5 Converted to Isar and polished by lcp |
5 Converted to Isar and polished by lcp |
6 Converted to setsum and polished yet more by TNN |
6 Converted to setsum and polished yet more by TNN |
7 Additional contributions by Jeremy Avigad |
7 Additional contributions by Jeremy Avigad |
8 *) |
8 *) |
9 |
9 |
10 header{*Finite Summation and Infinite Series*} |
10 header {* Finite Summation and Infinite Series *} |
11 |
11 |
12 theory Series |
12 theory Series |
13 imports Limits |
13 imports Limits |
14 begin |
14 begin |
15 |
15 |
|
16 (* TODO: MOVE *) |
|
17 lemma Suc_less_iff: "Suc n < m \<longleftrightarrow> (\<exists>m'. m = Suc m' \<and> n < m')" |
|
18 by (cases m) auto |
|
19 |
|
20 (* TODO: MOVE *) |
|
21 lemma norm_ratiotest_lemma: |
|
22 fixes x y :: "'a::real_normed_vector" |
|
23 shows "\<lbrakk>c \<le> 0; norm x \<le> c * norm y\<rbrakk> \<Longrightarrow> x = 0" |
|
24 apply (subgoal_tac "norm x \<le> 0", simp) |
|
25 apply (erule order_trans) |
|
26 apply (simp add: mult_le_0_iff) |
|
27 done |
|
28 |
|
29 (* TODO: MOVE *) |
|
30 lemma rabs_ratiotest_lemma: "[| c \<le> 0; abs x \<le> c * abs y |] ==> x = (0::real)" |
|
31 by (erule norm_ratiotest_lemma, simp) |
|
32 |
|
33 (* TODO: MOVE *) |
|
34 lemma le_Suc_ex: "(k::nat) \<le> l ==> (\<exists>n. l = k + n)" |
|
35 apply (drule le_imp_less_or_eq) |
|
36 apply (auto dest: less_imp_Suc_add) |
|
37 done |
|
38 |
|
39 (* MOVE *) |
|
40 lemma setsum_even_minus_one [simp]: "(\<Sum>i<2 * n. (-1) ^ Suc i) = (0::'a::ring_1)" |
|
41 by (induct "n") auto |
|
42 |
|
43 (* MOVE *) |
|
44 lemma setsum_nat_group: "(\<Sum>m<n::nat. setsum f {m * k ..< m*k + k}) = setsum f {..< n * k}" |
|
45 apply (subgoal_tac "k = 0 | 0 < k", auto) |
|
46 apply (induct "n") |
|
47 apply (simp_all add: setsum_add_nat_ivl add_commute atLeast0LessThan[symmetric]) |
|
48 done |
|
49 |
|
50 (* MOVE *) |
|
51 lemma norm_setsum: |
|
52 fixes f :: "'a \<Rightarrow> 'b::real_normed_vector" |
|
53 shows "norm (setsum f A) \<le> (\<Sum>i\<in>A. norm (f i))" |
|
54 apply (case_tac "finite A") |
|
55 apply (erule finite_induct) |
|
56 apply simp |
|
57 apply simp |
|
58 apply (erule order_trans [OF norm_triangle_ineq add_left_mono]) |
|
59 apply simp |
|
60 done |
|
61 |
|
62 (* MOVE *) |
|
63 lemma norm_bound_subset: |
|
64 fixes f :: "'a \<Rightarrow> 'b::real_normed_vector" |
|
65 assumes "finite s" "t \<subseteq> s" |
|
66 assumes le: "(\<And>x. x \<in> s \<Longrightarrow> norm(f x) \<le> g x)" |
|
67 shows "norm (setsum f t) \<le> setsum g s" |
|
68 proof - |
|
69 have "norm (setsum f t) \<le> (\<Sum>i\<in>t. norm (f i))" |
|
70 by (rule norm_setsum) |
|
71 also have "\<dots> \<le> (\<Sum>i\<in>t. g i)" |
|
72 using assms by (auto intro!: setsum_mono) |
|
73 also have "\<dots> \<le> setsum g s" |
|
74 using assms order.trans[OF norm_ge_zero le] |
|
75 by (auto intro!: setsum_mono3) |
|
76 finally show ?thesis . |
|
77 qed |
|
78 |
|
79 (* MOVE *) |
|
80 lemma (in linorder) lessThan_minus_lessThan [simp]: |
|
81 "{..< n} - {..< m} = {m ..< n}" |
|
82 by auto |
|
83 |
16 definition |
84 definition |
17 sums :: "(nat \<Rightarrow> 'a::{topological_space, comm_monoid_add}) \<Rightarrow> 'a \<Rightarrow> bool" |
85 sums :: "(nat \<Rightarrow> 'a::{topological_space, comm_monoid_add}) \<Rightarrow> 'a \<Rightarrow> bool" |
18 (infixr "sums" 80) where |
86 (infixr "sums" 80) |
19 "f sums s = (%n. setsum f {0..<n}) ----> s" |
87 where |
|
88 "f sums s \<longleftrightarrow> (\<lambda>n. \<Sum>i<n. f i) ----> s" |
|
89 |
|
90 definition summable :: "(nat \<Rightarrow> 'a::{topological_space, comm_monoid_add}) \<Rightarrow> bool" where |
|
91 "summable f \<longleftrightarrow> (\<exists>s. f sums s)" |
20 |
92 |
21 definition |
93 definition |
22 summable :: "(nat \<Rightarrow> 'a::{topological_space, comm_monoid_add}) \<Rightarrow> bool" where |
94 suminf :: "(nat \<Rightarrow> 'a::{topological_space, comm_monoid_add}) \<Rightarrow> 'a" |
23 "summable f = (\<exists>s. f sums s)" |
95 (binder "\<Sum>" 10) |
24 |
96 where |
25 definition |
97 "suminf f = (THE s. f sums s)" |
26 suminf :: "(nat \<Rightarrow> 'a::{topological_space, comm_monoid_add}) \<Rightarrow> 'a" where |
98 |
27 "suminf f = (THE s. f sums s)" |
99 lemma sums_subst[trans]: "f = g \<Longrightarrow> g sums z \<Longrightarrow> f sums z" |
28 |
|
29 notation suminf (binder "\<Sum>" 10) |
|
30 |
|
31 |
|
32 lemma [trans]: "f=g ==> g sums z ==> f sums z" |
|
33 by simp |
100 by simp |
34 |
101 |
35 lemma sumr_diff_mult_const: |
102 lemma sums_summable: "f sums l \<Longrightarrow> summable f" |
36 "setsum f {0..<n} - (real n*r) = setsum (%i. f i - r) {0..<n::nat}" |
|
37 by (simp add: setsum_subtractf real_of_nat_def) |
|
38 |
|
39 lemma real_setsum_nat_ivl_bounded: |
|
40 "(!!p. p < n \<Longrightarrow> f(p) \<le> K) |
|
41 \<Longrightarrow> setsum f {0..<n::nat} \<le> real n * K" |
|
42 using setsum_bounded[where A = "{0..<n}"] |
|
43 by (auto simp:real_of_nat_def) |
|
44 |
|
45 (* Generalize from real to some algebraic structure? *) |
|
46 lemma sumr_minus_one_realpow_zero [simp]: |
|
47 "(\<Sum>i=0..<2*n. (-1) ^ Suc i) = (0::real)" |
|
48 by (induct "n", auto) |
|
49 |
|
50 (* FIXME this is an awful lemma! *) |
|
51 lemma sumr_one_lb_realpow_zero [simp]: |
|
52 "(\<Sum>n=Suc 0..<n. f(n) * (0::real) ^ n) = 0" |
|
53 by (rule setsum_0', simp) |
|
54 |
|
55 lemma sumr_group: |
|
56 "(\<Sum>m=0..<n::nat. setsum f {m * k ..< m*k + k}) = setsum f {0 ..< n * k}" |
|
57 apply (subgoal_tac "k = 0 | 0 < k", auto) |
|
58 apply (induct "n") |
|
59 apply (simp_all add: setsum_add_nat_ivl add_commute) |
|
60 done |
|
61 |
|
62 lemma sumr_offset3: |
|
63 "setsum f {0::nat..<n+k} = (\<Sum>m=0..<n. f (m+k)) + setsum f {0..<k}" |
|
64 apply (subst setsum_shift_bounds_nat_ivl [symmetric]) |
|
65 apply (simp add: setsum_add_nat_ivl add_commute) |
|
66 done |
|
67 |
|
68 lemma sumr_offset: |
|
69 fixes f :: "nat \<Rightarrow> 'a::ab_group_add" |
|
70 shows "(\<Sum>m=0..<n. f(m+k)) = setsum f {0..<n+k} - setsum f {0..<k}" |
|
71 by (simp add: sumr_offset3) |
|
72 |
|
73 lemma sumr_offset2: |
|
74 "\<forall>f. (\<Sum>m=0..<n::nat. f(m+k)::real) = setsum f {0..<n+k} - setsum f {0..<k}" |
|
75 by (simp add: sumr_offset) |
|
76 |
|
77 lemma sumr_offset4: |
|
78 "\<forall>n f. setsum f {0::nat..<n+k} = (\<Sum>m=0..<n. f (m+k)::real) + setsum f {0..<k}" |
|
79 by (clarify, rule sumr_offset3) |
|
80 |
|
81 subsection{* Infinite Sums, by the Properties of Limits*} |
|
82 |
|
83 (*---------------------- |
|
84 suminf is the sum |
|
85 ---------------------*) |
|
86 lemma sums_summable: "f sums l ==> summable f" |
|
87 by (simp add: sums_def summable_def, blast) |
103 by (simp add: sums_def summable_def, blast) |
88 |
104 |
89 lemma summable_sums: |
105 lemma summable_iff_convergent: "summable f \<longleftrightarrow> convergent (\<lambda>n. \<Sum>i<n. f i)" |
90 fixes f :: "nat \<Rightarrow> 'a::{t2_space, comm_monoid_add}" |
106 by (simp add: summable_def sums_def convergent_def) |
91 assumes "summable f" |
107 |
92 shows "f sums (suminf f)" |
108 lemma suminf_eq_lim: "suminf f = lim (\<lambda>n. \<Sum>i<n. f i)" |
93 proof - |
|
94 from assms obtain s where s: "(\<lambda>n. setsum f {0..<n}) ----> s" |
|
95 unfolding summable_def sums_def [abs_def] .. |
|
96 then show ?thesis unfolding sums_def [abs_def] suminf_def |
|
97 by (rule theI, auto intro!: tendsto_unique[OF trivial_limit_sequentially]) |
|
98 qed |
|
99 |
|
100 lemma summable_sumr_LIMSEQ_suminf: |
|
101 fixes f :: "nat \<Rightarrow> 'a::{t2_space, comm_monoid_add}" |
|
102 shows "summable f \<Longrightarrow> (\<lambda>n. setsum f {0..<n}) ----> suminf f" |
|
103 by (rule summable_sums [unfolded sums_def]) |
|
104 |
|
105 lemma suminf_eq_lim: "suminf f = lim (%n. setsum f {0..<n})" |
|
106 by (simp add: suminf_def sums_def lim_def) |
109 by (simp add: suminf_def sums_def lim_def) |
107 |
110 |
108 (*------------------- |
|
109 sum is unique |
|
110 ------------------*) |
|
111 lemma sums_unique: |
|
112 fixes f :: "nat \<Rightarrow> 'a::{t2_space, comm_monoid_add}" |
|
113 shows "f sums s \<Longrightarrow> (s = suminf f)" |
|
114 apply (frule sums_summable[THEN summable_sums]) |
|
115 apply (auto intro!: tendsto_unique[OF trivial_limit_sequentially] simp add: sums_def) |
|
116 done |
|
117 |
|
118 lemma sums_iff: |
|
119 fixes f :: "nat \<Rightarrow> 'a::{t2_space, comm_monoid_add}" |
|
120 shows "f sums x \<longleftrightarrow> summable f \<and> (suminf f = x)" |
|
121 by (metis summable_sums sums_summable sums_unique) |
|
122 |
|
123 lemma sums_finite: |
111 lemma sums_finite: |
124 assumes [simp]: "finite N" |
112 assumes [simp]: "finite N" and f: "\<And>n. n \<notin> N \<Longrightarrow> f n = 0" |
125 assumes f: "\<And>n. n \<notin> N \<Longrightarrow> f n = 0" |
|
126 shows "f sums (\<Sum>n\<in>N. f n)" |
113 shows "f sums (\<Sum>n\<in>N. f n)" |
127 proof - |
114 proof - |
128 { fix n |
115 { fix n |
129 have "setsum f {..<n + Suc (Max N)} = setsum f N" |
116 have "setsum f {..<n + Suc (Max N)} = setsum f N" |
130 proof cases |
117 proof cases |
144 show ?thesis unfolding sums_def |
131 show ?thesis unfolding sums_def |
145 by (rule LIMSEQ_offset[of _ "Suc (Max N)"]) |
132 by (rule LIMSEQ_offset[of _ "Suc (Max N)"]) |
146 (simp add: eq atLeast0LessThan tendsto_const del: add_Suc_right) |
133 (simp add: eq atLeast0LessThan tendsto_const del: add_Suc_right) |
147 qed |
134 qed |
148 |
135 |
|
136 lemma sums_If_finite_set: "finite A \<Longrightarrow> (\<lambda>r. if r \<in> A then f r else 0) sums (\<Sum>r\<in>A. f r)" |
|
137 using sums_finite[of A "(\<lambda>r. if r \<in> A then f r else 0)"] by simp |
|
138 |
|
139 lemma sums_If_finite: "finite {r. P r} \<Longrightarrow> (\<lambda>r. if P r then f r else 0) sums (\<Sum>r | P r. f r)" |
|
140 using sums_If_finite_set[of "{r. P r}"] by simp |
|
141 |
|
142 lemma sums_single: "(\<lambda>r. if r = i then f r else 0) sums f i" |
|
143 using sums_If_finite[of "\<lambda>r. r = i"] by simp |
|
144 |
|
145 lemma series_zero: (* REMOVE *) |
|
146 "(\<And>m. n \<le> m \<Longrightarrow> f m = 0) \<Longrightarrow> f sums (\<Sum>i<n. f i)" |
|
147 by (rule sums_finite) auto |
|
148 |
|
149 lemma sums_zero[simp, intro]: "(\<lambda>n. 0) sums 0" |
|
150 unfolding sums_def by (simp add: tendsto_const) |
|
151 |
|
152 lemma summable_zero[simp, intro]: "summable (\<lambda>n. 0)" |
|
153 by (rule sums_zero [THEN sums_summable]) |
|
154 |
|
155 lemma sums_group: "f sums s \<Longrightarrow> 0 < k \<Longrightarrow> (\<lambda>n. setsum f {n * k ..< n * k + k}) sums s" |
|
156 apply (simp only: sums_def setsum_nat_group tendsto_def eventually_sequentially) |
|
157 apply safe |
|
158 apply (erule_tac x=S in allE) |
|
159 apply safe |
|
160 apply (rule_tac x="N" in exI, safe) |
|
161 apply (drule_tac x="n*k" in spec) |
|
162 apply (erule mp) |
|
163 apply (erule order_trans) |
|
164 apply simp |
|
165 done |
|
166 |
|
167 context |
|
168 fixes f :: "nat \<Rightarrow> 'a::{t2_space, comm_monoid_add}" |
|
169 begin |
|
170 |
|
171 lemma summable_sums[intro]: "summable f \<Longrightarrow> f sums (suminf f)" |
|
172 by (simp add: summable_def sums_def suminf_def) |
|
173 (metis convergent_LIMSEQ_iff convergent_def lim_def) |
|
174 |
|
175 lemma summable_LIMSEQ: "summable f \<Longrightarrow> (\<lambda>n. \<Sum>i<n. f i) ----> suminf f" |
|
176 by (rule summable_sums [unfolded sums_def]) |
|
177 |
|
178 lemma sums_unique: "f sums s \<Longrightarrow> s = suminf f" |
|
179 by (metis limI suminf_eq_lim sums_def) |
|
180 |
|
181 lemma sums_iff: "f sums x \<longleftrightarrow> summable f \<and> (suminf f = x)" |
|
182 by (metis summable_sums sums_summable sums_unique) |
|
183 |
149 lemma suminf_finite: |
184 lemma suminf_finite: |
150 fixes f :: "nat \<Rightarrow> 'a::{comm_monoid_add,t2_space}" |
|
151 assumes N: "finite N" and f: "\<And>n. n \<notin> N \<Longrightarrow> f n = 0" |
185 assumes N: "finite N" and f: "\<And>n. n \<notin> N \<Longrightarrow> f n = 0" |
152 shows "suminf f = (\<Sum>n\<in>N. f n)" |
186 shows "suminf f = (\<Sum>n\<in>N. f n)" |
153 using sums_finite[OF assms, THEN sums_unique] by simp |
187 using sums_finite[OF assms, THEN sums_unique] by simp |
154 |
188 |
155 lemma sums_If_finite_set: |
189 end |
156 "finite A \<Longrightarrow> (\<lambda>r. if r \<in> A then f r else 0 :: 'a::{comm_monoid_add,t2_space}) sums (\<Sum>r\<in>A. f r)" |
|
157 using sums_finite[of A "(\<lambda>r. if r \<in> A then f r else 0)"] by simp |
|
158 |
|
159 lemma sums_If_finite: |
|
160 "finite {r. P r} \<Longrightarrow> (\<lambda>r. if P r then f r else 0 :: 'a::{comm_monoid_add,t2_space}) sums (\<Sum>r | P r. f r)" |
|
161 using sums_If_finite_set[of "{r. P r}" f] by simp |
|
162 |
|
163 lemma sums_single: |
|
164 "(\<lambda>r. if r = i then f r else 0::'a::{comm_monoid_add,t2_space}) sums f i" |
|
165 using sums_If_finite[of "\<lambda>r. r = i" f] by simp |
|
166 |
|
167 lemma sums_split_initial_segment: |
|
168 fixes f :: "nat \<Rightarrow> 'a::real_normed_vector" |
|
169 shows "f sums s ==> (\<lambda>n. f(n + k)) sums (s - (SUM i = 0..< k. f i))" |
|
170 apply (unfold sums_def) |
|
171 apply (simp add: sumr_offset) |
|
172 apply (rule tendsto_diff [OF _ tendsto_const]) |
|
173 apply (rule LIMSEQ_ignore_initial_segment) |
|
174 apply assumption |
|
175 done |
|
176 |
|
177 lemma summable_ignore_initial_segment: |
|
178 fixes f :: "nat \<Rightarrow> 'a::real_normed_vector" |
|
179 shows "summable f ==> summable (%n. f(n + k))" |
|
180 apply (unfold summable_def) |
|
181 apply (auto intro: sums_split_initial_segment) |
|
182 done |
|
183 |
|
184 lemma suminf_minus_initial_segment: |
|
185 fixes f :: "nat \<Rightarrow> 'a::real_normed_vector" |
|
186 shows "summable f ==> |
|
187 suminf f = s ==> suminf (%n. f(n + k)) = s - (SUM i = 0..< k. f i)" |
|
188 apply (frule summable_ignore_initial_segment) |
|
189 apply (rule sums_unique [THEN sym]) |
|
190 apply (frule summable_sums) |
|
191 apply (rule sums_split_initial_segment) |
|
192 apply auto |
|
193 done |
|
194 |
|
195 lemma suminf_split_initial_segment: |
|
196 fixes f :: "nat \<Rightarrow> 'a::real_normed_vector" |
|
197 shows "summable f ==> |
|
198 suminf f = (SUM i = 0..< k. f i) + (\<Sum>n. f(n + k))" |
|
199 by (auto simp add: suminf_minus_initial_segment) |
|
200 |
|
201 lemma suminf_exist_split: fixes r :: real assumes "0 < r" and "summable a" |
|
202 shows "\<exists> N. \<forall> n \<ge> N. \<bar> \<Sum> i. a (i + n) \<bar> < r" |
|
203 proof - |
|
204 from LIMSEQ_D[OF summable_sumr_LIMSEQ_suminf[OF `summable a`] `0 < r`] |
|
205 obtain N :: nat where "\<forall> n \<ge> N. norm (setsum a {0..<n} - suminf a) < r" by auto |
|
206 thus ?thesis unfolding suminf_minus_initial_segment[OF `summable a` refl] abs_minus_commute real_norm_def |
|
207 by auto |
|
208 qed |
|
209 |
|
210 lemma sums_Suc: |
|
211 fixes f :: "nat \<Rightarrow> 'a::real_normed_vector" |
|
212 assumes sumSuc: "(\<lambda> n. f (Suc n)) sums l" shows "f sums (l + f 0)" |
|
213 proof - |
|
214 from sumSuc[unfolded sums_def] |
|
215 have "(\<lambda>i. \<Sum>n = Suc 0..<Suc i. f n) ----> l" unfolding setsum_reindex[OF inj_Suc] image_Suc_atLeastLessThan[symmetric] comp_def . |
|
216 from tendsto_add[OF this tendsto_const, where b="f 0"] |
|
217 have "(\<lambda>i. \<Sum>n = 0..<Suc i. f n) ----> l + f 0" unfolding add_commute setsum_head_upt_Suc[OF zero_less_Suc] . |
|
218 thus ?thesis unfolding sums_def by (rule LIMSEQ_imp_Suc) |
|
219 qed |
|
220 |
|
221 lemma series_zero: |
|
222 fixes f :: "nat \<Rightarrow> 'a::{t2_space, comm_monoid_add}" |
|
223 assumes "\<forall>m. n \<le> m \<longrightarrow> f m = 0" |
|
224 shows "f sums (setsum f {0..<n})" |
|
225 proof - |
|
226 { fix k :: nat have "setsum f {0..<k + n} = setsum f {0..<n}" |
|
227 using assms by (induct k) auto } |
|
228 note setsum_const = this |
|
229 show ?thesis |
|
230 unfolding sums_def |
|
231 apply (rule LIMSEQ_offset[of _ n]) |
|
232 unfolding setsum_const |
|
233 apply (rule tendsto_const) |
|
234 done |
|
235 qed |
|
236 |
|
237 lemma sums_zero[simp, intro]: "(\<lambda>n. 0) sums 0" |
|
238 unfolding sums_def by (simp add: tendsto_const) |
|
239 |
|
240 lemma summable_zero[simp, intro]: "summable (\<lambda>n. 0)" |
|
241 by (rule sums_zero [THEN sums_summable]) |
|
242 |
190 |
243 lemma suminf_zero[simp]: "suminf (\<lambda>n. 0::'a::{t2_space, comm_monoid_add}) = 0" |
191 lemma suminf_zero[simp]: "suminf (\<lambda>n. 0::'a::{t2_space, comm_monoid_add}) = 0" |
244 by (rule sums_zero [THEN sums_unique, symmetric]) |
192 by (rule sums_zero [THEN sums_unique, symmetric]) |
245 |
193 |
246 lemma (in bounded_linear) sums: |
194 context |
247 "(\<lambda>n. X n) sums a \<Longrightarrow> (\<lambda>n. f (X n)) sums (f a)" |
|
248 unfolding sums_def by (drule tendsto, simp only: setsum) |
|
249 |
|
250 lemma (in bounded_linear) summable: |
|
251 "summable (\<lambda>n. X n) \<Longrightarrow> summable (\<lambda>n. f (X n))" |
|
252 unfolding summable_def by (auto intro: sums) |
|
253 |
|
254 lemma (in bounded_linear) suminf: |
|
255 "summable (\<lambda>n. X n) \<Longrightarrow> f (\<Sum>n. X n) = (\<Sum>n. f (X n))" |
|
256 by (intro sums_unique sums summable_sums) |
|
257 |
|
258 lemmas sums_of_real = bounded_linear.sums [OF bounded_linear_of_real] |
|
259 lemmas summable_of_real = bounded_linear.summable [OF bounded_linear_of_real] |
|
260 lemmas suminf_of_real = bounded_linear.suminf [OF bounded_linear_of_real] |
|
261 |
|
262 lemma sums_mult: |
|
263 fixes c :: "'a::real_normed_algebra" |
|
264 shows "f sums a \<Longrightarrow> (\<lambda>n. c * f n) sums (c * a)" |
|
265 by (rule bounded_linear.sums [OF bounded_linear_mult_right]) |
|
266 |
|
267 lemma summable_mult: |
|
268 fixes c :: "'a::real_normed_algebra" |
|
269 shows "summable f \<Longrightarrow> summable (%n. c * f n)" |
|
270 by (rule bounded_linear.summable [OF bounded_linear_mult_right]) |
|
271 |
|
272 lemma suminf_mult: |
|
273 fixes c :: "'a::real_normed_algebra" |
|
274 shows "summable f \<Longrightarrow> suminf (\<lambda>n. c * f n) = c * suminf f" |
|
275 by (rule bounded_linear.suminf [OF bounded_linear_mult_right, symmetric]) |
|
276 |
|
277 lemma sums_mult2: |
|
278 fixes c :: "'a::real_normed_algebra" |
|
279 shows "f sums a \<Longrightarrow> (\<lambda>n. f n * c) sums (a * c)" |
|
280 by (rule bounded_linear.sums [OF bounded_linear_mult_left]) |
|
281 |
|
282 lemma summable_mult2: |
|
283 fixes c :: "'a::real_normed_algebra" |
|
284 shows "summable f \<Longrightarrow> summable (\<lambda>n. f n * c)" |
|
285 by (rule bounded_linear.summable [OF bounded_linear_mult_left]) |
|
286 |
|
287 lemma suminf_mult2: |
|
288 fixes c :: "'a::real_normed_algebra" |
|
289 shows "summable f \<Longrightarrow> suminf f * c = (\<Sum>n. f n * c)" |
|
290 by (rule bounded_linear.suminf [OF bounded_linear_mult_left]) |
|
291 |
|
292 lemma sums_divide: |
|
293 fixes c :: "'a::real_normed_field" |
|
294 shows "f sums a \<Longrightarrow> (\<lambda>n. f n / c) sums (a / c)" |
|
295 by (rule bounded_linear.sums [OF bounded_linear_divide]) |
|
296 |
|
297 lemma summable_divide: |
|
298 fixes c :: "'a::real_normed_field" |
|
299 shows "summable f \<Longrightarrow> summable (\<lambda>n. f n / c)" |
|
300 by (rule bounded_linear.summable [OF bounded_linear_divide]) |
|
301 |
|
302 lemma suminf_divide: |
|
303 fixes c :: "'a::real_normed_field" |
|
304 shows "summable f \<Longrightarrow> suminf (\<lambda>n. f n / c) = suminf f / c" |
|
305 by (rule bounded_linear.suminf [OF bounded_linear_divide, symmetric]) |
|
306 |
|
307 lemma sums_add: |
|
308 fixes a b :: "'a::real_normed_field" |
|
309 shows "\<lbrakk>X sums a; Y sums b\<rbrakk> \<Longrightarrow> (\<lambda>n. X n + Y n) sums (a + b)" |
|
310 unfolding sums_def by (simp add: setsum_addf tendsto_add) |
|
311 |
|
312 lemma summable_add: |
|
313 fixes X Y :: "nat \<Rightarrow> 'a::real_normed_field" |
|
314 shows "\<lbrakk>summable X; summable Y\<rbrakk> \<Longrightarrow> summable (\<lambda>n. X n + Y n)" |
|
315 unfolding summable_def by (auto intro: sums_add) |
|
316 |
|
317 lemma suminf_add: |
|
318 fixes X Y :: "nat \<Rightarrow> 'a::real_normed_field" |
|
319 shows "\<lbrakk>summable X; summable Y\<rbrakk> \<Longrightarrow> suminf X + suminf Y = (\<Sum>n. X n + Y n)" |
|
320 by (intro sums_unique sums_add summable_sums) |
|
321 |
|
322 lemma sums_diff: |
|
323 fixes X Y :: "nat \<Rightarrow> 'a::real_normed_field" |
|
324 shows "\<lbrakk>X sums a; Y sums b\<rbrakk> \<Longrightarrow> (\<lambda>n. X n - Y n) sums (a - b)" |
|
325 unfolding sums_def by (simp add: setsum_subtractf tendsto_diff) |
|
326 |
|
327 lemma summable_diff: |
|
328 fixes X Y :: "nat \<Rightarrow> 'a::real_normed_field" |
|
329 shows "\<lbrakk>summable X; summable Y\<rbrakk> \<Longrightarrow> summable (\<lambda>n. X n - Y n)" |
|
330 unfolding summable_def by (auto intro: sums_diff) |
|
331 |
|
332 lemma suminf_diff: |
|
333 fixes X Y :: "nat \<Rightarrow> 'a::real_normed_field" |
|
334 shows "\<lbrakk>summable X; summable Y\<rbrakk> \<Longrightarrow> suminf X - suminf Y = (\<Sum>n. X n - Y n)" |
|
335 by (intro sums_unique sums_diff summable_sums) |
|
336 |
|
337 lemma sums_minus: |
|
338 fixes X :: "nat \<Rightarrow> 'a::real_normed_field" |
|
339 shows "X sums a ==> (\<lambda>n. - X n) sums (- a)" |
|
340 unfolding sums_def by (simp add: setsum_negf tendsto_minus) |
|
341 |
|
342 lemma summable_minus: |
|
343 fixes X :: "nat \<Rightarrow> 'a::real_normed_field" |
|
344 shows "summable X \<Longrightarrow> summable (\<lambda>n. - X n)" |
|
345 unfolding summable_def by (auto intro: sums_minus) |
|
346 |
|
347 lemma suminf_minus: |
|
348 fixes X :: "nat \<Rightarrow> 'a::real_normed_field" |
|
349 shows "summable X \<Longrightarrow> (\<Sum>n. - X n) = - (\<Sum>n. X n)" |
|
350 by (intro sums_unique [symmetric] sums_minus summable_sums) |
|
351 |
|
352 lemma sums_group: |
|
353 fixes f :: "nat \<Rightarrow> 'a::real_normed_field" |
|
354 shows "\<lbrakk>f sums s; 0 < k\<rbrakk> \<Longrightarrow> (\<lambda>n. setsum f {n*k..<n*k+k}) sums s" |
|
355 apply (simp only: sums_def sumr_group) |
|
356 apply (unfold LIMSEQ_iff, safe) |
|
357 apply (drule_tac x="r" in spec, safe) |
|
358 apply (rule_tac x="no" in exI, safe) |
|
359 apply (drule_tac x="n*k" in spec) |
|
360 apply (erule mp) |
|
361 apply (erule order_trans) |
|
362 apply simp |
|
363 done |
|
364 |
|
365 text{*A summable series of positive terms has limit that is at least as |
|
366 great as any partial sum.*} |
|
367 |
|
368 lemma pos_summable: |
|
369 fixes f:: "nat \<Rightarrow> real" |
|
370 assumes pos: "\<And>n. 0 \<le> f n" and le: "\<And>n. setsum f {0..<n} \<le> x" |
|
371 shows "summable f" |
|
372 proof - |
|
373 have "convergent (\<lambda>n. setsum f {0..<n})" |
|
374 proof (rule Bseq_mono_convergent) |
|
375 show "Bseq (\<lambda>n. setsum f {0..<n})" |
|
376 by (intro BseqI'[of _ x]) (auto simp add: setsum_nonneg pos intro: le) |
|
377 next |
|
378 show "\<forall>m n. m \<le> n \<longrightarrow> setsum f {0..<m} \<le> setsum f {0..<n}" |
|
379 by (auto intro: setsum_mono2 pos) |
|
380 qed |
|
381 thus ?thesis |
|
382 by (force simp add: summable_def sums_def convergent_def) |
|
383 qed |
|
384 |
|
385 lemma series_pos_le: |
|
386 fixes f :: "nat \<Rightarrow> 'a::{ordered_comm_monoid_add, linorder_topology}" |
195 fixes f :: "nat \<Rightarrow> 'a::{ordered_comm_monoid_add, linorder_topology}" |
387 shows "\<lbrakk>summable f; \<forall>m\<ge>n. 0 \<le> f m\<rbrakk> \<Longrightarrow> setsum f {0..<n} \<le> suminf f" |
196 begin |
388 apply (drule summable_sums) |
197 |
389 apply (simp add: sums_def) |
198 lemma series_pos_le: "summable f \<Longrightarrow> \<forall>m\<ge>n. 0 \<le> f m \<Longrightarrow> setsum f {..<n} \<le> suminf f" |
390 apply (rule LIMSEQ_le_const) |
199 apply (rule LIMSEQ_le_const[OF summable_LIMSEQ]) |
391 apply assumption |
200 apply assumption |
392 apply (intro exI[of _ n]) |
201 apply (intro exI[of _ n]) |
393 apply (auto intro!: setsum_mono2) |
202 apply (auto intro!: setsum_mono2 simp: not_le[symmetric]) |
394 done |
203 done |
395 |
204 |
396 lemma series_pos_less: |
205 lemma suminf_eq_zero_iff: "summable f \<Longrightarrow> \<forall>n. 0 \<le> f n \<Longrightarrow> suminf f = 0 \<longleftrightarrow> (\<forall>n. f n = 0)" |
397 fixes f :: "nat \<Rightarrow> 'a::{ordered_ab_semigroup_add_imp_le, ordered_comm_monoid_add, linorder_topology}" |
|
398 shows "\<lbrakk>summable f; \<forall>m\<ge>n. 0 < f m\<rbrakk> \<Longrightarrow> setsum f {0..<n} < suminf f" |
|
399 apply (rule_tac y="setsum f {0..<Suc n}" in order_less_le_trans) |
|
400 using add_less_cancel_left [of "setsum f {0..<n}" 0 "f n"] |
|
401 apply simp |
|
402 apply (erule series_pos_le) |
|
403 apply (simp add: order_less_imp_le) |
|
404 done |
|
405 |
|
406 lemma suminf_eq_zero_iff: |
|
407 fixes f :: "nat \<Rightarrow> 'a::{ordered_comm_monoid_add, linorder_topology}" |
|
408 shows "\<lbrakk>summable f; \<forall>n. 0 \<le> f n\<rbrakk> \<Longrightarrow> suminf f = 0 \<longleftrightarrow> (\<forall>n. f n = 0)" |
|
409 proof |
206 proof |
410 assume "summable f" "suminf f = 0" and pos: "\<forall>n. 0 \<le> f n" |
207 assume "summable f" "suminf f = 0" and pos: "\<forall>n. 0 \<le> f n" |
411 then have "f sums 0" |
208 then have "f sums 0" |
412 by (simp add: sums_iff) |
209 by (simp add: sums_iff) |
413 then have f: "(\<lambda>n. \<Sum>i<n. f i) ----> 0" |
210 then have f: "(\<lambda>n. \<Sum>i<n. f i) ----> 0" |
417 fix i show "\<exists>N. \<forall>n\<ge>N. (\<Sum>n\<in>{i}. f n) \<le> setsum f {..<n}" |
214 fix i show "\<exists>N. \<forall>n\<ge>N. (\<Sum>n\<in>{i}. f n) \<le> setsum f {..<n}" |
418 using pos by (intro exI[of _ "Suc i"] allI impI setsum_mono2) auto |
215 using pos by (intro exI[of _ "Suc i"] allI impI setsum_mono2) auto |
419 qed |
216 qed |
420 with pos show "\<forall>n. f n = 0" |
217 with pos show "\<forall>n. f n = 0" |
421 by (auto intro!: antisym) |
218 by (auto intro!: antisym) |
422 next |
219 qed (metis suminf_zero fun_eq_iff) |
423 assume "\<forall>n. f n = 0" |
220 |
424 then have "f = (\<lambda>n. 0)" |
221 lemma suminf_gt_zero_iff: "summable f \<Longrightarrow> \<forall>n. 0 \<le> f n \<Longrightarrow> 0 < suminf f \<longleftrightarrow> (\<exists>i. 0 < f i)" |
425 by auto |
222 using series_pos_le[of 0] suminf_eq_zero_iff by (simp add: less_le) |
426 then show "suminf f = 0" |
223 |
427 by simp |
224 lemma suminf_gt_zero: "summable f \<Longrightarrow> \<forall>n. 0 < f n \<Longrightarrow> 0 < suminf f" |
428 qed |
225 using suminf_gt_zero_iff by (simp add: less_imp_le) |
429 |
226 |
430 lemma suminf_gt_zero_iff: |
227 lemma suminf_ge_zero: "summable f \<Longrightarrow> \<forall>n. 0 \<le> f n \<Longrightarrow> 0 \<le> suminf f" |
431 fixes f :: "nat \<Rightarrow> 'a::{ordered_comm_monoid_add, linorder_topology}" |
228 by (drule_tac n="0" in series_pos_le) simp_all |
432 shows "\<lbrakk>summable f; \<forall>n. 0 \<le> f n\<rbrakk> \<Longrightarrow> 0 < suminf f \<longleftrightarrow> (\<exists>i. 0 < f i)" |
229 |
433 using series_pos_le[of f 0] suminf_eq_zero_iff[of f] |
230 lemma suminf_le: "summable f \<Longrightarrow> (\<And>n. setsum f {..<n} \<le> x) \<Longrightarrow> suminf f \<le> x" |
434 by (simp add: less_le) |
231 by (metis LIMSEQ_le_const2 summable_LIMSEQ) |
435 |
232 |
436 lemma suminf_gt_zero: |
233 lemma summable_le: "\<lbrakk>\<forall>n. f n \<le> g n; summable f; summable g\<rbrakk> \<Longrightarrow> suminf f \<le> suminf g" |
437 fixes f :: "nat \<Rightarrow> 'a::{ordered_comm_monoid_add, linorder_topology}" |
234 by (rule LIMSEQ_le) (auto intro: setsum_mono summable_LIMSEQ) |
438 shows "\<lbrakk>summable f; \<forall>n. 0 < f n\<rbrakk> \<Longrightarrow> 0 < suminf f" |
235 |
439 using suminf_gt_zero_iff[of f] by (simp add: less_imp_le) |
236 end |
440 |
237 |
441 lemma suminf_ge_zero: |
238 lemma series_pos_less: |
442 fixes f :: "nat \<Rightarrow> 'a::{ordered_comm_monoid_add, linorder_topology}" |
239 fixes f :: "nat \<Rightarrow> 'a::{ordered_ab_semigroup_add_imp_le, ordered_comm_monoid_add, linorder_topology}" |
443 shows "\<lbrakk>summable f; \<forall>n. 0 \<le> f n\<rbrakk> \<Longrightarrow> 0 \<le> suminf f" |
240 shows "\<lbrakk>summable f; \<forall>m\<ge>n. 0 < f m\<rbrakk> \<Longrightarrow> setsum f {..<n} < suminf f" |
444 by (drule_tac n="0" in series_pos_le, simp_all) |
241 apply simp |
445 |
242 apply (rule_tac y="setsum f {..<Suc n}" in order_less_le_trans) |
446 lemma sumr_pos_lt_pair: |
243 using add_less_cancel_left [of "setsum f {..<n}" 0 "f n"] |
447 fixes f :: "nat \<Rightarrow> real" |
244 apply simp |
448 shows "\<lbrakk>summable f; |
245 apply (erule series_pos_le) |
449 \<And>d. 0 < f (k + (Suc(Suc 0) * d)) + f (k + ((Suc(Suc 0) * d) + 1))\<rbrakk> |
246 apply (simp add: order_less_imp_le) |
450 \<Longrightarrow> setsum f {0..<k} < suminf f" |
247 done |
451 unfolding One_nat_def |
248 |
452 apply (subst suminf_split_initial_segment [where k="k"]) |
249 lemma sums_Suc_iff: |
453 apply assumption |
250 fixes f :: "nat \<Rightarrow> 'a::real_normed_vector" |
454 apply simp |
251 shows "(\<lambda>n. f (Suc n)) sums s \<longleftrightarrow> f sums (s + f 0)" |
455 apply (drule_tac k="k" in summable_ignore_initial_segment) |
252 proof - |
456 apply (drule_tac k="Suc (Suc 0)" in sums_group [OF summable_sums], simp) |
253 have "f sums (s + f 0) \<longleftrightarrow> (\<lambda>i. \<Sum>j<Suc i. f j) ----> s + f 0" |
457 apply simp |
254 by (subst LIMSEQ_Suc_iff) (simp add: sums_def) |
458 apply (frule sums_unique) |
255 also have "\<dots> \<longleftrightarrow> (\<lambda>i. (\<Sum>j<i. f (Suc j)) + f 0) ----> s + f 0" |
459 apply (drule sums_summable) |
256 by (simp add: ac_simps setsum_reindex image_iff lessThan_Suc_eq_insert_0) |
460 apply simp |
257 also have "\<dots> \<longleftrightarrow> (\<lambda>n. f (Suc n)) sums s" |
461 apply (erule suminf_gt_zero) |
258 proof |
462 apply (simp add: add_ac) |
259 assume "(\<lambda>i. (\<Sum>j<i. f (Suc j)) + f 0) ----> s + f 0" |
463 done |
260 with tendsto_add[OF this tendsto_const, of "- f 0"] |
|
261 show "(\<lambda>i. f (Suc i)) sums s" |
|
262 by (simp add: sums_def) |
|
263 qed (auto intro: tendsto_add tendsto_const simp: sums_def) |
|
264 finally show ?thesis .. |
|
265 qed |
|
266 |
|
267 context |
|
268 fixes f :: "nat \<Rightarrow> 'a::real_normed_vector" |
|
269 begin |
|
270 |
|
271 lemma sums_add: "f sums a \<Longrightarrow> g sums b \<Longrightarrow> (\<lambda>n. f n + g n) sums (a + b)" |
|
272 unfolding sums_def by (simp add: setsum_addf tendsto_add) |
|
273 |
|
274 lemma summable_add: "summable f \<Longrightarrow> summable g \<Longrightarrow> summable (\<lambda>n. f n + g n)" |
|
275 unfolding summable_def by (auto intro: sums_add) |
|
276 |
|
277 lemma suminf_add: "summable f \<Longrightarrow> summable g \<Longrightarrow> suminf f + suminf g = (\<Sum>n. f n + g n)" |
|
278 by (intro sums_unique sums_add summable_sums) |
|
279 |
|
280 lemma sums_diff: "f sums a \<Longrightarrow> g sums b \<Longrightarrow> (\<lambda>n. f n - g n) sums (a - b)" |
|
281 unfolding sums_def by (simp add: setsum_subtractf tendsto_diff) |
|
282 |
|
283 lemma summable_diff: "summable f \<Longrightarrow> summable g \<Longrightarrow> summable (\<lambda>n. f n - g n)" |
|
284 unfolding summable_def by (auto intro: sums_diff) |
|
285 |
|
286 lemma suminf_diff: "summable f \<Longrightarrow> summable g \<Longrightarrow> suminf f - suminf g = (\<Sum>n. f n - g n)" |
|
287 by (intro sums_unique sums_diff summable_sums) |
|
288 |
|
289 lemma sums_minus: "f sums a \<Longrightarrow> (\<lambda>n. - f n) sums (- a)" |
|
290 unfolding sums_def by (simp add: setsum_negf tendsto_minus) |
|
291 |
|
292 lemma summable_minus: "summable f \<Longrightarrow> summable (\<lambda>n. - f n)" |
|
293 unfolding summable_def by (auto intro: sums_minus) |
|
294 |
|
295 lemma suminf_minus: "summable f \<Longrightarrow> (\<Sum>n. - f n) = - (\<Sum>n. f n)" |
|
296 by (intro sums_unique [symmetric] sums_minus summable_sums) |
|
297 |
|
298 lemma sums_Suc: "(\<lambda> n. f (Suc n)) sums l \<Longrightarrow> f sums (l + f 0)" |
|
299 by (simp add: sums_Suc_iff) |
|
300 |
|
301 lemma sums_iff_shift: "(\<lambda>i. f (i + n)) sums s \<longleftrightarrow> f sums (s + (\<Sum>i<n. f i))" |
|
302 proof (induct n arbitrary: s) |
|
303 case (Suc n) |
|
304 moreover have "(\<lambda>i. f (Suc i + n)) sums s \<longleftrightarrow> (\<lambda>i. f (i + n)) sums (s + f n)" |
|
305 by (subst sums_Suc_iff) simp |
|
306 ultimately show ?case |
|
307 by (simp add: ac_simps) |
|
308 qed simp |
|
309 |
|
310 lemma summable_iff_shift: "summable (\<lambda>n. f (n + k)) \<longleftrightarrow> summable f" |
|
311 by (metis diff_add_cancel summable_def sums_iff_shift[abs_def]) |
|
312 |
|
313 lemma sums_split_initial_segment: "f sums s \<Longrightarrow> (\<lambda>i. f (i + n)) sums (s - (\<Sum>i<n. f i))" |
|
314 by (simp add: sums_iff_shift) |
|
315 |
|
316 lemma summable_ignore_initial_segment: "summable f \<Longrightarrow> summable (\<lambda>n. f(n + k))" |
|
317 by (simp add: summable_iff_shift) |
|
318 |
|
319 lemma suminf_minus_initial_segment: "summable f \<Longrightarrow> (\<Sum>n. f (n + k)) = (\<Sum>n. f n) - (\<Sum>i<k. f i)" |
|
320 by (rule sums_unique[symmetric]) (auto simp: sums_iff_shift) |
|
321 |
|
322 lemma suminf_split_initial_segment: "summable f \<Longrightarrow> suminf f = (\<Sum>n. f(n + k)) + (\<Sum>i<k. f i)" |
|
323 by (auto simp add: suminf_minus_initial_segment) |
|
324 |
|
325 lemma suminf_exist_split: |
|
326 fixes r :: real assumes "0 < r" and "summable f" |
|
327 shows "\<exists>N. \<forall>n\<ge>N. norm (\<Sum>i. f (i + n)) < r" |
|
328 proof - |
|
329 from LIMSEQ_D[OF summable_LIMSEQ[OF `summable f`] `0 < r`] |
|
330 obtain N :: nat where "\<forall> n \<ge> N. norm (setsum f {..<n} - suminf f) < r" by auto |
|
331 thus ?thesis |
|
332 by (auto simp: norm_minus_commute suminf_minus_initial_segment[OF `summable f`]) |
|
333 qed |
|
334 |
|
335 lemma summable_LIMSEQ_zero: "summable f \<Longrightarrow> f ----> 0" |
|
336 apply (drule summable_iff_convergent [THEN iffD1]) |
|
337 apply (drule convergent_Cauchy) |
|
338 apply (simp only: Cauchy_iff LIMSEQ_iff, safe) |
|
339 apply (drule_tac x="r" in spec, safe) |
|
340 apply (rule_tac x="M" in exI, safe) |
|
341 apply (drule_tac x="Suc n" in spec, simp) |
|
342 apply (drule_tac x="n" in spec, simp) |
|
343 done |
|
344 |
|
345 end |
|
346 |
|
347 lemma (in bounded_linear) sums: "(\<lambda>n. X n) sums a \<Longrightarrow> (\<lambda>n. f (X n)) sums (f a)" |
|
348 unfolding sums_def by (drule tendsto, simp only: setsum) |
|
349 |
|
350 lemma (in bounded_linear) summable: "summable (\<lambda>n. X n) \<Longrightarrow> summable (\<lambda>n. f (X n))" |
|
351 unfolding summable_def by (auto intro: sums) |
|
352 |
|
353 lemma (in bounded_linear) suminf: "summable (\<lambda>n. X n) \<Longrightarrow> f (\<Sum>n. X n) = (\<Sum>n. f (X n))" |
|
354 by (intro sums_unique sums summable_sums) |
|
355 |
|
356 lemmas sums_of_real = bounded_linear.sums [OF bounded_linear_of_real] |
|
357 lemmas summable_of_real = bounded_linear.summable [OF bounded_linear_of_real] |
|
358 lemmas suminf_of_real = bounded_linear.suminf [OF bounded_linear_of_real] |
|
359 |
|
360 context |
|
361 fixes f :: "nat \<Rightarrow> 'a::real_normed_algebra" |
|
362 begin |
|
363 |
|
364 lemma sums_mult: "f sums a \<Longrightarrow> (\<lambda>n. c * f n) sums (c * a)" |
|
365 by (rule bounded_linear.sums [OF bounded_linear_mult_right]) |
|
366 |
|
367 lemma summable_mult: "summable f \<Longrightarrow> summable (\<lambda>n. c * f n)" |
|
368 by (rule bounded_linear.summable [OF bounded_linear_mult_right]) |
|
369 |
|
370 lemma suminf_mult: "summable f \<Longrightarrow> suminf (\<lambda>n. c * f n) = c * suminf f" |
|
371 by (rule bounded_linear.suminf [OF bounded_linear_mult_right, symmetric]) |
|
372 |
|
373 lemma sums_mult2: "f sums a \<Longrightarrow> (\<lambda>n. f n * c) sums (a * c)" |
|
374 by (rule bounded_linear.sums [OF bounded_linear_mult_left]) |
|
375 |
|
376 lemma summable_mult2: "summable f \<Longrightarrow> summable (\<lambda>n. f n * c)" |
|
377 by (rule bounded_linear.summable [OF bounded_linear_mult_left]) |
|
378 |
|
379 lemma suminf_mult2: "summable f \<Longrightarrow> suminf f * c = (\<Sum>n. f n * c)" |
|
380 by (rule bounded_linear.suminf [OF bounded_linear_mult_left]) |
|
381 |
|
382 end |
|
383 |
|
384 context |
|
385 fixes c :: "'a::real_normed_field" |
|
386 begin |
|
387 |
|
388 lemma sums_divide: "f sums a \<Longrightarrow> (\<lambda>n. f n / c) sums (a / c)" |
|
389 by (rule bounded_linear.sums [OF bounded_linear_divide]) |
|
390 |
|
391 lemma summable_divide: "summable f \<Longrightarrow> summable (\<lambda>n. f n / c)" |
|
392 by (rule bounded_linear.summable [OF bounded_linear_divide]) |
|
393 |
|
394 lemma suminf_divide: "summable f \<Longrightarrow> suminf (\<lambda>n. f n / c) = suminf f / c" |
|
395 by (rule bounded_linear.suminf [OF bounded_linear_divide, symmetric]) |
464 |
396 |
465 text{*Sum of a geometric progression.*} |
397 text{*Sum of a geometric progression.*} |
466 |
398 |
467 lemmas sumr_geometric = geometric_sum [where 'a = real] |
399 lemma geometric_sums: "norm c < 1 \<Longrightarrow> (\<lambda>n. c^n) sums (1 / (1 - c))" |
468 |
400 proof - |
469 lemma geometric_sums: |
401 assume less_1: "norm c < 1" |
470 fixes x :: "'a::{real_normed_field}" |
402 hence neq_1: "c \<noteq> 1" by auto |
471 shows "norm x < 1 \<Longrightarrow> (\<lambda>n. x ^ n) sums (1 / (1 - x))" |
403 hence neq_0: "c - 1 \<noteq> 0" by simp |
472 proof - |
404 from less_1 have lim_0: "(\<lambda>n. c^n) ----> 0" |
473 assume less_1: "norm x < 1" |
|
474 hence neq_1: "x \<noteq> 1" by auto |
|
475 hence neq_0: "x - 1 \<noteq> 0" by simp |
|
476 from less_1 have lim_0: "(\<lambda>n. x ^ n) ----> 0" |
|
477 by (rule LIMSEQ_power_zero) |
405 by (rule LIMSEQ_power_zero) |
478 hence "(\<lambda>n. x ^ n / (x - 1) - 1 / (x - 1)) ----> 0 / (x - 1) - 1 / (x - 1)" |
406 hence "(\<lambda>n. c ^ n / (c - 1) - 1 / (c - 1)) ----> 0 / (c - 1) - 1 / (c - 1)" |
479 using neq_0 by (intro tendsto_intros) |
407 using neq_0 by (intro tendsto_intros) |
480 hence "(\<lambda>n. (x ^ n - 1) / (x - 1)) ----> 1 / (1 - x)" |
408 hence "(\<lambda>n. (c ^ n - 1) / (c - 1)) ----> 1 / (1 - c)" |
481 by (simp add: nonzero_minus_divide_right [OF neq_0] diff_divide_distrib) |
409 by (simp add: nonzero_minus_divide_right [OF neq_0] diff_divide_distrib) |
482 thus "(\<lambda>n. x ^ n) sums (1 / (1 - x))" |
410 thus "(\<lambda>n. c ^ n) sums (1 / (1 - c))" |
483 by (simp add: sums_def geometric_sum neq_1) |
411 by (simp add: sums_def geometric_sum neq_1) |
484 qed |
412 qed |
485 |
413 |
486 lemma summable_geometric: |
414 lemma summable_geometric: "norm c < 1 \<Longrightarrow> summable (\<lambda>n. c^n)" |
487 fixes x :: "'a::{real_normed_field}" |
415 by (rule geometric_sums [THEN sums_summable]) |
488 shows "norm x < 1 \<Longrightarrow> summable (\<lambda>n. x ^ n)" |
416 |
489 by (rule geometric_sums [THEN sums_summable]) |
417 lemma suminf_geometric: "norm c < 1 \<Longrightarrow> suminf (\<lambda>n. c^n) = 1 / (1 - c)" |
490 |
418 by (rule sums_unique[symmetric]) (rule geometric_sums) |
491 lemma half: "0 < 1 / (2::'a::linordered_field)" |
419 |
492 by simp |
420 end |
493 |
421 |
494 lemma power_half_series: "(\<lambda>n. (1/2::real)^Suc n) sums 1" |
422 lemma power_half_series: "(\<lambda>n. (1/2::real)^Suc n) sums 1" |
495 proof - |
423 proof - |
496 have 2: "(\<lambda>n. (1/2::real)^n) sums 2" using geometric_sums [of "1/2::real"] |
424 have 2: "(\<lambda>n. (1/2::real)^n) sums 2" using geometric_sums [of "1/2::real"] |
497 by auto |
425 by auto |
501 by simp |
429 by simp |
502 qed |
430 qed |
503 |
431 |
504 text{*Cauchy-type criterion for convergence of series (c.f. Harrison)*} |
432 text{*Cauchy-type criterion for convergence of series (c.f. Harrison)*} |
505 |
433 |
506 lemma summable_convergent_sumr_iff: |
|
507 "summable f = convergent (%n. setsum f {0..<n})" |
|
508 by (simp add: summable_def sums_def convergent_def) |
|
509 |
|
510 lemma summable_LIMSEQ_zero: |
|
511 fixes f :: "nat \<Rightarrow> 'a::real_normed_vector" |
|
512 shows "summable f \<Longrightarrow> f ----> 0" |
|
513 apply (drule summable_convergent_sumr_iff [THEN iffD1]) |
|
514 apply (drule convergent_Cauchy) |
|
515 apply (simp only: Cauchy_iff LIMSEQ_iff, safe) |
|
516 apply (drule_tac x="r" in spec, safe) |
|
517 apply (rule_tac x="M" in exI, safe) |
|
518 apply (drule_tac x="Suc n" in spec, simp) |
|
519 apply (drule_tac x="n" in spec, simp) |
|
520 done |
|
521 |
|
522 lemma suminf_le: |
|
523 fixes x :: "'a :: {ordered_comm_monoid_add, linorder_topology}" |
|
524 shows "summable f \<Longrightarrow> (!!n. setsum f {0..<n} \<le> x) \<Longrightarrow> suminf f \<le> x" |
|
525 apply (drule summable_sums) |
|
526 apply (simp add: sums_def) |
|
527 apply (rule LIMSEQ_le_const2) |
|
528 apply assumption |
|
529 apply auto |
|
530 done |
|
531 |
|
532 lemma summable_Cauchy: |
434 lemma summable_Cauchy: |
533 "summable (f::nat \<Rightarrow> 'a::banach) = |
|
534 (\<forall>e > 0. \<exists>N. \<forall>m \<ge> N. \<forall>n. norm (setsum f {m..<n}) < e)" |
|
535 apply (simp only: summable_convergent_sumr_iff Cauchy_convergent_iff [symmetric] Cauchy_iff, safe) |
|
536 apply (drule spec, drule (1) mp) |
|
537 apply (erule exE, rule_tac x="M" in exI, clarify) |
|
538 apply (rule_tac x="m" and y="n" in linorder_le_cases) |
|
539 apply (frule (1) order_trans) |
|
540 apply (drule_tac x="n" in spec, drule (1) mp) |
|
541 apply (drule_tac x="m" in spec, drule (1) mp) |
|
542 apply (simp add: setsum_diff [symmetric]) |
|
543 apply simp |
|
544 apply (drule spec, drule (1) mp) |
|
545 apply (erule exE, rule_tac x="N" in exI, clarify) |
|
546 apply (rule_tac x="m" and y="n" in linorder_le_cases) |
|
547 apply (subst norm_minus_commute) |
|
548 apply (simp add: setsum_diff [symmetric]) |
|
549 apply (simp add: setsum_diff [symmetric]) |
|
550 done |
|
551 |
|
552 text{*Comparison test*} |
|
553 |
|
554 lemma norm_setsum: |
|
555 fixes f :: "'a \<Rightarrow> 'b::real_normed_vector" |
|
556 shows "norm (setsum f A) \<le> (\<Sum>i\<in>A. norm (f i))" |
|
557 apply (case_tac "finite A") |
|
558 apply (erule finite_induct) |
|
559 apply simp |
|
560 apply simp |
|
561 apply (erule order_trans [OF norm_triangle_ineq add_left_mono]) |
|
562 apply simp |
|
563 done |
|
564 |
|
565 lemma norm_bound_subset: |
|
566 fixes f :: "'a \<Rightarrow> 'b::real_normed_vector" |
|
567 assumes "finite s" "t \<subseteq> s" |
|
568 assumes le: "(\<And>x. x \<in> s \<Longrightarrow> norm(f x) \<le> g x)" |
|
569 shows "norm (setsum f t) \<le> setsum g s" |
|
570 proof - |
|
571 have "norm (setsum f t) \<le> (\<Sum>i\<in>t. norm (f i))" |
|
572 by (rule norm_setsum) |
|
573 also have "\<dots> \<le> (\<Sum>i\<in>t. g i)" |
|
574 using assms by (auto intro!: setsum_mono) |
|
575 also have "\<dots> \<le> setsum g s" |
|
576 using assms order.trans[OF norm_ge_zero le] |
|
577 by (auto intro!: setsum_mono3) |
|
578 finally show ?thesis . |
|
579 qed |
|
580 |
|
581 lemma summable_comparison_test: |
|
582 fixes f :: "nat \<Rightarrow> 'a::banach" |
435 fixes f :: "nat \<Rightarrow> 'a::banach" |
583 shows "\<lbrakk>\<exists>N. \<forall>n\<ge>N. norm (f n) \<le> g n; summable g\<rbrakk> \<Longrightarrow> summable f" |
436 shows "summable f \<longleftrightarrow> (\<forall>e>0. \<exists>N. \<forall>m\<ge>N. \<forall>n. norm (setsum f {m..<n}) < e)" |
584 apply (simp add: summable_Cauchy, safe) |
437 apply (simp only: summable_iff_convergent Cauchy_convergent_iff [symmetric] Cauchy_iff, safe) |
585 apply (drule_tac x="e" in spec, safe) |
438 apply (drule spec, drule (1) mp) |
586 apply (rule_tac x = "N + Na" in exI, safe) |
439 apply (erule exE, rule_tac x="M" in exI, clarify) |
587 apply (rotate_tac 2) |
440 apply (rule_tac x="m" and y="n" in linorder_le_cases) |
588 apply (drule_tac x = m in spec) |
441 apply (frule (1) order_trans) |
589 apply (auto, rotate_tac 2, drule_tac x = n in spec) |
442 apply (drule_tac x="n" in spec, drule (1) mp) |
590 apply (rule_tac y = "\<Sum>k=m..<n. norm (f k)" in order_le_less_trans) |
443 apply (drule_tac x="m" in spec, drule (1) mp) |
591 apply (rule norm_setsum) |
444 apply (simp_all add: setsum_diff [symmetric]) |
592 apply (rule_tac y = "setsum g {m..<n}" in order_le_less_trans) |
445 apply (drule spec, drule (1) mp) |
593 apply (auto intro: setsum_mono simp add: abs_less_iff) |
446 apply (erule exE, rule_tac x="N" in exI, clarify) |
594 done |
447 apply (rule_tac x="m" and y="n" in linorder_le_cases) |
|
448 apply (subst norm_minus_commute) |
|
449 apply (simp_all add: setsum_diff [symmetric]) |
|
450 done |
|
451 |
|
452 context |
|
453 fixes f :: "nat \<Rightarrow> 'a::banach" |
|
454 begin |
|
455 |
|
456 text{*Absolute convergence imples normal convergence*} |
|
457 |
|
458 lemma summable_norm_cancel: |
|
459 "summable (\<lambda>n. norm (f n)) \<Longrightarrow> summable f" |
|
460 apply (simp only: summable_Cauchy, safe) |
|
461 apply (drule_tac x="e" in spec, safe) |
|
462 apply (rule_tac x="N" in exI, safe) |
|
463 apply (drule_tac x="m" in spec, safe) |
|
464 apply (rule order_le_less_trans [OF norm_setsum]) |
|
465 apply (rule order_le_less_trans [OF abs_ge_self]) |
|
466 apply simp |
|
467 done |
|
468 |
|
469 lemma summable_norm: "summable (\<lambda>n. norm (f n)) \<Longrightarrow> norm (suminf f) \<le> (\<Sum>n. norm (f n))" |
|
470 by (auto intro: LIMSEQ_le tendsto_norm summable_norm_cancel summable_LIMSEQ norm_setsum) |
|
471 |
|
472 text {* Comparison tests *} |
|
473 |
|
474 lemma summable_comparison_test: "\<lbrakk>\<exists>N. \<forall>n\<ge>N. norm (f n) \<le> g n; summable g\<rbrakk> \<Longrightarrow> summable f" |
|
475 apply (simp add: summable_Cauchy, safe) |
|
476 apply (drule_tac x="e" in spec, safe) |
|
477 apply (rule_tac x = "N + Na" in exI, safe) |
|
478 apply (rotate_tac 2) |
|
479 apply (drule_tac x = m in spec) |
|
480 apply (auto, rotate_tac 2, drule_tac x = n in spec) |
|
481 apply (rule_tac y = "\<Sum>k=m..<n. norm (f k)" in order_le_less_trans) |
|
482 apply (rule norm_setsum) |
|
483 apply (rule_tac y = "setsum g {m..<n}" in order_le_less_trans) |
|
484 apply (auto intro: setsum_mono simp add: abs_less_iff) |
|
485 done |
|
486 |
|
487 subsection {* The Ratio Test*} |
|
488 |
|
489 lemma summable_ratio_test: |
|
490 assumes "c < 1" "\<And>n. n \<ge> N \<Longrightarrow> norm (f (Suc n)) \<le> c * norm (f n)" |
|
491 shows "summable f" |
|
492 proof cases |
|
493 assume "0 < c" |
|
494 show "summable f" |
|
495 proof (rule summable_comparison_test) |
|
496 show "\<exists>N'. \<forall>n\<ge>N'. norm (f n) \<le> (norm (f N) / (c ^ N)) * c ^ n" |
|
497 proof (intro exI allI impI) |
|
498 fix n assume "N \<le> n" then show "norm (f n) \<le> (norm (f N) / (c ^ N)) * c ^ n" |
|
499 proof (induct rule: inc_induct) |
|
500 case (step m) |
|
501 moreover have "norm (f (Suc m)) / c ^ Suc m * c ^ n \<le> norm (f m) / c ^ m * c ^ n" |
|
502 using `0 < c` `c < 1` assms(2)[OF `N \<le> m`] by (simp add: field_simps) |
|
503 ultimately show ?case by simp |
|
504 qed (insert `0 < c`, simp) |
|
505 qed |
|
506 show "summable (\<lambda>n. norm (f N) / c ^ N * c ^ n)" |
|
507 using `0 < c` `c < 1` by (intro summable_mult summable_geometric) simp |
|
508 qed |
|
509 next |
|
510 assume c: "\<not> 0 < c" |
|
511 { fix n assume "n \<ge> N" |
|
512 then have "norm (f (Suc n)) \<le> c * norm (f n)" |
|
513 by fact |
|
514 also have "\<dots> \<le> 0" |
|
515 using c by (simp add: not_less mult_nonpos_nonneg) |
|
516 finally have "f (Suc n) = 0" |
|
517 by auto } |
|
518 then show "summable f" |
|
519 by (intro sums_summable[OF sums_finite, of "{.. Suc N}"]) (auto simp: not_le Suc_less_iff) |
|
520 qed |
|
521 |
|
522 end |
595 |
523 |
596 lemma summable_norm_comparison_test: |
524 lemma summable_norm_comparison_test: |
597 fixes f :: "nat \<Rightarrow> 'a::banach" |
525 "\<lbrakk>\<exists>N. \<forall>n\<ge>N. norm (f n) \<le> g n; summable g\<rbrakk> \<Longrightarrow> summable (\<lambda>n. norm (f n))" |
598 shows "\<lbrakk>\<exists>N. \<forall>n\<ge>N. norm (f n) \<le> g n; summable g\<rbrakk> |
526 by (rule summable_comparison_test) auto |
599 \<Longrightarrow> summable (\<lambda>n. norm (f n))" |
527 |
600 apply (rule summable_comparison_test) |
528 lemma summable_rabs_cancel: |
601 apply (auto) |
|
602 done |
|
603 |
|
604 lemma summable_rabs_comparison_test: |
|
605 fixes f :: "nat \<Rightarrow> real" |
529 fixes f :: "nat \<Rightarrow> real" |
606 shows "\<lbrakk>\<exists>N. \<forall>n\<ge>N. \<bar>f n\<bar> \<le> g n; summable g\<rbrakk> \<Longrightarrow> summable (\<lambda>n. \<bar>f n\<bar>)" |
530 shows "summable (\<lambda>n. \<bar>f n\<bar>) \<Longrightarrow> summable f" |
607 apply (rule summable_comparison_test) |
531 by (rule summable_norm_cancel) simp |
608 apply (auto) |
|
609 done |
|
610 |
532 |
611 text{*Summability of geometric series for real algebras*} |
533 text{*Summability of geometric series for real algebras*} |
612 |
534 |
613 lemma complete_algebra_summable_geometric: |
535 lemma complete_algebra_summable_geometric: |
614 fixes x :: "'a::{real_normed_algebra_1,banach}" |
536 fixes x :: "'a::{real_normed_algebra_1,banach}" |
618 by (simp add: norm_power_ineq) |
540 by (simp add: norm_power_ineq) |
619 show "norm x < 1 \<Longrightarrow> summable (\<lambda>n. norm x ^ n)" |
541 show "norm x < 1 \<Longrightarrow> summable (\<lambda>n. norm x ^ n)" |
620 by (simp add: summable_geometric) |
542 by (simp add: summable_geometric) |
621 qed |
543 qed |
622 |
544 |
623 text{*Limit comparison property for series (c.f. jrh)*} |
545 |
624 |
546 text{*A summable series of positive terms has limit that is at least as |
625 lemma summable_le: |
547 great as any partial sum.*} |
626 fixes f g :: "nat \<Rightarrow> 'a::{ordered_comm_monoid_add, linorder_topology}" |
548 |
627 shows "\<lbrakk>\<forall>n. f n \<le> g n; summable f; summable g\<rbrakk> \<Longrightarrow> suminf f \<le> suminf g" |
549 lemma pos_summable: |
628 apply (drule summable_sums)+ |
550 fixes f:: "nat \<Rightarrow> real" |
629 apply (simp only: sums_def, erule (1) LIMSEQ_le) |
551 assumes pos: "\<And>n. 0 \<le> f n" and le: "\<And>n. setsum f {..<n} \<le> x" |
630 apply (rule exI) |
552 shows "summable f" |
631 apply (auto intro!: setsum_mono) |
553 proof - |
632 done |
554 have "convergent (\<lambda>n. setsum f {..<n})" |
633 |
555 proof (rule Bseq_mono_convergent) |
634 lemma summable_le2: |
556 show "Bseq (\<lambda>n. setsum f {..<n})" |
635 fixes f g :: "nat \<Rightarrow> real" |
557 by (intro BseqI'[of _ x]) (auto simp add: setsum_nonneg pos intro: le) |
636 shows "\<lbrakk>\<forall>n. \<bar>f n\<bar> \<le> g n; summable g\<rbrakk> \<Longrightarrow> summable f \<and> suminf f \<le> suminf g" |
558 qed (auto intro: setsum_mono2 pos) |
637 apply (subgoal_tac "summable f") |
559 thus ?thesis |
638 apply (auto intro!: summable_le) |
560 by (force simp add: summable_def sums_def convergent_def) |
639 apply (simp add: abs_le_iff) |
561 qed |
640 apply (rule_tac g="g" in summable_comparison_test, simp_all) |
562 |
641 done |
563 lemma summable_rabs_comparison_test: |
642 |
|
643 (* specialisation for the common 0 case *) |
|
644 lemma suminf_0_le: |
|
645 fixes f::"nat\<Rightarrow>real" |
|
646 assumes gt0: "\<forall>n. 0 \<le> f n" and sm: "summable f" |
|
647 shows "0 \<le> suminf f" |
|
648 using suminf_ge_zero[OF sm gt0] by simp |
|
649 |
|
650 text{*Absolute convergence imples normal convergence*} |
|
651 lemma summable_norm_cancel: |
|
652 fixes f :: "nat \<Rightarrow> 'a::banach" |
|
653 shows "summable (\<lambda>n. norm (f n)) \<Longrightarrow> summable f" |
|
654 apply (simp only: summable_Cauchy, safe) |
|
655 apply (drule_tac x="e" in spec, safe) |
|
656 apply (rule_tac x="N" in exI, safe) |
|
657 apply (drule_tac x="m" in spec, safe) |
|
658 apply (rule order_le_less_trans [OF norm_setsum]) |
|
659 apply (rule order_le_less_trans [OF abs_ge_self]) |
|
660 apply simp |
|
661 done |
|
662 |
|
663 lemma summable_rabs_cancel: |
|
664 fixes f :: "nat \<Rightarrow> real" |
564 fixes f :: "nat \<Rightarrow> real" |
665 shows "summable (\<lambda>n. \<bar>f n\<bar>) \<Longrightarrow> summable f" |
565 shows "\<lbrakk>\<exists>N. \<forall>n\<ge>N. \<bar>f n\<bar> \<le> g n; summable g\<rbrakk> \<Longrightarrow> summable (\<lambda>n. \<bar>f n\<bar>)" |
666 by (rule summable_norm_cancel, simp) |
566 by (rule summable_comparison_test) auto |
667 |
|
668 text{*Absolute convergence of series*} |
|
669 lemma summable_norm: |
|
670 fixes f :: "nat \<Rightarrow> 'a::banach" |
|
671 shows "summable (\<lambda>n. norm (f n)) \<Longrightarrow> norm (suminf f) \<le> (\<Sum>n. norm (f n))" |
|
672 by (auto intro: LIMSEQ_le tendsto_norm summable_norm_cancel |
|
673 summable_sumr_LIMSEQ_suminf norm_setsum) |
|
674 |
567 |
675 lemma summable_rabs: |
568 lemma summable_rabs: |
676 fixes f :: "nat \<Rightarrow> real" |
569 fixes f :: "nat \<Rightarrow> real" |
677 shows "summable (\<lambda>n. \<bar>f n\<bar>) \<Longrightarrow> \<bar>suminf f\<bar> \<le> (\<Sum>n. \<bar>f n\<bar>)" |
570 shows "summable (\<lambda>n. \<bar>f n\<bar>) \<Longrightarrow> \<bar>suminf f\<bar> \<le> (\<Sum>n. \<bar>f n\<bar>)" |
678 by (fold real_norm_def, rule summable_norm) |
571 by (fold real_norm_def, rule summable_norm) |
679 |
572 |
680 subsection{* The Ratio Test*} |
|
681 |
|
682 lemma norm_ratiotest_lemma: |
|
683 fixes x y :: "'a::real_normed_vector" |
|
684 shows "\<lbrakk>c \<le> 0; norm x \<le> c * norm y\<rbrakk> \<Longrightarrow> x = 0" |
|
685 apply (subgoal_tac "norm x \<le> 0", simp) |
|
686 apply (erule order_trans) |
|
687 apply (simp add: mult_le_0_iff) |
|
688 done |
|
689 |
|
690 lemma rabs_ratiotest_lemma: "[| c \<le> 0; abs x \<le> c * abs y |] ==> x = (0::real)" |
|
691 by (erule norm_ratiotest_lemma, simp) |
|
692 |
|
693 (* TODO: MOVE *) |
|
694 lemma le_Suc_ex: "(k::nat) \<le> l ==> (\<exists>n. l = k + n)" |
|
695 apply (drule le_imp_less_or_eq) |
|
696 apply (auto dest: less_imp_Suc_add) |
|
697 done |
|
698 |
|
699 lemma le_Suc_ex_iff: "((k::nat) \<le> l) = (\<exists>n. l = k + n)" |
|
700 by (auto simp add: le_Suc_ex) |
|
701 |
|
702 (*All this trouble just to get 0<c *) |
|
703 lemma ratio_test_lemma2: |
|
704 fixes f :: "nat \<Rightarrow> 'a::banach" |
|
705 shows "\<lbrakk>\<forall>n\<ge>N. norm (f (Suc n)) \<le> c * norm (f n)\<rbrakk> \<Longrightarrow> 0 < c \<or> summable f" |
|
706 apply (simp (no_asm) add: linorder_not_le [symmetric]) |
|
707 apply (simp add: summable_Cauchy) |
|
708 apply (safe, subgoal_tac "\<forall>n. N < n --> f (n) = 0") |
|
709 prefer 2 |
|
710 apply clarify |
|
711 apply(erule_tac x = "n - Suc 0" in allE) |
|
712 apply (simp add:diff_Suc split:nat.splits) |
|
713 apply (blast intro: norm_ratiotest_lemma) |
|
714 apply (rule_tac x = "Suc N" in exI, clarify) |
|
715 apply(simp cong del: setsum_cong cong: setsum_ivl_cong) |
|
716 done |
|
717 |
|
718 lemma ratio_test: |
|
719 fixes f :: "nat \<Rightarrow> 'a::banach" |
|
720 shows "\<lbrakk>c < 1; \<forall>n\<ge>N. norm (f (Suc n)) \<le> c * norm (f n)\<rbrakk> \<Longrightarrow> summable f" |
|
721 apply (frule ratio_test_lemma2, auto) |
|
722 apply (rule_tac g = "%n. (norm (f N) / (c ^ N))*c ^ n" |
|
723 in summable_comparison_test) |
|
724 apply (rule_tac x = N in exI, safe) |
|
725 apply (drule le_Suc_ex_iff [THEN iffD1]) |
|
726 apply (auto simp add: power_add field_power_not_zero) |
|
727 apply (induct_tac "na", auto) |
|
728 apply (rule_tac y = "c * norm (f (N + n))" in order_trans) |
|
729 apply (auto intro: mult_right_mono simp add: summable_def) |
|
730 apply (rule_tac x = "norm (f N) * (1/ (1 - c)) / (c ^ N)" in exI) |
|
731 apply (rule sums_divide) |
|
732 apply (rule sums_mult) |
|
733 apply (auto intro!: geometric_sums) |
|
734 done |
|
735 |
|
736 subsection {* Cauchy Product Formula *} |
573 subsection {* Cauchy Product Formula *} |
737 |
574 |
738 text {* |
575 text {* |
739 Proof based on Analysis WebNotes: Chapter 07, Class 41 |
576 Proof based on Analysis WebNotes: Chapter 07, Class 41 |
740 @{url "http://www.math.unl.edu/~webnotes/classes/class41/prp77.htm"} |
577 @{url "http://www.math.unl.edu/~webnotes/classes/class41/prp77.htm"} |
741 *} |
578 *} |
742 |
579 |
743 lemma setsum_triangle_reindex: |
580 lemma setsum_triangle_reindex: |
744 fixes n :: nat |
581 fixes n :: nat |
745 shows "(\<Sum>(i,j)\<in>{(i,j). i+j < n}. f i j) = (\<Sum>k=0..<n. \<Sum>i=0..k. f i (k - i))" |
582 shows "(\<Sum>(i,j)\<in>{(i,j). i+j < n}. f i j) = (\<Sum>k<n. \<Sum>i=0..k. f i (k - i))" |
746 proof - |
583 proof - |
747 have "(\<Sum>(i, j)\<in>{(i, j). i + j < n}. f i j) = |
584 have "(\<Sum>(i, j)\<in>{(i, j). i + j < n}. f i j) = |
748 (\<Sum>(k, i)\<in>(SIGMA k:{0..<n}. {0..k}). f i (k - i))" |
585 (\<Sum>(k, i)\<in>(SIGMA k:{..<n}. {0..k}). f i (k - i))" |
749 proof (rule setsum_reindex_cong) |
586 proof (rule setsum_reindex_cong) |
750 show "inj_on (\<lambda>(k,i). (i, k - i)) (SIGMA k:{0..<n}. {0..k})" |
587 show "inj_on (\<lambda>(k,i). (i, k - i)) (SIGMA k:{..<n}. {0..k})" |
751 by (rule inj_on_inverseI [where g="\<lambda>(i,j). (i+j, i)"], auto) |
588 by (rule inj_on_inverseI [where g="\<lambda>(i,j). (i+j, i)"], auto) |
752 show "{(i,j). i + j < n} = (\<lambda>(k,i). (i, k - i)) ` (SIGMA k:{0..<n}. {0..k})" |
589 show "{(i,j). i + j < n} = (\<lambda>(k,i). (i, k - i)) ` (SIGMA k:{..<n}. {0..k})" |
753 by (safe, rule_tac x="(a+b,a)" in image_eqI, auto) |
590 by (safe, rule_tac x="(a+b,a)" in image_eqI, auto) |
754 show "\<And>a. (\<lambda>(k, i). f i (k - i)) a = split f ((\<lambda>(k, i). (i, k - i)) a)" |
591 show "\<And>a. (\<lambda>(k, i). f i (k - i)) a = split f ((\<lambda>(k, i). (i, k - i)) a)" |
755 by clarify |
592 by clarify |
756 qed |
593 qed |
757 thus ?thesis by (simp add: setsum_Sigma) |
594 thus ?thesis by (simp add: setsum_Sigma) |