(* Title: HOL/Library/Extended_Real.thy
Author: Johannes Hölzl, TU München
Author: Robert Himmelmann, TU München
Author: Armin Heller, TU München
Author: Bogdan Grechuk, University of Edinburgh
Author: Manuel Eberl, TU München
*)
section \<open>Extended real number line\<close>
theory Extended_Real
imports Complex_Main Extended_Nat Liminf_Limsup
begin
text \<open>This should be part of @{theory Extended_Nat} or @{theory Order_Continuity}, but then the
AFP-entry \<open>Jinja_Thread\<close> fails, as it does overload certain named from @{theory Complex_Main}.\<close>
lemma incseq_setsumI2:
fixes f :: "'i \<Rightarrow> nat \<Rightarrow> 'a::ordered_comm_monoid_add"
shows "(\<And>n. n \<in> A \<Longrightarrow> mono (f n)) \<Longrightarrow> mono (\<lambda>i. \<Sum>n\<in>A. f n i)"
unfolding incseq_def by (auto intro: setsum_mono)
lemma incseq_setsumI:
fixes f :: "nat \<Rightarrow> 'a::ordered_comm_monoid_add"
assumes "\<And>i. 0 \<le> f i"
shows "incseq (\<lambda>i. setsum f {..< i})"
proof (intro incseq_SucI)
fix n
have "setsum f {..< n} + 0 \<le> setsum f {..<n} + f n"
using assms by (rule add_left_mono)
then show "setsum f {..< n} \<le> setsum f {..< Suc n}"
by auto
qed
lemma continuous_at_left_imp_sup_continuous:
fixes f :: "'a::{complete_linorder, linorder_topology} \<Rightarrow> 'b::{complete_linorder, linorder_topology}"
assumes "mono f" "\<And>x. continuous (at_left x) f"
shows "sup_continuous f"
unfolding sup_continuous_def
proof safe
fix M :: "nat \<Rightarrow> 'a" assume "incseq M" then show "f (SUP i. M i) = (SUP i. f (M i))"
using continuous_at_Sup_mono[OF assms, of "range M"] by simp
qed
lemma sup_continuous_at_left:
fixes f :: "'a::{complete_linorder, linorder_topology, first_countable_topology} \<Rightarrow>
'b::{complete_linorder, linorder_topology}"
assumes f: "sup_continuous f"
shows "continuous (at_left x) f"
proof cases
assume "x = bot" then show ?thesis
by (simp add: trivial_limit_at_left_bot)
next
assume x: "x \<noteq> bot"
show ?thesis
unfolding continuous_within
proof (intro tendsto_at_left_sequentially[of bot])
fix S :: "nat \<Rightarrow> 'a" assume S: "incseq S" and S_x: "S \<longlonglongrightarrow> x"
from S_x have x_eq: "x = (SUP i. S i)"
by (rule LIMSEQ_unique) (intro LIMSEQ_SUP S)
show "(\<lambda>n. f (S n)) \<longlonglongrightarrow> f x"
unfolding x_eq sup_continuousD[OF f S]
using S sup_continuous_mono[OF f] by (intro LIMSEQ_SUP) (auto simp: mono_def)
qed (insert x, auto simp: bot_less)
qed
lemma sup_continuous_iff_at_left:
fixes f :: "'a::{complete_linorder, linorder_topology, first_countable_topology} \<Rightarrow>
'b::{complete_linorder, linorder_topology}"
shows "sup_continuous f \<longleftrightarrow> (\<forall>x. continuous (at_left x) f) \<and> mono f"
using sup_continuous_at_left[of f] continuous_at_left_imp_sup_continuous[of f]
sup_continuous_mono[of f] by auto
lemma continuous_at_right_imp_inf_continuous:
fixes f :: "'a::{complete_linorder, linorder_topology} \<Rightarrow> 'b::{complete_linorder, linorder_topology}"
assumes "mono f" "\<And>x. continuous (at_right x) f"
shows "inf_continuous f"
unfolding inf_continuous_def
proof safe
fix M :: "nat \<Rightarrow> 'a" assume "decseq M" then show "f (INF i. M i) = (INF i. f (M i))"
using continuous_at_Inf_mono[OF assms, of "range M"] by simp
qed
lemma inf_continuous_at_right:
fixes f :: "'a::{complete_linorder, linorder_topology, first_countable_topology} \<Rightarrow>
'b::{complete_linorder, linorder_topology}"
assumes f: "inf_continuous f"
shows "continuous (at_right x) f"
proof cases
assume "x = top" then show ?thesis
by (simp add: trivial_limit_at_right_top)
next
assume x: "x \<noteq> top"
show ?thesis
unfolding continuous_within
proof (intro tendsto_at_right_sequentially[of _ top])
fix S :: "nat \<Rightarrow> 'a" assume S: "decseq S" and S_x: "S \<longlonglongrightarrow> x"
from S_x have x_eq: "x = (INF i. S i)"
by (rule LIMSEQ_unique) (intro LIMSEQ_INF S)
show "(\<lambda>n. f (S n)) \<longlonglongrightarrow> f x"
unfolding x_eq inf_continuousD[OF f S]
using S inf_continuous_mono[OF f] by (intro LIMSEQ_INF) (auto simp: mono_def antimono_def)
qed (insert x, auto simp: less_top)
qed
lemma inf_continuous_iff_at_right:
fixes f :: "'a::{complete_linorder, linorder_topology, first_countable_topology} \<Rightarrow>
'b::{complete_linorder, linorder_topology}"
shows "inf_continuous f \<longleftrightarrow> (\<forall>x. continuous (at_right x) f) \<and> mono f"
using inf_continuous_at_right[of f] continuous_at_right_imp_inf_continuous[of f]
inf_continuous_mono[of f] by auto
instantiation enat :: linorder_topology
begin
definition open_enat :: "enat set \<Rightarrow> bool" where
"open_enat = generate_topology (range lessThan \<union> range greaterThan)"
instance
proof qed (rule open_enat_def)
end
lemma open_enat: "open {enat n}"
proof (cases n)
case 0
then have "{enat n} = {..< eSuc 0}"
by (auto simp: enat_0)
then show ?thesis
by simp
next
case (Suc n')
then have "{enat n} = {enat n' <..< enat (Suc n)}"
apply auto
apply (case_tac x)
apply auto
done
then show ?thesis
by simp
qed
lemma open_enat_iff:
fixes A :: "enat set"
shows "open A \<longleftrightarrow> (\<infinity> \<in> A \<longrightarrow> (\<exists>n::nat. {n <..} \<subseteq> A))"
proof safe
assume "\<infinity> \<notin> A"
then have "A = (\<Union>n\<in>{n. enat n \<in> A}. {enat n})"
apply auto
apply (case_tac x)
apply auto
done
moreover have "open \<dots>"
by (auto intro: open_enat)
ultimately show "open A"
by simp
next
fix n assume "{enat n <..} \<subseteq> A"
then have "A = (\<Union>n\<in>{n. enat n \<in> A}. {enat n}) \<union> {enat n <..}"
apply auto
apply (case_tac x)
apply auto
done
moreover have "open \<dots>"
by (intro open_Un open_UN ballI open_enat open_greaterThan)
ultimately show "open A"
by simp
next
assume "open A" "\<infinity> \<in> A"
then have "generate_topology (range lessThan \<union> range greaterThan) A" "\<infinity> \<in> A"
unfolding open_enat_def by auto
then show "\<exists>n::nat. {n <..} \<subseteq> A"
proof induction
case (Int A B)
then obtain n m where "{enat n<..} \<subseteq> A" "{enat m<..} \<subseteq> B"
by auto
then have "{enat (max n m) <..} \<subseteq> A \<inter> B"
by (auto simp add: subset_eq Ball_def max_def enat_ord_code(1)[symmetric] simp del: enat_ord_code(1))
then show ?case
by auto
next
case (UN K)
then obtain k where "k \<in> K" "\<infinity> \<in> k"
by auto
with UN.IH[OF this] show ?case
by auto
qed auto
qed
lemma nhds_enat: "nhds x = (if x = \<infinity> then INF i. principal {enat i..} else principal {x})"
proof auto
show "nhds \<infinity> = (INF i. principal {enat i..})"
unfolding nhds_def
apply (auto intro!: antisym INF_greatest simp add: open_enat_iff cong: rev_conj_cong)
apply (auto intro!: INF_lower Ioi_le_Ico) []
subgoal for x i
by (auto intro!: INF_lower2[of "Suc i"] simp: subset_eq Ball_def eSuc_enat Suc_ile_eq)
done
show "nhds (enat i) = principal {enat i}" for i
by (simp add: nhds_discrete_open open_enat)
qed
instance enat :: topological_comm_monoid_add
proof
have [simp]: "enat i \<le> aa \<Longrightarrow> enat i \<le> aa + ba" for aa ba i
by (rule order_trans[OF _ add_mono[of aa aa 0 ba]]) auto
then have [simp]: "enat i \<le> ba \<Longrightarrow> enat i \<le> aa + ba" for aa ba i
by (metis add.commute)
fix a b :: enat show "((\<lambda>x. fst x + snd x) \<longlongrightarrow> a + b) (nhds a \<times>\<^sub>F nhds b)"
apply (auto simp: nhds_enat filterlim_INF prod_filter_INF1 prod_filter_INF2
filterlim_principal principal_prod_principal eventually_principal)
subgoal for i
by (auto intro!: eventually_INF1[of i] simp: eventually_principal)
subgoal for j i
by (auto intro!: eventually_INF1[of i] simp: eventually_principal)
subgoal for j i
by (auto intro!: eventually_INF1[of i] simp: eventually_principal)
done
qed
text \<open>
For more lemmas about the extended real numbers go to
@{file "~~/src/HOL/Multivariate_Analysis/Extended_Real_Limits.thy"}
\<close>
subsection \<open>Definition and basic properties\<close>
datatype ereal = ereal real | PInfty | MInfty
lemma ereal_cong: "x = y \<Longrightarrow> ereal x = ereal y" by simp
instantiation ereal :: uminus
begin
fun uminus_ereal where
"- (ereal r) = ereal (- r)"
| "- PInfty = MInfty"
| "- MInfty = PInfty"
instance ..
end
instantiation ereal :: infinity
begin
definition "(\<infinity>::ereal) = PInfty"
instance ..
end
declare [[coercion "ereal :: real \<Rightarrow> ereal"]]
lemma ereal_uminus_uminus[simp]:
fixes a :: ereal
shows "- (- a) = a"
by (cases a) simp_all
lemma
shows PInfty_eq_infinity[simp]: "PInfty = \<infinity>"
and MInfty_eq_minfinity[simp]: "MInfty = - \<infinity>"
and MInfty_neq_PInfty[simp]: "\<infinity> \<noteq> - (\<infinity>::ereal)" "- \<infinity> \<noteq> (\<infinity>::ereal)"
and MInfty_neq_ereal[simp]: "ereal r \<noteq> - \<infinity>" "- \<infinity> \<noteq> ereal r"
and PInfty_neq_ereal[simp]: "ereal r \<noteq> \<infinity>" "\<infinity> \<noteq> ereal r"
and PInfty_cases[simp]: "(case \<infinity> of ereal r \<Rightarrow> f r | PInfty \<Rightarrow> y | MInfty \<Rightarrow> z) = y"
and MInfty_cases[simp]: "(case - \<infinity> of ereal r \<Rightarrow> f r | PInfty \<Rightarrow> y | MInfty \<Rightarrow> z) = z"
by (simp_all add: infinity_ereal_def)
declare
PInfty_eq_infinity[code_post]
MInfty_eq_minfinity[code_post]
lemma [code_unfold]:
"\<infinity> = PInfty"
"- PInfty = MInfty"
by simp_all
lemma inj_ereal[simp]: "inj_on ereal A"
unfolding inj_on_def by auto
lemma ereal_cases[cases type: ereal]:
obtains (real) r where "x = ereal r"
| (PInf) "x = \<infinity>"
| (MInf) "x = -\<infinity>"
by (cases x) auto
lemmas ereal2_cases = ereal_cases[case_product ereal_cases]
lemmas ereal3_cases = ereal2_cases[case_product ereal_cases]
lemma ereal_all_split: "\<And>P. (\<forall>x::ereal. P x) \<longleftrightarrow> P \<infinity> \<and> (\<forall>x. P (ereal x)) \<and> P (-\<infinity>)"
by (metis ereal_cases)
lemma ereal_ex_split: "\<And>P. (\<exists>x::ereal. P x) \<longleftrightarrow> P \<infinity> \<or> (\<exists>x. P (ereal x)) \<or> P (-\<infinity>)"
by (metis ereal_cases)
lemma ereal_uminus_eq_iff[simp]:
fixes a b :: ereal
shows "-a = -b \<longleftrightarrow> a = b"
by (cases rule: ereal2_cases[of a b]) simp_all
function real_of_ereal :: "ereal \<Rightarrow> real" where
"real_of_ereal (ereal r) = r"
| "real_of_ereal \<infinity> = 0"
| "real_of_ereal (-\<infinity>) = 0"
by (auto intro: ereal_cases)
termination by standard (rule wf_empty)
lemma real_of_ereal[simp]:
"real_of_ereal (- x :: ereal) = - (real_of_ereal x)"
by (cases x) simp_all
lemma range_ereal[simp]: "range ereal = UNIV - {\<infinity>, -\<infinity>}"
proof safe
fix x
assume "x \<notin> range ereal" "x \<noteq> \<infinity>"
then show "x = -\<infinity>"
by (cases x) auto
qed auto
lemma ereal_range_uminus[simp]: "range uminus = (UNIV::ereal set)"
proof safe
fix x :: ereal
show "x \<in> range uminus"
by (intro image_eqI[of _ _ "-x"]) auto
qed auto
instantiation ereal :: abs
begin
function abs_ereal where
"\<bar>ereal r\<bar> = ereal \<bar>r\<bar>"
| "\<bar>-\<infinity>\<bar> = (\<infinity>::ereal)"
| "\<bar>\<infinity>\<bar> = (\<infinity>::ereal)"
by (auto intro: ereal_cases)
termination proof qed (rule wf_empty)
instance ..
end
lemma abs_eq_infinity_cases[elim!]:
fixes x :: ereal
assumes "\<bar>x\<bar> = \<infinity>"
obtains "x = \<infinity>" | "x = -\<infinity>"
using assms by (cases x) auto
lemma abs_neq_infinity_cases[elim!]:
fixes x :: ereal
assumes "\<bar>x\<bar> \<noteq> \<infinity>"
obtains r where "x = ereal r"
using assms by (cases x) auto
lemma abs_ereal_uminus[simp]:
fixes x :: ereal
shows "\<bar>- x\<bar> = \<bar>x\<bar>"
by (cases x) auto
lemma ereal_infinity_cases:
fixes a :: ereal
shows "a \<noteq> \<infinity> \<Longrightarrow> a \<noteq> -\<infinity> \<Longrightarrow> \<bar>a\<bar> \<noteq> \<infinity>"
by auto
subsubsection "Addition"
instantiation ereal :: "{one,comm_monoid_add,zero_neq_one}"
begin
definition "0 = ereal 0"
definition "1 = ereal 1"
function plus_ereal where
"ereal r + ereal p = ereal (r + p)"
| "\<infinity> + a = (\<infinity>::ereal)"
| "a + \<infinity> = (\<infinity>::ereal)"
| "ereal r + -\<infinity> = - \<infinity>"
| "-\<infinity> + ereal p = -(\<infinity>::ereal)"
| "-\<infinity> + -\<infinity> = -(\<infinity>::ereal)"
proof goal_cases
case prems: (1 P x)
then obtain a b where "x = (a, b)"
by (cases x) auto
with prems show P
by (cases rule: ereal2_cases[of a b]) auto
qed auto
termination by standard (rule wf_empty)
lemma Infty_neq_0[simp]:
"(\<infinity>::ereal) \<noteq> 0" "0 \<noteq> (\<infinity>::ereal)"
"-(\<infinity>::ereal) \<noteq> 0" "0 \<noteq> -(\<infinity>::ereal)"
by (simp_all add: zero_ereal_def)
lemma ereal_eq_0[simp]:
"ereal r = 0 \<longleftrightarrow> r = 0"
"0 = ereal r \<longleftrightarrow> r = 0"
unfolding zero_ereal_def by simp_all
lemma ereal_eq_1[simp]:
"ereal r = 1 \<longleftrightarrow> r = 1"
"1 = ereal r \<longleftrightarrow> r = 1"
unfolding one_ereal_def by simp_all
instance
proof
fix a b c :: ereal
show "0 + a = a"
by (cases a) (simp_all add: zero_ereal_def)
show "a + b = b + a"
by (cases rule: ereal2_cases[of a b]) simp_all
show "a + b + c = a + (b + c)"
by (cases rule: ereal3_cases[of a b c]) simp_all
show "0 \<noteq> (1::ereal)"
by (simp add: one_ereal_def zero_ereal_def)
qed
end
lemma ereal_0_plus [simp]: "ereal 0 + x = x"
and plus_ereal_0 [simp]: "x + ereal 0 = x"
by(simp_all add: zero_ereal_def[symmetric])
instance ereal :: numeral ..
lemma real_of_ereal_0[simp]: "real_of_ereal (0::ereal) = 0"
unfolding zero_ereal_def by simp
lemma abs_ereal_zero[simp]: "\<bar>0\<bar> = (0::ereal)"
unfolding zero_ereal_def abs_ereal.simps by simp
lemma ereal_uminus_zero[simp]: "- 0 = (0::ereal)"
by (simp add: zero_ereal_def)
lemma ereal_uminus_zero_iff[simp]:
fixes a :: ereal
shows "-a = 0 \<longleftrightarrow> a = 0"
by (cases a) simp_all
lemma ereal_plus_eq_PInfty[simp]:
fixes a b :: ereal
shows "a + b = \<infinity> \<longleftrightarrow> a = \<infinity> \<or> b = \<infinity>"
by (cases rule: ereal2_cases[of a b]) auto
lemma ereal_plus_eq_MInfty[simp]:
fixes a b :: ereal
shows "a + b = -\<infinity> \<longleftrightarrow> (a = -\<infinity> \<or> b = -\<infinity>) \<and> a \<noteq> \<infinity> \<and> b \<noteq> \<infinity>"
by (cases rule: ereal2_cases[of a b]) auto
lemma ereal_add_cancel_left:
fixes a b :: ereal
assumes "a \<noteq> -\<infinity>"
shows "a + b = a + c \<longleftrightarrow> a = \<infinity> \<or> b = c"
using assms by (cases rule: ereal3_cases[of a b c]) auto
lemma ereal_add_cancel_right:
fixes a b :: ereal
assumes "a \<noteq> -\<infinity>"
shows "b + a = c + a \<longleftrightarrow> a = \<infinity> \<or> b = c"
using assms by (cases rule: ereal3_cases[of a b c]) auto
lemma ereal_real: "ereal (real_of_ereal x) = (if \<bar>x\<bar> = \<infinity> then 0 else x)"
by (cases x) simp_all
lemma real_of_ereal_add:
fixes a b :: ereal
shows "real_of_ereal (a + b) =
(if (\<bar>a\<bar> = \<infinity>) \<and> (\<bar>b\<bar> = \<infinity>) \<or> (\<bar>a\<bar> \<noteq> \<infinity>) \<and> (\<bar>b\<bar> \<noteq> \<infinity>) then real_of_ereal a + real_of_ereal b else 0)"
by (cases rule: ereal2_cases[of a b]) auto
subsubsection "Linear order on @{typ ereal}"
instantiation ereal :: linorder
begin
function less_ereal
where
" ereal x < ereal y \<longleftrightarrow> x < y"
| "(\<infinity>::ereal) < a \<longleftrightarrow> False"
| " a < -(\<infinity>::ereal) \<longleftrightarrow> False"
| "ereal x < \<infinity> \<longleftrightarrow> True"
| " -\<infinity> < ereal r \<longleftrightarrow> True"
| " -\<infinity> < (\<infinity>::ereal) \<longleftrightarrow> True"
proof goal_cases
case prems: (1 P x)
then obtain a b where "x = (a,b)" by (cases x) auto
with prems show P by (cases rule: ereal2_cases[of a b]) auto
qed simp_all
termination by (relation "{}") simp
definition "x \<le> (y::ereal) \<longleftrightarrow> x < y \<or> x = y"
lemma ereal_infty_less[simp]:
fixes x :: ereal
shows "x < \<infinity> \<longleftrightarrow> (x \<noteq> \<infinity>)"
"-\<infinity> < x \<longleftrightarrow> (x \<noteq> -\<infinity>)"
by (cases x, simp_all) (cases x, simp_all)
lemma ereal_infty_less_eq[simp]:
fixes x :: ereal
shows "\<infinity> \<le> x \<longleftrightarrow> x = \<infinity>"
and "x \<le> -\<infinity> \<longleftrightarrow> x = -\<infinity>"
by (auto simp add: less_eq_ereal_def)
lemma ereal_less[simp]:
"ereal r < 0 \<longleftrightarrow> (r < 0)"
"0 < ereal r \<longleftrightarrow> (0 < r)"
"ereal r < 1 \<longleftrightarrow> (r < 1)"
"1 < ereal r \<longleftrightarrow> (1 < r)"
"0 < (\<infinity>::ereal)"
"-(\<infinity>::ereal) < 0"
by (simp_all add: zero_ereal_def one_ereal_def)
lemma ereal_less_eq[simp]:
"x \<le> (\<infinity>::ereal)"
"-(\<infinity>::ereal) \<le> x"
"ereal r \<le> ereal p \<longleftrightarrow> r \<le> p"
"ereal r \<le> 0 \<longleftrightarrow> r \<le> 0"
"0 \<le> ereal r \<longleftrightarrow> 0 \<le> r"
"ereal r \<le> 1 \<longleftrightarrow> r \<le> 1"
"1 \<le> ereal r \<longleftrightarrow> 1 \<le> r"
by (auto simp add: less_eq_ereal_def zero_ereal_def one_ereal_def)
lemma ereal_infty_less_eq2:
"a \<le> b \<Longrightarrow> a = \<infinity> \<Longrightarrow> b = (\<infinity>::ereal)"
"a \<le> b \<Longrightarrow> b = -\<infinity> \<Longrightarrow> a = -(\<infinity>::ereal)"
by simp_all
instance
proof
fix x y z :: ereal
show "x \<le> x"
by (cases x) simp_all
show "x < y \<longleftrightarrow> x \<le> y \<and> \<not> y \<le> x"
by (cases rule: ereal2_cases[of x y]) auto
show "x \<le> y \<or> y \<le> x "
by (cases rule: ereal2_cases[of x y]) auto
{
assume "x \<le> y" "y \<le> x"
then show "x = y"
by (cases rule: ereal2_cases[of x y]) auto
}
{
assume "x \<le> y" "y \<le> z"
then show "x \<le> z"
by (cases rule: ereal3_cases[of x y z]) auto
}
qed
end
lemma ereal_dense2: "x < y \<Longrightarrow> \<exists>z. x < ereal z \<and> ereal z < y"
using lt_ex gt_ex dense by (cases x y rule: ereal2_cases) auto
instance ereal :: dense_linorder
by standard (blast dest: ereal_dense2)
instance ereal :: ordered_comm_monoid_add
proof
fix a b c :: ereal
assume "a \<le> b"
then show "c + a \<le> c + b"
by (cases rule: ereal3_cases[of a b c]) auto
qed
lemma ereal_one_not_less_zero_ereal[simp]: "\<not> 1 < (0::ereal)"
by (simp add: zero_ereal_def)
lemma real_of_ereal_positive_mono:
fixes x y :: ereal
shows "0 \<le> x \<Longrightarrow> x \<le> y \<Longrightarrow> y \<noteq> \<infinity> \<Longrightarrow> real_of_ereal x \<le> real_of_ereal y"
by (cases rule: ereal2_cases[of x y]) auto
lemma ereal_MInfty_lessI[intro, simp]:
fixes a :: ereal
shows "a \<noteq> -\<infinity> \<Longrightarrow> -\<infinity> < a"
by (cases a) auto
lemma ereal_less_PInfty[intro, simp]:
fixes a :: ereal
shows "a \<noteq> \<infinity> \<Longrightarrow> a < \<infinity>"
by (cases a) auto
lemma ereal_less_ereal_Ex:
fixes a b :: ereal
shows "x < ereal r \<longleftrightarrow> x = -\<infinity> \<or> (\<exists>p. p < r \<and> x = ereal p)"
by (cases x) auto
lemma less_PInf_Ex_of_nat: "x \<noteq> \<infinity> \<longleftrightarrow> (\<exists>n::nat. x < ereal (real n))"
proof (cases x)
case (real r)
then show ?thesis
using reals_Archimedean2[of r] by simp
qed simp_all
lemma ereal_add_mono:
fixes a b c d :: ereal
assumes "a \<le> b"
and "c \<le> d"
shows "a + c \<le> b + d"
using assms
apply (cases a)
apply (cases rule: ereal3_cases[of b c d], auto)
apply (cases rule: ereal3_cases[of b c d], auto)
done
lemma ereal_minus_le_minus[simp]:
fixes a b :: ereal
shows "- a \<le> - b \<longleftrightarrow> b \<le> a"
by (cases rule: ereal2_cases[of a b]) auto
lemma ereal_minus_less_minus[simp]:
fixes a b :: ereal
shows "- a < - b \<longleftrightarrow> b < a"
by (cases rule: ereal2_cases[of a b]) auto
lemma ereal_le_real_iff:
"x \<le> real_of_ereal y \<longleftrightarrow> (\<bar>y\<bar> \<noteq> \<infinity> \<longrightarrow> ereal x \<le> y) \<and> (\<bar>y\<bar> = \<infinity> \<longrightarrow> x \<le> 0)"
by (cases y) auto
lemma real_le_ereal_iff:
"real_of_ereal y \<le> x \<longleftrightarrow> (\<bar>y\<bar> \<noteq> \<infinity> \<longrightarrow> y \<le> ereal x) \<and> (\<bar>y\<bar> = \<infinity> \<longrightarrow> 0 \<le> x)"
by (cases y) auto
lemma ereal_less_real_iff:
"x < real_of_ereal y \<longleftrightarrow> (\<bar>y\<bar> \<noteq> \<infinity> \<longrightarrow> ereal x < y) \<and> (\<bar>y\<bar> = \<infinity> \<longrightarrow> x < 0)"
by (cases y) auto
lemma real_less_ereal_iff:
"real_of_ereal y < x \<longleftrightarrow> (\<bar>y\<bar> \<noteq> \<infinity> \<longrightarrow> y < ereal x) \<and> (\<bar>y\<bar> = \<infinity> \<longrightarrow> 0 < x)"
by (cases y) auto
lemma real_of_ereal_pos:
fixes x :: ereal
shows "0 \<le> x \<Longrightarrow> 0 \<le> real_of_ereal x" by (cases x) auto
lemmas real_of_ereal_ord_simps =
ereal_le_real_iff real_le_ereal_iff ereal_less_real_iff real_less_ereal_iff
lemma abs_ereal_ge0[simp]: "0 \<le> x \<Longrightarrow> \<bar>x :: ereal\<bar> = x"
by (cases x) auto
lemma abs_ereal_less0[simp]: "x < 0 \<Longrightarrow> \<bar>x :: ereal\<bar> = -x"
by (cases x) auto
lemma abs_ereal_pos[simp]: "0 \<le> \<bar>x :: ereal\<bar>"
by (cases x) auto
lemma ereal_abs_leI:
fixes x y :: ereal
shows "\<lbrakk> x \<le> y; -x \<le> y \<rbrakk> \<Longrightarrow> \<bar>x\<bar> \<le> y"
by(cases x y rule: ereal2_cases)(simp_all)
lemma real_of_ereal_le_0[simp]: "real_of_ereal (x :: ereal) \<le> 0 \<longleftrightarrow> x \<le> 0 \<or> x = \<infinity>"
by (cases x) auto
lemma abs_real_of_ereal[simp]: "\<bar>real_of_ereal (x :: ereal)\<bar> = real_of_ereal \<bar>x\<bar>"
by (cases x) auto
lemma zero_less_real_of_ereal:
fixes x :: ereal
shows "0 < real_of_ereal x \<longleftrightarrow> 0 < x \<and> x \<noteq> \<infinity>"
by (cases x) auto
lemma ereal_0_le_uminus_iff[simp]:
fixes a :: ereal
shows "0 \<le> - a \<longleftrightarrow> a \<le> 0"
by (cases rule: ereal2_cases[of a]) auto
lemma ereal_uminus_le_0_iff[simp]:
fixes a :: ereal
shows "- a \<le> 0 \<longleftrightarrow> 0 \<le> a"
by (cases rule: ereal2_cases[of a]) auto
lemma ereal_add_strict_mono:
fixes a b c d :: ereal
assumes "a \<le> b"
and "0 \<le> a"
and "a \<noteq> \<infinity>"
and "c < d"
shows "a + c < b + d"
using assms
by (cases rule: ereal3_cases[case_product ereal_cases, of a b c d]) auto
lemma ereal_less_add:
fixes a b c :: ereal
shows "\<bar>a\<bar> \<noteq> \<infinity> \<Longrightarrow> c < b \<Longrightarrow> a + c < a + b"
by (cases rule: ereal2_cases[of b c]) auto
lemma ereal_add_nonneg_eq_0_iff:
fixes a b :: ereal
shows "0 \<le> a \<Longrightarrow> 0 \<le> b \<Longrightarrow> a + b = 0 \<longleftrightarrow> a = 0 \<and> b = 0"
by (cases a b rule: ereal2_cases) auto
lemma ereal_uminus_eq_reorder: "- a = b \<longleftrightarrow> a = (-b::ereal)"
by auto
lemma ereal_uminus_less_reorder: "- a < b \<longleftrightarrow> -b < (a::ereal)"
by (subst (3) ereal_uminus_uminus[symmetric]) (simp only: ereal_minus_less_minus)
lemma ereal_less_uminus_reorder: "a < - b \<longleftrightarrow> b < - (a::ereal)"
by (subst (3) ereal_uminus_uminus[symmetric]) (simp only: ereal_minus_less_minus)
lemma ereal_uminus_le_reorder: "- a \<le> b \<longleftrightarrow> -b \<le> (a::ereal)"
by (subst (3) ereal_uminus_uminus[symmetric]) (simp only: ereal_minus_le_minus)
lemmas ereal_uminus_reorder =
ereal_uminus_eq_reorder ereal_uminus_less_reorder ereal_uminus_le_reorder
lemma ereal_bot:
fixes x :: ereal
assumes "\<And>B. x \<le> ereal B"
shows "x = - \<infinity>"
proof (cases x)
case (real r)
with assms[of "r - 1"] show ?thesis
by auto
next
case PInf
with assms[of 0] show ?thesis
by auto
next
case MInf
then show ?thesis
by simp
qed
lemma ereal_top:
fixes x :: ereal
assumes "\<And>B. x \<ge> ereal B"
shows "x = \<infinity>"
proof (cases x)
case (real r)
with assms[of "r + 1"] show ?thesis
by auto
next
case MInf
with assms[of 0] show ?thesis
by auto
next
case PInf
then show ?thesis
by simp
qed
lemma
shows ereal_max[simp]: "ereal (max x y) = max (ereal x) (ereal y)"
and ereal_min[simp]: "ereal (min x y) = min (ereal x) (ereal y)"
by (simp_all add: min_def max_def)
lemma ereal_max_0: "max 0 (ereal r) = ereal (max 0 r)"
by (auto simp: zero_ereal_def)
lemma
fixes f :: "nat \<Rightarrow> ereal"
shows ereal_incseq_uminus[simp]: "incseq (\<lambda>x. - f x) \<longleftrightarrow> decseq f"
and ereal_decseq_uminus[simp]: "decseq (\<lambda>x. - f x) \<longleftrightarrow> incseq f"
unfolding decseq_def incseq_def by auto
lemma incseq_ereal: "incseq f \<Longrightarrow> incseq (\<lambda>x. ereal (f x))"
unfolding incseq_def by auto
lemma ereal_add_nonneg_nonneg[simp]:
fixes a b :: ereal
shows "0 \<le> a \<Longrightarrow> 0 \<le> b \<Longrightarrow> 0 \<le> a + b"
using add_mono[of 0 a 0 b] by simp
lemma setsum_ereal[simp]: "(\<Sum>x\<in>A. ereal (f x)) = ereal (\<Sum>x\<in>A. f x)"
proof (cases "finite A")
case True
then show ?thesis by induct auto
next
case False
then show ?thesis by simp
qed
lemma listsum_ereal [simp]: "listsum (map (\<lambda>x. ereal (f x)) xs) = ereal (listsum (map f xs))"
by (induction xs) simp_all
lemma setsum_Pinfty:
fixes f :: "'a \<Rightarrow> ereal"
shows "(\<Sum>x\<in>P. f x) = \<infinity> \<longleftrightarrow> finite P \<and> (\<exists>i\<in>P. f i = \<infinity>)"
proof safe
assume *: "setsum f P = \<infinity>"
show "finite P"
proof (rule ccontr)
assume "\<not> finite P"
with * show False
by auto
qed
show "\<exists>i\<in>P. f i = \<infinity>"
proof (rule ccontr)
assume "\<not> ?thesis"
then have "\<And>i. i \<in> P \<Longrightarrow> f i \<noteq> \<infinity>"
by auto
with \<open>finite P\<close> have "setsum f P \<noteq> \<infinity>"
by induct auto
with * show False
by auto
qed
next
fix i
assume "finite P" and "i \<in> P" and "f i = \<infinity>"
then show "setsum f P = \<infinity>"
proof induct
case (insert x A)
show ?case using insert by (cases "x = i") auto
qed simp
qed
lemma setsum_Inf:
fixes f :: "'a \<Rightarrow> ereal"
shows "\<bar>setsum f A\<bar> = \<infinity> \<longleftrightarrow> finite A \<and> (\<exists>i\<in>A. \<bar>f i\<bar> = \<infinity>)"
proof
assume *: "\<bar>setsum f A\<bar> = \<infinity>"
have "finite A"
by (rule ccontr) (insert *, auto)
moreover have "\<exists>i\<in>A. \<bar>f i\<bar> = \<infinity>"
proof (rule ccontr)
assume "\<not> ?thesis"
then have "\<forall>i\<in>A. \<exists>r. f i = ereal r"
by auto
from bchoice[OF this] obtain r where "\<forall>x\<in>A. f x = ereal (r x)" ..
with * show False
by auto
qed
ultimately show "finite A \<and> (\<exists>i\<in>A. \<bar>f i\<bar> = \<infinity>)"
by auto
next
assume "finite A \<and> (\<exists>i\<in>A. \<bar>f i\<bar> = \<infinity>)"
then obtain i where "finite A" "i \<in> A" and "\<bar>f i\<bar> = \<infinity>"
by auto
then show "\<bar>setsum f A\<bar> = \<infinity>"
proof induct
case (insert j A)
then show ?case
by (cases rule: ereal3_cases[of "f i" "f j" "setsum f A"]) auto
qed simp
qed
lemma setsum_real_of_ereal:
fixes f :: "'i \<Rightarrow> ereal"
assumes "\<And>x. x \<in> S \<Longrightarrow> \<bar>f x\<bar> \<noteq> \<infinity>"
shows "(\<Sum>x\<in>S. real_of_ereal (f x)) = real_of_ereal (setsum f S)"
proof -
have "\<forall>x\<in>S. \<exists>r. f x = ereal r"
proof
fix x
assume "x \<in> S"
from assms[OF this] show "\<exists>r. f x = ereal r"
by (cases "f x") auto
qed
from bchoice[OF this] obtain r where "\<forall>x\<in>S. f x = ereal (r x)" ..
then show ?thesis
by simp
qed
lemma setsum_ereal_0:
fixes f :: "'a \<Rightarrow> ereal"
assumes "finite A"
and "\<And>i. i \<in> A \<Longrightarrow> 0 \<le> f i"
shows "(\<Sum>x\<in>A. f x) = 0 \<longleftrightarrow> (\<forall>i\<in>A. f i = 0)"
proof
assume "setsum f A = 0" with assms show "\<forall>i\<in>A. f i = 0"
proof (induction A)
case (insert a A)
then have "f a = 0 \<and> (\<Sum>a\<in>A. f a) = 0"
by (subst ereal_add_nonneg_eq_0_iff[symmetric]) (simp_all add: setsum_nonneg)
with insert show ?case
by simp
qed simp
qed auto
subsubsection "Multiplication"
instantiation ereal :: "{comm_monoid_mult,sgn}"
begin
function sgn_ereal :: "ereal \<Rightarrow> ereal" where
"sgn (ereal r) = ereal (sgn r)"
| "sgn (\<infinity>::ereal) = 1"
| "sgn (-\<infinity>::ereal) = -1"
by (auto intro: ereal_cases)
termination by standard (rule wf_empty)
function times_ereal where
"ereal r * ereal p = ereal (r * p)"
| "ereal r * \<infinity> = (if r = 0 then 0 else if r > 0 then \<infinity> else -\<infinity>)"
| "\<infinity> * ereal r = (if r = 0 then 0 else if r > 0 then \<infinity> else -\<infinity>)"
| "ereal r * -\<infinity> = (if r = 0 then 0 else if r > 0 then -\<infinity> else \<infinity>)"
| "-\<infinity> * ereal r = (if r = 0 then 0 else if r > 0 then -\<infinity> else \<infinity>)"
| "(\<infinity>::ereal) * \<infinity> = \<infinity>"
| "-(\<infinity>::ereal) * \<infinity> = -\<infinity>"
| "(\<infinity>::ereal) * -\<infinity> = -\<infinity>"
| "-(\<infinity>::ereal) * -\<infinity> = \<infinity>"
proof goal_cases
case prems: (1 P x)
then obtain a b where "x = (a, b)"
by (cases x) auto
with prems show P
by (cases rule: ereal2_cases[of a b]) auto
qed simp_all
termination by (relation "{}") simp
instance
proof
fix a b c :: ereal
show "1 * a = a"
by (cases a) (simp_all add: one_ereal_def)
show "a * b = b * a"
by (cases rule: ereal2_cases[of a b]) simp_all
show "a * b * c = a * (b * c)"
by (cases rule: ereal3_cases[of a b c])
(simp_all add: zero_ereal_def zero_less_mult_iff)
qed
end
lemma [simp]:
shows ereal_1_times: "ereal 1 * x = x"
and times_ereal_1: "x * ereal 1 = x"
by(simp_all add: one_ereal_def[symmetric])
lemma one_not_le_zero_ereal[simp]: "\<not> (1 \<le> (0::ereal))"
by (simp add: one_ereal_def zero_ereal_def)
lemma real_ereal_1[simp]: "real_of_ereal (1::ereal) = 1"
unfolding one_ereal_def by simp
lemma real_of_ereal_le_1:
fixes a :: ereal
shows "a \<le> 1 \<Longrightarrow> real_of_ereal a \<le> 1"
by (cases a) (auto simp: one_ereal_def)
lemma abs_ereal_one[simp]: "\<bar>1\<bar> = (1::ereal)"
unfolding one_ereal_def by simp
lemma ereal_mult_zero[simp]:
fixes a :: ereal
shows "a * 0 = 0"
by (cases a) (simp_all add: zero_ereal_def)
lemma ereal_zero_mult[simp]:
fixes a :: ereal
shows "0 * a = 0"
by (cases a) (simp_all add: zero_ereal_def)
lemma ereal_m1_less_0[simp]: "-(1::ereal) < 0"
by (simp add: zero_ereal_def one_ereal_def)
lemma ereal_times[simp]:
"1 \<noteq> (\<infinity>::ereal)" "(\<infinity>::ereal) \<noteq> 1"
"1 \<noteq> -(\<infinity>::ereal)" "-(\<infinity>::ereal) \<noteq> 1"
by (auto simp: one_ereal_def)
lemma ereal_plus_1[simp]:
"1 + ereal r = ereal (r + 1)"
"ereal r + 1 = ereal (r + 1)"
"1 + -(\<infinity>::ereal) = -\<infinity>"
"-(\<infinity>::ereal) + 1 = -\<infinity>"
unfolding one_ereal_def by auto
lemma ereal_zero_times[simp]:
fixes a b :: ereal
shows "a * b = 0 \<longleftrightarrow> a = 0 \<or> b = 0"
by (cases rule: ereal2_cases[of a b]) auto
lemma ereal_mult_eq_PInfty[simp]:
"a * b = (\<infinity>::ereal) \<longleftrightarrow>
(a = \<infinity> \<and> b > 0) \<or> (a > 0 \<and> b = \<infinity>) \<or> (a = -\<infinity> \<and> b < 0) \<or> (a < 0 \<and> b = -\<infinity>)"
by (cases rule: ereal2_cases[of a b]) auto
lemma ereal_mult_eq_MInfty[simp]:
"a * b = -(\<infinity>::ereal) \<longleftrightarrow>
(a = \<infinity> \<and> b < 0) \<or> (a < 0 \<and> b = \<infinity>) \<or> (a = -\<infinity> \<and> b > 0) \<or> (a > 0 \<and> b = -\<infinity>)"
by (cases rule: ereal2_cases[of a b]) auto
lemma ereal_abs_mult: "\<bar>x * y :: ereal\<bar> = \<bar>x\<bar> * \<bar>y\<bar>"
by (cases x y rule: ereal2_cases) (auto simp: abs_mult)
lemma ereal_0_less_1[simp]: "0 < (1::ereal)"
by (simp_all add: zero_ereal_def one_ereal_def)
lemma ereal_mult_minus_left[simp]:
fixes a b :: ereal
shows "-a * b = - (a * b)"
by (cases rule: ereal2_cases[of a b]) auto
lemma ereal_mult_minus_right[simp]:
fixes a b :: ereal
shows "a * -b = - (a * b)"
by (cases rule: ereal2_cases[of a b]) auto
lemma ereal_mult_infty[simp]:
"a * (\<infinity>::ereal) = (if a = 0 then 0 else if 0 < a then \<infinity> else - \<infinity>)"
by (cases a) auto
lemma ereal_infty_mult[simp]:
"(\<infinity>::ereal) * a = (if a = 0 then 0 else if 0 < a then \<infinity> else - \<infinity>)"
by (cases a) auto
lemma ereal_mult_strict_right_mono:
assumes "a < b"
and "0 < c"
and "c < (\<infinity>::ereal)"
shows "a * c < b * c"
using assms
by (cases rule: ereal3_cases[of a b c]) (auto simp: zero_le_mult_iff)
lemma ereal_mult_strict_left_mono:
"a < b \<Longrightarrow> 0 < c \<Longrightarrow> c < (\<infinity>::ereal) \<Longrightarrow> c * a < c * b"
using ereal_mult_strict_right_mono
by (simp add: mult.commute[of c])
lemma ereal_mult_right_mono:
fixes a b c :: ereal
shows "a \<le> b \<Longrightarrow> 0 \<le> c \<Longrightarrow> a * c \<le> b * c"
apply (cases "c = 0")
apply simp
apply (cases rule: ereal3_cases[of a b c])
apply (auto simp: zero_le_mult_iff)
done
lemma ereal_mult_left_mono:
fixes a b c :: ereal
shows "a \<le> b \<Longrightarrow> 0 \<le> c \<Longrightarrow> c * a \<le> c * b"
using ereal_mult_right_mono
by (simp add: mult.commute[of c])
lemma zero_less_one_ereal[simp]: "0 \<le> (1::ereal)"
by (simp add: one_ereal_def zero_ereal_def)
lemma ereal_0_le_mult[simp]: "0 \<le> a \<Longrightarrow> 0 \<le> b \<Longrightarrow> 0 \<le> a * (b :: ereal)"
by (cases rule: ereal2_cases[of a b]) auto
lemma ereal_right_distrib:
fixes r a b :: ereal
shows "0 \<le> a \<Longrightarrow> 0 \<le> b \<Longrightarrow> r * (a + b) = r * a + r * b"
by (cases rule: ereal3_cases[of r a b]) (simp_all add: field_simps)
lemma ereal_left_distrib:
fixes r a b :: ereal
shows "0 \<le> a \<Longrightarrow> 0 \<le> b \<Longrightarrow> (a + b) * r = a * r + b * r"
by (cases rule: ereal3_cases[of r a b]) (simp_all add: field_simps)
lemma ereal_mult_le_0_iff:
fixes a b :: ereal
shows "a * b \<le> 0 \<longleftrightarrow> (0 \<le> a \<and> b \<le> 0) \<or> (a \<le> 0 \<and> 0 \<le> b)"
by (cases rule: ereal2_cases[of a b]) (simp_all add: mult_le_0_iff)
lemma ereal_zero_le_0_iff:
fixes a b :: ereal
shows "0 \<le> a * b \<longleftrightarrow> (0 \<le> a \<and> 0 \<le> b) \<or> (a \<le> 0 \<and> b \<le> 0)"
by (cases rule: ereal2_cases[of a b]) (simp_all add: zero_le_mult_iff)
lemma ereal_mult_less_0_iff:
fixes a b :: ereal
shows "a * b < 0 \<longleftrightarrow> (0 < a \<and> b < 0) \<or> (a < 0 \<and> 0 < b)"
by (cases rule: ereal2_cases[of a b]) (simp_all add: mult_less_0_iff)
lemma ereal_zero_less_0_iff:
fixes a b :: ereal
shows "0 < a * b \<longleftrightarrow> (0 < a \<and> 0 < b) \<or> (a < 0 \<and> b < 0)"
by (cases rule: ereal2_cases[of a b]) (simp_all add: zero_less_mult_iff)
lemma ereal_left_mult_cong:
fixes a b c :: ereal
shows "c = d \<Longrightarrow> (d \<noteq> 0 \<Longrightarrow> a = b) \<Longrightarrow> a * c = b * d"
by (cases "c = 0") simp_all
lemma ereal_right_mult_cong:
fixes a b c :: ereal
shows "c = d \<Longrightarrow> (d \<noteq> 0 \<Longrightarrow> a = b) \<Longrightarrow> c * a = d * b"
by (cases "c = 0") simp_all
lemma ereal_distrib:
fixes a b c :: ereal
assumes "a \<noteq> \<infinity> \<or> b \<noteq> -\<infinity>"
and "a \<noteq> -\<infinity> \<or> b \<noteq> \<infinity>"
and "\<bar>c\<bar> \<noteq> \<infinity>"
shows "(a + b) * c = a * c + b * c"
using assms
by (cases rule: ereal3_cases[of a b c]) (simp_all add: field_simps)
lemma numeral_eq_ereal [simp]: "numeral w = ereal (numeral w)"
apply (induct w rule: num_induct)
apply (simp only: numeral_One one_ereal_def)
apply (simp only: numeral_inc ereal_plus_1)
done
lemma distrib_left_ereal_nn:
"c \<ge> 0 \<Longrightarrow> (x + y) * ereal c = x * ereal c + y * ereal c"
by(cases x y rule: ereal2_cases)(simp_all add: ring_distribs)
lemma setsum_ereal_right_distrib:
fixes f :: "'a \<Rightarrow> ereal"
shows "(\<And>i. i \<in> A \<Longrightarrow> 0 \<le> f i) \<Longrightarrow> r * setsum f A = (\<Sum>n\<in>A. r * f n)"
by (induct A rule: infinite_finite_induct) (auto simp: ereal_right_distrib setsum_nonneg)
lemma setsum_ereal_left_distrib:
"(\<And>i. i \<in> A \<Longrightarrow> 0 \<le> f i) \<Longrightarrow> setsum f A * r = (\<Sum>n\<in>A. f n * r :: ereal)"
using setsum_ereal_right_distrib[of A f r] by (simp add: mult_ac)
lemma setsum_left_distrib_ereal:
"c \<ge> 0 \<Longrightarrow> setsum f A * ereal c = (\<Sum>x\<in>A. f x * c :: ereal)"
by(subst setsum_comp_morphism[where h="\<lambda>x. x * ereal c", symmetric])(simp_all add: distrib_left_ereal_nn)
lemma ereal_le_epsilon:
fixes x y :: ereal
assumes "\<forall>e. 0 < e \<longrightarrow> x \<le> y + e"
shows "x \<le> y"
proof -
{
assume a: "\<exists>r. y = ereal r"
then obtain r where r_def: "y = ereal r"
by auto
{
assume "x = -\<infinity>"
then have ?thesis by auto
}
moreover
{
assume "x \<noteq> -\<infinity>"
then obtain p where p_def: "x = ereal p"
using a assms[rule_format, of 1]
by (cases x) auto
{
fix e
have "0 < e \<longrightarrow> p \<le> r + e"
using assms[rule_format, of "ereal e"] p_def r_def by auto
}
then have "p \<le> r"
apply (subst field_le_epsilon)
apply auto
done
then have ?thesis
using r_def p_def by auto
}
ultimately have ?thesis
by blast
}
moreover
{
assume "y = -\<infinity> | y = \<infinity>"
then have ?thesis
using assms[rule_format, of 1] by (cases x) auto
}
ultimately show ?thesis
by (cases y) auto
qed
lemma ereal_le_epsilon2:
fixes x y :: ereal
assumes "\<forall>e. 0 < e \<longrightarrow> x \<le> y + ereal e"
shows "x \<le> y"
proof -
{
fix e :: ereal
assume "e > 0"
{
assume "e = \<infinity>"
then have "x \<le> y + e"
by auto
}
moreover
{
assume "e \<noteq> \<infinity>"
then obtain r where "e = ereal r"
using \<open>e > 0\<close> by (cases e) auto
then have "x \<le> y + e"
using assms[rule_format, of r] \<open>e>0\<close> by auto
}
ultimately have "x \<le> y + e"
by blast
}
then show ?thesis
using ereal_le_epsilon by auto
qed
lemma ereal_le_real:
fixes x y :: ereal
assumes "\<forall>z. x \<le> ereal z \<longrightarrow> y \<le> ereal z"
shows "y \<le> x"
by (metis assms ereal_bot ereal_cases ereal_infty_less_eq(2) ereal_less_eq(1) linorder_le_cases)
lemma setprod_ereal_0:
fixes f :: "'a \<Rightarrow> ereal"
shows "(\<Prod>i\<in>A. f i) = 0 \<longleftrightarrow> finite A \<and> (\<exists>i\<in>A. f i = 0)"
proof (cases "finite A")
case True
then show ?thesis by (induct A) auto
next
case False
then show ?thesis by auto
qed
lemma setprod_ereal_pos:
fixes f :: "'a \<Rightarrow> ereal"
assumes pos: "\<And>i. i \<in> I \<Longrightarrow> 0 \<le> f i"
shows "0 \<le> (\<Prod>i\<in>I. f i)"
proof (cases "finite I")
case True
from this pos show ?thesis
by induct auto
next
case False
then show ?thesis by simp
qed
lemma setprod_PInf:
fixes f :: "'a \<Rightarrow> ereal"
assumes "\<And>i. i \<in> I \<Longrightarrow> 0 \<le> f i"
shows "(\<Prod>i\<in>I. f i) = \<infinity> \<longleftrightarrow> finite I \<and> (\<exists>i\<in>I. f i = \<infinity>) \<and> (\<forall>i\<in>I. f i \<noteq> 0)"
proof (cases "finite I")
case True
from this assms show ?thesis
proof (induct I)
case (insert i I)
then have pos: "0 \<le> f i" "0 \<le> setprod f I"
by (auto intro!: setprod_ereal_pos)
from insert have "(\<Prod>j\<in>insert i I. f j) = \<infinity> \<longleftrightarrow> setprod f I * f i = \<infinity>"
by auto
also have "\<dots> \<longleftrightarrow> (setprod f I = \<infinity> \<or> f i = \<infinity>) \<and> f i \<noteq> 0 \<and> setprod f I \<noteq> 0"
using setprod_ereal_pos[of I f] pos
by (cases rule: ereal2_cases[of "f i" "setprod f I"]) auto
also have "\<dots> \<longleftrightarrow> finite (insert i I) \<and> (\<exists>j\<in>insert i I. f j = \<infinity>) \<and> (\<forall>j\<in>insert i I. f j \<noteq> 0)"
using insert by (auto simp: setprod_ereal_0)
finally show ?case .
qed simp
next
case False
then show ?thesis by simp
qed
lemma setprod_ereal: "(\<Prod>i\<in>A. ereal (f i)) = ereal (setprod f A)"
proof (cases "finite A")
case True
then show ?thesis
by induct (auto simp: one_ereal_def)
next
case False
then show ?thesis
by (simp add: one_ereal_def)
qed
subsubsection \<open>Power\<close>
lemma ereal_power[simp]: "(ereal x) ^ n = ereal (x^n)"
by (induct n) (auto simp: one_ereal_def)
lemma ereal_power_PInf[simp]: "(\<infinity>::ereal) ^ n = (if n = 0 then 1 else \<infinity>)"
by (induct n) (auto simp: one_ereal_def)
lemma ereal_power_uminus[simp]:
fixes x :: ereal
shows "(- x) ^ n = (if even n then x ^ n else - (x^n))"
by (induct n) (auto simp: one_ereal_def)
lemma ereal_power_numeral[simp]:
"(numeral num :: ereal) ^ n = ereal (numeral num ^ n)"
by (induct n) (auto simp: one_ereal_def)
lemma zero_le_power_ereal[simp]:
fixes a :: ereal
assumes "0 \<le> a"
shows "0 \<le> a ^ n"
using assms by (induct n) (auto simp: ereal_zero_le_0_iff)
subsubsection \<open>Subtraction\<close>
lemma ereal_minus_minus_image[simp]:
fixes S :: "ereal set"
shows "uminus ` uminus ` S = S"
by (auto simp: image_iff)
lemma ereal_uminus_lessThan[simp]:
fixes a :: ereal
shows "uminus ` {..<a} = {-a<..}"
proof -
{
fix x
assume "-a < x"
then have "- x < - (- a)"
by (simp del: ereal_uminus_uminus)
then have "- x < a"
by simp
}
then show ?thesis
by force
qed
lemma ereal_uminus_greaterThan[simp]: "uminus ` {(a::ereal)<..} = {..<-a}"
by (metis ereal_uminus_lessThan ereal_uminus_uminus ereal_minus_minus_image)
instantiation ereal :: minus
begin
definition "x - y = x + -(y::ereal)"
instance ..
end
lemma ereal_minus[simp]:
"ereal r - ereal p = ereal (r - p)"
"-\<infinity> - ereal r = -\<infinity>"
"ereal r - \<infinity> = -\<infinity>"
"(\<infinity>::ereal) - x = \<infinity>"
"-(\<infinity>::ereal) - \<infinity> = -\<infinity>"
"x - -y = x + y"
"x - 0 = x"
"0 - x = -x"
by (simp_all add: minus_ereal_def)
lemma ereal_x_minus_x[simp]: "x - x = (if \<bar>x\<bar> = \<infinity> then \<infinity> else 0::ereal)"
by (cases x) simp_all
lemma ereal_eq_minus_iff:
fixes x y z :: ereal
shows "x = z - y \<longleftrightarrow>
(\<bar>y\<bar> \<noteq> \<infinity> \<longrightarrow> x + y = z) \<and>
(y = -\<infinity> \<longrightarrow> x = \<infinity>) \<and>
(y = \<infinity> \<longrightarrow> z = \<infinity> \<longrightarrow> x = \<infinity>) \<and>
(y = \<infinity> \<longrightarrow> z \<noteq> \<infinity> \<longrightarrow> x = -\<infinity>)"
by (cases rule: ereal3_cases[of x y z]) auto
lemma ereal_eq_minus:
fixes x y z :: ereal
shows "\<bar>y\<bar> \<noteq> \<infinity> \<Longrightarrow> x = z - y \<longleftrightarrow> x + y = z"
by (auto simp: ereal_eq_minus_iff)
lemma ereal_less_minus_iff:
fixes x y z :: ereal
shows "x < z - y \<longleftrightarrow>
(y = \<infinity> \<longrightarrow> z = \<infinity> \<and> x \<noteq> \<infinity>) \<and>
(y = -\<infinity> \<longrightarrow> x \<noteq> \<infinity>) \<and>
(\<bar>y\<bar> \<noteq> \<infinity>\<longrightarrow> x + y < z)"
by (cases rule: ereal3_cases[of x y z]) auto
lemma ereal_less_minus:
fixes x y z :: ereal
shows "\<bar>y\<bar> \<noteq> \<infinity> \<Longrightarrow> x < z - y \<longleftrightarrow> x + y < z"
by (auto simp: ereal_less_minus_iff)
lemma ereal_le_minus_iff:
fixes x y z :: ereal
shows "x \<le> z - y \<longleftrightarrow> (y = \<infinity> \<longrightarrow> z \<noteq> \<infinity> \<longrightarrow> x = -\<infinity>) \<and> (\<bar>y\<bar> \<noteq> \<infinity> \<longrightarrow> x + y \<le> z)"
by (cases rule: ereal3_cases[of x y z]) auto
lemma ereal_le_minus:
fixes x y z :: ereal
shows "\<bar>y\<bar> \<noteq> \<infinity> \<Longrightarrow> x \<le> z - y \<longleftrightarrow> x + y \<le> z"
by (auto simp: ereal_le_minus_iff)
lemma ereal_minus_less_iff:
fixes x y z :: ereal
shows "x - y < z \<longleftrightarrow> y \<noteq> -\<infinity> \<and> (y = \<infinity> \<longrightarrow> x \<noteq> \<infinity> \<and> z \<noteq> -\<infinity>) \<and> (y \<noteq> \<infinity> \<longrightarrow> x < z + y)"
by (cases rule: ereal3_cases[of x y z]) auto
lemma ereal_minus_less:
fixes x y z :: ereal
shows "\<bar>y\<bar> \<noteq> \<infinity> \<Longrightarrow> x - y < z \<longleftrightarrow> x < z + y"
by (auto simp: ereal_minus_less_iff)
lemma ereal_minus_le_iff:
fixes x y z :: ereal
shows "x - y \<le> z \<longleftrightarrow>
(y = -\<infinity> \<longrightarrow> z = \<infinity>) \<and>
(y = \<infinity> \<longrightarrow> x = \<infinity> \<longrightarrow> z = \<infinity>) \<and>
(\<bar>y\<bar> \<noteq> \<infinity> \<longrightarrow> x \<le> z + y)"
by (cases rule: ereal3_cases[of x y z]) auto
lemma ereal_minus_le:
fixes x y z :: ereal
shows "\<bar>y\<bar> \<noteq> \<infinity> \<Longrightarrow> x - y \<le> z \<longleftrightarrow> x \<le> z + y"
by (auto simp: ereal_minus_le_iff)
lemma ereal_minus_eq_minus_iff:
fixes a b c :: ereal
shows "a - b = a - c \<longleftrightarrow>
b = c \<or> a = \<infinity> \<or> (a = -\<infinity> \<and> b \<noteq> -\<infinity> \<and> c \<noteq> -\<infinity>)"
by (cases rule: ereal3_cases[of a b c]) auto
lemma ereal_add_le_add_iff:
fixes a b c :: ereal
shows "c + a \<le> c + b \<longleftrightarrow>
a \<le> b \<or> c = \<infinity> \<or> (c = -\<infinity> \<and> a \<noteq> \<infinity> \<and> b \<noteq> \<infinity>)"
by (cases rule: ereal3_cases[of a b c]) (simp_all add: field_simps)
lemma ereal_add_le_add_iff2:
fixes a b c :: ereal
shows "a + c \<le> b + c \<longleftrightarrow> a \<le> b \<or> c = \<infinity> \<or> (c = -\<infinity> \<and> a \<noteq> \<infinity> \<and> b \<noteq> \<infinity>)"
by(cases rule: ereal3_cases[of a b c])(simp_all add: field_simps)
lemma ereal_mult_le_mult_iff:
fixes a b c :: ereal
shows "\<bar>c\<bar> \<noteq> \<infinity> \<Longrightarrow> c * a \<le> c * b \<longleftrightarrow> (0 < c \<longrightarrow> a \<le> b) \<and> (c < 0 \<longrightarrow> b \<le> a)"
by (cases rule: ereal3_cases[of a b c]) (simp_all add: mult_le_cancel_left)
lemma ereal_minus_mono:
fixes A B C D :: ereal assumes "A \<le> B" "D \<le> C"
shows "A - C \<le> B - D"
using assms
by (cases rule: ereal3_cases[case_product ereal_cases, of A B C D]) simp_all
lemma ereal_mono_minus_cancel:
fixes a b c :: ereal
shows "c - a \<le> c - b \<Longrightarrow> 0 \<le> c \<Longrightarrow> c < \<infinity> \<Longrightarrow> b \<le> a"
by (cases a b c rule: ereal3_cases) auto
lemma real_of_ereal_minus:
fixes a b :: ereal
shows "real_of_ereal (a - b) = (if \<bar>a\<bar> = \<infinity> \<or> \<bar>b\<bar> = \<infinity> then 0 else real_of_ereal a - real_of_ereal b)"
by (cases rule: ereal2_cases[of a b]) auto
lemma real_of_ereal_minus': "\<bar>x\<bar> = \<infinity> \<longleftrightarrow> \<bar>y\<bar> = \<infinity> \<Longrightarrow> real_of_ereal x - real_of_ereal y = real_of_ereal (x - y :: ereal)"
by(subst real_of_ereal_minus) auto
lemma ereal_diff_positive:
fixes a b :: ereal shows "a \<le> b \<Longrightarrow> 0 \<le> b - a"
by (cases rule: ereal2_cases[of a b]) auto
lemma ereal_between:
fixes x e :: ereal
assumes "\<bar>x\<bar> \<noteq> \<infinity>"
and "0 < e"
shows "x - e < x"
and "x < x + e"
using assms
apply (cases x, cases e)
apply auto
using assms
apply (cases x, cases e)
apply auto
done
lemma ereal_minus_eq_PInfty_iff:
fixes x y :: ereal
shows "x - y = \<infinity> \<longleftrightarrow> y = -\<infinity> \<or> x = \<infinity>"
by (cases x y rule: ereal2_cases) simp_all
lemma ereal_diff_add_eq_diff_diff_swap:
fixes x y z :: ereal
shows "\<bar>y\<bar> \<noteq> \<infinity> \<Longrightarrow> x - (y + z) = x - y - z"
by(cases x y z rule: ereal3_cases) simp_all
lemma ereal_diff_add_assoc2:
fixes x y z :: ereal
shows "x + y - z = x - z + y"
by(cases x y z rule: ereal3_cases) simp_all
lemma ereal_add_uminus_conv_diff: fixes x y z :: ereal shows "- x + y = y - x"
by(cases x y rule: ereal2_cases) simp_all
lemma ereal_minus_diff_eq:
fixes x y :: ereal
shows "\<lbrakk> x = \<infinity> \<longrightarrow> y \<noteq> \<infinity>; x = -\<infinity> \<longrightarrow> y \<noteq> - \<infinity> \<rbrakk> \<Longrightarrow> - (x - y) = y - x"
by(cases x y rule: ereal2_cases) simp_all
lemma ediff_le_self [simp]: "x - y \<le> (x :: enat)"
by(cases x y rule: enat.exhaust[case_product enat.exhaust]) simp_all
subsubsection \<open>Division\<close>
instantiation ereal :: inverse
begin
function inverse_ereal where
"inverse (ereal r) = (if r = 0 then \<infinity> else ereal (inverse r))"
| "inverse (\<infinity>::ereal) = 0"
| "inverse (-\<infinity>::ereal) = 0"
by (auto intro: ereal_cases)
termination by (relation "{}") simp
definition "x div y = x * inverse (y :: ereal)"
instance ..
end
lemma real_of_ereal_inverse[simp]:
fixes a :: ereal
shows "real_of_ereal (inverse a) = 1 / real_of_ereal a"
by (cases a) (auto simp: inverse_eq_divide)
lemma ereal_inverse[simp]:
"inverse (0::ereal) = \<infinity>"
"inverse (1::ereal) = 1"
by (simp_all add: one_ereal_def zero_ereal_def)
lemma ereal_divide[simp]:
"ereal r / ereal p = (if p = 0 then ereal r * \<infinity> else ereal (r / p))"
unfolding divide_ereal_def by (auto simp: divide_real_def)
lemma ereal_divide_same[simp]:
fixes x :: ereal
shows "x / x = (if \<bar>x\<bar> = \<infinity> \<or> x = 0 then 0 else 1)"
by (cases x) (simp_all add: divide_real_def divide_ereal_def one_ereal_def)
lemma ereal_inv_inv[simp]:
fixes x :: ereal
shows "inverse (inverse x) = (if x \<noteq> -\<infinity> then x else \<infinity>)"
by (cases x) auto
lemma ereal_inverse_minus[simp]:
fixes x :: ereal
shows "inverse (- x) = (if x = 0 then \<infinity> else -inverse x)"
by (cases x) simp_all
lemma ereal_uminus_divide[simp]:
fixes x y :: ereal
shows "- x / y = - (x / y)"
unfolding divide_ereal_def by simp
lemma ereal_divide_Infty[simp]:
fixes x :: ereal
shows "x / \<infinity> = 0" "x / -\<infinity> = 0"
unfolding divide_ereal_def by simp_all
lemma ereal_divide_one[simp]: "x / 1 = (x::ereal)"
unfolding divide_ereal_def by simp
lemma ereal_divide_ereal[simp]: "\<infinity> / ereal r = (if 0 \<le> r then \<infinity> else -\<infinity>)"
unfolding divide_ereal_def by simp
lemma ereal_inverse_nonneg_iff: "0 \<le> inverse (x :: ereal) \<longleftrightarrow> 0 \<le> x \<or> x = -\<infinity>"
by (cases x) auto
lemma inverse_ereal_ge0I: "0 \<le> (x :: ereal) \<Longrightarrow> 0 \<le> inverse x"
by(cases x) simp_all
lemma zero_le_divide_ereal[simp]:
fixes a :: ereal
assumes "0 \<le> a"
and "0 \<le> b"
shows "0 \<le> a / b"
using assms by (cases rule: ereal2_cases[of a b]) (auto simp: zero_le_divide_iff)
lemma ereal_le_divide_pos:
fixes x y z :: ereal
shows "x > 0 \<Longrightarrow> x \<noteq> \<infinity> \<Longrightarrow> y \<le> z / x \<longleftrightarrow> x * y \<le> z"
by (cases rule: ereal3_cases[of x y z]) (auto simp: field_simps)
lemma ereal_divide_le_pos:
fixes x y z :: ereal
shows "x > 0 \<Longrightarrow> x \<noteq> \<infinity> \<Longrightarrow> z / x \<le> y \<longleftrightarrow> z \<le> x * y"
by (cases rule: ereal3_cases[of x y z]) (auto simp: field_simps)
lemma ereal_le_divide_neg:
fixes x y z :: ereal
shows "x < 0 \<Longrightarrow> x \<noteq> -\<infinity> \<Longrightarrow> y \<le> z / x \<longleftrightarrow> z \<le> x * y"
by (cases rule: ereal3_cases[of x y z]) (auto simp: field_simps)
lemma ereal_divide_le_neg:
fixes x y z :: ereal
shows "x < 0 \<Longrightarrow> x \<noteq> -\<infinity> \<Longrightarrow> z / x \<le> y \<longleftrightarrow> x * y \<le> z"
by (cases rule: ereal3_cases[of x y z]) (auto simp: field_simps)
lemma ereal_inverse_antimono_strict:
fixes x y :: ereal
shows "0 \<le> x \<Longrightarrow> x < y \<Longrightarrow> inverse y < inverse x"
by (cases rule: ereal2_cases[of x y]) auto
lemma ereal_inverse_antimono:
fixes x y :: ereal
shows "0 \<le> x \<Longrightarrow> x \<le> y \<Longrightarrow> inverse y \<le> inverse x"
by (cases rule: ereal2_cases[of x y]) auto
lemma inverse_inverse_Pinfty_iff[simp]:
fixes x :: ereal
shows "inverse x = \<infinity> \<longleftrightarrow> x = 0"
by (cases x) auto
lemma ereal_inverse_eq_0:
fixes x :: ereal
shows "inverse x = 0 \<longleftrightarrow> x = \<infinity> \<or> x = -\<infinity>"
by (cases x) auto
lemma ereal_0_gt_inverse:
fixes x :: ereal
shows "0 < inverse x \<longleftrightarrow> x \<noteq> \<infinity> \<and> 0 \<le> x"
by (cases x) auto
lemma ereal_inverse_le_0_iff:
fixes x :: ereal
shows "inverse x \<le> 0 \<longleftrightarrow> x < 0 \<or> x = \<infinity>"
by(cases x) auto
lemma ereal_divide_eq_0_iff: "x / y = 0 \<longleftrightarrow> x = 0 \<or> \<bar>y :: ereal\<bar> = \<infinity>"
by(cases x y rule: ereal2_cases) simp_all
lemma ereal_mult_less_right:
fixes a b c :: ereal
assumes "b * a < c * a"
and "0 < a"
and "a < \<infinity>"
shows "b < c"
using assms
by (cases rule: ereal3_cases[of a b c])
(auto split: if_split_asm simp: zero_less_mult_iff zero_le_mult_iff)
lemma ereal_mult_divide: fixes a b :: ereal shows "0 < b \<Longrightarrow> b < \<infinity> \<Longrightarrow> b * (a / b) = a"
by (cases a b rule: ereal2_cases) auto
lemma ereal_power_divide:
fixes x y :: ereal
shows "y \<noteq> 0 \<Longrightarrow> (x / y) ^ n = x^n / y^n"
by (cases rule: ereal2_cases [of x y])
(auto simp: one_ereal_def zero_ereal_def power_divide zero_le_power_eq)
lemma ereal_le_mult_one_interval:
fixes x y :: ereal
assumes y: "y \<noteq> -\<infinity>"
assumes z: "\<And>z. 0 < z \<Longrightarrow> z < 1 \<Longrightarrow> z * x \<le> y"
shows "x \<le> y"
proof (cases x)
case PInf
with z[of "1 / 2"] show "x \<le> y"
by (simp add: one_ereal_def)
next
case (real r)
note r = this
show "x \<le> y"
proof (cases y)
case (real p)
note p = this
have "r \<le> p"
proof (rule field_le_mult_one_interval)
fix z :: real
assume "0 < z" and "z < 1"
with z[of "ereal z"] show "z * r \<le> p"
using p r by (auto simp: zero_le_mult_iff one_ereal_def)
qed
then show "x \<le> y"
using p r by simp
qed (insert y, simp_all)
qed simp
lemma ereal_divide_right_mono[simp]:
fixes x y z :: ereal
assumes "x \<le> y"
and "0 < z"
shows "x / z \<le> y / z"
using assms by (cases x y z rule: ereal3_cases) (auto intro: divide_right_mono)
lemma ereal_divide_left_mono[simp]:
fixes x y z :: ereal
assumes "y \<le> x"
and "0 < z"
and "0 < x * y"
shows "z / x \<le> z / y"
using assms
by (cases x y z rule: ereal3_cases)
(auto intro: divide_left_mono simp: field_simps zero_less_mult_iff mult_less_0_iff split: if_split_asm)
lemma ereal_divide_zero_left[simp]:
fixes a :: ereal
shows "0 / a = 0"
by (cases a) (auto simp: zero_ereal_def)
lemma ereal_times_divide_eq_left[simp]:
fixes a b c :: ereal
shows "b / c * a = b * a / c"
by (cases a b c rule: ereal3_cases) (auto simp: field_simps zero_less_mult_iff mult_less_0_iff)
lemma ereal_times_divide_eq: "a * (b / c :: ereal) = a * b / c"
by (cases a b c rule: ereal3_cases)
(auto simp: field_simps zero_less_mult_iff)
lemma ereal_inverse_real: "\<bar>z\<bar> \<noteq> \<infinity> \<Longrightarrow> z \<noteq> 0 \<Longrightarrow> ereal (inverse (real_of_ereal z)) = inverse z"
by (cases z) simp_all
lemma ereal_inverse_mult:
"a \<noteq> 0 \<Longrightarrow> b \<noteq> 0 \<Longrightarrow> inverse (a * (b::ereal)) = inverse a * inverse b"
by (cases a; cases b) auto
subsection "Complete lattice"
instantiation ereal :: lattice
begin
definition [simp]: "sup x y = (max x y :: ereal)"
definition [simp]: "inf x y = (min x y :: ereal)"
instance by standard simp_all
end
instantiation ereal :: complete_lattice
begin
definition "bot = (-\<infinity>::ereal)"
definition "top = (\<infinity>::ereal)"
definition "Sup S = (SOME x :: ereal. (\<forall>y\<in>S. y \<le> x) \<and> (\<forall>z. (\<forall>y\<in>S. y \<le> z) \<longrightarrow> x \<le> z))"
definition "Inf S = (SOME x :: ereal. (\<forall>y\<in>S. x \<le> y) \<and> (\<forall>z. (\<forall>y\<in>S. z \<le> y) \<longrightarrow> z \<le> x))"
lemma ereal_complete_Sup:
fixes S :: "ereal set"
shows "\<exists>x. (\<forall>y\<in>S. y \<le> x) \<and> (\<forall>z. (\<forall>y\<in>S. y \<le> z) \<longrightarrow> x \<le> z)"
proof (cases "\<exists>x. \<forall>a\<in>S. a \<le> ereal x")
case True
then obtain y where y: "a \<le> ereal y" if "a\<in>S" for a
by auto
then have "\<infinity> \<notin> S"
by force
show ?thesis
proof (cases "S \<noteq> {-\<infinity>} \<and> S \<noteq> {}")
case True
with \<open>\<infinity> \<notin> S\<close> obtain x where x: "x \<in> S" "\<bar>x\<bar> \<noteq> \<infinity>"
by auto
obtain s where s: "\<forall>x\<in>ereal -` S. x \<le> s" "(\<forall>x\<in>ereal -` S. x \<le> z) \<Longrightarrow> s \<le> z" for z
proof (atomize_elim, rule complete_real)
show "\<exists>x. x \<in> ereal -` S"
using x by auto
show "\<exists>z. \<forall>x\<in>ereal -` S. x \<le> z"
by (auto dest: y intro!: exI[of _ y])
qed
show ?thesis
proof (safe intro!: exI[of _ "ereal s"])
fix y
assume "y \<in> S"
with s \<open>\<infinity> \<notin> S\<close> show "y \<le> ereal s"
by (cases y) auto
next
fix z
assume "\<forall>y\<in>S. y \<le> z"
with \<open>S \<noteq> {-\<infinity>} \<and> S \<noteq> {}\<close> show "ereal s \<le> z"
by (cases z) (auto intro!: s)
qed
next
case False
then show ?thesis
by (auto intro!: exI[of _ "-\<infinity>"])
qed
next
case False
then show ?thesis
by (fastforce intro!: exI[of _ \<infinity>] ereal_top intro: order_trans dest: less_imp_le simp: not_le)
qed
lemma ereal_complete_uminus_eq:
fixes S :: "ereal set"
shows "(\<forall>y\<in>uminus`S. y \<le> x) \<and> (\<forall>z. (\<forall>y\<in>uminus`S. y \<le> z) \<longrightarrow> x \<le> z)
\<longleftrightarrow> (\<forall>y\<in>S. -x \<le> y) \<and> (\<forall>z. (\<forall>y\<in>S. z \<le> y) \<longrightarrow> z \<le> -x)"
by simp (metis ereal_minus_le_minus ereal_uminus_uminus)
lemma ereal_complete_Inf:
"\<exists>x. (\<forall>y\<in>S::ereal set. x \<le> y) \<and> (\<forall>z. (\<forall>y\<in>S. z \<le> y) \<longrightarrow> z \<le> x)"
using ereal_complete_Sup[of "uminus ` S"]
unfolding ereal_complete_uminus_eq
by auto
instance
proof
show "Sup {} = (bot::ereal)"
apply (auto simp: bot_ereal_def Sup_ereal_def)
apply (rule some1_equality)
apply (metis ereal_bot ereal_less_eq(2))
apply (metis ereal_less_eq(2))
done
show "Inf {} = (top::ereal)"
apply (auto simp: top_ereal_def Inf_ereal_def)
apply (rule some1_equality)
apply (metis ereal_top ereal_less_eq(1))
apply (metis ereal_less_eq(1))
done
qed (auto intro: someI2_ex ereal_complete_Sup ereal_complete_Inf
simp: Sup_ereal_def Inf_ereal_def bot_ereal_def top_ereal_def)
end
instance ereal :: complete_linorder ..
instance ereal :: linear_continuum
proof
show "\<exists>a b::ereal. a \<noteq> b"
using zero_neq_one by blast
qed
subsubsection "Topological space"
instantiation ereal :: linear_continuum_topology
begin
definition "open_ereal" :: "ereal set \<Rightarrow> bool" where
open_ereal_generated: "open_ereal = generate_topology (range lessThan \<union> range greaterThan)"
instance
by standard (simp add: open_ereal_generated)
end
lemma continuous_on_ereal[continuous_intros]:
assumes f: "continuous_on s f" shows "continuous_on s (\<lambda>x. ereal (f x))"
by (rule continuous_on_compose2 [OF continuous_onI_mono[of ereal UNIV] f]) auto
lemma tendsto_ereal[tendsto_intros, simp, intro]: "(f \<longlongrightarrow> x) F \<Longrightarrow> ((\<lambda>x. ereal (f x)) \<longlongrightarrow> ereal x) F"
using isCont_tendsto_compose[of x ereal f F] continuous_on_ereal[of UNIV "\<lambda>x. x"]
by (simp add: continuous_on_eq_continuous_at)
lemma tendsto_uminus_ereal[tendsto_intros, simp, intro]: "(f \<longlongrightarrow> x) F \<Longrightarrow> ((\<lambda>x. - f x::ereal) \<longlongrightarrow> - x) F"
apply (rule tendsto_compose[where g=uminus])
apply (auto intro!: order_tendstoI simp: eventually_at_topological)
apply (rule_tac x="{..< -a}" in exI)
apply (auto split: ereal.split simp: ereal_less_uminus_reorder) []
apply (rule_tac x="{- a <..}" in exI)
apply (auto split: ereal.split simp: ereal_uminus_reorder) []
done
lemma at_infty_ereal_eq_at_top: "at \<infinity> = filtermap ereal at_top"
unfolding filter_eq_iff eventually_at_filter eventually_at_top_linorder eventually_filtermap
top_ereal_def[symmetric]
apply (subst eventually_nhds_top[of 0])
apply (auto simp: top_ereal_def less_le ereal_all_split ereal_ex_split)
apply (metis PInfty_neq_ereal(2) ereal_less_eq(3) ereal_top le_cases order_trans)
done
lemma ereal_Lim_uminus: "(f \<longlongrightarrow> f0) net \<longleftrightarrow> ((\<lambda>x. - f x::ereal) \<longlongrightarrow> - f0) net"
using tendsto_uminus_ereal[of f f0 net] tendsto_uminus_ereal[of "\<lambda>x. - f x" "- f0" net]
by auto
lemma ereal_divide_less_iff: "0 < (c::ereal) \<Longrightarrow> c < \<infinity> \<Longrightarrow> a / c < b \<longleftrightarrow> a < b * c"
by (cases a b c rule: ereal3_cases) (auto simp: field_simps)
lemma ereal_less_divide_iff: "0 < (c::ereal) \<Longrightarrow> c < \<infinity> \<Longrightarrow> a < b / c \<longleftrightarrow> a * c < b"
by (cases a b c rule: ereal3_cases) (auto simp: field_simps)
lemma tendsto_cmult_ereal[tendsto_intros, simp, intro]:
assumes c: "\<bar>c\<bar> \<noteq> \<infinity>" and f: "(f \<longlongrightarrow> x) F" shows "((\<lambda>x. c * f x::ereal) \<longlongrightarrow> c * x) F"
proof -
{ fix c :: ereal assume "0 < c" "c < \<infinity>"
then have "((\<lambda>x. c * f x::ereal) \<longlongrightarrow> c * x) F"
apply (intro tendsto_compose[OF _ f])
apply (auto intro!: order_tendstoI simp: eventually_at_topological)
apply (rule_tac x="{a/c <..}" in exI)
apply (auto split: ereal.split simp: ereal_divide_less_iff mult.commute) []
apply (rule_tac x="{..< a/c}" in exI)
apply (auto split: ereal.split simp: ereal_less_divide_iff mult.commute) []
done }
note * = this
have "((0 < c \<and> c < \<infinity>) \<or> (-\<infinity> < c \<and> c < 0) \<or> c = 0)"
using c by (cases c) auto
then show ?thesis
proof (elim disjE conjE)
assume "- \<infinity> < c" "c < 0"
then have "0 < - c" "- c < \<infinity>"
by (auto simp: ereal_uminus_reorder ereal_less_uminus_reorder[of 0])
then have "((\<lambda>x. (- c) * f x) \<longlongrightarrow> (- c) * x) F"
by (rule *)
from tendsto_uminus_ereal[OF this] show ?thesis
by simp
qed (auto intro!: *)
qed
lemma tendsto_cmult_ereal_not_0[tendsto_intros, simp, intro]:
assumes "x \<noteq> 0" and f: "(f \<longlongrightarrow> x) F" shows "((\<lambda>x. c * f x::ereal) \<longlongrightarrow> c * x) F"
proof cases
assume "\<bar>c\<bar> = \<infinity>"
show ?thesis
proof (rule filterlim_cong[THEN iffD1, OF refl refl _ tendsto_const])
have "0 < x \<or> x < 0"
using \<open>x \<noteq> 0\<close> by (auto simp add: neq_iff)
then show "eventually (\<lambda>x'. c * x = c * f x') F"
proof
assume "0 < x" from order_tendstoD(1)[OF f this] show ?thesis
by eventually_elim (insert \<open>0<x\<close> \<open>\<bar>c\<bar> = \<infinity>\<close>, auto)
next
assume "x < 0" from order_tendstoD(2)[OF f this] show ?thesis
by eventually_elim (insert \<open>x<0\<close> \<open>\<bar>c\<bar> = \<infinity>\<close>, auto)
qed
qed
qed (rule tendsto_cmult_ereal[OF _ f])
lemma tendsto_cadd_ereal[tendsto_intros, simp, intro]:
assumes c: "y \<noteq> - \<infinity>" "x \<noteq> - \<infinity>" and f: "(f \<longlongrightarrow> x) F" shows "((\<lambda>x. f x + y::ereal) \<longlongrightarrow> x + y) F"
apply (intro tendsto_compose[OF _ f])
apply (auto intro!: order_tendstoI simp: eventually_at_topological)
apply (rule_tac x="{a - y <..}" in exI)
apply (auto split: ereal.split simp: ereal_minus_less_iff c) []
apply (rule_tac x="{..< a - y}" in exI)
apply (auto split: ereal.split simp: ereal_less_minus_iff c) []
done
lemma tendsto_add_left_ereal[tendsto_intros, simp, intro]:
assumes c: "\<bar>y\<bar> \<noteq> \<infinity>" and f: "(f \<longlongrightarrow> x) F" shows "((\<lambda>x. f x + y::ereal) \<longlongrightarrow> x + y) F"
apply (intro tendsto_compose[OF _ f])
apply (auto intro!: order_tendstoI simp: eventually_at_topological)
apply (rule_tac x="{a - y <..}" in exI)
apply (insert c, auto split: ereal.split simp: ereal_minus_less_iff) []
apply (rule_tac x="{..< a - y}" in exI)
apply (auto split: ereal.split simp: ereal_less_minus_iff c) []
done
lemma continuous_at_ereal[continuous_intros]: "continuous F f \<Longrightarrow> continuous F (\<lambda>x. ereal (f x))"
unfolding continuous_def by auto
lemma ereal_Sup:
assumes *: "\<bar>SUP a:A. ereal a\<bar> \<noteq> \<infinity>"
shows "ereal (Sup A) = (SUP a:A. ereal a)"
proof (rule continuous_at_Sup_mono)
obtain r where r: "ereal r = (SUP a:A. ereal a)" "A \<noteq> {}"
using * by (force simp: bot_ereal_def)
then show "bdd_above A" "A \<noteq> {}"
by (auto intro!: SUP_upper bdd_aboveI[of _ r] simp add: ereal_less_eq(3)[symmetric] simp del: ereal_less_eq)
qed (auto simp: mono_def continuous_at_imp_continuous_at_within continuous_at_ereal)
lemma ereal_SUP: "\<bar>SUP a:A. ereal (f a)\<bar> \<noteq> \<infinity> \<Longrightarrow> ereal (SUP a:A. f a) = (SUP a:A. ereal (f a))"
using ereal_Sup[of "f`A"] by auto
lemma ereal_Inf:
assumes *: "\<bar>INF a:A. ereal a\<bar> \<noteq> \<infinity>"
shows "ereal (Inf A) = (INF a:A. ereal a)"
proof (rule continuous_at_Inf_mono)
obtain r where r: "ereal r = (INF a:A. ereal a)" "A \<noteq> {}"
using * by (force simp: top_ereal_def)
then show "bdd_below A" "A \<noteq> {}"
by (auto intro!: INF_lower bdd_belowI[of _ r] simp add: ereal_less_eq(3)[symmetric] simp del: ereal_less_eq)
qed (auto simp: mono_def continuous_at_imp_continuous_at_within continuous_at_ereal)
lemma ereal_Inf':
assumes *: "bdd_below A" "A \<noteq> {}"
shows "ereal (Inf A) = (INF a:A. ereal a)"
proof (rule ereal_Inf)
from * obtain l u where "x \<in> A \<Longrightarrow> l \<le> x" "u \<in> A" for x
by (auto simp: bdd_below_def)
then have "l \<le> (INF x:A. ereal x)" "(INF x:A. ereal x) \<le> u"
by (auto intro!: INF_greatest INF_lower)
then show "\<bar>INF a:A. ereal a\<bar> \<noteq> \<infinity>"
by auto
qed
lemma ereal_INF: "\<bar>INF a:A. ereal (f a)\<bar> \<noteq> \<infinity> \<Longrightarrow> ereal (INF a:A. f a) = (INF a:A. ereal (f a))"
using ereal_Inf[of "f`A"] by auto
lemma ereal_Sup_uminus_image_eq: "Sup (uminus ` S::ereal set) = - Inf S"
by (auto intro!: SUP_eqI
simp: Ball_def[symmetric] ereal_uminus_le_reorder le_Inf_iff
intro!: complete_lattice_class.Inf_lower2)
lemma ereal_SUP_uminus_eq:
fixes f :: "'a \<Rightarrow> ereal"
shows "(SUP x:S. uminus (f x)) = - (INF x:S. f x)"
using ereal_Sup_uminus_image_eq [of "f ` S"] by (simp add: comp_def)
lemma ereal_inj_on_uminus[intro, simp]: "inj_on uminus (A :: ereal set)"
by (auto intro!: inj_onI)
lemma ereal_Inf_uminus_image_eq: "Inf (uminus ` S::ereal set) = - Sup S"
using ereal_Sup_uminus_image_eq[of "uminus ` S"] by simp
lemma ereal_INF_uminus_eq:
fixes f :: "'a \<Rightarrow> ereal"
shows "(INF x:S. - f x) = - (SUP x:S. f x)"
using ereal_Inf_uminus_image_eq [of "f ` S"] by (simp add: comp_def)
lemma ereal_SUP_uminus:
fixes f :: "'a \<Rightarrow> ereal"
shows "(SUP i : R. - f i) = - (INF i : R. f i)"
using ereal_Sup_uminus_image_eq[of "f`R"]
by (simp add: image_image)
lemma ereal_SUP_not_infty:
fixes f :: "_ \<Rightarrow> ereal"
shows "A \<noteq> {} \<Longrightarrow> l \<noteq> -\<infinity> \<Longrightarrow> u \<noteq> \<infinity> \<Longrightarrow> \<forall>a\<in>A. l \<le> f a \<and> f a \<le> u \<Longrightarrow> \<bar>SUPREMUM A f\<bar> \<noteq> \<infinity>"
using SUP_upper2[of _ A l f] SUP_least[of A f u]
by (cases "SUPREMUM A f") auto
lemma ereal_INF_not_infty:
fixes f :: "_ \<Rightarrow> ereal"
shows "A \<noteq> {} \<Longrightarrow> l \<noteq> -\<infinity> \<Longrightarrow> u \<noteq> \<infinity> \<Longrightarrow> \<forall>a\<in>A. l \<le> f a \<and> f a \<le> u \<Longrightarrow> \<bar>INFIMUM A f\<bar> \<noteq> \<infinity>"
using INF_lower2[of _ A f u] INF_greatest[of A l f]
by (cases "INFIMUM A f") auto
lemma ereal_image_uminus_shift:
fixes X Y :: "ereal set"
shows "uminus ` X = Y \<longleftrightarrow> X = uminus ` Y"
proof
assume "uminus ` X = Y"
then have "uminus ` uminus ` X = uminus ` Y"
by (simp add: inj_image_eq_iff)
then show "X = uminus ` Y"
by (simp add: image_image)
qed (simp add: image_image)
lemma Sup_eq_MInfty:
fixes S :: "ereal set"
shows "Sup S = -\<infinity> \<longleftrightarrow> S = {} \<or> S = {-\<infinity>}"
unfolding bot_ereal_def[symmetric] by auto
lemma Inf_eq_PInfty:
fixes S :: "ereal set"
shows "Inf S = \<infinity> \<longleftrightarrow> S = {} \<or> S = {\<infinity>}"
using Sup_eq_MInfty[of "uminus`S"]
unfolding ereal_Sup_uminus_image_eq ereal_image_uminus_shift by simp
lemma Inf_eq_MInfty:
fixes S :: "ereal set"
shows "-\<infinity> \<in> S \<Longrightarrow> Inf S = -\<infinity>"
unfolding bot_ereal_def[symmetric] by auto
lemma Sup_eq_PInfty:
fixes S :: "ereal set"
shows "\<infinity> \<in> S \<Longrightarrow> Sup S = \<infinity>"
unfolding top_ereal_def[symmetric] by auto
lemma not_MInfty_nonneg[simp]: "0 \<le> (x::ereal) \<Longrightarrow> x \<noteq> - \<infinity>"
by auto
lemma Sup_ereal_close:
fixes e :: ereal
assumes "0 < e"
and S: "\<bar>Sup S\<bar> \<noteq> \<infinity>" "S \<noteq> {}"
shows "\<exists>x\<in>S. Sup S - e < x"
using assms by (cases e) (auto intro!: less_Sup_iff[THEN iffD1])
lemma Inf_ereal_close:
fixes e :: ereal
assumes "\<bar>Inf X\<bar> \<noteq> \<infinity>"
and "0 < e"
shows "\<exists>x\<in>X. x < Inf X + e"
proof (rule Inf_less_iff[THEN iffD1])
show "Inf X < Inf X + e"
using assms by (cases e) auto
qed
lemma SUP_PInfty:
"(\<And>n::nat. \<exists>i\<in>A. ereal (real n) \<le> f i) \<Longrightarrow> (SUP i:A. f i :: ereal) = \<infinity>"
unfolding top_ereal_def[symmetric] SUP_eq_top_iff
by (metis MInfty_neq_PInfty(2) PInfty_neq_ereal(2) less_PInf_Ex_of_nat less_ereal.elims(2) less_le_trans)
lemma SUP_nat_Infty: "(SUP i::nat. ereal (real i)) = \<infinity>"
by (rule SUP_PInfty) auto
lemma SUP_ereal_add_left:
assumes "I \<noteq> {}" "c \<noteq> -\<infinity>"
shows "(SUP i:I. f i + c :: ereal) = (SUP i:I. f i) + c"
proof cases
assume "(SUP i:I. f i) = - \<infinity>"
moreover then have "\<And>i. i \<in> I \<Longrightarrow> f i = -\<infinity>"
unfolding Sup_eq_MInfty by auto
ultimately show ?thesis
by (cases c) (auto simp: \<open>I \<noteq> {}\<close>)
next
assume "(SUP i:I. f i) \<noteq> - \<infinity>" then show ?thesis
by (subst continuous_at_Sup_mono[where f="\<lambda>x. x + c"])
(auto simp: continuous_at_imp_continuous_at_within continuous_at mono_def ereal_add_mono \<open>I \<noteq> {}\<close> \<open>c \<noteq> -\<infinity>\<close>)
qed
lemma SUP_ereal_add_right:
fixes c :: ereal
shows "I \<noteq> {} \<Longrightarrow> c \<noteq> -\<infinity> \<Longrightarrow> (SUP i:I. c + f i) = c + (SUP i:I. f i)"
using SUP_ereal_add_left[of I c f] by (simp add: add.commute)
lemma SUP_ereal_minus_right:
assumes "I \<noteq> {}" "c \<noteq> -\<infinity>"
shows "(SUP i:I. c - f i :: ereal) = c - (INF i:I. f i)"
using SUP_ereal_add_right[OF assms, of "\<lambda>i. - f i"]
by (simp add: ereal_SUP_uminus minus_ereal_def)
lemma SUP_ereal_minus_left:
assumes "I \<noteq> {}" "c \<noteq> \<infinity>"
shows "(SUP i:I. f i - c:: ereal) = (SUP i:I. f i) - c"
using SUP_ereal_add_left[OF \<open>I \<noteq> {}\<close>, of "-c" f] by (simp add: \<open>c \<noteq> \<infinity>\<close> minus_ereal_def)
lemma INF_ereal_minus_right:
assumes "I \<noteq> {}" and "\<bar>c\<bar> \<noteq> \<infinity>"
shows "(INF i:I. c - f i) = c - (SUP i:I. f i::ereal)"
proof -
{ fix b have "(-c) + b = - (c - b)"
using \<open>\<bar>c\<bar> \<noteq> \<infinity>\<close> by (cases c b rule: ereal2_cases) auto }
note * = this
show ?thesis
using SUP_ereal_add_right[OF \<open>I \<noteq> {}\<close>, of "-c" f] \<open>\<bar>c\<bar> \<noteq> \<infinity>\<close>
by (auto simp add: * ereal_SUP_uminus_eq)
qed
lemma SUP_ereal_le_addI:
fixes f :: "'i \<Rightarrow> ereal"
assumes "\<And>i. f i + y \<le> z" and "y \<noteq> -\<infinity>"
shows "SUPREMUM UNIV f + y \<le> z"
unfolding SUP_ereal_add_left[OF UNIV_not_empty \<open>y \<noteq> -\<infinity>\<close>, symmetric]
by (rule SUP_least assms)+
lemma SUP_combine:
fixes f :: "'a::semilattice_sup \<Rightarrow> 'a::semilattice_sup \<Rightarrow> 'b::complete_lattice"
assumes mono: "\<And>a b c d. a \<le> b \<Longrightarrow> c \<le> d \<Longrightarrow> f a c \<le> f b d"
shows "(SUP i:UNIV. SUP j:UNIV. f i j) = (SUP i. f i i)"
proof (rule antisym)
show "(SUP i j. f i j) \<le> (SUP i. f i i)"
by (rule SUP_least SUP_upper2[where i="sup i j" for i j] UNIV_I mono sup_ge1 sup_ge2)+
show "(SUP i. f i i) \<le> (SUP i j. f i j)"
by (rule SUP_least SUP_upper2 UNIV_I mono order_refl)+
qed
lemma SUP_ereal_add:
fixes f g :: "nat \<Rightarrow> ereal"
assumes inc: "incseq f" "incseq g"
and pos: "\<And>i. f i \<noteq> -\<infinity>" "\<And>i. g i \<noteq> -\<infinity>"
shows "(SUP i. f i + g i) = SUPREMUM UNIV f + SUPREMUM UNIV g"
apply (subst SUP_ereal_add_left[symmetric, OF UNIV_not_empty])
apply (metis SUP_upper UNIV_I assms(4) ereal_infty_less_eq(2))
apply (subst (2) add.commute)
apply (subst SUP_ereal_add_left[symmetric, OF UNIV_not_empty assms(3)])
apply (subst (2) add.commute)
apply (rule SUP_combine[symmetric] ereal_add_mono inc[THEN monoD] | assumption)+
done
lemma INF_ereal_add:
fixes f :: "nat \<Rightarrow> ereal"
assumes "decseq f" "decseq g"
and fin: "\<And>i. f i \<noteq> \<infinity>" "\<And>i. g i \<noteq> \<infinity>"
shows "(INF i. f i + g i) = INFIMUM UNIV f + INFIMUM UNIV g"
proof -
have INF_less: "(INF i. f i) < \<infinity>" "(INF i. g i) < \<infinity>"
using assms unfolding INF_less_iff by auto
{ fix a b :: ereal assume "a \<noteq> \<infinity>" "b \<noteq> \<infinity>"
then have "- ((- a) + (- b)) = a + b"
by (cases a b rule: ereal2_cases) auto }
note * = this
have "(INF i. f i + g i) = (INF i. - ((- f i) + (- g i)))"
by (simp add: fin *)
also have "\<dots> = INFIMUM UNIV f + INFIMUM UNIV g"
unfolding ereal_INF_uminus_eq
using assms INF_less
by (subst SUP_ereal_add) (auto simp: ereal_SUP_uminus fin *)
finally show ?thesis .
qed
lemma SUP_ereal_add_pos:
fixes f g :: "nat \<Rightarrow> ereal"
assumes inc: "incseq f" "incseq g"
and pos: "\<And>i. 0 \<le> f i" "\<And>i. 0 \<le> g i"
shows "(SUP i. f i + g i) = SUPREMUM UNIV f + SUPREMUM UNIV g"
proof (intro SUP_ereal_add inc)
fix i
show "f i \<noteq> -\<infinity>" "g i \<noteq> -\<infinity>"
using pos[of i] by auto
qed
lemma SUP_ereal_setsum:
fixes f g :: "'a \<Rightarrow> nat \<Rightarrow> ereal"
assumes "\<And>n. n \<in> A \<Longrightarrow> incseq (f n)"
and pos: "\<And>n i. n \<in> A \<Longrightarrow> 0 \<le> f n i"
shows "(SUP i. \<Sum>n\<in>A. f n i) = (\<Sum>n\<in>A. SUPREMUM UNIV (f n))"
proof (cases "finite A")
case True
then show ?thesis using assms
by induct (auto simp: incseq_setsumI2 setsum_nonneg SUP_ereal_add_pos)
next
case False
then show ?thesis by simp
qed
lemma SUP_ereal_mult_left:
fixes f :: "'a \<Rightarrow> ereal"
assumes "I \<noteq> {}"
assumes f: "\<And>i. i \<in> I \<Longrightarrow> 0 \<le> f i" and c: "0 \<le> c"
shows "(SUP i:I. c * f i) = c * (SUP i:I. f i)"
proof cases
assume "(SUP i: I. f i) = 0"
moreover then have "\<And>i. i \<in> I \<Longrightarrow> f i = 0"
by (metis SUP_upper f antisym)
ultimately show ?thesis
by simp
next
assume "(SUP i:I. f i) \<noteq> 0" then show ?thesis
by (subst continuous_at_Sup_mono[where f="\<lambda>x. c * x"])
(auto simp: mono_def continuous_at continuous_at_imp_continuous_at_within \<open>I \<noteq> {}\<close>
intro!: ereal_mult_left_mono c)
qed
lemma countable_approach:
fixes x :: ereal
assumes "x \<noteq> -\<infinity>"
shows "\<exists>f. incseq f \<and> (\<forall>i::nat. f i < x) \<and> (f \<longlonglongrightarrow> x)"
proof (cases x)
case (real r)
moreover have "(\<lambda>n. r - inverse (real (Suc n))) \<longlonglongrightarrow> r - 0"
by (intro tendsto_intros LIMSEQ_inverse_real_of_nat)
ultimately show ?thesis
by (intro exI[of _ "\<lambda>n. x - inverse (Suc n)"]) (auto simp: incseq_def)
next
case PInf with LIMSEQ_SUP[of "\<lambda>n::nat. ereal (real n)"] show ?thesis
by (intro exI[of _ "\<lambda>n. ereal (real n)"]) (auto simp: incseq_def SUP_nat_Infty)
qed (simp add: assms)
lemma Sup_countable_SUP:
assumes "A \<noteq> {}"
shows "\<exists>f::nat \<Rightarrow> ereal. incseq f \<and> range f \<subseteq> A \<and> Sup A = (SUP i. f i)"
proof cases
assume "Sup A = -\<infinity>"
with \<open>A \<noteq> {}\<close> have "A = {-\<infinity>}"
by (auto simp: Sup_eq_MInfty)
then show ?thesis
by (auto intro!: exI[of _ "\<lambda>_. -\<infinity>"] simp: bot_ereal_def)
next
assume "Sup A \<noteq> -\<infinity>"
then obtain l where "incseq l" and l: "l i < Sup A" and l_Sup: "l \<longlonglongrightarrow> Sup A" for i :: nat
by (auto dest: countable_approach)
have "\<exists>f. \<forall>n. (f n \<in> A \<and> l n \<le> f n) \<and> (f n \<le> f (Suc n))"
proof (rule dependent_nat_choice)
show "\<exists>x. x \<in> A \<and> l 0 \<le> x"
using l[of 0] by (auto simp: less_Sup_iff)
next
fix x n assume "x \<in> A \<and> l n \<le> x"
moreover from l[of "Suc n"] obtain y where "y \<in> A" "l (Suc n) < y"
by (auto simp: less_Sup_iff)
ultimately show "\<exists>y. (y \<in> A \<and> l (Suc n) \<le> y) \<and> x \<le> y"
by (auto intro!: exI[of _ "max x y"] split: split_max)
qed
then guess f .. note f = this
then have "range f \<subseteq> A" "incseq f"
by (auto simp: incseq_Suc_iff)
moreover
have "(SUP i. f i) = Sup A"
proof (rule tendsto_unique)
show "f \<longlonglongrightarrow> (SUP i. f i)"
by (rule LIMSEQ_SUP \<open>incseq f\<close>)+
show "f \<longlonglongrightarrow> Sup A"
using l f
by (intro tendsto_sandwich[OF _ _ l_Sup tendsto_const])
(auto simp: Sup_upper)
qed simp
ultimately show ?thesis
by auto
qed
lemma SUP_countable_SUP:
"A \<noteq> {} \<Longrightarrow> \<exists>f::nat \<Rightarrow> ereal. range f \<subseteq> g`A \<and> SUPREMUM A g = SUPREMUM UNIV f"
using Sup_countable_SUP [of "g`A"] by auto
subsection "Relation to @{typ enat}"
definition "ereal_of_enat n = (case n of enat n \<Rightarrow> ereal (real n) | \<infinity> \<Rightarrow> \<infinity>)"
declare [[coercion "ereal_of_enat :: enat \<Rightarrow> ereal"]]
declare [[coercion "(\<lambda>n. ereal (real n)) :: nat \<Rightarrow> ereal"]]
lemma ereal_of_enat_simps[simp]:
"ereal_of_enat (enat n) = ereal n"
"ereal_of_enat \<infinity> = \<infinity>"
by (simp_all add: ereal_of_enat_def)
lemma ereal_of_enat_le_iff[simp]: "ereal_of_enat m \<le> ereal_of_enat n \<longleftrightarrow> m \<le> n"
by (cases m n rule: enat2_cases) auto
lemma ereal_of_enat_less_iff[simp]: "ereal_of_enat m < ereal_of_enat n \<longleftrightarrow> m < n"
by (cases m n rule: enat2_cases) auto
lemma numeral_le_ereal_of_enat_iff[simp]: "numeral m \<le> ereal_of_enat n \<longleftrightarrow> numeral m \<le> n"
by (cases n) (auto)
lemma numeral_less_ereal_of_enat_iff[simp]: "numeral m < ereal_of_enat n \<longleftrightarrow> numeral m < n"
by (cases n) auto
lemma ereal_of_enat_ge_zero_cancel_iff[simp]: "0 \<le> ereal_of_enat n \<longleftrightarrow> 0 \<le> n"
by (cases n) (auto simp: enat_0[symmetric])
lemma ereal_of_enat_gt_zero_cancel_iff[simp]: "0 < ereal_of_enat n \<longleftrightarrow> 0 < n"
by (cases n) (auto simp: enat_0[symmetric])
lemma ereal_of_enat_zero[simp]: "ereal_of_enat 0 = 0"
by (auto simp: enat_0[symmetric])
lemma ereal_of_enat_inf[simp]: "ereal_of_enat n = \<infinity> \<longleftrightarrow> n = \<infinity>"
by (cases n) auto
lemma ereal_of_enat_add: "ereal_of_enat (m + n) = ereal_of_enat m + ereal_of_enat n"
by (cases m n rule: enat2_cases) auto
lemma ereal_of_enat_sub:
assumes "n \<le> m"
shows "ereal_of_enat (m - n) = ereal_of_enat m - ereal_of_enat n "
using assms by (cases m n rule: enat2_cases) auto
lemma ereal_of_enat_mult:
"ereal_of_enat (m * n) = ereal_of_enat m * ereal_of_enat n"
by (cases m n rule: enat2_cases) auto
lemmas ereal_of_enat_pushin = ereal_of_enat_add ereal_of_enat_sub ereal_of_enat_mult
lemmas ereal_of_enat_pushout = ereal_of_enat_pushin[symmetric]
lemma ereal_of_enat_nonneg: "ereal_of_enat n \<ge> 0"
by(cases n) simp_all
lemma ereal_of_enat_Sup:
assumes "A \<noteq> {}" shows "ereal_of_enat (Sup A) = (SUP a : A. ereal_of_enat a)"
proof (intro antisym mono_Sup)
show "ereal_of_enat (Sup A) \<le> (SUP a : A. ereal_of_enat a)"
proof cases
assume "finite A"
with \<open>A \<noteq> {}\<close> obtain a where "a \<in> A" "ereal_of_enat (Sup A) = ereal_of_enat a"
using Max_in[of A] by (auto simp: Sup_enat_def simp del: Max_in)
then show ?thesis
by (auto intro: SUP_upper)
next
assume "\<not> finite A"
have [simp]: "(SUP a : A. ereal_of_enat a) = top"
unfolding SUP_eq_top_iff
proof safe
fix x :: ereal assume "x < top"
then obtain n :: nat where "x < n"
using less_PInf_Ex_of_nat top_ereal_def by auto
obtain a where "a \<in> A - enat ` {.. n}"
by (metis \<open>\<not> finite A\<close> all_not_in_conv finite_Diff2 finite_atMost finite_imageI finite.emptyI)
then have "a \<in> A" "ereal n \<le> ereal_of_enat a"
by (auto simp: image_iff Ball_def)
(metis enat_iless enat_ord_simps(1) ereal_of_enat_less_iff ereal_of_enat_simps(1) less_le not_less)
with \<open>x < n\<close> show "\<exists>i\<in>A. x < ereal_of_enat i"
by (auto intro!: bexI[of _ a])
qed
show ?thesis
by simp
qed
qed (simp add: mono_def)
lemma ereal_of_enat_SUP:
"A \<noteq> {} \<Longrightarrow> ereal_of_enat (SUP a:A. f a) = (SUP a : A. ereal_of_enat (f a))"
using ereal_of_enat_Sup[of "f`A"] by auto
subsection "Limits on @{typ ereal}"
lemma open_PInfty: "open A \<Longrightarrow> \<infinity> \<in> A \<Longrightarrow> (\<exists>x. {ereal x<..} \<subseteq> A)"
unfolding open_ereal_generated
proof (induct rule: generate_topology.induct)
case (Int A B)
then obtain x z where "\<infinity> \<in> A \<Longrightarrow> {ereal x <..} \<subseteq> A" "\<infinity> \<in> B \<Longrightarrow> {ereal z <..} \<subseteq> B"
by auto
with Int show ?case
by (intro exI[of _ "max x z"]) fastforce
next
case (Basis S)
{
fix x
have "x \<noteq> \<infinity> \<Longrightarrow> \<exists>t. x \<le> ereal t"
by (cases x) auto
}
moreover note Basis
ultimately show ?case
by (auto split: ereal.split)
qed (fastforce simp add: vimage_Union)+
lemma open_MInfty: "open A \<Longrightarrow> -\<infinity> \<in> A \<Longrightarrow> (\<exists>x. {..<ereal x} \<subseteq> A)"
unfolding open_ereal_generated
proof (induct rule: generate_topology.induct)
case (Int A B)
then obtain x z where "-\<infinity> \<in> A \<Longrightarrow> {..< ereal x} \<subseteq> A" "-\<infinity> \<in> B \<Longrightarrow> {..< ereal z} \<subseteq> B"
by auto
with Int show ?case
by (intro exI[of _ "min x z"]) fastforce
next
case (Basis S)
{
fix x
have "x \<noteq> - \<infinity> \<Longrightarrow> \<exists>t. ereal t \<le> x"
by (cases x) auto
}
moreover note Basis
ultimately show ?case
by (auto split: ereal.split)
qed (fastforce simp add: vimage_Union)+
lemma open_ereal_vimage: "open S \<Longrightarrow> open (ereal -` S)"
by (intro open_vimage continuous_intros)
lemma open_ereal: "open S \<Longrightarrow> open (ereal ` S)"
unfolding open_generated_order[where 'a=real]
proof (induct rule: generate_topology.induct)
case (Basis S)
moreover {
fix x
have "ereal ` {..< x} = { -\<infinity> <..< ereal x }"
apply auto
apply (case_tac xa)
apply auto
done
}
moreover {
fix x
have "ereal ` {x <..} = { ereal x <..< \<infinity> }"
apply auto
apply (case_tac xa)
apply auto
done
}
ultimately show ?case
by auto
qed (auto simp add: image_Union image_Int)
lemma eventually_finite:
fixes x :: ereal
assumes "\<bar>x\<bar> \<noteq> \<infinity>" "(f \<longlongrightarrow> x) F"
shows "eventually (\<lambda>x. \<bar>f x\<bar> \<noteq> \<infinity>) F"
proof -
have "(f \<longlongrightarrow> ereal (real_of_ereal x)) F"
using assms by (cases x) auto
then have "eventually (\<lambda>x. f x \<in> ereal ` UNIV) F"
by (rule topological_tendstoD) (auto intro: open_ereal)
also have "(\<lambda>x. f x \<in> ereal ` UNIV) = (\<lambda>x. \<bar>f x\<bar> \<noteq> \<infinity>)"
by auto
finally show ?thesis .
qed
lemma open_ereal_def:
"open A \<longleftrightarrow> open (ereal -` A) \<and> (\<infinity> \<in> A \<longrightarrow> (\<exists>x. {ereal x <..} \<subseteq> A)) \<and> (-\<infinity> \<in> A \<longrightarrow> (\<exists>x. {..<ereal x} \<subseteq> A))"
(is "open A \<longleftrightarrow> ?rhs")
proof
assume "open A"
then show ?rhs
using open_PInfty open_MInfty open_ereal_vimage by auto
next
assume "?rhs"
then obtain x y where A: "open (ereal -` A)" "\<infinity> \<in> A \<Longrightarrow> {ereal x<..} \<subseteq> A" "-\<infinity> \<in> A \<Longrightarrow> {..< ereal y} \<subseteq> A"
by auto
have *: "A = ereal ` (ereal -` A) \<union> (if \<infinity> \<in> A then {ereal x<..} else {}) \<union> (if -\<infinity> \<in> A then {..< ereal y} else {})"
using A(2,3) by auto
from open_ereal[OF A(1)] show "open A"
by (subst *) (auto simp: open_Un)
qed
lemma open_PInfty2:
assumes "open A"
and "\<infinity> \<in> A"
obtains x where "{ereal x<..} \<subseteq> A"
using open_PInfty[OF assms] by auto
lemma open_MInfty2:
assumes "open A"
and "-\<infinity> \<in> A"
obtains x where "{..<ereal x} \<subseteq> A"
using open_MInfty[OF assms] by auto
lemma ereal_openE:
assumes "open A"
obtains x y where "open (ereal -` A)"
and "\<infinity> \<in> A \<Longrightarrow> {ereal x<..} \<subseteq> A"
and "-\<infinity> \<in> A \<Longrightarrow> {..<ereal y} \<subseteq> A"
using assms open_ereal_def by auto
lemmas open_ereal_lessThan = open_lessThan[where 'a=ereal]
lemmas open_ereal_greaterThan = open_greaterThan[where 'a=ereal]
lemmas ereal_open_greaterThanLessThan = open_greaterThanLessThan[where 'a=ereal]
lemmas closed_ereal_atLeast = closed_atLeast[where 'a=ereal]
lemmas closed_ereal_atMost = closed_atMost[where 'a=ereal]
lemmas closed_ereal_atLeastAtMost = closed_atLeastAtMost[where 'a=ereal]
lemmas closed_ereal_singleton = closed_singleton[where 'a=ereal]
lemma ereal_open_cont_interval:
fixes S :: "ereal set"
assumes "open S"
and "x \<in> S"
and "\<bar>x\<bar> \<noteq> \<infinity>"
obtains e where "e > 0" and "{x-e <..< x+e} \<subseteq> S"
proof -
from \<open>open S\<close>
have "open (ereal -` S)"
by (rule ereal_openE)
then obtain e where "e > 0" and e: "dist y (real_of_ereal x) < e \<Longrightarrow> ereal y \<in> S" for y
using assms unfolding open_dist by force
show thesis
proof (intro that subsetI)
show "0 < ereal e"
using \<open>0 < e\<close> by auto
fix y
assume "y \<in> {x - ereal e<..<x + ereal e}"
with assms obtain t where "y = ereal t" "dist t (real_of_ereal x) < e"
by (cases y) (auto simp: dist_real_def)
then show "y \<in> S"
using e[of t] by auto
qed
qed
lemma ereal_open_cont_interval2:
fixes S :: "ereal set"
assumes "open S"
and "x \<in> S"
and x: "\<bar>x\<bar> \<noteq> \<infinity>"
obtains a b where "a < x" and "x < b" and "{a <..< b} \<subseteq> S"
proof -
obtain e where "0 < e" "{x - e<..<x + e} \<subseteq> S"
using assms by (rule ereal_open_cont_interval)
with that[of "x - e" "x + e"] ereal_between[OF x, of e]
show thesis
by auto
qed
subsubsection \<open>Convergent sequences\<close>
lemma lim_real_of_ereal[simp]:
assumes lim: "(f \<longlongrightarrow> ereal x) net"
shows "((\<lambda>x. real_of_ereal (f x)) \<longlongrightarrow> x) net"
proof (intro topological_tendstoI)
fix S
assume "open S" and "x \<in> S"
then have S: "open S" "ereal x \<in> ereal ` S"
by (simp_all add: inj_image_mem_iff)
show "eventually (\<lambda>x. real_of_ereal (f x) \<in> S) net"
by (auto intro: eventually_mono [OF lim[THEN topological_tendstoD, OF open_ereal, OF S]])
qed
lemma lim_ereal[simp]: "((\<lambda>n. ereal (f n)) \<longlongrightarrow> ereal x) net \<longleftrightarrow> (f \<longlongrightarrow> x) net"
by (auto dest!: lim_real_of_ereal)
lemma convergent_real_imp_convergent_ereal:
assumes "convergent a"
shows "convergent (\<lambda>n. ereal (a n))" and "lim (\<lambda>n. ereal (a n)) = ereal (lim a)"
proof -
from assms obtain L where L: "a \<longlonglongrightarrow> L" unfolding convergent_def ..
hence lim: "(\<lambda>n. ereal (a n)) \<longlonglongrightarrow> ereal L" using lim_ereal by auto
thus "convergent (\<lambda>n. ereal (a n))" unfolding convergent_def ..
thus "lim (\<lambda>n. ereal (a n)) = ereal (lim a)" using lim L limI by metis
qed
lemma tendsto_PInfty: "(f \<longlongrightarrow> \<infinity>) F \<longleftrightarrow> (\<forall>r. eventually (\<lambda>x. ereal r < f x) F)"
proof -
{
fix l :: ereal
assume "\<forall>r. eventually (\<lambda>x. ereal r < f x) F"
from this[THEN spec, of "real_of_ereal l"] have "l \<noteq> \<infinity> \<Longrightarrow> eventually (\<lambda>x. l < f x) F"
by (cases l) (auto elim: eventually_mono)
}
then show ?thesis
by (auto simp: order_tendsto_iff)
qed
lemma tendsto_PInfty': "(f \<longlongrightarrow> \<infinity>) F = (\<forall>r>c. eventually (\<lambda>x. ereal r < f x) F)"
proof (subst tendsto_PInfty, intro iffI allI impI)
assume A: "\<forall>r>c. eventually (\<lambda>x. ereal r < f x) F"
fix r :: real
from A have A: "eventually (\<lambda>x. ereal r < f x) F" if "r > c" for r using that by blast
show "eventually (\<lambda>x. ereal r < f x) F"
proof (cases "r > c")
case False
hence B: "ereal r \<le> ereal (c + 1)" by simp
have "c < c + 1" by simp
from A[OF this] show "eventually (\<lambda>x. ereal r < f x) F"
by eventually_elim (rule le_less_trans[OF B])
qed (simp add: A)
qed simp
lemma tendsto_PInfty_eq_at_top:
"((\<lambda>z. ereal (f z)) \<longlongrightarrow> \<infinity>) F \<longleftrightarrow> (LIM z F. f z :> at_top)"
unfolding tendsto_PInfty filterlim_at_top_dense by simp
lemma tendsto_MInfty: "(f \<longlongrightarrow> -\<infinity>) F \<longleftrightarrow> (\<forall>r. eventually (\<lambda>x. f x < ereal r) F)"
unfolding tendsto_def
proof safe
fix S :: "ereal set"
assume "open S" "-\<infinity> \<in> S"
from open_MInfty[OF this] obtain B where "{..<ereal B} \<subseteq> S" ..
moreover
assume "\<forall>r::real. eventually (\<lambda>z. f z < r) F"
then have "eventually (\<lambda>z. f z \<in> {..< B}) F"
by auto
ultimately show "eventually (\<lambda>z. f z \<in> S) F"
by (auto elim!: eventually_mono)
next
fix x
assume "\<forall>S. open S \<longrightarrow> -\<infinity> \<in> S \<longrightarrow> eventually (\<lambda>x. f x \<in> S) F"
from this[rule_format, of "{..< ereal x}"] show "eventually (\<lambda>y. f y < ereal x) F"
by auto
qed
lemma tendsto_MInfty': "(f \<longlongrightarrow> -\<infinity>) F = (\<forall>r<c. eventually (\<lambda>x. ereal r > f x) F)"
proof (subst tendsto_MInfty, intro iffI allI impI)
assume A: "\<forall>r<c. eventually (\<lambda>x. ereal r > f x) F"
fix r :: real
from A have A: "eventually (\<lambda>x. ereal r > f x) F" if "r < c" for r using that by blast
show "eventually (\<lambda>x. ereal r > f x) F"
proof (cases "r < c")
case False
hence B: "ereal r \<ge> ereal (c - 1)" by simp
have "c > c - 1" by simp
from A[OF this] show "eventually (\<lambda>x. ereal r > f x) F"
by eventually_elim (erule less_le_trans[OF _ B])
qed (simp add: A)
qed simp
lemma Lim_PInfty: "f \<longlonglongrightarrow> \<infinity> \<longleftrightarrow> (\<forall>B. \<exists>N. \<forall>n\<ge>N. f n \<ge> ereal B)"
unfolding tendsto_PInfty eventually_sequentially
proof safe
fix r
assume "\<forall>r. \<exists>N. \<forall>n\<ge>N. ereal r \<le> f n"
then obtain N where "\<forall>n\<ge>N. ereal (r + 1) \<le> f n"
by blast
moreover have "ereal r < ereal (r + 1)"
by auto
ultimately show "\<exists>N. \<forall>n\<ge>N. ereal r < f n"
by (blast intro: less_le_trans)
qed (blast intro: less_imp_le)
lemma Lim_MInfty: "f \<longlonglongrightarrow> -\<infinity> \<longleftrightarrow> (\<forall>B. \<exists>N. \<forall>n\<ge>N. ereal B \<ge> f n)"
unfolding tendsto_MInfty eventually_sequentially
proof safe
fix r
assume "\<forall>r. \<exists>N. \<forall>n\<ge>N. f n \<le> ereal r"
then obtain N where "\<forall>n\<ge>N. f n \<le> ereal (r - 1)"
by blast
moreover have "ereal (r - 1) < ereal r"
by auto
ultimately show "\<exists>N. \<forall>n\<ge>N. f n < ereal r"
by (blast intro: le_less_trans)
qed (blast intro: less_imp_le)
lemma Lim_bounded_PInfty: "f \<longlonglongrightarrow> l \<Longrightarrow> (\<And>n. f n \<le> ereal B) \<Longrightarrow> l \<noteq> \<infinity>"
using LIMSEQ_le_const2[of f l "ereal B"] by auto
lemma Lim_bounded_MInfty: "f \<longlonglongrightarrow> l \<Longrightarrow> (\<And>n. ereal B \<le> f n) \<Longrightarrow> l \<noteq> -\<infinity>"
using LIMSEQ_le_const[of f l "ereal B"] by auto
lemma tendsto_zero_erealI:
assumes "\<And>e. e > 0 \<Longrightarrow> eventually (\<lambda>x. \<bar>f x\<bar> < ereal e) F"
shows "(f \<longlongrightarrow> 0) F"
proof (subst filterlim_cong[OF refl refl])
from assms[OF zero_less_one] show "eventually (\<lambda>x. f x = ereal (real_of_ereal (f x))) F"
by eventually_elim (auto simp: ereal_real)
hence "eventually (\<lambda>x. abs (real_of_ereal (f x)) < e) F" if "e > 0" for e using assms[OF that]
by eventually_elim (simp add: real_less_ereal_iff that)
hence "((\<lambda>x. real_of_ereal (f x)) \<longlongrightarrow> 0) F" unfolding tendsto_iff
by (auto simp: tendsto_iff dist_real_def)
thus "((\<lambda>x. ereal (real_of_ereal (f x))) \<longlongrightarrow> 0) F" by (simp add: zero_ereal_def)
qed
lemma tendsto_explicit:
"f \<longlonglongrightarrow> f0 \<longleftrightarrow> (\<forall>S. open S \<longrightarrow> f0 \<in> S \<longrightarrow> (\<exists>N. \<forall>n\<ge>N. f n \<in> S))"
unfolding tendsto_def eventually_sequentially by auto
lemma Lim_bounded_PInfty2: "f \<longlonglongrightarrow> l \<Longrightarrow> \<forall>n\<ge>N. f n \<le> ereal B \<Longrightarrow> l \<noteq> \<infinity>"
using LIMSEQ_le_const2[of f l "ereal B"] by fastforce
lemma Lim_bounded_ereal: "f \<longlonglongrightarrow> (l :: 'a::linorder_topology) \<Longrightarrow> \<forall>n\<ge>M. f n \<le> C \<Longrightarrow> l \<le> C"
by (intro LIMSEQ_le_const2) auto
lemma Lim_bounded2_ereal:
assumes lim:"f \<longlonglongrightarrow> (l :: 'a::linorder_topology)"
and ge: "\<forall>n\<ge>N. f n \<ge> C"
shows "l \<ge> C"
using ge
by (intro tendsto_le[OF trivial_limit_sequentially lim tendsto_const])
(auto simp: eventually_sequentially)
lemma real_of_ereal_mult[simp]:
fixes a b :: ereal
shows "real_of_ereal (a * b) = real_of_ereal a * real_of_ereal b"
by (cases rule: ereal2_cases[of a b]) auto
lemma real_of_ereal_eq_0:
fixes x :: ereal
shows "real_of_ereal x = 0 \<longleftrightarrow> x = \<infinity> \<or> x = -\<infinity> \<or> x = 0"
by (cases x) auto
lemma tendsto_ereal_realD:
fixes f :: "'a \<Rightarrow> ereal"
assumes "x \<noteq> 0"
and tendsto: "((\<lambda>x. ereal (real_of_ereal (f x))) \<longlongrightarrow> x) net"
shows "(f \<longlongrightarrow> x) net"
proof (intro topological_tendstoI)
fix S
assume S: "open S" "x \<in> S"
with \<open>x \<noteq> 0\<close> have "open (S - {0})" "x \<in> S - {0}"
by auto
from tendsto[THEN topological_tendstoD, OF this]
show "eventually (\<lambda>x. f x \<in> S) net"
by (rule eventually_rev_mp) (auto simp: ereal_real)
qed
lemma tendsto_ereal_realI:
fixes f :: "'a \<Rightarrow> ereal"
assumes x: "\<bar>x\<bar> \<noteq> \<infinity>" and tendsto: "(f \<longlongrightarrow> x) net"
shows "((\<lambda>x. ereal (real_of_ereal (f x))) \<longlongrightarrow> x) net"
proof (intro topological_tendstoI)
fix S
assume "open S" and "x \<in> S"
with x have "open (S - {\<infinity>, -\<infinity>})" "x \<in> S - {\<infinity>, -\<infinity>}"
by auto
from tendsto[THEN topological_tendstoD, OF this]
show "eventually (\<lambda>x. ereal (real_of_ereal (f x)) \<in> S) net"
by (elim eventually_mono) (auto simp: ereal_real)
qed
lemma ereal_mult_cancel_left:
fixes a b c :: ereal
shows "a * b = a * c \<longleftrightarrow> (\<bar>a\<bar> = \<infinity> \<and> 0 < b * c) \<or> a = 0 \<or> b = c"
by (cases rule: ereal3_cases[of a b c]) (simp_all add: zero_less_mult_iff)
lemma tendsto_add_ereal:
fixes x y :: ereal
assumes x: "\<bar>x\<bar> \<noteq> \<infinity>" and y: "\<bar>y\<bar> \<noteq> \<infinity>"
assumes f: "(f \<longlongrightarrow> x) F" and g: "(g \<longlongrightarrow> y) F"
shows "((\<lambda>x. f x + g x) \<longlongrightarrow> x + y) F"
proof -
from x obtain r where x': "x = ereal r" by (cases x) auto
with f have "((\<lambda>i. real_of_ereal (f i)) \<longlongrightarrow> r) F" by simp
moreover
from y obtain p where y': "y = ereal p" by (cases y) auto
with g have "((\<lambda>i. real_of_ereal (g i)) \<longlongrightarrow> p) F" by simp
ultimately have "((\<lambda>i. real_of_ereal (f i) + real_of_ereal (g i)) \<longlongrightarrow> r + p) F"
by (rule tendsto_add)
moreover
from eventually_finite[OF x f] eventually_finite[OF y g]
have "eventually (\<lambda>x. f x + g x = ereal (real_of_ereal (f x) + real_of_ereal (g x))) F"
by eventually_elim auto
ultimately show ?thesis
by (simp add: x' y' cong: filterlim_cong)
qed
lemma tendsto_add_ereal_nonneg:
fixes x y :: "ereal"
assumes "x \<noteq> -\<infinity>" "y \<noteq> -\<infinity>" "(f \<longlongrightarrow> x) F" "(g \<longlongrightarrow> y) F"
shows "((\<lambda>x. f x + g x) \<longlongrightarrow> x + y) F"
proof cases
assume "x = \<infinity> \<or> y = \<infinity>"
moreover
{ fix y :: ereal and f g :: "'a \<Rightarrow> ereal" assume "y \<noteq> -\<infinity>" "(f \<longlongrightarrow> \<infinity>) F" "(g \<longlongrightarrow> y) F"
then obtain y' where "-\<infinity> < y'" "y' < y"
using dense[of "-\<infinity>" y] by auto
have "((\<lambda>x. f x + g x) \<longlongrightarrow> \<infinity>) F"
proof (rule tendsto_sandwich)
have "\<forall>\<^sub>F x in F. y' < g x"
using order_tendstoD(1)[OF \<open>(g \<longlongrightarrow> y) F\<close> \<open>y' < y\<close>] by auto
then show "\<forall>\<^sub>F x in F. f x + y' \<le> f x + g x"
by eventually_elim (auto intro!: add_mono)
show "\<forall>\<^sub>F n in F. f n + g n \<le> \<infinity>" "((\<lambda>n. \<infinity>) \<longlongrightarrow> \<infinity>) F"
by auto
show "((\<lambda>x. f x + y') \<longlongrightarrow> \<infinity>) F"
using tendsto_cadd_ereal[of y' \<infinity> f F] \<open>(f \<longlongrightarrow> \<infinity>) F\<close> \<open>-\<infinity> < y'\<close> by auto
qed }
note this[of y f g] this[of x g f]
ultimately show ?thesis
using assms by (auto simp: add_ac)
next
assume "\<not> (x = \<infinity> \<or> y = \<infinity>)"
with assms tendsto_add_ereal[of x y f F g]
show ?thesis
by auto
qed
lemma ereal_inj_affinity:
fixes m t :: ereal
assumes "\<bar>m\<bar> \<noteq> \<infinity>"
and "m \<noteq> 0"
and "\<bar>t\<bar> \<noteq> \<infinity>"
shows "inj_on (\<lambda>x. m * x + t) A"
using assms
by (cases rule: ereal2_cases[of m t])
(auto intro!: inj_onI simp: ereal_add_cancel_right ereal_mult_cancel_left)
lemma ereal_PInfty_eq_plus[simp]:
fixes a b :: ereal
shows "\<infinity> = a + b \<longleftrightarrow> a = \<infinity> \<or> b = \<infinity>"
by (cases rule: ereal2_cases[of a b]) auto
lemma ereal_MInfty_eq_plus[simp]:
fixes a b :: ereal
shows "-\<infinity> = a + b \<longleftrightarrow> (a = -\<infinity> \<and> b \<noteq> \<infinity>) \<or> (b = -\<infinity> \<and> a \<noteq> \<infinity>)"
by (cases rule: ereal2_cases[of a b]) auto
lemma ereal_less_divide_pos:
fixes x y :: ereal
shows "x > 0 \<Longrightarrow> x \<noteq> \<infinity> \<Longrightarrow> y < z / x \<longleftrightarrow> x * y < z"
by (cases rule: ereal3_cases[of x y z]) (auto simp: field_simps)
lemma ereal_divide_less_pos:
fixes x y z :: ereal
shows "x > 0 \<Longrightarrow> x \<noteq> \<infinity> \<Longrightarrow> y / x < z \<longleftrightarrow> y < x * z"
by (cases rule: ereal3_cases[of x y z]) (auto simp: field_simps)
lemma ereal_divide_eq:
fixes a b c :: ereal
shows "b \<noteq> 0 \<Longrightarrow> \<bar>b\<bar> \<noteq> \<infinity> \<Longrightarrow> a / b = c \<longleftrightarrow> a = b * c"
by (cases rule: ereal3_cases[of a b c])
(simp_all add: field_simps)
lemma ereal_inverse_not_MInfty[simp]: "inverse (a::ereal) \<noteq> -\<infinity>"
by (cases a) auto
lemma ereal_mult_m1[simp]: "x * ereal (-1) = -x"
by (cases x) auto
lemma ereal_real':
assumes "\<bar>x\<bar> \<noteq> \<infinity>"
shows "ereal (real_of_ereal x) = x"
using assms by auto
lemma real_ereal_id: "real_of_ereal \<circ> ereal = id"
proof -
{
fix x
have "(real_of_ereal o ereal) x = id x"
by auto
}
then show ?thesis
using ext by blast
qed
lemma open_image_ereal: "open(UNIV-{ \<infinity> , (-\<infinity> :: ereal)})"
by (metis range_ereal open_ereal open_UNIV)
lemma ereal_le_distrib:
fixes a b c :: ereal
shows "c * (a + b) \<le> c * a + c * b"
by (cases rule: ereal3_cases[of a b c])
(auto simp add: field_simps not_le mult_le_0_iff mult_less_0_iff)
lemma ereal_pos_distrib:
fixes a b c :: ereal
assumes "0 \<le> c"
and "c \<noteq> \<infinity>"
shows "c * (a + b) = c * a + c * b"
using assms
by (cases rule: ereal3_cases[of a b c])
(auto simp add: field_simps not_le mult_le_0_iff mult_less_0_iff)
lemma ereal_max_mono: "(a::ereal) \<le> b \<Longrightarrow> c \<le> d \<Longrightarrow> max a c \<le> max b d"
by (metis sup_ereal_def sup_mono)
lemma ereal_max_least: "(a::ereal) \<le> x \<Longrightarrow> c \<le> x \<Longrightarrow> max a c \<le> x"
by (metis sup_ereal_def sup_least)
lemma ereal_LimI_finite:
fixes x :: ereal
assumes "\<bar>x\<bar> \<noteq> \<infinity>"
and "\<And>r. 0 < r \<Longrightarrow> \<exists>N. \<forall>n\<ge>N. u n < x + r \<and> x < u n + r"
shows "u \<longlonglongrightarrow> x"
proof (rule topological_tendstoI, unfold eventually_sequentially)
obtain rx where rx: "x = ereal rx"
using assms by (cases x) auto
fix S
assume "open S" and "x \<in> S"
then have "open (ereal -` S)"
unfolding open_ereal_def by auto
with \<open>x \<in> S\<close> obtain r where "0 < r" and dist: "dist y rx < r \<Longrightarrow> ereal y \<in> S" for y
unfolding open_dist rx by auto
then obtain n
where upper: "u N < x + ereal r"
and lower: "x < u N + ereal r"
if "n \<le> N" for N
using assms(2)[of "ereal r"] by auto
show "\<exists>N. \<forall>n\<ge>N. u n \<in> S"
proof (safe intro!: exI[of _ n])
fix N
assume "n \<le> N"
from upper[OF this] lower[OF this] assms \<open>0 < r\<close>
have "u N \<notin> {\<infinity>,(-\<infinity>)}"
by auto
then obtain ra where ra_def: "(u N) = ereal ra"
by (cases "u N") auto
then have "rx < ra + r" and "ra < rx + r"
using rx assms \<open>0 < r\<close> lower[OF \<open>n \<le> N\<close>] upper[OF \<open>n \<le> N\<close>]
by auto
then have "dist (real_of_ereal (u N)) rx < r"
using rx ra_def
by (auto simp: dist_real_def abs_diff_less_iff field_simps)
from dist[OF this] show "u N \<in> S"
using \<open>u N \<notin> {\<infinity>, -\<infinity>}\<close>
by (auto simp: ereal_real split: if_split_asm)
qed
qed
lemma tendsto_obtains_N:
assumes "f \<longlonglongrightarrow> f0"
assumes "open S"
and "f0 \<in> S"
obtains N where "\<forall>n\<ge>N. f n \<in> S"
using assms using tendsto_def
using tendsto_explicit[of f f0] assms by auto
lemma ereal_LimI_finite_iff:
fixes x :: ereal
assumes "\<bar>x\<bar> \<noteq> \<infinity>"
shows "u \<longlonglongrightarrow> x \<longleftrightarrow> (\<forall>r. 0 < r \<longrightarrow> (\<exists>N. \<forall>n\<ge>N. u n < x + r \<and> x < u n + r))"
(is "?lhs \<longleftrightarrow> ?rhs")
proof
assume lim: "u \<longlonglongrightarrow> x"
{
fix r :: ereal
assume "r > 0"
then obtain N where "\<forall>n\<ge>N. u n \<in> {x - r <..< x + r}"
apply (subst tendsto_obtains_N[of u x "{x - r <..< x + r}"])
using lim ereal_between[of x r] assms \<open>r > 0\<close>
apply auto
done
then have "\<exists>N. \<forall>n\<ge>N. u n < x + r \<and> x < u n + r"
using ereal_minus_less[of r x]
by (cases r) auto
}
then show ?rhs
by auto
next
assume ?rhs
then show "u \<longlonglongrightarrow> x"
using ereal_LimI_finite[of x] assms by auto
qed
lemma ereal_Limsup_uminus:
fixes f :: "'a \<Rightarrow> ereal"
shows "Limsup net (\<lambda>x. - (f x)) = - Liminf net f"
unfolding Limsup_def Liminf_def ereal_SUP_uminus ereal_INF_uminus_eq ..
lemma liminf_bounded_iff:
fixes x :: "nat \<Rightarrow> ereal"
shows "C \<le> liminf x \<longleftrightarrow> (\<forall>B<C. \<exists>N. \<forall>n\<ge>N. B < x n)"
(is "?lhs \<longleftrightarrow> ?rhs")
unfolding le_Liminf_iff eventually_sequentially ..
lemma Liminf_add_le:
fixes f g :: "_ \<Rightarrow> ereal"
assumes F: "F \<noteq> bot"
assumes ev: "eventually (\<lambda>x. 0 \<le> f x) F" "eventually (\<lambda>x. 0 \<le> g x) F"
shows "Liminf F f + Liminf F g \<le> Liminf F (\<lambda>x. f x + g x)"
unfolding Liminf_def
proof (subst SUP_ereal_add_left[symmetric])
let ?F = "{P. eventually P F}"
let ?INF = "\<lambda>P g. INFIMUM (Collect P) g"
show "?F \<noteq> {}"
by (auto intro: eventually_True)
show "(SUP P:?F. ?INF P g) \<noteq> - \<infinity>"
unfolding bot_ereal_def[symmetric] SUP_bot_conv INF_eq_bot_iff
by (auto intro!: exI[of _ 0] ev simp: bot_ereal_def)
have "(SUP P:?F. ?INF P f + (SUP P:?F. ?INF P g)) \<le> (SUP P:?F. (SUP P':?F. ?INF P f + ?INF P' g))"
proof (safe intro!: SUP_mono bexI[of _ "\<lambda>x. P x \<and> 0 \<le> f x" for P])
fix P let ?P' = "\<lambda>x. P x \<and> 0 \<le> f x"
assume "eventually P F"
with ev show "eventually ?P' F"
by eventually_elim auto
have "?INF P f + (SUP P:?F. ?INF P g) \<le> ?INF ?P' f + (SUP P:?F. ?INF P g)"
by (intro ereal_add_mono INF_mono) auto
also have "\<dots> = (SUP P':?F. ?INF ?P' f + ?INF P' g)"
proof (rule SUP_ereal_add_right[symmetric])
show "INFIMUM {x. P x \<and> 0 \<le> f x} f \<noteq> - \<infinity>"
unfolding bot_ereal_def[symmetric] INF_eq_bot_iff
by (auto intro!: exI[of _ 0] ev simp: bot_ereal_def)
qed fact
finally show "?INF P f + (SUP P:?F. ?INF P g) \<le> (SUP P':?F. ?INF ?P' f + ?INF P' g)" .
qed
also have "\<dots> \<le> (SUP P:?F. INF x:Collect P. f x + g x)"
proof (safe intro!: SUP_least)
fix P Q assume *: "eventually P F" "eventually Q F"
show "?INF P f + ?INF Q g \<le> (SUP P:?F. INF x:Collect P. f x + g x)"
proof (rule SUP_upper2)
show "(\<lambda>x. P x \<and> Q x) \<in> ?F"
using * by (auto simp: eventually_conj)
show "?INF P f + ?INF Q g \<le> (INF x:{x. P x \<and> Q x}. f x + g x)"
by (intro INF_greatest ereal_add_mono) (auto intro: INF_lower)
qed
qed
finally show "(SUP P:?F. ?INF P f + (SUP P:?F. ?INF P g)) \<le> (SUP P:?F. INF x:Collect P. f x + g x)" .
qed
lemma Sup_ereal_mult_right':
assumes nonempty: "Y \<noteq> {}"
and x: "x \<ge> 0"
shows "(SUP i:Y. f i) * ereal x = (SUP i:Y. f i * ereal x)" (is "?lhs = ?rhs")
proof(cases "x = 0")
case True thus ?thesis by(auto simp add: nonempty zero_ereal_def[symmetric])
next
case False
show ?thesis
proof(rule antisym)
show "?rhs \<le> ?lhs"
by(rule SUP_least)(simp add: ereal_mult_right_mono SUP_upper x)
next
have "?lhs / ereal x = (SUP i:Y. f i) * (ereal x / ereal x)" by(simp only: ereal_times_divide_eq)
also have "\<dots> = (SUP i:Y. f i)" using False by simp
also have "\<dots> \<le> ?rhs / x"
proof(rule SUP_least)
fix i
assume "i \<in> Y"
have "f i = f i * (ereal x / ereal x)" using False by simp
also have "\<dots> = f i * x / x" by(simp only: ereal_times_divide_eq)
also from \<open>i \<in> Y\<close> have "f i * x \<le> ?rhs" by(rule SUP_upper)
hence "f i * x / x \<le> ?rhs / x" using x False by simp
finally show "f i \<le> ?rhs / x" .
qed
finally have "(?lhs / x) * x \<le> (?rhs / x) * x"
by(rule ereal_mult_right_mono)(simp add: x)
also have "\<dots> = ?rhs" using False ereal_divide_eq mult.commute by force
also have "(?lhs / x) * x = ?lhs" using False ereal_divide_eq mult.commute by force
finally show "?lhs \<le> ?rhs" .
qed
qed
lemma Sup_ereal_mult_left':
"\<lbrakk> Y \<noteq> {}; x \<ge> 0 \<rbrakk> \<Longrightarrow> ereal x * (SUP i:Y. f i) = (SUP i:Y. ereal x * f i)"
by(subst (1 2) mult.commute)(rule Sup_ereal_mult_right')
lemma sup_continuous_add[order_continuous_intros]:
fixes f g :: "'a::complete_lattice \<Rightarrow> ereal"
assumes nn: "\<And>x. 0 \<le> f x" "\<And>x. 0 \<le> g x" and cont: "sup_continuous f" "sup_continuous g"
shows "sup_continuous (\<lambda>x. f x + g x)"
unfolding sup_continuous_def
proof safe
fix M :: "nat \<Rightarrow> 'a" assume "incseq M"
then show "f (SUP i. M i) + g (SUP i. M i) = (SUP i. f (M i) + g (M i))"
using SUP_ereal_add_pos[of "\<lambda>i. f (M i)" "\<lambda>i. g (M i)"] nn
cont[THEN sup_continuous_mono] cont[THEN sup_continuousD]
by (auto simp: mono_def)
qed
lemma sup_continuous_mult_right[order_continuous_intros]:
"0 \<le> c \<Longrightarrow> c < \<infinity> \<Longrightarrow> sup_continuous f \<Longrightarrow> sup_continuous (\<lambda>x. f x * c :: ereal)"
by (cases c) (auto simp: sup_continuous_def fun_eq_iff Sup_ereal_mult_right')
lemma sup_continuous_mult_left[order_continuous_intros]:
"0 \<le> c \<Longrightarrow> c < \<infinity> \<Longrightarrow> sup_continuous f \<Longrightarrow> sup_continuous (\<lambda>x. c * f x :: ereal)"
using sup_continuous_mult_right[of c f] by (simp add: mult_ac)
lemma sup_continuous_ereal_of_enat[order_continuous_intros]:
assumes f: "sup_continuous f" shows "sup_continuous (\<lambda>x. ereal_of_enat (f x))"
by (rule sup_continuous_compose[OF _ f])
(auto simp: sup_continuous_def ereal_of_enat_SUP)
subsubsection \<open>Sums\<close>
lemma sums_ereal_positive:
fixes f :: "nat \<Rightarrow> ereal"
assumes "\<And>i. 0 \<le> f i"
shows "f sums (SUP n. \<Sum>i<n. f i)"
proof -
have "incseq (\<lambda>i. \<Sum>j=0..<i. f j)"
using ereal_add_mono[OF _ assms]
by (auto intro!: incseq_SucI)
from LIMSEQ_SUP[OF this]
show ?thesis unfolding sums_def
by (simp add: atLeast0LessThan)
qed
lemma summable_ereal_pos:
fixes f :: "nat \<Rightarrow> ereal"
assumes "\<And>i. 0 \<le> f i"
shows "summable f"
using sums_ereal_positive[of f, OF assms]
unfolding summable_def
by auto
lemma sums_ereal: "(\<lambda>x. ereal (f x)) sums ereal x \<longleftrightarrow> f sums x"
unfolding sums_def by simp
lemma suminf_ereal_eq_SUP:
fixes f :: "nat \<Rightarrow> ereal"
assumes "\<And>i. 0 \<le> f i"
shows "(\<Sum>x. f x) = (SUP n. \<Sum>i<n. f i)"
using sums_ereal_positive[of f, OF assms, THEN sums_unique]
by simp
lemma suminf_bound:
fixes f :: "nat \<Rightarrow> ereal"
assumes "\<forall>N. (\<Sum>n<N. f n) \<le> x"
and pos: "\<And>n. 0 \<le> f n"
shows "suminf f \<le> x"
proof (rule Lim_bounded_ereal)
have "summable f" using pos[THEN summable_ereal_pos] .
then show "(\<lambda>N. \<Sum>n<N. f n) \<longlonglongrightarrow> suminf f"
by (auto dest!: summable_sums simp: sums_def atLeast0LessThan)
show "\<forall>n\<ge>0. setsum f {..<n} \<le> x"
using assms by auto
qed
lemma suminf_bound_add:
fixes f :: "nat \<Rightarrow> ereal"
assumes "\<forall>N. (\<Sum>n<N. f n) + y \<le> x"
and pos: "\<And>n. 0 \<le> f n"
and "y \<noteq> -\<infinity>"
shows "suminf f + y \<le> x"
proof (cases y)
case (real r)
then have "\<forall>N. (\<Sum>n<N. f n) \<le> x - y"
using assms by (simp add: ereal_le_minus)
then have "(\<Sum> n. f n) \<le> x - y"
using pos by (rule suminf_bound)
then show "(\<Sum> n. f n) + y \<le> x"
using assms real by (simp add: ereal_le_minus)
qed (insert assms, auto)
lemma suminf_upper:
fixes f :: "nat \<Rightarrow> ereal"
assumes "\<And>n. 0 \<le> f n"
shows "(\<Sum>n<N. f n) \<le> (\<Sum>n. f n)"
unfolding suminf_ereal_eq_SUP [OF assms]
by (auto intro: complete_lattice_class.SUP_upper)
lemma suminf_0_le:
fixes f :: "nat \<Rightarrow> ereal"
assumes "\<And>n. 0 \<le> f n"
shows "0 \<le> (\<Sum>n. f n)"
using suminf_upper[of f 0, OF assms]
by simp
lemma suminf_le_pos:
fixes f g :: "nat \<Rightarrow> ereal"
assumes "\<And>N. f N \<le> g N"
and "\<And>N. 0 \<le> f N"
shows "suminf f \<le> suminf g"
proof (safe intro!: suminf_bound)
fix n
{
fix N
have "0 \<le> g N"
using assms(2,1)[of N] by auto
}
have "setsum f {..<n} \<le> setsum g {..<n}"
using assms by (auto intro: setsum_mono)
also have "\<dots> \<le> suminf g"
using \<open>\<And>N. 0 \<le> g N\<close>
by (rule suminf_upper)
finally show "setsum f {..<n} \<le> suminf g" .
qed (rule assms(2))
lemma suminf_half_series_ereal: "(\<Sum>n. (1/2 :: ereal) ^ Suc n) = 1"
using sums_ereal[THEN iffD2, OF power_half_series, THEN sums_unique, symmetric]
by (simp add: one_ereal_def)
lemma suminf_add_ereal:
fixes f g :: "nat \<Rightarrow> ereal"
assumes "\<And>i. 0 \<le> f i"
and "\<And>i. 0 \<le> g i"
shows "(\<Sum>i. f i + g i) = suminf f + suminf g"
apply (subst (1 2 3) suminf_ereal_eq_SUP)
unfolding setsum.distrib
apply (intro assms ereal_add_nonneg_nonneg SUP_ereal_add_pos incseq_setsumI setsum_nonneg ballI)+
done
lemma suminf_cmult_ereal:
fixes f g :: "nat \<Rightarrow> ereal"
assumes "\<And>i. 0 \<le> f i"
and "0 \<le> a"
shows "(\<Sum>i. a * f i) = a * suminf f"
by (auto simp: setsum_ereal_right_distrib[symmetric] assms
ereal_zero_le_0_iff setsum_nonneg suminf_ereal_eq_SUP
intro!: SUP_ereal_mult_left)
lemma suminf_PInfty:
fixes f :: "nat \<Rightarrow> ereal"
assumes "\<And>i. 0 \<le> f i"
and "suminf f \<noteq> \<infinity>"
shows "f i \<noteq> \<infinity>"
proof -
from suminf_upper[of f "Suc i", OF assms(1)] assms(2)
have "(\<Sum>i<Suc i. f i) \<noteq> \<infinity>"
by auto
then show ?thesis
unfolding setsum_Pinfty by simp
qed
lemma suminf_PInfty_fun:
assumes "\<And>i. 0 \<le> f i"
and "suminf f \<noteq> \<infinity>"
shows "\<exists>f'. f = (\<lambda>x. ereal (f' x))"
proof -
have "\<forall>i. \<exists>r. f i = ereal r"
proof
fix i
show "\<exists>r. f i = ereal r"
using suminf_PInfty[OF assms] assms(1)[of i]
by (cases "f i") auto
qed
from choice[OF this] show ?thesis
by auto
qed
lemma summable_ereal:
assumes "\<And>i. 0 \<le> f i"
and "(\<Sum>i. ereal (f i)) \<noteq> \<infinity>"
shows "summable f"
proof -
have "0 \<le> (\<Sum>i. ereal (f i))"
using assms by (intro suminf_0_le) auto
with assms obtain r where r: "(\<Sum>i. ereal (f i)) = ereal r"
by (cases "\<Sum>i. ereal (f i)") auto
from summable_ereal_pos[of "\<lambda>x. ereal (f x)"]
have "summable (\<lambda>x. ereal (f x))"
using assms by auto
from summable_sums[OF this]
have "(\<lambda>x. ereal (f x)) sums (\<Sum>x. ereal (f x))"
by auto
then show "summable f"
unfolding r sums_ereal summable_def ..
qed
lemma suminf_ereal:
assumes "\<And>i. 0 \<le> f i"
and "(\<Sum>i. ereal (f i)) \<noteq> \<infinity>"
shows "(\<Sum>i. ereal (f i)) = ereal (suminf f)"
proof (rule sums_unique[symmetric])
from summable_ereal[OF assms]
show "(\<lambda>x. ereal (f x)) sums (ereal (suminf f))"
unfolding sums_ereal
using assms
by (intro summable_sums summable_ereal)
qed
lemma suminf_ereal_minus:
fixes f g :: "nat \<Rightarrow> ereal"
assumes ord: "\<And>i. g i \<le> f i" "\<And>i. 0 \<le> g i"
and fin: "suminf f \<noteq> \<infinity>" "suminf g \<noteq> \<infinity>"
shows "(\<Sum>i. f i - g i) = suminf f - suminf g"
proof -
{
fix i
have "0 \<le> f i"
using ord[of i] by auto
}
moreover
from suminf_PInfty_fun[OF \<open>\<And>i. 0 \<le> f i\<close> fin(1)] obtain f' where [simp]: "f = (\<lambda>x. ereal (f' x))" ..
from suminf_PInfty_fun[OF \<open>\<And>i. 0 \<le> g i\<close> fin(2)] obtain g' where [simp]: "g = (\<lambda>x. ereal (g' x))" ..
{
fix i
have "0 \<le> f i - g i"
using ord[of i] by (auto simp: ereal_le_minus_iff)
}
moreover
have "suminf (\<lambda>i. f i - g i) \<le> suminf f"
using assms by (auto intro!: suminf_le_pos simp: field_simps)
then have "suminf (\<lambda>i. f i - g i) \<noteq> \<infinity>"
using fin by auto
ultimately show ?thesis
using assms \<open>\<And>i. 0 \<le> f i\<close>
apply simp
apply (subst (1 2 3) suminf_ereal)
apply (auto intro!: suminf_diff[symmetric] summable_ereal)
done
qed
lemma suminf_ereal_PInf [simp]: "(\<Sum>x. \<infinity>::ereal) = \<infinity>"
proof -
have "(\<Sum>i<Suc 0. \<infinity>) \<le> (\<Sum>x. \<infinity>::ereal)"
by (rule suminf_upper) auto
then show ?thesis
by simp
qed
lemma summable_real_of_ereal:
fixes f :: "nat \<Rightarrow> ereal"
assumes f: "\<And>i. 0 \<le> f i"
and fin: "(\<Sum>i. f i) \<noteq> \<infinity>"
shows "summable (\<lambda>i. real_of_ereal (f i))"
proof (rule summable_def[THEN iffD2])
have "0 \<le> (\<Sum>i. f i)"
using assms by (auto intro: suminf_0_le)
with fin obtain r where r: "ereal r = (\<Sum>i. f i)"
by (cases "(\<Sum>i. f i)") auto
{
fix i
have "f i \<noteq> \<infinity>"
using f by (intro suminf_PInfty[OF _ fin]) auto
then have "\<bar>f i\<bar> \<noteq> \<infinity>"
using f[of i] by auto
}
note fin = this
have "(\<lambda>i. ereal (real_of_ereal (f i))) sums (\<Sum>i. ereal (real_of_ereal (f i)))"
using f
by (auto intro!: summable_ereal_pos simp: ereal_le_real_iff zero_ereal_def)
also have "\<dots> = ereal r"
using fin r by (auto simp: ereal_real)
finally show "\<exists>r. (\<lambda>i. real_of_ereal (f i)) sums r"
by (auto simp: sums_ereal)
qed
lemma suminf_SUP_eq:
fixes f :: "nat \<Rightarrow> nat \<Rightarrow> ereal"
assumes "\<And>i. incseq (\<lambda>n. f n i)"
and "\<And>n i. 0 \<le> f n i"
shows "(\<Sum>i. SUP n. f n i) = (SUP n. \<Sum>i. f n i)"
proof -
{
fix n :: nat
have "(\<Sum>i<n. SUP k. f k i) = (SUP k. \<Sum>i<n. f k i)"
using assms
by (auto intro!: SUP_ereal_setsum [symmetric])
}
note * = this
show ?thesis
using assms
apply (subst (1 2) suminf_ereal_eq_SUP)
unfolding *
apply (auto intro!: SUP_upper2)
apply (subst SUP_commute)
apply rule
done
qed
lemma suminf_setsum_ereal:
fixes f :: "_ \<Rightarrow> _ \<Rightarrow> ereal"
assumes nonneg: "\<And>i a. a \<in> A \<Longrightarrow> 0 \<le> f i a"
shows "(\<Sum>i. \<Sum>a\<in>A. f i a) = (\<Sum>a\<in>A. \<Sum>i. f i a)"
proof (cases "finite A")
case True
then show ?thesis
using nonneg
by induct (simp_all add: suminf_add_ereal setsum_nonneg)
next
case False
then show ?thesis by simp
qed
lemma suminf_ereal_eq_0:
fixes f :: "nat \<Rightarrow> ereal"
assumes nneg: "\<And>i. 0 \<le> f i"
shows "(\<Sum>i. f i) = 0 \<longleftrightarrow> (\<forall>i. f i = 0)"
proof
assume "(\<Sum>i. f i) = 0"
{
fix i
assume "f i \<noteq> 0"
with nneg have "0 < f i"
by (auto simp: less_le)
also have "f i = (\<Sum>j. if j = i then f i else 0)"
by (subst suminf_finite[where N="{i}"]) auto
also have "\<dots> \<le> (\<Sum>i. f i)"
using nneg
by (auto intro!: suminf_le_pos)
finally have False
using \<open>(\<Sum>i. f i) = 0\<close> by auto
}
then show "\<forall>i. f i = 0"
by auto
qed simp
lemma suminf_ereal_offset_le:
fixes f :: "nat \<Rightarrow> ereal"
assumes f: "\<And>i. 0 \<le> f i"
shows "(\<Sum>i. f (i + k)) \<le> suminf f"
proof -
have "(\<lambda>n. \<Sum>i<n. f (i + k)) \<longlonglongrightarrow> (\<Sum>i. f (i + k))"
using summable_sums[OF summable_ereal_pos] by (simp add: sums_def atLeast0LessThan f)
moreover have "(\<lambda>n. \<Sum>i<n. f i) \<longlonglongrightarrow> (\<Sum>i. f i)"
using summable_sums[OF summable_ereal_pos] by (simp add: sums_def atLeast0LessThan f)
then have "(\<lambda>n. \<Sum>i<n + k. f i) \<longlonglongrightarrow> (\<Sum>i. f i)"
by (rule LIMSEQ_ignore_initial_segment)
ultimately show ?thesis
proof (rule LIMSEQ_le, safe intro!: exI[of _ k])
fix n assume "k \<le> n"
have "(\<Sum>i<n. f (i + k)) = (\<Sum>i<n. (f \<circ> (\<lambda>i. i + k)) i)"
by simp
also have "\<dots> = (\<Sum>i\<in>(\<lambda>i. i + k) ` {..<n}. f i)"
by (subst setsum.reindex) auto
also have "\<dots> \<le> setsum f {..<n + k}"
by (intro setsum_mono3) (auto simp: f)
finally show "(\<Sum>i<n. f (i + k)) \<le> setsum f {..<n + k}" .
qed
qed
lemma sums_suminf_ereal: "f sums x \<Longrightarrow> (\<Sum>i. ereal (f i)) = ereal x"
by (metis sums_ereal sums_unique)
lemma suminf_ereal': "summable f \<Longrightarrow> (\<Sum>i. ereal (f i)) = ereal (\<Sum>i. f i)"
by (metis sums_ereal sums_unique summable_def)
lemma suminf_ereal_finite: "summable f \<Longrightarrow> (\<Sum>i. ereal (f i)) \<noteq> \<infinity>"
by (auto simp: sums_ereal[symmetric] summable_def sums_unique[symmetric])
lemma suminf_ereal_finite_neg:
assumes "summable f"
shows "(\<Sum>x. ereal (f x)) \<noteq> -\<infinity>"
proof-
from assms obtain x where "f sums x" by blast
hence "(\<lambda>x. ereal (f x)) sums ereal x" by (simp add: sums_ereal)
from sums_unique[OF this] have "(\<Sum>x. ereal (f x)) = ereal x" ..
thus "(\<Sum>x. ereal (f x)) \<noteq> -\<infinity>" by simp_all
qed
lemma SUP_ereal_add_directed:
fixes f g :: "'a \<Rightarrow> ereal"
assumes nonneg: "\<And>i. i \<in> I \<Longrightarrow> 0 \<le> f i" "\<And>i. i \<in> I \<Longrightarrow> 0 \<le> g i"
assumes directed: "\<And>i j. i \<in> I \<Longrightarrow> j \<in> I \<Longrightarrow> \<exists>k\<in>I. f i + g j \<le> f k + g k"
shows "(SUP i:I. f i + g i) = (SUP i:I. f i) + (SUP i:I. g i)"
proof cases
assume "I = {}" then show ?thesis
by (simp add: bot_ereal_def)
next
assume "I \<noteq> {}"
show ?thesis
proof (rule antisym)
show "(SUP i:I. f i + g i) \<le> (SUP i:I. f i) + (SUP i:I. g i)"
by (rule SUP_least; intro ereal_add_mono SUP_upper)
next
have "bot < (SUP i:I. g i)"
using \<open>I \<noteq> {}\<close> nonneg(2) by (auto simp: bot_ereal_def less_SUP_iff)
then have "(SUP i:I. f i) + (SUP i:I. g i) = (SUP i:I. f i + (SUP i:I. g i))"
by (intro SUP_ereal_add_left[symmetric] \<open>I \<noteq> {}\<close>) auto
also have "\<dots> = (SUP i:I. (SUP j:I. f i + g j))"
using nonneg(1) by (intro SUP_cong refl SUP_ereal_add_right[symmetric] \<open>I \<noteq> {}\<close>) auto
also have "\<dots> \<le> (SUP i:I. f i + g i)"
using directed by (intro SUP_least) (blast intro: SUP_upper2)
finally show "(SUP i:I. f i) + (SUP i:I. g i) \<le> (SUP i:I. f i + g i)" .
qed
qed
lemma SUP_ereal_setsum_directed:
fixes f g :: "'a \<Rightarrow> 'b \<Rightarrow> ereal"
assumes "I \<noteq> {}"
assumes directed: "\<And>N i j. N \<subseteq> A \<Longrightarrow> i \<in> I \<Longrightarrow> j \<in> I \<Longrightarrow> \<exists>k\<in>I. \<forall>n\<in>N. f n i \<le> f n k \<and> f n j \<le> f n k"
assumes nonneg: "\<And>n i. i \<in> I \<Longrightarrow> n \<in> A \<Longrightarrow> 0 \<le> f n i"
shows "(SUP i:I. \<Sum>n\<in>A. f n i) = (\<Sum>n\<in>A. SUP i:I. f n i)"
proof -
have "N \<subseteq> A \<Longrightarrow> (SUP i:I. \<Sum>n\<in>N. f n i) = (\<Sum>n\<in>N. SUP i:I. f n i)" for N
proof (induction N rule: infinite_finite_induct)
case (insert n N)
moreover have "(SUP i:I. f n i + (\<Sum>l\<in>N. f l i)) = (SUP i:I. f n i) + (SUP i:I. \<Sum>l\<in>N. f l i)"
proof (rule SUP_ereal_add_directed)
fix i assume "i \<in> I" then show "0 \<le> f n i" "0 \<le> (\<Sum>l\<in>N. f l i)"
using insert by (auto intro!: setsum_nonneg nonneg)
next
fix i j assume "i \<in> I" "j \<in> I"
from directed[OF \<open>insert n N \<subseteq> A\<close> this] guess k ..
then show "\<exists>k\<in>I. f n i + (\<Sum>l\<in>N. f l j) \<le> f n k + (\<Sum>l\<in>N. f l k)"
by (intro bexI[of _ k]) (auto intro!: ereal_add_mono setsum_mono)
qed
ultimately show ?case
by simp
qed (simp_all add: SUP_constant \<open>I \<noteq> {}\<close>)
from this[of A] show ?thesis by simp
qed
lemma suminf_SUP_eq_directed:
fixes f :: "_ \<Rightarrow> nat \<Rightarrow> ereal"
assumes "I \<noteq> {}"
assumes directed: "\<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"
assumes nonneg: "\<And>n i. 0 \<le> f n i"
shows "(\<Sum>i. SUP n:I. f n i) = (SUP n:I. \<Sum>i. f n i)"
proof (subst (1 2) suminf_ereal_eq_SUP)
show "\<And>n i. 0 \<le> f n i" "\<And>i. 0 \<le> (SUP n:I. f n i)"
using \<open>I \<noteq> {}\<close> nonneg by (auto intro: SUP_upper2)
show "(SUP n. \<Sum>i<n. SUP n:I. f n i) = (SUP n:I. SUP j. \<Sum>i<j. f n i)"
apply (subst SUP_commute)
apply (subst SUP_ereal_setsum_directed)
apply (auto intro!: assms simp: finite_subset)
done
qed
lemma ereal_dense3:
fixes x y :: ereal
shows "x < y \<Longrightarrow> \<exists>r::rat. x < real_of_rat r \<and> real_of_rat r < y"
proof (cases x y rule: ereal2_cases, simp_all)
fix r q :: real
assume "r < q"
from Rats_dense_in_real[OF this] show "\<exists>x. r < real_of_rat x \<and> real_of_rat x < q"
by (fastforce simp: Rats_def)
next
fix r :: real
show "\<exists>x. r < real_of_rat x" "\<exists>x. real_of_rat x < r"
using gt_ex[of r] lt_ex[of r] Rats_dense_in_real
by (auto simp: Rats_def)
qed
lemma continuous_within_ereal[intro, simp]: "x \<in> A \<Longrightarrow> continuous (at x within A) ereal"
using continuous_on_eq_continuous_within[of A ereal]
by (auto intro: continuous_on_ereal continuous_on_id)
lemma ereal_open_uminus:
fixes S :: "ereal set"
assumes "open S"
shows "open (uminus ` S)"
using \<open>open S\<close>[unfolded open_generated_order]
proof induct
have "range uminus = (UNIV :: ereal set)"
by (auto simp: image_iff ereal_uminus_eq_reorder)
then show "open (range uminus :: ereal set)"
by simp
qed (auto simp add: image_Union image_Int)
lemma ereal_uminus_complement:
fixes S :: "ereal set"
shows "uminus ` (- S) = - uminus ` S"
by (auto intro!: bij_image_Compl_eq surjI[of _ uminus] simp: bij_betw_def)
lemma ereal_closed_uminus:
fixes S :: "ereal set"
assumes "closed S"
shows "closed (uminus ` S)"
using assms
unfolding closed_def ereal_uminus_complement[symmetric]
by (rule ereal_open_uminus)
lemma ereal_open_affinity_pos:
fixes S :: "ereal set"
assumes "open S"
and m: "m \<noteq> \<infinity>" "0 < m"
and t: "\<bar>t\<bar> \<noteq> \<infinity>"
shows "open ((\<lambda>x. m * x + t) ` S)"
proof -
have "open ((\<lambda>x. inverse m * (x + -t)) -` S)"
using m t
apply (intro open_vimage \<open>open S\<close>)
apply (intro continuous_at_imp_continuous_on ballI tendsto_cmult_ereal continuous_at[THEN iffD2]
tendsto_ident_at tendsto_add_left_ereal)
apply auto
done
also have "(\<lambda>x. inverse m * (x + -t)) -` S = (\<lambda>x. (x - t) / m) -` S"
using m t by (auto simp: divide_ereal_def mult.commute uminus_ereal.simps[symmetric] minus_ereal_def
simp del: uminus_ereal.simps)
also have "(\<lambda>x. (x - t) / m) -` S = (\<lambda>x. m * x + t) ` S"
using m t
by (simp add: set_eq_iff image_iff)
(metis abs_ereal_less0 abs_ereal_uminus ereal_divide_eq ereal_eq_minus ereal_minus(7,8)
ereal_minus_less_minus ereal_mult_eq_PInfty ereal_uminus_uminus ereal_zero_mult)
finally show ?thesis .
qed
lemma ereal_open_affinity:
fixes S :: "ereal set"
assumes "open S"
and m: "\<bar>m\<bar> \<noteq> \<infinity>" "m \<noteq> 0"
and t: "\<bar>t\<bar> \<noteq> \<infinity>"
shows "open ((\<lambda>x. m * x + t) ` S)"
proof cases
assume "0 < m"
then show ?thesis
using ereal_open_affinity_pos[OF \<open>open S\<close> _ _ t, of m] m
by auto
next
assume "\<not> 0 < m" then
have "0 < -m"
using \<open>m \<noteq> 0\<close>
by (cases m) auto
then have m: "-m \<noteq> \<infinity>" "0 < -m"
using \<open>\<bar>m\<bar> \<noteq> \<infinity>\<close>
by (auto simp: ereal_uminus_eq_reorder)
from ereal_open_affinity_pos[OF ereal_open_uminus[OF \<open>open S\<close>] m t] show ?thesis
unfolding image_image by simp
qed
lemma open_uminus_iff:
fixes S :: "ereal set"
shows "open (uminus ` S) \<longleftrightarrow> open S"
using ereal_open_uminus[of S] ereal_open_uminus[of "uminus ` S"]
by auto
lemma ereal_Liminf_uminus:
fixes f :: "'a \<Rightarrow> ereal"
shows "Liminf net (\<lambda>x. - (f x)) = - Limsup net f"
using ereal_Limsup_uminus[of _ "(\<lambda>x. - (f x))"] by auto
lemma Liminf_PInfty:
fixes f :: "'a \<Rightarrow> ereal"
assumes "\<not> trivial_limit net"
shows "(f \<longlongrightarrow> \<infinity>) net \<longleftrightarrow> Liminf net f = \<infinity>"
unfolding tendsto_iff_Liminf_eq_Limsup[OF assms]
using Liminf_le_Limsup[OF assms, of f]
by auto
lemma Limsup_MInfty:
fixes f :: "'a \<Rightarrow> ereal"
assumes "\<not> trivial_limit net"
shows "(f \<longlongrightarrow> -\<infinity>) net \<longleftrightarrow> Limsup net f = -\<infinity>"
unfolding tendsto_iff_Liminf_eq_Limsup[OF assms]
using Liminf_le_Limsup[OF assms, of f]
by auto
lemma convergent_ereal: -- \<open>RENAME\<close>
fixes X :: "nat \<Rightarrow> 'a :: {complete_linorder,linorder_topology}"
shows "convergent X \<longleftrightarrow> limsup X = liminf X"
using tendsto_iff_Liminf_eq_Limsup[of sequentially]
by (auto simp: convergent_def)
lemma limsup_le_liminf_real:
fixes X :: "nat \<Rightarrow> real" and L :: real
assumes 1: "limsup X \<le> L" and 2: "L \<le> liminf X"
shows "X \<longlonglongrightarrow> L"
proof -
from 1 2 have "limsup X \<le> liminf X" by auto
hence 3: "limsup X = liminf X"
apply (subst eq_iff, rule conjI)
by (rule Liminf_le_Limsup, auto)
hence 4: "convergent (\<lambda>n. ereal (X n))"
by (subst convergent_ereal)
hence "limsup X = lim (\<lambda>n. ereal(X n))"
by (rule convergent_limsup_cl)
also from 1 2 3 have "limsup X = L" by auto
finally have "lim (\<lambda>n. ereal(X n)) = L" ..
hence "(\<lambda>n. ereal (X n)) \<longlonglongrightarrow> L"
apply (elim subst)
by (subst convergent_LIMSEQ_iff [symmetric], rule 4)
thus ?thesis by simp
qed
lemma liminf_PInfty:
fixes X :: "nat \<Rightarrow> ereal"
shows "X \<longlonglongrightarrow> \<infinity> \<longleftrightarrow> liminf X = \<infinity>"
by (metis Liminf_PInfty trivial_limit_sequentially)
lemma limsup_MInfty:
fixes X :: "nat \<Rightarrow> ereal"
shows "X \<longlonglongrightarrow> -\<infinity> \<longleftrightarrow> limsup X = -\<infinity>"
by (metis Limsup_MInfty trivial_limit_sequentially)
lemma ereal_lim_mono:
fixes X Y :: "nat \<Rightarrow> 'a::linorder_topology"
assumes "\<And>n. N \<le> n \<Longrightarrow> X n \<le> Y n"
and "X \<longlonglongrightarrow> x"
and "Y \<longlonglongrightarrow> y"
shows "x \<le> y"
using assms(1) by (intro LIMSEQ_le[OF assms(2,3)]) auto
lemma incseq_le_ereal:
fixes X :: "nat \<Rightarrow> 'a::linorder_topology"
assumes inc: "incseq X"
and lim: "X \<longlonglongrightarrow> L"
shows "X N \<le> L"
using inc
by (intro ereal_lim_mono[of N, OF _ tendsto_const lim]) (simp add: incseq_def)
lemma decseq_ge_ereal:
assumes dec: "decseq X"
and lim: "X \<longlonglongrightarrow> (L::'a::linorder_topology)"
shows "X N \<ge> L"
using dec by (intro ereal_lim_mono[of N, OF _ lim tendsto_const]) (simp add: decseq_def)
lemma bounded_abs:
fixes a :: real
assumes "a \<le> x"
and "x \<le> b"
shows "\<bar>x\<bar> \<le> max \<bar>a\<bar> \<bar>b\<bar>"
by (metis abs_less_iff assms leI le_max_iff_disj
less_eq_real_def less_le_not_le less_minus_iff minus_minus)
lemma ereal_Sup_lim:
fixes a :: "'a::{complete_linorder,linorder_topology}"
assumes "\<And>n. b n \<in> s"
and "b \<longlonglongrightarrow> a"
shows "a \<le> Sup s"
by (metis Lim_bounded_ereal assms complete_lattice_class.Sup_upper)
lemma ereal_Inf_lim:
fixes a :: "'a::{complete_linorder,linorder_topology}"
assumes "\<And>n. b n \<in> s"
and "b \<longlonglongrightarrow> a"
shows "Inf s \<le> a"
by (metis Lim_bounded2_ereal assms complete_lattice_class.Inf_lower)
lemma SUP_Lim_ereal:
fixes X :: "nat \<Rightarrow> 'a::{complete_linorder,linorder_topology}"
assumes inc: "incseq X"
and l: "X \<longlonglongrightarrow> l"
shows "(SUP n. X n) = l"
using LIMSEQ_SUP[OF inc] tendsto_unique[OF trivial_limit_sequentially l]
by simp
lemma INF_Lim_ereal:
fixes X :: "nat \<Rightarrow> 'a::{complete_linorder,linorder_topology}"
assumes dec: "decseq X"
and l: "X \<longlonglongrightarrow> l"
shows "(INF n. X n) = l"
using LIMSEQ_INF[OF dec] tendsto_unique[OF trivial_limit_sequentially l]
by simp
lemma SUP_eq_LIMSEQ:
assumes "mono f"
shows "(SUP n. ereal (f n)) = ereal x \<longleftrightarrow> f \<longlonglongrightarrow> x"
proof
have inc: "incseq (\<lambda>i. ereal (f i))"
using \<open>mono f\<close> unfolding mono_def incseq_def by auto
{
assume "f \<longlonglongrightarrow> x"
then have "(\<lambda>i. ereal (f i)) \<longlonglongrightarrow> ereal x"
by auto
from SUP_Lim_ereal[OF inc this] show "(SUP n. ereal (f n)) = ereal x" .
next
assume "(SUP n. ereal (f n)) = ereal x"
with LIMSEQ_SUP[OF inc] show "f \<longlonglongrightarrow> x" by auto
}
qed
lemma liminf_ereal_cminus:
fixes f :: "nat \<Rightarrow> ereal"
assumes "c \<noteq> -\<infinity>"
shows "liminf (\<lambda>x. c - f x) = c - limsup f"
proof (cases c)
case PInf
then show ?thesis
by (simp add: Liminf_const)
next
case (real r)
then show ?thesis
unfolding liminf_SUP_INF limsup_INF_SUP
apply (subst INF_ereal_minus_right)
apply auto
apply (subst SUP_ereal_minus_right)
apply auto
done
qed (insert \<open>c \<noteq> -\<infinity>\<close>, simp)
subsubsection \<open>Continuity\<close>
lemma continuous_at_of_ereal:
"\<bar>x0 :: ereal\<bar> \<noteq> \<infinity> \<Longrightarrow> continuous (at x0) real_of_ereal"
unfolding continuous_at
by (rule lim_real_of_ereal) (simp add: ereal_real)
lemma nhds_ereal: "nhds (ereal r) = filtermap ereal (nhds r)"
by (simp add: filtermap_nhds_open_map open_ereal continuous_at_of_ereal)
lemma at_ereal: "at (ereal r) = filtermap ereal (at r)"
by (simp add: filter_eq_iff eventually_at_filter nhds_ereal eventually_filtermap)
lemma at_left_ereal: "at_left (ereal r) = filtermap ereal (at_left r)"
by (simp add: filter_eq_iff eventually_at_filter nhds_ereal eventually_filtermap)
lemma at_right_ereal: "at_right (ereal r) = filtermap ereal (at_right r)"
by (simp add: filter_eq_iff eventually_at_filter nhds_ereal eventually_filtermap)
lemma
shows at_left_PInf: "at_left \<infinity> = filtermap ereal at_top"
and at_right_MInf: "at_right (-\<infinity>) = filtermap ereal at_bot"
unfolding filter_eq_iff eventually_filtermap eventually_at_top_dense eventually_at_bot_dense
eventually_at_left[OF ereal_less(5)] eventually_at_right[OF ereal_less(6)]
by (auto simp add: ereal_all_split ereal_ex_split)
lemma ereal_tendsto_simps1:
"((f \<circ> real_of_ereal) \<longlongrightarrow> y) (at_left (ereal x)) \<longleftrightarrow> (f \<longlongrightarrow> y) (at_left x)"
"((f \<circ> real_of_ereal) \<longlongrightarrow> y) (at_right (ereal x)) \<longleftrightarrow> (f \<longlongrightarrow> y) (at_right x)"
"((f \<circ> real_of_ereal) \<longlongrightarrow> y) (at_left (\<infinity>::ereal)) \<longleftrightarrow> (f \<longlongrightarrow> y) at_top"
"((f \<circ> real_of_ereal) \<longlongrightarrow> y) (at_right (-\<infinity>::ereal)) \<longleftrightarrow> (f \<longlongrightarrow> y) at_bot"
unfolding tendsto_compose_filtermap at_left_ereal at_right_ereal at_left_PInf at_right_MInf
by (auto simp: filtermap_filtermap filtermap_ident)
lemma ereal_tendsto_simps2:
"((ereal \<circ> f) \<longlongrightarrow> ereal a) F \<longleftrightarrow> (f \<longlongrightarrow> a) F"
"((ereal \<circ> f) \<longlongrightarrow> \<infinity>) F \<longleftrightarrow> (LIM x F. f x :> at_top)"
"((ereal \<circ> f) \<longlongrightarrow> -\<infinity>) F \<longleftrightarrow> (LIM x F. f x :> at_bot)"
unfolding tendsto_PInfty filterlim_at_top_dense tendsto_MInfty filterlim_at_bot_dense
using lim_ereal by (simp_all add: comp_def)
lemma inverse_infty_ereal_tendsto_0: "inverse \<midarrow>\<infinity>\<rightarrow> (0::ereal)"
proof -
have **: "((\<lambda>x. ereal (inverse x)) \<longlongrightarrow> ereal 0) at_infinity"
by (intro tendsto_intros tendsto_inverse_0)
show ?thesis
by (simp add: at_infty_ereal_eq_at_top tendsto_compose_filtermap[symmetric] comp_def)
(auto simp: eventually_at_top_linorder exI[of _ 1] zero_ereal_def at_top_le_at_infinity
intro!: filterlim_mono_eventually[OF **])
qed
lemma inverse_ereal_tendsto_pos:
fixes x :: ereal assumes "0 < x"
shows "inverse \<midarrow>x\<rightarrow> inverse x"
proof (cases x)
case (real r)
with \<open>0 < x\<close> have **: "(\<lambda>x. ereal (inverse x)) \<midarrow>r\<rightarrow> ereal (inverse r)"
by (auto intro!: tendsto_inverse)
from real \<open>0 < x\<close> show ?thesis
by (auto simp: at_ereal tendsto_compose_filtermap[symmetric] eventually_at_filter
intro!: Lim_transform_eventually[OF _ **] t1_space_nhds)
qed (insert \<open>0 < x\<close>, auto intro!: inverse_infty_ereal_tendsto_0)
lemma inverse_ereal_tendsto_at_right_0: "(inverse \<longlongrightarrow> \<infinity>) (at_right (0::ereal))"
unfolding tendsto_compose_filtermap[symmetric] at_right_ereal zero_ereal_def
by (subst filterlim_cong[OF refl refl, where g="\<lambda>x. ereal (inverse x)"])
(auto simp: eventually_at_filter tendsto_PInfty_eq_at_top filterlim_inverse_at_top_right)
lemmas ereal_tendsto_simps = ereal_tendsto_simps1 ereal_tendsto_simps2
lemma continuous_at_iff_ereal:
fixes f :: "'a::t2_space \<Rightarrow> real"
shows "continuous (at x0 within s) f \<longleftrightarrow> continuous (at x0 within s) (ereal \<circ> f)"
unfolding continuous_within comp_def lim_ereal ..
lemma continuous_on_iff_ereal:
fixes f :: "'a::t2_space => real"
assumes "open A"
shows "continuous_on A f \<longleftrightarrow> continuous_on A (ereal \<circ> f)"
unfolding continuous_on_def comp_def lim_ereal ..
lemma continuous_on_real: "continuous_on (UNIV - {\<infinity>, -\<infinity>::ereal}) real_of_ereal"
using continuous_at_of_ereal continuous_on_eq_continuous_at open_image_ereal
by auto
lemma continuous_on_iff_real:
fixes f :: "'a::t2_space \<Rightarrow> ereal"
assumes *: "\<And>x. x \<in> A \<Longrightarrow> \<bar>f x\<bar> \<noteq> \<infinity>"
shows "continuous_on A f \<longleftrightarrow> continuous_on A (real_of_ereal \<circ> f)"
proof -
have "f ` A \<subseteq> UNIV - {\<infinity>, -\<infinity>}"
using assms by force
then have *: "continuous_on (f ` A) real_of_ereal"
using continuous_on_real by (simp add: continuous_on_subset)
have **: "continuous_on ((real_of_ereal \<circ> f) ` A) ereal"
by (intro continuous_on_ereal continuous_on_id)
{
assume "continuous_on A f"
then have "continuous_on A (real_of_ereal \<circ> f)"
apply (subst continuous_on_compose)
using *
apply auto
done
}
moreover
{
assume "continuous_on A (real_of_ereal \<circ> f)"
then have "continuous_on A (ereal \<circ> (real_of_ereal \<circ> f))"
apply (subst continuous_on_compose)
using **
apply auto
done
then have "continuous_on A f"
apply (subst continuous_on_cong[of _ A _ "ereal \<circ> (real_of_ereal \<circ> f)"])
using assms ereal_real
apply auto
done
}
ultimately show ?thesis
by auto
qed
lemma continuous_uminus_ereal [continuous_intros]: "continuous_on (A :: ereal set) uminus"
unfolding continuous_on_def
by (intro ballI tendsto_uminus_ereal[of "\<lambda>x. x::ereal"]) simp
lemma ereal_uminus_atMost [simp]: "uminus ` {..(a::ereal)} = {-a..}"
proof (intro equalityI subsetI)
fix x :: ereal assume "x \<in> {-a..}"
hence "-(-x) \<in> uminus ` {..a}" by (intro imageI) (simp add: ereal_uminus_le_reorder)
thus "x \<in> uminus ` {..a}" by simp
qed auto
lemma continuous_on_inverse_ereal [continuous_intros]:
"continuous_on {0::ereal ..} inverse"
unfolding continuous_on_def
proof clarsimp
fix x :: ereal assume "0 \<le> x"
moreover have "at 0 within {0 ..} = at_right (0::ereal)"
by (auto simp: filter_eq_iff eventually_at_filter le_less)
moreover have "at x within {0 ..} = at x" if "0 < x"
using that by (intro at_within_nhd[of _ "{0<..}"]) auto
ultimately show "(inverse \<longlongrightarrow> inverse x) (at x within {0..})"
by (auto simp: le_less inverse_ereal_tendsto_at_right_0 inverse_ereal_tendsto_pos)
qed
lemma continuous_inverse_ereal_nonpos: "continuous_on ({..<0} :: ereal set) inverse"
proof (subst continuous_on_cong[OF refl])
have "continuous_on {(0::ereal)<..} inverse"
by (rule continuous_on_subset[OF continuous_on_inverse_ereal]) auto
thus "continuous_on {..<(0::ereal)} (uminus \<circ> inverse \<circ> uminus)"
by (intro continuous_intros) simp_all
qed simp
lemma tendsto_inverse_ereal:
assumes "(f \<longlongrightarrow> (c :: ereal)) F"
assumes "eventually (\<lambda>x. f x \<ge> 0) F"
shows "((\<lambda>x. inverse (f x)) \<longlongrightarrow> inverse c) F"
by (cases "F = bot")
(auto intro!: tendsto_le_const[of F] assms
continuous_on_tendsto_compose[OF continuous_on_inverse_ereal])
subsubsection \<open>liminf and limsup\<close>
lemma Limsup_ereal_mult_right:
assumes "F \<noteq> bot" "(c::real) \<ge> 0"
shows "Limsup F (\<lambda>n. f n * ereal c) = Limsup F f * ereal c"
proof (rule Limsup_compose_continuous_mono)
from assms show "continuous_on UNIV (\<lambda>a. a * ereal c)"
using tendsto_cmult_ereal[of "ereal c" "\<lambda>x. x" ]
by (force simp: continuous_on_def mult_ac)
qed (insert assms, auto simp: mono_def ereal_mult_right_mono)
lemma Liminf_ereal_mult_right:
assumes "F \<noteq> bot" "(c::real) \<ge> 0"
shows "Liminf F (\<lambda>n. f n * ereal c) = Liminf F f * ereal c"
proof (rule Liminf_compose_continuous_mono)
from assms show "continuous_on UNIV (\<lambda>a. a * ereal c)"
using tendsto_cmult_ereal[of "ereal c" "\<lambda>x. x" ]
by (force simp: continuous_on_def mult_ac)
qed (insert assms, auto simp: mono_def ereal_mult_right_mono)
lemma Limsup_ereal_mult_left:
assumes "F \<noteq> bot" "(c::real) \<ge> 0"
shows "Limsup F (\<lambda>n. ereal c * f n) = ereal c * Limsup F f"
using Limsup_ereal_mult_right[OF assms] by (subst (1 2) mult.commute)
lemma limsup_ereal_mult_right:
"(c::real) \<ge> 0 \<Longrightarrow> limsup (\<lambda>n. f n * ereal c) = limsup f * ereal c"
by (rule Limsup_ereal_mult_right) simp_all
lemma limsup_ereal_mult_left:
"(c::real) \<ge> 0 \<Longrightarrow> limsup (\<lambda>n. ereal c * f n) = ereal c * limsup f"
by (subst (1 2) mult.commute, rule limsup_ereal_mult_right) simp_all
lemma Limsup_add_ereal_right:
"F \<noteq> bot \<Longrightarrow> abs c \<noteq> \<infinity> \<Longrightarrow> Limsup F (\<lambda>n. g n + (c :: ereal)) = Limsup F g + c"
by (rule Limsup_compose_continuous_mono) (auto simp: mono_def ereal_add_mono continuous_on_def)
lemma Limsup_add_ereal_left:
"F \<noteq> bot \<Longrightarrow> abs c \<noteq> \<infinity> \<Longrightarrow> Limsup F (\<lambda>n. (c :: ereal) + g n) = c + Limsup F g"
by (subst (1 2) add.commute) (rule Limsup_add_ereal_right)
lemma Liminf_add_ereal_right:
"F \<noteq> bot \<Longrightarrow> abs c \<noteq> \<infinity> \<Longrightarrow> Liminf F (\<lambda>n. g n + (c :: ereal)) = Liminf F g + c"
by (rule Liminf_compose_continuous_mono) (auto simp: mono_def ereal_add_mono continuous_on_def)
lemma Liminf_add_ereal_left:
"F \<noteq> bot \<Longrightarrow> abs c \<noteq> \<infinity> \<Longrightarrow> Liminf F (\<lambda>n. (c :: ereal) + g n) = c + Liminf F g"
by (subst (1 2) add.commute) (rule Liminf_add_ereal_right)
lemma
assumes "F \<noteq> bot"
assumes nonneg: "eventually (\<lambda>x. f x \<ge> (0::ereal)) F"
shows Liminf_inverse_ereal: "Liminf F (\<lambda>x. inverse (f x)) = inverse (Limsup F f)"
and Limsup_inverse_ereal: "Limsup F (\<lambda>x. inverse (f x)) = inverse (Liminf F f)"
proof -
define inv where [abs_def]: "inv x = (if x \<le> 0 then \<infinity> else inverse x)" for x :: ereal
have "continuous_on ({..0} \<union> {0..}) inv" unfolding inv_def
by (intro continuous_on_If) (auto intro!: continuous_intros)
also have "{..0} \<union> {0..} = (UNIV :: ereal set)" by auto
finally have cont: "continuous_on UNIV inv" .
have antimono: "antimono inv" unfolding inv_def antimono_def
by (auto intro!: ereal_inverse_antimono)
have "Liminf F (\<lambda>x. inverse (f x)) = Liminf F (\<lambda>x. inv (f x))" using nonneg
by (auto intro!: Liminf_eq elim!: eventually_mono simp: inv_def)
also have "... = inv (Limsup F f)"
by (simp add: assms(1) Liminf_compose_continuous_antimono[OF cont antimono])
also from assms have "Limsup F f \<ge> 0" by (intro le_Limsup) simp_all
hence "inv (Limsup F f) = inverse (Limsup F f)" by (simp add: inv_def)
finally show "Liminf F (\<lambda>x. inverse (f x)) = inverse (Limsup F f)" .
have "Limsup F (\<lambda>x. inverse (f x)) = Limsup F (\<lambda>x. inv (f x))" using nonneg
by (auto intro!: Limsup_eq elim!: eventually_mono simp: inv_def)
also have "... = inv (Liminf F f)"
by (simp add: assms(1) Limsup_compose_continuous_antimono[OF cont antimono])
also from assms have "Liminf F f \<ge> 0" by (intro Liminf_bounded) simp_all
hence "inv (Liminf F f) = inverse (Liminf F f)" by (simp add: inv_def)
finally show "Limsup F (\<lambda>x. inverse (f x)) = inverse (Liminf F f)" .
qed
subsubsection \<open>Tests for code generator\<close>
(* A small list of simple arithmetic expressions *)
value "- \<infinity> :: ereal"
value "\<bar>-\<infinity>\<bar> :: ereal"
value "4 + 5 / 4 - ereal 2 :: ereal"
value "ereal 3 < \<infinity>"
value "real_of_ereal (\<infinity>::ereal) = 0"
end