src/HOL/Series.thy
changeset 56193 c726ecfb22b6
parent 56178 2a6f58938573
child 56194 9ffbb4004c81
equal deleted inserted replaced
56192:d666cb0e4cf9 56193:c726ecfb22b6
     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)
   761   fixes a b :: "nat \<Rightarrow> 'a::{real_normed_algebra,banach}"
   598   fixes a b :: "nat \<Rightarrow> 'a::{real_normed_algebra,banach}"
   762   assumes a: "summable (\<lambda>k. norm (a k))"
   599   assumes a: "summable (\<lambda>k. norm (a k))"
   763   assumes b: "summable (\<lambda>k. norm (b k))"
   600   assumes b: "summable (\<lambda>k. norm (b k))"
   764   shows "(\<lambda>k. \<Sum>i=0..k. a i * b (k - i)) sums ((\<Sum>k. a k) * (\<Sum>k. b k))"
   601   shows "(\<lambda>k. \<Sum>i=0..k. a i * b (k - i)) sums ((\<Sum>k. a k) * (\<Sum>k. b k))"
   765 proof -
   602 proof -
   766   let ?S1 = "\<lambda>n::nat. {0..<n} \<times> {0..<n}"
   603   let ?S1 = "\<lambda>n::nat. {..<n} \<times> {..<n}"
   767   let ?S2 = "\<lambda>n::nat. {(i,j). i + j < n}"
   604   let ?S2 = "\<lambda>n::nat. {(i,j). i + j < n}"
   768   have S1_mono: "\<And>m n. m \<le> n \<Longrightarrow> ?S1 m \<subseteq> ?S1 n" by auto
   605   have S1_mono: "\<And>m n. m \<le> n \<Longrightarrow> ?S1 m \<subseteq> ?S1 n" by auto
   769   have S2_le_S1: "\<And>n. ?S2 n \<subseteq> ?S1 n" by auto
   606   have S2_le_S1: "\<And>n. ?S2 n \<subseteq> ?S1 n" by auto
   770   have S1_le_S2: "\<And>n. ?S1 (n div 2) \<subseteq> ?S2 n" by auto
   607   have S1_le_S2: "\<And>n. ?S1 (n div 2) \<subseteq> ?S2 n" by auto
   771   have finite_S1: "\<And>n. finite (?S1 n)" by simp
   608   have finite_S1: "\<And>n. finite (?S1 n)" by simp
   777     by (auto simp add: mult_nonneg_nonneg)
   614     by (auto simp add: mult_nonneg_nonneg)
   778   hence norm_setsum_f: "\<And>A. norm (setsum ?f A) = setsum ?f A"
   615   hence norm_setsum_f: "\<And>A. norm (setsum ?f A) = setsum ?f A"
   779     unfolding real_norm_def
   616     unfolding real_norm_def
   780     by (simp only: abs_of_nonneg setsum_nonneg [rule_format])
   617     by (simp only: abs_of_nonneg setsum_nonneg [rule_format])
   781 
   618 
   782   have "(\<lambda>n. (\<Sum>k=0..<n. a k) * (\<Sum>k=0..<n. b k))
   619   have "(\<lambda>n. (\<Sum>k<n. a k) * (\<Sum>k<n. b k)) ----> (\<Sum>k. a k) * (\<Sum>k. b k)"
   783            ----> (\<Sum>k. a k) * (\<Sum>k. b k)"
   620     by (intro tendsto_mult summable_LIMSEQ summable_norm_cancel [OF a] summable_norm_cancel [OF b])
   784     by (intro tendsto_mult summable_sumr_LIMSEQ_suminf
       
   785         summable_norm_cancel [OF a] summable_norm_cancel [OF b])
       
   786   hence 1: "(\<lambda>n. setsum ?g (?S1 n)) ----> (\<Sum>k. a k) * (\<Sum>k. b k)"
   621   hence 1: "(\<lambda>n. setsum ?g (?S1 n)) ----> (\<Sum>k. a k) * (\<Sum>k. b k)"
   787     by (simp only: setsum_product setsum_Sigma [rule_format]
   622     by (simp only: setsum_product setsum_Sigma [rule_format] finite_lessThan)
   788                    finite_atLeastLessThan)
   623 
   789 
   624   have "(\<lambda>n. (\<Sum>k<n. norm (a k)) * (\<Sum>k<n. norm (b k))) ----> (\<Sum>k. norm (a k)) * (\<Sum>k. norm (b k))"
   790   have "(\<lambda>n. (\<Sum>k=0..<n. norm (a k)) * (\<Sum>k=0..<n. norm (b k)))
   625     using a b by (intro tendsto_mult summable_LIMSEQ)
   791        ----> (\<Sum>k. norm (a k)) * (\<Sum>k. norm (b k))"
       
   792     using a b by (intro tendsto_mult summable_sumr_LIMSEQ_suminf)
       
   793   hence "(\<lambda>n. setsum ?f (?S1 n)) ----> (\<Sum>k. norm (a k)) * (\<Sum>k. norm (b k))"
   626   hence "(\<lambda>n. setsum ?f (?S1 n)) ----> (\<Sum>k. norm (a k)) * (\<Sum>k. norm (b k))"
   794     by (simp only: setsum_product setsum_Sigma [rule_format]
   627     by (simp only: setsum_product setsum_Sigma [rule_format] finite_lessThan)
   795                    finite_atLeastLessThan)
       
   796   hence "convergent (\<lambda>n. setsum ?f (?S1 n))"
   628   hence "convergent (\<lambda>n. setsum ?f (?S1 n))"
   797     by (rule convergentI)
   629     by (rule convergentI)
   798   hence Cauchy: "Cauchy (\<lambda>n. setsum ?f (?S1 n))"
   630   hence Cauchy: "Cauchy (\<lambda>n. setsum ?f (?S1 n))"
   799     by (rule convergent_Cauchy)
   631     by (rule convergent_Cauchy)
   800   have "Zfun (\<lambda>n. setsum ?f (?S1 n - ?S2 n)) sequentially"
   632   have "Zfun (\<lambda>n. setsum ?f (?S1 n - ?S2 n)) sequentially"