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1 (* Author: Johannes Hoelzl, TU Muenchen *) |
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2 |
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3 header {* A type for positive real numbers with infinity *} |
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4 |
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5 theory Positive_Infinite_Real |
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6 imports Complex_Main Nat_Bijection Multivariate_Analysis |
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7 begin |
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8 |
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9 lemma less_Sup_iff: |
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10 fixes a :: "'x\<Colon>{complete_lattice,linorder}" |
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11 shows "a < Sup S \<longleftrightarrow> (\<exists> x \<in> S. a < x)" |
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12 unfolding not_le[symmetric] Sup_le_iff by auto |
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13 |
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14 lemma Inf_less_iff: |
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15 fixes a :: "'x\<Colon>{complete_lattice,linorder}" |
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16 shows "Inf S < a \<longleftrightarrow> (\<exists> x \<in> S. x < a)" |
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17 unfolding not_le[symmetric] le_Inf_iff by auto |
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18 |
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19 lemma SUPR_fun_expand: "(SUP y:A. f y) = (\<lambda>x. SUP y:A. f y x)" |
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20 unfolding SUPR_def expand_fun_eq Sup_fun_def |
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21 by (auto intro!: arg_cong[where f=Sup]) |
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22 |
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23 lemma real_Suc_natfloor: "r < real (Suc (natfloor r))" |
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24 proof cases |
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25 assume "0 \<le> r" |
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26 from floor_correct[of r] |
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27 have "r < real (\<lfloor>r\<rfloor> + 1)" by auto |
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28 also have "\<dots> = real (Suc (natfloor r))" |
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29 using `0 \<le> r` by (auto simp: real_of_nat_Suc natfloor_def) |
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30 finally show ?thesis . |
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31 next |
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32 assume "\<not> 0 \<le> r" |
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33 hence "r < 0" by auto |
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34 also have "0 < real (Suc (natfloor r))" by auto |
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35 finally show ?thesis . |
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36 qed |
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37 |
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38 lemma (in complete_lattice) Sup_mono: |
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39 assumes "\<And>a. a \<in> A \<Longrightarrow> \<exists>b\<in>B. a \<le> b" |
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40 shows "Sup A \<le> Sup B" |
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41 proof (rule Sup_least) |
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42 fix a assume "a \<in> A" |
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43 with assms obtain b where "b \<in> B" and "a \<le> b" by auto |
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44 hence "b \<le> Sup B" by (auto intro: Sup_upper) |
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45 with `a \<le> b` show "a \<le> Sup B" by auto |
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46 qed |
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47 |
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48 lemma (in complete_lattice) Inf_mono: |
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49 assumes "\<And>b. b \<in> B \<Longrightarrow> \<exists>a\<in>A. a \<le> b" |
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50 shows "Inf A \<le> Inf B" |
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51 proof (rule Inf_greatest) |
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52 fix b assume "b \<in> B" |
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53 with assms obtain a where "a \<in> A" and "a \<le> b" by auto |
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54 hence "Inf A \<le> a" by (auto intro: Inf_lower) |
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55 with `a \<le> b` show "Inf A \<le> b" by auto |
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56 qed |
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57 |
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58 lemma (in complete_lattice) Sup_mono_offset: |
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59 fixes f :: "'b :: {ordered_ab_semigroup_add,monoid_add} \<Rightarrow> 'a" |
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60 assumes *: "\<And>x y. x \<le> y \<Longrightarrow> f x \<le> f y" and "0 \<le> k" |
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61 shows "(SUP n . f (k + n)) = (SUP n. f n)" |
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62 proof (rule antisym) |
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63 show "(SUP n. f (k + n)) \<le> (SUP n. f n)" |
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64 by (auto intro!: Sup_mono simp: SUPR_def) |
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65 { fix n :: 'b |
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66 have "0 + n \<le> k + n" using `0 \<le> k` by (rule add_right_mono) |
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67 with * have "f n \<le> f (k + n)" by simp } |
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68 thus "(SUP n. f n) \<le> (SUP n. f (k + n))" |
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69 by (auto intro!: Sup_mono exI simp: SUPR_def) |
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70 qed |
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71 |
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72 lemma (in complete_lattice) Sup_mono_offset_Suc: |
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73 assumes *: "\<And>x. f x \<le> f (Suc x)" |
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74 shows "(SUP n . f (Suc n)) = (SUP n. f n)" |
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75 unfolding Suc_eq_plus1 |
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76 apply (subst add_commute) |
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77 apply (rule Sup_mono_offset) |
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78 by (auto intro!: order.lift_Suc_mono_le[of "op \<le>" "op <" f, OF _ *]) default |
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79 |
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80 lemma (in complete_lattice) Inf_start: |
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81 assumes *: "\<And>x. f 0 \<le> f x" |
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82 shows "(INF n. f n) = f 0" |
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83 proof (rule antisym) |
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84 show "(INF n. f n) \<le> f 0" by (rule INF_leI) simp |
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85 show "f 0 \<le> (INF n. f n)" by (rule le_INFI[OF *]) |
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86 qed |
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87 |
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88 lemma (in complete_lattice) isotone_converge: |
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89 fixes f :: "nat \<Rightarrow> 'a" assumes "\<And>x y. x \<le> y \<Longrightarrow> f x \<le> f y " |
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90 shows "(INF n. SUP m. f (n + m)) = (SUP n. INF m. f (n + m))" |
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91 proof - |
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92 have "\<And>n. (SUP m. f (n + m)) = (SUP n. f n)" |
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93 apply (rule Sup_mono_offset) |
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94 apply (rule assms) |
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95 by simp_all |
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96 moreover |
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97 { fix n have "(INF m. f (n + m)) = f n" |
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98 using Inf_start[of "\<lambda>m. f (n + m)"] assms by simp } |
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99 ultimately show ?thesis by simp |
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100 qed |
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101 |
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102 lemma (in complete_lattice) Inf_mono_offset: |
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103 fixes f :: "'b :: {ordered_ab_semigroup_add,monoid_add} \<Rightarrow> 'a" |
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104 assumes *: "\<And>x y. x \<le> y \<Longrightarrow> f y \<le> f x" and "0 \<le> k" |
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105 shows "(INF n . f (k + n)) = (INF n. f n)" |
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106 proof (rule antisym) |
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107 show "(INF n. f n) \<le> (INF n. f (k + n))" |
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108 by (auto intro!: Inf_mono simp: INFI_def) |
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109 { fix n :: 'b |
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110 have "0 + n \<le> k + n" using `0 \<le> k` by (rule add_right_mono) |
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111 with * have "f (k + n) \<le> f n" by simp } |
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112 thus "(INF n. f (k + n)) \<le> (INF n. f n)" |
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113 by (auto intro!: Inf_mono exI simp: INFI_def) |
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114 qed |
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115 |
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116 lemma (in complete_lattice) Sup_start: |
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117 assumes *: "\<And>x. f x \<le> f 0" |
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118 shows "(SUP n. f n) = f 0" |
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119 proof (rule antisym) |
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120 show "f 0 \<le> (SUP n. f n)" by (rule le_SUPI) auto |
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121 show "(SUP n. f n) \<le> f 0" by (rule SUP_leI[OF *]) |
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122 qed |
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123 |
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124 lemma (in complete_lattice) antitone_converges: |
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125 fixes f :: "nat \<Rightarrow> 'a" assumes "\<And>x y. x \<le> y \<Longrightarrow> f y \<le> f x" |
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126 shows "(INF n. SUP m. f (n + m)) = (SUP n. INF m. f (n + m))" |
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127 proof - |
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128 have "\<And>n. (INF m. f (n + m)) = (INF n. f n)" |
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129 apply (rule Inf_mono_offset) |
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130 apply (rule assms) |
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131 by simp_all |
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132 moreover |
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133 { fix n have "(SUP m. f (n + m)) = f n" |
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134 using Sup_start[of "\<lambda>m. f (n + m)"] assms by simp } |
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135 ultimately show ?thesis by simp |
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136 qed |
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137 |
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138 text {* |
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139 |
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140 We introduce the the positive real numbers as needed for measure theory. |
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141 |
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142 *} |
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143 |
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144 typedef pinfreal = "(Some ` {0::real..}) \<union> {None}" |
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145 by (rule exI[of _ None]) simp |
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146 |
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147 subsection "Introduce @{typ pinfreal} similar to a datatype" |
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148 |
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149 definition "Real x = Abs_pinfreal (Some (sup 0 x))" |
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150 definition "\<omega> = Abs_pinfreal None" |
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151 |
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152 definition "pinfreal_case f i x = (if x = \<omega> then i else f (THE r. 0 \<le> r \<and> x = Real r))" |
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153 |
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154 definition "of_pinfreal = pinfreal_case (\<lambda>x. x) 0" |
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155 |
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156 defs (overloaded) |
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157 real_of_pinfreal_def [code_unfold]: "real == of_pinfreal" |
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158 |
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159 lemma pinfreal_Some[simp]: "0 \<le> x \<Longrightarrow> Some x \<in> pinfreal" |
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160 unfolding pinfreal_def by simp |
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161 |
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162 lemma pinfreal_Some_sup[simp]: "Some (sup 0 x) \<in> pinfreal" |
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163 by (simp add: sup_ge1) |
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164 |
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165 lemma pinfreal_None[simp]: "None \<in> pinfreal" |
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166 unfolding pinfreal_def by simp |
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167 |
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168 lemma Real_inj[simp]: |
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169 assumes "0 \<le> x" and "0 \<le> y" |
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170 shows "Real x = Real y \<longleftrightarrow> x = y" |
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171 unfolding Real_def assms[THEN sup_absorb2] |
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172 using assms by (simp add: Abs_pinfreal_inject) |
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173 |
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174 lemma Real_neq_\<omega>[simp]: |
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175 "Real x = \<omega> \<longleftrightarrow> False" |
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176 "\<omega> = Real x \<longleftrightarrow> False" |
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177 by (simp_all add: Abs_pinfreal_inject \<omega>_def Real_def) |
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178 |
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179 lemma Real_neg: "x < 0 \<Longrightarrow> Real x = Real 0" |
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180 unfolding Real_def by (auto simp add: Abs_pinfreal_inject intro!: sup_absorb1) |
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181 |
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182 lemma pinfreal_cases[case_names preal infinite, cases type: pinfreal]: |
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183 assumes preal: "\<And>r. x = Real r \<Longrightarrow> 0 \<le> r \<Longrightarrow> P" and inf: "x = \<omega> \<Longrightarrow> P" |
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184 shows P |
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185 proof (cases x rule: pinfreal.Abs_pinfreal_cases) |
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186 case (Abs_pinfreal y) |
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187 hence "y = None \<or> (\<exists>x \<ge> 0. y = Some x)" |
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188 unfolding pinfreal_def by auto |
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189 thus P |
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190 proof (rule disjE) |
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191 assume "\<exists>x\<ge>0. y = Some x" then guess x .. |
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192 thus P by (simp add: preal[of x] Real_def Abs_pinfreal(1) sup_absorb2) |
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193 qed (simp add: \<omega>_def Abs_pinfreal(1) inf) |
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194 qed |
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195 |
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196 lemma pinfreal_case_\<omega>[simp]: "pinfreal_case f i \<omega> = i" |
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197 unfolding pinfreal_case_def by simp |
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198 |
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199 lemma pinfreal_case_Real[simp]: "pinfreal_case f i (Real x) = (if 0 \<le> x then f x else f 0)" |
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200 proof (cases "0 \<le> x") |
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201 case True thus ?thesis unfolding pinfreal_case_def by (auto intro: theI2) |
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202 next |
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203 case False |
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204 moreover have "(THE r. 0 \<le> r \<and> Real 0 = Real r) = 0" |
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205 by (auto intro!: the_equality) |
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206 ultimately show ?thesis unfolding pinfreal_case_def by (simp add: Real_neg) |
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207 qed |
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208 |
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209 lemma pinfreal_case_cancel[simp]: "pinfreal_case (\<lambda>c. i) i x = i" |
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210 by (cases x) simp_all |
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211 |
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212 lemma pinfreal_case_split: |
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213 "P (pinfreal_case f i x) = ((x = \<omega> \<longrightarrow> P i) \<and> (\<forall>r\<ge>0. x = Real r \<longrightarrow> P (f r)))" |
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214 by (cases x) simp_all |
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215 |
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216 lemma pinfreal_case_split_asm: |
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217 "P (pinfreal_case f i x) = (\<not> (x = \<omega> \<and> \<not> P i \<or> (\<exists>r. r \<ge> 0 \<and> x = Real r \<and> \<not> P (f r))))" |
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218 by (cases x) auto |
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219 |
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220 lemma pinfreal_case_cong[cong]: |
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221 assumes eq: "x = x'" "i = i'" and cong: "\<And>r. 0 \<le> r \<Longrightarrow> f r = f' r" |
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222 shows "pinfreal_case f i x = pinfreal_case f' i' x'" |
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223 unfolding eq using cong by (cases x') simp_all |
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224 |
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225 lemma real_Real[simp]: "real (Real x) = (if 0 \<le> x then x else 0)" |
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226 unfolding real_of_pinfreal_def of_pinfreal_def by simp |
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227 |
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228 lemma Real_real_image: |
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229 assumes "\<omega> \<notin> A" shows "Real ` real ` A = A" |
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230 proof safe |
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231 fix x assume "x \<in> A" |
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232 hence *: "x = Real (real x)" |
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233 using `\<omega> \<notin> A` by (cases x) auto |
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234 show "x \<in> Real ` real ` A" |
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235 using `x \<in> A` by (subst *) (auto intro!: imageI) |
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236 next |
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237 fix x assume "x \<in> A" |
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238 thus "Real (real x) \<in> A" |
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239 using `\<omega> \<notin> A` by (cases x) auto |
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240 qed |
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241 |
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242 lemma real_pinfreal_nonneg[simp, intro]: "0 \<le> real (x :: pinfreal)" |
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243 unfolding real_of_pinfreal_def of_pinfreal_def |
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244 by (cases x) auto |
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245 |
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246 lemma real_\<omega>[simp]: "real \<omega> = 0" |
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247 unfolding real_of_pinfreal_def of_pinfreal_def by simp |
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248 |
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249 lemma pinfreal_noteq_omega_Ex: "X \<noteq> \<omega> \<longleftrightarrow> (\<exists>r\<ge>0. X = Real r)" by (cases X) auto |
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250 |
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251 subsection "@{typ pinfreal} is a monoid for addition" |
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252 |
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253 instantiation pinfreal :: comm_monoid_add |
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254 begin |
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255 |
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256 definition "0 = Real 0" |
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257 definition "x + y = pinfreal_case (\<lambda>r. pinfreal_case (\<lambda>p. Real (r + p)) \<omega> y) \<omega> x" |
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258 |
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259 lemma pinfreal_plus[simp]: |
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260 "Real r + Real p = (if 0 \<le> r then if 0 \<le> p then Real (r + p) else Real r else Real p)" |
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261 "x + 0 = x" |
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262 "0 + x = x" |
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263 "x + \<omega> = \<omega>" |
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264 "\<omega> + x = \<omega>" |
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265 by (simp_all add: plus_pinfreal_def Real_neg zero_pinfreal_def split: pinfreal_case_split) |
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266 |
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267 lemma \<omega>_neq_0[simp]: |
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268 "\<omega> = 0 \<longleftrightarrow> False" |
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269 "0 = \<omega> \<longleftrightarrow> False" |
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270 by (simp_all add: zero_pinfreal_def) |
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271 |
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272 lemma Real_eq_0[simp]: |
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273 "Real r = 0 \<longleftrightarrow> r \<le> 0" |
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274 "0 = Real r \<longleftrightarrow> r \<le> 0" |
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275 by (auto simp add: Abs_pinfreal_inject zero_pinfreal_def Real_def sup_real_def) |
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276 |
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277 lemma Real_0[simp]: "Real 0 = 0" by (simp add: zero_pinfreal_def) |
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278 |
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279 instance |
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280 proof |
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281 fix a :: pinfreal |
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282 show "0 + a = a" by (cases a) simp_all |
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283 |
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284 fix b show "a + b = b + a" |
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285 by (cases a, cases b) simp_all |
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286 |
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287 fix c show "a + b + c = a + (b + c)" |
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288 by (cases a, cases b, cases c) simp_all |
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289 qed |
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290 end |
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291 |
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292 lemma pinfreal_plus_eq_\<omega>[simp]: "(a :: pinfreal) + b = \<omega> \<longleftrightarrow> a = \<omega> \<or> b = \<omega>" |
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293 by (cases a, cases b) auto |
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294 |
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295 lemma pinfreal_add_cancel_left: |
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296 "a + b = a + c \<longleftrightarrow> (a = \<omega> \<or> b = c)" |
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297 by (cases a, cases b, cases c, simp_all, cases c, simp_all) |
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298 |
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299 lemma pinfreal_add_cancel_right: |
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300 "b + a = c + a \<longleftrightarrow> (a = \<omega> \<or> b = c)" |
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301 by (cases a, cases b, cases c, simp_all, cases c, simp_all) |
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302 |
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303 lemma Real_eq_Real: |
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304 "Real a = Real b \<longleftrightarrow> (a = b \<or> (a \<le> 0 \<and> b \<le> 0))" |
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305 proof (cases "a \<le> 0 \<or> b \<le> 0") |
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306 case False with Real_inj[of a b] show ?thesis by auto |
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307 next |
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308 case True |
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309 thus ?thesis |
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310 proof |
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311 assume "a \<le> 0" |
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312 hence *: "Real a = 0" by simp |
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313 show ?thesis using `a \<le> 0` unfolding * by auto |
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314 next |
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315 assume "b \<le> 0" |
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316 hence *: "Real b = 0" by simp |
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317 show ?thesis using `b \<le> 0` unfolding * by auto |
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318 qed |
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319 qed |
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320 |
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321 lemma real_pinfreal_0[simp]: "real (0 :: pinfreal) = 0" |
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322 unfolding zero_pinfreal_def real_Real by simp |
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323 |
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324 lemma real_of_pinfreal_eq_0: "real X = 0 \<longleftrightarrow> (X = 0 \<or> X = \<omega>)" |
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325 by (cases X) auto |
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326 |
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327 lemma real_of_pinfreal_eq: "real X = real Y \<longleftrightarrow> |
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328 (X = Y \<or> (X = 0 \<and> Y = \<omega>) \<or> (Y = 0 \<and> X = \<omega>))" |
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329 by (cases X, cases Y) (auto simp add: real_of_pinfreal_eq_0) |
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330 |
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331 lemma real_of_pinfreal_add: "real X + real Y = |
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332 (if X = \<omega> then real Y else if Y = \<omega> then real X else real (X + Y))" |
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333 by (auto simp: pinfreal_noteq_omega_Ex) |
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334 |
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335 subsection "@{typ pinfreal} is a monoid for multiplication" |
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336 |
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337 instantiation pinfreal :: comm_monoid_mult |
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338 begin |
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339 |
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340 definition "1 = Real 1" |
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341 definition "x * y = (if x = 0 \<or> y = 0 then 0 else |
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342 pinfreal_case (\<lambda>r. pinfreal_case (\<lambda>p. Real (r * p)) \<omega> y) \<omega> x)" |
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343 |
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344 lemma pinfreal_times[simp]: |
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345 "Real r * Real p = (if 0 \<le> r \<and> 0 \<le> p then Real (r * p) else 0)" |
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346 "\<omega> * x = (if x = 0 then 0 else \<omega>)" |
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347 "x * \<omega> = (if x = 0 then 0 else \<omega>)" |
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348 "0 * x = 0" |
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349 "x * 0 = 0" |
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350 "1 = \<omega> \<longleftrightarrow> False" |
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351 "\<omega> = 1 \<longleftrightarrow> False" |
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352 by (auto simp add: times_pinfreal_def one_pinfreal_def) |
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353 |
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354 lemma pinfreal_one_mult[simp]: |
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355 "Real x + 1 = (if 0 \<le> x then Real (x + 1) else 1)" |
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356 "1 + Real x = (if 0 \<le> x then Real (1 + x) else 1)" |
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357 unfolding one_pinfreal_def by simp_all |
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358 |
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359 instance |
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360 proof |
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361 fix a :: pinfreal show "1 * a = a" |
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362 by (cases a) (simp_all add: one_pinfreal_def) |
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363 |
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364 fix b show "a * b = b * a" |
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365 by (cases a, cases b) (simp_all add: mult_nonneg_nonneg) |
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366 |
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367 fix c show "a * b * c = a * (b * c)" |
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368 apply (cases a, cases b, cases c) |
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369 apply (simp_all add: mult_nonneg_nonneg not_le mult_pos_pos) |
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370 apply (cases b, cases c) |
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371 apply (simp_all add: mult_nonneg_nonneg not_le mult_pos_pos) |
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372 done |
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373 qed |
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374 end |
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375 |
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376 lemma pinfreal_mult_cancel_left: |
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377 "a * b = a * c \<longleftrightarrow> (a = 0 \<or> b = c \<or> (a = \<omega> \<and> b \<noteq> 0 \<and> c \<noteq> 0))" |
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378 by (cases a, cases b, cases c, auto simp: Real_eq_Real mult_le_0_iff, cases c, auto) |
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379 |
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380 lemma pinfreal_mult_cancel_right: |
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381 "b * a = c * a \<longleftrightarrow> (a = 0 \<or> b = c \<or> (a = \<omega> \<and> b \<noteq> 0 \<and> c \<noteq> 0))" |
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382 by (cases a, cases b, cases c, auto simp: Real_eq_Real mult_le_0_iff, cases c, auto) |
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383 |
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384 lemma Real_1[simp]: "Real 1 = 1" by (simp add: one_pinfreal_def) |
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385 |
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386 lemma real_pinfreal_1[simp]: "real (1 :: pinfreal) = 1" |
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387 unfolding one_pinfreal_def real_Real by simp |
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388 |
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389 lemma real_of_pinfreal_mult: "real X * real Y = real (X * Y :: pinfreal)" |
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390 by (cases X, cases Y) (auto simp: zero_le_mult_iff) |
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391 |
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392 subsection "@{typ pinfreal} is a linear order" |
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393 |
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394 instantiation pinfreal :: linorder |
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395 begin |
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396 |
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397 definition "x < y \<longleftrightarrow> pinfreal_case (\<lambda>i. pinfreal_case (\<lambda>j. i < j) True y) False x" |
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398 definition "x \<le> y \<longleftrightarrow> pinfreal_case (\<lambda>j. pinfreal_case (\<lambda>i. i \<le> j) False x) True y" |
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399 |
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400 lemma pinfreal_less[simp]: |
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401 "Real r < \<omega>" |
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402 "Real r < Real p \<longleftrightarrow> (if 0 \<le> r \<and> 0 \<le> p then r < p else 0 < p)" |
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403 "\<omega> < x \<longleftrightarrow> False" |
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404 "0 < \<omega>" |
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405 "0 < Real r \<longleftrightarrow> 0 < r" |
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406 "x < 0 \<longleftrightarrow> False" |
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407 "0 < (1::pinfreal)" |
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408 by (simp_all add: less_pinfreal_def zero_pinfreal_def one_pinfreal_def del: Real_0 Real_1) |
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409 |
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410 lemma pinfreal_less_eq[simp]: |
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411 "x \<le> \<omega>" |
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412 "Real r \<le> Real p \<longleftrightarrow> (if 0 \<le> r \<and> 0 \<le> p then r \<le> p else r \<le> 0)" |
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413 "0 \<le> x" |
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414 by (simp_all add: less_eq_pinfreal_def zero_pinfreal_def del: Real_0) |
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415 |
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416 lemma pinfreal_\<omega>_less_eq[simp]: |
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417 "\<omega> \<le> x \<longleftrightarrow> x = \<omega>" |
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418 by (cases x) (simp_all add: not_le less_eq_pinfreal_def) |
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419 |
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420 lemma pinfreal_less_eq_zero[simp]: |
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421 "(x::pinfreal) \<le> 0 \<longleftrightarrow> x = 0" |
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422 by (cases x) (simp_all add: zero_pinfreal_def del: Real_0) |
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423 |
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424 instance |
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425 proof |
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426 fix x :: pinfreal |
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427 show "x \<le> x" by (cases x) simp_all |
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428 fix y |
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429 show "(x < y) = (x \<le> y \<and> \<not> y \<le> x)" |
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430 by (cases x, cases y) auto |
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431 show "x \<le> y \<or> y \<le> x " |
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432 by (cases x, cases y) auto |
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433 { assume "x \<le> y" "y \<le> x" thus "x = y" |
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434 by (cases x, cases y) auto } |
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435 { fix z assume "x \<le> y" "y \<le> z" |
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436 thus "x \<le> z" by (cases x, cases y, cases z) auto } |
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437 qed |
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438 end |
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439 |
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440 lemma pinfreal_zero_lessI[intro]: |
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441 "(a :: pinfreal) \<noteq> 0 \<Longrightarrow> 0 < a" |
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442 by (cases a) auto |
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443 |
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444 lemma pinfreal_less_omegaI[intro, simp]: |
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445 "a \<noteq> \<omega> \<Longrightarrow> a < \<omega>" |
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446 by (cases a) auto |
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447 |
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448 lemma pinfreal_plus_eq_0[simp]: "(a :: pinfreal) + b = 0 \<longleftrightarrow> a = 0 \<and> b = 0" |
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449 by (cases a, cases b) auto |
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450 |
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451 lemma pinfreal_le_add1[simp, intro]: "n \<le> n + (m::pinfreal)" |
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452 by (cases n, cases m) simp_all |
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453 |
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454 lemma pinfreal_le_add2: "(n::pinfreal) + m \<le> k \<Longrightarrow> m \<le> k" |
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455 by (cases n, cases m, cases k) simp_all |
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456 |
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457 lemma pinfreal_le_add3: "(n::pinfreal) + m \<le> k \<Longrightarrow> n \<le> k" |
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458 by (cases n, cases m, cases k) simp_all |
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459 |
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460 lemma pinfreal_less_\<omega>: "x < \<omega> \<longleftrightarrow> x \<noteq> \<omega>" |
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461 by (cases x) auto |
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462 |
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463 subsection {* @{text "x - y"} on @{typ pinfreal} *} |
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464 |
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465 instantiation pinfreal :: minus |
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466 begin |
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467 definition "x - y = (if y < x then THE d. x = y + d else 0 :: pinfreal)" |
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468 |
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469 lemma minus_pinfreal_eq: |
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470 "(x - y = (z :: pinfreal)) \<longleftrightarrow> (if y < x then x = y + z else z = 0)" |
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471 (is "?diff \<longleftrightarrow> ?if") |
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472 proof |
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473 assume ?diff |
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474 thus ?if |
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475 proof (cases "y < x") |
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476 case True |
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477 then obtain p where p: "y = Real p" "0 \<le> p" by (cases y) auto |
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478 |
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479 show ?thesis unfolding `?diff`[symmetric] if_P[OF True] minus_pinfreal_def |
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480 proof (rule theI2[where Q="\<lambda>d. x = y + d"]) |
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481 show "x = y + pinfreal_case (\<lambda>r. Real (r - real y)) \<omega> x" (is "x = y + ?d") |
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482 using `y < x` p by (cases x) simp_all |
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483 |
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484 fix d assume "x = y + d" |
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485 thus "d = ?d" using `y < x` p by (cases d, cases x) simp_all |
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486 qed simp |
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487 qed (simp add: minus_pinfreal_def) |
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488 next |
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489 assume ?if |
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490 thus ?diff |
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491 proof (cases "y < x") |
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492 case True |
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493 then obtain p where p: "y = Real p" "0 \<le> p" by (cases y) auto |
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494 |
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495 from True `?if` have "x = y + z" by simp |
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496 |
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497 show ?thesis unfolding minus_pinfreal_def if_P[OF True] unfolding `x = y + z` |
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498 proof (rule the_equality) |
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499 fix d :: pinfreal assume "y + z = y + d" |
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500 thus "d = z" using `y < x` p |
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501 by (cases d, cases z) simp_all |
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502 qed simp |
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503 qed (simp add: minus_pinfreal_def) |
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504 qed |
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505 |
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506 instance .. |
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507 end |
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508 |
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509 lemma pinfreal_minus[simp]: |
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510 "Real r - Real p = (if 0 \<le> r \<and> p < r then if 0 \<le> p then Real (r - p) else Real r else 0)" |
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511 "(A::pinfreal) - A = 0" |
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512 "\<omega> - Real r = \<omega>" |
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513 "Real r - \<omega> = 0" |
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514 "A - 0 = A" |
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515 "0 - A = 0" |
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516 by (auto simp: minus_pinfreal_eq not_less) |
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517 |
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518 lemma pinfreal_le_epsilon: |
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519 fixes x y :: pinfreal |
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520 assumes "\<And>e. 0 < e \<Longrightarrow> x \<le> y + e" |
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521 shows "x \<le> y" |
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522 proof (cases y) |
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523 case (preal r) |
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524 then obtain p where x: "x = Real p" "0 \<le> p" |
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525 using assms[of 1] by (cases x) auto |
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526 { fix e have "0 < e \<Longrightarrow> p \<le> r + e" |
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527 using assms[of "Real e"] preal x by auto } |
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528 hence "p \<le> r" by (rule field_le_epsilon) |
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529 thus ?thesis using preal x by auto |
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530 qed simp |
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531 |
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532 instance pinfreal :: "{ordered_comm_semiring, comm_semiring_1}" |
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533 proof |
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534 show "0 \<noteq> (1::pinfreal)" unfolding zero_pinfreal_def one_pinfreal_def |
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535 by (simp del: Real_1 Real_0) |
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536 |
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537 fix a :: pinfreal |
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538 show "0 * a = 0" "a * 0 = 0" by simp_all |
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539 |
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540 fix b c :: pinfreal |
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541 show "(a + b) * c = a * c + b * c" |
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542 by (cases c, cases a, cases b) |
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543 (auto intro!: arg_cong[where f=Real] simp: field_simps not_le mult_le_0_iff mult_less_0_iff) |
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544 |
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545 { assume "a \<le> b" thus "c + a \<le> c + b" |
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546 by (cases c, cases a, cases b) auto } |
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547 |
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548 assume "a \<le> b" "0 \<le> c" |
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549 thus "c * a \<le> c * b" |
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550 apply (cases c, cases a, cases b) |
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551 by (auto simp: mult_left_mono mult_le_0_iff mult_less_0_iff not_le) |
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552 qed |
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553 |
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554 lemma mult_\<omega>[simp]: "x * y = \<omega> \<longleftrightarrow> (x = \<omega> \<or> y = \<omega>) \<and> x \<noteq> 0 \<and> y \<noteq> 0" |
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555 by (cases x, cases y) auto |
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556 |
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557 lemma \<omega>_mult[simp]: "(\<omega> = x * y) = ((x = \<omega> \<or> y = \<omega>) \<and> x \<noteq> 0 \<and> y \<noteq> 0)" |
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558 by (cases x, cases y) auto |
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559 |
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560 lemma pinfreal_mult_0[simp]: "x * y = 0 \<longleftrightarrow> x = 0 \<or> (y::pinfreal) = 0" |
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561 by (cases x, cases y) (auto simp: mult_le_0_iff) |
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562 |
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563 lemma pinfreal_mult_cancel: |
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564 fixes x y z :: pinfreal |
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565 assumes "y \<le> z" |
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566 shows "x * y \<le> x * z" |
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567 using assms |
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568 by (cases x, cases y, cases z) |
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569 (auto simp: mult_le_cancel_left mult_le_0_iff mult_less_0_iff not_le) |
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570 |
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571 lemma Real_power[simp]: |
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572 "Real x ^ n = (if x \<le> 0 then (if n = 0 then 1 else 0) else Real (x ^ n))" |
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573 by (induct n) auto |
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574 |
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575 lemma Real_power_\<omega>[simp]: |
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576 "\<omega> ^ n = (if n = 0 then 1 else \<omega>)" |
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577 by (induct n) auto |
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578 |
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579 lemma pinfreal_of_nat[simp]: "of_nat m = Real (real m)" |
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580 by (induct m) (auto simp: real_of_nat_Suc one_pinfreal_def simp del: Real_1) |
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581 |
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582 lemma real_of_pinfreal_mono: |
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583 fixes a b :: pinfreal |
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584 assumes "b \<noteq> \<omega>" "a \<le> b" |
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585 shows "real a \<le> real b" |
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586 using assms by (cases b, cases a) auto |
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587 |
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588 instance pinfreal :: "semiring_char_0" |
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589 proof |
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590 fix m n |
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591 show "inj (of_nat::nat\<Rightarrow>pinfreal)" by (auto intro!: inj_onI) |
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592 qed |
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593 |
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594 subsection "@{typ pinfreal} is a complete lattice" |
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595 |
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596 instantiation pinfreal :: lattice |
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597 begin |
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598 definition [simp]: "sup x y = (max x y :: pinfreal)" |
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599 definition [simp]: "inf x y = (min x y :: pinfreal)" |
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600 instance proof qed simp_all |
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601 end |
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602 |
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603 instantiation pinfreal :: complete_lattice |
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604 begin |
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605 |
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606 definition "bot = Real 0" |
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607 definition "top = \<omega>" |
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608 |
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609 definition "Sup S = (LEAST z. \<forall>x\<in>S. x \<le> z :: pinfreal)" |
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610 definition "Inf S = (GREATEST z. \<forall>x\<in>S. z \<le> x :: pinfreal)" |
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611 |
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612 lemma pinfreal_complete_Sup: |
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613 fixes S :: "pinfreal set" assumes "S \<noteq> {}" |
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614 shows "\<exists>x. (\<forall>y\<in>S. y \<le> x) \<and> (\<forall>z. (\<forall>y\<in>S. y \<le> z) \<longrightarrow> x \<le> z)" |
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615 proof (cases "\<exists>x\<ge>0. \<forall>a\<in>S. a \<le> Real x") |
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616 case False |
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617 hence *: "\<And>x. x\<ge>0 \<Longrightarrow> \<exists>a\<in>S. \<not>a \<le> Real x" by simp |
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618 show ?thesis |
|
619 proof (safe intro!: exI[of _ \<omega>]) |
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620 fix y assume **: "\<forall>z\<in>S. z \<le> y" |
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621 show "\<omega> \<le> y" unfolding pinfreal_\<omega>_less_eq |
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622 proof (rule ccontr) |
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623 assume "y \<noteq> \<omega>" |
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624 then obtain x where [simp]: "y = Real x" and "0 \<le> x" by (cases y) auto |
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625 from *[OF `0 \<le> x`] show False using ** by auto |
|
626 qed |
|
627 qed simp |
|
628 next |
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629 case True then obtain y where y: "\<And>a. a\<in>S \<Longrightarrow> a \<le> Real y" and "0 \<le> y" by auto |
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630 from y[of \<omega>] have "\<omega> \<notin> S" by auto |
|
631 |
|
632 with `S \<noteq> {}` obtain x where "x \<in> S" and "x \<noteq> \<omega>" by auto |
|
633 |
|
634 have bound: "\<forall>x\<in>real ` S. x \<le> y" |
|
635 proof |
|
636 fix z assume "z \<in> real ` S" then guess a .. |
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637 with y[of a] `\<omega> \<notin> S` `0 \<le> y` show "z \<le> y" by (cases a) auto |
|
638 qed |
|
639 with reals_complete2[of "real ` S"] `x \<in> S` |
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640 obtain s where s: "\<forall>y\<in>S. real y \<le> s" "\<forall>z. ((\<forall>y\<in>S. real y \<le> z) \<longrightarrow> s \<le> z)" |
|
641 by auto |
|
642 |
|
643 show ?thesis |
|
644 proof (safe intro!: exI[of _ "Real s"]) |
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645 fix z assume "z \<in> S" thus "z \<le> Real s" |
|
646 using s `\<omega> \<notin> S` by (cases z) auto |
|
647 next |
|
648 fix z assume *: "\<forall>y\<in>S. y \<le> z" |
|
649 show "Real s \<le> z" |
|
650 proof (cases z) |
|
651 case (preal u) |
|
652 { fix v assume "v \<in> S" |
|
653 hence "v \<le> Real u" using * preal by auto |
|
654 hence "real v \<le> u" using `\<omega> \<notin> S` `0 \<le> u` by (cases v) auto } |
|
655 hence "s \<le> u" using s(2) by auto |
|
656 thus "Real s \<le> z" using preal by simp |
|
657 qed simp |
|
658 qed |
|
659 qed |
|
660 |
|
661 lemma pinfreal_complete_Inf: |
|
662 fixes S :: "pinfreal set" assumes "S \<noteq> {}" |
|
663 shows "\<exists>x. (\<forall>y\<in>S. x \<le> y) \<and> (\<forall>z. (\<forall>y\<in>S. z \<le> y) \<longrightarrow> z \<le> x)" |
|
664 proof (cases "S = {\<omega>}") |
|
665 case True thus ?thesis by (auto intro!: exI[of _ \<omega>]) |
|
666 next |
|
667 case False with `S \<noteq> {}` have "S - {\<omega>} \<noteq> {}" by auto |
|
668 hence not_empty: "\<exists>x. x \<in> uminus ` real ` (S - {\<omega>})" by auto |
|
669 have bounds: "\<exists>x. \<forall>y\<in>uminus ` real ` (S - {\<omega>}). y \<le> x" by (auto intro!: exI[of _ 0]) |
|
670 from reals_complete2[OF not_empty bounds] |
|
671 obtain s where s: "\<And>y. y\<in>S - {\<omega>} \<Longrightarrow> - real y \<le> s" "\<forall>z. ((\<forall>y\<in>S - {\<omega>}. - real y \<le> z) \<longrightarrow> s \<le> z)" |
|
672 by auto |
|
673 |
|
674 show ?thesis |
|
675 proof (safe intro!: exI[of _ "Real (-s)"]) |
|
676 fix z assume "z \<in> S" |
|
677 show "Real (-s) \<le> z" |
|
678 proof (cases z) |
|
679 case (preal r) |
|
680 with s `z \<in> S` have "z \<in> S - {\<omega>}" by simp |
|
681 hence "- r \<le> s" using preal s(1)[of z] by auto |
|
682 hence "- s \<le> r" by (subst neg_le_iff_le[symmetric]) simp |
|
683 thus ?thesis using preal by simp |
|
684 qed simp |
|
685 next |
|
686 fix z assume *: "\<forall>y\<in>S. z \<le> y" |
|
687 show "z \<le> Real (-s)" |
|
688 proof (cases z) |
|
689 case (preal u) |
|
690 { fix v assume "v \<in> S-{\<omega>}" |
|
691 hence "Real u \<le> v" using * preal by auto |
|
692 hence "- real v \<le> - u" using `0 \<le> u` `v \<in> S - {\<omega>}` by (cases v) auto } |
|
693 hence "u \<le> - s" using s(2) by (subst neg_le_iff_le[symmetric]) auto |
|
694 thus "z \<le> Real (-s)" using preal by simp |
|
695 next |
|
696 case infinite |
|
697 with * have "S = {\<omega>}" using `S \<noteq> {}` by auto |
|
698 with `S - {\<omega>} \<noteq> {}` show ?thesis by simp |
|
699 qed |
|
700 qed |
|
701 qed |
|
702 |
|
703 instance |
|
704 proof |
|
705 fix x :: pinfreal and A |
|
706 |
|
707 show "bot \<le> x" by (cases x) (simp_all add: bot_pinfreal_def) |
|
708 show "x \<le> top" by (simp add: top_pinfreal_def) |
|
709 |
|
710 { assume "x \<in> A" |
|
711 with pinfreal_complete_Sup[of A] |
|
712 obtain s where s: "\<forall>y\<in>A. y \<le> s" "\<forall>z. (\<forall>y\<in>A. y \<le> z) \<longrightarrow> s \<le> z" by auto |
|
713 hence "x \<le> s" using `x \<in> A` by auto |
|
714 also have "... = Sup A" using s unfolding Sup_pinfreal_def |
|
715 by (auto intro!: Least_equality[symmetric]) |
|
716 finally show "x \<le> Sup A" . } |
|
717 |
|
718 { assume "x \<in> A" |
|
719 with pinfreal_complete_Inf[of A] |
|
720 obtain i where i: "\<forall>y\<in>A. i \<le> y" "\<forall>z. (\<forall>y\<in>A. z \<le> y) \<longrightarrow> z \<le> i" by auto |
|
721 hence "Inf A = i" unfolding Inf_pinfreal_def |
|
722 by (auto intro!: Greatest_equality) |
|
723 also have "i \<le> x" using i `x \<in> A` by auto |
|
724 finally show "Inf A \<le> x" . } |
|
725 |
|
726 { assume *: "\<And>z. z \<in> A \<Longrightarrow> z \<le> x" |
|
727 show "Sup A \<le> x" |
|
728 proof (cases "A = {}") |
|
729 case True |
|
730 hence "Sup A = 0" unfolding Sup_pinfreal_def |
|
731 by (auto intro!: Least_equality) |
|
732 thus "Sup A \<le> x" by simp |
|
733 next |
|
734 case False |
|
735 with pinfreal_complete_Sup[of A] |
|
736 obtain s where s: "\<forall>y\<in>A. y \<le> s" "\<forall>z. (\<forall>y\<in>A. y \<le> z) \<longrightarrow> s \<le> z" by auto |
|
737 hence "Sup A = s" |
|
738 unfolding Sup_pinfreal_def by (auto intro!: Least_equality) |
|
739 also have "s \<le> x" using * s by auto |
|
740 finally show "Sup A \<le> x" . |
|
741 qed } |
|
742 |
|
743 { assume *: "\<And>z. z \<in> A \<Longrightarrow> x \<le> z" |
|
744 show "x \<le> Inf A" |
|
745 proof (cases "A = {}") |
|
746 case True |
|
747 hence "Inf A = \<omega>" unfolding Inf_pinfreal_def |
|
748 by (auto intro!: Greatest_equality) |
|
749 thus "x \<le> Inf A" by simp |
|
750 next |
|
751 case False |
|
752 with pinfreal_complete_Inf[of A] |
|
753 obtain i where i: "\<forall>y\<in>A. i \<le> y" "\<forall>z. (\<forall>y\<in>A. z \<le> y) \<longrightarrow> z \<le> i" by auto |
|
754 have "x \<le> i" using * i by auto |
|
755 also have "i = Inf A" using i |
|
756 unfolding Inf_pinfreal_def by (auto intro!: Greatest_equality[symmetric]) |
|
757 finally show "x \<le> Inf A" . |
|
758 qed } |
|
759 qed |
|
760 end |
|
761 |
|
762 lemma Inf_pinfreal_iff: |
|
763 fixes z :: pinfreal |
|
764 shows "(\<And>x. x \<in> X \<Longrightarrow> z \<le> x) \<Longrightarrow> (\<exists>x\<in>X. x<y) \<longleftrightarrow> Inf X < y" |
|
765 by (metis complete_lattice_class.Inf_greatest complete_lattice_class.Inf_lower less_le_not_le linear |
|
766 order_less_le_trans) |
|
767 |
|
768 lemma Inf_greater: |
|
769 fixes z :: pinfreal assumes "Inf X < z" |
|
770 shows "\<exists>x \<in> X. x < z" |
|
771 proof - |
|
772 have "X \<noteq> {}" using assms by (auto simp: Inf_empty top_pinfreal_def) |
|
773 with assms show ?thesis |
|
774 by (metis Inf_pinfreal_iff mem_def not_leE) |
|
775 qed |
|
776 |
|
777 lemma Inf_close: |
|
778 fixes e :: pinfreal assumes "Inf X \<noteq> \<omega>" "0 < e" |
|
779 shows "\<exists>x \<in> X. x < Inf X + e" |
|
780 proof (rule Inf_greater) |
|
781 show "Inf X < Inf X + e" using assms |
|
782 by (cases "Inf X", cases e) auto |
|
783 qed |
|
784 |
|
785 lemma pinfreal_SUPI: |
|
786 fixes x :: pinfreal |
|
787 assumes "\<And>i. i \<in> A \<Longrightarrow> f i \<le> x" |
|
788 assumes "\<And>y. (\<And>i. i \<in> A \<Longrightarrow> f i \<le> y) \<Longrightarrow> x \<le> y" |
|
789 shows "(SUP i:A. f i) = x" |
|
790 unfolding SUPR_def Sup_pinfreal_def |
|
791 using assms by (auto intro!: Least_equality) |
|
792 |
|
793 lemma Sup_pinfreal_iff: |
|
794 fixes z :: pinfreal |
|
795 shows "(\<And>x. x \<in> X \<Longrightarrow> x \<le> z) \<Longrightarrow> (\<exists>x\<in>X. y<x) \<longleftrightarrow> y < Sup X" |
|
796 by (metis complete_lattice_class.Sup_least complete_lattice_class.Sup_upper less_le_not_le linear |
|
797 order_less_le_trans) |
|
798 |
|
799 lemma Sup_lesser: |
|
800 fixes z :: pinfreal assumes "z < Sup X" |
|
801 shows "\<exists>x \<in> X. z < x" |
|
802 proof - |
|
803 have "X \<noteq> {}" using assms by (auto simp: Sup_empty bot_pinfreal_def) |
|
804 with assms show ?thesis |
|
805 by (metis Sup_pinfreal_iff mem_def not_leE) |
|
806 qed |
|
807 |
|
808 lemma Sup_eq_\<omega>: "\<omega> \<in> S \<Longrightarrow> Sup S = \<omega>" |
|
809 unfolding Sup_pinfreal_def |
|
810 by (auto intro!: Least_equality) |
|
811 |
|
812 lemma Sup_close: |
|
813 assumes "0 < e" and S: "Sup S \<noteq> \<omega>" "S \<noteq> {}" |
|
814 shows "\<exists>X\<in>S. Sup S < X + e" |
|
815 proof cases |
|
816 assume "Sup S = 0" |
|
817 moreover obtain X where "X \<in> S" using `S \<noteq> {}` by auto |
|
818 ultimately show ?thesis using `0 < e` by (auto intro!: bexI[OF _ `X\<in>S`]) |
|
819 next |
|
820 assume "Sup S \<noteq> 0" |
|
821 have "\<exists>X\<in>S. Sup S - e < X" |
|
822 proof (rule Sup_lesser) |
|
823 show "Sup S - e < Sup S" using `0 < e` `Sup S \<noteq> 0` `Sup S \<noteq> \<omega>` |
|
824 by (cases e) (auto simp: pinfreal_noteq_omega_Ex) |
|
825 qed |
|
826 then guess X .. note X = this |
|
827 with `Sup S \<noteq> \<omega>` Sup_eq_\<omega> have "X \<noteq> \<omega>" by auto |
|
828 thus ?thesis using `Sup S \<noteq> \<omega>` X unfolding pinfreal_noteq_omega_Ex |
|
829 by (cases e) (auto intro!: bexI[OF _ `X\<in>S`] simp: split: split_if_asm) |
|
830 qed |
|
831 |
|
832 lemma Sup_\<omega>: "(SUP i::nat. Real (real i)) = \<omega>" |
|
833 proof (rule pinfreal_SUPI) |
|
834 fix y assume *: "\<And>i::nat. i \<in> UNIV \<Longrightarrow> Real (real i) \<le> y" |
|
835 thus "\<omega> \<le> y" |
|
836 proof (cases y) |
|
837 case (preal r) |
|
838 then obtain k :: nat where "r < real k" |
|
839 using ex_less_of_nat by (auto simp: real_eq_of_nat) |
|
840 with *[of k] preal show ?thesis by auto |
|
841 qed simp |
|
842 qed simp |
|
843 |
|
844 subsubsection {* Equivalence between @{text "f ----> x"} and @{text SUP} on @{typ pinfreal} *} |
|
845 |
|
846 lemma monoseq_monoI: "mono f \<Longrightarrow> monoseq f" |
|
847 unfolding mono_def monoseq_def by auto |
|
848 |
|
849 lemma incseq_mono: "mono f \<longleftrightarrow> incseq f" |
|
850 unfolding mono_def incseq_def by auto |
|
851 |
|
852 lemma SUP_eq_LIMSEQ: |
|
853 assumes "mono f" and "\<And>n. 0 \<le> f n" and "0 \<le> x" |
|
854 shows "(SUP n. Real (f n)) = Real x \<longleftrightarrow> f ----> x" |
|
855 proof |
|
856 assume x: "(SUP n. Real (f n)) = Real x" |
|
857 { fix n |
|
858 have "Real (f n) \<le> Real x" using x[symmetric] by (auto intro: le_SUPI) |
|
859 hence "f n \<le> x" using assms by simp } |
|
860 show "f ----> x" |
|
861 proof (rule LIMSEQ_I) |
|
862 fix r :: real assume "0 < r" |
|
863 show "\<exists>no. \<forall>n\<ge>no. norm (f n - x) < r" |
|
864 proof (rule ccontr) |
|
865 assume *: "\<not> ?thesis" |
|
866 { fix N |
|
867 from * obtain n where "N \<le> n" "r \<le> x - f n" |
|
868 using `\<And>n. f n \<le> x` by (auto simp: not_less) |
|
869 hence "f N \<le> f n" using `mono f` by (auto dest: monoD) |
|
870 hence "f N \<le> x - r" using `r \<le> x - f n` by auto |
|
871 hence "Real (f N) \<le> Real (x - r)" and "r \<le> x" using `0 \<le> f N` by auto } |
|
872 hence "(SUP n. Real (f n)) \<le> Real (x - r)" |
|
873 and "Real (x - r) < Real x" using `0 < r` by (auto intro: SUP_leI) |
|
874 hence "(SUP n. Real (f n)) < Real x" by (rule le_less_trans) |
|
875 thus False using x by auto |
|
876 qed |
|
877 qed |
|
878 next |
|
879 assume "f ----> x" |
|
880 show "(SUP n. Real (f n)) = Real x" |
|
881 proof (rule pinfreal_SUPI) |
|
882 fix n |
|
883 from incseq_le[of f x] `mono f` `f ----> x` |
|
884 show "Real (f n) \<le> Real x" using assms incseq_mono by auto |
|
885 next |
|
886 fix y assume *: "\<And>n. n\<in>UNIV \<Longrightarrow> Real (f n) \<le> y" |
|
887 show "Real x \<le> y" |
|
888 proof (cases y) |
|
889 case (preal r) |
|
890 with * have "\<exists>N. \<forall>n\<ge>N. f n \<le> r" using assms by fastsimp |
|
891 from LIMSEQ_le_const2[OF `f ----> x` this] |
|
892 show "Real x \<le> y" using `0 \<le> x` preal by auto |
|
893 qed simp |
|
894 qed |
|
895 qed |
|
896 |
|
897 lemma SUPR_bound: |
|
898 assumes "\<forall>N. f N \<le> x" |
|
899 shows "(SUP n. f n) \<le> x" |
|
900 using assms by (simp add: SUPR_def Sup_le_iff) |
|
901 |
|
902 lemma pinfreal_less_eq_diff_eq_sum: |
|
903 fixes x y z :: pinfreal |
|
904 assumes "y \<le> x" and "x \<noteq> \<omega>" |
|
905 shows "z \<le> x - y \<longleftrightarrow> z + y \<le> x" |
|
906 using assms |
|
907 apply (cases z, cases y, cases x) |
|
908 by (simp_all add: field_simps minus_pinfreal_eq) |
|
909 |
|
910 lemma Real_diff_less_omega: "Real r - x < \<omega>" by (cases x) auto |
|
911 |
|
912 subsubsection {* Numbers on @{typ pinfreal} *} |
|
913 |
|
914 instantiation pinfreal :: number |
|
915 begin |
|
916 definition [simp]: "number_of x = Real (number_of x)" |
|
917 instance proof qed |
|
918 end |
|
919 |
|
920 subsubsection {* Division on @{typ pinfreal} *} |
|
921 |
|
922 instantiation pinfreal :: inverse |
|
923 begin |
|
924 |
|
925 definition "inverse x = pinfreal_case (\<lambda>x. if x = 0 then \<omega> else Real (inverse x)) 0 x" |
|
926 definition [simp]: "x / y = x * inverse (y :: pinfreal)" |
|
927 |
|
928 instance proof qed |
|
929 end |
|
930 |
|
931 lemma pinfreal_inverse[simp]: |
|
932 "inverse 0 = \<omega>" |
|
933 "inverse (Real x) = (if x \<le> 0 then \<omega> else Real (inverse x))" |
|
934 "inverse \<omega> = 0" |
|
935 "inverse (1::pinfreal) = 1" |
|
936 "inverse (inverse x) = x" |
|
937 by (simp_all add: inverse_pinfreal_def one_pinfreal_def split: pinfreal_case_split del: Real_1) |
|
938 |
|
939 lemma pinfreal_inverse_le_eq: |
|
940 assumes "x \<noteq> 0" "x \<noteq> \<omega>" |
|
941 shows "y \<le> z / x \<longleftrightarrow> x * y \<le> (z :: pinfreal)" |
|
942 proof - |
|
943 from assms obtain r where r: "x = Real r" "0 < r" by (cases x) auto |
|
944 { fix p q :: real assume "0 \<le> p" "0 \<le> q" |
|
945 have "p \<le> q * inverse r \<longleftrightarrow> p \<le> q / r" by (simp add: divide_inverse) |
|
946 also have "... \<longleftrightarrow> p * r \<le> q" using `0 < r` by (auto simp: field_simps) |
|
947 finally have "p \<le> q * inverse r \<longleftrightarrow> p * r \<le> q" . } |
|
948 with r show ?thesis |
|
949 by (cases y, cases z, auto simp: zero_le_mult_iff field_simps) |
|
950 qed |
|
951 |
|
952 lemma inverse_antimono_strict: |
|
953 fixes x y :: pinfreal |
|
954 assumes "x < y" shows "inverse y < inverse x" |
|
955 using assms by (cases x, cases y) auto |
|
956 |
|
957 lemma inverse_antimono: |
|
958 fixes x y :: pinfreal |
|
959 assumes "x \<le> y" shows "inverse y \<le> inverse x" |
|
960 using assms by (cases x, cases y) auto |
|
961 |
|
962 lemma pinfreal_inverse_\<omega>_iff[simp]: "inverse x = \<omega> \<longleftrightarrow> x = 0" |
|
963 by (cases x) auto |
|
964 |
|
965 subsection "Infinite sum over @{typ pinfreal}" |
|
966 |
|
967 text {* |
|
968 |
|
969 The infinite sum over @{typ pinfreal} has the nice property that it is always |
|
970 defined. |
|
971 |
|
972 *} |
|
973 |
|
974 definition psuminf :: "(nat \<Rightarrow> pinfreal) \<Rightarrow> pinfreal" (binder "\<Sum>\<^isub>\<infinity>" 10) where |
|
975 "(\<Sum>\<^isub>\<infinity> x. f x) = (SUP n. \<Sum>i<n. f i)" |
|
976 |
|
977 subsubsection {* Equivalence between @{text "\<Sum> n. f n"} and @{text "\<Sum>\<^isub>\<infinity> n. f n"} *} |
|
978 |
|
979 lemma setsum_Real: |
|
980 assumes "\<forall>x\<in>A. 0 \<le> f x" |
|
981 shows "(\<Sum>x\<in>A. Real (f x)) = Real (\<Sum>x\<in>A. f x)" |
|
982 proof (cases "finite A") |
|
983 case True |
|
984 thus ?thesis using assms |
|
985 proof induct case (insert x s) |
|
986 hence "0 \<le> setsum f s" apply-apply(rule setsum_nonneg) by auto |
|
987 thus ?case using insert by auto |
|
988 qed auto |
|
989 qed simp |
|
990 |
|
991 lemma setsum_Real': |
|
992 assumes "\<forall>x. 0 \<le> f x" |
|
993 shows "(\<Sum>x\<in>A. Real (f x)) = Real (\<Sum>x\<in>A. f x)" |
|
994 apply(rule setsum_Real) using assms by auto |
|
995 |
|
996 lemma setsum_\<omega>: |
|
997 "(\<Sum>x\<in>P. f x) = \<omega> \<longleftrightarrow> (finite P \<and> (\<exists>i\<in>P. f i = \<omega>))" |
|
998 proof safe |
|
999 assume *: "setsum f P = \<omega>" |
|
1000 show "finite P" |
|
1001 proof (rule ccontr) assume "infinite P" with * show False by auto qed |
|
1002 show "\<exists>i\<in>P. f i = \<omega>" |
|
1003 proof (rule ccontr) |
|
1004 assume "\<not> ?thesis" hence "\<And>i. i\<in>P \<Longrightarrow> f i \<noteq> \<omega>" by auto |
|
1005 from `finite P` this have "setsum f P \<noteq> \<omega>" |
|
1006 by induct auto |
|
1007 with * show False by auto |
|
1008 qed |
|
1009 next |
|
1010 fix i assume "finite P" "i \<in> P" "f i = \<omega>" |
|
1011 thus "setsum f P = \<omega>" |
|
1012 proof induct |
|
1013 case (insert x A) |
|
1014 show ?case using insert by (cases "x = i") auto |
|
1015 qed simp |
|
1016 qed |
|
1017 |
|
1018 lemma real_of_pinfreal_setsum: |
|
1019 assumes "\<And>x. x \<in> S \<Longrightarrow> f x \<noteq> \<omega>" |
|
1020 shows "(\<Sum>x\<in>S. real (f x)) = real (setsum f S)" |
|
1021 proof cases |
|
1022 assume "finite S" |
|
1023 from this assms show ?thesis |
|
1024 by induct (simp_all add: real_of_pinfreal_add setsum_\<omega>) |
|
1025 qed simp |
|
1026 |
|
1027 lemma setsum_0: |
|
1028 fixes f :: "'a \<Rightarrow> pinfreal" assumes "finite A" |
|
1029 shows "(\<Sum>x\<in>A. f x) = 0 \<longleftrightarrow> (\<forall>i\<in>A. f i = 0)" |
|
1030 using assms by induct auto |
|
1031 |
|
1032 lemma suminf_imp_psuminf: |
|
1033 assumes "f sums x" and "\<forall>n. 0 \<le> f n" |
|
1034 shows "(\<Sum>\<^isub>\<infinity> x. Real (f x)) = Real x" |
|
1035 unfolding psuminf_def setsum_Real'[OF assms(2)] |
|
1036 proof (rule SUP_eq_LIMSEQ[THEN iffD2]) |
|
1037 show "mono (\<lambda>n. setsum f {..<n})" (is "mono ?S") |
|
1038 unfolding mono_iff_le_Suc using assms by simp |
|
1039 |
|
1040 { fix n show "0 \<le> ?S n" |
|
1041 using setsum_nonneg[of "{..<n}" f] assms by auto } |
|
1042 |
|
1043 thus "0 \<le> x" "?S ----> x" |
|
1044 using `f sums x` LIMSEQ_le_const |
|
1045 by (auto simp: atLeast0LessThan sums_def) |
|
1046 qed |
|
1047 |
|
1048 lemma psuminf_equality: |
|
1049 assumes "\<And>n. setsum f {..<n} \<le> x" |
|
1050 and "\<And>y. y \<noteq> \<omega> \<Longrightarrow> (\<And>n. setsum f {..<n} \<le> y) \<Longrightarrow> x \<le> y" |
|
1051 shows "psuminf f = x" |
|
1052 unfolding psuminf_def |
|
1053 proof (safe intro!: pinfreal_SUPI) |
|
1054 fix n show "setsum f {..<n} \<le> x" using assms(1) . |
|
1055 next |
|
1056 fix y assume *: "\<forall>n. n \<in> UNIV \<longrightarrow> setsum f {..<n} \<le> y" |
|
1057 show "x \<le> y" |
|
1058 proof (cases "y = \<omega>") |
|
1059 assume "y \<noteq> \<omega>" from assms(2)[OF this] * |
|
1060 show "x \<le> y" by auto |
|
1061 qed simp |
|
1062 qed |
|
1063 |
|
1064 lemma psuminf_\<omega>: |
|
1065 assumes "f i = \<omega>" |
|
1066 shows "(\<Sum>\<^isub>\<infinity> x. f x) = \<omega>" |
|
1067 proof (rule psuminf_equality) |
|
1068 fix y assume *: "\<And>n. setsum f {..<n} \<le> y" |
|
1069 have "setsum f {..<Suc i} = \<omega>" |
|
1070 using assms by (simp add: setsum_\<omega>) |
|
1071 thus "\<omega> \<le> y" using *[of "Suc i"] by auto |
|
1072 qed simp |
|
1073 |
|
1074 lemma psuminf_imp_suminf: |
|
1075 assumes "(\<Sum>\<^isub>\<infinity> x. f x) \<noteq> \<omega>" |
|
1076 shows "(\<lambda>x. real (f x)) sums real (\<Sum>\<^isub>\<infinity> x. f x)" |
|
1077 proof - |
|
1078 have "\<forall>i. \<exists>r. f i = Real r \<and> 0 \<le> r" |
|
1079 proof |
|
1080 fix i show "\<exists>r. f i = Real r \<and> 0 \<le> r" using psuminf_\<omega> assms by (cases "f i") auto |
|
1081 qed |
|
1082 from choice[OF this] obtain r where f: "f = (\<lambda>i. Real (r i))" |
|
1083 and pos: "\<forall>i. 0 \<le> r i" |
|
1084 by (auto simp: expand_fun_eq) |
|
1085 hence [simp]: "\<And>i. real (f i) = r i" by auto |
|
1086 |
|
1087 have "mono (\<lambda>n. setsum r {..<n})" (is "mono ?S") |
|
1088 unfolding mono_iff_le_Suc using pos by simp |
|
1089 |
|
1090 { fix n have "0 \<le> ?S n" |
|
1091 using setsum_nonneg[of "{..<n}" r] pos by auto } |
|
1092 |
|
1093 from assms obtain p where *: "(\<Sum>\<^isub>\<infinity> x. f x) = Real p" and "0 \<le> p" |
|
1094 by (cases "(\<Sum>\<^isub>\<infinity> x. f x)") auto |
|
1095 show ?thesis unfolding * using * pos `0 \<le> p` SUP_eq_LIMSEQ[OF `mono ?S` `\<And>n. 0 \<le> ?S n` `0 \<le> p`] |
|
1096 by (simp add: f atLeast0LessThan sums_def psuminf_def setsum_Real'[OF pos] f) |
|
1097 qed |
|
1098 |
|
1099 lemma psuminf_bound: |
|
1100 assumes "\<forall>N. (\<Sum>n<N. f n) \<le> x" |
|
1101 shows "(\<Sum>\<^isub>\<infinity> n. f n) \<le> x" |
|
1102 using assms by (simp add: psuminf_def SUPR_def Sup_le_iff) |
|
1103 |
|
1104 lemma psuminf_bound_add: |
|
1105 assumes "\<forall>N. (\<Sum>n<N. f n) + y \<le> x" |
|
1106 shows "(\<Sum>\<^isub>\<infinity> n. f n) + y \<le> x" |
|
1107 proof (cases "x = \<omega>") |
|
1108 have "y \<le> x" using assms by (auto intro: pinfreal_le_add2) |
|
1109 assume "x \<noteq> \<omega>" |
|
1110 note move_y = pinfreal_less_eq_diff_eq_sum[OF `y \<le> x` this] |
|
1111 |
|
1112 have "\<forall>N. (\<Sum>n<N. f n) \<le> x - y" using assms by (simp add: move_y) |
|
1113 hence "(\<Sum>\<^isub>\<infinity> n. f n) \<le> x - y" by (rule psuminf_bound) |
|
1114 thus ?thesis by (simp add: move_y) |
|
1115 qed simp |
|
1116 |
|
1117 lemma psuminf_finite: |
|
1118 assumes "\<forall>N\<ge>n. f N = 0" |
|
1119 shows "(\<Sum>\<^isub>\<infinity> n. f n) = (\<Sum>N<n. f N)" |
|
1120 proof (rule psuminf_equality) |
|
1121 fix N |
|
1122 show "setsum f {..<N} \<le> setsum f {..<n}" |
|
1123 proof (cases rule: linorder_cases) |
|
1124 assume "N < n" thus ?thesis by (auto intro!: setsum_mono3) |
|
1125 next |
|
1126 assume "n < N" |
|
1127 hence *: "{..<N} = {..<n} \<union> {n..<N}" by auto |
|
1128 moreover have "setsum f {n..<N} = 0" |
|
1129 using assms by (auto intro!: setsum_0') |
|
1130 ultimately show ?thesis unfolding * |
|
1131 by (subst setsum_Un_disjoint) auto |
|
1132 qed simp |
|
1133 qed simp |
|
1134 |
|
1135 lemma psuminf_upper: |
|
1136 shows "(\<Sum>n<N. f n) \<le> (\<Sum>\<^isub>\<infinity> n. f n)" |
|
1137 unfolding psuminf_def SUPR_def |
|
1138 by (auto intro: complete_lattice_class.Sup_upper image_eqI) |
|
1139 |
|
1140 lemma psuminf_le: |
|
1141 assumes "\<And>N. f N \<le> g N" |
|
1142 shows "psuminf f \<le> psuminf g" |
|
1143 proof (safe intro!: psuminf_bound) |
|
1144 fix n |
|
1145 have "setsum f {..<n} \<le> setsum g {..<n}" using assms by (auto intro: setsum_mono) |
|
1146 also have "... \<le> psuminf g" by (rule psuminf_upper) |
|
1147 finally show "setsum f {..<n} \<le> psuminf g" . |
|
1148 qed |
|
1149 |
|
1150 lemma psuminf_const[simp]: "psuminf (\<lambda>n. c) = (if c = 0 then 0 else \<omega>)" (is "_ = ?if") |
|
1151 proof (rule psuminf_equality) |
|
1152 fix y assume *: "\<And>n :: nat. (\<Sum>n<n. c) \<le> y" and "y \<noteq> \<omega>" |
|
1153 then obtain r p where |
|
1154 y: "y = Real r" "0 \<le> r" and |
|
1155 c: "c = Real p" "0 \<le> p" |
|
1156 using *[of 1] by (cases c, cases y) auto |
|
1157 show "(if c = 0 then 0 else \<omega>) \<le> y" |
|
1158 proof (cases "p = 0") |
|
1159 assume "p = 0" with c show ?thesis by simp |
|
1160 next |
|
1161 assume "p \<noteq> 0" |
|
1162 with * c y have **: "\<And>n :: nat. real n \<le> r / p" |
|
1163 by (auto simp: zero_le_mult_iff field_simps) |
|
1164 from ex_less_of_nat[of "r / p"] guess n .. |
|
1165 with **[of n] show ?thesis by (simp add: real_eq_of_nat) |
|
1166 qed |
|
1167 qed (cases "c = 0", simp_all) |
|
1168 |
|
1169 lemma psuminf_add[simp]: "psuminf (\<lambda>n. f n + g n) = psuminf f + psuminf g" |
|
1170 proof (rule psuminf_equality) |
|
1171 fix n |
|
1172 from psuminf_upper[of f n] psuminf_upper[of g n] |
|
1173 show "(\<Sum>n<n. f n + g n) \<le> psuminf f + psuminf g" |
|
1174 by (auto simp add: setsum_addf intro!: add_mono) |
|
1175 next |
|
1176 fix y assume *: "\<And>n. (\<Sum>n<n. f n + g n) \<le> y" and "y \<noteq> \<omega>" |
|
1177 { fix n m |
|
1178 have **: "(\<Sum>n<n. f n) + (\<Sum>n<m. g n) \<le> y" |
|
1179 proof (cases rule: linorder_le_cases) |
|
1180 assume "n \<le> m" |
|
1181 hence "(\<Sum>n<n. f n) + (\<Sum>n<m. g n) \<le> (\<Sum>n<m. f n) + (\<Sum>n<m. g n)" |
|
1182 by (auto intro!: add_right_mono setsum_mono3) |
|
1183 also have "... \<le> y" |
|
1184 using * by (simp add: setsum_addf) |
|
1185 finally show ?thesis . |
|
1186 next |
|
1187 assume "m \<le> n" |
|
1188 hence "(\<Sum>n<n. f n) + (\<Sum>n<m. g n) \<le> (\<Sum>n<n. f n) + (\<Sum>n<n. g n)" |
|
1189 by (auto intro!: add_left_mono setsum_mono3) |
|
1190 also have "... \<le> y" |
|
1191 using * by (simp add: setsum_addf) |
|
1192 finally show ?thesis . |
|
1193 qed } |
|
1194 hence "\<And>m. \<forall>n. (\<Sum>n<n. f n) + (\<Sum>n<m. g n) \<le> y" by simp |
|
1195 from psuminf_bound_add[OF this] |
|
1196 have "\<forall>m. (\<Sum>n<m. g n) + psuminf f \<le> y" by (simp add: ac_simps) |
|
1197 from psuminf_bound_add[OF this] |
|
1198 show "psuminf f + psuminf g \<le> y" by (simp add: ac_simps) |
|
1199 qed |
|
1200 |
|
1201 lemma psuminf_0: "psuminf f = 0 \<longleftrightarrow> (\<forall>i. f i = 0)" |
|
1202 proof safe |
|
1203 assume "\<forall>i. f i = 0" |
|
1204 hence "f = (\<lambda>i. 0)" by (simp add: expand_fun_eq) |
|
1205 thus "psuminf f = 0" using psuminf_const by simp |
|
1206 next |
|
1207 fix i assume "psuminf f = 0" |
|
1208 hence "(\<Sum>n<Suc i. f n) = 0" using psuminf_upper[of f "Suc i"] by simp |
|
1209 thus "f i = 0" by simp |
|
1210 qed |
|
1211 |
|
1212 lemma psuminf_cmult_right[simp]: "psuminf (\<lambda>n. c * f n) = c * psuminf f" |
|
1213 proof (rule psuminf_equality) |
|
1214 fix n show "(\<Sum>n<n. c * f n) \<le> c * psuminf f" |
|
1215 by (auto simp: setsum_right_distrib[symmetric] intro: mult_left_mono psuminf_upper) |
|
1216 next |
|
1217 fix y |
|
1218 assume "\<And>n. (\<Sum>n<n. c * f n) \<le> y" |
|
1219 hence *: "\<And>n. c * (\<Sum>n<n. f n) \<le> y" by (auto simp add: setsum_right_distrib) |
|
1220 thus "c * psuminf f \<le> y" |
|
1221 proof (cases "c = \<omega> \<or> c = 0") |
|
1222 assume "c = \<omega> \<or> c = 0" |
|
1223 thus ?thesis |
|
1224 using * by (fastsimp simp add: psuminf_0 setsum_0 split: split_if_asm) |
|
1225 next |
|
1226 assume "\<not> (c = \<omega> \<or> c = 0)" |
|
1227 hence "c \<noteq> 0" "c \<noteq> \<omega>" by auto |
|
1228 note rewrite_div = pinfreal_inverse_le_eq[OF this, of _ y] |
|
1229 hence "\<forall>n. (\<Sum>n<n. f n) \<le> y / c" using * by simp |
|
1230 hence "psuminf f \<le> y / c" by (rule psuminf_bound) |
|
1231 thus ?thesis using rewrite_div by simp |
|
1232 qed |
|
1233 qed |
|
1234 |
|
1235 lemma psuminf_cmult_left[simp]: "psuminf (\<lambda>n. f n * c) = psuminf f * c" |
|
1236 using psuminf_cmult_right[of c f] by (simp add: ac_simps) |
|
1237 |
|
1238 lemma psuminf_half_series: "psuminf (\<lambda>n. (1/2)^Suc n) = 1" |
|
1239 using suminf_imp_psuminf[OF power_half_series] by auto |
|
1240 |
|
1241 lemma setsum_pinfsum: "(\<Sum>\<^isub>\<infinity> n. \<Sum>m\<in>A. f n m) = (\<Sum>m\<in>A. (\<Sum>\<^isub>\<infinity> n. f n m))" |
|
1242 proof (cases "finite A") |
|
1243 assume "finite A" |
|
1244 thus ?thesis by induct simp_all |
|
1245 qed simp |
|
1246 |
|
1247 lemma psuminf_reindex: |
|
1248 fixes f:: "nat \<Rightarrow> nat" assumes "bij f" |
|
1249 shows "psuminf (g \<circ> f) = psuminf g" |
|
1250 proof - |
|
1251 have [intro, simp]: "\<And>A. inj_on f A" using `bij f` unfolding bij_def by (auto intro: subset_inj_on) |
|
1252 have f[intro, simp]: "\<And>x. f (inv f x) = x" |
|
1253 using `bij f` unfolding bij_def by (auto intro: surj_f_inv_f) |
|
1254 |
|
1255 show ?thesis |
|
1256 proof (rule psuminf_equality) |
|
1257 fix n |
|
1258 have "setsum (g \<circ> f) {..<n} = setsum g (f ` {..<n})" |
|
1259 by (simp add: setsum_reindex) |
|
1260 also have "\<dots> \<le> setsum g {..Max (f ` {..<n})}" |
|
1261 by (rule setsum_mono3) auto |
|
1262 also have "\<dots> \<le> psuminf g" unfolding lessThan_Suc_atMost[symmetric] by (rule psuminf_upper) |
|
1263 finally show "setsum (g \<circ> f) {..<n} \<le> psuminf g" . |
|
1264 next |
|
1265 fix y assume *: "\<And>n. setsum (g \<circ> f) {..<n} \<le> y" |
|
1266 show "psuminf g \<le> y" |
|
1267 proof (safe intro!: psuminf_bound) |
|
1268 fix N |
|
1269 have "setsum g {..<N} \<le> setsum g (f ` {..Max (inv f ` {..<N})})" |
|
1270 by (rule setsum_mono3) (auto intro!: image_eqI[where f="f", OF f[symmetric]]) |
|
1271 also have "\<dots> = setsum (g \<circ> f) {..Max (inv f ` {..<N})}" |
|
1272 by (simp add: setsum_reindex) |
|
1273 also have "\<dots> \<le> y" unfolding lessThan_Suc_atMost[symmetric] by (rule *) |
|
1274 finally show "setsum g {..<N} \<le> y" . |
|
1275 qed |
|
1276 qed |
|
1277 qed |
|
1278 |
|
1279 lemma psuminf_2dimen: |
|
1280 fixes f:: "nat * nat \<Rightarrow> pinfreal" |
|
1281 assumes fsums: "\<And>m. g m = (\<Sum>\<^isub>\<infinity> n. f (m,n))" |
|
1282 shows "psuminf (f \<circ> prod_decode) = psuminf g" |
|
1283 proof (rule psuminf_equality) |
|
1284 fix n :: nat |
|
1285 let ?P = "prod_decode ` {..<n}" |
|
1286 have "setsum (f \<circ> prod_decode) {..<n} = setsum f ?P" |
|
1287 by (auto simp: setsum_reindex inj_prod_decode) |
|
1288 also have "\<dots> \<le> setsum f ({..Max (fst ` ?P)} \<times> {..Max (snd ` ?P)})" |
|
1289 proof (safe intro!: setsum_mono3 Max_ge image_eqI) |
|
1290 fix a b x assume "(a, b) = prod_decode x" |
|
1291 from this[symmetric] show "a = fst (prod_decode x)" "b = snd (prod_decode x)" |
|
1292 by simp_all |
|
1293 qed simp_all |
|
1294 also have "\<dots> = (\<Sum>m\<le>Max (fst ` ?P). (\<Sum>n\<le>Max (snd ` ?P). f (m,n)))" |
|
1295 unfolding setsum_cartesian_product by simp |
|
1296 also have "\<dots> \<le> (\<Sum>m\<le>Max (fst ` ?P). g m)" |
|
1297 by (auto intro!: setsum_mono psuminf_upper simp del: setsum_lessThan_Suc |
|
1298 simp: fsums lessThan_Suc_atMost[symmetric]) |
|
1299 also have "\<dots> \<le> psuminf g" |
|
1300 by (auto intro!: psuminf_upper simp del: setsum_lessThan_Suc |
|
1301 simp: lessThan_Suc_atMost[symmetric]) |
|
1302 finally show "setsum (f \<circ> prod_decode) {..<n} \<le> psuminf g" . |
|
1303 next |
|
1304 fix y assume *: "\<And>n. setsum (f \<circ> prod_decode) {..<n} \<le> y" |
|
1305 have g: "g = (\<lambda>m. \<Sum>\<^isub>\<infinity> n. f (m,n))" unfolding fsums[symmetric] .. |
|
1306 show "psuminf g \<le> y" unfolding g |
|
1307 proof (rule psuminf_bound, unfold setsum_pinfsum[symmetric], safe intro!: psuminf_bound) |
|
1308 fix N M :: nat |
|
1309 let ?P = "{..<N} \<times> {..<M}" |
|
1310 let ?M = "Max (prod_encode ` ?P)" |
|
1311 have "(\<Sum>n<M. \<Sum>m<N. f (m, n)) \<le> (\<Sum>(m, n)\<in>?P. f (m, n))" |
|
1312 unfolding setsum_commute[of _ _ "{..<M}"] unfolding setsum_cartesian_product .. |
|
1313 also have "\<dots> \<le> (\<Sum>(m,n)\<in>(prod_decode ` {..?M}). f (m, n))" |
|
1314 by (auto intro!: setsum_mono3 image_eqI[where f=prod_decode, OF prod_encode_inverse[symmetric]]) |
|
1315 also have "\<dots> \<le> y" using *[of "Suc ?M"] |
|
1316 by (simp add: lessThan_Suc_atMost[symmetric] setsum_reindex |
|
1317 inj_prod_decode del: setsum_lessThan_Suc) |
|
1318 finally show "(\<Sum>n<M. \<Sum>m<N. f (m, n)) \<le> y" . |
|
1319 qed |
|
1320 qed |
|
1321 |
|
1322 lemma pinfreal_mult_less_right: |
|
1323 assumes "b * a < c * a" "0 < a" "a < \<omega>" |
|
1324 shows "b < c" |
|
1325 using assms |
|
1326 by (cases a, cases b, cases c) (auto split: split_if_asm simp: zero_less_mult_iff zero_le_mult_iff) |
|
1327 |
|
1328 lemma pinfreal_\<omega>_eq_plus[simp]: "\<omega> = a + b \<longleftrightarrow> (a = \<omega> \<or> b = \<omega>)" |
|
1329 by (cases a, cases b) auto |
|
1330 |
|
1331 lemma pinfreal_of_nat_le_iff: |
|
1332 "(of_nat k :: pinfreal) \<le> of_nat m \<longleftrightarrow> k \<le> m" by auto |
|
1333 |
|
1334 lemma pinfreal_of_nat_less_iff: |
|
1335 "(of_nat k :: pinfreal) < of_nat m \<longleftrightarrow> k < m" by auto |
|
1336 |
|
1337 lemma pinfreal_bound_add: |
|
1338 assumes "\<forall>N. f N + y \<le> (x::pinfreal)" |
|
1339 shows "(SUP n. f n) + y \<le> x" |
|
1340 proof (cases "x = \<omega>") |
|
1341 have "y \<le> x" using assms by (auto intro: pinfreal_le_add2) |
|
1342 assume "x \<noteq> \<omega>" |
|
1343 note move_y = pinfreal_less_eq_diff_eq_sum[OF `y \<le> x` this] |
|
1344 |
|
1345 have "\<forall>N. f N \<le> x - y" using assms by (simp add: move_y) |
|
1346 hence "(SUP n. f n) \<le> x - y" by (rule SUPR_bound) |
|
1347 thus ?thesis by (simp add: move_y) |
|
1348 qed simp |
|
1349 |
|
1350 lemma SUPR_pinfreal_add: |
|
1351 fixes f g :: "nat \<Rightarrow> pinfreal" |
|
1352 assumes f: "\<forall>n. f n \<le> f (Suc n)" and g: "\<forall>n. g n \<le> g (Suc n)" |
|
1353 shows "(SUP n. f n + g n) = (SUP n. f n) + (SUP n. g n)" |
|
1354 proof (rule pinfreal_SUPI) |
|
1355 fix n :: nat from le_SUPI[of n UNIV f] le_SUPI[of n UNIV g] |
|
1356 show "f n + g n \<le> (SUP n. f n) + (SUP n. g n)" |
|
1357 by (auto intro!: add_mono) |
|
1358 next |
|
1359 fix y assume *: "\<And>n. n \<in> UNIV \<Longrightarrow> f n + g n \<le> y" |
|
1360 { fix n m |
|
1361 have "f n + g m \<le> y" |
|
1362 proof (cases rule: linorder_le_cases) |
|
1363 assume "n \<le> m" |
|
1364 hence "f n + g m \<le> f m + g m" |
|
1365 using f lift_Suc_mono_le by (auto intro!: add_right_mono) |
|
1366 also have "\<dots> \<le> y" using * by simp |
|
1367 finally show ?thesis . |
|
1368 next |
|
1369 assume "m \<le> n" |
|
1370 hence "f n + g m \<le> f n + g n" |
|
1371 using g lift_Suc_mono_le by (auto intro!: add_left_mono) |
|
1372 also have "\<dots> \<le> y" using * by simp |
|
1373 finally show ?thesis . |
|
1374 qed } |
|
1375 hence "\<And>m. \<forall>n. f n + g m \<le> y" by simp |
|
1376 from pinfreal_bound_add[OF this] |
|
1377 have "\<forall>m. (g m) + (SUP n. f n) \<le> y" by (simp add: ac_simps) |
|
1378 from pinfreal_bound_add[OF this] |
|
1379 show "SUPR UNIV f + SUPR UNIV g \<le> y" by (simp add: ac_simps) |
|
1380 qed |
|
1381 |
|
1382 lemma SUPR_pinfreal_setsum: |
|
1383 fixes f :: "'x \<Rightarrow> nat \<Rightarrow> pinfreal" |
|
1384 assumes "\<And>i. i \<in> P \<Longrightarrow> \<forall>n. f i n \<le> f i (Suc n)" |
|
1385 shows "(SUP n. \<Sum>i\<in>P. f i n) = (\<Sum>i\<in>P. SUP n. f i n)" |
|
1386 proof cases |
|
1387 assume "finite P" from this assms show ?thesis |
|
1388 proof induct |
|
1389 case (insert i P) |
|
1390 thus ?case |
|
1391 apply simp |
|
1392 apply (subst SUPR_pinfreal_add) |
|
1393 by (auto intro!: setsum_mono) |
|
1394 qed simp |
|
1395 qed simp |
|
1396 |
|
1397 lemma Real_max: |
|
1398 assumes "x \<ge> 0" "y \<ge> 0" |
|
1399 shows "Real (max x y) = max (Real x) (Real y)" |
|
1400 using assms unfolding max_def by (auto simp add:not_le) |
|
1401 |
|
1402 lemma Real_real: "Real (real x) = (if x = \<omega> then 0 else x)" |
|
1403 using assms by (cases x) auto |
|
1404 |
|
1405 lemma inj_on_real: "inj_on real (UNIV - {\<omega>})" |
|
1406 proof (rule inj_onI) |
|
1407 fix x y assume mem: "x \<in> UNIV - {\<omega>}" "y \<in> UNIV - {\<omega>}" and "real x = real y" |
|
1408 thus "x = y" by (cases x, cases y) auto |
|
1409 qed |
|
1410 |
|
1411 lemma inj_on_Real: "inj_on Real {0..}" |
|
1412 by (auto intro!: inj_onI) |
|
1413 |
|
1414 lemma range_Real[simp]: "range Real = UNIV - {\<omega>}" |
|
1415 proof safe |
|
1416 fix x assume "x \<notin> range Real" |
|
1417 thus "x = \<omega>" by (cases x) auto |
|
1418 qed auto |
|
1419 |
|
1420 lemma image_Real[simp]: "Real ` {0..} = UNIV - {\<omega>}" |
|
1421 proof safe |
|
1422 fix x assume "x \<notin> Real ` {0..}" |
|
1423 thus "x = \<omega>" by (cases x) auto |
|
1424 qed auto |
|
1425 |
|
1426 lemma pinfreal_SUP_cmult: |
|
1427 fixes f :: "'a \<Rightarrow> pinfreal" |
|
1428 shows "(SUP i : R. z * f i) = z * (SUP i : R. f i)" |
|
1429 proof (rule pinfreal_SUPI) |
|
1430 fix i assume "i \<in> R" |
|
1431 from le_SUPI[OF this] |
|
1432 show "z * f i \<le> z * (SUP i:R. f i)" by (rule pinfreal_mult_cancel) |
|
1433 next |
|
1434 fix y assume "\<And>i. i\<in>R \<Longrightarrow> z * f i \<le> y" |
|
1435 hence *: "\<And>i. i\<in>R \<Longrightarrow> z * f i \<le> y" by auto |
|
1436 show "z * (SUP i:R. f i) \<le> y" |
|
1437 proof (cases "\<forall>i\<in>R. f i = 0") |
|
1438 case True |
|
1439 show ?thesis |
|
1440 proof cases |
|
1441 assume "R \<noteq> {}" hence "f ` R = {0}" using True by auto |
|
1442 thus ?thesis by (simp add: SUPR_def) |
|
1443 qed (simp add: SUPR_def Sup_empty bot_pinfreal_def) |
|
1444 next |
|
1445 case False then obtain i where i: "i \<in> R" and f0: "f i \<noteq> 0" by auto |
|
1446 show ?thesis |
|
1447 proof (cases "z = 0 \<or> z = \<omega>") |
|
1448 case True with f0 *[OF i] show ?thesis by auto |
|
1449 next |
|
1450 case False hence z: "z \<noteq> 0" "z \<noteq> \<omega>" by auto |
|
1451 note div = pinfreal_inverse_le_eq[OF this, symmetric] |
|
1452 hence "\<And>i. i\<in>R \<Longrightarrow> f i \<le> y / z" using * by auto |
|
1453 thus ?thesis unfolding div SUP_le_iff by simp |
|
1454 qed |
|
1455 qed |
|
1456 qed |
|
1457 |
|
1458 instantiation pinfreal :: topological_space |
|
1459 begin |
|
1460 |
|
1461 definition "open A \<longleftrightarrow> |
|
1462 (\<exists>T. open T \<and> (Real ` (T\<inter>{0..}) = A - {\<omega>})) \<and> (\<omega> \<in> A \<longrightarrow> (\<exists>x\<ge>0. {Real x <..} \<subseteq> A))" |
|
1463 |
|
1464 lemma open_omega: "open A \<Longrightarrow> \<omega> \<in> A \<Longrightarrow> (\<exists>x\<ge>0. {Real x<..} \<subseteq> A)" |
|
1465 unfolding open_pinfreal_def by auto |
|
1466 |
|
1467 lemma open_omegaD: assumes "open A" "\<omega> \<in> A" obtains x where "x\<ge>0" "{Real x<..} \<subseteq> A" |
|
1468 using open_omega[OF assms] by auto |
|
1469 |
|
1470 lemma pinfreal_openE: assumes "open A" obtains A' x where |
|
1471 "open A'" "Real ` (A' \<inter> {0..}) = A - {\<omega>}" |
|
1472 "x \<ge> 0" "\<omega> \<in> A \<Longrightarrow> {Real x<..} \<subseteq> A" |
|
1473 using assms open_pinfreal_def by auto |
|
1474 |
|
1475 instance |
|
1476 proof |
|
1477 let ?U = "UNIV::pinfreal set" |
|
1478 show "open ?U" unfolding open_pinfreal_def |
|
1479 by (auto intro!: exI[of _ "UNIV"] exI[of _ 0]) |
|
1480 next |
|
1481 fix S T::"pinfreal set" assume "open S" and "open T" |
|
1482 from `open S`[THEN pinfreal_openE] guess S' xS . note S' = this |
|
1483 from `open T`[THEN pinfreal_openE] guess T' xT . note T' = this |
|
1484 |
|
1485 from S'(1-3) T'(1-3) |
|
1486 show "open (S \<inter> T)" unfolding open_pinfreal_def |
|
1487 proof (safe intro!: exI[of _ "S' \<inter> T'"] exI[of _ "max xS xT"]) |
|
1488 fix x assume *: "Real (max xS xT) < x" and "\<omega> \<in> S" "\<omega> \<in> T" |
|
1489 from `\<omega> \<in> S`[THEN S'(4)] * show "x \<in> S" |
|
1490 by (cases x, auto simp: max_def split: split_if_asm) |
|
1491 from `\<omega> \<in> T`[THEN T'(4)] * show "x \<in> T" |
|
1492 by (cases x, auto simp: max_def split: split_if_asm) |
|
1493 next |
|
1494 fix x assume x: "x \<notin> Real ` (S' \<inter> T' \<inter> {0..})" |
|
1495 have *: "S' \<inter> T' \<inter> {0..} = (S' \<inter> {0..}) \<inter> (T' \<inter> {0..})" by auto |
|
1496 assume "x \<in> T" "x \<in> S" |
|
1497 with S'(2) T'(2) show "x = \<omega>" |
|
1498 using x[unfolded *] inj_on_image_Int[OF inj_on_Real] by auto |
|
1499 qed auto |
|
1500 next |
|
1501 fix K assume openK: "\<forall>S \<in> K. open (S:: pinfreal set)" |
|
1502 hence "\<forall>S\<in>K. \<exists>T. open T \<and> Real ` (T \<inter> {0..}) = S - {\<omega>}" by (auto simp: open_pinfreal_def) |
|
1503 from bchoice[OF this] guess T .. note T = this[rule_format] |
|
1504 |
|
1505 show "open (\<Union>K)" unfolding open_pinfreal_def |
|
1506 proof (safe intro!: exI[of _ "\<Union>(T ` K)"]) |
|
1507 fix x S assume "0 \<le> x" "x \<in> T S" "S \<in> K" |
|
1508 with T[OF `S \<in> K`] show "Real x \<in> \<Union>K" by auto |
|
1509 next |
|
1510 fix x S assume x: "x \<notin> Real ` (\<Union>T ` K \<inter> {0..})" "S \<in> K" "x \<in> S" |
|
1511 hence "x \<notin> Real ` (T S \<inter> {0..})" |
|
1512 by (auto simp: image_UN UN_simps[symmetric] simp del: UN_simps) |
|
1513 thus "x = \<omega>" using T[OF `S \<in> K`] `x \<in> S` by auto |
|
1514 next |
|
1515 fix S assume "\<omega> \<in> S" "S \<in> K" |
|
1516 from openK[rule_format, OF `S \<in> K`, THEN pinfreal_openE] guess S' x . |
|
1517 from this(3, 4) `\<omega> \<in> S` |
|
1518 show "\<exists>x\<ge>0. {Real x<..} \<subseteq> \<Union>K" |
|
1519 by (auto intro!: exI[of _ x] bexI[OF _ `S \<in> K`]) |
|
1520 next |
|
1521 from T[THEN conjunct1] show "open (\<Union>T`K)" by auto |
|
1522 qed auto |
|
1523 qed |
|
1524 end |
|
1525 |
|
1526 lemma open_pinfreal_lessThan[simp]: |
|
1527 "open {..< a :: pinfreal}" |
|
1528 proof (cases a) |
|
1529 case (preal x) thus ?thesis unfolding open_pinfreal_def |
|
1530 proof (safe intro!: exI[of _ "{..< x}"]) |
|
1531 fix y assume "y < Real x" |
|
1532 moreover assume "y \<notin> Real ` ({..<x} \<inter> {0..})" |
|
1533 ultimately have "y \<noteq> Real (real y)" using preal by (cases y) auto |
|
1534 thus "y = \<omega>" by (auto simp: Real_real split: split_if_asm) |
|
1535 qed auto |
|
1536 next |
|
1537 case infinite thus ?thesis |
|
1538 unfolding open_pinfreal_def by (auto intro!: exI[of _ UNIV]) |
|
1539 qed |
|
1540 |
|
1541 lemma open_pinfreal_greaterThan[simp]: |
|
1542 "open {a :: pinfreal <..}" |
|
1543 proof (cases a) |
|
1544 case (preal x) thus ?thesis unfolding open_pinfreal_def |
|
1545 proof (safe intro!: exI[of _ "{x <..}"]) |
|
1546 fix y assume "Real x < y" |
|
1547 moreover assume "y \<notin> Real ` ({x<..} \<inter> {0..})" |
|
1548 ultimately have "y \<noteq> Real (real y)" using preal by (cases y) auto |
|
1549 thus "y = \<omega>" by (auto simp: Real_real split: split_if_asm) |
|
1550 qed auto |
|
1551 next |
|
1552 case infinite thus ?thesis |
|
1553 unfolding open_pinfreal_def by (auto intro!: exI[of _ "{}"]) |
|
1554 qed |
|
1555 |
|
1556 lemma pinfreal_open_greaterThanLessThan[simp]: "open {a::pinfreal <..< b}" |
|
1557 unfolding greaterThanLessThan_def by auto |
|
1558 |
|
1559 lemma closed_pinfreal_atLeast[simp, intro]: "closed {a :: pinfreal ..}" |
|
1560 proof - |
|
1561 have "- {a ..} = {..< a}" by auto |
|
1562 then show "closed {a ..}" |
|
1563 unfolding closed_def using open_pinfreal_lessThan by auto |
|
1564 qed |
|
1565 |
|
1566 lemma closed_pinfreal_atMost[simp, intro]: "closed {.. b :: pinfreal}" |
|
1567 proof - |
|
1568 have "- {.. b} = {b <..}" by auto |
|
1569 then show "closed {.. b}" |
|
1570 unfolding closed_def using open_pinfreal_greaterThan by auto |
|
1571 qed |
|
1572 |
|
1573 lemma closed_pinfreal_atLeastAtMost[simp, intro]: |
|
1574 shows "closed {a :: pinfreal .. b}" |
|
1575 unfolding atLeastAtMost_def by auto |
|
1576 |
|
1577 lemma pinfreal_dense: |
|
1578 fixes x y :: pinfreal assumes "x < y" |
|
1579 shows "\<exists>z. x < z \<and> z < y" |
|
1580 proof - |
|
1581 from `x < y` obtain p where p: "x = Real p" "0 \<le> p" by (cases x) auto |
|
1582 show ?thesis |
|
1583 proof (cases y) |
|
1584 case (preal r) with p `x < y` have "p < r" by auto |
|
1585 with dense obtain z where "p < z" "z < r" by auto |
|
1586 thus ?thesis using preal p by (auto intro!: exI[of _ "Real z"]) |
|
1587 next |
|
1588 case infinite thus ?thesis using `x < y` p |
|
1589 by (auto intro!: exI[of _ "Real p + 1"]) |
|
1590 qed |
|
1591 qed |
|
1592 |
|
1593 instance pinfreal :: t2_space |
|
1594 proof |
|
1595 fix x y :: pinfreal assume "x \<noteq> y" |
|
1596 let "?P x (y::pinfreal)" = "\<exists> U V. open U \<and> open V \<and> x \<in> U \<and> y \<in> V \<and> U \<inter> V = {}" |
|
1597 |
|
1598 { fix x y :: pinfreal assume "x < y" |
|
1599 from pinfreal_dense[OF this] obtain z where z: "x < z" "z < y" by auto |
|
1600 have "?P x y" |
|
1601 apply (rule exI[of _ "{..<z}"]) |
|
1602 apply (rule exI[of _ "{z<..}"]) |
|
1603 using z by auto } |
|
1604 note * = this |
|
1605 |
|
1606 from `x \<noteq> y` |
|
1607 show "\<exists>U V. open U \<and> open V \<and> x \<in> U \<and> y \<in> V \<and> U \<inter> V = {}" |
|
1608 proof (cases rule: linorder_cases) |
|
1609 assume "x = y" with `x \<noteq> y` show ?thesis by simp |
|
1610 next assume "x < y" from *[OF this] show ?thesis by auto |
|
1611 next assume "y < x" from *[OF this] show ?thesis by auto |
|
1612 qed |
|
1613 qed |
|
1614 |
|
1615 definition (in complete_lattice) isoton :: "(nat \<Rightarrow> 'a) \<Rightarrow> 'a \<Rightarrow> bool" (infix "\<up>" 50) where |
|
1616 "A \<up> X \<longleftrightarrow> (\<forall>i. A i \<le> A (Suc i)) \<and> (SUP i. A i) = X" |
|
1617 |
|
1618 definition (in complete_lattice) antiton (infix "\<down>" 50) where |
|
1619 "A \<down> X \<longleftrightarrow> (\<forall>i. A i \<ge> A (Suc i)) \<and> (INF i. A i) = X" |
|
1620 |
|
1621 lemma range_const[simp]: "range (\<lambda>x. c) = {c}" by auto |
|
1622 |
|
1623 lemma isoton_cmult_right: |
|
1624 assumes "f \<up> (x::pinfreal)" |
|
1625 shows "(\<lambda>i. c * f i) \<up> (c * x)" |
|
1626 using assms unfolding isoton_def pinfreal_SUP_cmult |
|
1627 by (auto intro: pinfreal_mult_cancel) |
|
1628 |
|
1629 lemma isoton_cmult_left: |
|
1630 "f \<up> (x::pinfreal) \<Longrightarrow> (\<lambda>i. f i * c) \<up> (x * c)" |
|
1631 by (subst (1 2) mult_commute) (rule isoton_cmult_right) |
|
1632 |
|
1633 lemma isoton_add: |
|
1634 assumes "f \<up> (x::pinfreal)" and "g \<up> y" |
|
1635 shows "(\<lambda>i. f i + g i) \<up> (x + y)" |
|
1636 using assms unfolding isoton_def |
|
1637 by (auto intro: pinfreal_mult_cancel add_mono simp: SUPR_pinfreal_add) |
|
1638 |
|
1639 lemma isoton_fun_expand: |
|
1640 "f \<up> x \<longleftrightarrow> (\<forall>i. (\<lambda>j. f j i) \<up> (x i))" |
|
1641 proof - |
|
1642 have "\<And>i. {y. \<exists>f'\<in>range f. y = f' i} = range (\<lambda>j. f j i)" |
|
1643 by auto |
|
1644 with assms show ?thesis |
|
1645 by (auto simp add: isoton_def le_fun_def Sup_fun_def SUPR_def) |
|
1646 qed |
|
1647 |
|
1648 lemma isoton_indicator: |
|
1649 assumes "f \<up> g" |
|
1650 shows "(\<lambda>i x. f i x * indicator A x) \<up> (\<lambda>x. g x * indicator A x :: pinfreal)" |
|
1651 using assms unfolding isoton_fun_expand by (auto intro!: isoton_cmult_left) |
|
1652 |
|
1653 lemma pinfreal_ord_one[simp]: |
|
1654 "Real p < 1 \<longleftrightarrow> p < 1" |
|
1655 "Real p \<le> 1 \<longleftrightarrow> p \<le> 1" |
|
1656 "1 < Real p \<longleftrightarrow> 1 < p" |
|
1657 "1 \<le> Real p \<longleftrightarrow> 1 \<le> p" |
|
1658 by (simp_all add: one_pinfreal_def del: Real_1) |
|
1659 |
|
1660 lemma SUP_mono: |
|
1661 assumes "\<And>n. f n \<le> g (N n)" |
|
1662 shows "(SUP n. f n) \<le> (SUP n. g n)" |
|
1663 proof (safe intro!: SUPR_bound) |
|
1664 fix n note assms[of n] |
|
1665 also have "g (N n) \<le> (SUP n. g n)" by (auto intro!: le_SUPI) |
|
1666 finally show "f n \<le> (SUP n. g n)" . |
|
1667 qed |
|
1668 |
|
1669 lemma isoton_Sup: |
|
1670 assumes "f \<up> u" |
|
1671 shows "f i \<le> u" |
|
1672 using le_SUPI[of i UNIV f] assms |
|
1673 unfolding isoton_def by auto |
|
1674 |
|
1675 lemma isoton_mono: |
|
1676 assumes iso: "x \<up> a" "y \<up> b" and *: "\<And>n. x n \<le> y (N n)" |
|
1677 shows "a \<le> b" |
|
1678 proof - |
|
1679 from iso have "a = (SUP n. x n)" "b = (SUP n. y n)" |
|
1680 unfolding isoton_def by auto |
|
1681 with * show ?thesis by (auto intro!: SUP_mono) |
|
1682 qed |
|
1683 |
|
1684 lemma pinfreal_le_mult_one_interval: |
|
1685 fixes x y :: pinfreal |
|
1686 assumes "\<And>z. \<lbrakk> 0 < z ; z < 1 \<rbrakk> \<Longrightarrow> z * x \<le> y" |
|
1687 shows "x \<le> y" |
|
1688 proof (cases x, cases y) |
|
1689 assume "x = \<omega>" |
|
1690 with assms[of "1 / 2"] |
|
1691 show "x \<le> y" by simp |
|
1692 next |
|
1693 fix r p assume *: "y = Real p" "x = Real r" and **: "0 \<le> r" "0 \<le> p" |
|
1694 have "r \<le> p" |
|
1695 proof (rule field_le_mult_one_interval) |
|
1696 fix z :: real assume "0 < z" and "z < 1" |
|
1697 with assms[of "Real z"] |
|
1698 show "z * r \<le> p" using ** * by (auto simp: zero_le_mult_iff) |
|
1699 qed |
|
1700 thus "x \<le> y" using ** * by simp |
|
1701 qed simp |
|
1702 |
|
1703 lemma pinfreal_greater_0[intro]: |
|
1704 fixes a :: pinfreal |
|
1705 assumes "a \<noteq> 0" |
|
1706 shows "a > 0" |
|
1707 using assms apply (cases a) by auto |
|
1708 |
|
1709 lemma pinfreal_mult_strict_right_mono: |
|
1710 assumes "a < b" and "0 < c" "c < \<omega>" |
|
1711 shows "a * c < b * c" |
|
1712 using assms |
|
1713 by (cases a, cases b, cases c) |
|
1714 (auto simp: zero_le_mult_iff pinfreal_less_\<omega>) |
|
1715 |
|
1716 lemma minus_pinfreal_eq2: |
|
1717 fixes x y z :: pinfreal |
|
1718 assumes "y \<le> x" and "y \<noteq> \<omega>" shows "z = x - y \<longleftrightarrow> z + y = x" |
|
1719 using assms |
|
1720 apply (subst eq_commute) |
|
1721 apply (subst minus_pinfreal_eq) |
|
1722 by (cases x, cases z, auto simp add: ac_simps not_less) |
|
1723 |
|
1724 lemma pinfreal_diff_eq_diff_imp_eq: |
|
1725 assumes "a \<noteq> \<omega>" "b \<le> a" "c \<le> a" |
|
1726 assumes "a - b = a - c" |
|
1727 shows "b = c" |
|
1728 using assms |
|
1729 by (cases a, cases b, cases c) (auto split: split_if_asm) |
|
1730 |
|
1731 lemma pinfreal_inverse_eq_0: "inverse x = 0 \<longleftrightarrow> x = \<omega>" |
|
1732 by (cases x) auto |
|
1733 |
|
1734 lemma pinfreal_mult_inverse: |
|
1735 "\<lbrakk> x \<noteq> \<omega> ; x \<noteq> 0 \<rbrakk> \<Longrightarrow> x * inverse x = 1" |
|
1736 by (cases x) auto |
|
1737 |
|
1738 lemma pinfreal_zero_less_diff_iff: |
|
1739 fixes a b :: pinfreal shows "0 < a - b \<longleftrightarrow> b < a" |
|
1740 apply (cases a, cases b) |
|
1741 apply (auto simp: pinfreal_noteq_omega_Ex pinfreal_less_\<omega>) |
|
1742 apply (cases b) |
|
1743 by auto |
|
1744 |
|
1745 lemma pinfreal_less_Real_Ex: |
|
1746 fixes a b :: pinfreal shows "x < Real r \<longleftrightarrow> (\<exists>p\<ge>0. p < r \<and> x = Real p)" |
|
1747 by (cases x) auto |
|
1748 |
|
1749 lemma open_Real: assumes "open S" shows "open (Real ` ({0..} \<inter> S))" |
|
1750 unfolding open_pinfreal_def apply(rule,rule,rule,rule assms) by auto |
|
1751 |
|
1752 lemma pinfreal_zero_le_diff: |
|
1753 fixes a b :: pinfreal shows "a - b = 0 \<longleftrightarrow> a \<le> b" |
|
1754 by (cases a, cases b, simp_all, cases b, auto) |
|
1755 |
|
1756 lemma lim_Real[simp]: assumes "\<forall>n. f n \<ge> 0" "m\<ge>0" |
|
1757 shows "(\<lambda>n. Real (f n)) ----> Real m \<longleftrightarrow> (\<lambda>n. f n) ----> m" (is "?l = ?r") |
|
1758 proof assume ?l show ?r unfolding Lim_sequentially |
|
1759 proof safe fix e::real assume e:"e>0" |
|
1760 note open_ball[of m e] note open_Real[OF this] |
|
1761 note * = `?l`[unfolded tendsto_def,rule_format,OF this] |
|
1762 have "eventually (\<lambda>x. Real (f x) \<in> Real ` ({0..} \<inter> ball m e)) sequentially" |
|
1763 apply(rule *) unfolding image_iff using assms(2) e by auto |
|
1764 thus "\<exists>N. \<forall>n\<ge>N. dist (f n) m < e" unfolding eventually_sequentially |
|
1765 apply safe apply(rule_tac x=N in exI,safe) apply(erule_tac x=n in allE,safe) |
|
1766 proof- fix n x assume "Real (f n) = Real x" "0 \<le> x" |
|
1767 hence *:"f n = x" using assms(1) by auto |
|
1768 assume "x \<in> ball m e" thus "dist (f n) m < e" unfolding * |
|
1769 by (auto simp add:dist_commute) |
|
1770 qed qed |
|
1771 next assume ?r show ?l unfolding tendsto_def eventually_sequentially |
|
1772 proof safe fix S assume S:"open S" "Real m \<in> S" |
|
1773 guess T y using S(1) apply-apply(erule pinfreal_openE) . note T=this |
|
1774 have "m\<in>real ` (S - {\<omega>})" unfolding image_iff |
|
1775 apply(rule_tac x="Real m" in bexI) using assms(2) S(2) by auto |
|
1776 hence "m \<in> T" unfolding T(2)[THEN sym] by auto |
|
1777 from `?r`[unfolded tendsto_def eventually_sequentially,rule_format,OF T(1) this] |
|
1778 guess N .. note N=this[rule_format] |
|
1779 show "\<exists>N. \<forall>n\<ge>N. Real (f n) \<in> S" apply(rule_tac x=N in exI) |
|
1780 proof safe fix n assume n:"N\<le>n" |
|
1781 have "f n \<in> real ` (S - {\<omega>})" using N[OF n] assms unfolding T(2)[THEN sym] |
|
1782 unfolding image_iff apply-apply(rule_tac x="Real (f n)" in bexI) |
|
1783 unfolding real_Real by auto |
|
1784 then guess x unfolding image_iff .. note x=this |
|
1785 show "Real (f n) \<in> S" unfolding x apply(subst Real_real) using x by auto |
|
1786 qed |
|
1787 qed |
|
1788 qed |
|
1789 |
|
1790 lemma pinfreal_INFI: |
|
1791 fixes x :: pinfreal |
|
1792 assumes "\<And>i. i \<in> A \<Longrightarrow> x \<le> f i" |
|
1793 assumes "\<And>y. (\<And>i. i \<in> A \<Longrightarrow> y \<le> f i) \<Longrightarrow> y \<le> x" |
|
1794 shows "(INF i:A. f i) = x" |
|
1795 unfolding INFI_def Inf_pinfreal_def |
|
1796 using assms by (auto intro!: Greatest_equality) |
|
1797 |
|
1798 lemma real_of_pinfreal_less:"x < y \<Longrightarrow> y\<noteq>\<omega> \<Longrightarrow> real x < real y" |
|
1799 proof- case goal1 |
|
1800 have *:"y = Real (real y)" "x = Real (real x)" using goal1 Real_real by auto |
|
1801 show ?case using goal1 apply- apply(subst(asm) *(1))apply(subst(asm) *(2)) |
|
1802 unfolding pinfreal_less by auto |
|
1803 qed |
|
1804 |
|
1805 lemma not_less_omega[simp]:"\<not> x < \<omega> \<longleftrightarrow> x = \<omega>" |
|
1806 by (metis antisym_conv3 pinfreal_less(3)) |
|
1807 |
|
1808 lemma Real_real': assumes "x\<noteq>\<omega>" shows "Real (real x) = x" |
|
1809 proof- have *:"(THE r. 0 \<le> r \<and> x = Real r) = real x" |
|
1810 apply(rule the_equality) using assms unfolding Real_real by auto |
|
1811 have "Real (THE r. 0 \<le> r \<and> x = Real r) = x" unfolding * |
|
1812 using assms unfolding Real_real by auto |
|
1813 thus ?thesis unfolding real_of_pinfreal_def of_pinfreal_def |
|
1814 unfolding pinfreal_case_def using assms by auto |
|
1815 qed |
|
1816 |
|
1817 lemma Real_less_plus_one:"Real x < Real (max (x + 1) 1)" |
|
1818 unfolding pinfreal_less by auto |
|
1819 |
|
1820 lemma Lim_omega: "f ----> \<omega> \<longleftrightarrow> (\<forall>B. \<exists>N. \<forall>n\<ge>N. f n \<ge> Real B)" (is "?l = ?r") |
|
1821 proof assume ?r show ?l apply(rule topological_tendstoI) |
|
1822 unfolding eventually_sequentially |
|
1823 proof- fix S assume "open S" "\<omega> \<in> S" |
|
1824 from open_omega[OF this] guess B .. note B=this |
|
1825 from `?r`[rule_format,of "(max B 0)+1"] guess N .. note N=this |
|
1826 show "\<exists>N. \<forall>n\<ge>N. f n \<in> S" apply(rule_tac x=N in exI) |
|
1827 proof safe case goal1 |
|
1828 have "Real B < Real ((max B 0) + 1)" by auto |
|
1829 also have "... \<le> f n" using goal1 N by auto |
|
1830 finally show ?case using B by fastsimp |
|
1831 qed |
|
1832 qed |
|
1833 next assume ?l show ?r |
|
1834 proof fix B::real have "open {Real B<..}" "\<omega> \<in> {Real B<..}" by auto |
|
1835 from topological_tendstoD[OF `?l` this,unfolded eventually_sequentially] |
|
1836 guess N .. note N=this |
|
1837 show "\<exists>N. \<forall>n\<ge>N. Real B \<le> f n" apply(rule_tac x=N in exI) using N by auto |
|
1838 qed |
|
1839 qed |
|
1840 |
|
1841 lemma Lim_bounded_omgea: assumes lim:"f ----> l" and "\<And>n. f n \<le> Real B" shows "l \<noteq> \<omega>" |
|
1842 proof(rule ccontr,unfold not_not) let ?B = "max (B + 1) 1" assume as:"l=\<omega>" |
|
1843 from lim[unfolded this Lim_omega,rule_format,of "?B"] |
|
1844 guess N .. note N=this[rule_format,OF le_refl] |
|
1845 hence "Real ?B \<le> Real B" using assms(2)[of N] by(rule order_trans) |
|
1846 hence "Real ?B < Real ?B" using Real_less_plus_one[of B] by(rule le_less_trans) |
|
1847 thus False by auto |
|
1848 qed |
|
1849 |
|
1850 lemma incseq_le_pinfreal: assumes inc: "\<And>n m. n\<ge>m \<Longrightarrow> X n \<ge> X m" |
|
1851 and lim: "X ----> (L::pinfreal)" shows "X n \<le> L" |
|
1852 proof(cases "L = \<omega>") |
|
1853 case False have "\<forall>n. X n \<noteq> \<omega>" |
|
1854 proof(rule ccontr,unfold not_all not_not,safe) |
|
1855 case goal1 hence "\<forall>n\<ge>x. X n = \<omega>" using inc[of x] by auto |
|
1856 hence "X ----> \<omega>" unfolding tendsto_def eventually_sequentially |
|
1857 apply safe apply(rule_tac x=x in exI) by auto |
|
1858 note Lim_unique[OF trivial_limit_sequentially this lim] |
|
1859 with False show False by auto |
|
1860 qed note * =this[rule_format] |
|
1861 |
|
1862 have **:"\<forall>m n. m \<le> n \<longrightarrow> Real (real (X m)) \<le> Real (real (X n))" |
|
1863 unfolding Real_real using * inc by auto |
|
1864 have "real (X n) \<le> real L" apply-apply(rule incseq_le) defer |
|
1865 apply(subst lim_Real[THEN sym]) apply(rule,rule,rule) |
|
1866 unfolding Real_real'[OF *] Real_real'[OF False] |
|
1867 unfolding incseq_def using ** lim by auto |
|
1868 hence "Real (real (X n)) \<le> Real (real L)" by auto |
|
1869 thus ?thesis unfolding Real_real using * False by auto |
|
1870 qed auto |
|
1871 |
|
1872 lemma SUP_Lim_pinfreal: assumes "\<And>n m. n\<ge>m \<Longrightarrow> f n \<ge> f m" "f ----> l" |
|
1873 shows "(SUP n. f n) = (l::pinfreal)" unfolding SUPR_def Sup_pinfreal_def |
|
1874 proof (safe intro!: Least_equality) |
|
1875 fix n::nat show "f n \<le> l" apply(rule incseq_le_pinfreal) |
|
1876 using assms by auto |
|
1877 next fix y assume y:"\<forall>x\<in>range f. x \<le> y" show "l \<le> y" |
|
1878 proof(rule ccontr,cases "y=\<omega>",unfold not_le) |
|
1879 case False assume as:"y < l" |
|
1880 have l:"l \<noteq> \<omega>" apply(rule Lim_bounded_omgea[OF assms(2), of "real y"]) |
|
1881 using False y unfolding Real_real by auto |
|
1882 |
|
1883 have yl:"real y < real l" using as apply- |
|
1884 apply(subst(asm) Real_real'[THEN sym,OF `y\<noteq>\<omega>`]) |
|
1885 apply(subst(asm) Real_real'[THEN sym,OF `l\<noteq>\<omega>`]) |
|
1886 unfolding pinfreal_less apply(subst(asm) if_P) by auto |
|
1887 hence "y + (y - l) * Real (1 / 2) < l" apply- |
|
1888 apply(subst Real_real'[THEN sym,OF `y\<noteq>\<omega>`]) apply(subst(2) Real_real'[THEN sym,OF `y\<noteq>\<omega>`]) |
|
1889 apply(subst Real_real'[THEN sym,OF `l\<noteq>\<omega>`]) apply(subst(2) Real_real'[THEN sym,OF `l\<noteq>\<omega>`]) by auto |
|
1890 hence *:"l \<in> {y + (y - l) / 2<..}" by auto |
|
1891 have "open {y + (y-l)/2 <..}" by auto |
|
1892 note topological_tendstoD[OF assms(2) this *] |
|
1893 from this[unfolded eventually_sequentially] guess N .. note this[rule_format, of N] |
|
1894 hence "y + (y - l) * Real (1 / 2) < y" using y[rule_format,of "f N"] by auto |
|
1895 hence "Real (real y) + (Real (real y) - Real (real l)) * Real (1 / 2) < Real (real y)" |
|
1896 unfolding Real_real using `y\<noteq>\<omega>` `l\<noteq>\<omega>` by auto |
|
1897 thus False using yl by auto |
|
1898 qed auto |
|
1899 qed |
|
1900 |
|
1901 lemma Real_max':"Real x = Real (max x 0)" |
|
1902 proof(cases "x < 0") case True |
|
1903 hence *:"max x 0 = 0" by auto |
|
1904 show ?thesis unfolding * using True by auto |
|
1905 qed auto |
|
1906 |
|
1907 lemma lim_pinfreal_increasing: assumes "\<forall>n m. n\<ge>m \<longrightarrow> f n \<ge> f m" |
|
1908 obtains l where "f ----> (l::pinfreal)" |
|
1909 proof(cases "\<exists>B. \<forall>n. f n < Real B") |
|
1910 case False thus thesis apply- apply(rule that[of \<omega>]) unfolding Lim_omega not_ex not_all |
|
1911 apply safe apply(erule_tac x=B in allE,safe) apply(rule_tac x=x in exI,safe) |
|
1912 apply(rule order_trans[OF _ assms[rule_format]]) by auto |
|
1913 next case True then guess B .. note B = this[rule_format] |
|
1914 hence *:"\<And>n. f n < \<omega>" apply-apply(rule less_le_trans,assumption) by auto |
|
1915 have *:"\<And>n. f n \<noteq> \<omega>" proof- case goal1 show ?case using *[of n] by auto qed |
|
1916 have B':"\<And>n. real (f n) \<le> max 0 B" proof- case goal1 thus ?case |
|
1917 using B[of n] apply-apply(subst(asm) Real_real'[THEN sym]) defer |
|
1918 apply(subst(asm)(2) Real_max') unfolding pinfreal_less apply(subst(asm) if_P) using *[of n] by auto |
|
1919 qed |
|
1920 have "\<exists>l. (\<lambda>n. real (f n)) ----> l" apply(rule Topology_Euclidean_Space.bounded_increasing_convergent) |
|
1921 proof safe show "bounded {real (f n) |n. True}" |
|
1922 unfolding bounded_def apply(rule_tac x=0 in exI,rule_tac x="max 0 B" in exI) |
|
1923 using B' unfolding dist_norm by auto |
|
1924 fix n::nat have "Real (real (f n)) \<le> Real (real (f (Suc n)))" |
|
1925 using assms[rule_format,of n "Suc n"] apply(subst Real_real)+ |
|
1926 using *[of n] *[of "Suc n"] by fastsimp |
|
1927 thus "real (f n) \<le> real (f (Suc n))" by auto |
|
1928 qed then guess l .. note l=this |
|
1929 have "0 \<le> l" apply(rule LIMSEQ_le_const[OF l]) |
|
1930 by(rule_tac x=0 in exI,auto) |
|
1931 |
|
1932 thus ?thesis apply-apply(rule that[of "Real l"]) |
|
1933 using l apply-apply(subst(asm) lim_Real[THEN sym]) prefer 3 |
|
1934 unfolding Real_real using * by auto |
|
1935 qed |
|
1936 |
|
1937 lemma setsum_neq_omega: assumes "finite s" "\<And>x. x \<in> s \<Longrightarrow> f x \<noteq> \<omega>" |
|
1938 shows "setsum f s \<noteq> \<omega>" using assms |
|
1939 proof induct case (insert x s) |
|
1940 show ?case unfolding setsum.insert[OF insert(1-2)] |
|
1941 using insert by auto |
|
1942 qed auto |
|
1943 |
|
1944 |
|
1945 lemma real_Real': "0 \<le> x \<Longrightarrow> real (Real x) = x" |
|
1946 unfolding real_Real by auto |
|
1947 |
|
1948 lemma real_pinfreal_pos[intro]: |
|
1949 assumes "x \<noteq> 0" "x \<noteq> \<omega>" |
|
1950 shows "real x > 0" |
|
1951 apply(subst real_Real'[THEN sym,of 0]) defer |
|
1952 apply(rule real_of_pinfreal_less) using assms by auto |
|
1953 |
|
1954 lemma Lim_omega_gt: "f ----> \<omega> \<longleftrightarrow> (\<forall>B. \<exists>N. \<forall>n\<ge>N. f n > Real B)" (is "?l = ?r") |
|
1955 proof assume ?l thus ?r unfolding Lim_omega apply safe |
|
1956 apply(erule_tac x="max B 0 +1" in allE,safe) |
|
1957 apply(rule_tac x=N in exI,safe) apply(erule_tac x=n in allE,safe) |
|
1958 apply(rule_tac y="Real (max B 0 + 1)" in less_le_trans) by auto |
|
1959 next assume ?r thus ?l unfolding Lim_omega apply safe |
|
1960 apply(erule_tac x=B in allE,safe) apply(rule_tac x=N in exI,safe) by auto |
|
1961 qed |
|
1962 |
|
1963 lemma pinfreal_minus_le_cancel: |
|
1964 fixes a b c :: pinfreal |
|
1965 assumes "b \<le> a" |
|
1966 shows "c - a \<le> c - b" |
|
1967 using assms by (cases a, cases b, cases c, simp, simp, simp, cases b, cases c, simp_all) |
|
1968 |
|
1969 lemma pinfreal_minus_\<omega>[simp]: "x - \<omega> = 0" by (cases x) simp_all |
|
1970 |
|
1971 lemma pinfreal_minus_mono[intro]: "a - x \<le> (a::pinfreal)" |
|
1972 proof- have "a - x \<le> a - 0" |
|
1973 apply(rule pinfreal_minus_le_cancel) by auto |
|
1974 thus ?thesis by auto |
|
1975 qed |
|
1976 |
|
1977 lemma pinfreal_minus_eq_\<omega>[simp]: "x - y = \<omega> \<longleftrightarrow> (x = \<omega> \<and> y \<noteq> \<omega>)" |
|
1978 by (cases x, cases y) (auto, cases y, auto) |
|
1979 |
|
1980 lemma pinfreal_less_minus_iff: |
|
1981 fixes a b c :: pinfreal |
|
1982 shows "a < b - c \<longleftrightarrow> c + a < b" |
|
1983 by (cases c, cases a, cases b, auto) |
|
1984 |
|
1985 lemma pinfreal_minus_less_iff: |
|
1986 fixes a b c :: pinfreal shows "a - c < b \<longleftrightarrow> (0 < b \<and> (c \<noteq> \<omega> \<longrightarrow> a < b + c))" |
|
1987 by (cases c, cases a, cases b, auto) |
|
1988 |
|
1989 lemma pinfreal_le_minus_iff: |
|
1990 fixes a b c :: pinfreal |
|
1991 shows "a \<le> c - b \<longleftrightarrow> ((c \<le> b \<longrightarrow> a = 0) \<and> (b < c \<longrightarrow> a + b \<le> c))" |
|
1992 by (cases a, cases c, cases b, auto simp: pinfreal_noteq_omega_Ex) |
|
1993 |
|
1994 lemma pinfreal_minus_le_iff: |
|
1995 fixes a b c :: pinfreal |
|
1996 shows "a - c \<le> b \<longleftrightarrow> (c \<le> a \<longrightarrow> a \<le> b + c)" |
|
1997 by (cases a, cases c, cases b, auto simp: pinfreal_noteq_omega_Ex) |
|
1998 |
|
1999 lemmas pinfreal_minus_order = pinfreal_minus_le_iff pinfreal_minus_less_iff pinfreal_le_minus_iff pinfreal_less_minus_iff |
|
2000 |
|
2001 lemma pinfreal_minus_strict_mono: |
|
2002 assumes "a > 0" "x > 0" "a\<noteq>\<omega>" |
|
2003 shows "a - x < (a::pinfreal)" |
|
2004 using assms by(cases x, cases a, auto) |
|
2005 |
|
2006 lemma pinfreal_minus': |
|
2007 "Real r - Real p = (if 0 \<le> r \<and> p \<le> r then if 0 \<le> p then Real (r - p) else Real r else 0)" |
|
2008 by (auto simp: minus_pinfreal_eq not_less) |
|
2009 |
|
2010 lemma pinfreal_minus_plus: |
|
2011 "x \<le> (a::pinfreal) \<Longrightarrow> a - x + x = a" |
|
2012 by (cases a, cases x) auto |
|
2013 |
|
2014 lemma pinfreal_cancel_plus_minus: "b \<noteq> \<omega> \<Longrightarrow> a + b - b = a" |
|
2015 by (cases a, cases b) auto |
|
2016 |
|
2017 lemma pinfreal_minus_le_cancel_right: |
|
2018 fixes a b c :: pinfreal |
|
2019 assumes "a \<le> b" "c \<le> a" |
|
2020 shows "a - c \<le> b - c" |
|
2021 using assms by (cases a, cases b, cases c, auto, cases c, auto) |
|
2022 |
|
2023 lemma real_of_pinfreal_setsum': |
|
2024 assumes "\<forall>x \<in> S. f x \<noteq> \<omega>" |
|
2025 shows "(\<Sum>x\<in>S. real (f x)) = real (setsum f S)" |
|
2026 proof cases |
|
2027 assume "finite S" |
|
2028 from this assms show ?thesis |
|
2029 by induct (simp_all add: real_of_pinfreal_add setsum_\<omega>) |
|
2030 qed simp |
|
2031 |
|
2032 lemma Lim_omega_pos: "f ----> \<omega> \<longleftrightarrow> (\<forall>B>0. \<exists>N. \<forall>n\<ge>N. f n \<ge> Real B)" (is "?l = ?r") |
|
2033 unfolding Lim_omega apply safe defer |
|
2034 apply(erule_tac x="max 1 B" in allE) apply safe defer |
|
2035 apply(rule_tac x=N in exI,safe) apply(erule_tac x=n in allE,safe) |
|
2036 apply(rule_tac y="Real (max 1 B)" in order_trans) by auto |
|
2037 |
|
2038 lemma (in complete_lattice) isotonD[dest]: |
|
2039 assumes "A \<up> X" shows "A i \<le> A (Suc i)" "(SUP i. A i) = X" |
|
2040 using assms unfolding isoton_def by auto |
|
2041 |
|
2042 lemma isotonD'[dest]: |
|
2043 assumes "(A::_=>_) \<up> X" shows "A i x \<le> A (Suc i) x" "(SUP i. A i) = X" |
|
2044 using assms unfolding isoton_def le_fun_def by auto |
|
2045 |
|
2046 lemma pinfreal_LimI_finite: |
|
2047 assumes "x \<noteq> \<omega>" "\<And>r. 0 < r \<Longrightarrow> \<exists>N. \<forall>n\<ge>N. u n < x + r \<and> x < u n + r" |
|
2048 shows "u ----> x" |
|
2049 proof (rule topological_tendstoI, unfold eventually_sequentially) |
|
2050 fix S assume "open S" "x \<in> S" |
|
2051 then obtain A where "open A" and A_eq: "Real ` (A \<inter> {0..}) = S - {\<omega>}" by (auto elim!: pinfreal_openE) |
|
2052 then have "x \<in> Real ` (A \<inter> {0..})" using `x \<in> S` `x \<noteq> \<omega>` by auto |
|
2053 then have "real x \<in> A" by auto |
|
2054 then obtain r where "0 < r" and dist: "\<And>y. dist y (real x) < r \<Longrightarrow> y \<in> A" |
|
2055 using `open A` unfolding open_real_def by auto |
|
2056 then obtain n where |
|
2057 upper: "\<And>N. n \<le> N \<Longrightarrow> u N < x + Real r" and |
|
2058 lower: "\<And>N. n \<le> N \<Longrightarrow> x < u N + Real r" using assms(2)[of "Real r"] by auto |
|
2059 show "\<exists>N. \<forall>n\<ge>N. u n \<in> S" |
|
2060 proof (safe intro!: exI[of _ n]) |
|
2061 fix N assume "n \<le> N" |
|
2062 from upper[OF this] `x \<noteq> \<omega>` `0 < r` |
|
2063 have "u N \<noteq> \<omega>" by (force simp: pinfreal_noteq_omega_Ex) |
|
2064 with `x \<noteq> \<omega>` `0 < r` lower[OF `n \<le> N`] upper[OF `n \<le> N`] |
|
2065 have "dist (real (u N)) (real x) < r" "u N \<noteq> \<omega>" |
|
2066 by (auto simp: pinfreal_noteq_omega_Ex dist_real_def abs_diff_less_iff field_simps) |
|
2067 from dist[OF this(1)] |
|
2068 have "u N \<in> Real ` (A \<inter> {0..})" using `u N \<noteq> \<omega>` |
|
2069 by (auto intro!: image_eqI[of _ _ "real (u N)"] simp: pinfreal_noteq_omega_Ex Real_real) |
|
2070 thus "u N \<in> S" using A_eq by simp |
|
2071 qed |
|
2072 qed |
|
2073 |
|
2074 lemma real_Real_max:"real (Real x) = max x 0" |
|
2075 unfolding real_Real by auto |
|
2076 |
|
2077 lemma (in complete_lattice) SUPR_upper: |
|
2078 "x \<in> A \<Longrightarrow> f x \<le> SUPR A f" |
|
2079 unfolding SUPR_def apply(rule Sup_upper) by auto |
|
2080 |
|
2081 lemma (in complete_lattice) SUPR_subset: |
|
2082 assumes "A \<subseteq> B" shows "SUPR A f \<le> SUPR B f" |
|
2083 apply(rule SUP_leI) apply(rule SUPR_upper) using assms by auto |
|
2084 |
|
2085 lemma (in complete_lattice) SUPR_mono: |
|
2086 assumes "\<forall>a\<in>A. \<exists>b\<in>B. f b \<ge> f a" |
|
2087 shows "SUPR A f \<le> SUPR B f" |
|
2088 unfolding SUPR_def apply(rule Sup_mono) |
|
2089 using assms by auto |
|
2090 |
|
2091 lemma Sup_lim: |
|
2092 assumes "\<forall>n. b n \<in> s" "b ----> (a::pinfreal)" |
|
2093 shows "a \<le> Sup s" |
|
2094 proof(rule ccontr,unfold not_le) |
|
2095 assume as:"Sup s < a" hence om:"Sup s \<noteq> \<omega>" by auto |
|
2096 have s:"s \<noteq> {}" using assms by auto |
|
2097 { presume *:"\<forall>n. b n < a \<Longrightarrow> False" |
|
2098 show False apply(cases,rule *,assumption,unfold not_all not_less) |
|
2099 proof- case goal1 then guess n .. note n=this |
|
2100 thus False using complete_lattice_class.Sup_upper[OF assms(1)[rule_format,of n]] |
|
2101 using as by auto |
|
2102 qed |
|
2103 } assume b:"\<forall>n. b n < a" |
|
2104 show False |
|
2105 proof(cases "a = \<omega>") |
|
2106 case False have *:"a - Sup s > 0" |
|
2107 using False as by(auto simp: pinfreal_zero_le_diff) |
|
2108 have "(a - Sup s) / 2 \<le> a / 2" unfolding divide_pinfreal_def |
|
2109 apply(rule mult_right_mono) by auto |
|
2110 also have "... = Real (real (a / 2))" apply(rule Real_real'[THEN sym]) |
|
2111 using False by auto |
|
2112 also have "... < Real (real a)" unfolding pinfreal_less using as False |
|
2113 by(auto simp add: real_of_pinfreal_mult[THEN sym]) |
|
2114 also have "... = a" apply(rule Real_real') using False by auto |
|
2115 finally have asup:"a > (a - Sup s) / 2" . |
|
2116 have "\<exists>n. a - b n < (a - Sup s) / 2" |
|
2117 proof(rule ccontr,unfold not_ex not_less) |
|
2118 case goal1 |
|
2119 have "(a - Sup s) * Real (1 / 2) > 0" |
|
2120 using * by auto |
|
2121 hence "a - (a - Sup s) * Real (1 / 2) < a" |
|
2122 apply-apply(rule pinfreal_minus_strict_mono) |
|
2123 using False * by auto |
|
2124 hence *:"a \<in> {a - (a - Sup s) / 2<..}"using asup by auto |
|
2125 note topological_tendstoD[OF assms(2) open_pinfreal_greaterThan,OF *] |
|
2126 from this[unfolded eventually_sequentially] guess n .. |
|
2127 note n = this[rule_format,of n] |
|
2128 have "b n + (a - Sup s) / 2 \<le> a" |
|
2129 using add_right_mono[OF goal1[rule_format,of n],of "b n"] |
|
2130 unfolding pinfreal_minus_plus[OF less_imp_le[OF b[rule_format]]] |
|
2131 by(auto simp: add_commute) |
|
2132 hence "b n \<le> a - (a - Sup s) / 2" unfolding pinfreal_le_minus_iff |
|
2133 using asup by auto |
|
2134 hence "b n \<notin> {a - (a - Sup s) / 2<..}" by auto |
|
2135 thus False using n by auto |
|
2136 qed |
|
2137 then guess n .. note n = this |
|
2138 have "Sup s < a - (a - Sup s) / 2" |
|
2139 using False as om by (cases a) (auto simp: pinfreal_noteq_omega_Ex field_simps) |
|
2140 also have "... \<le> b n" |
|
2141 proof- note add_right_mono[OF less_imp_le[OF n],of "b n"] |
|
2142 note this[unfolded pinfreal_minus_plus[OF less_imp_le[OF b[rule_format]]]] |
|
2143 hence "a - (a - Sup s) / 2 \<le> (a - Sup s) / 2 + b n - (a - Sup s) / 2" |
|
2144 apply(rule pinfreal_minus_le_cancel_right) using asup by auto |
|
2145 also have "... = b n + (a - Sup s) / 2 - (a - Sup s) / 2" |
|
2146 by(auto simp add: add_commute) |
|
2147 also have "... = b n" apply(subst pinfreal_cancel_plus_minus) |
|
2148 proof(rule ccontr,unfold not_not) case goal1 |
|
2149 show ?case using asup unfolding goal1 by auto |
|
2150 qed auto |
|
2151 finally show ?thesis . |
|
2152 qed |
|
2153 finally show False |
|
2154 using complete_lattice_class.Sup_upper[OF assms(1)[rule_format,of n]] by auto |
|
2155 next case True |
|
2156 from assms(2)[unfolded True Lim_omega_gt,rule_format,of "real (Sup s)"] |
|
2157 guess N .. note N = this[rule_format,of N] |
|
2158 thus False using complete_lattice_class.Sup_upper[OF assms(1)[rule_format,of N]] |
|
2159 unfolding Real_real using om by auto |
|
2160 qed qed |
|
2161 |
|
2162 lemma less_SUP_iff: |
|
2163 fixes a :: pinfreal |
|
2164 shows "(a < (SUP i:A. f i)) \<longleftrightarrow> (\<exists>x\<in>A. a < f x)" |
|
2165 unfolding SUPR_def less_Sup_iff by auto |
|
2166 |
|
2167 lemma Sup_mono_lim: |
|
2168 assumes "\<forall>a\<in>A. \<exists>b. \<forall>n. b n \<in> B \<and> b ----> (a::pinfreal)" |
|
2169 shows "Sup A \<le> Sup B" |
|
2170 unfolding Sup_le_iff apply(rule) apply(drule assms[rule_format]) apply safe |
|
2171 apply(rule_tac b=b in Sup_lim) by auto |
|
2172 |
|
2173 lemma pinfreal_less_add: |
|
2174 assumes "x \<noteq> \<omega>" "a < b" |
|
2175 shows "x + a < x + b" |
|
2176 using assms by (cases a, cases b, cases x) auto |
|
2177 |
|
2178 lemma SUPR_lim: |
|
2179 assumes "\<forall>n. b n \<in> B" "(\<lambda>n. f (b n)) ----> (f a::pinfreal)" |
|
2180 shows "f a \<le> SUPR B f" |
|
2181 unfolding SUPR_def apply(rule Sup_lim[of "\<lambda>n. f (b n)"]) |
|
2182 using assms by auto |
|
2183 |
|
2184 lemma SUP_\<omega>_imp: |
|
2185 assumes "(SUP i. f i) = \<omega>" |
|
2186 shows "\<exists>i. Real x < f i" |
|
2187 proof (rule ccontr) |
|
2188 assume "\<not> ?thesis" hence "\<And>i. f i \<le> Real x" by (simp add: not_less) |
|
2189 hence "(SUP i. f i) \<le> Real x" unfolding SUP_le_iff by auto |
|
2190 with assms show False by auto |
|
2191 qed |
|
2192 |
|
2193 lemma SUPR_mono_lim: |
|
2194 assumes "\<forall>a\<in>A. \<exists>b. \<forall>n. b n \<in> B \<and> (\<lambda>n. f (b n)) ----> (f a::pinfreal)" |
|
2195 shows "SUPR A f \<le> SUPR B f" |
|
2196 unfolding SUPR_def apply(rule Sup_mono_lim) |
|
2197 apply safe apply(drule assms[rule_format],safe) |
|
2198 apply(rule_tac x="\<lambda>n. f (b n)" in exI) by auto |
|
2199 |
|
2200 lemma real_0_imp_eq_0: |
|
2201 assumes "x \<noteq> \<omega>" "real x = 0" |
|
2202 shows "x = 0" |
|
2203 using assms by (cases x) auto |
|
2204 |
|
2205 lemma SUPR_mono: |
|
2206 assumes "\<forall>a\<in>A. \<exists>b\<in>B. f b \<ge> f a" |
|
2207 shows "SUPR A f \<le> SUPR B f" |
|
2208 unfolding SUPR_def apply(rule Sup_mono) |
|
2209 using assms by auto |
|
2210 |
|
2211 lemma less_add_Real: |
|
2212 fixes x :: real |
|
2213 fixes a b :: pinfreal |
|
2214 assumes "x \<ge> 0" "a < b" |
|
2215 shows "a + Real x < b + Real x" |
|
2216 using assms by (cases a, cases b) auto |
|
2217 |
|
2218 lemma le_add_Real: |
|
2219 fixes x :: real |
|
2220 fixes a b :: pinfreal |
|
2221 assumes "x \<ge> 0" "a \<le> b" |
|
2222 shows "a + Real x \<le> b + Real x" |
|
2223 using assms by (cases a, cases b) auto |
|
2224 |
|
2225 lemma le_imp_less_pinfreal: |
|
2226 fixes x :: pinfreal |
|
2227 assumes "x > 0" "a + x \<le> b" "a \<noteq> \<omega>" |
|
2228 shows "a < b" |
|
2229 using assms by (cases x, cases a, cases b) auto |
|
2230 |
|
2231 lemma pinfreal_INF_minus: |
|
2232 fixes f :: "nat \<Rightarrow> pinfreal" |
|
2233 assumes "c \<noteq> \<omega>" |
|
2234 shows "(INF i. c - f i) = c - (SUP i. f i)" |
|
2235 proof (cases "SUP i. f i") |
|
2236 case infinite |
|
2237 from `c \<noteq> \<omega>` obtain x where [simp]: "c = Real x" by (cases c) auto |
|
2238 from SUP_\<omega>_imp[OF infinite] obtain i where "Real x < f i" by auto |
|
2239 have "(INF i. c - f i) \<le> c - f i" |
|
2240 by (auto intro!: complete_lattice_class.INF_leI) |
|
2241 also have "\<dots> = 0" using `Real x < f i` by (auto simp: minus_pinfreal_eq) |
|
2242 finally show ?thesis using infinite by auto |
|
2243 next |
|
2244 case (preal r) |
|
2245 from `c \<noteq> \<omega>` obtain x where c: "c = Real x" by (cases c) auto |
|
2246 |
|
2247 show ?thesis unfolding c |
|
2248 proof (rule pinfreal_INFI) |
|
2249 fix i have "f i \<le> (SUP i. f i)" by (rule le_SUPI) simp |
|
2250 thus "Real x - (SUP i. f i) \<le> Real x - f i" by (rule pinfreal_minus_le_cancel) |
|
2251 next |
|
2252 fix y assume *: "\<And>i. i \<in> UNIV \<Longrightarrow> y \<le> Real x - f i" |
|
2253 from this[of 0] obtain p where p: "y = Real p" "0 \<le> p" |
|
2254 by (cases "f 0", cases y, auto split: split_if_asm) |
|
2255 hence "\<And>i. Real p \<le> Real x - f i" using * by auto |
|
2256 hence *: "\<And>i. Real x \<le> f i \<Longrightarrow> Real p = 0" |
|
2257 "\<And>i. f i < Real x \<Longrightarrow> Real p + f i \<le> Real x" |
|
2258 unfolding pinfreal_le_minus_iff by auto |
|
2259 show "y \<le> Real x - (SUP i. f i)" unfolding p pinfreal_le_minus_iff |
|
2260 proof safe |
|
2261 assume x_less: "Real x \<le> (SUP i. f i)" |
|
2262 show "Real p = 0" |
|
2263 proof (rule ccontr) |
|
2264 assume "Real p \<noteq> 0" |
|
2265 hence "0 < Real p" by auto |
|
2266 from Sup_close[OF this, of "range f"] |
|
2267 obtain i where e: "(SUP i. f i) < f i + Real p" |
|
2268 using preal unfolding SUPR_def by auto |
|
2269 hence "Real x \<le> f i + Real p" using x_less by auto |
|
2270 show False |
|
2271 proof cases |
|
2272 assume "\<forall>i. f i < Real x" |
|
2273 hence "Real p + f i \<le> Real x" using * by auto |
|
2274 hence "f i + Real p \<le> (SUP i. f i)" using x_less by (auto simp: field_simps) |
|
2275 thus False using e by auto |
|
2276 next |
|
2277 assume "\<not> (\<forall>i. f i < Real x)" |
|
2278 then obtain i where "Real x \<le> f i" by (auto simp: not_less) |
|
2279 from *(1)[OF this] show False using `Real p \<noteq> 0` by auto |
|
2280 qed |
|
2281 qed |
|
2282 next |
|
2283 have "\<And>i. f i \<le> (SUP i. f i)" by (rule complete_lattice_class.le_SUPI) auto |
|
2284 also assume "(SUP i. f i) < Real x" |
|
2285 finally have "\<And>i. f i < Real x" by auto |
|
2286 hence *: "\<And>i. Real p + f i \<le> Real x" using * by auto |
|
2287 have "Real p \<le> Real x" using *[of 0] by (cases "f 0") (auto split: split_if_asm) |
|
2288 |
|
2289 have SUP_eq: "(SUP i. f i) \<le> Real x - Real p" |
|
2290 proof (rule SUP_leI) |
|
2291 fix i show "f i \<le> Real x - Real p" unfolding pinfreal_le_minus_iff |
|
2292 proof safe |
|
2293 assume "Real x \<le> Real p" |
|
2294 with *[of i] show "f i = 0" |
|
2295 by (cases "f i") (auto split: split_if_asm) |
|
2296 next |
|
2297 assume "Real p < Real x" |
|
2298 show "f i + Real p \<le> Real x" using * by (auto simp: field_simps) |
|
2299 qed |
|
2300 qed |
|
2301 |
|
2302 show "Real p + (SUP i. f i) \<le> Real x" |
|
2303 proof cases |
|
2304 assume "Real x \<le> Real p" |
|
2305 with `Real p \<le> Real x` have [simp]: "Real p = Real x" by (rule antisym) |
|
2306 { fix i have "f i = 0" using *[of i] by (cases "f i") (auto split: split_if_asm) } |
|
2307 hence "(SUP i. f i) \<le> 0" by (auto intro!: SUP_leI) |
|
2308 thus ?thesis by simp |
|
2309 next |
|
2310 assume "\<not> Real x \<le> Real p" hence "Real p < Real x" unfolding not_le . |
|
2311 with SUP_eq show ?thesis unfolding pinfreal_le_minus_iff by (auto simp: field_simps) |
|
2312 qed |
|
2313 qed |
|
2314 qed |
|
2315 qed |
|
2316 |
|
2317 lemma pinfreal_SUP_minus: |
|
2318 fixes f :: "nat \<Rightarrow> pinfreal" |
|
2319 shows "(SUP i. c - f i) = c - (INF i. f i)" |
|
2320 proof (rule pinfreal_SUPI) |
|
2321 fix i have "(INF i. f i) \<le> f i" by (rule INF_leI) simp |
|
2322 thus "c - f i \<le> c - (INF i. f i)" by (rule pinfreal_minus_le_cancel) |
|
2323 next |
|
2324 fix y assume *: "\<And>i. i \<in> UNIV \<Longrightarrow> c - f i \<le> y" |
|
2325 show "c - (INF i. f i) \<le> y" |
|
2326 proof (cases y) |
|
2327 case (preal p) |
|
2328 |
|
2329 show ?thesis unfolding pinfreal_minus_le_iff preal |
|
2330 proof safe |
|
2331 assume INF_le_x: "(INF i. f i) \<le> c" |
|
2332 from * have *: "\<And>i. f i \<le> c \<Longrightarrow> c \<le> Real p + f i" |
|
2333 unfolding pinfreal_minus_le_iff preal by auto |
|
2334 |
|
2335 have INF_eq: "c - Real p \<le> (INF i. f i)" |
|
2336 proof (rule le_INFI) |
|
2337 fix i show "c - Real p \<le> f i" unfolding pinfreal_minus_le_iff |
|
2338 proof safe |
|
2339 assume "Real p \<le> c" |
|
2340 show "c \<le> f i + Real p" |
|
2341 proof cases |
|
2342 assume "f i \<le> c" from *[OF this] |
|
2343 show ?thesis by (simp add: field_simps) |
|
2344 next |
|
2345 assume "\<not> f i \<le> c" |
|
2346 hence "c \<le> f i" by auto |
|
2347 also have "\<dots> \<le> f i + Real p" by auto |
|
2348 finally show ?thesis . |
|
2349 qed |
|
2350 qed |
|
2351 qed |
|
2352 |
|
2353 show "c \<le> Real p + (INF i. f i)" |
|
2354 proof cases |
|
2355 assume "Real p \<le> c" |
|
2356 with INF_eq show ?thesis unfolding pinfreal_minus_le_iff by (auto simp: field_simps) |
|
2357 next |
|
2358 assume "\<not> Real p \<le> c" |
|
2359 hence "c \<le> Real p" by auto |
|
2360 also have "Real p \<le> Real p + (INF i. f i)" by auto |
|
2361 finally show ?thesis . |
|
2362 qed |
|
2363 qed |
|
2364 qed simp |
|
2365 qed |
|
2366 |
|
2367 lemma pinfreal_le_minus_imp_0: |
|
2368 fixes a b :: pinfreal |
|
2369 shows "a \<le> a - b \<Longrightarrow> a \<noteq> 0 \<Longrightarrow> a \<noteq> \<omega> \<Longrightarrow> b = 0" |
|
2370 by (cases a, cases b, auto split: split_if_asm) |
|
2371 |
|
2372 lemma lim_INF_le_lim_SUP: |
|
2373 fixes f :: "nat \<Rightarrow> pinfreal" |
|
2374 shows "(SUP n. INF m. f (n + m)) \<le> (INF n. SUP m. f (n + m))" |
|
2375 proof (rule complete_lattice_class.SUP_leI, rule complete_lattice_class.le_INFI) |
|
2376 fix i j show "(INF m. f (i + m)) \<le> (SUP m. f (j + m))" |
|
2377 proof (cases rule: le_cases) |
|
2378 assume "i \<le> j" |
|
2379 have "(INF m. f (i + m)) \<le> f (i + (j - i))" by (rule INF_leI) simp |
|
2380 also have "\<dots> = f (j + 0)" using `i \<le> j` by auto |
|
2381 also have "\<dots> \<le> (SUP m. f (j + m))" by (rule le_SUPI) simp |
|
2382 finally show ?thesis . |
|
2383 next |
|
2384 assume "j \<le> i" |
|
2385 have "(INF m. f (i + m)) \<le> f (i + 0)" by (rule INF_leI) simp |
|
2386 also have "\<dots> = f (j + (i - j))" using `j \<le> i` by auto |
|
2387 also have "\<dots> \<le> (SUP m. f (j + m))" by (rule le_SUPI) simp |
|
2388 finally show ?thesis . |
|
2389 qed |
|
2390 qed |
|
2391 |
|
2392 lemma lim_INF_eq_lim_SUP: |
|
2393 fixes X :: "nat \<Rightarrow> real" |
|
2394 assumes "\<And>i. 0 \<le> X i" and "0 \<le> x" |
|
2395 and lim_INF: "(SUP n. INF m. Real (X (n + m))) = Real x" (is "(SUP n. ?INF n) = _") |
|
2396 and lim_SUP: "(INF n. SUP m. Real (X (n + m))) = Real x" (is "(INF n. ?SUP n) = _") |
|
2397 shows "X ----> x" |
|
2398 proof (rule LIMSEQ_I) |
|
2399 fix r :: real assume "0 < r" |
|
2400 hence "0 \<le> r" by auto |
|
2401 from Sup_close[of "Real r" "range ?INF"] |
|
2402 obtain n where inf: "Real x < ?INF n + Real r" |
|
2403 unfolding SUPR_def lim_INF[unfolded SUPR_def] using `0 < r` by auto |
|
2404 |
|
2405 from Inf_close[of "range ?SUP" "Real r"] |
|
2406 obtain n' where sup: "?SUP n' < Real x + Real r" |
|
2407 unfolding INFI_def lim_SUP[unfolded INFI_def] using `0 < r` by auto |
|
2408 |
|
2409 show "\<exists>N. \<forall>n\<ge>N. norm (X n - x) < r" |
|
2410 proof (safe intro!: exI[of _ "max n n'"]) |
|
2411 fix m assume "max n n' \<le> m" hence "n \<le> m" "n' \<le> m" by auto |
|
2412 |
|
2413 note inf |
|
2414 also have "?INF n + Real r \<le> Real (X (n + (m - n))) + Real r" |
|
2415 by (rule le_add_Real, auto simp: `0 \<le> r` intro: INF_leI) |
|
2416 finally have up: "x < X m + r" |
|
2417 using `0 \<le> X m` `0 \<le> x` `0 \<le> r` `n \<le> m` by auto |
|
2418 |
|
2419 have "Real (X (n' + (m - n'))) \<le> ?SUP n'" |
|
2420 by (auto simp: `0 \<le> r` intro: le_SUPI) |
|
2421 also note sup |
|
2422 finally have down: "X m < x + r" |
|
2423 using `0 \<le> X m` `0 \<le> x` `0 \<le> r` `n' \<le> m` by auto |
|
2424 |
|
2425 show "norm (X m - x) < r" using up down by auto |
|
2426 qed |
|
2427 qed |
|
2428 |
|
2429 lemma Sup_countable_SUPR: |
|
2430 assumes "Sup A \<noteq> \<omega>" "A \<noteq> {}" |
|
2431 shows "\<exists> f::nat \<Rightarrow> pinfreal. range f \<subseteq> A \<and> Sup A = SUPR UNIV f" |
|
2432 proof - |
|
2433 have "\<And>n. 0 < 1 / (of_nat n :: pinfreal)" by auto |
|
2434 from Sup_close[OF this assms] |
|
2435 have "\<forall>n. \<exists>x. x \<in> A \<and> Sup A < x + 1 / of_nat n" by blast |
|
2436 from choice[OF this] obtain f where "range f \<subseteq> A" and |
|
2437 epsilon: "\<And>n. Sup A < f n + 1 / of_nat n" by blast |
|
2438 have "SUPR UNIV f = Sup A" |
|
2439 proof (rule pinfreal_SUPI) |
|
2440 fix i show "f i \<le> Sup A" using `range f \<subseteq> A` |
|
2441 by (auto intro!: complete_lattice_class.Sup_upper) |
|
2442 next |
|
2443 fix y assume bound: "\<And>i. i \<in> UNIV \<Longrightarrow> f i \<le> y" |
|
2444 show "Sup A \<le> y" |
|
2445 proof (rule pinfreal_le_epsilon) |
|
2446 fix e :: pinfreal assume "0 < e" |
|
2447 show "Sup A \<le> y + e" |
|
2448 proof (cases e) |
|
2449 case (preal r) |
|
2450 hence "0 < r" using `0 < e` by auto |
|
2451 then obtain n where *: "inverse (of_nat n) < r" "0 < n" |
|
2452 using ex_inverse_of_nat_less by auto |
|
2453 have "Sup A \<le> f n + 1 / of_nat n" using epsilon[of n] by auto |
|
2454 also have "1 / of_nat n \<le> e" using preal * by (auto simp: real_eq_of_nat) |
|
2455 with bound have "f n + 1 / of_nat n \<le> y + e" by (rule add_mono) simp |
|
2456 finally show "Sup A \<le> y + e" . |
|
2457 qed simp |
|
2458 qed |
|
2459 qed |
|
2460 with `range f \<subseteq> A` show ?thesis by (auto intro!: exI[of _ f]) |
|
2461 qed |
|
2462 |
|
2463 lemma SUPR_countable_SUPR: |
|
2464 assumes "SUPR A g \<noteq> \<omega>" "A \<noteq> {}" |
|
2465 shows "\<exists> f::nat \<Rightarrow> pinfreal. range f \<subseteq> g`A \<and> SUPR A g = SUPR UNIV f" |
|
2466 proof - |
|
2467 have "Sup (g`A) \<noteq> \<omega>" "g`A \<noteq> {}" using assms unfolding SUPR_def by auto |
|
2468 from Sup_countable_SUPR[OF this] |
|
2469 show ?thesis unfolding SUPR_def . |
|
2470 qed |
|
2471 |
|
2472 lemma pinfreal_setsum_subtractf: |
|
2473 assumes "\<And>i. i\<in>A \<Longrightarrow> g i \<le> f i" and "\<And>i. i\<in>A \<Longrightarrow> f i \<noteq> \<omega>" |
|
2474 shows "(\<Sum>i\<in>A. f i - g i) = (\<Sum>i\<in>A. f i) - (\<Sum>i\<in>A. g i)" |
|
2475 proof cases |
|
2476 assume "finite A" from this assms show ?thesis |
|
2477 proof induct |
|
2478 case (insert x A) |
|
2479 hence hyp: "(\<Sum>i\<in>A. f i - g i) = (\<Sum>i\<in>A. f i) - (\<Sum>i\<in>A. g i)" |
|
2480 by auto |
|
2481 { fix i assume *: "i \<in> insert x A" |
|
2482 hence "g i \<le> f i" using insert by simp |
|
2483 also have "f i < \<omega>" using * insert by (simp add: pinfreal_less_\<omega>) |
|
2484 finally have "g i \<noteq> \<omega>" by (simp add: pinfreal_less_\<omega>) } |
|
2485 hence "setsum g A \<noteq> \<omega>" "g x \<noteq> \<omega>" by (auto simp: setsum_\<omega>) |
|
2486 moreover have "setsum f A \<noteq> \<omega>" "f x \<noteq> \<omega>" using insert by (auto simp: setsum_\<omega>) |
|
2487 moreover have "g x \<le> f x" using insert by auto |
|
2488 moreover have "(\<Sum>i\<in>A. g i) \<le> (\<Sum>i\<in>A. f i)" using insert by (auto intro!: setsum_mono) |
|
2489 ultimately show ?case using `finite A` `x \<notin> A` hyp |
|
2490 by (auto simp: pinfreal_noteq_omega_Ex) |
|
2491 qed simp |
|
2492 qed simp |
|
2493 |
|
2494 lemma real_of_pinfreal_diff: |
|
2495 "y \<le> x \<Longrightarrow> x \<noteq> \<omega> \<Longrightarrow> real x - real y = real (x - y)" |
|
2496 by (cases x, cases y) auto |
|
2497 |
|
2498 lemma psuminf_minus: |
|
2499 assumes ord: "\<And>i. g i \<le> f i" and fin: "psuminf g \<noteq> \<omega>" "psuminf f \<noteq> \<omega>" |
|
2500 shows "(\<Sum>\<^isub>\<infinity> i. f i - g i) = psuminf f - psuminf g" |
|
2501 proof - |
|
2502 have [simp]: "\<And>i. f i \<noteq> \<omega>" using fin by (auto intro: psuminf_\<omega>) |
|
2503 from fin have "(\<lambda>x. real (f x)) sums real (\<Sum>\<^isub>\<infinity>x. f x)" |
|
2504 and "(\<lambda>x. real (g x)) sums real (\<Sum>\<^isub>\<infinity>x. g x)" |
|
2505 by (auto intro: psuminf_imp_suminf) |
|
2506 from sums_diff[OF this] |
|
2507 have "(\<lambda>n. real (f n - g n)) sums (real ((\<Sum>\<^isub>\<infinity>x. f x) - (\<Sum>\<^isub>\<infinity>x. g x)))" using fin ord |
|
2508 by (subst (asm) (1 2) real_of_pinfreal_diff) (auto simp: psuminf_\<omega> psuminf_le) |
|
2509 hence "(\<Sum>\<^isub>\<infinity> i. Real (real (f i - g i))) = Real (real ((\<Sum>\<^isub>\<infinity>x. f x) - (\<Sum>\<^isub>\<infinity>x. g x)))" |
|
2510 by (rule suminf_imp_psuminf) simp |
|
2511 thus ?thesis using fin by (simp add: Real_real psuminf_\<omega>) |
|
2512 qed |
|
2513 |
|
2514 lemma INF_eq_LIMSEQ: |
|
2515 assumes "mono (\<lambda>i. - f i)" and "\<And>n. 0 \<le> f n" and "0 \<le> x" |
|
2516 shows "(INF n. Real (f n)) = Real x \<longleftrightarrow> f ----> x" |
|
2517 proof |
|
2518 assume x: "(INF n. Real (f n)) = Real x" |
|
2519 { fix n |
|
2520 have "Real x \<le> Real (f n)" using x[symmetric] by (auto intro: INF_leI) |
|
2521 hence "x \<le> f n" using assms by simp |
|
2522 hence "\<bar>f n - x\<bar> = f n - x" by auto } |
|
2523 note abs_eq = this |
|
2524 show "f ----> x" |
|
2525 proof (rule LIMSEQ_I) |
|
2526 fix r :: real assume "0 < r" |
|
2527 show "\<exists>no. \<forall>n\<ge>no. norm (f n - x) < r" |
|
2528 proof (rule ccontr) |
|
2529 assume *: "\<not> ?thesis" |
|
2530 { fix N |
|
2531 from * obtain n where *: "N \<le> n" "r \<le> f n - x" |
|
2532 using abs_eq by (auto simp: not_less) |
|
2533 hence "x + r \<le> f n" by auto |
|
2534 also have "f n \<le> f N" using `mono (\<lambda>i. - f i)` * by (auto dest: monoD) |
|
2535 finally have "Real (x + r) \<le> Real (f N)" using `0 \<le> f N` by auto } |
|
2536 hence "Real x < Real (x + r)" |
|
2537 and "Real (x + r) \<le> (INF n. Real (f n))" using `0 < r` `0 \<le> x` by (auto intro: le_INFI) |
|
2538 hence "Real x < (INF n. Real (f n))" by (rule less_le_trans) |
|
2539 thus False using x by auto |
|
2540 qed |
|
2541 qed |
|
2542 next |
|
2543 assume "f ----> x" |
|
2544 show "(INF n. Real (f n)) = Real x" |
|
2545 proof (rule pinfreal_INFI) |
|
2546 fix n |
|
2547 from decseq_le[OF _ `f ----> x`] assms |
|
2548 show "Real x \<le> Real (f n)" unfolding decseq_eq_incseq incseq_mono by auto |
|
2549 next |
|
2550 fix y assume *: "\<And>n. n\<in>UNIV \<Longrightarrow> y \<le> Real (f n)" |
|
2551 thus "y \<le> Real x" |
|
2552 proof (cases y) |
|
2553 case (preal r) |
|
2554 with * have "\<exists>N. \<forall>n\<ge>N. r \<le> f n" using assms by fastsimp |
|
2555 from LIMSEQ_le_const[OF `f ----> x` this] |
|
2556 show "y \<le> Real x" using `0 \<le> x` preal by auto |
|
2557 qed simp |
|
2558 qed |
|
2559 qed |
|
2560 |
|
2561 lemma INFI_bound: |
|
2562 assumes "\<forall>N. x \<le> f N" |
|
2563 shows "x \<le> (INF n. f n)" |
|
2564 using assms by (simp add: INFI_def le_Inf_iff) |
|
2565 |
|
2566 lemma INF_mono: |
|
2567 assumes "\<And>n. f (N n) \<le> g n" |
|
2568 shows "(INF n. f n) \<le> (INF n. g n)" |
|
2569 proof (safe intro!: INFI_bound) |
|
2570 fix n |
|
2571 have "(INF n. f n) \<le> f (N n)" by (auto intro!: INF_leI) |
|
2572 also note assms[of n] |
|
2573 finally show "(INF n. f n) \<le> g n" . |
|
2574 qed |
|
2575 |
|
2576 lemma INFI_fun_expand: "(INF y:A. f y) = (\<lambda>x. INF y:A. f y x)" |
|
2577 unfolding INFI_def expand_fun_eq Inf_fun_def |
|
2578 by (auto intro!: arg_cong[where f=Inf]) |
|
2579 |
|
2580 lemma LIMSEQ_imp_lim_INF: |
|
2581 assumes pos: "\<And>i. 0 \<le> X i" and lim: "X ----> x" |
|
2582 shows "(SUP n. INF m. Real (X (n + m))) = Real x" |
|
2583 proof - |
|
2584 have "0 \<le> x" using assms by (auto intro!: LIMSEQ_le_const) |
|
2585 |
|
2586 have "\<And>n. (INF m. Real (X (n + m))) \<le> Real (X (n + 0))" by (rule INF_leI) simp |
|
2587 also have "\<And>n. Real (X (n + 0)) < \<omega>" by simp |
|
2588 finally have "\<forall>n. \<exists>r\<ge>0. (INF m. Real (X (n + m))) = Real r" |
|
2589 by (auto simp: pinfreal_less_\<omega> pinfreal_noteq_omega_Ex) |
|
2590 from choice[OF this] obtain r where r: "\<And>n. (INF m. Real (X (n + m))) = Real (r n)" "\<And>n. 0 \<le> r n" |
|
2591 by auto |
|
2592 |
|
2593 show ?thesis unfolding r |
|
2594 proof (subst SUP_eq_LIMSEQ) |
|
2595 show "mono r" unfolding mono_def |
|
2596 proof safe |
|
2597 fix x y :: nat assume "x \<le> y" |
|
2598 have "Real (r x) \<le> Real (r y)" unfolding r(1)[symmetric] using pos |
|
2599 proof (safe intro!: INF_mono) |
|
2600 fix m have "x + (m + y - x) = y + m" |
|
2601 using `x \<le> y` by auto |
|
2602 thus "Real (X (x + (m + y - x))) \<le> Real (X (y + m))" by simp |
|
2603 qed |
|
2604 thus "r x \<le> r y" using r by auto |
|
2605 qed |
|
2606 show "\<And>n. 0 \<le> r n" by fact |
|
2607 show "0 \<le> x" by fact |
|
2608 show "r ----> x" |
|
2609 proof (rule LIMSEQ_I) |
|
2610 fix e :: real assume "0 < e" |
|
2611 hence "0 < e/2" by auto |
|
2612 from LIMSEQ_D[OF lim this] obtain N where *: "\<And>n. N \<le> n \<Longrightarrow> \<bar>X n - x\<bar> < e/2" |
|
2613 by auto |
|
2614 show "\<exists>N. \<forall>n\<ge>N. norm (r n - x) < e" |
|
2615 proof (safe intro!: exI[of _ N]) |
|
2616 fix n assume "N \<le> n" |
|
2617 show "norm (r n - x) < e" |
|
2618 proof cases |
|
2619 assume "r n < x" |
|
2620 have "x - r n \<le> e/2" |
|
2621 proof cases |
|
2622 assume e: "e/2 \<le> x" |
|
2623 have "Real (x - e/2) \<le> Real (r n)" unfolding r(1)[symmetric] |
|
2624 proof (rule le_INFI) |
|
2625 fix m show "Real (x - e / 2) \<le> Real (X (n + m))" |
|
2626 using *[of "n + m"] `N \<le> n` |
|
2627 using pos by (auto simp: field_simps abs_real_def split: split_if_asm) |
|
2628 qed |
|
2629 with e show ?thesis using pos `0 \<le> x` r(2) by auto |
|
2630 next |
|
2631 assume "\<not> e/2 \<le> x" hence "x - e/2 < 0" by auto |
|
2632 with `0 \<le> r n` show ?thesis by auto |
|
2633 qed |
|
2634 with `r n < x` show ?thesis by simp |
|
2635 next |
|
2636 assume e: "\<not> r n < x" |
|
2637 have "Real (r n) \<le> Real (X (n + 0))" unfolding r(1)[symmetric] |
|
2638 by (rule INF_leI) simp |
|
2639 hence "r n - x \<le> X n - x" using r pos by auto |
|
2640 also have "\<dots> < e/2" using *[OF `N \<le> n`] by (auto simp: field_simps abs_real_def split: split_if_asm) |
|
2641 finally have "r n - x < e" using `0 < e` by auto |
|
2642 with e show ?thesis by auto |
|
2643 qed |
|
2644 qed |
|
2645 qed |
|
2646 qed |
|
2647 qed |
|
2648 |
|
2649 |
|
2650 lemma real_of_pinfreal_strict_mono_iff: |
|
2651 "real a < real b \<longleftrightarrow> (b \<noteq> \<omega> \<and> ((a = \<omega> \<and> 0 < b) \<or> (a < b)))" |
|
2652 proof (cases a) |
|
2653 case infinite thus ?thesis by (cases b) auto |
|
2654 next |
|
2655 case preal thus ?thesis by (cases b) auto |
|
2656 qed |
|
2657 |
|
2658 lemma real_of_pinfreal_mono_iff: |
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2659 "real a \<le> real b \<longleftrightarrow> (a = \<omega> \<or> (b \<noteq> \<omega> \<and> a \<le> b) \<or> (b = \<omega> \<and> a = 0))" |
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2660 proof (cases a) |
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2661 case infinite thus ?thesis by (cases b) auto |
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2662 next |
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2663 case preal thus ?thesis by (cases b) auto |
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2664 qed |
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2665 |
|
2666 lemma ex_pinfreal_inverse_of_nat_Suc_less: |
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2667 fixes e :: pinfreal assumes "0 < e" shows "\<exists>n. inverse (of_nat (Suc n)) < e" |
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2668 proof (cases e) |
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2669 case (preal r) |
|
2670 with `0 < e` ex_inverse_of_nat_Suc_less[of r] |
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2671 obtain n where "inverse (of_nat (Suc n)) < r" by auto |
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2672 with preal show ?thesis |
|
2673 by (auto simp: real_eq_of_nat[symmetric]) |
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2674 qed auto |
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2675 |
|
2676 lemma Lim_eq_Sup_mono: |
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2677 fixes u :: "nat \<Rightarrow> pinfreal" assumes "mono u" |
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2678 shows "u ----> (SUP i. u i)" |
|
2679 proof - |
|
2680 from lim_pinfreal_increasing[of u] `mono u` |
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2681 obtain l where l: "u ----> l" unfolding mono_def by auto |
|
2682 from SUP_Lim_pinfreal[OF _ this] `mono u` |
|
2683 have "(SUP i. u i) = l" unfolding mono_def by auto |
|
2684 with l show ?thesis by simp |
|
2685 qed |
|
2686 |
|
2687 lemma isotone_Lim: |
|
2688 fixes x :: pinfreal assumes "u \<up> x" |
|
2689 shows "u ----> x" (is ?lim) and "mono u" (is ?mono) |
|
2690 proof - |
|
2691 show ?mono using assms unfolding mono_iff_le_Suc isoton_def by auto |
|
2692 from Lim_eq_Sup_mono[OF this] `u \<up> x` |
|
2693 show ?lim unfolding isoton_def by simp |
|
2694 qed |
|
2695 |
|
2696 lemma isoton_iff_Lim_mono: |
|
2697 fixes u :: "nat \<Rightarrow> pinfreal" |
|
2698 shows "u \<up> x \<longleftrightarrow> (mono u \<and> u ----> x)" |
|
2699 proof safe |
|
2700 assume "mono u" and x: "u ----> x" |
|
2701 with SUP_Lim_pinfreal[OF _ x] |
|
2702 show "u \<up> x" unfolding isoton_def |
|
2703 using `mono u`[unfolded mono_def] |
|
2704 using `mono u`[unfolded mono_iff_le_Suc] |
|
2705 by auto |
|
2706 qed (auto dest: isotone_Lim) |
|
2707 |
|
2708 lemma pinfreal_inverse_inverse[simp]: |
|
2709 fixes x :: pinfreal |
|
2710 shows "inverse (inverse x) = x" |
|
2711 by (cases x) auto |
|
2712 |
|
2713 lemma atLeastAtMost_omega_eq_atLeast: |
|
2714 shows "{a .. \<omega>} = {a ..}" |
|
2715 by auto |
|
2716 |
|
2717 lemma atLeast0AtMost_eq_atMost: "{0 :: pinfreal .. a} = {.. a}" by auto |
|
2718 |
|
2719 lemma greaterThan_omega_Empty: "{\<omega> <..} = {}" by auto |
|
2720 |
|
2721 lemma lessThan_0_Empty: "{..< 0 :: pinfreal} = {}" by auto |
|
2722 |
|
2723 end |