src/HOL/Library/Extended_Nonnegative_Real.thy
changeset 62378 85ed00c1fe7c
parent 62376 85f38d5f8807
child 62623 dbc62f86a1a9
--- a/src/HOL/Library/Extended_Nonnegative_Real.thy	Fri Feb 12 16:09:07 2016 +0100
+++ b/src/HOL/Library/Extended_Nonnegative_Real.thy	Fri Feb 19 13:40:50 2016 +0100
@@ -8,20 +8,117 @@
   imports Extended_Real
 begin
 
+context linordered_nonzero_semiring
+begin
+
+lemma of_nat_nonneg [simp]: "0 \<le> of_nat n"
+  by (induct n) simp_all
+
+lemma of_nat_mono[simp]: "i \<le> j \<Longrightarrow> of_nat i \<le> of_nat j"
+  by (auto simp add: le_iff_add intro!: add_increasing2)
+
+end
+
+lemma of_nat_less[simp]:
+  "i < j \<Longrightarrow> of_nat i < (of_nat j::'a::{linordered_nonzero_semiring, semiring_char_0})"
+  by (auto simp: less_le)
+
+lemma of_nat_le_iff[simp]:
+  "of_nat i \<le> (of_nat j::'a::{linordered_nonzero_semiring, semiring_char_0}) \<longleftrightarrow> i \<le> j"
+proof (safe intro!: of_nat_mono)
+  assume "of_nat i \<le> (of_nat j::'a)" then show "i \<le> j"
+  proof (intro leI notI)
+    assume "j < i" from less_le_trans[OF of_nat_less[OF this] \<open>of_nat i \<le> of_nat j\<close>] show False
+      by blast
+  qed
+qed
+
+lemma (in complete_lattice) SUP_sup_const1:
+  "I \<noteq> {} \<Longrightarrow> (SUP i:I. sup c (f i)) = sup c (SUP i:I. f i)"
+  using SUP_sup_distrib[of "\<lambda>_. c" I f] by simp
+
+lemma (in complete_lattice) SUP_sup_const2:
+  "I \<noteq> {} \<Longrightarrow> (SUP i:I. sup (f i) c) = sup (SUP i:I. f i) c"
+  using SUP_sup_distrib[of f I "\<lambda>_. c"] by simp
+
+lemma one_less_of_natD:
+  "(1::'a::linordered_semidom) < of_nat n \<Longrightarrow> 1 < n"
+  using zero_le_one[where 'a='a]
+  apply (cases n)
+  apply simp
+  subgoal for n'
+    apply (cases n')
+    apply simp
+    apply simp
+    done
+  done
+
+lemma setsum_le_suminf:
+  fixes f :: "nat \<Rightarrow> 'a::{ordered_comm_monoid_add, linorder_topology}"
+  shows "summable f \<Longrightarrow> finite I \<Longrightarrow> \<forall>m\<in>- I. 0 \<le> f m \<Longrightarrow> setsum f I \<le> suminf f"
+  by (rule sums_le[OF _ sums_If_finite_set summable_sums]) auto
+
 typedef ennreal = "{x :: ereal. 0 \<le> x}"
-  morphisms enn2ereal e2ennreal
+  morphisms enn2ereal e2ennreal'
   by auto
 
-setup_lifting type_definition_ennreal
+definition "e2ennreal x = e2ennreal' (max 0 x)"
 
+lemma type_definition_ennreal': "type_definition enn2ereal e2ennreal {x. 0 \<le> x}"
+  using type_definition_ennreal
+  by (auto simp: type_definition_def e2ennreal_def max_absorb2)
 
-lift_definition ennreal :: "real \<Rightarrow> ennreal" is "max 0 \<circ> ereal"
+setup_lifting type_definition_ennreal'
+
+lift_definition ennreal :: "real \<Rightarrow> ennreal" is "sup 0 \<circ> ereal"
   by simp
 
 declare [[coercion ennreal]]
 declare [[coercion e2ennreal]]
 
-instantiation ennreal :: semiring_1_no_zero_divisors
+instantiation ennreal :: complete_linorder
+begin
+
+lift_definition top_ennreal :: ennreal is top by (rule top_greatest)
+lift_definition bot_ennreal :: ennreal is 0 by (rule order_refl)
+lift_definition sup_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> ennreal" is sup by (rule le_supI1)
+lift_definition inf_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> ennreal" is inf by (rule le_infI)
+
+lift_definition Inf_ennreal :: "ennreal set \<Rightarrow> ennreal" is "Inf"
+  by (rule Inf_greatest)
+
+lift_definition Sup_ennreal :: "ennreal set \<Rightarrow> ennreal" is "sup 0 \<circ> Sup"
+  by auto
+
+lift_definition less_eq_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> bool" is "op \<le>" .
+lift_definition less_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> bool" is "op <" .
+
+instance
+  by standard
+     (transfer ; auto simp: Inf_lower Inf_greatest Sup_upper Sup_least le_max_iff_disj max.absorb1)+
+
+end
+
+lemma ennreal_cases:
+  fixes x :: ennreal
+  obtains (real) r :: real where "0 \<le> r" "x = ennreal r" | (top) "x = top"
+  apply transfer
+  subgoal for x thesis
+    by (cases x) (auto simp: max.absorb2 top_ereal_def)
+  done
+
+instantiation ennreal :: infinity
+begin
+
+definition infinity_ennreal :: ennreal
+where
+  [simp]: "\<infinity> = (top::ennreal)"
+
+instance ..
+
+end
+
+instantiation ennreal :: "{semiring_1_no_zero_divisors, comm_semiring_1}"
 begin
 
 lift_definition one_ennreal :: ennreal is 1 by simp
@@ -34,6 +131,16 @@
 
 end
 
+instantiation ennreal :: minus
+begin
+
+lift_definition minus_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> ennreal" is "\<lambda>a b. max 0 (a - b)"
+  by simp
+
+instance ..
+
+end
+
 instance ennreal :: numeral ..
 
 instantiation ennreal :: inverse
@@ -49,32 +156,6 @@
 
 end
 
-
-instantiation ennreal :: complete_linorder
-begin
-
-lift_definition top_ennreal :: ennreal is top by simp
-lift_definition bot_ennreal :: ennreal is 0 by simp
-lift_definition sup_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> ennreal" is sup by (simp add: max.coboundedI1)
-lift_definition inf_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> ennreal" is inf by (simp add: min.boundedI)
-
-lift_definition Inf_ennreal :: "ennreal set \<Rightarrow> ennreal" is "Inf"
-  by (auto intro: Inf_greatest)
-
-lift_definition Sup_ennreal :: "ennreal set \<Rightarrow> ennreal" is "sup 0 \<circ> Sup"
-  by auto
-
-lift_definition less_eq_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> bool" is "op \<le>" .
-lift_definition less_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> bool" is "op <" .
-
-instance
-  by standard
-     (transfer ; auto simp: Inf_lower Inf_greatest Sup_upper Sup_least le_max_iff_disj max.absorb1)+
-
-end
-
-
-
 lemma ennreal_zero_less_one: "0 < (1::ennreal)"
   by transfer auto
 
@@ -89,6 +170,96 @@
   by standard
      (transfer ; auto intro: add_mono mult_mono mult_ac ereal_left_distrib ereal_mult_left_mono)+
 
+instance ennreal :: linordered_nonzero_semiring
+  proof qed (transfer; simp)
+
+declare [[coercion "of_nat :: nat \<Rightarrow> ennreal"]]
+
+lemma e2ennreal_neg: "x \<le> 0 \<Longrightarrow> e2ennreal x = 0"
+  unfolding zero_ennreal_def e2ennreal_def by (simp add: max_absorb1)
+
+lemma e2ennreal_mono: "x \<le> y \<Longrightarrow> e2ennreal x \<le> e2ennreal y"
+  by (cases "0 \<le> x" "0 \<le> y" rule: bool.exhaust[case_product bool.exhaust])
+     (auto simp: e2ennreal_neg less_eq_ennreal.abs_eq eq_onp_def)
+
+subsection \<open>Cancellation simprocs\<close>
+
+lemma ennreal_add_left_cancel: "a + b = a + c \<longleftrightarrow> a = (\<infinity>::ennreal) \<or> b = c"
+  unfolding infinity_ennreal_def by transfer (simp add: top_ereal_def ereal_add_cancel_left)
+
+lemma ennreal_add_left_cancel_le: "a + b \<le> a + c \<longleftrightarrow> a = (\<infinity>::ennreal) \<or> b \<le> c"
+  unfolding infinity_ennreal_def by transfer (simp add: ereal_add_le_add_iff top_ereal_def disj_commute)
+
+lemma ereal_add_left_cancel_less:
+  fixes a b c :: ereal
+  shows "0 \<le> a \<Longrightarrow> 0 \<le> b \<Longrightarrow> a + b < a + c \<longleftrightarrow> a \<noteq> \<infinity> \<and> b < c"
+  by (cases a b c rule: ereal3_cases) auto
+
+lemma ennreal_add_left_cancel_less: "a + b < a + c \<longleftrightarrow> a \<noteq> (\<infinity>::ennreal) \<and> b < c"
+  unfolding infinity_ennreal_def
+  by transfer (simp add: top_ereal_def ereal_add_left_cancel_less)
+
+ML \<open>
+structure Cancel_Ennreal_Common =
+struct
+  (* copied from src/HOL/Tools/nat_numeral_simprocs.ML *)
+  fun find_first_t _    _ []         = raise TERM("find_first_t", [])
+    | find_first_t past u (t::terms) =
+          if u aconv t then (rev past @ terms)
+          else find_first_t (t::past) u terms
+
+  fun dest_summing (Const (@{const_name Groups.plus}, _) $ t $ u, ts) =
+        dest_summing (t, dest_summing (u, ts))
+    | dest_summing (t, ts) = t :: ts
+
+  val mk_sum = Arith_Data.long_mk_sum
+  fun dest_sum t = dest_summing (t, [])
+  val find_first = find_first_t []
+  val trans_tac = Numeral_Simprocs.trans_tac
+  val norm_ss =
+    simpset_of (put_simpset HOL_basic_ss @{context}
+      addsimps @{thms ac_simps add_0_left add_0_right})
+  fun norm_tac ctxt = ALLGOALS (simp_tac (put_simpset norm_ss ctxt))
+  fun simplify_meta_eq ctxt cancel_th th =
+    Arith_Data.simplify_meta_eq [] ctxt
+      ([th, cancel_th] MRS trans)
+  fun mk_eq (a, b) = HOLogic.mk_Trueprop (HOLogic.mk_eq (a, b))
+end
+
+structure Eq_Ennreal_Cancel = ExtractCommonTermFun
+(open Cancel_Ennreal_Common
+  val mk_bal = HOLogic.mk_eq
+  val dest_bal = HOLogic.dest_bin @{const_name HOL.eq} @{typ ennreal}
+  fun simp_conv _ _ = SOME @{thm ennreal_add_left_cancel}
+)
+
+structure Le_Ennreal_Cancel = ExtractCommonTermFun
+(open Cancel_Ennreal_Common
+  val mk_bal = HOLogic.mk_binrel @{const_name Orderings.less_eq}
+  val dest_bal = HOLogic.dest_bin @{const_name Orderings.less_eq} @{typ ennreal}
+  fun simp_conv _ _ = SOME @{thm ennreal_add_left_cancel_le}
+)
+
+structure Less_Ennreal_Cancel = ExtractCommonTermFun
+(open Cancel_Ennreal_Common
+  val mk_bal = HOLogic.mk_binrel @{const_name Orderings.less}
+  val dest_bal = HOLogic.dest_bin @{const_name Orderings.less} @{typ ennreal}
+  fun simp_conv _ _ = SOME @{thm ennreal_add_left_cancel_less}
+)
+\<close>
+
+simproc_setup ennreal_eq_cancel
+  ("(l::ennreal) + m = n" | "(l::ennreal) = m + n") =
+  \<open>fn phi => fn ctxt => fn ct => Eq_Ennreal_Cancel.proc ctxt (Thm.term_of ct)\<close>
+
+simproc_setup ennreal_le_cancel
+  ("(l::ennreal) + m \<le> n" | "(l::ennreal) \<le> m + n") =
+  \<open>fn phi => fn ctxt => fn ct => Le_Ennreal_Cancel.proc ctxt (Thm.term_of ct)\<close>
+
+simproc_setup ennreal_less_cancel
+  ("(l::ennreal) + m < n" | "(l::ennreal) < m + n") =
+  \<open>fn phi => fn ctxt => fn ct => Less_Ennreal_Cancel.proc ctxt (Thm.term_of ct)\<close>
+
 instantiation ennreal :: linear_continuum_topology
 begin
 
@@ -98,7 +269,7 @@
 instance
 proof
   show "\<exists>a b::ennreal. a \<noteq> b"
-    using ennreal_zero_less_one by (auto dest: order.strict_implies_not_eq)
+    using zero_neq_one by (intro exI)
   show "\<And>x y::ennreal. x < y \<Longrightarrow> \<exists>z>x. z < y"
   proof transfer
     fix x y :: ereal assume "0 \<le> x" "x < y"
@@ -121,14 +292,14 @@
     by auto
   moreover then have "0 \<le> r"
     using le_less_trans[OF \<open>0 \<le> x\<close> \<open>x < ereal (real_of_rat r)\<close>] by auto
-  ultimately show "\<exists>r. x < (max 0 \<circ> ereal) (real_of_rat r) \<and> (max 0 \<circ> ereal) (real_of_rat r) < y"
+  ultimately show "\<exists>r. x < (sup 0 \<circ> ereal) (real_of_rat r) \<and> (sup 0 \<circ> ereal) (real_of_rat r) < y"
     by (intro exI[of _ r]) (auto simp: max_absorb2)
 qed
 
 lemma enn2ereal_range: "e2ennreal ` {0..} = UNIV"
 proof -
   have "\<exists>y\<ge>0. x = e2ennreal y" for x
-    by (cases x) auto
+    by (cases x) (auto simp: e2ennreal_def max_absorb2)
   then show ?thesis
     by (auto simp: image_iff Bex_def)
 qed
@@ -138,37 +309,54 @@
 
 lemma ereal_ennreal_cases:
   obtains b where "0 \<le> a" "a = enn2ereal b" | "a < 0"
-  using e2ennreal_inverse[of a, symmetric] by (cases "0 \<le> a") (auto intro: enn2ereal_nonneg)
+  using e2ennreal'_inverse[of a, symmetric] by (cases "0 \<le> a") (auto intro: enn2ereal_nonneg)
 
 lemma enn2ereal_Iio: "enn2ereal -` {..<a} = (if 0 \<le> a then {..< e2ennreal a} else {})"
   using enn2ereal_nonneg
   by (cases a rule: ereal_ennreal_cases)
-     (auto simp add: vimage_def set_eq_iff ennreal.enn2ereal_inverse less_ennreal.rep_eq
+     (auto simp add: vimage_def set_eq_iff ennreal.enn2ereal_inverse less_ennreal.rep_eq e2ennreal_def max_absorb2
            intro: le_less_trans less_imp_le)
 
 lemma enn2ereal_Ioi: "enn2ereal -` {a <..} = (if 0 \<le> a then {e2ennreal a <..} else UNIV)"
   using enn2ereal_nonneg
   by (cases a rule: ereal_ennreal_cases)
-     (auto simp add: vimage_def set_eq_iff ennreal.enn2ereal_inverse less_ennreal.rep_eq
+     (auto simp add: vimage_def set_eq_iff ennreal.enn2ereal_inverse less_ennreal.rep_eq e2ennreal_def max_absorb2
            intro: less_le_trans)
 
-lemma continuous_e2ennreal: "continuous_on {0 ..} e2ennreal"
-  by (rule continuous_onI_mono)
-     (auto simp add: less_eq_ennreal.abs_eq eq_onp_def enn2ereal_range)
+lemma continuous_on_e2ennreal: "continuous_on A e2ennreal"
+proof (rule continuous_on_subset)
+  show "continuous_on ({0..} \<union> {..0}) e2ennreal"
+  proof (rule continuous_on_closed_Un)
+    show "continuous_on {0 ..} e2ennreal"
+      by (rule continuous_onI_mono)
+         (auto simp add: less_eq_ennreal.abs_eq eq_onp_def enn2ereal_range)
+    show "continuous_on {.. 0} e2ennreal"
+      by (subst continuous_on_cong[OF refl, of _ _ "\<lambda>_. 0"])
+         (auto simp add: e2ennreal_neg continuous_on_const)
+  qed auto
+  show "A \<subseteq> {0..} \<union> {..0::ereal}"
+    by auto
+qed
 
-lemma continuous_enn2ereal: "continuous_on UNIV enn2ereal"
+lemma continuous_at_e2ennreal: "continuous (at x within A) e2ennreal"
+  by (rule continuous_on_imp_continuous_within[OF continuous_on_e2ennreal, of _ UNIV]) auto
+
+lemma continuous_on_enn2ereal: "continuous_on UNIV enn2ereal"
   by (rule continuous_on_generate_topology[OF open_generated_order])
      (auto simp add: enn2ereal_Iio enn2ereal_Ioi)
 
+lemma continuous_at_enn2ereal: "continuous (at x within A) enn2ereal"
+  by (rule continuous_on_imp_continuous_within[OF continuous_on_enn2ereal]) auto
+
 lemma transfer_enn2ereal_continuous_on [transfer_rule]:
   "rel_fun (op =) (rel_fun (rel_fun op = pcr_ennreal) op =) continuous_on continuous_on"
 proof -
   have "continuous_on A f" if "continuous_on A (\<lambda>x. enn2ereal (f x))" for A and f :: "'a \<Rightarrow> ennreal"
-    using continuous_on_compose2[OF continuous_e2ennreal that]
-    by (auto simp: ennreal.enn2ereal_inverse subset_eq enn2ereal_nonneg)
+    using continuous_on_compose2[OF continuous_on_e2ennreal[of "{0..}"] that]
+    by (auto simp: ennreal.enn2ereal_inverse subset_eq enn2ereal_nonneg e2ennreal_def max_absorb2)
   moreover
   have "continuous_on A (\<lambda>x. enn2ereal (f x))" if "continuous_on A f" for A and f :: "'a \<Rightarrow> ennreal"
-    using continuous_on_compose2[OF continuous_enn2ereal that] by auto
+    using continuous_on_compose2[OF continuous_on_enn2ereal that] by auto
   ultimately
   show ?thesis
     by (auto simp add: rel_fun_def ennreal.pcr_cr_eq cr_ennreal_def)
@@ -180,12 +368,484 @@
   by (transfer fixing: A) (auto intro!: tendsto_add_ereal_nonneg simp: continuous_on_def)
 
 lemma continuous_on_inverse_ennreal[continuous_intros]:
-  fixes f :: "_ \<Rightarrow> ennreal"
+  fixes f :: "'a::topological_space \<Rightarrow> ennreal"
   shows "continuous_on A f \<Longrightarrow> continuous_on A (\<lambda>x. inverse (f x))"
 proof (transfer fixing: A)
-  show "pred_fun (op \<le> 0) f \<Longrightarrow> continuous_on A (\<lambda>x. inverse (f x))" if "continuous_on A f"
-    for f :: "_ \<Rightarrow> ereal"
+  show "pred_fun (\<lambda>_. True)  (op \<le> 0) f \<Longrightarrow> continuous_on A (\<lambda>x. inverse (f x))" if "continuous_on A f"
+    for f :: "'a \<Rightarrow> ereal"
     using continuous_on_compose2[OF continuous_on_inverse_ereal that] by (auto simp: subset_eq)
 qed
 
+instance ennreal :: topological_comm_monoid_add
+proof
+  show "((\<lambda>x. fst x + snd x) \<longlongrightarrow> a + b) (nhds a \<times>\<^sub>F nhds b)" for a b :: ennreal
+    using continuous_on_add_ennreal[of UNIV fst snd]
+    using tendsto_at_iff_tendsto_nhds[symmetric, of "\<lambda>x::(ennreal \<times> ennreal). fst x + snd x"]
+    by (auto simp: continuous_on_eq_continuous_at)
+       (simp add: isCont_def nhds_prod[symmetric])
+qed
+
+lemma ennreal_zero_less_top[simp]: "0 < (top::ennreal)"
+  by transfer (simp add: top_ereal_def)
+
+lemma ennreal_one_less_top[simp]: "1 < (top::ennreal)"
+  by transfer (simp add: top_ereal_def)
+
+lemma ennreal_zero_neq_top[simp]: "0 \<noteq> (top::ennreal)"
+  by transfer (simp add: top_ereal_def)
+
+lemma ennreal_top_neq_zero[simp]: "(top::ennreal) \<noteq> 0"
+  by transfer (simp add: top_ereal_def)
+
+lemma ennreal_top_neq_one[simp]: "top \<noteq> (1::ennreal)"
+  by transfer (simp add: top_ereal_def one_ereal_def ereal_max[symmetric] del: ereal_max)
+
+lemma ennreal_one_neq_top[simp]: "1 \<noteq> (top::ennreal)"
+  by transfer (simp add: top_ereal_def one_ereal_def ereal_max[symmetric] del: ereal_max)
+
+lemma ennreal_add_less_top[simp]:
+  fixes a b :: ennreal
+  shows "a + b < top \<longleftrightarrow> a < top \<and> b < top"
+  by transfer (auto simp: top_ereal_def)
+
+lemma ennreal_add_eq_top[simp]:
+  fixes a b :: ennreal
+  shows "a + b = top \<longleftrightarrow> a = top \<or> b = top"
+  by transfer (auto simp: top_ereal_def)
+
+lemma ennreal_setsum_less_top[simp]:
+  fixes f :: "'a \<Rightarrow> ennreal"
+  shows "finite I \<Longrightarrow> (\<Sum>i\<in>I. f i) < top \<longleftrightarrow> (\<forall>i\<in>I. f i < top)"
+  by (induction I rule: finite_induct) auto
+
+lemma ennreal_setsum_eq_top[simp]:
+  fixes f :: "'a \<Rightarrow> ennreal"
+  shows "finite I \<Longrightarrow> (\<Sum>i\<in>I. f i) = top \<longleftrightarrow> (\<exists>i\<in>I. f i = top)"
+  by (induction I rule: finite_induct) auto
+
+lemma enn2ereal_eq_top_iff[simp]: "enn2ereal x = \<infinity> \<longleftrightarrow> x = top"
+  by transfer (simp add: top_ereal_def)
+
+lemma ennreal_top_top: "top - top = (top::ennreal)"
+  by transfer (auto simp: top_ereal_def max_def)
+
+lemma ennreal_minus_zero[simp]: "a - (0::ennreal) = a"
+  by transfer (auto simp: max_def)
+
+lemma ennreal_add_diff_cancel_right[simp]:
+  fixes x y z :: ennreal shows "y \<noteq> top \<Longrightarrow> (x + y) - y = x"
+  apply transfer
+  subgoal for x y
+    apply (cases x y rule: ereal2_cases)
+    apply (auto split: split_max simp: top_ereal_def)
+    done
+  done
+
+lemma ennreal_add_diff_cancel_left[simp]:
+  fixes x y z :: ennreal shows "y \<noteq> top \<Longrightarrow> (y + x) - y = x"
+  by (simp add: add.commute)
+
+lemma
+  fixes a b :: ennreal
+  shows "a - b = 0 \<Longrightarrow> a \<le> b"
+  apply transfer
+  subgoal for a b
+    apply (cases a b rule: ereal2_cases)
+    apply (auto simp: not_le max_def split: if_splits)
+    done
+  done
+
+lemma ennreal_minus_cancel:
+  fixes a b c :: ennreal
+  shows "c \<noteq> top \<Longrightarrow> a \<le> c \<Longrightarrow> b \<le> c \<Longrightarrow> c - a = c - b \<Longrightarrow> a = b"
+  apply transfer
+  subgoal for a b c
+    by (cases a b c rule: ereal3_cases)
+       (auto simp: top_ereal_def max_def split: if_splits)
+  done
+
+lemma enn2ereal_ennreal[simp]: "0 \<le> x \<Longrightarrow> enn2ereal (ennreal x) = x"
+  by transfer (simp add: max_absorb2)
+
+lemma tendsto_ennrealD:
+  assumes lim: "((\<lambda>x. ennreal (f x)) \<longlongrightarrow> ennreal x) F"
+  assumes *: "\<forall>\<^sub>F x in F. 0 \<le> f x" and x: "0 \<le> x"
+  shows "(f \<longlongrightarrow> x) F"
+  using continuous_on_tendsto_compose[OF continuous_on_enn2ereal lim]
+  apply simp
+  apply (subst (asm) tendsto_cong)
+  using *
+  apply eventually_elim
+  apply (auto simp: max_absorb2 \<open>0 \<le> x\<close>)
+  done
+
+lemma tendsto_ennreal_iff[simp]:
+  "\<forall>\<^sub>F x in F. 0 \<le> f x \<Longrightarrow> 0 \<le> x \<Longrightarrow> ((\<lambda>x. ennreal (f x)) \<longlongrightarrow> ennreal x) F \<longleftrightarrow> (f \<longlongrightarrow> x) F"
+  by (auto dest: tendsto_ennrealD)
+     (auto simp: ennreal_def
+           intro!: continuous_on_tendsto_compose[OF continuous_on_e2ennreal[of UNIV]] tendsto_max)
+
+lemma ennreal_zero[simp]: "ennreal 0 = 0"
+  by (simp add: ennreal_def max.absorb1 zero_ennreal.abs_eq)
+
+lemma ennreal_plus[simp]:
+  "0 \<le> a \<Longrightarrow> 0 \<le> b \<Longrightarrow> ennreal (a + b) = ennreal a + ennreal b"
+  by (transfer fixing: a b) (auto simp: max_absorb2)
+
+lemma ennreal_inj[simp]:
+  "0 \<le> a \<Longrightarrow> 0 \<le> b \<Longrightarrow> ennreal a = ennreal b \<longleftrightarrow> a = b"
+  by (transfer fixing: a b) (auto simp: max_absorb2)
+
+lemma ennreal_le_iff[simp]: "0 \<le> y \<Longrightarrow> ennreal x \<le> ennreal y \<longleftrightarrow> x \<le> y"
+  by (auto simp: ennreal_def zero_ereal_def less_eq_ennreal.abs_eq eq_onp_def split: split_max)
+
+lemma setsum_ennreal[simp]: "(\<And>i. i \<in> I \<Longrightarrow> 0 \<le> f i) \<Longrightarrow> (\<Sum>i\<in>I. ennreal (f i)) = ennreal (setsum f I)"
+  by (induction I rule: infinite_finite_induct) (auto simp: setsum_nonneg)
+
+lemma sums_ennreal[simp]: "(\<And>i. 0 \<le> f i) \<Longrightarrow> 0 \<le> x \<Longrightarrow> (\<lambda>i. ennreal (f i)) sums ennreal x \<longleftrightarrow> f sums x"
+  unfolding sums_def by (simp add: always_eventually setsum_nonneg)
+
+lemma summable_suminf_not_top: "(\<And>i. 0 \<le> f i) \<Longrightarrow> (\<Sum>i. ennreal (f i)) \<noteq> top \<Longrightarrow> summable f"
+  using summable_sums[OF summableI, of "\<lambda>i. ennreal (f i)"]
+  by (cases "\<Sum>i. ennreal (f i)" rule: ennreal_cases)
+     (auto simp: summable_def)
+
+lemma suminf_ennreal[simp]:
+  "(\<And>i. 0 \<le> f i) \<Longrightarrow> (\<Sum>i. ennreal (f i)) \<noteq> top \<Longrightarrow> (\<Sum>i. ennreal (f i)) = ennreal (\<Sum>i. f i)"
+  by (rule sums_unique[symmetric]) (simp add: summable_suminf_not_top suminf_nonneg summable_sums)
+
+lemma suminf_less_top: "(\<Sum>i. f i :: ennreal) < top \<Longrightarrow> f i < top"
+  using le_less_trans[OF setsum_le_suminf[OF summableI, of "{i}" f]] by simp
+
+lemma add_top:
+  fixes x :: "'a::{order_top, ordered_comm_monoid_add}"
+  shows "0 \<le> x \<Longrightarrow> x + top = top"
+  by (intro top_le add_increasing order_refl)
+
+lemma top_add:
+  fixes x :: "'a::{order_top, ordered_comm_monoid_add}"
+  shows "0 \<le> x \<Longrightarrow> top + x = top"
+  by (intro top_le add_increasing2 order_refl)
+
+lemma enn2ereal_top: "enn2ereal top = \<infinity>"
+  by transfer (simp add: top_ereal_def)
+
+lemma e2ennreal_infty: "e2ennreal \<infinity> = top"
+  by (simp add: top_ennreal.abs_eq top_ereal_def)
+
+lemma sup_const_add_ennreal:
+  fixes a b c :: "ennreal"
+  shows "sup (c + a) (c + b) = c + sup a b"
+  apply transfer
+  subgoal for a b c
+    apply (cases a b c rule: ereal3_cases)
+    apply (auto simp: ereal_max[symmetric] simp del: ereal_max)
+    apply (auto simp: top_ereal_def[symmetric] sup_ereal_def[symmetric]
+                simp del: sup_ereal_def)
+    apply (auto simp add: top_ereal_def)
+    done
+  done
+
+lemma bot_ennreal: "bot = (0::ennreal)"
+  by transfer rule
+
+lemma le_lfp: "mono f \<Longrightarrow> x \<le> lfp f \<Longrightarrow> f x \<le> lfp f"
+  by (subst lfp_unfold) (auto dest: monoD)
+
+lemma lfp_transfer:
+  assumes \<alpha>: "sup_continuous \<alpha>" and f: "sup_continuous f" and mg: "mono g"
+  assumes bot: "\<alpha> bot \<le> lfp g" and eq: "\<And>x. x \<le> lfp f \<Longrightarrow> \<alpha> (f x) = g (\<alpha> x)"
+  shows "\<alpha> (lfp f) = lfp g"
+proof (rule antisym)
+  note mf = sup_continuous_mono[OF f]
+  have f_le_lfp: "(f ^^ i) bot \<le> lfp f" for i
+    by (induction i) (auto intro: le_lfp mf)
+
+  have "\<alpha> ((f ^^ i) bot) \<le> lfp g" for i
+    by (induction i) (auto simp: bot eq f_le_lfp intro!: le_lfp mg)
+  then show "\<alpha> (lfp f) \<le> lfp g"
+    unfolding sup_continuous_lfp[OF f]
+    by (subst \<alpha>[THEN sup_continuousD])
+       (auto intro!: mono_funpow sup_continuous_mono[OF f] SUP_least)
+
+  show "lfp g \<le> \<alpha> (lfp f)"
+    by (rule lfp_lowerbound) (simp add: eq[symmetric] lfp_unfold[OF mf, symmetric])
+qed
+
+lemma sup_continuous_applyD: "sup_continuous f \<Longrightarrow> sup_continuous (\<lambda>x. f x h)"
+  using sup_continuous_apply[THEN sup_continuous_compose] .
+
+lemma INF_ennreal_add_const:
+  fixes f g :: "nat \<Rightarrow> ennreal"
+  shows "(INF i. f i + c) = (INF i. f i) + c"
+  using continuous_at_Inf_mono[of "\<lambda>x. x + c" "f`UNIV"]
+  using continuous_add[of "at_right (Inf (range f))", of "\<lambda>x. x" "\<lambda>x. c"]
+  by (auto simp: mono_def)
+
+lemma INF_ennreal_const_add:
+  fixes f g :: "nat \<Rightarrow> ennreal"
+  shows "(INF i. c + f i) = c + (INF i. f i)"
+  using INF_ennreal_add_const[of f c] by (simp add: ac_simps)
+
+lemma sup_continuous_e2ennreal[order_continuous_intros]:
+  assumes f: "sup_continuous f" shows "sup_continuous (\<lambda>x. e2ennreal (f x))"
+  apply (rule sup_continuous_compose[OF _ f])
+  apply (rule continuous_at_left_imp_sup_continuous)
+  apply (auto simp: mono_def e2ennreal_mono continuous_at_e2ennreal)
+  done
+
+lemma sup_continuous_enn2ereal[order_continuous_intros]:
+  assumes f: "sup_continuous f" shows "sup_continuous (\<lambda>x. enn2ereal (f x))"
+  apply (rule sup_continuous_compose[OF _ f])
+  apply (rule continuous_at_left_imp_sup_continuous)
+  apply (simp_all add: mono_def less_eq_ennreal.rep_eq continuous_at_enn2ereal)
+  done
+
+lemma ennreal_1[simp]: "ennreal 1 = 1"
+  by transfer (simp add: max_absorb2)
+
+lemma ennreal_of_nat_eq_real_of_nat: "of_nat i = ennreal (of_nat i)"
+  by (induction i) simp_all
+
+lemma ennreal_SUP_of_nat_eq_top: "(SUP x. of_nat x :: ennreal) = top"
+proof (intro antisym top_greatest le_SUP_iff[THEN iffD2] allI impI)
+  fix y :: ennreal assume "y < top"
+  then obtain r where "y = ennreal r"
+    by (cases y rule: ennreal_cases) auto
+  then show "\<exists>i\<in>UNIV. y < of_nat i"
+    using ex_less_of_nat[of "max 1 r"] zero_less_one
+    by (auto simp: ennreal_of_nat_eq_real_of_nat ennreal_def less_ennreal.abs_eq eq_onp_def max.absorb2
+             dest!: one_less_of_natD intro: less_trans)
+qed
+
+lemma ennreal_SUP_eq_top:
+  fixes f :: "'a \<Rightarrow> ennreal"
+  assumes "\<And>n. \<exists>i\<in>I. of_nat n \<le> f i"
+  shows "(SUP i : I. f i) = top"
+proof -
+  have "(SUP x. of_nat x :: ennreal) \<le> (SUP i : I. f i)"
+    using assms by (auto intro!: SUP_least intro: SUP_upper2)
+  then show ?thesis
+    by (auto simp: ennreal_SUP_of_nat_eq_top top_unique)
+qed
+
+lemma sup_continuous_SUP[order_continuous_intros]:
+  fixes M :: "_ \<Rightarrow> _ \<Rightarrow> 'a::complete_lattice"
+  assumes M: "\<And>i. i \<in> I \<Longrightarrow> sup_continuous (M i)"
+  shows  "sup_continuous (SUP i:I. M i)"
+  unfolding sup_continuous_def by (auto simp add: sup_continuousD[OF M] intro: SUP_commute)
+
+lemma sup_continuous_apply_SUP[order_continuous_intros]:
+  fixes M :: "_ \<Rightarrow> _ \<Rightarrow> 'a::complete_lattice"
+  shows "(\<And>i. i \<in> I \<Longrightarrow> sup_continuous (M i)) \<Longrightarrow> sup_continuous (\<lambda>x. SUP i:I. M i x)"
+  unfolding SUP_apply[symmetric] by (rule sup_continuous_SUP)
+
+lemma sup_continuous_lfp'[order_continuous_intros]:
+  assumes 1: "sup_continuous f"
+  assumes 2: "\<And>g. sup_continuous g \<Longrightarrow> sup_continuous (f g)"
+  shows "sup_continuous (lfp f)"
+proof -
+  have "sup_continuous ((f ^^ i) bot)" for i
+  proof (induction i)
+    case (Suc i) then show ?case
+      by (auto intro!: 2)
+  qed (simp add: bot_fun_def sup_continuous_const)
+  then show ?thesis
+    unfolding sup_continuous_lfp[OF 1] by (intro order_continuous_intros)
+qed
+
+lemma sup_continuous_lfp''[order_continuous_intros]:
+  assumes 1: "\<And>s. sup_continuous (f s)"
+  assumes 2: "\<And>g. sup_continuous g \<Longrightarrow> sup_continuous (\<lambda>s. f s (g s))"
+  shows "sup_continuous (\<lambda>x. lfp (f x))"
+proof -
+  have "sup_continuous (\<lambda>x. (f x ^^ i) bot)" for i
+  proof (induction i)
+    case (Suc i) then show ?case
+      by (auto intro!: 2)
+  qed (simp add: bot_fun_def sup_continuous_const)
+  then show ?thesis
+    unfolding sup_continuous_lfp[OF 1] by (intro order_continuous_intros)
+qed
+
+lemma ennreal_INF_const_minus:
+  fixes f :: "'a \<Rightarrow> ennreal"
+  shows "I \<noteq> {} \<Longrightarrow> (SUP x:I. c - f x) = c - (INF x:I. f x)"
+  by (transfer fixing: I)
+     (simp add: sup_max[symmetric] SUP_sup_const1 SUP_ereal_minus_right del: sup_ereal_def)
+
+lemma ennreal_diff_add_assoc:
+  fixes a b c :: ennreal
+  shows "a \<le> b \<Longrightarrow> c + b - a = c + (b - a)"
+  apply transfer
+  subgoal for a b c
+    apply (cases a b c rule: ereal3_cases)
+    apply (auto simp: field_simps max_absorb2)
+    done
+  done
+
+lemma ennreal_top_minus[simp]:
+  fixes c :: ennreal
+  shows "top - c = top"
+  by transfer (auto simp: top_ereal_def max_absorb2)
+
+lemma le_ennreal_iff:
+  "0 \<le> r \<Longrightarrow> x \<le> ennreal r \<longleftrightarrow> (\<exists>q\<ge>0. x = ennreal q \<and> q \<le> r)"
+  apply (transfer fixing: r)
+  subgoal for x
+    by (cases x) (auto simp: max_absorb2 cong: conj_cong)
+  done
+
+lemma ennreal_minus: "0 \<le> q \<Longrightarrow> q \<le> r \<Longrightarrow> ennreal r - ennreal q = ennreal (r - q)"
+  by transfer (simp add: max_absorb2)
+
+lemma ennreal_tendsto_const_minus:
+  fixes g :: "'a \<Rightarrow> ennreal"
+  assumes ae: "\<forall>\<^sub>F x in F. g x \<le> c"
+  assumes g: "((\<lambda>x. c - g x) \<longlongrightarrow> 0) F"
+  shows "(g \<longlongrightarrow> c) F"
+proof (cases c rule: ennreal_cases)
+  case top with tendsto_unique[OF _ g, of "top"] show ?thesis
+    by (cases "F = bot") auto
+next
+  case (real r)
+  then have "\<forall>x. \<exists>q\<ge>0. g x \<le> c \<longrightarrow> (g x = ennreal q \<and> q \<le> r)"
+    by (auto simp: le_ennreal_iff)
+  then obtain f where *: "\<And>x. g x \<le> c \<Longrightarrow> 0 \<le> f x" "\<And>x. g x \<le> c \<Longrightarrow> g x = ennreal (f x)" "\<And>x. g x \<le> c \<Longrightarrow> f x \<le> r"
+    by metis
+  from ae have ae2: "\<forall>\<^sub>F x in F. c - g x = ennreal (r - f x) \<and> f x \<le> r \<and> g x = ennreal (f x) \<and> 0 \<le> f x"
+  proof eventually_elim
+    fix x assume "g x \<le> c" with *[of x] \<open>0 \<le> r\<close> show "c - g x = ennreal (r - f x) \<and> f x \<le> r \<and> g x = ennreal (f x) \<and> 0 \<le> f x"
+      by (auto simp: real ennreal_minus)
+  qed
+  with g have "((\<lambda>x. ennreal (r - f x)) \<longlongrightarrow> ennreal 0) F"
+    by (auto simp add: tendsto_cong eventually_conj_iff)
+  with ae2 have "((\<lambda>x. r - f x) \<longlongrightarrow> 0) F"
+    by (subst (asm) tendsto_ennreal_iff) (auto elim: eventually_mono)
+  then have "(f \<longlongrightarrow> r) F"
+    by (rule Lim_transform2[OF tendsto_const])
+  with ae2 have "((\<lambda>x. ennreal (f x)) \<longlongrightarrow> ennreal r) F"
+    by (subst tendsto_ennreal_iff) (auto elim: eventually_mono simp: real)
+  with ae2 show ?thesis
+    by (auto simp: real tendsto_cong eventually_conj_iff)
+qed
+
+lemma ereal_add_diff_cancel:
+  fixes a b :: ereal
+  shows "\<bar>b\<bar> \<noteq> \<infinity> \<Longrightarrow> (a + b) - b = a"
+  by (cases a b rule: ereal2_cases) auto
+
+lemma ennreal_add_diff_cancel:
+  fixes a b :: ennreal
+  shows "b \<noteq> \<infinity> \<Longrightarrow> (a + b) - b = a"
+  unfolding infinity_ennreal_def
+  by transfer (simp add: max_absorb2 top_ereal_def ereal_add_diff_cancel)
+
+lemma ennreal_mult_eq_top_iff:
+  fixes a b :: ennreal
+  shows "a * b = top \<longleftrightarrow> (a = top \<and> b \<noteq> 0) \<or> (b = top \<and> a \<noteq> 0)"
+  by transfer (auto simp: top_ereal_def)
+
+lemma ennreal_top_eq_mult_iff:
+  fixes a b :: ennreal
+  shows "top = a * b \<longleftrightarrow> (a = top \<and> b \<noteq> 0) \<or> (b = top \<and> a \<noteq> 0)"
+  using ennreal_mult_eq_top_iff[of a b] by auto
+
+lemma ennreal_mult: "0 \<le> a \<Longrightarrow> 0 \<le> b \<Longrightarrow> ennreal (a * b) = ennreal a * ennreal b"
+  by transfer (simp add: max_absorb2)
+
+lemma setsum_enn2ereal[simp]: "(\<And>i. i \<in> I \<Longrightarrow> 0 \<le> f i) \<Longrightarrow> (\<Sum>i\<in>I. enn2ereal (f i)) = enn2ereal (setsum f I)"
+  by (induction I rule: infinite_finite_induct) (auto simp: setsum_nonneg zero_ennreal.rep_eq plus_ennreal.rep_eq)
+
+lemma e2ennreal_enn2ereal[simp]: "e2ennreal (enn2ereal x) = x"
+  by (simp add: e2ennreal_def max_absorb2 enn2ereal_nonneg ennreal.enn2ereal_inverse)
+
+lemma tendsto_enn2ereal_iff[simp]: "((\<lambda>i. enn2ereal (f i)) \<longlongrightarrow> enn2ereal x) F \<longleftrightarrow> (f \<longlongrightarrow> x) F"
+  using continuous_on_enn2ereal[THEN continuous_on_tendsto_compose, of f x F]
+    continuous_on_e2ennreal[THEN continuous_on_tendsto_compose, of "\<lambda>x. enn2ereal (f x)" "enn2ereal x" F UNIV]
+  by auto
+
+lemma sums_enn2ereal[simp]: "(\<lambda>i. enn2ereal (f i)) sums enn2ereal x \<longleftrightarrow> f sums x"
+  unfolding sums_def by (simp add: always_eventually setsum_nonneg setsum_enn2ereal)
+
+lemma suminf_enn2real[simp]: "(\<Sum>i. enn2ereal (f i)) = enn2ereal (suminf f)"
+  by (rule sums_unique[symmetric]) (simp add: summable_sums)
+
+lemma pcr_ennreal_enn2ereal[simp]: "pcr_ennreal (enn2ereal x) x"
+  by (simp add: ennreal.pcr_cr_eq cr_ennreal_def)
+
+lemma rel_fun_eq_pcr_ennreal: "rel_fun op = pcr_ennreal f g \<longleftrightarrow> f = enn2ereal \<circ> g"
+  by (auto simp: rel_fun_def ennreal.pcr_cr_eq cr_ennreal_def)
+
+lemma transfer_e2ennreal_suminf [transfer_rule]: "rel_fun (rel_fun op = pcr_ennreal) pcr_ennreal suminf suminf"
+  by (auto simp: rel_funI rel_fun_eq_pcr_ennreal comp_def)
+
+lemma ennreal_suminf_cmult[simp]: "(\<Sum>i. r * f i) = r * (\<Sum>i. f i::ennreal)"
+  by transfer (auto intro!: suminf_cmult_ereal)
+
+lemma ennreal_suminf_SUP_eq_directed:
+  fixes f :: "'a \<Rightarrow> nat \<Rightarrow> ennreal"
+  assumes *: "\<And>N i j. i \<in> I \<Longrightarrow> j \<in> I \<Longrightarrow> finite N \<Longrightarrow> \<exists>k\<in>I. \<forall>n\<in>N. f i n \<le> f k n \<and> f j n \<le> f k n"
+  shows "(\<Sum>n. SUP i:I. f i n) = (SUP i:I. \<Sum>n. f i n)"
+proof cases
+  assume "I \<noteq> {}"
+  then obtain i where "i \<in> I" by auto
+  from * show ?thesis
+    by (transfer fixing: I)
+       (auto simp: max_absorb2 SUP_upper2[OF \<open>i \<in> I\<close>] suminf_nonneg summable_ereal_pos \<open>I \<noteq> {}\<close>
+             intro!: suminf_SUP_eq_directed)
+qed (simp add: bot_ennreal)
+
+lemma ennreal_eq_zero_iff[simp]: "0 \<le> x \<Longrightarrow> ennreal x = 0 \<longleftrightarrow> x = 0"
+  by transfer (auto simp: max_absorb2)
+
+lemma ennreal_neq_top[simp]: "ennreal r \<noteq> top"
+  by transfer (simp add: top_ereal_def zero_ereal_def ereal_max[symmetric] del: ereal_max)
+
+lemma ennreal_of_nat_neq_top[simp]: "of_nat i \<noteq> (top::ennreal)"
+  by (induction i) auto
+
+lemma ennreal_suminf_neq_top: "summable f \<Longrightarrow> (\<And>i. 0 \<le> f i) \<Longrightarrow> (\<Sum>i. ennreal (f i)) \<noteq> top"
+  using sums_ennreal[of f "suminf f"]
+  by (simp add: suminf_nonneg sums_unique[symmetric] summable_sums_iff[symmetric] del: sums_ennreal)
+
+instance ennreal :: semiring_char_0
+proof (standard, safe intro!: linorder_injI)
+  have *: "1 + of_nat k \<noteq> (0::ennreal)" for k
+    using add_pos_nonneg[OF zero_less_one, of "of_nat k :: ennreal"] by auto
+  fix x y :: nat assume "x < y" "of_nat x = (of_nat y::ennreal)" then show False
+    by (auto simp add: less_iff_Suc_add *)
+qed
+
+lemma ennreal_suminf_lessD: "(\<Sum>i. f i :: ennreal) < x \<Longrightarrow> f i < x"
+  using le_less_trans[OF setsum_le_suminf[OF summableI, of "{i}" f]] by simp
+
+lemma ennreal_less_top[simp]: "ennreal x < top"
+  by transfer (simp add: top_ereal_def max_def)
+
+lemma ennreal_le_epsilon:
+  "(\<And>e::real. y < top \<Longrightarrow> 0 < e \<Longrightarrow> x \<le> y + ennreal e) \<Longrightarrow> x \<le> y"
+  apply (cases y rule: ennreal_cases)
+  apply (cases x rule: ennreal_cases)
+  apply (auto simp del: ennreal_plus simp add: top_unique ennreal_plus[symmetric]
+    intro: zero_less_one field_le_epsilon)
+  done
+
+lemma ennreal_less_zero_iff[simp]: "0 < ennreal x \<longleftrightarrow> 0 < x"
+  by transfer (auto simp: max_def)
+
+lemma suminf_ennreal_eq:
+  "(\<And>i. 0 \<le> f i) \<Longrightarrow> f sums x \<Longrightarrow> (\<Sum>i. ennreal (f i)) = ennreal x"
+  using suminf_nonneg[of f] sums_unique[of f x]
+  by (intro sums_unique[symmetric]) (auto simp: summable_sums_iff)
+
+lemma transfer_e2ennreal_sumset [transfer_rule]:
+  "rel_fun (rel_fun op = pcr_ennreal) (rel_fun op = pcr_ennreal) setsum setsum"
+  by (auto intro!: rel_funI simp: rel_fun_eq_pcr_ennreal comp_def)
+
+lemma ennreal_suminf_bound_add:
+  fixes f :: "nat \<Rightarrow> ennreal"
+  shows "(\<And>N. (\<Sum>n<N. f n) + y \<le> x) \<Longrightarrow> suminf f + y \<le> x"
+  by transfer (auto intro!: suminf_bound_add)
+
 end