
       
  3421 text{* Combination results for pointwise continuity. *}
       
  3422 
       
  3423 lemma continuous_const: "continuous net (\<lambda>x. c)"
       
  3424   by (auto simp add: continuous_def Lim_const)
       
  3425 
       
  3426 lemma continuous_cmul:
       
  3427   fixes f :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector"
       
  3428   shows "continuous net f ==> continuous net (\<lambda>x. c *\<^sub>R f x)"
       
  3429   by (auto simp add: continuous_def Lim_cmul)
       
  3430 
       
  3431 lemma continuous_neg:
       
  3432   fixes f :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector"
       
  3433   shows "continuous net f ==> continuous net (\<lambda>x. -(f x))"
       
  3434   by (auto simp add: continuous_def Lim_neg)
       
  3435 
       
  3436 lemma continuous_add:
       
  3437   fixes f g :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector"
       
  3438   shows "continuous net f \<Longrightarrow> continuous net g \<Longrightarrow> continuous net (\<lambda>x. f x + g x)"
       
  3439   by (auto simp add: continuous_def Lim_add)
       
  3440 
       
  3441 lemma continuous_sub:
       
  3442   fixes f g :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector"
       
  3443   shows "continuous net f \<Longrightarrow> continuous net g \<Longrightarrow> continuous net (\<lambda>x. f x - g x)"
       
  3444   by (auto simp add: continuous_def Lim_sub)
       
  3445 
       
  3446 text{* Same thing for setwise continuity. *}
       
  3447 
       
  3448 lemma continuous_on_const:
       
  3449  "continuous_on s (\<lambda>x. c)"
       
  3450   unfolding continuous_on_eq_continuous_within using continuous_const by blast
       
  3451 
       
  3452 lemma continuous_on_cmul:
       
  3453   fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
       
  3454   shows "continuous_on s f ==>  continuous_on s (\<lambda>x. c *\<^sub>R (f x))"
       
  3455   unfolding continuous_on_eq_continuous_within using continuous_cmul by blast
       
  3456 
       
  3457 lemma continuous_on_neg:
       
  3458   fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
       
  3459   shows "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. - f x)"
       
  3460   unfolding continuous_on_eq_continuous_within using continuous_neg by blast
       
  3461 
       
  3462 lemma continuous_on_add:
       
  3463   fixes f g :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
       
  3464   shows "continuous_on s f \<Longrightarrow> continuous_on s g
       
  3465            \<Longrightarrow> continuous_on s (\<lambda>x. f x + g x)"
       
  3466   unfolding continuous_on_eq_continuous_within using continuous_add by blast
       
  3467 
       
  3468 lemma continuous_on_sub:
       
  3469   fixes f g :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
       
  3470   shows "continuous_on s f \<Longrightarrow> continuous_on s g
       
  3471            \<Longrightarrow> continuous_on s (\<lambda>x. f x - g x)"
       
  3472   unfolding continuous_on_eq_continuous_within using continuous_sub by blast
       
  3473 
       
  3474 text{* Same thing for uniform continuity, using sequential formulations. *}
       
  3475 
       
  3476 lemma uniformly_continuous_on_const:
       
  3477  "uniformly_continuous_on s (\<lambda>x. c)"
       
  3478   unfolding uniformly_continuous_on_def by simp
       
  3479 
       
  3480 lemma uniformly_continuous_on_cmul:
       
  3481   fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
       
  3482     (* FIXME: generalize 'a to metric_space *)
       
  3483   assumes "uniformly_continuous_on s f"
       
  3484   shows "uniformly_continuous_on s (\<lambda>x. c *\<^sub>R f(x))"
       
  3485 proof-
       
  3486   { fix x y assume "((\<lambda>n. f (x n) - f (y n)) ---> 0) sequentially"
       
  3487     hence "((\<lambda>n. c *\<^sub>R f (x n) - c *\<^sub>R f (y n)) ---> 0) sequentially"
       
  3488       using Lim_cmul[of "(\<lambda>n. f (x n) - f (y n))" 0 sequentially c]
       
  3489       unfolding scaleR_zero_right scaleR_right_diff_distrib by auto
       
  3490   }
       
  3491   thus ?thesis using assms unfolding uniformly_continuous_on_sequentially by auto
       
  3492 qed
       
  3493 
       
  3494 lemma dist_minus:
       
  3495   fixes x y :: "'a::real_normed_vector"
       
  3496   shows "dist (- x) (- y) = dist x y"
       
  3497   unfolding dist_norm minus_diff_minus norm_minus_cancel ..
       
  3498 
       
  3499 lemma uniformly_continuous_on_neg:
       
  3500   fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
       
  3501   shows "uniformly_continuous_on s f
       
  3502          ==> uniformly_continuous_on s (\<lambda>x. -(f x))"
       
  3503   unfolding uniformly_continuous_on_def dist_minus .
       
  3504 
       
  3505 lemma uniformly_continuous_on_add:
       
  3506   fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector" (* FIXME: generalize 'a *)
       
  3507   assumes "uniformly_continuous_on s f" "uniformly_continuous_on s g"
       
  3508   shows "uniformly_continuous_on s (\<lambda>x. f x + g x)"
       
  3509 proof-
       
  3510   {  fix x y assume "((\<lambda>n. f (x n) - f (y n)) ---> 0) sequentially"
       
  3511                     "((\<lambda>n. g (x n) - g (y n)) ---> 0) sequentially"
       
  3512     hence "((\<lambda>xa. f (x xa) - f (y xa) + (g (x xa) - g (y xa))) ---> 0 + 0) sequentially"
       
  3513       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
       
  3514     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  }
       
  3515   thus ?thesis using assms unfolding uniformly_continuous_on_sequentially by auto
       
  3516 qed
       
  3517 
       
  3518 lemma uniformly_continuous_on_sub:
       
  3519   fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector" (* FIXME: generalize 'a *)
       
  3520   shows "uniformly_continuous_on s f \<Longrightarrow> uniformly_continuous_on s g
       
  3521            ==> uniformly_continuous_on s  (\<lambda>x. f x - g x)"
       
  3522   unfolding ab_diff_minus
       
  3523   using uniformly_continuous_on_add[of s f "\<lambda>x. - g x"]
       
  3524   using uniformly_continuous_on_neg[of s g] by auto
       
  3525 
       
  3526 text{* Identity function is continuous in every sense. *}
       
  3527 
       
  3528 lemma continuous_within_id:
       
  3529  "continuous (at a within s) (\<lambda>x. x)"
       
  3530   unfolding continuous_within by (rule Lim_at_within [OF Lim_ident_at])
       
  3531 
       
  3532 lemma continuous_at_id:
       
  3533  "continuous (at a) (\<lambda>x. x)"
       
  3534   unfolding continuous_at by (rule Lim_ident_at)
       
  3535 
       
  3536 lemma continuous_on_id:
       
  3537  "continuous_on s (\<lambda>x. x)"
       
  3538   unfolding continuous_on Lim_within by auto
       
  3539 
       
  3540 lemma uniformly_continuous_on_id:
       
  3541  "uniformly_continuous_on s (\<lambda>x. x)"
       
  3542   unfolding uniformly_continuous_on_def by auto
       
  3543 
       
  3544 text{* Continuity of all kinds is preserved under composition. *}
       
  3545 
       
  3546 lemma continuous_within_compose:
       
  3547   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
       
  3548   fixes g :: "'b::metric_space \<Rightarrow> 'c::metric_space"
       
  3549   assumes "continuous (at x within s) f"   "continuous (at (f x) within f ` s) g"
       
  3550   shows "continuous (at x within s) (g o f)"
       
  3551 proof-
       
  3552   { fix e::real assume "e>0"
       
  3553     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
       
  3554     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
       
  3555     { fix y assume as:"y\<in>s"  "0 < dist y x"  "dist y x < d'"
       
  3556       hence "dist (f y) (f x) < d" using d'[THEN bspec[where x=y]] by (auto simp add:dist_commute)
       
  3557       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   }
       
  3558     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  }
       
  3559   thus ?thesis unfolding continuous_within Lim_within by auto
       
  3560 qed
       
  3561 
       
  3562 lemma continuous_at_compose:
       
  3563   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
       
  3564   fixes g :: "'b::metric_space \<Rightarrow> 'c::metric_space"
       
  3565   assumes "continuous (at x) f"  "continuous (at (f x)) g"
       
  3566   shows "continuous (at x) (g o f)"
       
  3567 proof-
       
  3568   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
       
  3569   thus ?thesis using assms(1) using continuous_within_compose[of x UNIV f g, unfolded within_UNIV] by auto
       
  3570 qed
       
  3571 
       
  3572 lemma continuous_on_compose:
       
  3573  "continuous_on s f \<Longrightarrow> continuous_on (f ` s) g \<Longrightarrow> continuous_on s (g o f)"
       
  3574   unfolding continuous_on_eq_continuous_within using continuous_within_compose[of _ s f g] by auto
       
  3575 
       
  3576 lemma uniformly_continuous_on_compose:
       
  3577   assumes "uniformly_continuous_on s f"  "uniformly_continuous_on (f ` s) g"
       
  3578   shows "uniformly_continuous_on s (g o f)"
       
  3579 proof-
       
  3580   { fix e::real assume "e>0"
       
  3581     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
       
  3582     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
       
  3583     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  }
       
  3584   thus ?thesis using assms unfolding uniformly_continuous_on_def by auto
       
  3585 qed
       
  3586 
       
  3587 text{* Continuity in terms of open preimages. *}
       
  3588 
       
  3589 lemma continuous_at_open:
       
  3590   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
       
  3591   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")
       
  3592 proof
       
  3593   assume ?lhs
       
  3594   { fix t assume as: "open t" "f x \<in> t"
       
  3595     then obtain e where "e>0" and e:"ball (f x) e \<subseteq> t" unfolding open_contains_ball by auto
       
  3596 
       
  3597     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
       
  3598 
       
  3599     have "open (ball x d)" using open_ball by auto
       
  3600     moreover have "x \<in> ball x d" unfolding centre_in_ball using `d>0` by simp
       
  3601     moreover
       
  3602     { fix x' assume "x'\<in>ball x d" hence "f x' \<in> t"
       
  3603 	using e[unfolded subset_eq Ball_def mem_ball, THEN spec[where x="f x'"]]    d[THEN spec[where x=x']]
       
  3604 	unfolding mem_ball apply (auto simp add: dist_commute)
       
  3605 	unfolding dist_nz[THEN sym] using as(2) by auto  }
       
  3606     hence "\<forall>x'\<in>ball x d. f x' \<in> t" by auto
       
  3607     ultimately have "\<exists>s. open s \<and> x \<in> s \<and> (\<forall>x'\<in>s. f x' \<in> t)"
       
  3608       apply(rule_tac x="ball x d" in exI) by simp  }
       
  3609   thus ?rhs by auto
       
  3610 next
       
  3611   assume ?rhs
       
  3612   { fix e::real assume "e>0"
       
  3613     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"]]
       
  3614       unfolding centre_in_ball[of "f x" e, THEN sym] by auto
       
  3615     then obtain d where "d>0" and d:"ball x d \<subseteq> s" unfolding open_contains_ball by auto
       
  3616     { fix y assume "0 < dist y x \<and> dist y x < d"
       
  3617       hence "dist (f y) (f x) < e" using d[unfolded subset_eq Ball_def mem_ball, THEN spec[where x=y]]
       
  3618 	using s(3)[THEN bspec[where x=y], unfolded mem_ball] by (auto simp add: dist_commute)  }
       
  3619     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  }
       
  3620   thus ?lhs unfolding continuous_at Lim_at by auto
       
  3621 qed
       
  3622 
       
  3623 lemma continuous_on_open:
       
  3624  "continuous_on s f \<longleftrightarrow>
       
  3625         (\<forall>t. openin (subtopology euclidean (f ` s)) t
       
  3626             --> openin (subtopology euclidean s) {x \<in> s. f x \<in> t})" (is "?lhs = ?rhs")
       
  3627 proof
       
  3628   assume ?lhs
       
  3629   { fix t assume as:"openin (subtopology euclidean (f ` s)) t"
       
  3630     have "{x \<in> s. f x \<in> t} \<subseteq> s" using as[unfolded openin_euclidean_subtopology_iff] by auto
       
  3631     moreover
       
  3632     { fix x assume as':"x\<in>{x \<in> s. f x \<in> t}"
       
  3633       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
       
  3634       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
       
  3635       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)  }
       
  3636     ultimately have "openin (subtopology euclidean s) {x \<in> s. f x \<in> t}" unfolding openin_euclidean_subtopology_iff by auto  }
       
  3637   thus ?rhs unfolding continuous_on Lim_within using openin by auto
       
  3638 next
       
  3639   assume ?rhs
       
  3640   { fix e::real and x assume "x\<in>s" "e>0"
       
  3641     { 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)"
       
  3642       hence "dist (f x') (f x) < e" using dist_triangle[of "f x'" "f x" "f xa"]
       
  3643 	by (auto simp add: dist_commute)  }
       
  3644     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
       
  3645       apply(rule_tac x="e - dist (f xa) (f x)" in exI) using `e>0` by (auto simp add: dist_commute)
       
  3646     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}"
       
  3647       using `?rhs`[unfolded openin_euclidean_subtopology_iff, THEN spec[where x="ball (f x) e \<inter> f ` s"]] by auto
       
  3648     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)  }
       
  3649   thus ?lhs unfolding continuous_on Lim_within by auto
       
  3650 qed
       
  3651 
       
  3652 (* ------------------------------------------------------------------------- *)
       
  3653 (* Similarly in terms of closed sets.                                        *)
       
  3654 (* ------------------------------------------------------------------------- *)
       
  3655 
       
  3656 lemma continuous_on_closed:
       
  3657  "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")
       
  3658 proof
       
  3659   assume ?lhs
       
  3660   { fix t
       
  3661     have *:"s - {x \<in> s. f x \<in> f ` s - t} = {x \<in> s. f x \<in> t}" by auto
       
  3662     have **:"f ` s - (f ` s - (f ` s - t)) = f ` s - t" by auto
       
  3663     assume as:"closedin (subtopology euclidean (f ` s)) t"
       
  3664     hence "closedin (subtopology euclidean (f ` s)) (f ` s - (f ` s - t))" unfolding closedin_def topspace_euclidean_subtopology unfolding ** by auto
       
  3665     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"]]
       
  3666       unfolding openin_closedin_eq topspace_euclidean_subtopology unfolding * by auto  }
       
  3667   thus ?rhs by auto
       
  3668 next
       
  3669   assume ?rhs
       
  3670   { fix t
       
  3671     have *:"s - {x \<in> s. f x \<in> f ` s - t} = {x \<in> s. f x \<in> t}" by auto
       
  3672     assume as:"openin (subtopology euclidean (f ` s)) t"
       
  3673     hence "openin (subtopology euclidean s) {x \<in> s. f x \<in> t}" using `?rhs`[THEN spec[where x="(f ` s) - t"]]
       
  3674       unfolding openin_closedin_eq topspace_euclidean_subtopology *[THEN sym] closedin_subtopology by auto }
       
  3675   thus ?lhs unfolding continuous_on_open by auto
       
  3676 qed
       
  3677 
       
  3678 text{* Half-global and completely global cases.                                  *}
       
  3679 
       
  3680 lemma continuous_open_in_preimage:
       
  3681   assumes "continuous_on s f"  "open t"
       
  3682   shows "openin (subtopology euclidean s) {x \<in> s. f x \<in> t}"
       
  3683 proof-
       
  3684   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
       
  3685   have "openin (subtopology euclidean (f ` s)) (t \<inter> f ` s)"
       
  3686     using openin_open_Int[of t "f ` s", OF assms(2)] unfolding openin_open by auto
       
  3687   thus ?thesis using assms(1)[unfolded continuous_on_open, THEN spec[where x="t \<inter> f ` s"]] using * by auto
       
  3688 qed
       
  3689 
       
  3690 lemma continuous_closed_in_preimage:
       
  3691   assumes "continuous_on s f"  "closed t"
       
  3692   shows "closedin (subtopology euclidean s) {x \<in> s. f x \<in> t}"
       
  3693 proof-
       
  3694   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
       
  3695   have "closedin (subtopology euclidean (f ` s)) (t \<inter> f ` s)"
       
  3696     using closedin_closed_Int[of t "f ` s", OF assms(2)] unfolding Int_commute by auto
       
  3697   thus ?thesis
       
  3698     using assms(1)[unfolded continuous_on_closed, THEN spec[where x="t \<inter> f ` s"]] using * by auto
       
  3699 qed
       
  3700 
       
  3701 lemma continuous_open_preimage:
       
  3702   assumes "continuous_on s f" "open s" "open t"
       
  3703   shows "open {x \<in> s. f x \<in> t}"
       
  3704 proof-
       
  3705   obtain T where T: "open T" "{x \<in> s. f x \<in> t} = s \<inter> T"
       
  3706     using continuous_open_in_preimage[OF assms(1,3)] unfolding openin_open by auto
       
  3707   thus ?thesis using open_Int[of s T, OF assms(2)] by auto
       
  3708 qed
       
  3709 
       
  3710 lemma continuous_closed_preimage:
       
  3711   assumes "continuous_on s f" "closed s" "closed t"
       
  3712   shows "closed {x \<in> s. f x \<in> t}"
       
  3713 proof-
       
  3714   obtain T where T: "closed T" "{x \<in> s. f x \<in> t} = s \<inter> T"
       
  3715     using continuous_closed_in_preimage[OF assms(1,3)] unfolding closedin_closed by auto
       
  3716   thus ?thesis using closed_Int[of s T, OF assms(2)] by auto
       
  3717 qed
       
  3718 
       
  3719 lemma continuous_open_preimage_univ:
       
  3720   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
       
  3721   shows "\<forall>x. continuous (at x) f \<Longrightarrow> open s \<Longrightarrow> open {x. f x \<in> s}"
       
  3722   using continuous_open_preimage[of UNIV f s] open_UNIV continuous_at_imp_continuous_on by auto
       
  3723 
       
  3724 lemma continuous_closed_preimage_univ:
       
  3725   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
       
  3726   shows "(\<forall>x. continuous (at x) f) \<Longrightarrow> closed s ==> closed {x. f x \<in> s}"
       
  3727   using continuous_closed_preimage[of UNIV f s] closed_UNIV continuous_at_imp_continuous_on by auto
       
  3728 
       
  3729 lemma continuous_open_vimage:
       
  3730   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
       
  3731   shows "\<forall>x. continuous (at x) f \<Longrightarrow> open s \<Longrightarrow> open (f -` s)"
       
  3732   unfolding vimage_def by (rule continuous_open_preimage_univ)
       
  3733 
       
  3734 lemma continuous_closed_vimage:
       
  3735   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
       
  3736   shows "\<forall>x. continuous (at x) f \<Longrightarrow> closed s \<Longrightarrow> closed (f -` s)"
       
  3737   unfolding vimage_def by (rule continuous_closed_preimage_univ)
       
  3738 
       
  3739 text{* Equality of continuous functions on closure and related results.          *}
       
  3740 
       
  3741 lemma continuous_closed_in_preimage_constant:
       
  3742  "continuous_on s f ==> closedin (subtopology euclidean s) {x \<in> s. f x = a}"
       
  3743   using continuous_closed_in_preimage[of s f "{a}"] closed_sing by auto
       
  3744 
       
  3745 lemma continuous_closed_preimage_constant:
       
  3746  "continuous_on s f \<Longrightarrow> closed s ==> closed {x \<in> s. f x = a}"
       
  3747   using continuous_closed_preimage[of s f "{a}"] closed_sing by auto
       
  3748 
       
  3749 lemma continuous_constant_on_closure:
       
  3750   assumes "continuous_on (closure s) f"
       
  3751           "\<forall>x \<in> s. f x = a"
       
  3752   shows "\<forall>x \<in> (closure s). f x = a"
       
  3753     using continuous_closed_preimage_constant[of "closure s" f a]
       
  3754     assms closure_minimal[of s "{x \<in> closure s. f x = a}"] closure_subset unfolding subset_eq by auto
       
  3755 
       
  3756 lemma image_closure_subset:
       
  3757   assumes "continuous_on (closure s) f"  "closed t"  "(f ` s) \<subseteq> t"
       
  3758   shows "f ` (closure s) \<subseteq> t"
       
  3759 proof-
       
  3760   have "s \<subseteq> {x \<in> closure s. f x \<in> t}" using assms(3) closure_subset by auto
       
  3761   moreover have "closed {x \<in> closure s. f x \<in> t}"
       
  3762     using continuous_closed_preimage[OF assms(1)] and assms(2) by auto
       
  3763   ultimately have "closure s = {x \<in> closure s . f x \<in> t}"
       
  3764     using closure_minimal[of s "{x \<in> closure s. f x \<in> t}"] by auto
       
  3765   thus ?thesis by auto
       
  3766 qed
       
  3767 
       
  3768 lemma continuous_on_closure_norm_le:
       
  3769   fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
       
  3770   assumes "continuous_on (closure s) f"  "\<forall>y \<in> s. norm(f y) \<le> b"  "x \<in> (closure s)"
       
  3771   shows "norm(f x) \<le> b"
       
  3772 proof-
       
  3773   have *:"f ` s \<subseteq> cball 0 b" using assms(2)[unfolded mem_cball_0[THEN sym]] by auto
       
  3774   show ?thesis
       
  3775     using image_closure_subset[OF assms(1) closed_cball[of 0 b] *] assms(3)
       
  3776     unfolding subset_eq apply(erule_tac x="f x" in ballE) by (auto simp add: dist_norm)
       
  3777 qed
       
  3778 
       
  3779 text{* Making a continuous function avoid some value in a neighbourhood.         *}
       
  3780 
       
  3781 lemma continuous_within_avoid:
       
  3782   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
       
  3783   assumes "continuous (at x within s) f"  "x \<in> s"  "f x \<noteq> a"
       
  3784   shows "\<exists>e>0. \<forall>y \<in> s. dist x y < e --> f y \<noteq> a"
       
  3785 proof-
       
  3786   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"
       
  3787     using assms(1)[unfolded continuous_within Lim_within, THEN spec[where x="dist (f x) a"]] assms(3)[unfolded dist_nz] by auto
       
  3788   { fix y assume " y\<in>s"  "dist x y < d"
       
  3789     hence "f y \<noteq> a" using d[THEN bspec[where x=y]] assms(3)[unfolded dist_nz]
       
  3790       apply auto unfolding dist_nz[THEN sym] by (auto simp add: dist_commute) }
       
  3791   thus ?thesis using `d>0` by auto
       
  3792 qed
       
  3793 
       
  3794 lemma continuous_at_avoid:
       
  3795   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *)
       
  3796   assumes "continuous (at x) f"  "f x \<noteq> a"
       
  3797   shows "\<exists>e>0. \<forall>y. dist x y < e \<longrightarrow> f y \<noteq> a"
       
  3798 using assms using continuous_within_avoid[of x UNIV f a, unfolded within_UNIV] by auto
       
  3799 
       
  3800 lemma continuous_on_avoid:
       
  3801   assumes "continuous_on s f"  "x \<in> s"  "f x \<noteq> a"
       
  3802   shows "\<exists>e>0. \<forall>y \<in> s. dist x y < e \<longrightarrow> f y \<noteq> a"
       
  3803 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
       
  3804 
       
  3805 lemma continuous_on_open_avoid:
       
  3806   assumes "continuous_on s f"  "open s"  "x \<in> s"  "f x \<noteq> a"
       
  3807   shows "\<exists>e>0. \<forall>y. dist x y < e \<longrightarrow> f y \<noteq> a"
       
  3808 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
       
  3809 
       
  3810 text{* Proving a function is constant by proving open-ness of level set.         *}
       
  3811 
       
  3812 lemma continuous_levelset_open_in_cases:
       
  3813  "connected s \<Longrightarrow> continuous_on s f \<Longrightarrow>
       
  3814         openin (subtopology euclidean s) {x \<in> s. f x = a}
       
  3815         ==> (\<forall>x \<in> s. f x \<noteq> a) \<or> (\<forall>x \<in> s. f x = a)"
       
  3816 unfolding connected_clopen using continuous_closed_in_preimage_constant by auto
       
  3817 
       
  3818 lemma continuous_levelset_open_in:
       
  3819  "connected s \<Longrightarrow> continuous_on s f \<Longrightarrow>
       
  3820         openin (subtopology euclidean s) {x \<in> s. f x = a} \<Longrightarrow>
       
  3821         (\<exists>x \<in> s. f x = a)  ==> (\<forall>x \<in> s. f x = a)"
       
  3822 using continuous_levelset_open_in_cases[of s f ]
       
  3823 by meson
       
  3824 
       
  3825 lemma continuous_levelset_open:
       
  3826   assumes "connected s"  "continuous_on s f"  "open {x \<in> s. f x = a}"  "\<exists>x \<in> s.  f x = a"
       
  3827   shows "\<forall>x \<in> s. f x = a"
       
  3828 using continuous_levelset_open_in[OF assms(1,2), of a, unfolded openin_open] using assms (3,4) by auto
       
  3829 
       
  3830 text{* Some arithmetical combinations (more to prove).                           *}
       
  3831 
       
  3832 lemma open_scaling[intro]:
       
  3833   fixes s :: "'a::real_normed_vector set"
       
  3834   assumes "c \<noteq> 0"  "open s"
       
  3835   shows "open((\<lambda>x. c *\<^sub>R x) ` s)"
       
  3836 proof-
       
  3837   { fix x assume "x \<in> s"
       
  3838     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
       
  3839     have "e * abs c > 0" using assms(1)[unfolded zero_less_abs_iff[THEN sym]] using real_mult_order[OF `e>0`] by auto
       
  3840     moreover
       
  3841     { fix y assume "dist y (c *\<^sub>R x) < e * \<bar>c\<bar>"
       
  3842       hence "norm ((1 / c) *\<^sub>R y - x) < e" unfolding dist_norm
       
  3843 	using norm_scaleR[of c "(1 / c) *\<^sub>R y - x", unfolded scaleR_right_diff_distrib, unfolded scaleR_scaleR] assms(1)
       
  3844 	  assms(1)[unfolded zero_less_abs_iff[THEN sym]] by (simp del:zero_less_abs_iff)
       
  3845       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  }
       
  3846     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  }
       
  3847   thus ?thesis unfolding open_dist by auto
       
  3848 qed
       
  3849 
       
  3850 lemma minus_image_eq_vimage:
       
  3851   fixes A :: "'a::ab_group_add set"
       
  3852   shows "(\<lambda>x. - x) ` A = (\<lambda>x. - x) -` A"
       
  3853   by (auto intro!: image_eqI [where f="\<lambda>x. - x"])
       
  3854 
       
  3855 lemma open_negations:
       
  3856   fixes s :: "'a::real_normed_vector set"
       
  3857   shows "open s ==> open ((\<lambda> x. -x) ` s)"
       
  3858   unfolding scaleR_minus1_left [symmetric]
       
  3859   by (rule open_scaling, auto)
       
  3860 
       
  3861 lemma open_translation:
       
  3862   fixes s :: "'a::real_normed_vector set"
       
  3863   assumes "open s"  shows "open((\<lambda>x. a + x) ` s)"
       
  3864 proof-
       
  3865   { 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  }
       
  3866   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
       
  3867   ultimately show ?thesis using continuous_open_preimage_univ[of "\<lambda>x. x - a" s] using assms by auto
       
  3868 qed
       
  3869 
       
  3870 lemma open_affinity:
       
  3871   fixes s :: "'a::real_normed_vector set"
       
  3872   assumes "open s"  "c \<noteq> 0"
       
  3873   shows "open ((\<lambda>x. a + c *\<^sub>R x) ` s)"
       
  3874 proof-
       
  3875   have *:"(\<lambda>x. a + c *\<^sub>R x) = (\<lambda>x. a + x) \<circ> (\<lambda>x. c *\<^sub>R x)" unfolding o_def ..
       
  3876   have "op + a ` op *\<^sub>R c ` s = (op + a \<circ> op *\<^sub>R c) ` s" by auto
       
  3877   thus ?thesis using assms open_translation[of "op *\<^sub>R c ` s" a] unfolding * by auto
       
  3878 qed
       
  3879 
       
  3880 lemma interior_translation:
       
  3881   fixes s :: "'a::real_normed_vector set"
       
  3882   shows "interior ((\<lambda>x. a + x) ` s) = (\<lambda>x. a + x) ` (interior s)"
       
  3883 proof (rule set_ext, rule)
       
  3884   fix x assume "x \<in> interior (op + a ` s)"
       
  3885   then obtain e where "e>0" and e:"ball x e \<subseteq> op + a ` s" unfolding mem_interior by auto
       
  3886   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
       
  3887   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
       
  3888 next
       
  3889   fix x assume "x \<in> op + a ` interior s"
       
  3890   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
       
  3891   { fix z have *:"a + y - z = y + a - z" by auto
       
  3892     assume "z\<in>ball x e"
       
  3893     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
       
  3894     hence "z \<in> op + a ` s" unfolding image_iff by(auto intro!: bexI[where x="z - a"])  }
       
  3895   hence "ball x e \<subseteq> op + a ` s" unfolding subset_eq by auto
       
  3896   thus "x \<in> interior (op + a ` s)" unfolding mem_interior using `e>0` by auto
       
  3897 qed
       
  3898 
       
  3899 subsection {* Preservation of compactness and connectedness under continuous function.  *}
       
  3900 
       
  3901 lemma compact_continuous_image:
       
  3902   assumes "continuous_on s f"  "compact s"
       
  3903   shows "compact(f ` s)"
       
  3904 proof-
       
  3905   { fix x assume x:"\<forall>n::nat. x n \<in> f ` s"
       
  3906     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
       
  3907     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
       
  3908     { fix e::real assume "e>0"
       
  3909       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
       
  3910       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
       
  3911       { 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  }
       
  3912       hence "\<exists>N. \<forall>n\<ge>N. dist ((x \<circ> r) n) (f l) < e" by auto  }
       
  3913     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  }
       
  3914   thus ?thesis unfolding compact_def by auto
       
  3915 qed
       
  3916 
       
  3917 lemma connected_continuous_image:
       
  3918   assumes "continuous_on s f"  "connected s"
       
  3919   shows "connected(f ` s)"
       
  3920 proof-
       
  3921   { fix T assume as: "T \<noteq> {}"  "T \<noteq> f ` s"  "openin (subtopology euclidean (f ` s)) T"  "closedin (subtopology euclidean (f ` s)) T"
       
  3922     have "{x \<in> s. f x \<in> T} = {} \<or> {x \<in> s. f x \<in> T} = s"
       
  3923       using assms(1)[unfolded continuous_on_open, THEN spec[where x=T]]
       
  3924       using assms(1)[unfolded continuous_on_closed, THEN spec[where x=T]]
       
  3925       using assms(2)[unfolded connected_clopen, THEN spec[where x="{x \<in> s. f x \<in> T}"]] as(3,4) by auto
       
  3926     hence False using as(1,2)
       
  3927       using as(4)[unfolded closedin_def topspace_euclidean_subtopology] by auto }
       
  3928   thus ?thesis unfolding connected_clopen by auto
       
  3929 qed
       
  3930 
       
  3931 text{* Continuity implies uniform continuity on a compact domain.                *}
       
  3932 
       
  3933 lemma compact_uniformly_continuous:
       
  3934   assumes "continuous_on s f"  "compact s"
       
  3935   shows "uniformly_continuous_on s f"
       
  3936 proof-
       
  3937     { fix x assume x:"x\<in>s"
       
  3938       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
       
  3939       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  }
       
  3940     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
       
  3941     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)"
       
  3942       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
       
  3943 
       
  3944   { fix e::real assume "e>0"
       
  3945 
       
  3946     { 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  }
       
  3947     hence "s \<subseteq> \<Union>{ball x (d x (e / 2)) |x. x \<in> s}" unfolding subset_eq by auto
       
  3948     moreover
       
  3949     { fix b assume "b\<in>{ball x (d x (e / 2)) |x. x \<in> s}" hence "open b" by auto  }
       
  3950     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
       
  3951 
       
  3952     { fix x y assume "x\<in>s" "y\<in>s" and as:"dist y x < ea"
       
  3953       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
       
  3954       hence "x\<in>ball z (d z (e / 2))" using `ea>0` unfolding subset_eq by auto
       
  3955       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`
       
  3956 	by (auto  simp add: dist_commute)
       
  3957       moreover have "y\<in>ball z (d z (e / 2))" using as and `ea>0` and z[unfolded subset_eq]
       
  3958 	by (auto simp add: dist_commute)
       
  3959       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`
       
  3960 	by (auto  simp add: dist_commute)
       
  3961       ultimately have "dist (f y) (f x) < e" using dist_triangle_half_r[of "f z" "f x" e "f y"]
       
  3962 	by (auto simp add: dist_commute)  }
       
  3963     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  }
       
  3964   thus ?thesis unfolding uniformly_continuous_on_def by auto
       
  3965 qed
       
  3966 
       
  3967 text{* Continuity of inverse function on compact domain. *}
       
  3968 
       
  3969 lemma continuous_on_inverse:
       
  3970   fixes f :: "'a::heine_borel \<Rightarrow> 'b::heine_borel"
       
  3971     (* TODO: can this be generalized more? *)
       
  3972   assumes "continuous_on s f"  "compact s"  "\<forall>x \<in> s. g (f x) = x"
       
  3973   shows "continuous_on (f ` s) g"
       
  3974 proof-
       
  3975   have *:"g ` f ` s = s" using assms(3) by (auto simp add: image_iff)
       
  3976   { fix t assume t:"closedin (subtopology euclidean (g ` f ` s)) t"
       
  3977     then obtain T where T: "closed T" "t = s \<inter> T" unfolding closedin_closed unfolding * by auto
       
  3978     have "continuous_on (s \<inter> T) f" using continuous_on_subset[OF assms(1), of "s \<inter> t"]
       
  3979       unfolding T(2) and Int_left_absorb by auto
       
  3980     moreover have "compact (s \<inter> T)"
       
  3981       using assms(2) unfolding compact_eq_bounded_closed
       
  3982       using bounded_subset[of s "s \<inter> T"] and T(1) by auto
       
  3983     ultimately have "closed (f ` t)" using T(1) unfolding T(2)
       
  3984       using compact_continuous_image [of "s \<inter> T" f] unfolding compact_eq_bounded_closed by auto
       
  3985     moreover have "{x \<in> f ` s. g x \<in> t} = f ` s \<inter> f ` t" using assms(3) unfolding T(2) by auto
       
  3986     ultimately have "closedin (subtopology euclidean (f ` s)) {x \<in> f ` s. g x \<in> t}"
       
  3987       unfolding closedin_closed by auto  }
       
  3988   thus ?thesis unfolding continuous_on_closed by auto
       
  3989 qed
       
  3990 
       
  3991 subsection{* A uniformly convergent limit of continuous functions is continuous.       *}
       
  3992 
       
  3993 lemma norm_triangle_lt:
       
  3994   fixes x y :: "'a::real_normed_vector"
       
  3995   shows "norm x + norm y < e \<Longrightarrow> norm (x + y) < e"
       
  3996 by (rule le_less_trans [OF norm_triangle_ineq])
       
  3997 
       
  3998 lemma continuous_uniform_limit:
       
  3999   fixes f :: "'a \<Rightarrow> 'b::metric_space \<Rightarrow> 'c::real_normed_vector"
       
  4000   assumes "\<not> (trivial_limit net)"  "eventually (\<lambda>n. continuous_on s (f n)) net"
       
  4001   "\<forall>e>0. eventually (\<lambda>n. \<forall>x \<in> s. norm(f n x - g x) < e) net"
       
  4002   shows "continuous_on s g"
       
  4003 proof-
       
  4004   { fix x and e::real assume "x\<in>s" "e>0"
       
  4005     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
       
  4006     then obtain n where n:"\<forall>xa\<in>s. norm (f n xa - g xa) < e / 3"  "continuous_on s (f n)"
       
  4007       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
       
  4008     have "e / 3 > 0" using `e>0` by auto
       
  4009     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"
       
  4010       using n(2)[unfolded continuous_on_def, THEN bspec[where x=x], OF `x\<in>s`, THEN spec[where x="e/3"]] by blast
       
  4011     { fix y assume "y\<in>s" "dist y x < d"
       
  4012       hence "dist (f n y) (f n x) < e / 3" using d[THEN bspec[where x=y]] by auto
       
  4013       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"]
       
  4014 	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
       
  4015       hence "dist (g y) (g x) < e" unfolding dist_norm using n(1)[THEN bspec[where x=y], OF `y\<in>s`]
       
  4016 	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)  }
       
  4017     hence "\<exists>d>0. \<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist (g x') (g x) < e" using `d>0` by auto  }
       
  4018   thus ?thesis unfolding continuous_on_def by auto
       
  4019 qed
       
  4020 
       
  4021 subsection{* Topological properties of linear functions.                               *}
       
  4022 
       
  4023 lemma linear_lim_0:
       
  4024   assumes "bounded_linear f" shows "(f ---> 0) (at (0))"
       
  4025 proof-
       
  4026   interpret f: bounded_linear f by fact
       
  4027   have "(f ---> f 0) (at 0)"
       
  4028     using tendsto_ident_at by (rule f.tendsto)
       
  4029   thus ?thesis unfolding f.zero .
       
  4030 qed
       
  4031 
       
  4032 lemma linear_continuous_at:
       
  4033   assumes "bounded_linear f"  shows "continuous (at a) f"
       
  4034   unfolding continuous_at using assms
       
  4035   apply (rule bounded_linear.tendsto)
       
  4036   apply (rule tendsto_ident_at)
       
  4037   done
       
  4038 
       
  4039 lemma linear_continuous_within:
       
  4040   shows "bounded_linear f ==> continuous (at x within s) f"
       
  4041   using continuous_at_imp_continuous_within[of x f s] using linear_continuous_at[of f] by auto
       
  4042 
       
  4043 lemma linear_continuous_on:
       
  4044   shows "bounded_linear f ==> continuous_on s f"
       
  4045   using continuous_at_imp_continuous_on[of s f] using linear_continuous_at[of f] by auto
       
  4046 
       
  4047 text{* Also bilinear functions, in composition form.                             *}
       
  4048 
       
  4049 lemma bilinear_continuous_at_compose:
       
  4050   shows "continuous (at x) f \<Longrightarrow> continuous (at x) g \<Longrightarrow> bounded_bilinear h
       
  4051         ==> continuous (at x) (\<lambda>x. h (f x) (g x))"
       
  4052   unfolding continuous_at using Lim_bilinear[of f "f x" "(at x)" g "g x" h] by auto
       
  4053 
       
  4054 lemma bilinear_continuous_within_compose:
       
  4055   shows "continuous (at x within s) f \<Longrightarrow> continuous (at x within s) g \<Longrightarrow> bounded_bilinear h
       
  4056         ==> continuous (at x within s) (\<lambda>x. h (f x) (g x))"
       
  4057   unfolding continuous_within using Lim_bilinear[of f "f x"] by auto
       
  4058 
       
  4059 lemma bilinear_continuous_on_compose:
       
  4060   shows "continuous_on s f \<Longrightarrow> continuous_on s g \<Longrightarrow> bounded_bilinear h
       
  4061              ==> continuous_on s (\<lambda>x. h (f x) (g x))"
       
  4062   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
       
  4063   using bilinear_continuous_within_compose[of _ s f g h] by auto
       
  4064 
       
  4065 subsection{* Topological stuff lifted from and dropped to R                            *}
       
  4066 
       
  4067 
       
  4068 lemma open_real:
       
  4069   fixes s :: "real set" shows
       
  4070  "open s \<longleftrightarrow>
       
  4071         (\<forall>x \<in> s. \<exists>e>0. \<forall>x'. abs(x' - x) < e --> x' \<in> s)" (is "?lhs = ?rhs")
       
  4072   unfolding open_dist dist_norm by simp
       
  4073 
       
  4074 lemma islimpt_approachable_real:
       
  4075   fixes s :: "real set"
       
  4076   shows "x islimpt s \<longleftrightarrow> (\<forall>e>0.  \<exists>x'\<in> s. x' \<noteq> x \<and> abs(x' - x) < e)"
       
  4077   unfolding islimpt_approachable dist_norm by simp
       
  4078 
       
  4079 lemma closed_real:
       
  4080   fixes s :: "real set"
       
  4081   shows "closed s \<longleftrightarrow>
       
  4082         (\<forall>x. (\<forall>e>0.  \<exists>x' \<in> s. x' \<noteq> x \<and> abs(x' - x) < e)
       
  4083             --> x \<in> s)"
       
  4084   unfolding closed_limpt islimpt_approachable dist_norm by simp
       
  4085 
       
  4086 lemma continuous_at_real_range:
       
  4087   fixes f :: "'a::real_normed_vector \<Rightarrow> real"
       
  4088   shows "continuous (at x) f \<longleftrightarrow> (\<forall>e>0. \<exists>d>0.
       
  4089         \<forall>x'. norm(x' - x) < d --> abs(f x' - f x) < e)"
       
  4090   unfolding continuous_at unfolding Lim_at
       
  4091   unfolding dist_nz[THEN sym] unfolding dist_norm apply auto
       
  4092   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
       
  4093   apply(erule_tac x=e in allE) by auto
       
  4094 
       
  4095 lemma continuous_on_real_range:
       
  4096   fixes f :: "'a::real_normed_vector \<Rightarrow> real"
       
  4097   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))"
       
  4098   unfolding continuous_on_def dist_norm by simp
       
  4099 
       
  4100 lemma continuous_at_norm: "continuous (at x) norm"
       
  4101   unfolding continuous_at by (intro tendsto_intros)
       
  4102 
       
  4103 lemma continuous_on_norm: "continuous_on s norm"
       
  4104 unfolding continuous_on by (intro ballI tendsto_intros)
       
  4105 
       
  4106 lemma continuous_at_component: "continuous (at a) (\<lambda>x. x $ i)"
       
  4107 unfolding continuous_at by (intro tendsto_intros)
       
  4108 
       
  4109 lemma continuous_on_component: "continuous_on s (\<lambda>x. x $ i)"
       
  4110 unfolding continuous_on by (intro ballI tendsto_intros)
       
  4111 
       
  4112 lemma continuous_at_infnorm: "continuous (at x) infnorm"
       
  4113   unfolding continuous_at Lim_at o_def unfolding dist_norm
       
  4114   apply auto apply (rule_tac x=e in exI) apply auto
       
  4115   using order_trans[OF real_abs_sub_infnorm infnorm_le_norm, of _ x] by (metis xt1(7))
       
  4116 
       
  4117 text{* Hence some handy theorems on distance, diameter etc. of/from a set.       *}
       
  4118 
       
  4119 lemma compact_attains_sup:
       
  4120   fixes s :: "real set"
       
  4121   assumes "compact s"  "s \<noteq> {}"
       
  4122   shows "\<exists>x \<in> s. \<forall>y \<in> s. y \<le> x"
       
  4123 proof-
       
  4124   from assms(1) have a:"bounded s" "closed s" unfolding compact_eq_bounded_closed by auto
       
  4125   { 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"
       
  4126     have "isLub UNIV s (rsup s)" using rsup[OF assms(2)] unfolding setle_def using as(1) by auto
       
  4127     moreover have "isUb UNIV s (rsup s - e)" unfolding isUb_def unfolding setle_def using as(4,2) by auto
       
  4128     ultimately have False using isLub_le_isUb[of UNIV s "rsup s" "rsup s - e"] using `e>0` by auto  }
       
  4129   thus ?thesis using bounded_has_rsup(1)[OF a(1) assms(2)] using a(2)[unfolded closed_real, THEN spec[where x="rsup s"]]
       
  4130     apply(rule_tac x="rsup s" in bexI) by auto
       
  4131 qed
       
  4132 
       
  4133 lemma compact_attains_inf:
       
  4134   fixes s :: "real set"
       
  4135   assumes "compact s" "s \<noteq> {}"  shows "\<exists>x \<in> s. \<forall>y \<in> s. x \<le> y"
       
  4136 proof-
       
  4137   from assms(1) have a:"bounded s" "closed s" unfolding compact_eq_bounded_closed by auto
       
  4138   { fix e::real assume as: "\<forall>x\<in>s. x \<ge> rinf s"  "rinf s \<notin> s"  "0 < e"
       
  4139       "\<forall>x'\<in>s. x' = rinf s \<or> \<not> abs (x' - rinf s) < e"
       
  4140     have "isGlb UNIV s (rinf s)" using rinf[OF assms(2)] unfolding setge_def using as(1) by auto
       
  4141     moreover
       
  4142     { fix x assume "x \<in> s"
       
  4143       hence *:"abs (x - rinf s) = x - rinf s" using as(1)[THEN bspec[where x=x]] by auto
       
  4144       have "rinf s + e \<le> x" using as(4)[THEN bspec[where x=x]] using as(2) `x\<in>s` unfolding * by auto }
       
  4145     hence "isLb UNIV s (rinf s + e)" unfolding isLb_def and setge_def by auto
       
  4146     ultimately have False using isGlb_le_isLb[of UNIV s "rinf s" "rinf s + e"] using `e>0` by auto  }
       
  4147   thus ?thesis using bounded_has_rinf(1)[OF a(1) assms(2)] using a(2)[unfolded closed_real, THEN spec[where x="rinf s"]]
       
  4148     apply(rule_tac x="rinf s" in bexI) by auto
       
  4149 qed
       
  4150 
       
  4151 lemma continuous_attains_sup:
       
  4152   fixes f :: "'a::metric_space \<Rightarrow> real"
       
  4153   shows "compact s \<Longrightarrow> s \<noteq> {} \<Longrightarrow> continuous_on s f
       
  4154         ==> (\<exists>x \<in> s. \<forall>y \<in> s.  f y \<le> f x)"
       
  4155   using compact_attains_sup[of "f ` s"]
       
  4156   using compact_continuous_image[of s f] by auto
       
  4157 
       
  4158 lemma continuous_attains_inf:
       
  4159   fixes f :: "'a::metric_space \<Rightarrow> real"
       
  4160   shows "compact s \<Longrightarrow> s \<noteq> {} \<Longrightarrow> continuous_on s f
       
  4161         \<Longrightarrow> (\<exists>x \<in> s. \<forall>y \<in> s. f x \<le> f y)"
       
  4162   using compact_attains_inf[of "f ` s"]
       
  4163   using compact_continuous_image[of s f] by auto
       
  4164 
       
  4165 lemma distance_attains_sup:
       
  4166   assumes "compact s" "s \<noteq> {}"
       
  4167   shows "\<exists>x \<in> s. \<forall>y \<in> s. dist a y \<le> dist a x"
       
  4168 proof (rule continuous_attains_sup [OF assms])
       
  4169   { fix x assume "x\<in>s"
       
  4170     have "(dist a ---> dist a x) (at x within s)"
       
  4171       by (intro tendsto_dist tendsto_const Lim_at_within Lim_ident_at)
       
  4172   }
       
  4173   thus "continuous_on s (dist a)"
       
  4174     unfolding continuous_on ..
       
  4175 qed
       
  4176 
       
  4177 text{* For *minimal* distance, we only need closure, not compactness.            *}
       
  4178 
       
  4179 lemma distance_attains_inf:
       
  4180   fixes a :: "'a::heine_borel"
       
  4181   assumes "closed s"  "s \<noteq> {}"
       
  4182   shows "\<exists>x \<in> s. \<forall>y \<in> s. dist a x \<le> dist a y"
       
  4183 proof-
       
  4184   from assms(2) obtain b where "b\<in>s" by auto
       
  4185   let ?B = "cball a (dist b a) \<inter> s"
       
  4186   have "b \<in> ?B" using `b\<in>s` by (simp add: dist_commute)
       
  4187   hence "?B \<noteq> {}" by auto
       
  4188   moreover
       
  4189   { fix x assume "x\<in>?B"
       
  4190     fix e::real assume "e>0"
       
  4191     { fix x' assume "x'\<in>?B" and as:"dist x' x < e"
       
  4192       from as have "\<bar>dist a x' - dist a x\<bar> < e"
       
  4193         unfolding abs_less_iff minus_diff_eq
       
  4194         using dist_triangle2 [of a x' x]
       
  4195         using dist_triangle [of a x x']
       
  4196         by arith
       
  4197     }
       
  4198     hence "\<exists>d>0. \<forall>x'\<in>?B. dist x' x < d \<longrightarrow> \<bar>dist a x' - dist a x\<bar> < e"
       
  4199       using `e>0` by auto
       
  4200   }
       
  4201   hence "continuous_on (cball a (dist b a) \<inter> s) (dist a)"
       
  4202     unfolding continuous_on Lim_within dist_norm real_norm_def
       
  4203     by fast
       
  4204   moreover have "compact ?B"
       
  4205     using compact_cball[of a "dist b a"]
       
  4206     unfolding compact_eq_bounded_closed
       
  4207     using bounded_Int and closed_Int and assms(1) by auto
       
  4208   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"
       
  4209     using continuous_attains_inf[of ?B "dist a"] by fastsimp
       
  4210   thus ?thesis by fastsimp
       
  4211 qed
       
  4212 
       
  4213 subsection{* We can now extend limit compositions to consider the scalar multiplier.   *}
       
  4214 
       
  4215 lemma Lim_mul:
       
  4216   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
       
  4217   assumes "(c ---> d) net"  "(f ---> l) net"
       
  4218   shows "((\<lambda>x. c(x) *\<^sub>R f x) ---> (d *\<^sub>R l)) net"
       
  4219   using assms by (rule scaleR.tendsto)
       
  4220 
       
  4221 lemma Lim_vmul:
       
  4222   fixes c :: "'a \<Rightarrow> real" and v :: "'b::real_normed_vector"
       
  4223   shows "(c ---> d) net ==> ((\<lambda>x. c(x) *\<^sub>R v) ---> d *\<^sub>R v) net"
       
  4224   by (intro tendsto_intros)
       
  4225 
       
  4226 lemma continuous_vmul:
       
  4227   fixes c :: "'a::metric_space \<Rightarrow> real" and v :: "'b::real_normed_vector"
       
  4228   shows "continuous net c ==> continuous net (\<lambda>x. c(x) *\<^sub>R v)"
       
  4229   unfolding continuous_def using Lim_vmul[of c] by auto
       
  4230 
       
  4231 lemma continuous_mul:
       
  4232   fixes c :: "'a::metric_space \<Rightarrow> real"
       
  4233   fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
       
  4234   shows "continuous net c \<Longrightarrow> continuous net f
       
  4235              ==> continuous net (\<lambda>x. c(x) *\<^sub>R f x) "
       
  4236   unfolding continuous_def by (intro tendsto_intros)
       
  4237 
       
  4238 lemma continuous_on_vmul:
       
  4239   fixes c :: "'a::metric_space \<Rightarrow> real" and v :: "'b::real_normed_vector"
       
  4240   shows "continuous_on s c ==> continuous_on s (\<lambda>x. c(x) *\<^sub>R v)"
       
  4241   unfolding continuous_on_eq_continuous_within using continuous_vmul[of _ c] by auto
       
  4242 
       
  4243 lemma continuous_on_mul:
       
  4244   fixes c :: "'a::metric_space \<Rightarrow> real"
       
  4245   fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
       
  4246   shows "continuous_on s c \<Longrightarrow> continuous_on s f
       
  4247              ==> continuous_on s (\<lambda>x. c(x) *\<^sub>R f x)"
       
  4248   unfolding continuous_on_eq_continuous_within using continuous_mul[of _ c] by auto
       
  4249 
       
  4250 text{* And so we have continuity of inverse.                                     *}
       
  4251 
       
  4252 lemma Lim_inv:
       
  4253   fixes f :: "'a \<Rightarrow> real"
       
  4254   assumes "(f ---> l) (net::'a net)"  "l \<noteq> 0"
       
  4255   shows "((inverse o f) ---> inverse l) net"
       
  4256   unfolding o_def using assms by (rule tendsto_inverse)
       
  4257 
       
  4258 lemma continuous_inv:
       
  4259   fixes f :: "'a::metric_space \<Rightarrow> real"
       
  4260   shows "continuous net f \<Longrightarrow> f(netlimit net) \<noteq> 0
       
  4261            ==> continuous net (inverse o f)"
       
  4262   unfolding continuous_def using Lim_inv by auto
       
  4263 
       
  4264 lemma continuous_at_within_inv:
       
  4265   fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_field"
       
  4266   assumes "continuous (at a within s) f" "f a \<noteq> 0"
       
  4267   shows "continuous (at a within s) (inverse o f)"
       
  4268   using assms unfolding continuous_within o_def
       
  4269   by (intro tendsto_intros)
       
  4270 
       
  4271 lemma continuous_at_inv:
       
  4272   fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_field"
       
  4273   shows "continuous (at a) f \<Longrightarrow> f a \<noteq> 0
       
  4274          ==> continuous (at a) (inverse o f) "
       
  4275   using within_UNIV[THEN sym, of "at a"] using continuous_at_within_inv[of a UNIV] by auto
       
  4276 
       
  4277 subsection{* Preservation properties for pasted sets.                                  *}
       
  4278 
       
  4279 lemma bounded_pastecart:
       
  4280   fixes s :: "('a::real_normed_vector ^ _) set" (* FIXME: generalize to metric_space *)
       
  4281   assumes "bounded s" "bounded t"
       
  4282   shows "bounded { pastecart x y | x y . (x \<in> s \<and> y \<in> t)}"
       
  4283 proof-
       
  4284   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
       
  4285   { fix x y assume "x\<in>s" "y\<in>t"
       
  4286     hence "norm x \<le> a" "norm y \<le> b" using ab by auto
       
  4287     hence "norm (pastecart x y) \<le> a + b" using norm_pastecart[of x y] by auto }
       
  4288   thus ?thesis unfolding bounded_iff by auto
       
  4289 qed
       
  4290 
       
  4291 lemma bounded_Times:
       
  4292   assumes "bounded s" "bounded t" shows "bounded (s \<times> t)"
       
  4293 proof-
       
  4294   obtain x y a b where "\<forall>z\<in>s. dist x z \<le> a" "\<forall>z\<in>t. dist y z \<le> b"
       
  4295     using assms [unfolded bounded_def] by auto
       
  4296   then have "\<forall>z\<in>s \<times> t. dist (x, y) z \<le> sqrt (a\<twosuperior> + b\<twosuperior>)"
       
  4297     by (auto simp add: dist_Pair_Pair real_sqrt_le_mono add_mono power_mono)
       
  4298   thus ?thesis unfolding bounded_any_center [where a="(x, y)"] by auto
       
  4299 qed
       
  4300 
       
  4301 lemma closed_pastecart:
       
  4302   fixes s :: "(real ^ 'a::finite) set" (* FIXME: generalize *)
       
  4303   assumes "closed s"  "closed t"
       
  4304   shows "closed {pastecart x y | x y . x \<in> s \<and> y \<in> t}"
       
  4305 proof-
       
  4306   { 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"
       
  4307     { 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
       
  4308     moreover
       
  4309     { fix e::real assume "e>0"
       
  4310       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
       
  4311       { fix n::nat assume "n\<ge>N"
       
  4312 	hence "dist (fstcart (x n)) (fstcart l) < e" "dist (sndcart (x n)) (sndcart l) < e"
       
  4313 	  using N[THEN spec[where x=n]] dist_fstcart[of "x n" l] dist_sndcart[of "x n" l] by auto   }
       
  4314       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  }
       
  4315     ultimately have "fstcart l \<in> s" "sndcart l \<in> t"
       
  4316       using assms(1)[unfolded closed_sequential_limits, THEN spec[where x="\<lambda>n. fstcart (x n)"], THEN spec[where x="fstcart l"]]
       
  4317       using assms(2)[unfolded closed_sequential_limits, THEN spec[where x="\<lambda>n. sndcart (x n)"], THEN spec[where x="sndcart l"]]
       
  4318       unfolding Lim_sequentially by auto
       
  4319     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  }
       
  4320   thus ?thesis unfolding closed_sequential_limits by auto
       
  4321 qed
       
  4322 
       
  4323 lemma compact_pastecart:
       
  4324   fixes s t :: "(real ^ _) set"
       
  4325   shows "compact s \<Longrightarrow> compact t ==> compact {pastecart x y | x y . x \<in> s \<and> y \<in> t}"
       
  4326   unfolding compact_eq_bounded_closed using bounded_pastecart[of s t] closed_pastecart[of s t] by auto
       
  4327 
       
  4328 lemma mem_Times_iff: "x \<in> A \<times> B \<longleftrightarrow> fst x \<in> A \<and> snd x \<in> B"
       
  4329 by (induct x) simp
       
  4330 
       
  4331 lemma compact_Times: "compact s \<Longrightarrow> compact t \<Longrightarrow> compact (s \<times> t)"
       
  4332 unfolding compact_def
       
  4333 apply clarify
       
  4334 apply (drule_tac x="fst \<circ> f" in spec)
       
  4335 apply (drule mp, simp add: mem_Times_iff)
       
  4336 apply (clarify, rename_tac l1 r1)
       
  4337 apply (drule_tac x="snd \<circ> f \<circ> r1" in spec)
       
  4338 apply (drule mp, simp add: mem_Times_iff)
       
  4339 apply (clarify, rename_tac l2 r2)
       
  4340 apply (rule_tac x="(l1, l2)" in rev_bexI, simp)
       
  4341 apply (rule_tac x="r1 \<circ> r2" in exI)
       
  4342 apply (rule conjI, simp add: subseq_def)
       
  4343 apply (drule_tac r=r2 in lim_subseq [COMP swap_prems_rl], assumption)
       
  4344 apply (drule (1) tendsto_Pair) back
       
  4345 apply (simp add: o_def)
       
  4346 done
       
  4347 
       
  4348 text{* Hence some useful properties follow quite easily.                         *}
       
  4349 
       
  4350 lemma compact_scaling:
       
  4351   fixes s :: "'a::real_normed_vector set"
       
  4352   assumes "compact s"  shows "compact ((\<lambda>x. c *\<^sub>R x) ` s)"
       
  4353 proof-
       
  4354   let ?f = "\<lambda>x. scaleR c x"
       
  4355   have *:"bounded_linear ?f" by (rule scaleR.bounded_linear_right)
       
  4356   show ?thesis using compact_continuous_image[of s ?f] continuous_at_imp_continuous_on[of s ?f]
       
  4357     using linear_continuous_at[OF *] assms by auto
       
  4358 qed
       
  4359 
       
  4360 lemma compact_negations:
       
  4361   fixes s :: "'a::real_normed_vector set"
       
  4362   assumes "compact s"  shows "compact ((\<lambda>x. -x) ` s)"
       
  4363   using compact_scaling [OF assms, of "- 1"] by auto
       
  4364 
       
  4365 lemma compact_sums:
       
  4366   fixes s t :: "'a::real_normed_vector set"
       
  4367   assumes "compact s"  "compact t"  shows "compact {x + y | x y. x \<in> s \<and> y \<in> t}"
       
  4368 proof-
       
  4369   have *:"{x + y | x y. x \<in> s \<and> y \<in> t} = (\<lambda>z. fst z + snd z) ` (s \<times> t)"
       
  4370     apply auto unfolding image_iff apply(rule_tac x="(xa, y)" in bexI) by auto
       
  4371   have "continuous_on (s \<times> t) (\<lambda>z. fst z + snd z)"
       
  4372     unfolding continuous_on by (rule ballI) (intro tendsto_intros)
       
  4373   thus ?thesis unfolding * using compact_continuous_image compact_Times [OF assms] by auto
       
  4374 qed
       
  4375 
       
  4376 lemma compact_differences:
       
  4377   fixes s t :: "'a::real_normed_vector set"
       
  4378   assumes "compact s" "compact t"  shows "compact {x - y | x y. x \<in> s \<and> y \<in> t}"
       
  4379 proof-
       
  4380   have "{x - y | x y. x\<in>s \<and> y \<in> t} =  {x + y | x y. x \<in> s \<and> y \<in> (uminus ` t)}"
       
  4381     apply auto apply(rule_tac x= xa in exI) apply auto apply(rule_tac x=xa in exI) by auto
       
  4382   thus ?thesis using compact_sums[OF assms(1) compact_negations[OF assms(2)]] by auto
       
  4383 qed
       
  4384 
       
  4385 lemma compact_translation:
       
  4386   fixes s :: "'a::real_normed_vector set"
       
  4387   assumes "compact s"  shows "compact ((\<lambda>x. a + x) ` s)"
       
  4388 proof-
       
  4389   have "{x + y |x y. x \<in> s \<and> y \<in> {a}} = (\<lambda>x. a + x) ` s" by auto
       
  4390   thus ?thesis using compact_sums[OF assms compact_sing[of a]] by auto
       
  4391 qed
       
  4392 
       
  4393 lemma compact_affinity:
       
  4394   fixes s :: "'a::real_normed_vector set"
       
  4395   assumes "compact s"  shows "compact ((\<lambda>x. a + c *\<^sub>R x) ` s)"
       
  4396 proof-
       
  4397   have "op + a ` op *\<^sub>R c ` s = (\<lambda>x. a + c *\<^sub>R x) ` s" by auto
       
  4398   thus ?thesis using compact_translation[OF compact_scaling[OF assms], of a c] by auto
       
  4399 qed
       
  4400 
       
  4401 text{* Hence we get the following.                                               *}
       
  4402 
       
  4403 lemma compact_sup_maxdistance:
       
  4404   fixes s :: "'a::real_normed_vector set"
       
  4405   assumes "compact s"  "s \<noteq> {}"
       
  4406   shows "\<exists>x\<in>s. \<exists>y\<in>s. \<forall>u\<in>s. \<forall>v\<in>s. norm(u - v) \<le> norm(x - y)"
       
  4407 proof-
       
  4408   have "{x - y | x y . x\<in>s \<and> y\<in>s} \<noteq> {}" using `s \<noteq> {}` by auto
       
  4409   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"
       
  4410     using compact_differences[OF assms(1) assms(1)]
       
  4411     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)
       
  4412   from x(1) obtain a b where "a\<in>s" "b\<in>s" "x = a - b" by auto
       
  4413   thus ?thesis using x(2)[unfolded `x = a - b`] by blast
       
  4414 qed
       
  4415 
       
  4416 text{* We can state this in terms of diameter of a set.                          *}
       
  4417 
       
  4418 definition "diameter s = (if s = {} then 0::real else rsup {norm(x - y) | x y. x \<in> s \<and> y \<in> s})"
       
  4419   (* TODO: generalize to class metric_space *)
       
  4420 
       
  4421 lemma diameter_bounded:
       
  4422   assumes "bounded s"
       
  4423   shows "\<forall>x\<in>s. \<forall>y\<in>s. norm(x - y) \<le> diameter s"
       
  4424         "\<forall>d>0. d < diameter s --> (\<exists>x\<in>s. \<exists>y\<in>s. norm(x - y) > d)"
       
  4425 proof-
       
  4426   let ?D = "{norm (x - y) |x y. x \<in> s \<and> y \<in> s}"
       
  4427   obtain a where a:"\<forall>x\<in>s. norm x \<le> a" using assms[unfolded bounded_iff] by auto
       
  4428   { fix x y assume "x \<in> s" "y \<in> s"
       
  4429     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)  }
       
  4430   note * = this
       
  4431   { fix x y assume "x\<in>s" "y\<in>s"  hence "s \<noteq> {}" by auto
       
  4432     have lub:"isLub UNIV ?D (rsup ?D)" using * rsup[of ?D] using `s\<noteq>{}` unfolding setle_def by auto
       
  4433     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  }
       
  4434   moreover
       
  4435   { fix d::real assume "d>0" "d < diameter s"
       
  4436     hence "s\<noteq>{}" unfolding diameter_def by auto
       
  4437     hence lub:"isLub UNIV ?D (rsup ?D)" using * rsup[of ?D] unfolding setle_def by auto
       
  4438     have "\<exists>d' \<in> ?D. d' > d"
       
  4439     proof(rule ccontr)
       
  4440       assume "\<not> (\<exists>d'\<in>{norm (x - y) |x y. x \<in> s \<and> y \<in> s}. d < d')"
       
  4441       hence as:"\<forall>d'\<in>?D. d' \<le> d" apply auto apply(erule_tac x="norm (x - y)" in allE) by auto
       
  4442       hence "isUb UNIV ?D d" unfolding isUb_def unfolding setle_def by auto
       
  4443       thus False using `d < diameter s` `s\<noteq>{}` isLub_le_isUb[OF lub, of d] unfolding diameter_def  by auto
       
  4444     qed
       
  4445     hence "\<exists>x\<in>s. \<exists>y\<in>s. norm(x - y) > d" by auto  }
       
  4446   ultimately show "\<forall>x\<in>s. \<forall>y\<in>s. norm(x - y) \<le> diameter s"
       
  4447         "\<forall>d>0. d < diameter s --> (\<exists>x\<in>s. \<exists>y\<in>s. norm(x - y) > d)" by auto
       
  4448 qed
       
  4449 
       
  4450 lemma diameter_bounded_bound:
       
  4451  "bounded s \<Longrightarrow> x \<in> s \<Longrightarrow> y \<in> s ==> norm(x - y) \<le> diameter s"
       
  4452   using diameter_bounded by blast
       
  4453 
       
  4454 lemma diameter_compact_attained:
       
  4455   fixes s :: "'a::real_normed_vector set"
       
  4456   assumes "compact s"  "s \<noteq> {}"
       
  4457   shows "\<exists>x\<in>s. \<exists>y\<in>s. (norm(x - y) = diameter s)"
       
  4458 proof-
       
  4459   have b:"bounded s" using assms(1) by (rule compact_imp_bounded)
       
  4460   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
       
  4461   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)"]
       
  4462     unfolding setle_def and diameter_def by auto
       
  4463   thus ?thesis using diameter_bounded(1)[OF b, THEN bspec[where x=x], THEN bspec[where x=y], OF xys] and xys by auto
       
  4464 qed
       
  4465 
       
  4466 text{* Related results with closure as the conclusion.                           *}
       
  4467 
       
  4468 lemma closed_scaling:
       
  4469   fixes s :: "'a::real_normed_vector set"
       
  4470   assumes "closed s" shows "closed ((\<lambda>x. c *\<^sub>R x) ` s)"
       
  4471 proof(cases "s={}")
       
  4472   case True thus ?thesis by auto
       
  4473 next
       
  4474   case False
       
  4475   show ?thesis
       
  4476   proof(cases "c=0")
       
  4477     have *:"(\<lambda>x. 0) ` s = {0}" using `s\<noteq>{}` by auto
       
  4478     case True thus ?thesis apply auto unfolding * using closed_sing by auto
       
  4479   next
       
  4480     case False
       
  4481     { fix x l assume as:"\<forall>n::nat. x n \<in> scaleR c ` s"  "(x ---> l) sequentially"
       
  4482       { fix n::nat have "scaleR (1 / c) (x n) \<in> s"
       
  4483           using as(1)[THEN spec[where x=n]]
       
  4484           using `c\<noteq>0` by (auto simp add: vector_smult_assoc)
       
  4485       }
       
  4486       moreover
       
  4487       { fix e::real assume "e>0"
       
  4488 	hence "0 < e *\<bar>c\<bar>"  using `c\<noteq>0` mult_pos_pos[of e "abs c"] by auto
       
  4489 	then obtain N where "\<forall>n\<ge>N. dist (x n) l < e * \<bar>c\<bar>"
       
  4490           using as(2)[unfolded Lim_sequentially, THEN spec[where x="e * abs c"]] by auto
       
  4491 	hence "\<exists>N. \<forall>n\<ge>N. dist (scaleR (1 / c) (x n)) (scaleR (1 / c) l) < e"
       
  4492           unfolding dist_norm unfolding scaleR_right_diff_distrib[THEN sym]
       
  4493 	  using mult_imp_div_pos_less[of "abs c" _ e] `c\<noteq>0` by auto  }
       
  4494       hence "((\<lambda>n. scaleR (1 / c) (x n)) ---> scaleR (1 / c) l) sequentially" unfolding Lim_sequentially by auto
       
  4495       ultimately have "l \<in> scaleR c ` s"
       
  4496         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"]]
       
  4497 	unfolding image_iff using `c\<noteq>0` apply(rule_tac x="scaleR (1 / c) l" in bexI) by auto  }
       
  4498     thus ?thesis unfolding closed_sequential_limits by fast
       
  4499   qed
       
  4500 qed
       
  4501 
       
  4502 lemma closed_negations:
       
  4503   fixes s :: "'a::real_normed_vector set"
       
  4504   assumes "closed s"  shows "closed ((\<lambda>x. -x) ` s)"
       
  4505   using closed_scaling[OF assms, of "- 1"] by simp
       
  4506 
       
  4507 lemma compact_closed_sums:
       
  4508   fixes s :: "'a::real_normed_vector set"
       
  4509   assumes "compact s"  "closed t"  shows "closed {x + y | x y. x \<in> s \<and> y \<in> t}"
       
  4510 proof-
       
  4511   let ?S = "{x + y |x y. x \<in> s \<and> y \<in> t}"
       
  4512   { fix x l assume as:"\<forall>n. x n \<in> ?S"  "(x ---> l) sequentially"
       
  4513     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"
       
  4514       using choice[of "\<lambda>n y. x n = (fst y) + (snd y) \<and> fst y \<in> s \<and> snd y \<in> t"] by auto
       
  4515     obtain l' r where "l'\<in>s" and r:"subseq r" and lr:"(((\<lambda>n. fst (f n)) \<circ> r) ---> l') sequentially"
       
  4516       using assms(1)[unfolded compact_def, THEN spec[where x="\<lambda> n. fst (f n)"]] using f(2) by auto
       
  4517     have "((\<lambda>n. snd (f (r n))) ---> l - l') sequentially"
       
  4518       using Lim_sub[OF lim_subseq[OF r as(2)] lr] and f(1) unfolding o_def by auto
       
  4519     hence "l - l' \<in> t"
       
  4520       using assms(2)[unfolded closed_sequential_limits, THEN spec[where x="\<lambda> n. snd (f (r n))"], THEN spec[where x="l - l'"]]
       
  4521       using f(3) by auto
       
  4522     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
       
  4523   }
       
  4524   thus ?thesis unfolding closed_sequential_limits by fast
       
  4525 qed
       
  4526 
       
  4527 lemma closed_compact_sums:
       
  4528   fixes s t :: "'a::real_normed_vector set"
       
  4529   assumes "closed s"  "compact t"
       
  4530   shows "closed {x + y | x y. x \<in> s \<and> y \<in> t}"
       
  4531 proof-
       
  4532   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
       
  4533     apply(rule_tac x=y in exI) apply auto apply(rule_tac x=y in exI) by auto
       
  4534   thus ?thesis using compact_closed_sums[OF assms(2,1)] by simp
       
  4535 qed
       
  4536 
       
  4537 lemma compact_closed_differences:
       
  4538   fixes s t :: "'a::real_normed_vector set"
       
  4539   assumes "compact s"  "closed t"
       
  4540   shows "closed {x - y | x y. x \<in> s \<and> y \<in> t}"
       
  4541 proof-
       
  4542   have "{x + y |x y. x \<in> s \<and> y \<in> uminus ` t} =  {x - y |x y. x \<in> s \<and> y \<in> t}"
       
  4543     apply auto apply(rule_tac x=xa in exI) apply auto apply(rule_tac x=xa in exI) by auto
       
  4544   thus ?thesis using compact_closed_sums[OF assms(1) closed_negations[OF assms(2)]] by auto
       
  4545 qed
       
  4546 
       
  4547 lemma closed_compact_differences:
       
  4548   fixes s t :: "'a::real_normed_vector set"
       
  4549   assumes "closed s" "compact t"
       
  4550   shows "closed {x - y | x y. x \<in> s \<and> y \<in> t}"
       
  4551 proof-
       
  4552   have "{x + y |x y. x \<in> s \<and> y \<in> uminus ` t} = {x - y |x y. x \<in> s \<and> y \<in> t}"
       
  4553     apply auto apply(rule_tac x=xa in exI) apply auto apply(rule_tac x=xa in exI) by auto
       
  4554  thus ?thesis using closed_compact_sums[OF assms(1) compact_negations[OF assms(2)]] by simp
       
  4555 qed
       
  4556 
       
  4557 lemma closed_translation:
       
  4558   fixes a :: "'a::real_normed_vector"
       
  4559   assumes "closed s"  shows "closed ((\<lambda>x. a + x) ` s)"
       
  4560 proof-
       
  4561   have "{a + y |y. y \<in> s} = (op + a ` s)" by auto
       
  4562   thus ?thesis using compact_closed_sums[OF compact_sing[of a] assms] by auto
       
  4563 qed
       
  4564 
       
  4565 lemma translation_UNIV:
       
  4566   fixes a :: "'a::ab_group_add" shows "range (\<lambda>x. a + x) = UNIV"
       
  4567   apply (auto simp add: image_iff) apply(rule_tac x="x - a" in exI) by auto
       
  4568 
       
  4569 lemma translation_diff:
       
  4570   fixes a :: "'a::ab_group_add"
       
  4571   shows "(\<lambda>x. a + x) ` (s - t) = ((\<lambda>x. a + x) ` s) - ((\<lambda>x. a + x) ` t)"
       
  4572   by auto
       
  4573 
       
  4574 lemma closure_translation:
       
  4575   fixes a :: "'a::real_normed_vector"
       
  4576   shows "closure ((\<lambda>x. a + x) ` s) = (\<lambda>x. a + x) ` (closure s)"
       
  4577 proof-
       
  4578   have *:"op + a ` (UNIV - s) = UNIV - op + a ` s"
       
  4579     apply auto unfolding image_iff apply(rule_tac x="x - a" in bexI) by auto
       
  4580   show ?thesis unfolding closure_interior translation_diff translation_UNIV
       
  4581     using interior_translation[of a "UNIV - s"] unfolding * by auto
       
  4582 qed
       
  4583 
       
  4584 lemma frontier_translation:
       
  4585   fixes a :: "'a::real_normed_vector"
       
  4586   shows "frontier((\<lambda>x. a + x) ` s) = (\<lambda>x. a + x) ` (frontier s)"
       
  4587   unfolding frontier_def translation_diff interior_translation closure_translation by auto
       
  4588 
       
  4589 subsection{* Separation between points and sets.                                       *}
       
  4590 
       
  4591 lemma separate_point_closed:
       
  4592   fixes s :: "'a::heine_borel set"
       
  4593   shows "closed s \<Longrightarrow> a \<notin> s  ==> (\<exists>d>0. \<forall>x\<in>s. d \<le> dist a x)"
       
  4594 proof(cases "s = {}")
       
  4595   case True
       
  4596   thus ?thesis by(auto intro!: exI[where x=1])
       
  4597 next
       
  4598   case False
       
  4599   assume "closed s" "a \<notin> s"
       
  4600   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
       
  4601   with `x\<in>s` show ?thesis using dist_pos_lt[of a x] and`a \<notin> s` by blast
       
  4602 qed
       
  4603 
       
  4604 lemma separate_compact_closed:
       
  4605   fixes s t :: "'a::{heine_borel, real_normed_vector} set"
       
  4606     (* TODO: does this generalize to heine_borel? *)
       
  4607   assumes "compact s" and "closed t" and "s \<inter> t = {}"
       
  4608   shows "\<exists>d>0. \<forall>x\<in>s. \<forall>y\<in>t. d \<le> dist x y"
       
  4609 proof-
       
  4610   have "0 \<notin> {x - y |x y. x \<in> s \<and> y \<in> t}" using assms(3) by auto
       
  4611   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"
       
  4612     using separate_point_closed[OF compact_closed_differences[OF assms(1,2)], of 0] by auto
       
  4613   { fix x y assume "x\<in>s" "y\<in>t"
       
  4614     hence "x - y \<in> {x - y |x y. x \<in> s \<and> y \<in> t}" by auto
       
  4615     hence "d \<le> dist (x - y) 0" using d[THEN bspec[where x="x - y"]] using dist_commute
       
  4616       by (auto  simp add: dist_commute)
       
  4617     hence "d \<le> dist x y" unfolding dist_norm by auto  }
       
  4618   thus ?thesis using `d>0` by auto
       
  4619 qed
       
  4620 
       
  4621 lemma separate_closed_compact:
       
  4622   fixes s t :: "'a::{heine_borel, real_normed_vector} set"
       
  4623   assumes "closed s" and "compact t" and "s \<inter> t = {}"
       
  4624   shows "\<exists>d>0. \<forall>x\<in>s. \<forall>y\<in>t. d \<le> dist x y"
       
  4625 proof-
       
  4626   have *:"t \<inter> s = {}" using assms(3) by auto
       
  4627   show ?thesis using separate_compact_closed[OF assms(2,1) *]
       
  4628     apply auto apply(rule_tac x=d in exI) apply auto apply (erule_tac x=y in ballE)
       
  4629     by (auto simp add: dist_commute)
       
  4630 qed
       
  4631 
       
  4632 (* A cute way of denoting open and closed intervals using overloading.       *)
       
  4633 
       
  4634 lemma interval: fixes a :: "'a::ord^'n::finite" shows
       
  4635   "{a <..< b} = {x::'a^'n. \<forall>i. a$i < x$i \<and> x$i < b$i}" and
       
  4636   "{a .. b} = {x::'a^'n. \<forall>i. a$i \<le> x$i \<and> x$i \<le> b$i}"
       
  4637   by (auto simp add: expand_set_eq vector_less_def vector_less_eq_def)
       
  4638 
       
  4639 lemma mem_interval: fixes a :: "'a::ord^'n::finite" shows
       
  4640   "x \<in> {a<..<b} \<longleftrightarrow> (\<forall>i. a$i < x$i \<and> x$i < b$i)"
       
  4641   "x \<in> {a .. b} \<longleftrightarrow> (\<forall>i. a$i \<le> x$i \<and> x$i \<le> b$i)"
       
  4642   using interval[of a b] by(auto simp add: expand_set_eq vector_less_def vector_less_eq_def)
       
  4643 
       
  4644 lemma mem_interval_1: fixes x :: "real^1" shows
       
  4645  "(x \<in> {a .. b} \<longleftrightarrow> dest_vec1 a \<le> dest_vec1 x \<and> dest_vec1 x \<le> dest_vec1 b)"
       
  4646  "(x \<in> {a<..<b} \<longleftrightarrow> dest_vec1 a < dest_vec1 x \<and> dest_vec1 x < dest_vec1 b)"
       
  4647 by(simp_all add: Cart_eq vector_less_def vector_less_eq_def dest_vec1_def forall_1)
       
  4648 
       
  4649 lemma interval_eq_empty: fixes a :: "real^'n::finite" shows
       
  4650  "({a <..< b} = {} \<longleftrightarrow> (\<exists>i. b$i \<le> a$i))" (is ?th1) and
       
  4651  "({a  ..  b} = {} \<longleftrightarrow> (\<exists>i. b$i < a$i))" (is ?th2)
       
  4652 proof-
       
  4653   { fix i x assume as:"b$i \<le> a$i" and x:"x\<in>{a <..< b}"
       
  4654     hence "a $ i < x $ i \<and> x $ i < b $ i" unfolding mem_interval by auto
       
  4655     hence "a$i < b$i" by auto
       
  4656     hence False using as by auto  }
       
  4657   moreover
       
  4658   { assume as:"\<forall>i. \<not> (b$i \<le> a$i)"
       
  4659     let ?x = "(1/2) *\<^sub>R (a + b)"
       
  4660     { fix i
       
  4661       have "a$i < b$i" using as[THEN spec[where x=i]] by auto
       
  4662       hence "a$i < ((1/2) *\<^sub>R (a+b)) $ i" "((1/2) *\<^sub>R (a+b)) $ i < b$i"
       
  4663 	unfolding vector_smult_component and vector_add_component
       
  4664 	by (auto simp add: less_divide_eq_number_of1)  }
       
  4665     hence "{a <..< b} \<noteq> {}" using mem_interval(1)[of "?x" a b] by auto  }
       
  4666   ultimately show ?th1 by blast
       
  4667 
       
  4668   { fix i x assume as:"b$i < a$i" and x:"x\<in>{a .. b}"
       
  4669     hence "a $ i \<le> x $ i \<and> x $ i \<le> b $ i" unfolding mem_interval by auto
       
  4670     hence "a$i \<le> b$i" by auto
       
  4671     hence False using as by auto  }
       
  4672   moreover
       
  4673   { assume as:"\<forall>i. \<not> (b$i < a$i)"
       
  4674     let ?x = "(1/2) *\<^sub>R (a + b)"
       
  4675     { fix i
       
  4676       have "a$i \<le> b$i" using as[THEN spec[where x=i]] by auto
       
  4677       hence "a$i \<le> ((1/2) *\<^sub>R (a+b)) $ i" "((1/2) *\<^sub>R (a+b)) $ i \<le> b$i"
       
  4678 	unfolding vector_smult_component and vector_add_component
       
  4679 	by (auto simp add: less_divide_eq_number_of1)  }
       
  4680     hence "{a .. b} \<noteq> {}" using mem_interval(2)[of "?x" a b] by auto  }
       
  4681   ultimately show ?th2 by blast
       
  4682 qed
       
  4683 
       
  4684 lemma interval_ne_empty: fixes a :: "real^'n::finite" shows
       
  4685   "{a  ..  b} \<noteq> {} \<longleftrightarrow> (\<forall>i. a$i \<le> b$i)" and
       
  4686   "{a <..< b} \<noteq> {} \<longleftrightarrow> (\<forall>i. a$i < b$i)"
       
  4687   unfolding interval_eq_empty[of a b] by (auto simp add: not_less not_le) (* BH: Why doesn't just "auto" work here? *)
       
  4688 
       
  4689 lemma subset_interval_imp: fixes a :: "real^'n::finite" shows
       
  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$i < c$i \<and> d$i < b$i) \<Longrightarrow> {c .. d} \<subseteq> {a<..<b}" and
       
  4692  "(\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i) \<Longrightarrow> {c<..<d} \<subseteq> {a .. b}" and
       
  4693  "(\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i) \<Longrightarrow> {c<..<d} \<subseteq> {a<..<b}"
       
  4694   unfolding subset_eq[unfolded Ball_def] unfolding mem_interval
       
  4695   by (auto intro: order_trans less_le_trans le_less_trans less_imp_le) (* BH: Why doesn't just "auto" work here? *)
       
  4696 
       
  4697 lemma interval_sing: fixes a :: "'a::linorder^'n::finite" shows
       
  4698  "{a .. a} = {a} \<and> {a<..<a} = {}"
       
  4699 apply(auto simp add: expand_set_eq vector_less_def vector_less_eq_def Cart_eq)
       
  4700 apply (simp add: order_eq_iff)
       
  4701 apply (auto simp add: not_less less_imp_le)
       
  4702 done
       
  4703 
       
  4704 lemma interval_open_subset_closed:  fixes a :: "'a::preorder^'n::finite" shows
       
  4705  "{a<..<b} \<subseteq> {a .. b}"
       
  4706 proof(simp add: subset_eq, rule)
       
  4707   fix x
       
  4708   assume x:"x \<in>{a<..<b}"
       
  4709   { fix i
       
  4710     have "a $ i \<le> x $ i"
       
  4711       using x order_less_imp_le[of "a$i" "x$i"]
       
  4712       by(simp add: expand_set_eq vector_less_def vector_less_eq_def Cart_eq)
       
  4713   }
       
  4714   moreover
       
  4715   { fix i
       
  4716     have "x $ i \<le> b $ i"
       
  4717       using x order_less_imp_le[of "x$i" "b$i"]
       
  4718       by(simp add: expand_set_eq vector_less_def vector_less_eq_def Cart_eq)
       
  4719   }
       
  4720   ultimately
       
  4721   show "a \<le> x \<and> x \<le> b"
       
  4722     by(simp add: expand_set_eq vector_less_def vector_less_eq_def Cart_eq)
       
  4723 qed
       
  4724 
       
  4725 lemma subset_interval: fixes a :: "real^'n::finite" shows
       
  4726  "{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
       
  4727  "{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
       
  4728  "{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
       
  4729  "{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)
       
  4730 proof-
       
  4731   show ?th1 unfolding subset_eq and Ball_def and mem_interval by (auto intro: order_trans)
       
  4732   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)
       
  4733   { assume as: "{c<..<d} \<subseteq> {a .. b}" "\<forall>i. c$i < d$i"
       
  4734     hence "{c<..<d} \<noteq> {}" unfolding interval_eq_empty by (auto, drule_tac x=i in spec, simp) (* BH: Why doesn't just "auto" work? *)
       
  4735     fix i
       
  4736     (** TODO combine the following two parts as done in the HOL_light version. **)
       
  4737     { let ?x = "(\<chi> j. (if j=i then ((min (a$j) (d$j))+c$j)/2 else (c$j+d$j)/2))::real^'n"
       
  4738       assume as2: "a$i > c$i"
       
  4739       { fix j
       
  4740 	have "c $ j < ?x $ j \<and> ?x $ j < d $ j" unfolding Cart_lambda_beta
       
  4741 	  apply(cases "j=i") using as(2)[THEN spec[where x=j]]
       
  4742 	  by (auto simp add: less_divide_eq_number_of1 as2)  }
       
  4743       hence "?x\<in>{c<..<d}" unfolding mem_interval by auto
       
  4744       moreover
       
  4745       have "?x\<notin>{a .. b}"
       
  4746 	unfolding mem_interval apply auto apply(rule_tac x=i in exI)
       
  4747 	using as(2)[THEN spec[where x=i]] and as2
       
  4748 	by (auto simp add: less_divide_eq_number_of1)
       
  4749       ultimately have False using as by auto  }
       
  4750     hence "a$i \<le> c$i" by(rule ccontr)auto
       
  4751     moreover
       
  4752     { let ?x = "(\<chi> j. (if j=i then ((max (b$j) (c$j))+d$j)/2 else (c$j+d$j)/2))::real^'n"
       
  4753       assume as2: "b$i < d$i"
       
  4754       { fix j
       
  4755 	have "d $ j > ?x $ j \<and> ?x $ j > c $ j" unfolding Cart_lambda_beta
       
  4756 	  apply(cases "j=i") using as(2)[THEN spec[where x=j]]
       
  4757 	  by (auto simp add: less_divide_eq_number_of1 as2)  }
       
  4758       hence "?x\<in>{c<..<d}" unfolding mem_interval by auto
       
  4759       moreover
       
  4760       have "?x\<notin>{a .. b}"
       
  4761 	unfolding mem_interval apply auto apply(rule_tac x=i in exI)
       
  4762 	using as(2)[THEN spec[where x=i]] and as2
       
  4763 	by (auto simp add: less_divide_eq_number_of1)
       
  4764       ultimately have False using as by auto  }
       
  4765     hence "b$i \<ge> d$i" by(rule ccontr)auto
       
  4766     ultimately
       
  4767     have "a$i \<le> c$i \<and> d$i \<le> b$i" by auto
       
  4768   } note part1 = this
       
  4769   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)+
       
  4770   { assume as:"{c<..<d} \<subseteq> {a<..<b}" "\<forall>i. c$i < d$i"
       
  4771     fix i
       
  4772     from as(1) have "{c<..<d} \<subseteq> {a..b}" using interval_open_subset_closed[of a b] by auto
       
  4773     hence "a$i \<le> c$i \<and> d$i \<le> b$i" using part1 and as(2) by auto  } note * = this
       
  4774   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)+
       
  4775 qed
       
  4776 
       
  4777 lemma disjoint_interval: fixes a::"real^'n::finite" shows
       
  4778   "{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
       
  4779   "{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
       
  4780   "{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
       
  4781   "{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)
       
  4782 proof-
       
  4783   let ?z = "(\<chi> i. ((max (a$i) (c$i)) + (min (b$i) (d$i))) / 2)::real^'n"
       
  4784   show ?th1 ?th2 ?th3 ?th4
       
  4785   unfolding expand_set_eq and Int_iff and empty_iff and mem_interval and all_conj_distrib[THEN sym] and eq_False
       
  4786   apply (auto elim!: allE[where x="?z"])
       
  4787   apply ((rule_tac x=x in exI, force) | (rule_tac x=i in exI, force))+
       
  4788   done
       
  4789 qed
       
  4790 
       
  4791 lemma inter_interval: fixes a :: "'a::linorder^'n::finite" shows
       
  4792  "{a .. b} \<inter> {c .. d} =  {(\<chi> i. max (a$i) (c$i)) .. (\<chi> i. min (b$i) (d$i))}"
       
  4793   unfolding expand_set_eq and Int_iff and mem_interval
       
  4794   by (auto simp add: less_divide_eq_number_of1 intro!: bexI)
       
  4795 
       
  4796 (* Moved interval_open_subset_closed a bit upwards *)
       
  4797 
       
  4798 lemma open_interval_lemma: fixes x :: "real" shows
       
  4799  "a < x \<Longrightarrow> x < b ==> (\<exists>d>0. \<forall>x'. abs(x' - x) < d --> a < x' \<and> x' < b)"
       
  4800   by(rule_tac x="min (x - a) (b - x)" in exI, auto)
       
  4801 
       
  4802 lemma open_interval: fixes a :: "real^'n::finite" shows "open {a<..<b}"
       
  4803 proof-
       
  4804   { fix x assume x:"x\<in>{a<..<b}"
       
  4805     { fix i
       
  4806       have "\<exists>d>0. \<forall>x'. abs (x' - (x$i)) < d \<longrightarrow> a$i < x' \<and> x' < b$i"
       
  4807 	using x[unfolded mem_interval, THEN spec[where x=i]]
       
  4808 	using open_interval_lemma[of "a$i" "x$i" "b$i"] by auto  }
       
  4809 
       
  4810     hence "\<forall>i. \<exists>d>0. \<forall>x'. abs (x' - (x$i)) < d \<longrightarrow> a$i < x' \<and> x' < b$i" by auto
       
  4811     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)"
       
  4812       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
       
  4813 
       
  4814     let ?d = "Min (range d)"
       
  4815     have **:"finite (range d)" "range d \<noteq> {}" by auto
       
  4816     have "?d>0" unfolding Min_gr_iff[OF **] using d by auto
       
  4817     moreover
       
  4818     { fix x' assume as:"dist x' x < ?d"
       
  4819       { fix i
       
  4820 	have "\<bar>x'$i - x $ i\<bar> < d i"
       
  4821 	  using norm_bound_component_lt[OF as[unfolded dist_norm], of i]
       
  4822 	  unfolding vector_minus_component and Min_gr_iff[OF **] by auto
       
  4823 	hence "a $ i < x' $ i" "x' $ i < b $ i" using d[THEN spec[where x=i]] by auto  }
       
  4824       hence "a < x' \<and> x' < b" unfolding vector_less_def by auto  }
       
  4825     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)
       
  4826   }
       
  4827   thus ?thesis unfolding open_dist using open_interval_lemma by auto
       
  4828 qed
       
  4829 
       
  4830 lemma closed_interval: fixes a :: "real^'n::finite" shows "closed {a .. b}"
       
  4831 proof-
       
  4832   { 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"*)
       
  4833     { assume xa:"a$i > x$i"
       
  4834       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
       
  4835       hence False unfolding mem_interval and dist_norm
       
  4836 	using component_le_norm[of "y-x" i, unfolded vector_minus_component] and xa by(auto elim!: allE[where x=i])
       
  4837     } hence "a$i \<le> x$i" by(rule ccontr)auto
       
  4838     moreover
       
  4839     { assume xb:"b$i < x$i"
       
  4840       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
       
  4841       hence False unfolding mem_interval and dist_norm
       
  4842 	using component_le_norm[of "y-x" i, unfolded vector_minus_component] and xb by(auto elim!: allE[where x=i])
       
  4843     } hence "x$i \<le> b$i" by(rule ccontr)auto
       
  4844     ultimately
       
  4845     have "a $ i \<le> x $ i \<and> x $ i \<le> b $ i" by auto }
       
  4846   thus ?thesis unfolding closed_limpt islimpt_approachable mem_interval by auto
       
  4847 qed
       
  4848 
       
  4849 lemma interior_closed_interval: fixes a :: "real^'n::finite" shows
       
  4850  "interior {a .. b} = {a<..<b}" (is "?L = ?R")
       
  4851 proof(rule subset_antisym)
       
  4852   show "?R \<subseteq> ?L" using interior_maximal[OF interval_open_subset_closed open_interval] by auto
       
  4853 next
       
  4854   { fix x assume "\<exists>T. open T \<and> x \<in> T \<and> T \<subseteq> {a..b}"
       
  4855     then obtain s where s:"open s" "x \<in> s" "s \<subseteq> {a..b}" by auto
       
  4856     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
       
  4857     { fix i
       
  4858       have "dist (x - (e / 2) *\<^sub>R basis i) x < e"
       
  4859 	   "dist (x + (e / 2) *\<^sub>R basis i) x < e"
       
  4860 	unfolding dist_norm apply auto
       
  4861 	unfolding norm_minus_cancel using norm_basis[of i] and `e>0` by auto
       
  4862       hence "a $ i \<le> (x - (e / 2) *\<^sub>R basis i) $ i"
       
  4863                     "(x + (e / 2) *\<^sub>R basis i) $ i \<le> b $ i"
       
  4864 	using e[THEN spec[where x="x - (e/2) *\<^sub>R basis i"]]
       
  4865 	and   e[THEN spec[where x="x + (e/2) *\<^sub>R basis i"]]
       
  4866 	unfolding mem_interval by (auto elim!: allE[where x=i])
       
  4867       hence "a $ i < x $ i" and "x $ i < b $ i"
       
  4868 	unfolding vector_minus_component and vector_add_component
       
  4869 	unfolding vector_smult_component and basis_component using `e>0` by auto   }
       
  4870     hence "x \<in> {a<..<b}" unfolding mem_interval by auto  }
       
  4871   thus "?L \<subseteq> ?R" unfolding interior_def and subset_eq by auto
       
  4872 qed
       
  4873 
       
  4874 lemma bounded_closed_interval: fixes a :: "real^'n::finite" shows
       
  4875  "bounded {a .. b}"
       
  4876 proof-
       
  4877   let ?b = "\<Sum>i\<in>UNIV. \<bar>a$i\<bar> + \<bar>b$i\<bar>"
       
  4878   { fix x::"real^'n" assume x:"\<forall>i. a $ i \<le> x $ i \<and> x $ i \<le> b $ i"
       
  4879     { fix i
       
  4880       have "\<bar>x$i\<bar> \<le> \<bar>a$i\<bar> + \<bar>b$i\<bar>" using x[THEN spec[where x=i]] by auto  }
       
  4881     hence "(\<Sum>i\<in>UNIV. \<bar>x $ i\<bar>) \<le> ?b" by(rule setsum_mono)
       
  4882     hence "norm x \<le> ?b" using norm_le_l1[of x] by auto  }
       
  4883   thus ?thesis unfolding interval and bounded_iff by auto
       
  4884 qed
       
  4885 
       
  4886 lemma bounded_interval: fixes a :: "real^'n::finite" shows
       
  4887  "bounded {a .. b} \<and> bounded {a<..<b}"
       
  4888   using bounded_closed_interval[of a b]
       
  4889   using interval_open_subset_closed[of a b]
       
  4890   using bounded_subset[of "{a..b}" "{a<..<b}"]
       
  4891   by simp
       
  4892 
       
  4893 lemma not_interval_univ: fixes a :: "real^'n::finite" shows
       
  4894  "({a .. b} \<noteq> UNIV) \<and> ({a<..<b} \<noteq> UNIV)"
       
  4895   using bounded_interval[of a b]
       
  4896   by auto
       
  4897 
       
  4898 lemma compact_interval: fixes a :: "real^'n::finite" shows
       
  4899  "compact {a .. b}"
       
  4900   using bounded_closed_imp_compact using bounded_interval[of a b] using closed_interval[of a b] by auto
       
  4901 
       
  4902 lemma open_interval_midpoint: fixes a :: "real^'n::finite"
       
  4903   assumes "{a<..<b} \<noteq> {}" shows "((1/2) *\<^sub>R (a + b)) \<in> {a<..<b}"
       
  4904 proof-
       
  4905   { fix i
       
  4906     have "a $ i < ((1 / 2) *\<^sub>R (a + b)) $ i \<and> ((1 / 2) *\<^sub>R (a + b)) $ i < b $ i"
       
  4907       using assms[unfolded interval_ne_empty, THEN spec[where x=i]]
       
  4908       unfolding vector_smult_component and vector_add_component
       
  4909       by(auto simp add: less_divide_eq_number_of1)  }
       
  4910   thus ?thesis unfolding mem_interval by auto
       
  4911 qed
       
  4912 
       
  4913 lemma open_closed_interval_convex: fixes x :: "real^'n::finite"
       
  4914   assumes x:"x \<in> {a<..<b}" and y:"y \<in> {a .. b}" and e:"0 < e" "e \<le> 1"
       
  4915   shows "(e *\<^sub>R x + (1 - e) *\<^sub>R y) \<in> {a<..<b}"
       
  4916 proof-
       
  4917   { fix i
       
  4918     have "a $ i = e * a$i + (1 - e) * a$i" unfolding left_diff_distrib by simp
       
  4919     also have "\<dots> < e * x $ i + (1 - e) * y $ i" apply(rule add_less_le_mono)
       
  4920       using e unfolding mult_less_cancel_left and mult_le_cancel_left apply simp_all
       
  4921       using x unfolding mem_interval  apply simp
       
  4922       using y unfolding mem_interval  apply simp
       
  4923       done
       
  4924     finally have "a $ i < (e *\<^sub>R x + (1 - e) *\<^sub>R y) $ i" by auto
       
  4925     moreover {
       
  4926     have "b $ i = e * b$i + (1 - e) * b$i" unfolding left_diff_distrib by simp
       
  4927     also have "\<dots> > e * x $ i + (1 - e) * y $ i" apply(rule add_less_le_mono)
       
  4928       using e unfolding mult_less_cancel_left and mult_le_cancel_left apply simp_all
       
  4929       using x unfolding mem_interval  apply simp
       
  4930       using y unfolding mem_interval  apply simp
       
  4931       done
       
  4932     finally have "(e *\<^sub>R x + (1 - e) *\<^sub>R y) $ i < b $ i" by auto
       
  4933     } 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 }
       
  4934   thus ?thesis unfolding mem_interval by auto
       
  4935 qed
       
  4936 
       
  4937 lemma closure_open_interval: fixes a :: "real^'n::finite"
       
  4938   assumes "{a<..<b} \<noteq> {}"
       
  4939   shows "closure {a<..<b} = {a .. b}"
       
  4940 proof-
       
  4941   have ab:"a < b" using assms[unfolded interval_ne_empty] unfolding vector_less_def by auto
       
  4942   let ?c = "(1 / 2) *\<^sub>R (a + b)"
       
  4943   { fix x assume as:"x \<in> {a .. b}"
       
  4944     def f == "\<lambda>n::nat. x + (inverse (real n + 1)) *\<^sub>R (?c - x)"
       
  4945     { fix n assume fn:"f n < b \<longrightarrow> a < f n \<longrightarrow> f n = x" and xc:"x \<noteq> ?c"
       
  4946       have *:"0 < inverse (real n + 1)" "inverse (real n + 1) \<le> 1" unfolding inverse_le_1_iff by auto
       
  4947       have "(inverse (real n + 1)) *\<^sub>R ((1 / 2) *\<^sub>R (a + b)) + (1 - inverse (real n + 1)) *\<^sub>R x =
       
  4948 	x + (inverse (real n + 1)) *\<^sub>R (((1 / 2) *\<^sub>R (a + b)) - x)"
       
  4949         by (auto simp add: algebra_simps)
       
  4950       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
       
  4951       hence False using fn unfolding f_def using xc by(auto simp add: vector_mul_lcancel vector_ssub_ldistrib)  }
       
  4952     moreover
       
  4953     { assume "\<not> (f ---> x) sequentially"
       
  4954       { fix e::real assume "e>0"
       
  4955 	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
       
  4956 	then obtain N::nat where "inverse (real (N + 1)) < e" by auto
       
  4957 	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)
       
  4958 	hence "\<exists>N::nat. \<forall>n\<ge>N. inverse (real n + 1) < e" by auto  }
       
  4959       hence "((\<lambda>n. inverse (real n + 1)) ---> 0) sequentially"
       
  4960 	unfolding Lim_sequentially by(auto simp add: dist_norm)
       
  4961       hence "(f ---> x) sequentially" unfolding f_def
       
  4962 	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]
       
  4963 	using Lim_vmul[of "\<lambda>n::nat. inverse (real n + 1)" 0 sequentially "((1 / 2) *\<^sub>R (a + b) - x)"] by auto  }
       
  4964     ultimately have "x \<in> closure {a<..<b}"
       
  4965       using as and open_interval_midpoint[OF assms] unfolding closure_def unfolding islimpt_sequential by(cases "x=?c")auto  }
       
  4966   thus ?thesis using closure_minimal[OF interval_open_subset_closed closed_interval, of a b] by blast
       
  4967 qed
       
  4968 
       
  4969 lemma bounded_subset_open_interval_symmetric: fixes s::"(real^'n::finite) set"
       
  4970   assumes "bounded s"  shows "\<exists>a. s \<subseteq> {-a<..<a}"
       
  4971 proof-
       
  4972   obtain b where "b>0" and b:"\<forall>x\<in>s. norm x \<le> b" using assms[unfolded bounded_pos] by auto
       
  4973   def a \<equiv> "(\<chi> i. b+1)::real^'n"
       
  4974   { fix x assume "x\<in>s"
       
  4975     fix i
       
  4976     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]
       
  4977       unfolding vector_uminus_component and a_def and Cart_lambda_beta by auto
       
  4978   }
       
  4979   thus ?thesis by(auto intro: exI[where x=a] simp add: vector_less_def)
       
  4980 qed
       
  4981 
       
  4982 lemma bounded_subset_open_interval:
       
  4983   fixes s :: "(real ^ 'n::finite) set"
       
  4984   shows "bounded s ==> (\<exists>a b. s \<subseteq> {a<..<b})"
       
  4985   by (auto dest!: bounded_subset_open_interval_symmetric)
       
  4986 
       
  4987 lemma bounded_subset_closed_interval_symmetric:
       
  4988   fixes s :: "(real ^ 'n::finite) set"
       
  4989   assumes "bounded s" shows "\<exists>a. s \<subseteq> {-a .. a}"
       
  4990 proof-
       
  4991   obtain a where "s \<subseteq> {- a<..<a}" using bounded_subset_open_interval_symmetric[OF assms] by auto
       
  4992   thus ?thesis using interval_open_subset_closed[of "-a" a] by auto
       
  4993 qed
       
  4994 
       
  4995 lemma bounded_subset_closed_interval:
       
  4996   fixes s :: "(real ^ 'n::finite) set"
       
  4997   shows "bounded s ==> (\<exists>a b. s \<subseteq> {a .. b})"
       
  4998   using bounded_subset_closed_interval_symmetric[of s] by auto
       
  4999 
       
  5000 lemma frontier_closed_interval:
       
  5001   fixes a b :: "real ^ _"
       
  5002   shows "frontier {a .. b} = {a .. b} - {a<..<b}"
       
  5003   unfolding frontier_def unfolding interior_closed_interval and closure_closed[OF closed_interval] ..
       
  5004 
       
  5005 lemma frontier_open_interval:
       
  5006   fixes a b :: "real ^ _"
       
  5007   shows "frontier {a<..<b} = (if {a<..<b} = {} then {} else {a .. b} - {a<..<b})"
       
  5008 proof(cases "{a<..<b} = {}")
       
  5009   case True thus ?thesis using frontier_empty by auto
       
  5010 next
       
  5011   case False thus ?thesis unfolding frontier_def and closure_open_interval[OF False] and interior_open[OF open_interval] by auto
       
  5012 qed
       
  5013 
       
  5014 lemma inter_interval_mixed_eq_empty: fixes a :: "real^'n::finite"
       
  5015   assumes "{c<..<d} \<noteq> {}"  shows "{a<..<b} \<inter> {c .. d} = {} \<longleftrightarrow> {a<..<b} \<inter> {c<..<d} = {}"
       
  5016   unfolding closure_open_interval[OF assms, THEN sym] unfolding open_inter_closure_eq_empty[OF open_interval] ..
       
  5017 
       
  5018 
       
  5019 (* Some special cases for intervals in R^1.                                  *)
       
  5020 
       
  5021 lemma all_1: "(\<forall>x::1. P x) \<longleftrightarrow> P 1"
       
  5022   by (metis num1_eq_iff)
       
  5023 
       
  5024 lemma ex_1: "(\<exists>x::1. P x) \<longleftrightarrow> P 1"
       
  5025   by auto (metis num1_eq_iff)
       
  5026 
       
  5027 lemma interval_cases_1: fixes x :: "real^1" shows
       
  5028  "x \<in> {a .. b} ==> x \<in> {a<..<b} \<or> (x = a) \<or> (x = b)"
       
  5029   by(simp add:  Cart_eq vector_less_def vector_less_eq_def all_1, auto)
       
  5030 
       
  5031 lemma in_interval_1: fixes x :: "real^1" shows
       
  5032  "(x \<in> {a .. b} \<longleftrightarrow> dest_vec1 a \<le> dest_vec1 x \<and> dest_vec1 x \<le> dest_vec1 b) \<and>
       
  5033   (x \<in> {a<..<b} \<longleftrightarrow> dest_vec1 a < dest_vec1 x \<and> dest_vec1 x < dest_vec1 b)"
       
  5034 by(simp add: Cart_eq vector_less_def vector_less_eq_def all_1 dest_vec1_def)
       
  5035 
       
  5036 lemma interval_eq_empty_1: fixes a :: "real^1" shows
       
  5037   "{a .. b} = {} \<longleftrightarrow> dest_vec1 b < dest_vec1 a"
       
  5038   "{a<..<b} = {} \<longleftrightarrow> dest_vec1 b \<le> dest_vec1 a"
       
  5039   unfolding interval_eq_empty and ex_1 and dest_vec1_def by auto
       
  5040 
       
  5041 lemma subset_interval_1: fixes a :: "real^1" shows
       
  5042  "({a .. b} \<subseteq> {c .. d} \<longleftrightarrow>  dest_vec1 b < dest_vec1 a \<or>
       
  5043                 dest_vec1 c \<le> dest_vec1 a \<and> dest_vec1 a \<le> dest_vec1 b \<and> dest_vec1 b \<le> dest_vec1 d)"
       
  5044  "({a .. b} \<subseteq> {c<..<d} \<longleftrightarrow>  dest_vec1 b < dest_vec1 a \<or>
       
  5045                 dest_vec1 c < dest_vec1 a \<and> dest_vec1 a \<le> dest_vec1 b \<and> dest_vec1 b < 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  "({a<..<b} \<subseteq> {c<..<d} \<longleftrightarrow> dest_vec1 b \<le> dest_vec1 a \<or>
       
  5049                 dest_vec1 c \<le> dest_vec1 a \<and> dest_vec1 a < dest_vec1 b \<and> dest_vec1 b \<le> dest_vec1 d)"
       
  5050   unfolding subset_interval[of a b c d] unfolding all_1 and dest_vec1_def by auto
       
  5051 
       
  5052 lemma eq_interval_1: fixes a :: "real^1" shows
       
  5053  "{a .. b} = {c .. d} \<longleftrightarrow>
       
  5054           dest_vec1 b < dest_vec1 a \<and> dest_vec1 d < dest_vec1 c \<or>
       
  5055           dest_vec1 a = dest_vec1 c \<and> dest_vec1 b = dest_vec1 d"
       
  5056 using set_eq_subset[of "{a .. b}" "{c .. d}"]
       
  5057 using subset_interval_1(1)[of a b c d]
       
  5058 using subset_interval_1(1)[of c d a b]
       
  5059 by auto (* FIXME: slow *)
       
  5060 
       
  5061 lemma disjoint_interval_1: fixes a :: "real^1" shows
       
  5062   "{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"
       
  5063   "{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"
       
  5064   "{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"
       
  5065   "{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"
       
  5066   unfolding disjoint_interval and dest_vec1_def ex_1 by auto
       
  5067 
       
  5068 lemma open_closed_interval_1: fixes a :: "real^1" shows
       
  5069  "{a<..<b} = {a .. b} - {a, b}"
       
  5070   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
       
  5071 
       
  5072 lemma closed_open_interval_1: "dest_vec1 (a::real^1) \<le> dest_vec1 b ==> {a .. b} = {a<..<b} \<union> {a,b}"
       
  5073   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
       
  5074 
       
  5075 (* Some stuff for half-infinite intervals too; FIXME: notation?  *)
       
  5076 
       
  5077 lemma closed_interval_left: fixes b::"real^'n::finite"
       
  5078   shows "closed {x::real^'n. \<forall>i. x$i \<le> b$i}"
       
  5079 proof-
       
  5080   { fix i
       
  5081     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"
       
  5082     { assume "x$i > b$i"
       
  5083       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
       
  5084       hence False using component_le_norm[of "y - x" i] unfolding dist_norm and vector_minus_component by auto   }
       
  5085     hence "x$i \<le> b$i" by(rule ccontr)auto  }
       
  5086   thus ?thesis unfolding closed_limpt unfolding islimpt_approachable by blast
       
  5087 qed
       
  5088 
       
  5089 lemma closed_interval_right: fixes a::"real^'n::finite"
       
  5090   shows "closed {x::real^'n. \<forall>i. a$i \<le> x$i}"
       
  5091 proof-
       
  5092   { fix i
       
  5093     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"
       
  5094     { assume "a$i > x$i"
       
  5095       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
       
  5096       hence False using component_le_norm[of "y - x" i] unfolding dist_norm and vector_minus_component by auto   }
       
  5097     hence "a$i \<le> x$i" by(rule ccontr)auto  }
       
  5098   thus ?thesis unfolding closed_limpt unfolding islimpt_approachable by blast
       
  5099 qed
       
  5100 
       
  5101 subsection{* Intervals in general, including infinite and mixtures of open and closed. *}
       
  5102 
       
  5103 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)"
       
  5104 
       
  5105 lemma is_interval_interval: "is_interval {a .. b::real^'n::finite}" (is ?th1) "is_interval {a<..<b}" (is ?th2) proof - 
       
  5106   have *:"\<And>x y z::real. x < y \<Longrightarrow> y < z \<Longrightarrow> x < z" by auto
       
  5107   show ?th1 ?th2  unfolding is_interval_def mem_interval Ball_def atLeastAtMost_iff
       
  5108     by(meson real_le_trans le_less_trans less_le_trans *)+ qed
       
  5109 
       
  5110 lemma is_interval_empty:
       
  5111  "is_interval {}"
       
  5112   unfolding is_interval_def
       
  5113   by simp
       
  5114 
       
  5115 lemma is_interval_univ:
       
  5116  "is_interval UNIV"
       
  5117   unfolding is_interval_def
       
  5118   by simp
       
  5119 
       
  5120 subsection{* Closure of halfspaces and hyperplanes.                                    *}
       
  5121 
       
  5122 lemma Lim_inner:
       
  5123   assumes "(f ---> l) net"  shows "((\<lambda>y. inner a (f y)) ---> inner a l) net"
       
  5124   by (intro tendsto_intros assms)
       
  5125 
       
  5126 lemma continuous_at_inner: "continuous (at x) (inner a)"
       
  5127   unfolding continuous_at by (intro tendsto_intros)
       
  5128 
       
  5129 lemma continuous_on_inner:
       
  5130   fixes s :: "'a::real_inner set"
       
  5131   shows "continuous_on s (inner a)"
       
  5132   unfolding continuous_on by (rule ballI) (intro tendsto_intros)
       
  5133 
       
  5134 lemma closed_halfspace_le: "closed {x. inner a x \<le> b}"
       
  5135 proof-
       
  5136   have "\<forall>x. continuous (at x) (inner a)"
       
  5137     unfolding continuous_at by (rule allI) (intro tendsto_intros)
       
  5138   hence "closed (inner a -` {..b})"
       
  5139     using closed_real_atMost by (rule continuous_closed_vimage)
       
  5140   moreover have "{x. inner a x \<le> b} = inner a -` {..b}" by auto
       
  5141   ultimately show ?thesis by simp
       
  5142 qed
       
  5143 
       
  5144 lemma closed_halfspace_ge: "closed {x. inner a x \<ge> b}"
       
  5145   using closed_halfspace_le[of "-a" "-b"] unfolding inner_minus_left by auto
       
  5146 
       
  5147 lemma closed_hyperplane: "closed {x. inner a x = b}"
       
  5148 proof-
       
  5149   have "{x. inner a x = b} = {x. inner a x \<ge> b} \<inter> {x. inner a x \<le> b}" by auto
       
  5150   thus ?thesis using closed_halfspace_le[of a b] and closed_halfspace_ge[of b a] using closed_Int by auto
       
  5151 qed
       
  5152 
       
  5153 lemma closed_halfspace_component_le:
       
  5154   shows "closed {x::real^'n::finite. x$i \<le> a}"
       
  5155   using closed_halfspace_le[of "(basis i)::real^'n" a] unfolding inner_basis[OF assms] by auto
       
  5156 
       
  5157 lemma closed_halfspace_component_ge:
       
  5158   shows "closed {x::real^'n::finite. x$i \<ge> a}"
       
  5159   using closed_halfspace_ge[of a "(basis i)::real^'n"] unfolding inner_basis[OF assms] by auto
       
  5160 
       
  5161 text{* Openness of halfspaces.                                                   *}
       
  5162 
       
  5163 lemma open_halfspace_lt: "open {x. inner a x < b}"
       
  5164 proof-
       
  5165   have "UNIV - {x. b \<le> inner a x} = {x. inner a x < b}" by auto
       
  5166   thus ?thesis using closed_halfspace_ge[unfolded closed_def Compl_eq_Diff_UNIV, of b a] by auto
       
  5167 qed
       
  5168 
       
  5169 lemma open_halfspace_gt: "open {x. inner a x > b}"
       
  5170 proof-
       
  5171   have "UNIV - {x. b \<ge> inner a x} = {x. inner a x > b}" by auto
       
  5172   thus ?thesis using closed_halfspace_le[unfolded closed_def Compl_eq_Diff_UNIV, of a b] by auto
       
  5173 qed
       
  5174 
       
  5175 lemma open_halfspace_component_lt:
       
  5176   shows "open {x::real^'n::finite. x$i < a}"
       
  5177   using open_halfspace_lt[of "(basis i)::real^'n" a] unfolding inner_basis[OF assms] by auto
       
  5178 
       
  5179 lemma open_halfspace_component_gt:
       
  5180   shows "open {x::real^'n::finite. x$i  > a}"
       
  5181   using open_halfspace_gt[of a "(basis i)::real^'n"] unfolding inner_basis[OF assms] by auto
       
  5182 
       
  5183 text{* This gives a simple derivation of limit component bounds.                 *}
       
  5184 
       
  5185 lemma Lim_component_le: fixes f :: "'a \<Rightarrow> real^'n::finite"
       
  5186   assumes "(f ---> l) net" "\<not> (trivial_limit net)"  "eventually (\<lambda>x. f(x)$i \<le> b) net"
       
  5187   shows "l$i \<le> b"
       
  5188 proof-
       
  5189   { 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
       
  5190   show ?thesis using Lim_in_closed_set[of "{x. inner (basis i) x \<le> b}" f net l] unfolding *
       
  5191     using closed_halfspace_le[of "(basis i)::real^'n" b] and assms(1,2,3) by auto
       
  5192 qed
       
  5193 
       
  5194 lemma Lim_component_ge: fixes f :: "'a \<Rightarrow> real^'n::finite"
       
  5195   assumes "(f ---> l) net"  "\<not> (trivial_limit net)"  "eventually (\<lambda>x. b \<le> (f x)$i) net"
       
  5196   shows "b \<le> l$i"
       
  5197 proof-
       
  5198   { 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
       
  5199   show ?thesis using Lim_in_closed_set[of "{x. inner (basis i) x \<ge> b}" f net l] unfolding *
       
  5200     using closed_halfspace_ge[of b "(basis i)::real^'n"] and assms(1,2,3) by auto
       
  5201 qed
       
  5202 
       
  5203 lemma Lim_component_eq: fixes f :: "'a \<Rightarrow> real^'n::finite"
       
  5204   assumes net:"(f ---> l) net" "~(trivial_limit net)" and ev:"eventually (\<lambda>x. f(x)$i = b) net"
       
  5205   shows "l$i = b"
       
  5206   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
       
  5207 
       
  5208 lemma Lim_drop_le: fixes f :: "'a \<Rightarrow> real^1" shows
       
  5209   "(f ---> l) net \<Longrightarrow> ~(trivial_limit net) \<Longrightarrow> eventually (\<lambda>x. dest_vec1 (f x) \<le> b) net ==> dest_vec1 l \<le> b"
       
  5210   using Lim_component_le[of f l net 1 b] unfolding dest_vec1_def by auto
       
  5211 
       
  5212 lemma Lim_drop_ge: fixes f :: "'a \<Rightarrow> real^1" shows
       
  5213  "(f ---> l) net \<Longrightarrow> ~(trivial_limit net) \<Longrightarrow> eventually (\<lambda>x. b \<le> dest_vec1 (f x)) net ==> b \<le> dest_vec1 l"
       
  5214   using Lim_component_ge[of f l net b 1] unfolding dest_vec1_def by auto
       
  5215 
       
  5216 text{* Limits relative to a union.                                               *}
       
  5217 
       
  5218 lemma eventually_within_Un:
       
  5219   "eventually P (net within (s \<union> t)) \<longleftrightarrow>
       
  5220     eventually P (net within s) \<and> eventually P (net within t)"
       
  5221   unfolding Limits.eventually_within
       
  5222   by (auto elim!: eventually_rev_mp)
       
  5223 
       
  5224 lemma Lim_within_union:
       
  5225  "(f ---> l) (net within (s \<union> t)) \<longleftrightarrow>
       
  5226   (f ---> l) (net within s) \<and> (f ---> l) (net within t)"
       
  5227   unfolding tendsto_def
       
  5228   by (auto simp add: eventually_within_Un)
       
  5229 
       
  5230 lemma continuous_on_union:
       
  5231   assumes "closed s" "closed t" "continuous_on s f" "continuous_on t f"
       
  5232   shows "continuous_on (s \<union> t) f"
       
  5233   using assms unfolding continuous_on unfolding Lim_within_union
       
  5234   unfolding Lim unfolding trivial_limit_within unfolding closed_limpt by auto
       
  5235 
       
  5236 lemma continuous_on_cases:
       
  5237   assumes "closed s" "closed t" "continuous_on s f" "continuous_on t g"
       
  5238           "\<forall>x. (x\<in>s \<and> \<not> P x) \<or> (x \<in> t \<and> P x) \<longrightarrow> f x = g x"
       
  5239   shows "continuous_on (s \<union> t) (\<lambda>x. if P x then f x else g x)"
       
  5240 proof-
       
  5241   let ?h = "(\<lambda>x. if P x then f x else g x)"
       
  5242   have "\<forall>x\<in>s. f x = (if P x then f x else g x)" using assms(5) by auto
       
  5243   hence "continuous_on s ?h" using continuous_on_eq[of s f ?h] using assms(3) by auto
       
  5244   moreover
       
  5245   have "\<forall>x\<in>t. g x = (if P x then f x else g x)" using assms(5) by auto
       
  5246   hence "continuous_on t ?h" using continuous_on_eq[of t g ?h] using assms(4) by auto
       
  5247   ultimately show ?thesis using continuous_on_union[OF assms(1,2), of ?h] by auto
       
  5248 qed
       
  5249 
       
  5250 
       
  5251 text{* Some more convenient intermediate-value theorem formulations.             *}
       
  5252 
       
  5253 lemma connected_ivt_hyperplane:
       
  5254   assumes "connected s" "x \<in> s" "y \<in> s" "inner a x \<le> b" "b \<le> inner a y"
       
  5255   shows "\<exists>z \<in> s. inner a z = b"
       
  5256 proof(rule ccontr)
       
  5257   assume as:"\<not> (\<exists>z\<in>s. inner a z = b)"
       
  5258   let ?A = "{x. inner a x < b}"
       
  5259   let ?B = "{x. inner a x > b}"
       
  5260   have "open ?A" "open ?B" using open_halfspace_lt and open_halfspace_gt by auto
       
  5261   moreover have "?A \<inter> ?B = {}" by auto
       
  5262   moreover have "s \<subseteq> ?A \<union> ?B" using as by auto
       
  5263   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
       
  5264 qed
       
  5265 
       
  5266 lemma connected_ivt_component: fixes x::"real^'n::finite" shows
       
  5267  "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)"
       
  5268   using connected_ivt_hyperplane[of s x y "(basis k)::real^'n" a] by (auto simp add: inner_basis)
       
  5269 
       
  5270 text{* Also more convenient formulations of monotone convergence.                *}
       
  5271 
       
  5272 lemma bounded_increasing_convergent: fixes s::"nat \<Rightarrow> real^1"
       
  5273   assumes "bounded {s n| n::nat. True}"  "\<forall>n. dest_vec1(s n) \<le> dest_vec1(s(Suc n))"
       
  5274   shows "\<exists>l. (s ---> l) sequentially"
       
  5275 proof-
       
  5276   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
       
  5277   { fix m::nat
       
  5278     have "\<And> n. n\<ge>m \<longrightarrow> dest_vec1 (s m) \<le> dest_vec1 (s n)"
       
  5279       apply(induct_tac n) apply simp using assms(2) apply(erule_tac x="na" in allE) by(auto simp add: not_less_eq_eq)  }
       
  5280   hence "\<forall>m n. m \<le> n \<longrightarrow> dest_vec1 (s m) \<le> dest_vec1 (s n)" by auto
       
  5281   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
       
  5282   thus ?thesis unfolding Lim_sequentially apply(rule_tac x="vec1 l" in exI)
       
  5283     unfolding dist_norm unfolding abs_dest_vec1 and dest_vec1_sub by auto
       
  5284 qed
       
  5285 
       
  5286 subsection{* Basic homeomorphism definitions.                                          *}
       
  5287 
       
  5288 definition "homeomorphism s t f g \<equiv>
       
  5289      (\<forall>x\<in>s. (g(f x) = x)) \<and> (f ` s = t) \<and> continuous_on s f \<and>
       
  5290      (\<forall>y\<in>t. (f(g y) = y)) \<and> (g ` t = s) \<and> continuous_on t g"
       
  5291 
       
  5292 definition
       
  5293   homeomorphic :: "'a::metric_space set \<Rightarrow> 'b::metric_space set \<Rightarrow> bool"
       
  5294     (infixr "homeomorphic" 60) where
       
  5295   homeomorphic_def: "s homeomorphic t \<equiv> (\<exists>f g. homeomorphism s t f g)"
       
  5296 
       
  5297 lemma homeomorphic_refl: "s homeomorphic s"
       
  5298   unfolding homeomorphic_def
       
  5299   unfolding homeomorphism_def
       
  5300   using continuous_on_id
       
  5301   apply(rule_tac x = "(\<lambda>x. x)" in exI)
       
  5302   apply(rule_tac x = "(\<lambda>x. x)" in exI)
       
  5303   by blast
       
  5304 
       
  5305 lemma homeomorphic_sym:
       
  5306  "s homeomorphic t \<longleftrightarrow> t homeomorphic s"
       
  5307 unfolding homeomorphic_def
       
  5308 unfolding homeomorphism_def
       
  5309 by blast (* FIXME: slow *)
       
  5310 
       
  5311 lemma homeomorphic_trans:
       
  5312   assumes "s homeomorphic t" "t homeomorphic u" shows "s homeomorphic u"
       
  5313 proof-
       
  5314   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"
       
  5315     using assms(1) unfolding homeomorphic_def homeomorphism_def by auto
       
  5316   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"
       
  5317     using assms(2) unfolding homeomorphic_def homeomorphism_def by auto
       
  5318 
       
  5319   { 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 }
       
  5320   moreover have "(f2 \<circ> f1) ` s = u" using fg1(2) fg2(2) by auto
       
  5321   moreover have "continuous_on s (f2 \<circ> f1)" using continuous_on_compose[OF fg1(3)] and fg2(3) unfolding fg1(2) by auto
       
  5322   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 }
       
  5323   moreover have "(g1 \<circ> g2) ` u = s" using fg1(5) fg2(5) by auto
       
  5324   moreover have "continuous_on u (g1 \<circ> g2)" using continuous_on_compose[OF fg2(6)] and fg1(6)  unfolding fg2(5) by auto
       
  5325   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
       
  5326 qed
       
  5327 
       
  5328 lemma homeomorphic_minimal:
       
  5329  "s homeomorphic t \<longleftrightarrow>
       
  5330     (\<exists>f g. (\<forall>x\<in>s. f(x) \<in> t \<and> (g(f(x)) = x)) \<and>
       
  5331            (\<forall>y\<in>t. g(y) \<in> s \<and> (f(g(y)) = y)) \<and>
       
  5332            continuous_on s f \<and> continuous_on t g)"
       
  5333 unfolding homeomorphic_def homeomorphism_def
       
  5334 apply auto apply (rule_tac x=f in exI) apply (rule_tac x=g in exI)
       
  5335 apply auto apply (rule_tac x=f in exI) apply (rule_tac x=g in exI) apply auto
       
  5336 unfolding image_iff
       
  5337 apply(erule_tac x="g x" in ballE) apply(erule_tac x="x" in ballE)
       
  5338 apply auto apply(rule_tac x="g x" in bexI) apply auto
       
  5339 apply(erule_tac x="f x" in ballE) apply(erule_tac x="x" in ballE)
       
  5340 apply auto apply(rule_tac x="f x" in bexI) by auto
       
  5341 
       
  5342 subsection{* Relatively weak hypotheses if a set is compact.                           *}
       
  5343 
       
  5344 definition "inv_on f s = (\<lambda>x. SOME y. y\<in>s \<and> f y = x)"
       
  5345 
       
  5346 lemma assumes "inj_on f s" "x\<in>s"
       
  5347   shows "inv_on f s (f x) = x"
       
  5348  using assms unfolding inj_on_def inv_on_def by auto
       
  5349 
       
  5350 lemma homeomorphism_compact:
       
  5351   fixes f :: "'a::heine_borel \<Rightarrow> 'b::heine_borel"
       
  5352     (* class constraint due to continuous_on_inverse *)
       
  5353   assumes "compact s" "continuous_on s f"  "f ` s = t"  "inj_on f s"
       
  5354   shows "\<exists>g. homeomorphism s t f g"
       
  5355 proof-
       
  5356   def g \<equiv> "\<lambda>x. SOME y. y\<in>s \<and> f y = x"
       
  5357   have g:"\<forall>x\<in>s. g (f x) = x" using assms(3) assms(4)[unfolded inj_on_def] unfolding g_def by auto
       
  5358   { fix y assume "y\<in>t"
       
  5359     then obtain x where x:"f x = y" "x\<in>s" using assms(3) by auto
       
  5360     hence "g (f x) = x" using g by auto
       
  5361     hence "f (g y) = y" unfolding x(1)[THEN sym] by auto  }
       
  5362   hence g':"\<forall>x\<in>t. f (g x) = x" by auto
       
  5363   moreover
       
  5364   { fix x
       
  5365     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"])
       
  5366     moreover
       
  5367     { assume "x\<in>g ` t"
       
  5368       then obtain y where y:"y\<in>t" "g y = x" by auto
       
  5369       then obtain x' where x':"x'\<in>s" "f x' = y" using assms(3) by auto
       
  5370       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 }
       
  5371     ultimately have "x\<in>s \<longleftrightarrow> x \<in> g ` t" by auto  }
       
  5372   hence "g ` t = s" by auto
       
  5373   ultimately
       
  5374   show ?thesis unfolding homeomorphism_def homeomorphic_def
       
  5375     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
       
  5376 qed
       
  5377 
       
  5378 lemma homeomorphic_compact:
       
  5379   fixes f :: "'a::heine_borel \<Rightarrow> 'b::heine_borel"
       
  5380     (* class constraint due to continuous_on_inverse *)
       
  5381   shows "compact s \<Longrightarrow> continuous_on s f \<Longrightarrow> (f ` s = t) \<Longrightarrow> inj_on f s
       
  5382           \<Longrightarrow> s homeomorphic t"
       
  5383   unfolding homeomorphic_def by(metis homeomorphism_compact)
       
  5384 
       
  5385 text{* Preservation of topological properties.                                   *}
       
  5386 
       
  5387 lemma homeomorphic_compactness:
       
  5388  "s homeomorphic t ==> (compact s \<longleftrightarrow> compact t)"
       
  5389 unfolding homeomorphic_def homeomorphism_def
       
  5390 by (metis compact_continuous_image)
       
  5391 
       
  5392 text{* Results on translation, scaling etc.                                      *}
       
  5393 
       
  5394 lemma homeomorphic_scaling:
       
  5395   fixes s :: "'a::real_normed_vector set"
       
  5396   assumes "c \<noteq> 0"  shows "s homeomorphic ((\<lambda>x. c *\<^sub>R x) ` s)"
       
  5397   unfolding homeomorphic_minimal
       
  5398   apply(rule_tac x="\<lambda>x. c *\<^sub>R x" in exI)
       
  5399   apply(rule_tac x="\<lambda>x. (1 / c) *\<^sub>R x" in exI)
       
  5400   using assms apply auto
       
  5401   using continuous_on_cmul[OF continuous_on_id] by auto
       
  5402 
       
  5403 lemma homeomorphic_translation:
       
  5404   fixes s :: "'a::real_normed_vector set"
       
  5405   shows "s homeomorphic ((\<lambda>x. a + x) ` s)"
       
  5406   unfolding homeomorphic_minimal
       
  5407   apply(rule_tac x="\<lambda>x. a + x" in exI)
       
  5408   apply(rule_tac x="\<lambda>x. -a + x" in exI)
       
  5409   using continuous_on_add[OF continuous_on_const continuous_on_id] by auto
       
  5410 
       
  5411 lemma homeomorphic_affinity:
       
  5412   fixes s :: "'a::real_normed_vector set"
       
  5413   assumes "c \<noteq> 0"  shows "s homeomorphic ((\<lambda>x. a + c *\<^sub>R x) ` s)"
       
  5414 proof-
       
  5415   have *:"op + a ` op *\<^sub>R c ` s = (\<lambda>x. a + c *\<^sub>R x) ` s" by auto
       
  5416   show ?thesis
       
  5417     using homeomorphic_trans
       
  5418     using homeomorphic_scaling[OF assms, of s]
       
  5419     using homeomorphic_translation[of "(\<lambda>x. c *\<^sub>R x) ` s" a] unfolding * by auto
       
  5420 qed
       
  5421 
       
  5422 lemma homeomorphic_balls:
       
  5423   fixes a b ::"'a::real_normed_vector" (* FIXME: generalize to metric_space *)
       
  5424   assumes "0 < d"  "0 < e"
       
  5425   shows "(ball a d) homeomorphic  (ball b e)" (is ?th)
       
  5426         "(cball a d) homeomorphic (cball b e)" (is ?cth)
       
  5427 proof-
       
  5428   have *:"\<bar>e / d\<bar> > 0" "\<bar>d / e\<bar> >0" using assms using divide_pos_pos by auto
       
  5429   show ?th unfolding homeomorphic_minimal
       
  5430     apply(rule_tac x="\<lambda>x. b + (e/d) *\<^sub>R (x - a)" in exI)
       
  5431     apply(rule_tac x="\<lambda>x. a + (d/e) *\<^sub>R (x - b)" in exI)
       
  5432     using assms apply (auto simp add: dist_commute)
       
  5433     unfolding dist_norm
       
  5434     apply (auto simp add: pos_divide_less_eq mult_strict_left_mono)
       
  5435     unfolding continuous_on
       
  5436     by (intro ballI tendsto_intros, simp, assumption)+
       
  5437 next
       
  5438   have *:"\<bar>e / d\<bar> > 0" "\<bar>d / e\<bar> >0" using assms using divide_pos_pos by auto
       
  5439   show ?cth unfolding homeomorphic_minimal
       
  5440     apply(rule_tac x="\<lambda>x. b + (e/d) *\<^sub>R (x - a)" in exI)
       
  5441     apply(rule_tac x="\<lambda>x. a + (d/e) *\<^sub>R (x - b)" in exI)
       
  5442     using assms apply (auto simp add: dist_commute)
       
  5443     unfolding dist_norm
       
  5444     apply (auto simp add: pos_divide_le_eq)
       
  5445     unfolding continuous_on
       
  5446     by (intro ballI tendsto_intros, simp, assumption)+
       
  5447 qed
       
  5448 
       
  5449 text{* "Isometry" (up to constant bounds) of injective linear map etc.           *}
       
  5450 
       
  5451 lemma cauchy_isometric:
       
  5452   fixes x :: "nat \<Rightarrow> real ^ 'n::finite"
       
  5453   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)"
       
  5454   shows "Cauchy x"
       
  5455 proof-
       
  5456   interpret f: bounded_linear f by fact
       
  5457   { fix d::real assume "d>0"
       
  5458     then obtain N where N:"\<forall>n\<ge>N. norm (f (x n) - f (x N)) < e * d"
       
  5459       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
       
  5460     { fix n assume "n\<ge>N"
       
  5461       hence "norm (f (x n - x N)) < e * d" using N[THEN spec[where x=n]] unfolding f.diff[THEN sym] by auto
       
  5462       moreover have "e * norm (x n - x N) \<le> norm (f (x n - x N))"
       
  5463 	using subspace_sub[OF s, of "x n" "x N"] using xs[THEN spec[where x=N]] and xs[THEN spec[where x=n]]
       
  5464 	using normf[THEN bspec[where x="x n - x N"]] by auto
       
  5465       ultimately have "norm (x n - x N) < d" using `e>0`
       
  5466 	using mult_left_less_imp_less[of e "norm (x n - x N)" d] by auto   }
       
  5467     hence "\<exists>N. \<forall>n\<ge>N. norm (x n - x N) < d" by auto }
       
  5468   thus ?thesis unfolding cauchy and dist_norm by auto
       
  5469 qed
       
  5470 
       
  5471 lemma complete_isometric_image:
       
  5472   fixes f :: "real ^ _ \<Rightarrow> real ^ _"
       
  5473   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"
       
  5474   shows "complete(f ` s)"
       
  5475 proof-
       
  5476   { fix g assume as:"\<forall>n::nat. g n \<in> f ` s" and cfg:"Cauchy g"
       
  5477     then obtain x where "\<forall>n. x n \<in> s \<and> g n = f (x n)" unfolding image_iff and Bex_def
       
  5478       using choice[of "\<lambda> n xa. xa \<in> s \<and> g n = f xa"] by auto
       
  5479     hence x:"\<forall>n. x n \<in> s"  "\<forall>n. g n = f (x n)" by auto
       
  5480     hence "f \<circ> x = g" unfolding expand_fun_eq by auto
       
  5481     then obtain l where "l\<in>s" and l:"(x ---> l) sequentially"
       
  5482       using cs[unfolded complete_def, THEN spec[where x="x"]]
       
  5483       using cauchy_isometric[OF `0<e` s f normf] and cfg and x(1) by auto
       
  5484     hence "\<exists>l\<in>f ` s. (g ---> l) sequentially"
       
  5485       using linear_continuous_at[OF f, unfolded continuous_at_sequentially, THEN spec[where x=x], of l]
       
  5486       unfolding `f \<circ> x = g` by auto  }
       
  5487   thus ?thesis unfolding complete_def by auto
       
  5488 qed
       
  5489 
       
  5490 lemma dist_0_norm:
       
  5491   fixes x :: "'a::real_normed_vector"
       
  5492   shows "dist 0 x = norm x"
       
  5493 unfolding dist_norm by simp
       
  5494 
       
  5495 lemma injective_imp_isometric: fixes f::"real^'m::finite \<Rightarrow> real^'n::finite"
       
  5496   assumes s:"closed s"  "subspace s"  and f:"bounded_linear f" "\<forall>x\<in>s. (f x = 0) \<longrightarrow> (x = 0)"
       
  5497   shows "\<exists>e>0. \<forall>x\<in>s. norm (f x) \<ge> e * norm(x)"
       
  5498 proof(cases "s \<subseteq> {0::real^'m}")
       
  5499   case True
       
  5500   { fix x assume "x \<in> s"
       
  5501     hence "x = 0" using True by auto
       
  5502     hence "norm x \<le> norm (f x)" by auto  }
       
  5503   thus ?thesis by(auto intro!: exI[where x=1])
       
  5504 next
       
  5505   interpret f: bounded_linear f by fact
       
  5506   case False
       
  5507   then obtain a where a:"a\<noteq>0" "a\<in>s" by auto
       
  5508   from False have "s \<noteq> {}" by auto
       
  5509   let ?S = "{f x| x. (x \<in> s \<and> norm x = norm a)}"
       
  5510   let ?S' = "{x::real^'m. x\<in>s \<and> norm x = norm a}"
       
  5511   let ?S'' = "{x::real^'m. norm x = norm a}"
       
  5512 
       
  5513   have "?S'' = frontier(cball 0 (norm a))" unfolding frontier_cball and dist_norm by (auto simp add: norm_minus_cancel)
       
  5514   hence "compact ?S''" using compact_frontier[OF compact_cball, of 0 "norm a"] by auto
       
  5515   moreover have "?S' = s \<inter> ?S''" by auto
       
  5516   ultimately have "compact ?S'" using closed_inter_compact[of s ?S''] using s(1) by auto
       
  5517   moreover have *:"f ` ?S' = ?S" by auto
       
  5518   ultimately have "compact ?S" using compact_continuous_image[OF linear_continuous_on[OF f(1)], of ?S'] by auto
       
  5519   hence "closed ?S" using compact_imp_closed by auto
       
  5520   moreover have "?S \<noteq> {}" using a by auto
       
  5521   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
       
  5522   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
       
  5523 
       
  5524   let ?e = "norm (f b) / norm b"
       
  5525   have "norm b > 0" using ba and a and norm_ge_zero by auto
       
  5526   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
       
  5527   ultimately have "0 < norm (f b) / norm b" by(simp only: divide_pos_pos)
       
  5528   moreover
       
  5529   { fix x assume "x\<in>s"
       
  5530     hence "norm (f b) / norm b * norm x \<le> norm (f x)"
       
  5531     proof(cases "x=0")
       
  5532       case True thus "norm (f b) / norm b * norm x \<le> norm (f x)" by auto
       
  5533     next
       
  5534       case False
       
  5535       hence *:"0 < norm a / norm x" using `a\<noteq>0` unfolding zero_less_norm_iff[THEN sym] by(simp only: divide_pos_pos)
       
  5536       have "\<forall>c. \<forall>x\<in>s. c *\<^sub>R x \<in> s" using s[unfolded subspace_def smult_conv_scaleR] by auto
       
  5537       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
       
  5538       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"]]
       
  5539 	unfolding f.scaleR and ba using `x\<noteq>0` `a\<noteq>0`
       
  5540 	by (auto simp add: real_mult_commute pos_le_divide_eq pos_divide_le_eq)
       
  5541     qed }
       
  5542   ultimately
       
  5543   show ?thesis by auto
       
  5544 qed
       
  5545 
       
  5546 lemma closed_injective_image_subspace:
       
  5547   fixes f :: "real ^ _ \<Rightarrow> real ^ _"
       
  5548   assumes "subspace s" "bounded_linear f" "\<forall>x\<in>s. f x = 0 --> x = 0" "closed s"
       
  5549   shows "closed(f ` s)"
       
  5550 proof-
       
  5551   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
       
  5552   show ?thesis using complete_isometric_image[OF `e>0` assms(1,2) e] and assms(4)
       
  5553     unfolding complete_eq_closed[THEN sym] by auto
       
  5554 qed
       
  5555 
       
  5556 subsection{* Some properties of a canonical subspace.                                  *}
       
  5557 
       
  5558 lemma subspace_substandard:
       
  5559  "subspace {x::real^'n. (\<forall>i. P i \<longrightarrow> x$i = 0)}"
       
  5560   unfolding subspace_def by(auto simp add: vector_add_component vector_smult_component elim!: ballE)
       
  5561 
       
  5562 lemma closed_substandard:
       
  5563  "closed {x::real^'n::finite. \<forall>i. P i --> x$i = 0}" (is "closed ?A")
       
  5564 proof-
       
  5565   let ?D = "{i. P i}"
       
  5566   let ?Bs = "{{x::real^'n. inner (basis i) x = 0}| i. i \<in> ?D}"
       
  5567   { fix x
       
  5568     { assume "x\<in>?A"
       
  5569       hence x:"\<forall>i\<in>?D. x $ i = 0" by auto
       
  5570       hence "x\<in> \<Inter> ?Bs" by(auto simp add: inner_basis x) }
       
  5571     moreover
       
  5572     { assume x:"x\<in>\<Inter>?Bs"
       
  5573       { fix i assume i:"i \<in> ?D"
       
  5574 	then obtain B where BB:"B \<in> ?Bs" and B:"B = {x::real^'n. inner (basis i) x = 0}" by auto
       
  5575 	hence "x $ i = 0" unfolding B using x unfolding inner_basis by auto  }
       
  5576       hence "x\<in>?A" by auto }
       
  5577     ultimately have "x\<in>?A \<longleftrightarrow> x\<in> \<Inter>?Bs" by auto }
       
  5578   hence "?A = \<Inter> ?Bs" by auto
       
  5579   thus ?thesis by(auto simp add: closed_Inter closed_hyperplane)
       
  5580 qed
       
  5581 
       
  5582 lemma dim_substandard:
       
  5583   shows "dim {x::real^'n::finite. \<forall>i. i \<notin> d \<longrightarrow> x$i = 0} = card d" (is "dim ?A = _")
       
  5584 proof-
       
  5585   let ?D = "UNIV::'n set"
       
  5586   let ?B = "(basis::'n\<Rightarrow>real^'n) ` d"
       
  5587 
       
  5588     let ?bas = "basis::'n \<Rightarrow> real^'n"
       
  5589 
       
  5590   have "?B \<subseteq> ?A" by auto
       
  5591 
       
  5592   moreover
       
  5593   { fix x::"real^'n" assume "x\<in>?A"
       
  5594     with finite[of d]
       
  5595     have "x\<in> span ?B"
       
  5596     proof(induct d arbitrary: x)
       
  5597       case empty hence "x=0" unfolding Cart_eq by auto
       
  5598       thus ?case using subspace_0[OF subspace_span[of "{}"]] by auto
       
  5599     next
       
  5600       case (insert k F)
       
  5601       hence *:"\<forall>i. i \<notin> insert k F \<longrightarrow> x $ i = 0" by auto
       
  5602       have **:"F \<subseteq> insert k F" by auto
       
  5603       def y \<equiv> "x - x$k *\<^sub>R basis k"
       
  5604       have y:"x = y + (x$k) *\<^sub>R basis k" unfolding y_def by auto
       
  5605       { fix i assume i':"i \<notin> F"
       
  5606 	hence "y $ i = 0" unfolding y_def unfolding vector_minus_component
       
  5607 	  and vector_smult_component and basis_component
       
  5608 	  using *[THEN spec[where x=i]] by auto }
       
  5609       hence "y \<in> span (basis ` (insert k F))" using insert(3)
       
  5610 	using span_mono[of "?bas ` F" "?bas ` (insert k F)"]
       
  5611 	using image_mono[OF **, of basis] by auto
       
  5612       moreover
       
  5613       have "basis k \<in> span (?bas ` (insert k F))" by(rule span_superset, auto)
       
  5614       hence "x$k *\<^sub>R basis k \<in> span (?bas ` (insert k F))"
       
  5615         using span_mul [where 'a=real, unfolded smult_conv_scaleR] by auto
       
  5616       ultimately
       
  5617       have "y + x$k *\<^sub>R basis k \<in> span (?bas ` (insert k F))"
       
  5618 	using span_add by auto
       
  5619       thus ?case using y by auto
       
  5620     qed
       
  5621   }
       
  5622   hence "?A \<subseteq> span ?B" by auto
       
  5623 
       
  5624   moreover
       
  5625   { fix x assume "x \<in> ?B"
       
  5626     hence "x\<in>{(basis i)::real^'n |i. i \<in> ?D}" using assms by auto  }
       
  5627   hence "independent ?B" using independent_mono[OF independent_stdbasis, of ?B] and assms by auto
       
  5628 
       
  5629   moreover
       
  5630   have "d \<subseteq> ?D" unfolding subset_eq using assms by auto
       
  5631   hence *:"inj_on (basis::'n\<Rightarrow>real^'n) d" using subset_inj_on[OF basis_inj, of "d"] by auto
       
  5632   have "?B hassize (card d)" unfolding hassize_def and card_image[OF *] by auto
       
  5633 
       
  5634   ultimately show ?thesis using dim_unique[of "basis ` d" ?A] by auto
       
  5635 qed
       
  5636 
       
  5637 text{* Hence closure and completeness of all subspaces.                          *}
       
  5638 
       
  5639 lemma closed_subspace_lemma: "n \<le> card (UNIV::'n::finite set) \<Longrightarrow> \<exists>A::'n set. card A = n"
       
  5640 apply (induct n)
       
  5641 apply (rule_tac x="{}" in exI, simp)
       
  5642 apply clarsimp
       
  5643 apply (subgoal_tac "\<exists>x. x \<notin> A")
       
  5644 apply (erule exE)
       
  5645 apply (rule_tac x="insert x A" in exI, simp)
       
  5646 apply (subgoal_tac "A \<noteq> UNIV", auto)
       
  5647 done
       
  5648 
       
  5649 lemma closed_subspace: fixes s::"(real^'n::finite) set"
       
  5650   assumes "subspace s" shows "closed s"
       
  5651 proof-
       
  5652   have "dim s \<le> card (UNIV :: 'n set)" using dim_subset_univ by auto
       
  5653   then obtain d::"'n set" where t: "card d = dim s"
       
  5654     using closed_subspace_lemma by auto
       
  5655   let ?t = "{x::real^'n. \<forall>i. i \<notin> d \<longrightarrow> x$i = 0}"
       
  5656   obtain f where f:"bounded_linear f"  "f ` ?t = s" "inj_on f ?t"
       
  5657     using subspace_isomorphism[unfolded linear_conv_bounded_linear, OF subspace_substandard[of "\<lambda>i. i \<notin> d"] assms]
       
  5658     using dim_substandard[of d] and t by auto
       
  5659   interpret f: bounded_linear f by fact
       
  5660   have "\<forall>x\<in>?t. f x = 0 \<longrightarrow> x = 0" using f.zero using f(3)[unfolded inj_on_def]
       
  5661     by(erule_tac x=0 in ballE) auto
       
  5662   moreover have "closed ?t" using closed_substandard .
       
  5663   moreover have "subspace ?t" using subspace_substandard .
       
  5664   ultimately show ?thesis using closed_injective_image_subspace[of ?t f]
       
  5665     unfolding f(2) using f(1) by auto
       
  5666 qed
       
  5667 
       
  5668 lemma complete_subspace:
       
  5669   fixes s :: "(real ^ _) set" shows "subspace s ==> complete s"
       
  5670   using complete_eq_closed closed_subspace
       
  5671   by auto
       
  5672 
       
  5673 lemma dim_closure:
       
  5674   fixes s :: "(real ^ _) set"
       
  5675   shows "dim(closure s) = dim s" (is "?dc = ?d")
       
  5676 proof-
       
  5677   have "?dc \<le> ?d" using closure_minimal[OF span_inc, of s]
       
  5678     using closed_subspace[OF subspace_span, of s]
       
  5679     using dim_subset[of "closure s" "span s"] unfolding dim_span by auto
       
  5680   thus ?thesis using dim_subset[OF closure_subset, of s] by auto
       
  5681 qed
       
  5682 
       
  5683 text{* Affine transformations of intervals.                                      *}
       
  5684 
       
  5685 lemma affinity_inverses:
       
  5686   assumes m0: "m \<noteq> (0::'a::field)"
       
  5687   shows "(\<lambda>x. m *s x + c) o (\<lambda>x. inverse(m) *s x + (-(inverse(m) *s c))) = id"
       
  5688   "(\<lambda>x. inverse(m) *s x + (-(inverse(m) *s c))) o (\<lambda>x. m *s x + c) = id"
       
  5689   using m0
       
  5690 apply (auto simp add: expand_fun_eq vector_add_ldistrib vector_smult_assoc)
       
  5691 by (simp add: vector_smult_lneg[symmetric] vector_smult_assoc vector_sneg_minus1[symmetric])
       
  5692 
       
  5693 lemma real_affinity_le:
       
  5694  "0 < (m::'a::ordered_field) ==> (m * x + c \<le> y \<longleftrightarrow> x \<le> inverse(m) * y + -(c / m))"
       
  5695   by (simp add: field_simps inverse_eq_divide)
       
  5696 
       
  5697 lemma real_le_affinity:
       
  5698  "0 < (m::'a::ordered_field) ==> (y \<le> m * x + c \<longleftrightarrow> inverse(m) * y + -(c / m) \<le> x)"
       
  5699   by (simp add: field_simps inverse_eq_divide)
       
  5700 
       
  5701 lemma real_affinity_lt:
       
  5702  "0 < (m::'a::ordered_field) ==> (m * x + c < y \<longleftrightarrow> x < inverse(m) * y + -(c / m))"
       
  5703   by (simp add: field_simps inverse_eq_divide)
       
  5704 
       
  5705 lemma real_lt_affinity:
       
  5706  "0 < (m::'a::ordered_field) ==> (y < m * x + c \<longleftrightarrow> inverse(m) * y + -(c / m) < x)"
       
  5707   by (simp add: field_simps inverse_eq_divide)
       
  5708 
       
  5709 lemma real_affinity_eq:
       
  5710  "(m::'a::ordered_field) \<noteq> 0 ==> (m * x + c = y \<longleftrightarrow> x = inverse(m) * y + -(c / m))"
       
  5711   by (simp add: field_simps inverse_eq_divide)
       
  5712 
       
  5713 lemma real_eq_affinity:
       
  5714  "(m::'a::ordered_field) \<noteq> 0 ==> (y = m * x + c  \<longleftrightarrow> inverse(m) * y + -(c / m) = x)"
       
  5715   by (simp add: field_simps inverse_eq_divide)
       
  5716 
       
  5717 lemma vector_affinity_eq:
       
  5718   assumes m0: "(m::'a::field) \<noteq> 0"
       
  5719   shows "m *s x + c = y \<longleftrightarrow> x = inverse m *s y + -(inverse m *s c)"
       
  5720 proof
       
  5721   assume h: "m *s x + c = y"
       
  5722   hence "m *s x = y - c" by (simp add: ring_simps)
       
  5723   hence "inverse m *s (m *s x) = inverse m *s (y - c)" by simp
       
  5724   then show "x = inverse m *s y + - (inverse m *s c)"
       
  5725     using m0 by (simp add: vector_smult_assoc vector_ssub_ldistrib)
       
  5726 next
       
  5727   assume h: "x = inverse m *s y + - (inverse m *s c)"
       
  5728   show "m *s x + c = y" unfolding h diff_minus[symmetric]
       
  5729     using m0 by (simp add: vector_smult_assoc vector_ssub_ldistrib)
       
  5730 qed
       
  5731 
       
  5732 lemma vector_eq_affinity:
       
  5733  "(m::'a::field) \<noteq> 0 ==> (y = m *s x + c \<longleftrightarrow> inverse(m) *s y + -(inverse(m) *s c) = x)"
       
  5734   using vector_affinity_eq[where m=m and x=x and y=y and c=c]
       
  5735   by metis
       
  5736 
       
  5737 lemma image_affinity_interval: fixes m::real
       
  5738   fixes a b c :: "real^'n::finite"
       
  5739   shows "(\<lambda>x. m *\<^sub>R x + c) ` {a .. b} =
       
  5740             (if {a .. b} = {} then {}
       
  5741             else (if 0 \<le> m then {m *\<^sub>R a + c .. m *\<^sub>R b + c}
       
  5742             else {m *\<^sub>R b + c .. m *\<^sub>R a + c}))"
       
  5743 proof(cases "m=0")
       
  5744   { fix x assume "x \<le> c" "c \<le> x"
       
  5745     hence "x=c" unfolding vector_less_eq_def and Cart_eq by (auto intro: order_antisym) }
       
  5746   moreover case True
       
  5747   moreover have "c \<in> {m *\<^sub>R a + c..m *\<^sub>R b + c}" unfolding True by(auto simp add: vector_less_eq_def)
       
  5748   ultimately show ?thesis by auto
       
  5749 next
       
  5750   case False
       
  5751   { fix y assume "a \<le> y" "y \<le> b" "m > 0"
       
  5752     hence "m *\<^sub>R a + c \<le> m *\<^sub>R y + c"  "m *\<^sub>R y + c \<le> m *\<^sub>R b + c"
       
  5753       unfolding vector_less_eq_def by(auto simp add: vector_smult_component vector_add_component)
       
  5754   } moreover
       
  5755   { fix y assume "a \<le> y" "y \<le> b" "m < 0"
       
  5756     hence "m *\<^sub>R b + c \<le> m *\<^sub>R y + c"  "m *\<^sub>R y + c \<le> m *\<^sub>R a + c"
       
  5757       unfolding vector_less_eq_def by(auto simp add: vector_smult_component vector_add_component mult_left_mono_neg elim!:ballE)
       
  5758   } moreover
       
  5759   { fix y assume "m > 0"  "m *\<^sub>R a + c \<le> y"  "y \<le> m *\<^sub>R b + c"
       
  5760     hence "y \<in> (\<lambda>x. m *\<^sub>R x + c) ` {a..b}"
       
  5761       unfolding image_iff Bex_def mem_interval vector_less_eq_def
       
  5762       apply(auto simp add: vector_smult_component vector_add_component vector_minus_component vector_smult_assoc pth_3[symmetric]
       
  5763 	intro!: exI[where x="(1 / m) *\<^sub>R (y - c)"])
       
  5764       by(auto simp add: pos_le_divide_eq pos_divide_le_eq real_mult_commute diff_le_iff)
       
  5765   } moreover
       
  5766   { fix y assume "m *\<^sub>R b + c \<le> y" "y \<le> m *\<^sub>R a + c" "m < 0"
       
  5767     hence "y \<in> (\<lambda>x. m *\<^sub>R x + c) ` {a..b}"
       
  5768       unfolding image_iff Bex_def mem_interval vector_less_eq_def
       
  5769       apply(auto simp add: vector_smult_component vector_add_component vector_minus_component vector_smult_assoc pth_3[symmetric]
       
  5770 	intro!: exI[where x="(1 / m) *\<^sub>R (y - c)"])
       
  5771       by(auto simp add: neg_le_divide_eq neg_divide_le_eq real_mult_commute diff_le_iff)
       
  5772   }
       
  5773   ultimately show ?thesis using False by auto
       
  5774 qed
       
  5775 
       
  5776 lemma image_smult_interval:"(\<lambda>x. m *\<^sub>R (x::real^'n::finite)) ` {a..b} =
       
  5777   (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})"
       
  5778   using image_affinity_interval[of m 0 a b] by auto
       
  5779 
       
  5780 subsection{* Banach fixed point theorem (not really topological...) *}
       
  5781 
       
  5782 lemma banach_fix:
       
  5783   assumes s:"complete s" "s \<noteq> {}" and c:"0 \<le> c" "c < 1" and f:"(f ` s) \<subseteq> s" and
       
  5784           lipschitz:"\<forall>x\<in>s. \<forall>y\<in>s. dist (f x) (f y) \<le> c * dist x y"
       
  5785   shows "\<exists>! x\<in>s. (f x = x)"
       
  5786 proof-
       
  5787   have "1 - c > 0" using c by auto
       
  5788 
       
  5789   from s(2) obtain z0 where "z0 \<in> s" by auto
       
  5790   def z \<equiv> "\<lambda>n. (f ^^ n) z0"
       
  5791   { fix n::nat
       
  5792     have "z n \<in> s" unfolding z_def
       
  5793     proof(induct n) case 0 thus ?case using `z0 \<in>s` by auto
       
  5794     next case Suc thus ?case using f by auto qed }
       
  5795   note z_in_s = this
       
  5796 
       
  5797   def d \<equiv> "dist (z 0) (z 1)"
       
  5798 
       
  5799   have fzn:"\<And>n. f (z n) = z (Suc n)" unfolding z_def by auto
       
  5800   { fix n::nat
       
  5801     have "dist (z n) (z (Suc n)) \<le> (c ^ n) * d"
       
  5802     proof(induct n)
       
  5803       case 0 thus ?case unfolding d_def by auto
       
  5804     next
       
  5805       case (Suc m)
       
  5806       hence "c * dist (z m) (z (Suc m)) \<le> c ^ Suc m * d"
       
  5807 	using `0 \<le> c` using mult_mono1_class.mult_mono1[of "dist (z m) (z (Suc m))" "c ^ m * d" c] by auto
       
  5808       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]
       
  5809 	unfolding fzn and mult_le_cancel_left by auto
       
  5810     qed
       
  5811   } note cf_z = this
       
  5812 
       
  5813   { fix n m::nat
       
  5814     have "(1 - c) * dist (z m) (z (m+n)) \<le> (c ^ m) * d * (1 - c ^ n)"
       
  5815     proof(induct n)
       
  5816       case 0 show ?case by auto
       
  5817     next
       
  5818       case (Suc k)
       
  5819       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))))"
       
  5820 	using dist_triangle and c by(auto simp add: dist_triangle)
       
  5821       also have "\<dots> \<le> (1 - c) * (dist (z m) (z (m + k)) + c ^ (m + k) * d)"
       
  5822 	using cf_z[of "m + k"] and c by auto
       
  5823       also have "\<dots> \<le> c ^ m * d * (1 - c ^ k) + (1 - c) * c ^ (m + k) * d"
       
  5824 	using Suc by (auto simp add: ring_simps)
       
  5825       also have "\<dots> = (c ^ m) * (d * (1 - c ^ k) + (1 - c) * c ^ k * d)"
       
  5826 	unfolding power_add by (auto simp add: ring_simps)
       
  5827       also have "\<dots> \<le> (c ^ m) * d * (1 - c ^ Suc k)"
       
  5828 	using c by (auto simp add: ring_simps)
       
  5829       finally show ?case by auto
       
  5830     qed
       
  5831   } note cf_z2 = this
       
  5832   { fix e::real assume "e>0"
       
  5833     hence "\<exists>N. \<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist (z m) (z n) < e"
       
  5834     proof(cases "d = 0")
       
  5835       case True
       
  5836       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`])
       
  5837       thus ?thesis using `e>0` by auto
       
  5838     next
       
  5839       case False hence "d>0" unfolding d_def using zero_le_dist[of "z 0" "z 1"]
       
  5840 	by (metis False d_def real_less_def)
       
  5841       hence "0 < e * (1 - c) / d" using `e>0` and `1-c>0`
       
  5842 	using divide_pos_pos[of "e * (1 - c)" d] and mult_pos_pos[of e "1 - c"] by auto
       
  5843       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
       
  5844       { fix m n::nat assume "m>n" and as:"m\<ge>N" "n\<ge>N"
       
  5845 	have *:"c ^ n \<le> c ^ N" using `n\<ge>N` and c using power_decreasing[OF `n\<ge>N`, of c] by auto
       
  5846 	have "1 - c ^ (m - n) > 0" using c and power_strict_mono[of c 1 "m - n"] using `m>n` by auto
       
  5847 	hence **:"d * (1 - c ^ (m - n)) / (1 - c) > 0"
       
  5848 	  using real_mult_order[OF `d>0`, of "1 - c ^ (m - n)"]
       
  5849 	  using divide_pos_pos[of "d * (1 - c ^ (m - n))" "1 - c"]
       
  5850 	  using `0 < 1 - c` by auto
       
  5851 
       
  5852 	have "dist (z m) (z n) \<le> c ^ n * d * (1 - c ^ (m - n)) / (1 - c)"
       
  5853 	  using cf_z2[of n "m - n"] and `m>n` unfolding pos_le_divide_eq[OF `1-c>0`]
       
  5854 	  by (auto simp add: real_mult_commute dist_commute)
       
  5855 	also have "\<dots> \<le> c ^ N * d * (1 - c ^ (m - n)) / (1 - c)"
       
  5856 	  using mult_right_mono[OF * order_less_imp_le[OF **]]
       
  5857 	  unfolding real_mult_assoc by auto
       
  5858 	also have "\<dots> < (e * (1 - c) / d) * d * (1 - c ^ (m - n)) / (1 - c)"
       
  5859 	  using mult_strict_right_mono[OF N **] unfolding real_mult_assoc by auto
       
  5860 	also have "\<dots> = e * (1 - c ^ (m - n))" using c and `d>0` and `1 - c > 0` by auto
       
  5861 	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
       
  5862 	finally have  "dist (z m) (z n) < e" by auto
       
  5863       } note * = this
       
  5864       { fix m n::nat assume as:"N\<le>m" "N\<le>n"
       
  5865 	hence "dist (z n) (z m) < e"
       
  5866 	proof(cases "n = m")
       
  5867 	  case True thus ?thesis using `e>0` by auto
       
  5868 	next
       
  5869 	  case False thus ?thesis using as and *[of n m] *[of m n] unfolding nat_neq_iff by (auto simp add: dist_commute)
       
  5870 	qed }
       
  5871       thus ?thesis by auto
       
  5872     qed
       
  5873   }
       
  5874   hence "Cauchy z" unfolding cauchy_def by auto
       
  5875   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
       
  5876 
       
  5877   def e \<equiv> "dist (f x) x"
       
  5878   have "e = 0" proof(rule ccontr)
       
  5879     assume "e \<noteq> 0" hence "e>0" unfolding e_def using zero_le_dist[of "f x" x]
       
  5880       by (metis dist_eq_0_iff dist_nz e_def)
       
  5881     then obtain N where N:"\<forall>n\<ge>N. dist (z n) x < e / 2"
       
  5882       using x[unfolded Lim_sequentially, THEN spec[where x="e/2"]] by auto
       
  5883     hence N':"dist (z N) x < e / 2" by auto
       
  5884 
       
  5885     have *:"c * dist (z N) x \<le> dist (z N) x" unfolding mult_le_cancel_right2
       
  5886       using zero_le_dist[of "z N" x] and c
       
  5887       by (metis dist_eq_0_iff dist_nz order_less_asym real_less_def)
       
  5888     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]]
       
  5889       using z_in_s[of N] `x\<in>s` using c by auto
       
  5890     also have "\<dots> < e / 2" using N' and c using * by auto
       
  5891     finally show False unfolding fzn
       
  5892       using N[THEN spec[where x="Suc N"]] and dist_triangle_half_r[of "z (Suc N)" "f x" e x]
       
  5893       unfolding e_def by auto
       
  5894   qed
       
  5895   hence "f x = x" unfolding e_def by auto
       
  5896   moreover
       
  5897   { fix y assume "f y = y" "y\<in>s"
       
  5898     hence "dist x y \<le> c * dist x y" using lipschitz[THEN bspec[where x=x], THEN bspec[where x=y]]
       
  5899       using `x\<in>s` and `f x = x` by auto
       
  5900     hence "dist x y = 0" unfolding mult_le_cancel_right1
       
  5901       using c and zero_le_dist[of x y] by auto
       
  5902     hence "y = x" by auto
       
  5903   }
       
  5904   ultimately show ?thesis unfolding Bex1_def using `x\<in>s` by blast+
       
  5905 qed
       
  5906 
       
  5907 subsection{* Edelstein fixed point theorem.                                            *}
       
  5908 
       
  5909 lemma edelstein_fix:
       
  5910   fixes s :: "'a::real_normed_vector set"
       
  5911   assumes s:"compact s" "s \<noteq> {}" and gs:"(g ` s) \<subseteq> s"
       
  5912       and dist:"\<forall>x\<in>s. \<forall>y\<in>s. x \<noteq> y \<longrightarrow> dist (g x) (g y) < dist x y"
       
  5913   shows "\<exists>! x\<in>s. g x = x"
       
  5914 proof(cases "\<exists>x\<in>s. g x \<noteq> x")
       
  5915   obtain x where "x\<in>s" using s(2) by auto
       
  5916   case False hence g:"\<forall>x\<in>s. g x = x" by auto
       
  5917   { fix y assume "y\<in>s"
       
  5918     hence "x = y" using `x\<in>s` and dist[THEN bspec[where x=x], THEN bspec[where x=y]]
       
  5919       unfolding g[THEN bspec[where x=x], OF `x\<in>s`]
       
  5920       unfolding g[THEN bspec[where x=y], OF `y\<in>s`] by auto  }
       
  5921   thus ?thesis unfolding Bex1_def using `x\<in>s` and g by blast+
       
  5922 next
       
  5923   case True
       
  5924   then obtain x where [simp]:"x\<in>s" and "g x \<noteq> x" by auto
       
  5925   { fix x y assume "x \<in> s" "y \<in> s"
       
  5926     hence "dist (g x) (g y) \<le> dist x y"
       
  5927       using dist[THEN bspec[where x=x], THEN bspec[where x=y]] by auto } note dist' = this
       
  5928   def y \<equiv> "g x"
       
  5929   have [simp]:"y\<in>s" unfolding y_def using gs[unfolded image_subset_iff] and `x\<in>s` by blast
       
  5930   def f \<equiv> "\<lambda>n. g ^^ n"
       
  5931   have [simp]:"\<And>n z. g (f n z) = f (Suc n) z" unfolding f_def by auto
       
  5932   have [simp]:"\<And>z. f 0 z = z" unfolding f_def by auto
       
  5933   { fix n::nat and z assume "z\<in>s"
       
  5934     have "f n z \<in> s" unfolding f_def
       
  5935     proof(induct n)
       
  5936       case 0 thus ?case using `z\<in>s` by simp
       
  5937     next
       
  5938       case (Suc n) thus ?case using gs[unfolded image_subset_iff] by auto
       
  5939     qed } note fs = this
       
  5940   { fix m n ::nat assume "m\<le>n"
       
  5941     fix w z assume "w\<in>s" "z\<in>s"
       
  5942     have "dist (f n w) (f n z) \<le> dist (f m w) (f m z)" using `m\<le>n`
       
  5943     proof(induct n)
       
  5944       case 0 thus ?case by auto
       
  5945     next
       
  5946       case (Suc n)
       
  5947       thus ?case proof(cases "m\<le>n")
       
  5948 	case True thus ?thesis using Suc(1)
       
  5949 	  using dist'[OF fs fs, OF `w\<in>s` `z\<in>s`, of n n] by auto
       
  5950       next
       
  5951 	case False hence mn:"m = Suc n" using Suc(2) by simp
       
  5952 	show ?thesis unfolding mn  by auto
       
  5953       qed
       
  5954     qed } note distf = this
       
  5955 
       
  5956   def h \<equiv> "\<lambda>n. (f n x, f n y)"
       
  5957   let ?s2 = "s \<times> s"
       
  5958   obtain l r where "l\<in>?s2" and r:"subseq r" and lr:"((h \<circ> r) ---> l) sequentially"
       
  5959     using compact_Times [OF s(1) s(1), unfolded compact_def, THEN spec[where x=h]] unfolding  h_def
       
  5960     using fs[OF `x\<in>s`] and fs[OF `y\<in>s`] by blast
       
  5961   def a \<equiv> "fst l" def b \<equiv> "snd l"
       
  5962   have lab:"l = (a, b)" unfolding a_def b_def by simp
       
  5963   have [simp]:"a\<in>s" "b\<in>s" unfolding a_def b_def using `l\<in>?s2` by auto
       
  5964 
       
  5965   have lima:"((fst \<circ> (h \<circ> r)) ---> a) sequentially"
       
  5966    and limb:"((snd \<circ> (h \<circ> r)) ---> b) sequentially"
       
  5967     using lr
       
  5968     unfolding o_def a_def b_def by (simp_all add: tendsto_intros)
       
  5969 
       
  5970   { fix n::nat
       
  5971     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
       
  5972     { fix x y :: 'a
       
  5973       have "dist (-x) (-y) = dist x y" unfolding dist_norm
       
  5974 	using norm_minus_cancel[of "x - y"] by (auto simp add: uminus_add_conv_diff) } note ** = this
       
  5975 
       
  5976     { assume as:"dist a b > dist (f n x) (f n y)"
       
  5977       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"
       
  5978 	and "\<forall>m\<ge>Nb. dist (f (r m) y) b < (dist a b - dist (f n x) (f n y)) / 2"
       
  5979 	using lima limb unfolding h_def Lim_sequentially by (fastsimp simp del: less_divide_eq_number_of1)
       
  5980       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)"
       
  5981 	apply(erule_tac x="Na+Nb+n" in allE)
       
  5982 	apply(erule_tac x="Na+Nb+n" in allE) apply simp
       
  5983 	using dist_triangle_add_half[of a "f (r (Na + Nb + n)) x" "dist a b - dist (f n x) (f n y)"
       
  5984           "-b"  "- f (r (Na + Nb + n)) y"]
       
  5985 	unfolding ** unfolding group_simps(12) by (auto simp add: dist_commute)
       
  5986       moreover
       
  5987       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)"
       
  5988 	using distf[of n "r (Na+Nb+n)", OF _ `x\<in>s` `y\<in>s`]
       
  5989 	using subseq_bigger[OF r, of "Na+Nb+n"]
       
  5990 	using *[of "f (r (Na + Nb + n)) x" "f (r (Na + Nb + n)) y" "f n x" "f n y"] by auto
       
  5991       ultimately have False by simp
       
  5992     }
       
  5993     hence "dist a b \<le> dist (f n x) (f n y)" by(rule ccontr)auto }
       
  5994   note ab_fn = this
       
  5995 
       
  5996   have [simp]:"a = b" proof(rule ccontr)
       
  5997     def e \<equiv> "dist a b - dist (g a) (g b)"
       
  5998     assume "a\<noteq>b" hence "e > 0" unfolding e_def using dist by fastsimp
       
  5999     hence "\<exists>n. dist (f n x) a < e/2 \<and> dist (f n y) b < e/2"
       
  6000       using lima limb unfolding Lim_sequentially
       
  6001       apply (auto elim!: allE[where x="e/2"]) apply(rule_tac x="r (max N Na)" in exI) unfolding h_def by fastsimp
       
  6002     then obtain n where n:"dist (f n x) a < e/2 \<and> dist (f n y) b < e/2" by auto
       
  6003     have "dist (f (Suc n) x) (g a) \<le> dist (f n x) a"
       
  6004       using dist[THEN bspec[where x="f n x"], THEN bspec[where x="a"]] and fs by auto
       
  6005     moreover have "dist (f (Suc n) y) (g b) \<le> dist (f n y) b"
       
  6006       using dist[THEN bspec[where x="f n y"], THEN bspec[where x="b"]] and fs by auto
       
  6007     ultimately have "dist (f (Suc n) x) (g a) + dist (f (Suc n) y) (g b) < e" using n by auto
       
  6008     thus False unfolding e_def using ab_fn[of "Suc n"] by norm
       
  6009   qed
       
  6010 
       
  6011   have [simp]:"\<And>n. f (Suc n) x = f n y" unfolding f_def y_def by(induct_tac n)auto
       
  6012   { fix x y assume "x\<in>s" "y\<in>s" moreover
       
  6013     fix e::real assume "e>0" ultimately
       
  6014     have "dist y x < e \<longrightarrow> dist (g y) (g x) < e" using dist by fastsimp }
       
  6015   hence "continuous_on s g" unfolding continuous_on_def by auto
       
  6016 
       
  6017   hence "((snd \<circ> h \<circ> r) ---> g a) sequentially" unfolding continuous_on_sequentially
       
  6018     apply (rule allE[where x="\<lambda>n. (fst \<circ> h \<circ> r) n"]) apply (erule ballE[where x=a])
       
  6019     using lima unfolding h_def o_def using fs[OF `x\<in>s`] by (auto simp add: y_def)
       
  6020   hence "g a = a" using Lim_unique[OF trivial_limit_sequentially limb, of "g a"]
       
  6021     unfolding `a=b` and o_assoc by auto
       
  6022   moreover
       
  6023   { fix x assume "x\<in>s" "g x = x" "x\<noteq>a"
       
  6024     hence "False" using dist[THEN bspec[where x=a], THEN bspec[where x=x]]
       
  6025       using `g a = a` and `a\<in>s` by auto  }
       
  6026   ultimately show "\<exists>!x\<in>s. g x = x" unfolding Bex1_def using `a\<in>s` by blast
       
  6027 qed
       
  6028 
       
  6029 end