src/HOL/Limits.thy
changeset 31355 3d18766ddc4b
parent 31353 14a58e2ca374
child 31356 ec8b9b6c47dc
--- a/src/HOL/Limits.thy	Mon Jun 01 08:04:19 2009 -0700
+++ b/src/HOL/Limits.thy	Mon Jun 01 10:36:42 2009 -0700
@@ -81,6 +81,27 @@
 using assms by (auto elim!: eventually_rev_mp)
 
 
+subsection {* Boundedness *}
+
+definition
+  Bfun :: "('a \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a filter \<Rightarrow> bool" where
+  "Bfun S F = (\<exists>K>0. eventually (\<lambda>i. norm (S i) \<le> K) F)"
+
+lemma BfunI: assumes K: "eventually (\<lambda>i. norm (X i) \<le> K) F" shows "Bfun X F"
+unfolding Bfun_def
+proof (intro exI conjI allI)
+  show "0 < max K 1" by simp
+next
+  show "eventually (\<lambda>i. norm (X i) \<le> max K 1) F"
+    using K by (rule eventually_elim1, simp)
+qed
+
+lemma BfunE:
+  assumes "Bfun S F"
+  obtains B where "0 < B" and "eventually (\<lambda>i. norm (S i) \<le> B) F"
+using assms unfolding Bfun_def by fast
+
+
 subsection {* Convergence to Zero *}
 
 definition
@@ -95,6 +116,10 @@
   "\<lbrakk>Zfun S F; 0 < r\<rbrakk> \<Longrightarrow> eventually (\<lambda>i. norm (S i) < r) F"
 unfolding Zfun_def by simp
 
+lemma Zfun_ssubst:
+  "eventually (\<lambda>i. X i = Y i) F \<Longrightarrow> Zfun Y F \<Longrightarrow> Zfun X F"
+unfolding Zfun_def by (auto elim!: eventually_rev_mp)
+
 lemma Zfun_zero: "Zfun (\<lambda>i. 0) F"
 unfolding Zfun_def by simp
 
@@ -103,7 +128,7 @@
 
 lemma Zfun_imp_Zfun:
   assumes X: "Zfun X F"
-  assumes Y: "\<And>n. norm (Y n) \<le> norm (X n) * K"
+  assumes Y: "eventually (\<lambda>i. norm (Y i) \<le> norm (X i) * K) F"
   shows "Zfun (\<lambda>n. Y n) F"
 proof (cases)
   assume K: "0 < K"
@@ -114,26 +139,34 @@
       using K by (rule divide_pos_pos)
     then have "eventually (\<lambda>i. norm (X i) < r / K) F"
       using ZfunD [OF X] by fast
-    then show "eventually (\<lambda>i. norm (Y i) < r) F"
-    proof (rule eventually_elim1)
-      fix i assume "norm (X i) < r / K"
+    with Y show "eventually (\<lambda>i. norm (Y i) < r) F"
+    proof (rule eventually_elim2)
+      fix i
+      assume *: "norm (Y i) \<le> norm (X i) * K"
+      assume "norm (X i) < r / K"
       hence "norm (X i) * K < r"
         by (simp add: pos_less_divide_eq K)
       thus "norm (Y i) < r"
-        by (simp add: order_le_less_trans [OF Y])
+        by (simp add: order_le_less_trans [OF *])
     qed
   qed
 next
   assume "\<not> 0 < K"
   hence K: "K \<le> 0" by (simp only: not_less)
-  {
-    fix i
-    have "norm (Y i) \<le> norm (X i) * K" by (rule Y)
-    also have "\<dots> \<le> norm (X i) * 0"
-      using K norm_ge_zero by (rule mult_left_mono)
-    finally have "norm (Y i) = 0" by simp
-  }
-  thus ?thesis by (simp add: Zfun_zero)
+  show ?thesis
+  proof (rule ZfunI)
+    fix r :: real
+    assume "0 < r"
+    from Y show "eventually (\<lambda>i. norm (Y i) < r) F"
+    proof (rule eventually_elim1)
+      fix i
+      assume "norm (Y i) \<le> norm (X i) * K"
+      also have "\<dots> \<le> norm (X i) * 0"
+        using K norm_ge_zero by (rule mult_left_mono)
+      finally show "norm (Y i) < r"
+        using `0 < r` by simp
+    qed
+  qed
 qed
 
 lemma Zfun_le: "\<lbrakk>Zfun Y F; \<forall>n. norm (X n) \<le> norm (Y n)\<rbrakk> \<Longrightarrow> Zfun X F"
@@ -176,6 +209,8 @@
 proof -
   obtain K where "\<And>x. norm (f x) \<le> norm x * K"
     using bounded by fast
+  then have "eventually (\<lambda>i. norm (f (X i)) \<le> norm (X i) * K) F"
+    by simp
   with X show ?thesis
     by (rule Zfun_imp_Zfun)
 qed
@@ -293,4 +328,135 @@
 by (simp only: tendsto_Zfun_iff prod_diff_prod
                Zfun_add Zfun Zfun_left Zfun_right)
 
+
+subsection {* Continuity of Inverse *}
+
+lemma (in bounded_bilinear) Zfun_prod_Bfun:
+  assumes X: "Zfun X F"
+  assumes Y: "Bfun Y F"
+  shows "Zfun (\<lambda>n. X n ** Y n) F"
+proof -
+  obtain K where K: "0 \<le> K"
+    and norm_le: "\<And>x y. norm (x ** y) \<le> norm x * norm y * K"
+    using nonneg_bounded by fast
+  obtain B where B: "0 < B"
+    and norm_Y: "eventually (\<lambda>i. norm (Y i) \<le> B) F"
+    using Y by (rule BfunE)
+  have "eventually (\<lambda>i. norm (X i ** Y i) \<le> norm (X i) * (B * K)) F"
+  using norm_Y proof (rule eventually_elim1)
+    fix i
+    assume *: "norm (Y i) \<le> B"
+    have "norm (X i ** Y i) \<le> norm (X i) * norm (Y i) * K"
+      by (rule norm_le)
+    also have "\<dots> \<le> norm (X i) * B * K"
+      by (intro mult_mono' order_refl norm_Y norm_ge_zero
+                mult_nonneg_nonneg K *)
+    also have "\<dots> = norm (X i) * (B * K)"
+      by (rule mult_assoc)
+    finally show "norm (X i ** Y i) \<le> norm (X i) * (B * K)" .
+  qed
+  with X show ?thesis
+  by (rule Zfun_imp_Zfun)
+qed
+
+lemma (in bounded_bilinear) flip:
+  "bounded_bilinear (\<lambda>x y. y ** x)"
+apply default
+apply (rule add_right)
+apply (rule add_left)
+apply (rule scaleR_right)
+apply (rule scaleR_left)
+apply (subst mult_commute)
+using bounded by fast
+
+lemma (in bounded_bilinear) Bfun_prod_Zfun:
+  assumes X: "Bfun X F"
+  assumes Y: "Zfun Y F"
+  shows "Zfun (\<lambda>n. X n ** Y n) F"
+using flip Y X by (rule bounded_bilinear.Zfun_prod_Bfun)
+
+lemma inverse_diff_inverse:
+  "\<lbrakk>(a::'a::division_ring) \<noteq> 0; b \<noteq> 0\<rbrakk>
+   \<Longrightarrow> inverse a - inverse b = - (inverse a * (a - b) * inverse b)"
+by (simp add: algebra_simps)
+
+lemma Bfun_inverse_lemma:
+  fixes x :: "'a::real_normed_div_algebra"
+  shows "\<lbrakk>r \<le> norm x; 0 < r\<rbrakk> \<Longrightarrow> norm (inverse x) \<le> inverse r"
+apply (subst nonzero_norm_inverse, clarsimp)
+apply (erule (1) le_imp_inverse_le)
+done
+
+lemma Bfun_inverse:
+  fixes a :: "'a::real_normed_div_algebra"
+  assumes X: "tendsto X a F"
+  assumes a: "a \<noteq> 0"
+  shows "Bfun (\<lambda>n. inverse (X n)) F"
+proof -
+  from a have "0 < norm a" by simp
+  hence "\<exists>r>0. r < norm a" by (rule dense)
+  then obtain r where r1: "0 < r" and r2: "r < norm a" by fast
+  have "eventually (\<lambda>i. dist (X i) a < r) F"
+    using tendstoD [OF X r1] by fast
+  hence "eventually (\<lambda>i. norm (inverse (X i)) \<le> inverse (norm a - r)) F"
+  proof (rule eventually_elim1)
+    fix i
+    assume "dist (X i) a < r"
+    hence 1: "norm (X i - a) < r"
+      by (simp add: dist_norm)
+    hence 2: "X i \<noteq> 0" using r2 by auto
+    hence "norm (inverse (X i)) = inverse (norm (X i))"
+      by (rule nonzero_norm_inverse)
+    also have "\<dots> \<le> inverse (norm a - r)"
+    proof (rule le_imp_inverse_le)
+      show "0 < norm a - r" using r2 by simp
+    next
+      have "norm a - norm (X i) \<le> norm (a - X i)"
+        by (rule norm_triangle_ineq2)
+      also have "\<dots> = norm (X i - a)"
+        by (rule norm_minus_commute)
+      also have "\<dots> < r" using 1 .
+      finally show "norm a - r \<le> norm (X i)" by simp
+    qed
+    finally show "norm (inverse (X i)) \<le> inverse (norm a - r)" .
+  qed
+  thus ?thesis by (rule BfunI)
+qed
+
+lemma tendsto_inverse_lemma:
+  fixes a :: "'a::real_normed_div_algebra"
+  shows "\<lbrakk>tendsto X a F; a \<noteq> 0; eventually (\<lambda>i. X i \<noteq> 0) F\<rbrakk>
+         \<Longrightarrow> tendsto (\<lambda>i. inverse (X i)) (inverse a) F"
+apply (subst tendsto_Zfun_iff)
+apply (rule Zfun_ssubst)
+apply (erule eventually_elim1)
+apply (erule (1) inverse_diff_inverse)
+apply (rule Zfun_minus)
+apply (rule Zfun_mult_left)
+apply (rule mult.Bfun_prod_Zfun)
+apply (erule (1) Bfun_inverse)
+apply (simp add: tendsto_Zfun_iff)
+done
+
+lemma tendsto_inverse:
+  fixes a :: "'a::real_normed_div_algebra"
+  assumes X: "tendsto X a F"
+  assumes a: "a \<noteq> 0"
+  shows "tendsto (\<lambda>i. inverse (X i)) (inverse a) F"
+proof -
+  from a have "0 < norm a" by simp
+  with X have "eventually (\<lambda>i. dist (X i) a < norm a) F"
+    by (rule tendstoD)
+  then have "eventually (\<lambda>i. X i \<noteq> 0) F"
+    unfolding dist_norm by (auto elim!: eventually_elim1)
+  with X a show ?thesis
+    by (rule tendsto_inverse_lemma)
+qed
+
+lemma tendsto_divide:
+  fixes a b :: "'a::real_normed_field"
+  shows "\<lbrakk>tendsto X a F; tendsto Y b F; b \<noteq> 0\<rbrakk>
+    \<Longrightarrow> tendsto (\<lambda>n. X n / Y n) (a / b) F"
+by (simp add: mult.tendsto tendsto_inverse divide_inverse)
+
 end