| author | wenzelm | 
| Mon, 27 Feb 2012 19:54:50 +0100 | |
| changeset 46716 | c45a4427db39 | 
| parent 45776 | 714100f5fda4 | 
| child 46887 | cb891d9a23c1 | 
| permissions | -rw-r--r-- | 
(* title: HOL/Library/Topology_Euclidian_Space.thy Author: Amine Chaieb, University of Cambridge Author: Robert Himmelmann, TU Muenchen Author: Brian Huffman, Portland State University *) header {* Elementary topology in Euclidean space. *} theory Topology_Euclidean_Space imports SEQ Linear_Algebra "~~/src/HOL/Library/Glbs" Norm_Arith begin subsection {* General notion of a topology as a value *} definition "istopology L \<longleftrightarrow> L {} \<and> (\<forall>S T. L S \<longrightarrow> L T \<longrightarrow> L (S \<inter> T)) \<and> (\<forall>K. Ball K L \<longrightarrow> L (\<Union> K))" typedef (open) 'a topology = "{L::('a set) \<Rightarrow> bool. istopology L}" morphisms "openin" "topology" unfolding istopology_def by blast lemma istopology_open_in[intro]: "istopology(openin U)" using openin[of U] by blast lemma topology_inverse': "istopology U \<Longrightarrow> openin (topology U) = U" using topology_inverse[unfolded mem_Collect_eq] . lemma topology_inverse_iff: "istopology U \<longleftrightarrow> openin (topology U) = U" using topology_inverse[of U] istopology_open_in[of "topology U"] by auto lemma topology_eq: "T1 = T2 \<longleftrightarrow> (\<forall>S. openin T1 S \<longleftrightarrow> openin T2 S)" proof- {assume "T1=T2" hence "\<forall>S. openin T1 S \<longleftrightarrow> openin T2 S" by simp} moreover {assume H: "\<forall>S. openin T1 S \<longleftrightarrow> openin T2 S" hence "openin T1 = openin T2" by (simp add: fun_eq_iff) hence "topology (openin T1) = topology (openin T2)" by simp hence "T1 = T2" unfolding openin_inverse .} ultimately show ?thesis by blast qed text{* Infer the "universe" from union of all sets in the topology. *} definition "topspace T = \<Union>{S. openin T S}" subsubsection {* Main properties of open sets *} lemma openin_clauses: fixes U :: "'a topology" shows "openin U {}" "\<And>S T. openin U S \<Longrightarrow> openin U T \<Longrightarrow> openin U (S\<inter>T)" "\<And>K. (\<forall>S \<in> K. openin U S) \<Longrightarrow> openin U (\<Union>K)" using openin[of U] unfolding istopology_def mem_Collect_eq by fast+ lemma openin_subset[intro]: "openin U S \<Longrightarrow> S \<subseteq> topspace U" unfolding topspace_def by blast lemma openin_empty[simp]: "openin U {}" by (simp add: openin_clauses) lemma openin_Int[intro]: "openin U S \<Longrightarrow> openin U T \<Longrightarrow> openin U (S \<inter> T)" using openin_clauses by simp lemma openin_Union[intro]: "(\<forall>S \<in>K. openin U S) \<Longrightarrow> openin U (\<Union> K)" using openin_clauses by simp lemma openin_Un[intro]: "openin U S \<Longrightarrow> openin U T \<Longrightarrow> openin U (S \<union> T)" using openin_Union[of "{S,T}" U] by auto lemma openin_topspace[intro, simp]: "openin U (topspace U)" by (simp add: openin_Union topspace_def) lemma openin_subopen: "openin U S \<longleftrightarrow> (\<forall>x \<in> S. \<exists>T. openin U T \<and> x \<in> T \<and> T \<subseteq> S)" (is "?lhs \<longleftrightarrow> ?rhs") proof assume ?lhs then show ?rhs by auto next assume H: ?rhs let ?t = "\<Union>{T. openin U T \<and> T \<subseteq> S}" have "openin U ?t" by (simp add: openin_Union) also have "?t = S" using H by auto finally show "openin U S" . qed subsubsection {* Closed sets *} definition "closedin U S \<longleftrightarrow> S \<subseteq> topspace U \<and> openin U (topspace U - S)" lemma closedin_subset: "closedin U S \<Longrightarrow> S \<subseteq> topspace U" by (metis closedin_def) lemma closedin_empty[simp]: "closedin U {}" by (simp add: closedin_def) lemma closedin_topspace[intro,simp]: "closedin U (topspace U)" by (simp add: closedin_def) lemma closedin_Un[intro]: "closedin U S \<Longrightarrow> closedin U T \<Longrightarrow> closedin U (S \<union> T)" by (auto simp add: Diff_Un closedin_def) lemma Diff_Inter[intro]: "A - \<Inter>S = \<Union> {A - s|s. s\<in>S}" by auto lemma closedin_Inter[intro]: assumes Ke: "K \<noteq> {}" and Kc: "\<forall>S \<in>K. closedin U S" shows "closedin U (\<Inter> K)" using Ke Kc unfolding closedin_def Diff_Inter by auto lemma closedin_Int[intro]: "closedin U S \<Longrightarrow> closedin U T \<Longrightarrow> closedin U (S \<inter> T)" using closedin_Inter[of "{S,T}" U] by auto lemma Diff_Diff_Int: "A - (A - B) = A \<inter> B" by blast lemma openin_closedin_eq: "openin U S \<longleftrightarrow> S \<subseteq> topspace U \<and> closedin U (topspace U - S)" apply (auto simp add: closedin_def Diff_Diff_Int inf_absorb2) apply (metis openin_subset subset_eq) done lemma openin_closedin: "S \<subseteq> topspace U \<Longrightarrow> (openin U S \<longleftrightarrow> closedin U (topspace U - S))" by (simp add: openin_closedin_eq) lemma openin_diff[intro]: assumes oS: "openin U S" and cT: "closedin U T" shows "openin U (S - T)" proof- have "S - T = S \<inter> (topspace U - T)" using openin_subset[of U S] oS cT by (auto simp add: topspace_def openin_subset) then show ?thesis using oS cT by (auto simp add: closedin_def) qed lemma closedin_diff[intro]: assumes oS: "closedin U S" and cT: "openin U T" shows "closedin U (S - T)" proof- have "S - T = S \<inter> (topspace U - T)" using closedin_subset[of U S] oS cT by (auto simp add: topspace_def ) then show ?thesis using oS cT by (auto simp add: openin_closedin_eq) qed subsubsection {* Subspace topology *} definition "subtopology U V = topology (\<lambda>T. \<exists>S. T = S \<inter> V \<and> openin U S)" lemma istopology_subtopology: "istopology (\<lambda>T. \<exists>S. T = S \<inter> V \<and> openin U S)" (is "istopology ?L") proof- have "?L {}" by blast {fix A B assume A: "?L A" and B: "?L B" from A B obtain Sa and Sb where Sa: "openin U Sa" "A = Sa \<inter> V" and Sb: "openin U Sb" "B = Sb \<inter> V" by blast have "A\<inter>B = (Sa \<inter> Sb) \<inter> V" "openin U (Sa \<inter> Sb)" using Sa Sb by blast+ then have "?L (A \<inter> B)" by blast} moreover {fix K assume K: "K \<subseteq> Collect ?L" have th0: "Collect ?L = (\<lambda>S. S \<inter> V) ` Collect (openin U)" apply (rule set_eqI) apply (simp add: Ball_def image_iff) by metis from K[unfolded th0 subset_image_iff] obtain Sk where Sk: "Sk \<subseteq> Collect (openin U)" "K = (\<lambda>S. S \<inter> V) ` Sk" by blast have "\<Union>K = (\<Union>Sk) \<inter> V" using Sk by auto moreover have "openin U (\<Union> Sk)" using Sk by (auto simp add: subset_eq) ultimately have "?L (\<Union>K)" by blast} ultimately show ?thesis unfolding subset_eq mem_Collect_eq istopology_def by blast qed lemma openin_subtopology: "openin (subtopology U V) S \<longleftrightarrow> (\<exists> T. (openin U T) \<and> (S = T \<inter> V))" unfolding subtopology_def topology_inverse'[OF istopology_subtopology] by auto lemma topspace_subtopology: "topspace(subtopology U V) = topspace U \<inter> V" by (auto simp add: topspace_def openin_subtopology) lemma closedin_subtopology: "closedin (subtopology U V) S \<longleftrightarrow> (\<exists>T. closedin U T \<and> S = T \<inter> V)" unfolding closedin_def topspace_subtopology apply (simp add: openin_subtopology) apply (rule iffI) apply clarify apply (rule_tac x="topspace U - T" in exI) by auto lemma openin_subtopology_refl: "openin (subtopology U V) V \<longleftrightarrow> V \<subseteq> topspace U" unfolding openin_subtopology apply (rule iffI, clarify) apply (frule openin_subset[of U]) apply blast apply (rule exI[where x="topspace U"]) by auto lemma subtopology_superset: assumes UV: "topspace U \<subseteq> V" shows "subtopology U V = U" proof- {fix S {fix T assume T: "openin U T" "S = T \<inter> V" from T openin_subset[OF T(1)] UV have eq: "S = T" by blast have "openin U S" unfolding eq using T by blast} moreover {assume S: "openin U S" hence "\<exists>T. openin U T \<and> S = T \<inter> V" using openin_subset[OF S] UV by auto} ultimately have "(\<exists>T. openin U T \<and> S = T \<inter> V) \<longleftrightarrow> openin U S" by blast} then show ?thesis unfolding topology_eq openin_subtopology by blast qed lemma subtopology_topspace[simp]: "subtopology U (topspace U) = U" by (simp add: subtopology_superset) lemma subtopology_UNIV[simp]: "subtopology U UNIV = U" by (simp add: subtopology_superset) subsubsection {* The standard Euclidean topology *} definition euclidean :: "'a::topological_space topology" where "euclidean = topology open" lemma open_openin: "open S \<longleftrightarrow> openin euclidean S" unfolding euclidean_def apply (rule cong[where x=S and y=S]) apply (rule topology_inverse[symmetric]) apply (auto simp add: istopology_def) done lemma topspace_euclidean: "topspace euclidean = UNIV" apply (simp add: topspace_def) apply (rule set_eqI) by (auto simp add: open_openin[symmetric]) lemma topspace_euclidean_subtopology[simp]: "topspace (subtopology euclidean S) = S" by (simp add: topspace_euclidean topspace_subtopology) lemma closed_closedin: "closed S \<longleftrightarrow> closedin euclidean S" by (simp add: closed_def closedin_def topspace_euclidean open_openin Compl_eq_Diff_UNIV) lemma open_subopen: "open S \<longleftrightarrow> (\<forall>x\<in>S. \<exists>T. open T \<and> x \<in> T \<and> T \<subseteq> S)" by (simp add: open_openin openin_subopen[symmetric]) text {* Basic "localization" results are handy for connectedness. *} lemma openin_open: "openin (subtopology euclidean U) S \<longleftrightarrow> (\<exists>T. open T \<and> (S = U \<inter> T))" by (auto simp add: openin_subtopology open_openin[symmetric]) lemma openin_open_Int[intro]: "open S \<Longrightarrow> openin (subtopology euclidean U) (U \<inter> S)" by (auto simp add: openin_open) lemma open_openin_trans[trans]: "open S \<Longrightarrow> open T \<Longrightarrow> T \<subseteq> S \<Longrightarrow> openin (subtopology euclidean S) T" by (metis Int_absorb1 openin_open_Int) lemma open_subset: "S \<subseteq> T \<Longrightarrow> open S \<Longrightarrow> openin (subtopology euclidean T) S" by (auto simp add: openin_open) lemma closedin_closed: "closedin (subtopology euclidean U) S \<longleftrightarrow> (\<exists>T. closed T \<and> S = U \<inter> T)" by (simp add: closedin_subtopology closed_closedin Int_ac) lemma closedin_closed_Int: "closed S ==> closedin (subtopology euclidean U) (U \<inter> S)" by (metis closedin_closed) lemma closed_closedin_trans: "closed S \<Longrightarrow> closed T \<Longrightarrow> T \<subseteq> S \<Longrightarrow> closedin (subtopology euclidean S) T" apply (subgoal_tac "S \<inter> T = T" ) apply auto apply (frule closedin_closed_Int[of T S]) by simp lemma closed_subset: "S \<subseteq> T \<Longrightarrow> closed S \<Longrightarrow> closedin (subtopology euclidean T) S" by (auto simp add: closedin_closed) lemma openin_euclidean_subtopology_iff: fixes S U :: "'a::metric_space set" shows "openin (subtopology euclidean U) S \<longleftrightarrow> S \<subseteq> U \<and> (\<forall>x\<in>S. \<exists>e>0. \<forall>x'\<in>U. dist x' x < e \<longrightarrow> x'\<in> S)" (is "?lhs \<longleftrightarrow> ?rhs") proof assume ?lhs thus ?rhs unfolding openin_open open_dist by blast next def T \<equiv> "{x. \<exists>a\<in>S. \<exists>d>0. (\<forall>y\<in>U. dist y a < d \<longrightarrow> y \<in> S) \<and> dist x a < d}" have 1: "\<forall>x\<in>T. \<exists>e>0. \<forall>y. dist y x < e \<longrightarrow> y \<in> T" unfolding T_def apply clarsimp apply (rule_tac x="d - dist x a" in exI) apply (clarsimp simp add: less_diff_eq) apply (erule rev_bexI) apply (rule_tac x=d in exI, clarify) apply (erule le_less_trans [OF dist_triangle]) done assume ?rhs hence 2: "S = U \<inter> T" unfolding T_def apply auto apply (drule (1) bspec, erule rev_bexI) apply auto done from 1 2 show ?lhs unfolding openin_open open_dist by fast qed text {* These "transitivity" results are handy too *} lemma openin_trans[trans]: "openin (subtopology euclidean T) S \<Longrightarrow> openin (subtopology euclidean U) T \<Longrightarrow> openin (subtopology euclidean U) S" unfolding open_openin openin_open by blast lemma openin_open_trans: "openin (subtopology euclidean T) S \<Longrightarrow> open T \<Longrightarrow> open S" by (auto simp add: openin_open intro: openin_trans) lemma closedin_trans[trans]: "closedin (subtopology euclidean T) S \<Longrightarrow> closedin (subtopology euclidean U) T ==> closedin (subtopology euclidean U) S" by (auto simp add: closedin_closed closed_closedin closed_Inter Int_assoc) lemma closedin_closed_trans: "closedin (subtopology euclidean T) S \<Longrightarrow> closed T \<Longrightarrow> closed S" by (auto simp add: closedin_closed intro: closedin_trans) subsection {* Open and closed balls *} definition ball :: "'a::metric_space \<Rightarrow> real \<Rightarrow> 'a set" where "ball x e = {y. dist x y < e}" definition cball :: "'a::metric_space \<Rightarrow> real \<Rightarrow> 'a set" where "cball x e = {y. dist x y \<le> e}" lemma mem_ball [simp]: "y \<in> ball x e \<longleftrightarrow> dist x y < e" by (simp add: ball_def) lemma mem_cball [simp]: "y \<in> cball x e \<longleftrightarrow> dist x y \<le> e" by (simp add: cball_def) lemma mem_ball_0: fixes x :: "'a::real_normed_vector" shows "x \<in> ball 0 e \<longleftrightarrow> norm x < e" by (simp add: dist_norm) lemma mem_cball_0: fixes x :: "'a::real_normed_vector" shows "x \<in> cball 0 e \<longleftrightarrow> norm x \<le> e" by (simp add: dist_norm) lemma centre_in_ball: "x \<in> ball x e \<longleftrightarrow> 0 < e" by simp lemma centre_in_cball: "x \<in> cball x e \<longleftrightarrow> 0 \<le> e" by simp lemma ball_subset_cball[simp,intro]: "ball x e \<subseteq> cball x e" by (simp add: subset_eq) lemma subset_ball[intro]: "d <= e ==> ball x d \<subseteq> ball x e" by (simp add: subset_eq) lemma subset_cball[intro]: "d <= e ==> cball x d \<subseteq> cball x e" by (simp add: subset_eq) lemma ball_max_Un: "ball a (max r s) = ball a r \<union> ball a s" by (simp add: set_eq_iff) arith lemma ball_min_Int: "ball a (min r s) = ball a r \<inter> ball a s" by (simp add: set_eq_iff) lemma diff_less_iff: "(a::real) - b > 0 \<longleftrightarrow> a > b" "(a::real) - b < 0 \<longleftrightarrow> a < b" "a - b < c \<longleftrightarrow> a < c +b" "a - b > c \<longleftrightarrow> a > c +b" by arith+ lemma diff_le_iff: "(a::real) - b \<ge> 0 \<longleftrightarrow> a \<ge> b" "(a::real) - b \<le> 0 \<longleftrightarrow> a \<le> b" "a - b \<le> c \<longleftrightarrow> a \<le> c +b" "a - b \<ge> c \<longleftrightarrow> a \<ge> c +b" by arith+ lemma open_ball[intro, simp]: "open (ball x e)" unfolding open_dist ball_def mem_Collect_eq Ball_def unfolding dist_commute apply clarify apply (rule_tac x="e - dist xa x" in exI) using dist_triangle_alt[where z=x] apply (clarsimp simp add: diff_less_iff) apply atomize apply (erule_tac x="y" in allE) apply (erule_tac x="xa" in allE) by arith lemma open_contains_ball: "open S \<longleftrightarrow> (\<forall>x\<in>S. \<exists>e>0. ball x e \<subseteq> S)" unfolding open_dist subset_eq mem_ball Ball_def dist_commute .. lemma openE[elim?]: assumes "open S" "x\<in>S" obtains e where "e>0" "ball x e \<subseteq> S" using assms unfolding open_contains_ball by auto lemma open_contains_ball_eq: "open S \<Longrightarrow> \<forall>x. x\<in>S \<longleftrightarrow> (\<exists>e>0. ball x e \<subseteq> S)" by (metis open_contains_ball subset_eq centre_in_ball) lemma ball_eq_empty[simp]: "ball x e = {} \<longleftrightarrow> e \<le> 0" unfolding mem_ball set_eq_iff apply (simp add: not_less) by (metis zero_le_dist order_trans dist_self) lemma ball_empty[intro]: "e \<le> 0 ==> ball x e = {}" by simp subsection{* Connectedness *} definition "connected S \<longleftrightarrow> ~(\<exists>e1 e2. open e1 \<and> open e2 \<and> S \<subseteq> (e1 \<union> e2) \<and> (e1 \<inter> e2 \<inter> S = {}) \<and> ~(e1 \<inter> S = {}) \<and> ~(e2 \<inter> S = {}))" lemma connected_local: "connected S \<longleftrightarrow> ~(\<exists>e1 e2. openin (subtopology euclidean S) e1 \<and> openin (subtopology euclidean S) e2 \<and> S \<subseteq> e1 \<union> e2 \<and> e1 \<inter> e2 = {} \<and> ~(e1 = {}) \<and> ~(e2 = {}))" unfolding connected_def openin_open by (safe, blast+) lemma exists_diff: fixes P :: "'a set \<Rightarrow> bool" shows "(\<exists>S. P(- S)) \<longleftrightarrow> (\<exists>S. P S)" (is "?lhs \<longleftrightarrow> ?rhs") proof- {assume "?lhs" hence ?rhs by blast } moreover {fix S assume H: "P S" have "S = - (- S)" by auto with H have "P (- (- S))" by metis } ultimately show ?thesis by metis qed lemma connected_clopen: "connected S \<longleftrightarrow> (\<forall>T. openin (subtopology euclidean S) T \<and> closedin (subtopology euclidean S) T \<longrightarrow> T = {} \<or> T = S)" (is "?lhs \<longleftrightarrow> ?rhs") proof- have " \<not> connected S \<longleftrightarrow> (\<exists>e1 e2. open e1 \<and> open (- e2) \<and> S \<subseteq> e1 \<union> (- e2) \<and> e1 \<inter> (- e2) \<inter> S = {} \<and> e1 \<inter> S \<noteq> {} \<and> (- e2) \<inter> S \<noteq> {})" unfolding connected_def openin_open closedin_closed apply (subst exists_diff) by blast hence th0: "connected S \<longleftrightarrow> \<not> (\<exists>e2 e1. closed e2 \<and> open e1 \<and> S \<subseteq> e1 \<union> (- e2) \<and> e1 \<inter> (- e2) \<inter> S = {} \<and> e1 \<inter> S \<noteq> {} \<and> (- e2) \<inter> S \<noteq> {})" (is " _ \<longleftrightarrow> \<not> (\<exists>e2 e1. ?P e2 e1)") apply (simp add: closed_def) by metis have th1: "?rhs \<longleftrightarrow> \<not> (\<exists>t' t. closed t'\<and>t = S\<inter>t' \<and> t\<noteq>{} \<and> t\<noteq>S \<and> (\<exists>t'. open t' \<and> t = S \<inter> t'))" (is "_ \<longleftrightarrow> \<not> (\<exists>t' t. ?Q t' t)") unfolding connected_def openin_open closedin_closed by auto {fix e2 {fix e1 have "?P e2 e1 \<longleftrightarrow> (\<exists>t. closed e2 \<and> t = S\<inter>e2 \<and> open e1 \<and> t = S\<inter>e1 \<and> t\<noteq>{} \<and> t\<noteq>S)" by auto} then have "(\<exists>e1. ?P e2 e1) \<longleftrightarrow> (\<exists>t. ?Q e2 t)" by metis} then have "\<forall>e2. (\<exists>e1. ?P e2 e1) \<longleftrightarrow> (\<exists>t. ?Q e2 t)" by blast then show ?thesis unfolding th0 th1 by simp qed lemma connected_empty[simp, intro]: "connected {}" by (simp add: connected_def) subsection{* Limit points *} definition (in topological_space) islimpt:: "'a \<Rightarrow> 'a set \<Rightarrow> bool" (infixr "islimpt" 60) where "x islimpt S \<longleftrightarrow> (\<forall>T. x\<in>T \<longrightarrow> open T \<longrightarrow> (\<exists>y\<in>S. y\<in>T \<and> y\<noteq>x))" lemma islimptI: assumes "\<And>T. x \<in> T \<Longrightarrow> open T \<Longrightarrow> \<exists>y\<in>S. y \<in> T \<and> y \<noteq> x" shows "x islimpt S" using assms unfolding islimpt_def by auto lemma islimptE: assumes "x islimpt S" and "x \<in> T" and "open T" obtains y where "y \<in> S" and "y \<in> T" and "y \<noteq> x" using assms unfolding islimpt_def by auto lemma islimpt_iff_eventually: "x islimpt S \<longleftrightarrow> \<not> eventually (\<lambda>y. y \<notin> S) (at x)" unfolding islimpt_def eventually_at_topological by auto lemma islimpt_subset: "\<lbrakk>x islimpt S; S \<subseteq> T\<rbrakk> \<Longrightarrow> x islimpt T" unfolding islimpt_def by fast lemma islimpt_approachable: fixes x :: "'a::metric_space" shows "x islimpt S \<longleftrightarrow> (\<forall>e>0. \<exists>x'\<in>S. x' \<noteq> x \<and> dist x' x < e)" unfolding islimpt_iff_eventually eventually_at by fast lemma islimpt_approachable_le: fixes x :: "'a::metric_space" shows "x islimpt S \<longleftrightarrow> (\<forall>e>0. \<exists>x'\<in> S. x' \<noteq> x \<and> dist x' x <= e)" unfolding islimpt_approachable using approachable_lt_le [where f="\<lambda>y. dist y x" and P="\<lambda>y. y \<notin> S \<or> y = x", THEN arg_cong [where f=Not]] by (simp add: Bex_def conj_commute conj_left_commute) lemma islimpt_UNIV_iff: "x islimpt UNIV \<longleftrightarrow> \<not> open {x}" unfolding islimpt_def by (safe, fast, case_tac "T = {x}", fast, fast) text {* A perfect space has no isolated points. *} lemma islimpt_UNIV [simp, intro]: "(x::'a::perfect_space) islimpt UNIV" unfolding islimpt_UNIV_iff by (rule not_open_singleton) lemma perfect_choose_dist: fixes x :: "'a::{perfect_space, metric_space}" shows "0 < r \<Longrightarrow> \<exists>a. a \<noteq> x \<and> dist a x < r" using islimpt_UNIV [of x] by (simp add: islimpt_approachable) lemma closed_limpt: "closed S \<longleftrightarrow> (\<forall>x. x islimpt S \<longrightarrow> x \<in> S)" unfolding closed_def apply (subst open_subopen) apply (simp add: islimpt_def subset_eq) by (metis ComplE ComplI) lemma islimpt_EMPTY[simp]: "\<not> x islimpt {}" unfolding islimpt_def by auto lemma finite_set_avoid: fixes a :: "'a::metric_space" assumes fS: "finite S" shows "\<exists>d>0. \<forall>x\<in>S. x \<noteq> a \<longrightarrow> d <= dist a x" proof(induct rule: finite_induct[OF fS]) case 1 thus ?case by (auto intro: zero_less_one) next case (2 x F) from 2 obtain d where d: "d >0" "\<forall>x\<in>F. x\<noteq>a \<longrightarrow> d \<le> dist a x" by blast {assume "x = a" hence ?case using d by auto } moreover {assume xa: "x\<noteq>a" let ?d = "min d (dist a x)" have dp: "?d > 0" using xa d(1) using dist_nz by auto from d have d': "\<forall>x\<in>F. x\<noteq>a \<longrightarrow> ?d \<le> dist a x" by auto with dp xa have ?case by(auto intro!: exI[where x="?d"]) } ultimately show ?case by blast qed lemma islimpt_finite: fixes S :: "'a::metric_space set" assumes fS: "finite S" shows "\<not> a islimpt S" unfolding islimpt_approachable using finite_set_avoid[OF fS, of a] by (metis dist_commute not_le) lemma islimpt_Un: "x islimpt (S \<union> T) \<longleftrightarrow> x islimpt S \<or> x islimpt T" apply (rule iffI) defer apply (metis Un_upper1 Un_upper2 islimpt_subset) unfolding islimpt_def apply (rule ccontr, clarsimp, rename_tac A B) apply (drule_tac x="A \<inter> B" in spec) apply (auto simp add: open_Int) done lemma discrete_imp_closed: fixes S :: "'a::metric_space set" assumes e: "0 < e" and d: "\<forall>x \<in> S. \<forall>y \<in> S. dist y x < e \<longrightarrow> y = x" shows "closed S" proof- {fix x assume C: "\<forall>e>0. \<exists>x'\<in>S. x' \<noteq> x \<and> dist x' x < e" from e have e2: "e/2 > 0" by arith from C[rule_format, OF e2] obtain y where y: "y \<in> S" "y\<noteq>x" "dist y x < e/2" by blast let ?m = "min (e/2) (dist x y) " from e2 y(2) have mp: "?m > 0" by (simp add: dist_nz[THEN sym]) from C[rule_format, OF mp] obtain z where z: "z \<in> S" "z\<noteq>x" "dist z x < ?m" by blast have th: "dist z y < e" using z y by (intro dist_triangle_lt [where z=x], simp) from d[rule_format, OF y(1) z(1) th] y z have False by (auto simp add: dist_commute)} then show ?thesis by (metis islimpt_approachable closed_limpt [where 'a='a]) qed subsection {* Interior of a Set *} definition "interior S = \<Union>{T. open T \<and> T \<subseteq> S}" lemma interiorI [intro?]: assumes "open T" and "x \<in> T" and "T \<subseteq> S" shows "x \<in> interior S" using assms unfolding interior_def by fast lemma interiorE [elim?]: assumes "x \<in> interior S" obtains T where "open T" and "x \<in> T" and "T \<subseteq> S" using assms unfolding interior_def by fast lemma open_interior [simp, intro]: "open (interior S)" by (simp add: interior_def open_Union) lemma interior_subset: "interior S \<subseteq> S" by (auto simp add: interior_def) lemma interior_maximal: "T \<subseteq> S \<Longrightarrow> open T \<Longrightarrow> T \<subseteq> interior S" by (auto simp add: interior_def) lemma interior_open: "open S \<Longrightarrow> interior S = S" by (intro equalityI interior_subset interior_maximal subset_refl) lemma interior_eq: "interior S = S \<longleftrightarrow> open S" by (metis open_interior interior_open) lemma open_subset_interior: "open S \<Longrightarrow> S \<subseteq> interior T \<longleftrightarrow> S \<subseteq> T" by (metis interior_maximal interior_subset subset_trans) lemma interior_empty [simp]: "interior {} = {}" using open_empty by (rule interior_open) lemma interior_UNIV [simp]: "interior UNIV = UNIV" using open_UNIV by (rule interior_open) lemma interior_interior [simp]: "interior (interior S) = interior S" using open_interior by (rule interior_open) lemma interior_mono: "S \<subseteq> T \<Longrightarrow> interior S \<subseteq> interior T" by (auto simp add: interior_def) lemma interior_unique: assumes "T \<subseteq> S" and "open T" assumes "\<And>T'. T' \<subseteq> S \<Longrightarrow> open T' \<Longrightarrow> T' \<subseteq> T" shows "interior S = T" by (intro equalityI assms interior_subset open_interior interior_maximal) lemma interior_inter [simp]: "interior (S \<inter> T) = interior S \<inter> interior T" by (intro equalityI Int_mono Int_greatest interior_mono Int_lower1 Int_lower2 interior_maximal interior_subset open_Int open_interior) lemma mem_interior: "x \<in> interior S \<longleftrightarrow> (\<exists>e>0. ball x e \<subseteq> S)" using open_contains_ball_eq [where S="interior S"] by (simp add: open_subset_interior) lemma interior_limit_point [intro]: fixes x :: "'a::perfect_space" assumes x: "x \<in> interior S" shows "x islimpt S" using x islimpt_UNIV [of x] unfolding interior_def islimpt_def apply (clarsimp, rename_tac T T') apply (drule_tac x="T \<inter> T'" in spec) apply (auto simp add: open_Int) done lemma interior_closed_Un_empty_interior: assumes cS: "closed S" and iT: "interior T = {}" shows "interior (S \<union> T) = interior S" proof show "interior S \<subseteq> interior (S \<union> T)" by (rule interior_mono, rule Un_upper1) next show "interior (S \<union> T) \<subseteq> interior S" proof fix x assume "x \<in> interior (S \<union> T)" then obtain R where "open R" "x \<in> R" "R \<subseteq> S \<union> T" .. show "x \<in> interior S" proof (rule ccontr) assume "x \<notin> interior S" with `x \<in> R` `open R` obtain y where "y \<in> R - S" unfolding interior_def by fast from `open R` `closed S` have "open (R - S)" by (rule open_Diff) from `R \<subseteq> S \<union> T` have "R - S \<subseteq> T" by fast from `y \<in> R - S` `open (R - S)` `R - S \<subseteq> T` `interior T = {}` show "False" unfolding interior_def by fast qed qed qed lemma interior_Times: "interior (A \<times> B) = interior A \<times> interior B" proof (rule interior_unique) show "interior A \<times> interior B \<subseteq> A \<times> B" by (intro Sigma_mono interior_subset) show "open (interior A \<times> interior B)" by (intro open_Times open_interior) fix T assume "T \<subseteq> A \<times> B" and "open T" thus "T \<subseteq> interior A \<times> interior B" proof (safe) fix x y assume "(x, y) \<in> T" then obtain C D where "open C" "open D" "C \<times> D \<subseteq> T" "x \<in> C" "y \<in> D" using `open T` unfolding open_prod_def by fast hence "open C" "open D" "C \<subseteq> A" "D \<subseteq> B" "x \<in> C" "y \<in> D" using `T \<subseteq> A \<times> B` by auto thus "x \<in> interior A" and "y \<in> interior B" by (auto intro: interiorI) qed qed subsection {* Closure of a Set *} definition "closure S = S \<union> {x | x. x islimpt S}" lemma interior_closure: "interior S = - (closure (- S))" unfolding interior_def closure_def islimpt_def by auto lemma closure_interior: "closure S = - interior (- S)" unfolding interior_closure by simp lemma closed_closure[simp, intro]: "closed (closure S)" unfolding closure_interior by (simp add: closed_Compl) lemma closure_subset: "S \<subseteq> closure S" unfolding closure_def by simp lemma closure_hull: "closure S = closed hull S" unfolding hull_def closure_interior interior_def by auto lemma closure_eq: "closure S = S \<longleftrightarrow> closed S" unfolding closure_hull using closed_Inter by (rule hull_eq) lemma closure_closed [simp]: "closed S \<Longrightarrow> closure S = S" unfolding closure_eq . lemma closure_closure [simp]: "closure (closure S) = closure S" unfolding closure_hull by (rule hull_hull) lemma closure_mono: "S \<subseteq> T \<Longrightarrow> closure S \<subseteq> closure T" unfolding closure_hull by (rule hull_mono) lemma closure_minimal: "S \<subseteq> T \<Longrightarrow> closed T \<Longrightarrow> closure S \<subseteq> T" unfolding closure_hull by (rule hull_minimal) lemma closure_unique: assumes "S \<subseteq> T" and "closed T" assumes "\<And>T'. S \<subseteq> T' \<Longrightarrow> closed T' \<Longrightarrow> T \<subseteq> T'" shows "closure S = T" using assms unfolding closure_hull by (rule hull_unique) lemma closure_empty [simp]: "closure {} = {}" using closed_empty by (rule closure_closed) lemma closure_UNIV [simp]: "closure UNIV = UNIV" using closed_UNIV by (rule closure_closed) lemma closure_union [simp]: "closure (S \<union> T) = closure S \<union> closure T" unfolding closure_interior by simp lemma closure_eq_empty: "closure S = {} \<longleftrightarrow> S = {}" using closure_empty closure_subset[of S] by blast lemma closure_subset_eq: "closure S \<subseteq> S \<longleftrightarrow> closed S" using closure_eq[of S] closure_subset[of S] by simp lemma open_inter_closure_eq_empty: "open S \<Longrightarrow> (S \<inter> closure T) = {} \<longleftrightarrow> S \<inter> T = {}" using open_subset_interior[of S "- T"] using interior_subset[of "- T"] unfolding closure_interior by auto lemma open_inter_closure_subset: "open S \<Longrightarrow> (S \<inter> (closure T)) \<subseteq> closure(S \<inter> T)" proof fix x assume as: "open S" "x \<in> S \<inter> closure T" { assume *:"x islimpt T" have "x islimpt (S \<inter> T)" proof (rule islimptI) fix A assume "x \<in> A" "open A" with as have "x \<in> A \<inter> S" "open (A \<inter> S)" by (simp_all add: open_Int) with * obtain y where "y \<in> T" "y \<in> A \<inter> S" "y \<noteq> x" by (rule islimptE) hence "y \<in> S \<inter> T" "y \<in> A \<and> y \<noteq> x" by simp_all thus "\<exists>y\<in>(S \<inter> T). y \<in> A \<and> y \<noteq> x" .. qed } then show "x \<in> closure (S \<inter> T)" using as unfolding closure_def by blast qed lemma closure_complement: "closure (- S) = - interior S" unfolding closure_interior by simp lemma interior_complement: "interior (- S) = - closure S" unfolding closure_interior by simp lemma closure_Times: "closure (A \<times> B) = closure A \<times> closure B" proof (rule closure_unique) show "A \<times> B \<subseteq> closure A \<times> closure B" by (intro Sigma_mono closure_subset) show "closed (closure A \<times> closure B)" by (intro closed_Times closed_closure) fix T assume "A \<times> B \<subseteq> T" and "closed T" thus "closure A \<times> closure B \<subseteq> T" apply (simp add: closed_def open_prod_def, clarify) apply (rule ccontr) apply (drule_tac x="(a, b)" in bspec, simp, clarify, rename_tac C D) apply (simp add: closure_interior interior_def) apply (drule_tac x=C in spec) apply (drule_tac x=D in spec) apply auto done qed subsection {* Frontier (aka boundary) *} definition "frontier S = closure S - interior S" lemma frontier_closed: "closed(frontier S)" by (simp add: frontier_def closed_Diff) lemma frontier_closures: "frontier S = (closure S) \<inter> (closure(- S))" by (auto simp add: frontier_def interior_closure) lemma frontier_straddle: fixes a :: "'a::metric_space" shows "a \<in> frontier S \<longleftrightarrow> (\<forall>e>0. (\<exists>x\<in>S. dist a x < e) \<and> (\<exists>x. x \<notin> S \<and> dist a x < e))" unfolding frontier_def closure_interior by (auto simp add: mem_interior subset_eq ball_def) lemma frontier_subset_closed: "closed S \<Longrightarrow> frontier S \<subseteq> S" by (metis frontier_def closure_closed Diff_subset) lemma frontier_empty[simp]: "frontier {} = {}" by (simp add: frontier_def) lemma frontier_subset_eq: "frontier S \<subseteq> S \<longleftrightarrow> closed S" proof- { assume "frontier S \<subseteq> S" hence "closure S \<subseteq> S" using interior_subset unfolding frontier_def by auto hence "closed S" using closure_subset_eq by auto } thus ?thesis using frontier_subset_closed[of S] .. qed lemma frontier_complement: "frontier(- S) = frontier S" by (auto simp add: frontier_def closure_complement interior_complement) lemma frontier_disjoint_eq: "frontier S \<inter> S = {} \<longleftrightarrow> open S" using frontier_complement frontier_subset_eq[of "- S"] unfolding open_closed by auto subsection {* Filters and the ``eventually true'' quantifier *} definition at_infinity :: "'a::real_normed_vector filter" where "at_infinity = Abs_filter (\<lambda>P. \<exists>r. \<forall>x. r \<le> norm x \<longrightarrow> P x)" definition indirection :: "'a::real_normed_vector \<Rightarrow> 'a \<Rightarrow> 'a filter" (infixr "indirection" 70) where "a indirection v = (at a) within {b. \<exists>c\<ge>0. b - a = scaleR c v}" text{* Prove That They are all filters. *} lemma eventually_at_infinity: "eventually P at_infinity \<longleftrightarrow> (\<exists>b. \<forall>x. norm x >= b \<longrightarrow> P x)" unfolding at_infinity_def proof (rule eventually_Abs_filter, rule is_filter.intro) fix P Q :: "'a \<Rightarrow> bool" assume "\<exists>r. \<forall>x. r \<le> norm x \<longrightarrow> P x" and "\<exists>s. \<forall>x. s \<le> norm x \<longrightarrow> Q x" then obtain r s where "\<forall>x. r \<le> norm x \<longrightarrow> P x" and "\<forall>x. s \<le> norm x \<longrightarrow> Q x" by auto then have "\<forall>x. max r s \<le> norm x \<longrightarrow> P x \<and> Q x" by simp then show "\<exists>r. \<forall>x. r \<le> norm x \<longrightarrow> P x \<and> Q x" .. qed auto text {* Identify Trivial limits, where we can't approach arbitrarily closely. *} lemma trivial_limit_within: shows "trivial_limit (at a within S) \<longleftrightarrow> \<not> a islimpt S" proof assume "trivial_limit (at a within S)" thus "\<not> a islimpt S" unfolding trivial_limit_def unfolding eventually_within eventually_at_topological unfolding islimpt_def apply (clarsimp simp add: set_eq_iff) apply (rename_tac T, rule_tac x=T in exI) apply (clarsimp, drule_tac x=y in bspec, simp_all) done next assume "\<not> a islimpt S" thus "trivial_limit (at a within S)" unfolding trivial_limit_def unfolding eventually_within eventually_at_topological unfolding islimpt_def apply clarsimp apply (rule_tac x=T in exI) apply auto done qed lemma trivial_limit_at_iff: "trivial_limit (at a) \<longleftrightarrow> \<not> a islimpt UNIV" using trivial_limit_within [of a UNIV] by simp lemma trivial_limit_at: fixes a :: "'a::perfect_space" shows "\<not> trivial_limit (at a)" by (rule at_neq_bot) lemma trivial_limit_at_infinity: "\<not> trivial_limit (at_infinity :: ('a::{real_normed_vector,perfect_space}) filter)" unfolding trivial_limit_def eventually_at_infinity apply clarsimp apply (subgoal_tac "\<exists>x::'a. x \<noteq> 0", clarify) apply (rule_tac x="scaleR (b / norm x) x" in exI, simp) apply (cut_tac islimpt_UNIV [of "0::'a", unfolded islimpt_def]) apply (drule_tac x=UNIV in spec, simp) done text {* Some property holds "sufficiently close" to the limit point. *} lemma eventually_at: (* FIXME: this replaces Limits.eventually_at *) "eventually P (at a) \<longleftrightarrow> (\<exists>d>0. \<forall>x. 0 < dist x a \<and> dist x a < d \<longrightarrow> P x)" unfolding eventually_at dist_nz by auto lemma eventually_within: "eventually P (at a within S) \<longleftrightarrow> (\<exists>d>0. \<forall>x\<in>S. 0 < dist x a \<and> dist x a < d \<longrightarrow> P x)" unfolding eventually_within eventually_at dist_nz by auto lemma eventually_within_le: "eventually P (at a within S) \<longleftrightarrow> (\<exists>d>0. \<forall>x\<in>S. 0 < dist x a \<and> dist x a <= d \<longrightarrow> P x)" (is "?lhs = ?rhs") unfolding eventually_within by auto (metis dense order_le_less_trans) lemma eventually_happens: "eventually P net ==> trivial_limit net \<or> (\<exists>x. P x)" unfolding trivial_limit_def by (auto elim: eventually_rev_mp) lemma trivial_limit_eventually: "trivial_limit net \<Longrightarrow> eventually P net" by simp lemma trivial_limit_eq: "trivial_limit net \<longleftrightarrow> (\<forall>P. eventually P net)" by (simp add: filter_eq_iff) text{* Combining theorems for "eventually" *} lemma eventually_rev_mono: "eventually P net \<Longrightarrow> (\<forall>x. P x \<longrightarrow> Q x) \<Longrightarrow> eventually Q net" using eventually_mono [of P Q] by fast lemma not_eventually: "(\<forall>x. \<not> P x ) \<Longrightarrow> ~(trivial_limit net) ==> ~(eventually (\<lambda>x. P x) net)" by (simp add: eventually_False) subsection {* Limits *} text{* Notation Lim to avoid collition with lim defined in analysis *} definition Lim :: "'a filter \<Rightarrow> ('a \<Rightarrow> 'b::t2_space) \<Rightarrow> 'b" where "Lim A f = (THE l. (f ---> l) A)" lemma Lim: "(f ---> l) net \<longleftrightarrow> trivial_limit net \<or> (\<forall>e>0. eventually (\<lambda>x. dist (f x) l < e) net)" unfolding tendsto_iff trivial_limit_eq by auto text{* Show that they yield usual definitions in the various cases. *} lemma Lim_within_le: "(f ---> l)(at a within S) \<longleftrightarrow> (\<forall>e>0. \<exists>d>0. \<forall>x\<in>S. 0 < dist x a \<and> dist x a <= d \<longrightarrow> dist (f x) l < e)" by (auto simp add: tendsto_iff eventually_within_le) lemma Lim_within: "(f ---> l) (at a within S) \<longleftrightarrow> (\<forall>e >0. \<exists>d>0. \<forall>x \<in> S. 0 < dist x a \<and> dist x a < d \<longrightarrow> dist (f x) l < e)" by (auto simp add: tendsto_iff eventually_within) lemma Lim_at: "(f ---> l) (at a) \<longleftrightarrow> (\<forall>e >0. \<exists>d>0. \<forall>x. 0 < dist x a \<and> dist x a < d \<longrightarrow> dist (f x) l < e)" by (auto simp add: tendsto_iff eventually_at) lemma Lim_at_infinity: "(f ---> l) at_infinity \<longleftrightarrow> (\<forall>e>0. \<exists>b. \<forall>x. norm x >= b \<longrightarrow> dist (f x) l < e)" by (auto simp add: tendsto_iff eventually_at_infinity) lemma Lim_eventually: "eventually (\<lambda>x. f x = l) net \<Longrightarrow> (f ---> l) net" by (rule topological_tendstoI, auto elim: eventually_rev_mono) text{* The expected monotonicity property. *} lemma Lim_within_empty: "(f ---> l) (net within {})" unfolding tendsto_def Limits.eventually_within by simp lemma Lim_within_subset: "(f ---> l) (net within S) \<Longrightarrow> T \<subseteq> S \<Longrightarrow> (f ---> l) (net within T)" unfolding tendsto_def Limits.eventually_within by (auto elim!: eventually_elim1) lemma Lim_Un: assumes "(f ---> l) (net within S)" "(f ---> l) (net within T)" shows "(f ---> l) (net within (S \<union> T))" using assms unfolding tendsto_def Limits.eventually_within apply clarify apply (drule spec, drule (1) mp, drule (1) mp) apply (drule spec, drule (1) mp, drule (1) mp) apply (auto elim: eventually_elim2) done lemma Lim_Un_univ: "(f ---> l) (net within S) \<Longrightarrow> (f ---> l) (net within T) \<Longrightarrow> S \<union> T = UNIV ==> (f ---> l) net" by (metis Lim_Un within_UNIV) text{* Interrelations between restricted and unrestricted limits. *} lemma Lim_at_within: "(f ---> l) net ==> (f ---> l)(net within S)" (* FIXME: rename *) unfolding tendsto_def Limits.eventually_within apply (clarify, drule spec, drule (1) mp, drule (1) mp) by (auto elim!: eventually_elim1) lemma eventually_within_interior: assumes "x \<in> interior S" shows "eventually P (at x within S) \<longleftrightarrow> eventually P (at x)" (is "?lhs = ?rhs") proof- from assms obtain T where T: "open T" "x \<in> T" "T \<subseteq> S" .. { assume "?lhs" then obtain A where "open A" "x \<in> A" "\<forall>y\<in>A. y \<noteq> x \<longrightarrow> y \<in> S \<longrightarrow> P y" unfolding Limits.eventually_within Limits.eventually_at_topological by auto with T have "open (A \<inter> T)" "x \<in> A \<inter> T" "\<forall>y\<in>(A \<inter> T). y \<noteq> x \<longrightarrow> P y" by auto then have "?rhs" unfolding Limits.eventually_at_topological by auto } moreover { assume "?rhs" hence "?lhs" unfolding Limits.eventually_within by (auto elim: eventually_elim1) } ultimately show "?thesis" .. qed lemma at_within_interior: "x \<in> interior S \<Longrightarrow> at x within S = at x" by (simp add: filter_eq_iff eventually_within_interior) lemma at_within_open: "\<lbrakk>x \<in> S; open S\<rbrakk> \<Longrightarrow> at x within S = at x" by (simp only: at_within_interior interior_open) lemma Lim_within_open: fixes f :: "'a::topological_space \<Rightarrow> 'b::topological_space" assumes"a \<in> S" "open S" shows "(f ---> l)(at a within S) \<longleftrightarrow> (f ---> l)(at a)" using assms by (simp only: at_within_open) lemma Lim_within_LIMSEQ: fixes a :: "'a::metric_space" assumes "\<forall>S. (\<forall>n. S n \<noteq> a \<and> S n \<in> T) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L" shows "(X ---> L) (at a within T)" using assms unfolding tendsto_def [where l=L] by (simp add: sequentially_imp_eventually_within) lemma Lim_right_bound: fixes f :: "real \<Rightarrow> real" assumes mono: "\<And>a b. a \<in> I \<Longrightarrow> b \<in> I \<Longrightarrow> x < a \<Longrightarrow> a \<le> b \<Longrightarrow> f a \<le> f b" assumes bnd: "\<And>a. a \<in> I \<Longrightarrow> x < a \<Longrightarrow> K \<le> f a" shows "(f ---> Inf (f ` ({x<..} \<inter> I))) (at x within ({x<..} \<inter> I))" proof cases assume "{x<..} \<inter> I = {}" then show ?thesis by (simp add: Lim_within_empty) next assume [simp]: "{x<..} \<inter> I \<noteq> {}" show ?thesis proof (rule Lim_within_LIMSEQ, safe) fix S assume S: "\<forall>n. S n \<noteq> x \<and> S n \<in> {x <..} \<inter> I" "S ----> x" show "(\<lambda>n. f (S n)) ----> Inf (f ` ({x<..} \<inter> I))" proof (rule LIMSEQ_I, rule ccontr) fix r :: real assume "0 < r" with Inf_close[of "f ` ({x<..} \<inter> I)" r] obtain y where y: "x < y" "y \<in> I" "f y < Inf (f ` ({x <..} \<inter> I)) + r" by auto from `x < y` have "0 < y - x" by auto from S(2)[THEN LIMSEQ_D, OF this] obtain N where N: "\<And>n. N \<le> n \<Longrightarrow> \<bar>S n - x\<bar> < y - x" by auto assume "\<not> (\<exists>N. \<forall>n\<ge>N. norm (f (S n) - Inf (f ` ({x<..} \<inter> I))) < r)" moreover have "\<And>n. Inf (f ` ({x<..} \<inter> I)) \<le> f (S n)" using S bnd by (intro Inf_lower[where z=K]) auto ultimately obtain n where n: "N \<le> n" "r + Inf (f ` ({x<..} \<inter> I)) \<le> f (S n)" by (auto simp: not_less field_simps) with N[OF n(1)] mono[OF _ `y \<in> I`, of "S n"] S(1)[THEN spec, of n] y show False by auto qed qed qed text{* Another limit point characterization. *} lemma islimpt_sequential: fixes x :: "'a::metric_space" shows "x islimpt S \<longleftrightarrow> (\<exists>f. (\<forall>n::nat. f n \<in> S -{x}) \<and> (f ---> x) sequentially)" (is "?lhs = ?rhs") proof assume ?lhs then obtain f where f:"\<forall>y. y>0 \<longrightarrow> f y \<in> S \<and> f y \<noteq> x \<and> dist (f y) x < y" unfolding islimpt_approachable using choice[of "\<lambda>e y. e>0 \<longrightarrow> y\<in>S \<and> y\<noteq>x \<and> dist y x < e"] by auto let ?I = "\<lambda>n. inverse (real (Suc n))" have "\<forall>n. f (?I n) \<in> S - {x}" using f by simp moreover have "(\<lambda>n. f (?I n)) ----> x" proof (rule metric_tendsto_imp_tendsto) show "?I ----> 0" by (rule LIMSEQ_inverse_real_of_nat) show "eventually (\<lambda>n. dist (f (?I n)) x \<le> dist (?I n) 0) sequentially" by (simp add: norm_conv_dist [symmetric] less_imp_le f) qed ultimately show ?rhs by fast next assume ?rhs then obtain f::"nat\<Rightarrow>'a" where f:"(\<forall>n. f n \<in> S - {x})" "(\<forall>e>0. \<exists>N. \<forall>n\<ge>N. dist (f n) x < e)" unfolding LIMSEQ_def by auto { fix e::real assume "e>0" then obtain N where "dist (f N) x < e" using f(2) by auto moreover have "f N\<in>S" "f N \<noteq> x" using f(1) by auto ultimately have "\<exists>x'\<in>S. x' \<noteq> x \<and> dist x' x < e" by auto } thus ?lhs unfolding islimpt_approachable by auto qed lemma Lim_inv: (* TODO: delete *) fixes f :: "'a \<Rightarrow> real" and A :: "'a filter" assumes "(f ---> l) A" and "l \<noteq> 0" shows "((inverse o f) ---> inverse l) A" unfolding o_def using assms by (rule tendsto_inverse) lemma Lim_null: fixes f :: "'a \<Rightarrow> 'b::real_normed_vector" shows "(f ---> l) net \<longleftrightarrow> ((\<lambda>x. f(x) - l) ---> 0) net" by (simp add: Lim dist_norm) lemma Lim_null_comparison: fixes f :: "'a \<Rightarrow> 'b::real_normed_vector" assumes "eventually (\<lambda>x. norm (f x) \<le> g x) net" "(g ---> 0) net" shows "(f ---> 0) net" proof (rule metric_tendsto_imp_tendsto) show "(g ---> 0) net" by fact show "eventually (\<lambda>x. dist (f x) 0 \<le> dist (g x) 0) net" using assms(1) by (rule eventually_elim1, simp add: dist_norm) qed lemma Lim_transform_bound: fixes f :: "'a \<Rightarrow> 'b::real_normed_vector" fixes g :: "'a \<Rightarrow> 'c::real_normed_vector" assumes "eventually (\<lambda>n. norm(f n) <= norm(g n)) net" "(g ---> 0) net" shows "(f ---> 0) net" using assms(1) tendsto_norm_zero [OF assms(2)] by (rule Lim_null_comparison) text{* Deducing things about the limit from the elements. *} lemma Lim_in_closed_set: assumes "closed S" "eventually (\<lambda>x. f(x) \<in> S) net" "\<not>(trivial_limit net)" "(f ---> l) net" shows "l \<in> S" proof (rule ccontr) assume "l \<notin> S" with `closed S` have "open (- S)" "l \<in> - S" by (simp_all add: open_Compl) with assms(4) have "eventually (\<lambda>x. f x \<in> - S) net" by (rule topological_tendstoD) with assms(2) have "eventually (\<lambda>x. False) net" by (rule eventually_elim2) simp with assms(3) show "False" by (simp add: eventually_False) qed text{* Need to prove closed(cball(x,e)) before deducing this as a corollary. *} lemma Lim_dist_ubound: assumes "\<not>(trivial_limit net)" "(f ---> l) net" "eventually (\<lambda>x. dist a (f x) <= e) net" shows "dist a l <= e" proof- have "dist a l \<in> {..e}" proof (rule Lim_in_closed_set) show "closed {..e}" by simp show "eventually (\<lambda>x. dist a (f x) \<in> {..e}) net" by (simp add: assms) show "\<not> trivial_limit net" by fact show "((\<lambda>x. dist a (f x)) ---> dist a l) net" by (intro tendsto_intros assms) qed thus ?thesis by simp qed lemma Lim_norm_ubound: fixes f :: "'a \<Rightarrow> 'b::real_normed_vector" assumes "\<not>(trivial_limit net)" "(f ---> l) net" "eventually (\<lambda>x. norm(f x) <= e) net" shows "norm(l) <= e" proof- have "norm l \<in> {..e}" proof (rule Lim_in_closed_set) show "closed {..e}" by simp show "eventually (\<lambda>x. norm (f x) \<in> {..e}) net" by (simp add: assms) show "\<not> trivial_limit net" by fact show "((\<lambda>x. norm (f x)) ---> norm l) net" by (intro tendsto_intros assms) qed thus ?thesis by simp qed lemma Lim_norm_lbound: fixes f :: "'a \<Rightarrow> 'b::real_normed_vector" assumes "\<not> (trivial_limit net)" "(f ---> l) net" "eventually (\<lambda>x. e <= norm(f x)) net" shows "e \<le> norm l" proof- have "norm l \<in> {e..}" proof (rule Lim_in_closed_set) show "closed {e..}" by simp show "eventually (\<lambda>x. norm (f x) \<in> {e..}) net" by (simp add: assms) show "\<not> trivial_limit net" by fact show "((\<lambda>x. norm (f x)) ---> norm l) net" by (intro tendsto_intros assms) qed thus ?thesis by simp qed text{* Uniqueness of the limit, when nontrivial. *} lemma tendsto_Lim: fixes f :: "'a \<Rightarrow> 'b::t2_space" shows "~(trivial_limit net) \<Longrightarrow> (f ---> l) net ==> Lim net f = l" unfolding Lim_def using tendsto_unique[of net f] by auto text{* Limit under bilinear function *} lemma Lim_bilinear: assumes "(f ---> l) net" and "(g ---> m) net" and "bounded_bilinear h" shows "((\<lambda>x. h (f x) (g x)) ---> (h l m)) net" using `bounded_bilinear h` `(f ---> l) net` `(g ---> m) net` by (rule bounded_bilinear.tendsto) text{* These are special for limits out of the same vector space. *} lemma Lim_within_id: "(id ---> a) (at a within s)" unfolding id_def by (rule tendsto_ident_at_within) lemma Lim_at_id: "(id ---> a) (at a)" unfolding id_def by (rule tendsto_ident_at) lemma Lim_at_zero: fixes a :: "'a::real_normed_vector" fixes l :: "'b::topological_space" shows "(f ---> l) (at a) \<longleftrightarrow> ((\<lambda>x. f(a + x)) ---> l) (at 0)" (is "?lhs = ?rhs") using LIM_offset_zero LIM_offset_zero_cancel .. text{* It's also sometimes useful to extract the limit point from the filter. *} definition netlimit :: "'a::t2_space filter \<Rightarrow> 'a" where "netlimit net = (SOME a. ((\<lambda>x. x) ---> a) net)" lemma netlimit_within: assumes "\<not> trivial_limit (at a within S)" shows "netlimit (at a within S) = a" unfolding netlimit_def apply (rule some_equality) apply (rule Lim_at_within) apply (rule tendsto_ident_at) apply (erule tendsto_unique [OF assms]) apply (rule Lim_at_within) apply (rule tendsto_ident_at) done lemma netlimit_at: fixes a :: "'a::{perfect_space,t2_space}" shows "netlimit (at a) = a" using netlimit_within [of a UNIV] by simp lemma lim_within_interior: "x \<in> interior S \<Longrightarrow> (f ---> l) (at x within S) \<longleftrightarrow> (f ---> l) (at x)" by (simp add: at_within_interior) lemma netlimit_within_interior: fixes x :: "'a::{t2_space,perfect_space}" assumes "x \<in> interior S" shows "netlimit (at x within S) = x" using assms by (simp add: at_within_interior netlimit_at) text{* Transformation of limit. *} lemma Lim_transform: fixes f g :: "'a::type \<Rightarrow> 'b::real_normed_vector" assumes "((\<lambda>x. f x - g x) ---> 0) net" "(f ---> l) net" shows "(g ---> l) net" using tendsto_diff [OF assms(2) assms(1)] by simp lemma Lim_transform_eventually: "eventually (\<lambda>x. f x = g x) net \<Longrightarrow> (f ---> l) net \<Longrightarrow> (g ---> l) net" apply (rule topological_tendstoI) apply (drule (2) topological_tendstoD) apply (erule (1) eventually_elim2, simp) done lemma Lim_transform_within: assumes "0 < d" and "\<forall>x'\<in>S. 0 < dist x' x \<and> dist x' x < d \<longrightarrow> f x' = g x'" and "(f ---> l) (at x within S)" shows "(g ---> l) (at x within S)" proof (rule Lim_transform_eventually) show "eventually (\<lambda>x. f x = g x) (at x within S)" unfolding eventually_within using assms(1,2) by auto show "(f ---> l) (at x within S)" by fact qed lemma Lim_transform_at: assumes "0 < d" and "\<forall>x'. 0 < dist x' x \<and> dist x' x < d \<longrightarrow> f x' = g x'" and "(f ---> l) (at x)" shows "(g ---> l) (at x)" proof (rule Lim_transform_eventually) show "eventually (\<lambda>x. f x = g x) (at x)" unfolding eventually_at using assms(1,2) by auto show "(f ---> l) (at x)" by fact qed text{* Common case assuming being away from some crucial point like 0. *} lemma Lim_transform_away_within: fixes a b :: "'a::t1_space" assumes "a \<noteq> b" and "\<forall>x\<in>S. x \<noteq> a \<and> x \<noteq> b \<longrightarrow> f x = g x" and "(f ---> l) (at a within S)" shows "(g ---> l) (at a within S)" proof (rule Lim_transform_eventually) show "(f ---> l) (at a within S)" by fact show "eventually (\<lambda>x. f x = g x) (at a within S)" unfolding Limits.eventually_within eventually_at_topological by (rule exI [where x="- {b}"], simp add: open_Compl assms) qed lemma Lim_transform_away_at: fixes a b :: "'a::t1_space" assumes ab: "a\<noteq>b" and fg: "\<forall>x. x \<noteq> a \<and> x \<noteq> b \<longrightarrow> f x = g x" and fl: "(f ---> l) (at a)" shows "(g ---> l) (at a)" using Lim_transform_away_within[OF ab, of UNIV f g l] fg fl by simp text{* Alternatively, within an open set. *} lemma Lim_transform_within_open: assumes "open S" and "a \<in> S" and "\<forall>x\<in>S. x \<noteq> a \<longrightarrow> f x = g x" and "(f ---> l) (at a)" shows "(g ---> l) (at a)" proof (rule Lim_transform_eventually) show "eventually (\<lambda>x. f x = g x) (at a)" unfolding eventually_at_topological using assms(1,2,3) by auto show "(f ---> l) (at a)" by fact qed text{* A congruence rule allowing us to transform limits assuming not at point. *} (* FIXME: Only one congruence rule for tendsto can be used at a time! *) lemma Lim_cong_within(*[cong add]*): assumes "a = b" "x = y" "S = T" assumes "\<And>x. x \<noteq> b \<Longrightarrow> x \<in> T \<Longrightarrow> f x = g x" shows "(f ---> x) (at a within S) \<longleftrightarrow> (g ---> y) (at b within T)" unfolding tendsto_def Limits.eventually_within eventually_at_topological using assms by simp lemma Lim_cong_at(*[cong add]*): assumes "a = b" "x = y" assumes "\<And>x. x \<noteq> a \<Longrightarrow> f x = g x" shows "((\<lambda>x. f x) ---> x) (at a) \<longleftrightarrow> ((g ---> y) (at a))" unfolding tendsto_def eventually_at_topological using assms by simp text{* Useful lemmas on closure and set of possible sequential limits.*} lemma closure_sequential: fixes l :: "'a::metric_space" shows "l \<in> closure S \<longleftrightarrow> (\<exists>x. (\<forall>n. x n \<in> S) \<and> (x ---> l) sequentially)" (is "?lhs = ?rhs") proof assume "?lhs" moreover { assume "l \<in> S" hence "?rhs" using tendsto_const[of l sequentially] by auto } moreover { assume "l islimpt S" hence "?rhs" unfolding islimpt_sequential by auto } ultimately show "?rhs" unfolding closure_def by auto next assume "?rhs" thus "?lhs" unfolding closure_def unfolding islimpt_sequential by auto qed lemma closed_sequential_limits: fixes S :: "'a::metric_space set" shows "closed S \<longleftrightarrow> (\<forall>x l. (\<forall>n. x n \<in> S) \<and> (x ---> l) sequentially \<longrightarrow> l \<in> S)" unfolding closed_limpt using closure_sequential [where 'a='a] closure_closed [where 'a='a] closed_limpt [where 'a='a] islimpt_sequential [where 'a='a] mem_delete [where 'a='a] by metis lemma closure_approachable: fixes S :: "'a::metric_space set" shows "x \<in> closure S \<longleftrightarrow> (\<forall>e>0. \<exists>y\<in>S. dist y x < e)" apply (auto simp add: closure_def islimpt_approachable) by (metis dist_self) lemma closed_approachable: fixes S :: "'a::metric_space set" shows "closed S ==> (\<forall>e>0. \<exists>y\<in>S. dist y x < e) \<longleftrightarrow> x \<in> S" by (metis closure_closed closure_approachable) text{* Some other lemmas about sequences. *} lemma sequentially_offset: assumes "eventually (\<lambda>i. P i) sequentially" shows "eventually (\<lambda>i. P (i + k)) sequentially" using assms unfolding eventually_sequentially by (metis trans_le_add1) lemma seq_offset: assumes "(f ---> l) sequentially" shows "((\<lambda>i. f (i + k)) ---> l) sequentially" using assms by (rule LIMSEQ_ignore_initial_segment) (* FIXME: redundant *) lemma seq_offset_neg: "(f ---> l) sequentially ==> ((\<lambda>i. f(i - k)) ---> l) sequentially" apply (rule topological_tendstoI) apply (drule (2) topological_tendstoD) apply (simp only: eventually_sequentially) apply (subgoal_tac "\<And>N k (n::nat). N + k <= n ==> N <= n - k") apply metis by arith lemma seq_offset_rev: "((\<lambda>i. f(i + k)) ---> l) sequentially ==> (f ---> l) sequentially" by (rule LIMSEQ_offset) (* FIXME: redundant *) lemma seq_harmonic: "((\<lambda>n. inverse (real n)) ---> 0) sequentially" using LIMSEQ_inverse_real_of_nat by (rule LIMSEQ_imp_Suc) subsection {* More properties of closed balls *} lemma closed_cball: "closed (cball x e)" unfolding cball_def closed_def unfolding Collect_neg_eq [symmetric] not_le apply (clarsimp simp add: open_dist, rename_tac y) apply (rule_tac x="dist x y - e" in exI, clarsimp) apply (rename_tac x') apply (cut_tac x=x and y=x' and z=y in dist_triangle) apply simp done lemma open_contains_cball: "open S \<longleftrightarrow> (\<forall>x\<in>S. \<exists>e>0. cball x e \<subseteq> S)" proof- { fix x and e::real assume "x\<in>S" "e>0" "ball x e \<subseteq> S" hence "\<exists>d>0. cball x d \<subseteq> S" unfolding subset_eq by (rule_tac x="e/2" in exI, auto) } moreover { fix x and e::real assume "x\<in>S" "e>0" "cball x e \<subseteq> S" hence "\<exists>d>0. ball x d \<subseteq> S" unfolding subset_eq apply(rule_tac x="e/2" in exI) by auto } ultimately show ?thesis unfolding open_contains_ball by auto qed lemma open_contains_cball_eq: "open S ==> (\<forall>x. x \<in> S \<longleftrightarrow> (\<exists>e>0. cball x e \<subseteq> S))" by (metis open_contains_cball subset_eq order_less_imp_le centre_in_cball) lemma mem_interior_cball: "x \<in> interior S \<longleftrightarrow> (\<exists>e>0. cball x e \<subseteq> S)" apply (simp add: interior_def, safe) apply (force simp add: open_contains_cball) apply (rule_tac x="ball x e" in exI) apply (simp add: subset_trans [OF ball_subset_cball]) done lemma islimpt_ball: fixes x y :: "'a::{real_normed_vector,perfect_space}" shows "y islimpt ball x e \<longleftrightarrow> 0 < e \<and> y \<in> cball x e" (is "?lhs = ?rhs") proof assume "?lhs" { assume "e \<le> 0" hence *:"ball x e = {}" using ball_eq_empty[of x e] by auto have False using `?lhs` unfolding * using islimpt_EMPTY[of y] by auto } hence "e > 0" by (metis not_less) moreover have "y \<in> cball x e" using closed_cball[of x e] islimpt_subset[of y "ball x e" "cball x e"] ball_subset_cball[of x e] `?lhs` unfolding closed_limpt by auto ultimately show "?rhs" by auto next assume "?rhs" hence "e>0" by auto { fix d::real assume "d>0" have "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d" proof(cases "d \<le> dist x y") case True thus "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d" proof(cases "x=y") case True hence False using `d \<le> dist x y` `d>0` by auto thus "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d" by auto next case False have "dist x (y - (d / (2 * dist y x)) *\<^sub>R (y - x)) = norm (x - y + (d / (2 * norm (y - x))) *\<^sub>R (y - x))" unfolding mem_cball mem_ball dist_norm diff_diff_eq2 diff_add_eq[THEN sym] by auto also have "\<dots> = \<bar>- 1 + d / (2 * norm (x - y))\<bar> * norm (x - y)" using scaleR_left_distrib[of "- 1" "d / (2 * norm (y - x))", THEN sym, of "y - x"] unfolding scaleR_minus_left scaleR_one by (auto simp add: norm_minus_commute) also have "\<dots> = \<bar>- norm (x - y) + d / 2\<bar>" unfolding abs_mult_pos[of "norm (x - y)", OF norm_ge_zero[of "x - y"]] unfolding left_distrib using `x\<noteq>y`[unfolded dist_nz, unfolded dist_norm] by auto also have "\<dots> \<le> e - d/2" using `d \<le> dist x y` and `d>0` and `?rhs` by(auto simp add: dist_norm) finally have "y - (d / (2 * dist y x)) *\<^sub>R (y - x) \<in> ball x e" using `d>0` by auto moreover have "(d / (2*dist y x)) *\<^sub>R (y - x) \<noteq> 0" using `x\<noteq>y`[unfolded dist_nz] `d>0` unfolding scaleR_eq_0_iff by (auto simp add: dist_commute) moreover have "dist (y - (d / (2 * dist y x)) *\<^sub>R (y - x)) y < d" unfolding dist_norm apply simp unfolding norm_minus_cancel using `d>0` `x\<noteq>y`[unfolded dist_nz] dist_commute[of x y] unfolding dist_norm by auto ultimately show "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d" by (rule_tac x="y - (d / (2*dist y x)) *\<^sub>R (y - x)" in bexI) auto qed next case False hence "d > dist x y" by auto show "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d" proof(cases "x=y") case True obtain z where **: "z \<noteq> y" "dist z y < min e d" using perfect_choose_dist[of "min e d" y] using `d > 0` `e>0` by auto show "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d" unfolding `x = y` using `z \<noteq> y` ** by (rule_tac x=z in bexI, auto simp add: dist_commute) next case False thus "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d" using `d>0` `d > dist x y` `?rhs` by(rule_tac x=x in bexI, auto) qed qed } thus "?lhs" unfolding mem_cball islimpt_approachable mem_ball by auto qed lemma closure_ball_lemma: fixes x y :: "'a::real_normed_vector" assumes "x \<noteq> y" shows "y islimpt ball x (dist x y)" proof (rule islimptI) fix T assume "y \<in> T" "open T" then obtain r where "0 < r" "\<forall>z. dist z y < r \<longrightarrow> z \<in> T" unfolding open_dist by fast (* choose point between x and y, within distance r of y. *) def k \<equiv> "min 1 (r / (2 * dist x y))" def z \<equiv> "y + scaleR k (x - y)" have z_def2: "z = x + scaleR (1 - k) (y - x)" unfolding z_def by (simp add: algebra_simps) have "dist z y < r" unfolding z_def k_def using `0 < r` by (simp add: dist_norm min_def) hence "z \<in> T" using `\<forall>z. dist z y < r \<longrightarrow> z \<in> T` by simp have "dist x z < dist x y" unfolding z_def2 dist_norm apply (simp add: norm_minus_commute) apply (simp only: dist_norm [symmetric]) apply (subgoal_tac "\<bar>1 - k\<bar> * dist x y < 1 * dist x y", simp) apply (rule mult_strict_right_mono) apply (simp add: k_def divide_pos_pos zero_less_dist_iff `0 < r` `x \<noteq> y`) apply (simp add: zero_less_dist_iff `x \<noteq> y`) done hence "z \<in> ball x (dist x y)" by simp have "z \<noteq> y" unfolding z_def k_def using `x \<noteq> y` `0 < r` by (simp add: min_def) show "\<exists>z\<in>ball x (dist x y). z \<in> T \<and> z \<noteq> y" using `z \<in> ball x (dist x y)` `z \<in> T` `z \<noteq> y` by fast qed lemma closure_ball: fixes x :: "'a::real_normed_vector" shows "0 < e \<Longrightarrow> closure (ball x e) = cball x e" apply (rule equalityI) apply (rule closure_minimal) apply (rule ball_subset_cball) apply (rule closed_cball) apply (rule subsetI, rename_tac y) apply (simp add: le_less [where 'a=real]) apply (erule disjE) apply (rule subsetD [OF closure_subset], simp) apply (simp add: closure_def) apply clarify apply (rule closure_ball_lemma) apply (simp add: zero_less_dist_iff) done (* In a trivial vector space, this fails for e = 0. *) lemma interior_cball: fixes x :: "'a::{real_normed_vector, perfect_space}" shows "interior (cball x e) = ball x e" proof(cases "e\<ge>0") case False note cs = this from cs have "ball x e = {}" using ball_empty[of e x] by auto moreover { fix y assume "y \<in> cball x e" hence False unfolding mem_cball using dist_nz[of x y] cs by auto } hence "cball x e = {}" by auto hence "interior (cball x e) = {}" using interior_empty by auto ultimately show ?thesis by blast next case True note cs = this have "ball x e \<subseteq> cball x e" using ball_subset_cball by auto moreover { fix S y assume as: "S \<subseteq> cball x e" "open S" "y\<in>S" then obtain d where "d>0" and d:"\<forall>x'. dist x' y < d \<longrightarrow> x' \<in> S" unfolding open_dist by blast then obtain xa where xa_y: "xa \<noteq> y" and xa: "dist xa y < d" using perfect_choose_dist [of d] by auto have "xa\<in>S" using d[THEN spec[where x=xa]] using xa by(auto simp add: dist_commute) hence xa_cball:"xa \<in> cball x e" using as(1) by auto hence "y \<in> ball x e" proof(cases "x = y") case True hence "e>0" using xa_y[unfolded dist_nz] xa_cball[unfolded mem_cball] by (auto simp add: dist_commute) thus "y \<in> ball x e" using `x = y ` by simp next case False have "dist (y + (d / 2 / dist y x) *\<^sub>R (y - x)) y < d" unfolding dist_norm using `d>0` norm_ge_zero[of "y - x"] `x \<noteq> y` by auto hence *:"y + (d / 2 / dist y x) *\<^sub>R (y - x) \<in> cball x e" using d as(1)[unfolded subset_eq] by blast have "y - x \<noteq> 0" using `x \<noteq> y` by auto hence **:"d / (2 * norm (y - x)) > 0" unfolding zero_less_norm_iff[THEN sym] using `d>0` divide_pos_pos[of d "2*norm (y - x)"] by auto have "dist (y + (d / 2 / dist y x) *\<^sub>R (y - x)) x = norm (y + (d / (2 * norm (y - x))) *\<^sub>R y - (d / (2 * norm (y - x))) *\<^sub>R x - x)" by (auto simp add: dist_norm algebra_simps) also have "\<dots> = norm ((1 + d / (2 * norm (y - x))) *\<^sub>R (y - x))" by (auto simp add: algebra_simps) also have "\<dots> = \<bar>1 + d / (2 * norm (y - x))\<bar> * norm (y - x)" using ** by auto also have "\<dots> = (dist y x) + d/2"using ** by (auto simp add: left_distrib dist_norm) finally have "e \<ge> dist x y +d/2" using *[unfolded mem_cball] by (auto simp add: dist_commute) thus "y \<in> ball x e" unfolding mem_ball using `d>0` by auto qed } hence "\<forall>S \<subseteq> cball x e. open S \<longrightarrow> S \<subseteq> ball x e" by auto ultimately show ?thesis using interior_unique[of "ball x e" "cball x e"] using open_ball[of x e] by auto qed lemma frontier_ball: fixes a :: "'a::real_normed_vector" shows "0 < e ==> frontier(ball a e) = {x. dist a x = e}" apply (simp add: frontier_def closure_ball interior_open order_less_imp_le) apply (simp add: set_eq_iff) by arith lemma frontier_cball: fixes a :: "'a::{real_normed_vector, perfect_space}" shows "frontier(cball a e) = {x. dist a x = e}" apply (simp add: frontier_def interior_cball closed_cball order_less_imp_le) apply (simp add: set_eq_iff) by arith lemma cball_eq_empty: "(cball x e = {}) \<longleftrightarrow> e < 0" apply (simp add: set_eq_iff not_le) by (metis zero_le_dist dist_self order_less_le_trans) lemma cball_empty: "e < 0 ==> cball x e = {}" by (simp add: cball_eq_empty) lemma cball_eq_sing: fixes x :: "'a::{metric_space,perfect_space}" shows "(cball x e = {x}) \<longleftrightarrow> e = 0" proof (rule linorder_cases) assume e: "0 < e" obtain a where "a \<noteq> x" "dist a x < e" using perfect_choose_dist [OF e] by auto hence "a \<noteq> x" "dist x a \<le> e" by (auto simp add: dist_commute) with e show ?thesis by (auto simp add: set_eq_iff) qed auto lemma cball_sing: fixes x :: "'a::metric_space" shows "e = 0 ==> cball x e = {x}" by (auto simp add: set_eq_iff) subsection {* Boundedness *} (* FIXME: This has to be unified with BSEQ!! *) definition (in metric_space) bounded :: "'a set \<Rightarrow> bool" where "bounded S \<longleftrightarrow> (\<exists>x e. \<forall>y\<in>S. dist x y \<le> e)" lemma bounded_any_center: "bounded S \<longleftrightarrow> (\<exists>e. \<forall>y\<in>S. dist a y \<le> e)" unfolding bounded_def apply safe apply (rule_tac x="dist a x + e" in exI, clarify) apply (drule (1) bspec) apply (erule order_trans [OF dist_triangle add_left_mono]) apply auto done lemma bounded_iff: "bounded S \<longleftrightarrow> (\<exists>a. \<forall>x\<in>S. norm x \<le> a)" unfolding bounded_any_center [where a=0] by (simp add: dist_norm) lemma bounded_empty[simp]: "bounded {}" by (simp add: bounded_def) lemma bounded_subset: "bounded T \<Longrightarrow> S \<subseteq> T ==> bounded S" by (metis bounded_def subset_eq) lemma bounded_interior[intro]: "bounded S ==> bounded(interior S)" by (metis bounded_subset interior_subset) lemma bounded_closure[intro]: assumes "bounded S" shows "bounded(closure S)" proof- from assms obtain x and a where a: "\<forall>y\<in>S. dist x y \<le> a" unfolding bounded_def by auto { fix y assume "y \<in> closure S" then obtain f where f: "\<forall>n. f n \<in> S" "(f ---> y) sequentially" unfolding closure_sequential by auto have "\<forall>n. f n \<in> S \<longrightarrow> dist x (f n) \<le> a" using a by simp hence "eventually (\<lambda>n. dist x (f n) \<le> a) sequentially" by (rule eventually_mono, simp add: f(1)) have "dist x y \<le> a" apply (rule Lim_dist_ubound [of sequentially f]) apply (rule trivial_limit_sequentially) apply (rule f(2)) apply fact done } thus ?thesis unfolding bounded_def by auto qed lemma bounded_cball[simp,intro]: "bounded (cball x e)" apply (simp add: bounded_def) apply (rule_tac x=x in exI) apply (rule_tac x=e in exI) apply auto done lemma bounded_ball[simp,intro]: "bounded(ball x e)" by (metis ball_subset_cball bounded_cball bounded_subset) lemma finite_imp_bounded[intro]: fixes S :: "'a::metric_space set" assumes "finite S" shows "bounded S" proof- { fix a and F :: "'a set" assume as:"bounded F" then obtain x e where "\<forall>y\<in>F. dist x y \<le> e" unfolding bounded_def by auto hence "\<forall>y\<in>(insert a F). dist x y \<le> max e (dist x a)" by auto hence "bounded (insert a F)" unfolding bounded_def by (intro exI) } thus ?thesis using finite_induct[of S bounded] using bounded_empty assms by auto qed lemma bounded_Un[simp]: "bounded (S \<union> T) \<longleftrightarrow> bounded S \<and> bounded T" apply (auto simp add: bounded_def) apply (rename_tac x y r s) apply (rule_tac x=x in exI) apply (rule_tac x="max r (dist x y + s)" in exI) apply (rule ballI, rename_tac z, safe) apply (drule (1) bspec, simp) apply (drule (1) bspec) apply (rule min_max.le_supI2) apply (erule order_trans [OF dist_triangle add_left_mono]) done lemma bounded_Union[intro]: "finite F \<Longrightarrow> (\<forall>S\<in>F. bounded S) \<Longrightarrow> bounded(\<Union>F)" by (induct rule: finite_induct[of F], auto) lemma bounded_pos: "bounded S \<longleftrightarrow> (\<exists>b>0. \<forall>x\<in> S. norm x <= b)" apply (simp add: bounded_iff) apply (subgoal_tac "\<And>x (y::real). 0 < 1 + abs y \<and> (x <= y \<longrightarrow> x <= 1 + abs y)") by metis arith lemma bounded_Int[intro]: "bounded S \<or> bounded T \<Longrightarrow> bounded (S \<inter> T)" by (metis Int_lower1 Int_lower2 bounded_subset) lemma bounded_diff[intro]: "bounded S ==> bounded (S - T)" apply (metis Diff_subset bounded_subset) done lemma bounded_insert[intro]:"bounded(insert x S) \<longleftrightarrow> bounded S" by (metis Diff_cancel Un_empty_right Un_insert_right bounded_Un bounded_subset finite.emptyI finite_imp_bounded infinite_remove subset_insertI) lemma not_bounded_UNIV[simp, intro]: "\<not> bounded (UNIV :: 'a::{real_normed_vector, perfect_space} set)" proof(auto simp add: bounded_pos not_le) obtain x :: 'a where "x \<noteq> 0" using perfect_choose_dist [OF zero_less_one] by fast fix b::real assume b: "b >0" have b1: "b +1 \<ge> 0" using b by simp with `x \<noteq> 0` have "b < norm (scaleR (b + 1) (sgn x))" by (simp add: norm_sgn) then show "\<exists>x::'a. b < norm x" .. qed lemma bounded_linear_image: assumes "bounded S" "bounded_linear f" shows "bounded(f ` S)" proof- from assms(1) obtain b where b:"b>0" "\<forall>x\<in>S. norm x \<le> b" unfolding bounded_pos by auto from assms(2) obtain B where B:"B>0" "\<forall>x. norm (f x) \<le> B * norm x" using bounded_linear.pos_bounded by (auto simp add: mult_ac) { fix x assume "x\<in>S" hence "norm x \<le> b" using b by auto hence "norm (f x) \<le> B * b" using B(2) apply(erule_tac x=x in allE) by (metis B(1) B(2) order_trans mult_le_cancel_left_pos) } thus ?thesis unfolding bounded_pos apply(rule_tac x="b*B" in exI) using b B mult_pos_pos [of b B] by (auto simp add: mult_commute) qed lemma bounded_scaling: fixes S :: "'a::real_normed_vector set" shows "bounded S \<Longrightarrow> bounded ((\<lambda>x. c *\<^sub>R x) ` S)" apply (rule bounded_linear_image, assumption) apply (rule bounded_linear_scaleR_right) done lemma bounded_translation: fixes S :: "'a::real_normed_vector set" assumes "bounded S" shows "bounded ((\<lambda>x. a + x) ` S)" proof- from assms obtain b where b:"b>0" "\<forall>x\<in>S. norm x \<le> b" unfolding bounded_pos by auto { fix x assume "x\<in>S" hence "norm (a + x) \<le> b + norm a" using norm_triangle_ineq[of a x] b by auto } thus ?thesis unfolding bounded_pos using norm_ge_zero[of a] b(1) using add_strict_increasing[of b 0 "norm a"] by (auto intro!: add exI[of _ "b + norm a"]) qed text{* Some theorems on sups and infs using the notion "bounded". *} lemma bounded_real: fixes S :: "real set" shows "bounded S \<longleftrightarrow> (\<exists>a. \<forall>x\<in>S. abs x <= a)" by (simp add: bounded_iff) lemma bounded_has_Sup: fixes S :: "real set" assumes "bounded S" "S \<noteq> {}" shows "\<forall>x\<in>S. x <= Sup S" and "\<forall>b. (\<forall>x\<in>S. x <= b) \<longrightarrow> Sup S <= b" proof fix x assume "x\<in>S" thus "x \<le> Sup S" by (metis SupInf.Sup_upper abs_le_D1 assms(1) bounded_real) next show "\<forall>b. (\<forall>x\<in>S. x \<le> b) \<longrightarrow> Sup S \<le> b" using assms by (metis SupInf.Sup_least) qed lemma Sup_insert: fixes S :: "real set" shows "bounded S ==> Sup(insert x S) = (if S = {} then x else max x (Sup S))" by auto (metis Int_absorb Sup_insert_nonempty assms bounded_has_Sup(1) disjoint_iff_not_equal) lemma Sup_insert_finite: fixes S :: "real set" shows "finite S \<Longrightarrow> Sup(insert x S) = (if S = {} then x else max x (Sup S))" apply (rule Sup_insert) apply (rule finite_imp_bounded) by simp lemma bounded_has_Inf: fixes S :: "real set" assumes "bounded S" "S \<noteq> {}" shows "\<forall>x\<in>S. x >= Inf S" and "\<forall>b. (\<forall>x\<in>S. x >= b) \<longrightarrow> Inf S >= b" proof fix x assume "x\<in>S" from assms(1) obtain a where a:"\<forall>x\<in>S. \<bar>x\<bar> \<le> a" unfolding bounded_real by auto thus "x \<ge> Inf S" using `x\<in>S` by (metis Inf_lower_EX abs_le_D2 minus_le_iff) next show "\<forall>b. (\<forall>x\<in>S. x >= b) \<longrightarrow> Inf S \<ge> b" using assms by (metis SupInf.Inf_greatest) qed lemma Inf_insert: fixes S :: "real set" shows "bounded S ==> Inf(insert x S) = (if S = {} then x else min x (Inf S))" by auto (metis Int_absorb Inf_insert_nonempty bounded_has_Inf(1) disjoint_iff_not_equal) lemma Inf_insert_finite: fixes S :: "real set" shows "finite S ==> Inf(insert x S) = (if S = {} then x else min x (Inf S))" by (rule Inf_insert, rule finite_imp_bounded, simp) (* TODO: Move this to RComplete.thy -- would need to include Glb into RComplete *) lemma real_isGlb_unique: "[| isGlb R S x; isGlb R S y |] ==> x = (y::real)" apply (frule isGlb_isLb) apply (frule_tac x = y in isGlb_isLb) apply (blast intro!: order_antisym dest!: isGlb_le_isLb) done subsection {* Equivalent versions of compactness *} subsubsection{* Sequential compactness *} definition compact :: "'a::metric_space set \<Rightarrow> bool" where (* TODO: generalize *) "compact S \<longleftrightarrow> (\<forall>f. (\<forall>n. f n \<in> S) \<longrightarrow> (\<exists>l\<in>S. \<exists>r. subseq r \<and> ((f o r) ---> l) sequentially))" lemma compactI: assumes "\<And>f. \<forall>n. f n \<in> S \<Longrightarrow> \<exists>l\<in>S. \<exists>r. subseq r \<and> ((f o r) ---> l) sequentially" shows "compact S" unfolding compact_def using assms by fast lemma compactE: assumes "compact S" "\<forall>n. f n \<in> S" obtains l r where "l \<in> S" "subseq r" "((f \<circ> r) ---> l) sequentially" using assms unfolding compact_def by fast text {* A metric space (or topological vector space) is said to have the Heine-Borel property if every closed and bounded subset is compact. *} class heine_borel = metric_space + assumes bounded_imp_convergent_subsequence: "bounded s \<Longrightarrow> \<forall>n. f n \<in> s \<Longrightarrow> \<exists>l r. subseq r \<and> ((f \<circ> r) ---> l) sequentially" lemma bounded_closed_imp_compact: fixes s::"'a::heine_borel set" assumes "bounded s" and "closed s" shows "compact s" proof (unfold compact_def, clarify) fix f :: "nat \<Rightarrow> 'a" assume f: "\<forall>n. f n \<in> s" obtain l r where r: "subseq r" and l: "((f \<circ> r) ---> l) sequentially" using bounded_imp_convergent_subsequence [OF `bounded s` `\<forall>n. f n \<in> s`] by auto from f have fr: "\<forall>n. (f \<circ> r) n \<in> s" by simp have "l \<in> s" using `closed s` fr l unfolding closed_sequential_limits by blast show "\<exists>l\<in>s. \<exists>r. subseq r \<and> ((f \<circ> r) ---> l) sequentially" using `l \<in> s` r l by blast qed lemma subseq_bigger: assumes "subseq r" shows "n \<le> r n" proof(induct n) show "0 \<le> r 0" by auto next fix n assume "n \<le> r n" moreover have "r n < r (Suc n)" using assms [unfolded subseq_def] by auto ultimately show "Suc n \<le> r (Suc n)" by auto qed lemma eventually_subseq: assumes r: "subseq r" shows "eventually P sequentially \<Longrightarrow> eventually (\<lambda>n. P (r n)) sequentially" unfolding eventually_sequentially by (metis subseq_bigger [OF r] le_trans) lemma lim_subseq: "subseq r \<Longrightarrow> (s ---> l) sequentially \<Longrightarrow> ((s o r) ---> l) sequentially" unfolding tendsto_def eventually_sequentially o_def by (metis subseq_bigger le_trans) lemma num_Axiom: "EX! g. g 0 = e \<and> (\<forall>n. g (Suc n) = f n (g n))" unfolding Ex1_def apply (rule_tac x="nat_rec e f" in exI) apply (rule conjI)+ apply (rule def_nat_rec_0, simp) apply (rule allI, rule def_nat_rec_Suc, simp) apply (rule allI, rule impI, rule ext) apply (erule conjE) apply (induct_tac x) apply simp apply (erule_tac x="n" in allE) apply (simp) done lemma convergent_bounded_increasing: fixes s ::"nat\<Rightarrow>real" assumes "incseq s" and "\<forall>n. abs(s n) \<le> b" shows "\<exists> l. \<forall>e::real>0. \<exists> N. \<forall>n \<ge> N. abs(s n - l) < e" proof- have "isUb UNIV (range s) b" using assms(2) and abs_le_D1 unfolding isUb_def and setle_def by auto then obtain t where t:"isLub UNIV (range s) t" using reals_complete[of "range s" ] by auto { fix e::real assume "e>0" and as:"\<forall>N. \<exists>n\<ge>N. \<not> \<bar>s n - t\<bar> < e" { fix n::nat obtain N where "N\<ge>n" and n:"\<bar>s N - t\<bar> \<ge> e" using as[THEN spec[where x=n]] by auto have "t \<ge> s N" using isLub_isUb[OF t, unfolded isUb_def setle_def] by auto with n have "s N \<le> t - e" using `e>0` by auto hence "s n \<le> t - e" using assms(1)[unfolded incseq_def, THEN spec[where x=n], THEN spec[where x=N]] using `n\<le>N` by auto } hence "isUb UNIV (range s) (t - e)" unfolding isUb_def and setle_def by auto hence False using isLub_le_isUb[OF t, of "t - e"] and `e>0` by auto } thus ?thesis by blast qed lemma convergent_bounded_monotone: fixes s::"nat \<Rightarrow> real" assumes "\<forall>n. abs(s n) \<le> b" and "monoseq s" shows "\<exists>l. \<forall>e::real>0. \<exists>N. \<forall>n\<ge>N. abs(s n - l) < e" using convergent_bounded_increasing[of s b] assms using convergent_bounded_increasing[of "\<lambda>n. - s n" b] unfolding monoseq_def incseq_def apply auto unfolding minus_add_distrib[THEN sym, unfolded diff_minus[THEN sym]] unfolding abs_minus_cancel by(rule_tac x="-l" in exI)auto (* TODO: merge this lemma with the ones above *) lemma bounded_increasing_convergent: fixes s::"nat \<Rightarrow> real" assumes "bounded {s n| n::nat. True}" "\<forall>n. (s n) \<le>(s(Suc n))" shows "\<exists>l. (s ---> l) sequentially" proof- obtain a where a:"\<forall>n. \<bar> (s n)\<bar> \<le> a" using assms(1)[unfolded bounded_iff] by auto { fix m::nat have "\<And> n. n\<ge>m \<longrightarrow> (s m) \<le> (s n)" apply(induct_tac n) apply simp using assms(2) apply(erule_tac x="na" in allE) apply(case_tac "m \<le> na") unfolding not_less_eq_eq by(auto simp add: not_less_eq_eq) } hence "\<forall>m n. m \<le> n \<longrightarrow> (s m) \<le> (s n)" by auto then obtain l where "\<forall>e>0. \<exists>N. \<forall>n\<ge>N. \<bar> (s n) - l\<bar> < e" using convergent_bounded_monotone[OF a] unfolding monoseq_def by auto thus ?thesis unfolding LIMSEQ_def apply(rule_tac x="l" in exI) unfolding dist_norm by auto qed lemma compact_real_lemma: assumes "\<forall>n::nat. abs(s n) \<le> b" shows "\<exists>(l::real) r. subseq r \<and> ((s \<circ> r) ---> l) sequentially" proof- obtain r where r:"subseq r" "monoseq (\<lambda>n. s (r n))" using seq_monosub[of s] by auto thus ?thesis using convergent_bounded_monotone[of "\<lambda>n. s (r n)" b] and assms unfolding tendsto_iff dist_norm eventually_sequentially by auto qed instance real :: heine_borel proof fix s :: "real set" and f :: "nat \<Rightarrow> real" assume s: "bounded s" and f: "\<forall>n. f n \<in> s" then obtain b where b: "\<forall>n. abs (f n) \<le> b" unfolding bounded_iff by auto obtain l :: real and r :: "nat \<Rightarrow> nat" where r: "subseq r" and l: "((f \<circ> r) ---> l) sequentially" using compact_real_lemma [OF b] by auto thus "\<exists>l r. subseq r \<and> ((f \<circ> r) ---> l) sequentially" by auto qed lemma bounded_component: "bounded s \<Longrightarrow> bounded ((\<lambda>x. x $$ i) ` s)" apply (erule bounded_linear_image) apply (rule bounded_linear_euclidean_component) done lemma compact_lemma: fixes f :: "nat \<Rightarrow> 'a::euclidean_space" assumes "bounded s" and "\<forall>n. f n \<in> s" shows "\<forall>d. \<exists>l::'a. \<exists> r. subseq r \<and> (\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r n) $$ i) (l $$ i) < e) sequentially)" proof fix d'::"nat set" def d \<equiv> "d' \<inter> {..<DIM('a)}" have "finite d" "d\<subseteq>{..<DIM('a)}" unfolding d_def by auto hence "\<exists>l::'a. \<exists>r. subseq r \<and> (\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r n) $$ i) (l $$ i) < e) sequentially)" proof(induct d) case empty thus ?case unfolding subseq_def by auto next case (insert k d) have k[intro]:"k<DIM('a)" using insert by auto have s': "bounded ((\<lambda>x. x $$ k) ` s)" using `bounded s` by (rule bounded_component) obtain l1::"'a" and r1 where r1:"subseq r1" and lr1:"\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r1 n) $$ i) (l1 $$ i) < e) sequentially" using insert(3) using insert(4) by auto have f': "\<forall>n. f (r1 n) $$ k \<in> (\<lambda>x. x $$ k) ` s" using `\<forall>n. f n \<in> s` by simp obtain l2 r2 where r2:"subseq r2" and lr2:"((\<lambda>i. f (r1 (r2 i)) $$ k) ---> l2) sequentially" using bounded_imp_convergent_subsequence[OF s' f'] unfolding o_def by auto def r \<equiv> "r1 \<circ> r2" have r:"subseq r" using r1 and r2 unfolding r_def o_def subseq_def by auto moreover def l \<equiv> "(\<chi>\<chi> i. if i = k then l2 else l1$$i)::'a" { fix e::real assume "e>0" from lr1 `e>0` have N1:"eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r1 n) $$ i) (l1 $$ i) < e) sequentially" by blast from lr2 `e>0` have N2:"eventually (\<lambda>n. dist (f (r1 (r2 n)) $$ k) l2 < e) sequentially" by (rule tendstoD) from r2 N1 have N1': "eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r1 (r2 n)) $$ i) (l1 $$ i) < e) sequentially" by (rule eventually_subseq) have "eventually (\<lambda>n. \<forall>i\<in>(insert k d). dist (f (r n) $$ i) (l $$ i) < e) sequentially" using N1' N2 apply(rule eventually_elim2) unfolding l_def r_def o_def using insert.prems by auto } ultimately show ?case by auto qed thus "\<exists>l::'a. \<exists>r. subseq r \<and> (\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>d'. dist (f (r n) $$ i) (l $$ i) < e) sequentially)" apply safe apply(rule_tac x=l in exI,rule_tac x=r in exI) apply safe apply(erule_tac x=e in allE) unfolding d_def eventually_sequentially apply safe apply(rule_tac x=N in exI) apply safe apply(erule_tac x=n in allE,safe) apply(erule_tac x=i in ballE) proof- fix i and r::"nat=>nat" and n::nat and e::real and l::'a assume "i\<in>d'" "i \<notin> d' \<inter> {..<DIM('a)}" and e:"e>0" hence *:"i\<ge>DIM('a)" by auto thus "dist (f (r n) $$ i) (l $$ i) < e" using e by auto qed qed instance euclidean_space \<subseteq> heine_borel proof fix s :: "'a set" and f :: "nat \<Rightarrow> 'a" assume s: "bounded s" and f: "\<forall>n. f n \<in> s" then obtain l::'a and r where r: "subseq r" and l: "\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>UNIV. dist (f (r n) $$ i) (l $$ i) < e) sequentially" using compact_lemma [OF s f] by blast let ?d = "{..<DIM('a)}" { fix e::real assume "e>0" hence "0 < e / (real_of_nat (card ?d))" using DIM_positive using divide_pos_pos[of e, of "real_of_nat (card ?d)"] by auto with l have "eventually (\<lambda>n. \<forall>i. dist (f (r n) $$ i) (l $$ i) < e / (real_of_nat (card ?d))) sequentially" by simp moreover { fix n assume n: "\<forall>i. dist (f (r n) $$ i) (l $$ i) < e / (real_of_nat (card ?d))" have "dist (f (r n)) l \<le> (\<Sum>i\<in>?d. dist (f (r n) $$ i) (l $$ i))" apply(subst euclidean_dist_l2) using zero_le_dist by (rule setL2_le_setsum) also have "\<dots> < (\<Sum>i\<in>?d. e / (real_of_nat (card ?d)))" apply(rule setsum_strict_mono) using n by auto finally have "dist (f (r n)) l < e" unfolding setsum_constant using DIM_positive[where 'a='a] by auto } ultimately have "eventually (\<lambda>n. dist (f (r n)) l < e) sequentially" by (rule eventually_elim1) } hence *:"((f \<circ> r) ---> l) sequentially" unfolding o_def tendsto_iff by simp with r show "\<exists>l r. subseq r \<and> ((f \<circ> r) ---> l) sequentially" by auto qed lemma bounded_fst: "bounded s \<Longrightarrow> bounded (fst ` s)" unfolding bounded_def apply clarify apply (rule_tac x="a" in exI) apply (rule_tac x="e" in exI) apply clarsimp apply (drule (1) bspec) apply (simp add: dist_Pair_Pair) apply (erule order_trans [OF real_sqrt_sum_squares_ge1]) done lemma bounded_snd: "bounded s \<Longrightarrow> bounded (snd ` s)" unfolding bounded_def apply clarify apply (rule_tac x="b" in exI) apply (rule_tac x="e" in exI) apply clarsimp apply (drule (1) bspec) apply (simp add: dist_Pair_Pair) apply (erule order_trans [OF real_sqrt_sum_squares_ge2]) done instance prod :: (heine_borel, heine_borel) heine_borel proof fix s :: "('a * 'b) set" and f :: "nat \<Rightarrow> 'a * 'b" assume s: "bounded s" and f: "\<forall>n. f n \<in> s" from s have s1: "bounded (fst ` s)" by (rule bounded_fst) from f have f1: "\<forall>n. fst (f n) \<in> fst ` s" by simp obtain l1 r1 where r1: "subseq r1" and l1: "((\<lambda>n. fst (f (r1 n))) ---> l1) sequentially" using bounded_imp_convergent_subsequence [OF s1 f1] unfolding o_def by fast from s have s2: "bounded (snd ` s)" by (rule bounded_snd) from f have f2: "\<forall>n. snd (f (r1 n)) \<in> snd ` s" by simp obtain l2 r2 where r2: "subseq r2" and l2: "((\<lambda>n. snd (f (r1 (r2 n)))) ---> l2) sequentially" using bounded_imp_convergent_subsequence [OF s2 f2] unfolding o_def by fast have l1': "((\<lambda>n. fst (f (r1 (r2 n)))) ---> l1) sequentially" using lim_subseq [OF r2 l1] unfolding o_def . have l: "((f \<circ> (r1 \<circ> r2)) ---> (l1, l2)) sequentially" using tendsto_Pair [OF l1' l2] unfolding o_def by simp have r: "subseq (r1 \<circ> r2)" using r1 r2 unfolding subseq_def by simp show "\<exists>l r. subseq r \<and> ((f \<circ> r) ---> l) sequentially" using l r by fast qed subsubsection{* Completeness *} lemma cauchy_def: "Cauchy s \<longleftrightarrow> (\<forall>e>0. \<exists>N. \<forall>m n. m \<ge> N \<and> n \<ge> N --> dist(s m)(s n) < e)" unfolding Cauchy_def by blast definition complete :: "'a::metric_space set \<Rightarrow> bool" where "complete s \<longleftrightarrow> (\<forall>f. (\<forall>n. f n \<in> s) \<and> Cauchy f --> (\<exists>l \<in> s. (f ---> l) sequentially))" lemma cauchy: "Cauchy s \<longleftrightarrow> (\<forall>e>0.\<exists> N::nat. \<forall>n\<ge>N. dist(s n)(s N) < e)" (is "?lhs = ?rhs") proof- { assume ?rhs { fix e::real assume "e>0" with `?rhs` obtain N where N:"\<forall>n\<ge>N. dist (s n) (s N) < e/2" by (erule_tac x="e/2" in allE) auto { fix n m assume nm:"N \<le> m \<and> N \<le> n" hence "dist (s m) (s n) < e" using N using dist_triangle_half_l[of "s m" "s N" "e" "s n"] by blast } hence "\<exists>N. \<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist (s m) (s n) < e" by blast } hence ?lhs unfolding cauchy_def by blast } thus ?thesis unfolding cauchy_def using dist_triangle_half_l by blast qed lemma convergent_imp_cauchy: "(s ---> l) sequentially ==> Cauchy s" proof(simp only: cauchy_def, rule, rule) fix e::real assume "e>0" "(s ---> l) sequentially" then obtain N::nat where N:"\<forall>n\<ge>N. dist (s n) l < e/2" unfolding LIMSEQ_def by(erule_tac x="e/2" in allE) auto thus "\<exists>N. \<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist (s m) (s n) < e" using dist_triangle_half_l[of _ l e _] by (rule_tac x=N in exI) auto qed lemma cauchy_imp_bounded: assumes "Cauchy s" shows "bounded (range s)" proof- from assms obtain N::nat where "\<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist (s m) (s n) < 1" unfolding cauchy_def apply(erule_tac x= 1 in allE) by auto hence N:"\<forall>n. N \<le> n \<longrightarrow> dist (s N) (s n) < 1" by auto moreover have "bounded (s ` {0..N})" using finite_imp_bounded[of "s ` {1..N}"] by auto then obtain a where a:"\<forall>x\<in>s ` {0..N}. dist (s N) x \<le> a" unfolding bounded_any_center [where a="s N"] by auto ultimately show "?thesis" unfolding bounded_any_center [where a="s N"] apply(rule_tac x="max a 1" in exI) apply auto apply(erule_tac x=y in allE) apply(erule_tac x=y in ballE) by auto qed lemma compact_imp_complete: assumes "compact s" shows "complete s" proof- { fix f assume as: "(\<forall>n::nat. f n \<in> s)" "Cauchy f" from as(1) obtain l r where lr: "l\<in>s" "subseq r" "((f \<circ> r) ---> l) sequentially" using assms unfolding compact_def by blast note lr' = subseq_bigger [OF lr(2)] { fix e::real assume "e>0" from as(2) obtain N where N:"\<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist (f m) (f n) < e/2" unfolding cauchy_def using `e>0` apply (erule_tac x="e/2" in allE) by auto from lr(3)[unfolded LIMSEQ_def, THEN spec[where x="e/2"]] obtain M where M:"\<forall>n\<ge>M. dist ((f \<circ> r) n) l < e/2" using `e>0` by auto { fix n::nat assume n:"n \<ge> max N M" have "dist ((f \<circ> r) n) l < e/2" using n M by auto moreover have "r n \<ge> N" using lr'[of n] n by auto hence "dist (f n) ((f \<circ> r) n) < e / 2" using N using n by auto ultimately have "dist (f n) l < e" using dist_triangle_half_r[of "f (r n)" "f n" e l] by (auto simp add: dist_commute) } hence "\<exists>N. \<forall>n\<ge>N. dist (f n) l < e" by blast } hence "\<exists>l\<in>s. (f ---> l) sequentially" using `l\<in>s` unfolding LIMSEQ_def by auto } thus ?thesis unfolding complete_def by auto qed instance heine_borel < complete_space proof fix f :: "nat \<Rightarrow> 'a" assume "Cauchy f" hence "bounded (range f)" by (rule cauchy_imp_bounded) hence "compact (closure (range f))" using bounded_closed_imp_compact [of "closure (range f)"] by auto hence "complete (closure (range f))" by (rule compact_imp_complete) moreover have "\<forall>n. f n \<in> closure (range f)" using closure_subset [of "range f"] by auto ultimately have "\<exists>l\<in>closure (range f). (f ---> l) sequentially" using `Cauchy f` unfolding complete_def by auto then show "convergent f" unfolding convergent_def by auto qed instance euclidean_space \<subseteq> banach .. lemma complete_univ: "complete (UNIV :: 'a::complete_space set)" proof(simp add: complete_def, rule, rule) fix f :: "nat \<Rightarrow> 'a" assume "Cauchy f" hence "convergent f" by (rule Cauchy_convergent) thus "\<exists>l. f ----> l" unfolding convergent_def . qed lemma complete_imp_closed: assumes "complete s" shows "closed s" proof - { fix x assume "x islimpt s" then obtain f where f: "\<forall>n. f n \<in> s - {x}" "(f ---> x) sequentially" unfolding islimpt_sequential by auto then obtain l where l: "l\<in>s" "(f ---> l) sequentially" using `complete s`[unfolded complete_def] using convergent_imp_cauchy[of f x] by auto hence "x \<in> s" using tendsto_unique[of sequentially f l x] trivial_limit_sequentially f(2) by auto } thus "closed s" unfolding closed_limpt by auto qed lemma complete_eq_closed: fixes s :: "'a::complete_space set" shows "complete s \<longleftrightarrow> closed s" (is "?lhs = ?rhs") proof assume ?lhs thus ?rhs by (rule complete_imp_closed) next assume ?rhs { fix f assume as:"\<forall>n::nat. f n \<in> s" "Cauchy f" then obtain l where "(f ---> l) sequentially" using complete_univ[unfolded complete_def, THEN spec[where x=f]] by auto hence "\<exists>l\<in>s. (f ---> l) sequentially" using `?rhs`[unfolded closed_sequential_limits, THEN spec[where x=f], THEN spec[where x=l]] using as(1) by auto } thus ?lhs unfolding complete_def by auto qed lemma convergent_eq_cauchy: fixes s :: "nat \<Rightarrow> 'a::complete_space" shows "(\<exists>l. (s ---> l) sequentially) \<longleftrightarrow> Cauchy s" unfolding Cauchy_convergent_iff convergent_def .. lemma convergent_imp_bounded: fixes s :: "nat \<Rightarrow> 'a::metric_space" shows "(s ---> l) sequentially \<Longrightarrow> bounded (range s)" by (intro cauchy_imp_bounded convergent_imp_cauchy) subsubsection{* Total boundedness *} fun helper_1::"('a::metric_space set) \<Rightarrow> real \<Rightarrow> nat \<Rightarrow> 'a" where "helper_1 s e n = (SOME y::'a. y \<in> s \<and> (\<forall>m<n. \<not> (dist (helper_1 s e m) y < e)))" declare helper_1.simps[simp del] lemma compact_imp_totally_bounded: assumes "compact s" shows "\<forall>e>0. \<exists>k. finite k \<and> k \<subseteq> s \<and> s \<subseteq> (\<Union>((\<lambda>x. ball x e) ` k))" proof(rule, rule, rule ccontr) fix e::real assume "e>0" and assm:"\<not> (\<exists>k. finite k \<and> k \<subseteq> s \<and> s \<subseteq> \<Union>(\<lambda>x. ball x e) ` k)" def x \<equiv> "helper_1 s e" { fix n have "x n \<in> s \<and> (\<forall>m<n. \<not> dist (x m) (x n) < e)" proof(induct_tac rule:nat_less_induct) fix n def Q \<equiv> "(\<lambda>y. y \<in> s \<and> (\<forall>m<n. \<not> dist (x m) y < e))" assume as:"\<forall>m<n. x m \<in> s \<and> (\<forall>ma<m. \<not> dist (x ma) (x m) < e)" have "\<not> s \<subseteq> (\<Union>x\<in>x ` {0..<n}. ball x e)" using assm apply simp apply(erule_tac x="x ` {0 ..< n}" in allE) using as by auto then obtain z where z:"z\<in>s" "z \<notin> (\<Union>x\<in>x ` {0..<n}. ball x e)" unfolding subset_eq by auto have "Q (x n)" unfolding x_def and helper_1.simps[of s e n] apply(rule someI2[where a=z]) unfolding x_def[symmetric] and Q_def using z by auto thus "x n \<in> s \<and> (\<forall>m<n. \<not> dist (x m) (x n) < e)" unfolding Q_def by auto qed } hence "\<forall>n::nat. x n \<in> s" and x:"\<forall>n. \<forall>m < n. \<not> (dist (x m) (x n) < e)" by blast+ then obtain l r where "l\<in>s" and r:"subseq r" and "((x \<circ> r) ---> l) sequentially" using assms(1)[unfolded compact_def, THEN spec[where x=x]] by auto from this(3) have "Cauchy (x \<circ> r)" using convergent_imp_cauchy by auto then obtain N::nat where N:"\<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist ((x \<circ> r) m) ((x \<circ> r) n) < e" unfolding cauchy_def using `e>0` by auto show False using N[THEN spec[where x=N], THEN spec[where x="N+1"]] using r[unfolded subseq_def, THEN spec[where x=N], THEN spec[where x="N+1"]] using x[THEN spec[where x="r (N+1)"], THEN spec[where x="r (N)"]] by auto qed subsubsection{* Heine-Borel theorem *} text {* Following Burkill \& Burkill vol. 2. *} lemma heine_borel_lemma: fixes s::"'a::metric_space set" assumes "compact s" "s \<subseteq> (\<Union> t)" "\<forall>b \<in> t. open b" shows "\<exists>e>0. \<forall>x \<in> s. \<exists>b \<in> t. ball x e \<subseteq> b" proof(rule ccontr) assume "\<not> (\<exists>e>0. \<forall>x\<in>s. \<exists>b\<in>t. ball x e \<subseteq> b)" hence cont:"\<forall>e>0. \<exists>x\<in>s. \<forall>xa\<in>t. \<not> (ball x e \<subseteq> xa)" by auto { fix n::nat have "1 / real (n + 1) > 0" by auto hence "\<exists>x. x\<in>s \<and> (\<forall>xa\<in>t. \<not> (ball x (inverse (real (n+1))) \<subseteq> xa))" using cont unfolding Bex_def by auto } hence "\<forall>n::nat. \<exists>x. x \<in> s \<and> (\<forall>xa\<in>t. \<not> ball x (inverse (real (n + 1))) \<subseteq> xa)" by auto then obtain f where f:"\<forall>n::nat. f n \<in> s \<and> (\<forall>xa\<in>t. \<not> ball (f n) (inverse (real (n + 1))) \<subseteq> xa)" using choice[of "\<lambda>n::nat. \<lambda>x. x\<in>s \<and> (\<forall>xa\<in>t. \<not> ball x (inverse (real (n + 1))) \<subseteq> xa)"] by auto then obtain l r where l:"l\<in>s" and r:"subseq r" and lr:"((f \<circ> r) ---> l) sequentially" using assms(1)[unfolded compact_def, THEN spec[where x=f]] by auto obtain b where "l\<in>b" "b\<in>t" using assms(2) and l by auto then obtain e where "e>0" and e:"\<forall>z. dist z l < e \<longrightarrow> z\<in>b" using assms(3)[THEN bspec[where x=b]] unfolding open_dist by auto then obtain N1 where N1:"\<forall>n\<ge>N1. dist ((f \<circ> r) n) l < e / 2" using lr[unfolded LIMSEQ_def, THEN spec[where x="e/2"]] by auto obtain N2::nat where N2:"N2>0" "inverse (real N2) < e /2" using real_arch_inv[of "e/2"] and `e>0` by auto have N2':"inverse (real (r (N1 + N2) +1 )) < e/2" apply(rule order_less_trans) apply(rule less_imp_inverse_less) using N2 using subseq_bigger[OF r, of "N1 + N2"] by auto def x \<equiv> "(f (r (N1 + N2)))" have x:"\<not> ball x (inverse (real (r (N1 + N2) + 1))) \<subseteq> b" unfolding x_def using f[THEN spec[where x="r (N1 + N2)"]] using `b\<in>t` by auto have "\<exists>y\<in>ball x (inverse (real (r (N1 + N2) + 1))). y\<notin>b" apply(rule ccontr) using x by auto then obtain y where y:"y \<in> ball x (inverse (real (r (N1 + N2) + 1)))" "y \<notin> b" by auto have "dist x l < e/2" using N1 unfolding x_def o_def by auto hence "dist y l < e" using y N2' using dist_triangle[of y l x]by (auto simp add:dist_commute) thus False using e and `y\<notin>b` by auto qed lemma compact_imp_heine_borel: "compact s ==> (\<forall>f. (\<forall>t \<in> f. open t) \<and> s \<subseteq> (\<Union> f) \<longrightarrow> (\<exists>f'. f' \<subseteq> f \<and> finite f' \<and> s \<subseteq> (\<Union> f')))" proof clarify fix f assume "compact s" " \<forall>t\<in>f. open t" "s \<subseteq> \<Union>f" then obtain e::real where "e>0" and "\<forall>x\<in>s. \<exists>b\<in>f. ball x e \<subseteq> b" using heine_borel_lemma[of s f] by auto hence "\<forall>x\<in>s. \<exists>b. b\<in>f \<and> ball x e \<subseteq> b" by auto hence "\<exists>bb. \<forall>x\<in>s. bb x \<in>f \<and> ball x e \<subseteq> bb x" using bchoice[of s "\<lambda>x b. b\<in>f \<and> ball x e \<subseteq> b"] by auto then obtain bb where bb:"\<forall>x\<in>s. (bb x) \<in> f \<and> ball x e \<subseteq> (bb x)" by blast from `compact s` have "\<exists> k. finite k \<and> k \<subseteq> s \<and> s \<subseteq> \<Union>(\<lambda>x. ball x e) ` k" using compact_imp_totally_bounded[of s] `e>0` by auto then obtain k where k:"finite k" "k \<subseteq> s" "s \<subseteq> \<Union>(\<lambda>x. ball x e) ` k" by auto have "finite (bb ` k)" using k(1) by auto moreover { fix x assume "x\<in>s" hence "x\<in>\<Union>(\<lambda>x. ball x e) ` k" using k(3) unfolding subset_eq by auto hence "\<exists>X\<in>bb ` k. x \<in> X" using bb k(2) by blast hence "x \<in> \<Union>(bb ` k)" using Union_iff[of x "bb ` k"] by auto } ultimately show "\<exists>f'\<subseteq>f. finite f' \<and> s \<subseteq> \<Union>f'" using bb k(2) by (rule_tac x="bb ` k" in exI) auto qed subsubsection {* Bolzano-Weierstrass property *} lemma heine_borel_imp_bolzano_weierstrass: assumes "\<forall>f. (\<forall>t \<in> f. open t) \<and> s \<subseteq> (\<Union> f) --> (\<exists>f'. f' \<subseteq> f \<and> finite f' \<and> s \<subseteq> (\<Union> f'))" "infinite t" "t \<subseteq> s" shows "\<exists>x \<in> s. x islimpt t" proof(rule ccontr) assume "\<not> (\<exists>x \<in> s. x islimpt t)" then obtain f where f:"\<forall>x\<in>s. x \<in> f x \<and> open (f x) \<and> (\<forall>y\<in>t. y \<in> f x \<longrightarrow> y = x)" unfolding islimpt_def using bchoice[of s "\<lambda> x T. x \<in> T \<and> open T \<and> (\<forall>y\<in>t. y \<in> T \<longrightarrow> y = x)"] by auto obtain g where g:"g\<subseteq>{t. \<exists>x. x \<in> s \<and> t = f x}" "finite g" "s \<subseteq> \<Union>g" using assms(1)[THEN spec[where x="{t. \<exists>x. x\<in>s \<and> t = f x}"]] using f by auto from g(1,3) have g':"\<forall>x\<in>g. \<exists>xa \<in> s. x = f xa" by auto { fix x y assume "x\<in>t" "y\<in>t" "f x = f y" hence "x \<in> f x" "y \<in> f x \<longrightarrow> y = x" using f[THEN bspec[where x=x]] and `t\<subseteq>s` by auto hence "x = y" using `f x = f y` and f[THEN bspec[where x=y]] and `y\<in>t` and `t\<subseteq>s` by auto } hence "inj_on f t" unfolding inj_on_def by simp hence "infinite (f ` t)" using assms(2) using finite_imageD by auto moreover { fix x assume "x\<in>t" "f x \<notin> g" from g(3) assms(3) `x\<in>t` obtain h where "h\<in>g" and "x\<in>h" by auto then obtain y where "y\<in>s" "h = f y" using g'[THEN bspec[where x=h]] by auto hence "y = x" using f[THEN bspec[where x=y]] and `x\<in>t` and `x\<in>h`[unfolded `h = f y`] by auto hence False using `f x \<notin> g` `h\<in>g` unfolding `h = f y` by auto } hence "f ` t \<subseteq> g" by auto ultimately show False using g(2) using finite_subset by auto qed subsubsection {* Complete the chain of compactness variants *} lemma islimpt_range_imp_convergent_subsequence: fixes f :: "nat \<Rightarrow> 'a::metric_space" assumes "l islimpt (range f)" shows "\<exists>r. subseq r \<and> ((f \<circ> r) ---> l) sequentially" proof (intro exI conjI) have *: "\<And>e. 0 < e \<Longrightarrow> \<exists>n. 0 < dist (f n) l \<and> dist (f n) l < e" using assms unfolding islimpt_def by (drule_tac x="ball l e" in spec) (auto simp add: zero_less_dist_iff dist_commute) def t \<equiv> "\<lambda>e. LEAST n. 0 < dist (f n) l \<and> dist (f n) l < e" have f_t_neq: "\<And>e. 0 < e \<Longrightarrow> 0 < dist (f (t e)) l" unfolding t_def by (rule LeastI2_ex [OF * conjunct1]) have f_t_closer: "\<And>e. 0 < e \<Longrightarrow> dist (f (t e)) l < e" unfolding t_def by (rule LeastI2_ex [OF * conjunct2]) have t_le: "\<And>n e. 0 < dist (f n) l \<Longrightarrow> dist (f n) l < e \<Longrightarrow> t e \<le> n" unfolding t_def by (simp add: Least_le) have less_tD: "\<And>n e. n < t e \<Longrightarrow> 0 < dist (f n) l \<Longrightarrow> e \<le> dist (f n) l" unfolding t_def by (drule not_less_Least) simp have t_antimono: "\<And>e e'. 0 < e \<Longrightarrow> e \<le> e' \<Longrightarrow> t e' \<le> t e" apply (rule t_le) apply (erule f_t_neq) apply (erule (1) less_le_trans [OF f_t_closer]) done have t_dist_f_neq: "\<And>n. 0 < dist (f n) l \<Longrightarrow> t (dist (f n) l) \<noteq> n" by (drule f_t_closer) auto have t_less: "\<And>e. 0 < e \<Longrightarrow> t e < t (dist (f (t e)) l)" apply (subst less_le) apply (rule conjI) apply (rule t_antimono) apply (erule f_t_neq) apply (erule f_t_closer [THEN less_imp_le]) apply (rule t_dist_f_neq [symmetric]) apply (erule f_t_neq) done have dist_f_t_less': "\<And>e e'. 0 < e \<Longrightarrow> 0 < e' \<Longrightarrow> t e \<le> t e' \<Longrightarrow> dist (f (t e')) l < e" apply (simp add: le_less) apply (erule disjE) apply (rule less_trans) apply (erule f_t_closer) apply (rule le_less_trans) apply (erule less_tD) apply (erule f_t_neq) apply (erule f_t_closer) apply (erule subst) apply (erule f_t_closer) done def r \<equiv> "nat_rec (t 1) (\<lambda>_ x. t (dist (f x) l))" have r_simps: "r 0 = t 1" "\<And>n. r (Suc n) = t (dist (f (r n)) l)" unfolding r_def by simp_all have f_r_neq: "\<And>n. 0 < dist (f (r n)) l" by (induct_tac n) (simp_all add: r_simps f_t_neq) show "subseq r" unfolding subseq_Suc_iff apply (rule allI) apply (case_tac n) apply (simp_all add: r_simps) apply (rule t_less, rule zero_less_one) apply (rule t_less, rule f_r_neq) done show "((f \<circ> r) ---> l) sequentially" unfolding LIMSEQ_def o_def apply (clarify, rename_tac e, rule_tac x="t e" in exI, clarify) apply (drule le_trans, rule seq_suble [OF `subseq r`]) apply (case_tac n, simp_all add: r_simps dist_f_t_less' f_r_neq) done qed lemma finite_range_imp_infinite_repeats: fixes f :: "nat \<Rightarrow> 'a" assumes "finite (range f)" shows "\<exists>k. infinite {n. f n = k}" proof - { fix A :: "'a set" assume "finite A" hence "\<And>f. infinite {n. f n \<in> A} \<Longrightarrow> \<exists>k. infinite {n. f n = k}" proof (induct) case empty thus ?case by simp next case (insert x A) show ?case proof (cases "finite {n. f n = x}") case True with `infinite {n. f n \<in> insert x A}` have "infinite {n. f n \<in> A}" by simp thus "\<exists>k. infinite {n. f n = k}" by (rule insert) next case False thus "\<exists>k. infinite {n. f n = k}" .. qed qed } note H = this from assms show "\<exists>k. infinite {n. f n = k}" by (rule H) simp qed lemma bolzano_weierstrass_imp_compact: fixes s :: "'a::metric_space set" assumes "\<forall>t. infinite t \<and> t \<subseteq> s --> (\<exists>x \<in> s. x islimpt t)" shows "compact s" proof - { fix f :: "nat \<Rightarrow> 'a" assume f: "\<forall>n. f n \<in> s" have "\<exists>l\<in>s. \<exists>r. subseq r \<and> ((f \<circ> r) ---> l) sequentially" proof (cases "finite (range f)") case True hence "\<exists>l. infinite {n. f n = l}" by (rule finite_range_imp_infinite_repeats) then obtain l where "infinite {n. f n = l}" .. hence "\<exists>r. subseq r \<and> (\<forall>n. r n \<in> {n. f n = l})" by (rule infinite_enumerate) then obtain r where "subseq r" and fr: "\<forall>n. f (r n) = l" by auto hence "subseq r \<and> ((f \<circ> r) ---> l) sequentially" unfolding o_def by (simp add: fr tendsto_const) hence "\<exists>r. subseq r \<and> ((f \<circ> r) ---> l) sequentially" by - (rule exI) from f have "\<forall>n. f (r n) \<in> s" by simp hence "l \<in> s" by (simp add: fr) thus "\<exists>l\<in>s. \<exists>r. subseq r \<and> ((f \<circ> r) ---> l) sequentially" by (rule rev_bexI) fact next case False with f assms have "\<exists>x\<in>s. x islimpt (range f)" by auto then obtain l where "l \<in> s" "l islimpt (range f)" .. have "\<exists>r. subseq r \<and> ((f \<circ> r) ---> l) sequentially" using `l islimpt (range f)` by (rule islimpt_range_imp_convergent_subsequence) with `l \<in> s` show "\<exists>l\<in>s. \<exists>r. subseq r \<and> ((f \<circ> r) ---> l) sequentially" .. qed } thus ?thesis unfolding compact_def by auto qed primrec helper_2::"(real \<Rightarrow> 'a::metric_space) \<Rightarrow> nat \<Rightarrow> 'a" where "helper_2 beyond 0 = beyond 0" | "helper_2 beyond (Suc n) = beyond (dist undefined (helper_2 beyond n) + 1 )" lemma bolzano_weierstrass_imp_bounded: fixes s::"'a::metric_space set" assumes "\<forall>t. infinite t \<and> t \<subseteq> s --> (\<exists>x \<in> s. x islimpt t)" shows "bounded s" proof(rule ccontr) assume "\<not> bounded s" then obtain beyond where "\<forall>a. beyond a \<in>s \<and> \<not> dist undefined (beyond a) \<le> a" unfolding bounded_any_center [where a=undefined] apply simp using choice[of "\<lambda>a x. x\<in>s \<and> \<not> dist undefined x \<le> a"] by auto hence beyond:"\<And>a. beyond a \<in>s" "\<And>a. dist undefined (beyond a) > a" unfolding linorder_not_le by auto def x \<equiv> "helper_2 beyond" { fix m n ::nat assume "m<n" hence "dist undefined (x m) + 1 < dist undefined (x n)" proof(induct n) case 0 thus ?case by auto next case (Suc n) have *:"dist undefined (x n) + 1 < dist undefined (x (Suc n))" unfolding x_def and helper_2.simps using beyond(2)[of "dist undefined (helper_2 beyond n) + 1"] by auto thus ?case proof(cases "m < n") case True thus ?thesis using Suc and * by auto next case False hence "m = n" using Suc(2) by auto thus ?thesis using * by auto qed qed } note * = this { fix m n ::nat assume "m\<noteq>n" have "1 < dist (x m) (x n)" proof(cases "m<n") case True hence "1 < dist undefined (x n) - dist undefined (x m)" using *[of m n] by auto thus ?thesis using dist_triangle [of undefined "x n" "x m"] by arith next case False hence "n<m" using `m\<noteq>n` by auto hence "1 < dist undefined (x m) - dist undefined (x n)" using *[of n m] by auto thus ?thesis using dist_triangle2 [of undefined "x m" "x n"] by arith qed } note ** = this { fix a b assume "x a = x b" "a \<noteq> b" hence False using **[of a b] by auto } hence "inj x" unfolding inj_on_def by auto moreover { fix n::nat have "x n \<in> s" proof(cases "n = 0") case True thus ?thesis unfolding x_def using beyond by auto next case False then obtain z where "n = Suc z" using not0_implies_Suc by auto thus ?thesis unfolding x_def using beyond by auto qed } ultimately have "infinite (range x) \<and> range x \<subseteq> s" unfolding x_def using range_inj_infinite[of "helper_2 beyond"] using beyond(1) by auto then obtain l where "l\<in>s" and l:"l islimpt range x" using assms[THEN spec[where x="range x"]] by auto then obtain y where "x y \<noteq> l" and y:"dist (x y) l < 1/2" unfolding islimpt_approachable apply(erule_tac x="1/2" in allE) by auto then obtain z where "x z \<noteq> l" and z:"dist (x z) l < dist (x y) l" using l[unfolded islimpt_approachable, THEN spec[where x="dist (x y) l"]] unfolding dist_nz by auto show False using y and z and dist_triangle_half_l[of "x y" l 1 "x z"] and **[of y z] by auto qed lemma sequence_infinite_lemma: fixes f :: "nat \<Rightarrow> 'a::t1_space" assumes "\<forall>n. f n \<noteq> l" and "(f ---> l) sequentially" shows "infinite (range f)" proof assume "finite (range f)" hence "closed (range f)" by (rule finite_imp_closed) hence "open (- range f)" by (rule open_Compl) from assms(1) have "l \<in> - range f" by auto from assms(2) have "eventually (\<lambda>n. f n \<in> - range f) sequentially" using `open (- range f)` `l \<in> - range f` by (rule topological_tendstoD) thus False unfolding eventually_sequentially by auto qed lemma closure_insert: fixes x :: "'a::t1_space" shows "closure (insert x s) = insert x (closure s)" apply (rule closure_unique) apply (rule insert_mono [OF closure_subset]) apply (rule closed_insert [OF closed_closure]) apply (simp add: closure_minimal) done lemma islimpt_insert: fixes x :: "'a::t1_space" shows "x islimpt (insert a s) \<longleftrightarrow> x islimpt s" proof assume *: "x islimpt (insert a s)" show "x islimpt s" proof (rule islimptI) fix t assume t: "x \<in> t" "open t" show "\<exists>y\<in>s. y \<in> t \<and> y \<noteq> x" proof (cases "x = a") case True obtain y where "y \<in> insert a s" "y \<in> t" "y \<noteq> x" using * t by (rule islimptE) with `x = a` show ?thesis by auto next case False with t have t': "x \<in> t - {a}" "open (t - {a})" by (simp_all add: open_Diff) obtain y where "y \<in> insert a s" "y \<in> t - {a}" "y \<noteq> x" using * t' by (rule islimptE) thus ?thesis by auto qed qed next assume "x islimpt s" thus "x islimpt (insert a s)" by (rule islimpt_subset) auto qed lemma islimpt_union_finite: fixes x :: "'a::t1_space" shows "finite s \<Longrightarrow> x islimpt (s \<union> t) \<longleftrightarrow> x islimpt t" by (induct set: finite, simp_all add: islimpt_insert) lemma sequence_unique_limpt: fixes f :: "nat \<Rightarrow> 'a::t2_space" assumes "(f ---> l) sequentially" and "l' islimpt (range f)" shows "l' = l" proof (rule ccontr) assume "l' \<noteq> l" obtain s t where "open s" "open t" "l' \<in> s" "l \<in> t" "s \<inter> t = {}" using hausdorff [OF `l' \<noteq> l`] by auto have "eventually (\<lambda>n. f n \<in> t) sequentially" using assms(1) `open t` `l \<in> t` by (rule topological_tendstoD) then obtain N where "\<forall>n\<ge>N. f n \<in> t" unfolding eventually_sequentially by auto have "UNIV = {..<N} \<union> {N..}" by auto hence "l' islimpt (f ` ({..<N} \<union> {N..}))" using assms(2) by simp hence "l' islimpt (f ` {..<N} \<union> f ` {N..})" by (simp add: image_Un) hence "l' islimpt (f ` {N..})" by (simp add: islimpt_union_finite) then obtain y where "y \<in> f ` {N..}" "y \<in> s" "y \<noteq> l'" using `l' \<in> s` `open s` by (rule islimptE) then obtain n where "N \<le> n" "f n \<in> s" "f n \<noteq> l'" by auto with `\<forall>n\<ge>N. f n \<in> t` have "f n \<in> s \<inter> t" by simp with `s \<inter> t = {}` show False by simp qed lemma bolzano_weierstrass_imp_closed: fixes s :: "'a::metric_space set" (* TODO: can this be generalized? *) assumes "\<forall>t. infinite t \<and> t \<subseteq> s --> (\<exists>x \<in> s. x islimpt t)" shows "closed s" proof- { fix x l assume as: "\<forall>n::nat. x n \<in> s" "(x ---> l) sequentially" hence "l \<in> s" proof(cases "\<forall>n. x n \<noteq> l") case False thus "l\<in>s" using as(1) by auto next case True note cas = this with as(2) have "infinite (range x)" using sequence_infinite_lemma[of x l] by auto then obtain l' where "l'\<in>s" "l' islimpt (range x)" using assms[THEN spec[where x="range x"]] as(1) by auto thus "l\<in>s" using sequence_unique_limpt[of x l l'] using as cas by auto qed } thus ?thesis unfolding closed_sequential_limits by fast qed text {* Hence express everything as an equivalence. *} lemma compact_eq_heine_borel: fixes s :: "'a::metric_space set" shows "compact s \<longleftrightarrow> (\<forall>f. (\<forall>t \<in> f. open t) \<and> s \<subseteq> (\<Union> f) --> (\<exists>f'. f' \<subseteq> f \<and> finite f' \<and> s \<subseteq> (\<Union> f')))" (is "?lhs = ?rhs") proof assume ?lhs thus ?rhs by (rule compact_imp_heine_borel) next assume ?rhs hence "\<forall>t. infinite t \<and> t \<subseteq> s \<longrightarrow> (\<exists>x\<in>s. x islimpt t)" by (blast intro: heine_borel_imp_bolzano_weierstrass[of s]) thus ?lhs by (rule bolzano_weierstrass_imp_compact) qed lemma compact_eq_bolzano_weierstrass: fixes s :: "'a::metric_space set" shows "compact s \<longleftrightarrow> (\<forall>t. infinite t \<and> t \<subseteq> s --> (\<exists>x \<in> s. x islimpt t))" (is "?lhs = ?rhs") proof assume ?lhs thus ?rhs unfolding compact_eq_heine_borel using heine_borel_imp_bolzano_weierstrass[of s] by auto next assume ?rhs thus ?lhs by (rule bolzano_weierstrass_imp_compact) qed lemma compact_eq_bounded_closed: fixes s :: "'a::heine_borel set" shows "compact s \<longleftrightarrow> bounded s \<and> closed s" (is "?lhs = ?rhs") proof assume ?lhs thus ?rhs unfolding compact_eq_bolzano_weierstrass using bolzano_weierstrass_imp_bounded bolzano_weierstrass_imp_closed by auto next assume ?rhs thus ?lhs using bounded_closed_imp_compact by auto qed lemma compact_imp_bounded: fixes s :: "'a::metric_space set" shows "compact s ==> bounded s" proof - assume "compact s" hence "\<forall>f. (\<forall>t\<in>f. open t) \<and> s \<subseteq> \<Union>f \<longrightarrow> (\<exists>f'\<subseteq>f. finite f' \<and> s \<subseteq> \<Union>f')" by (rule compact_imp_heine_borel) hence "\<forall>t. infinite t \<and> t \<subseteq> s \<longrightarrow> (\<exists>x \<in> s. x islimpt t)" using heine_borel_imp_bolzano_weierstrass[of s] by auto thus "bounded s" by (rule bolzano_weierstrass_imp_bounded) qed lemma compact_imp_closed: fixes s :: "'a::metric_space set" shows "compact s ==> closed s" proof - assume "compact s" hence "\<forall>f. (\<forall>t\<in>f. open t) \<and> s \<subseteq> \<Union>f \<longrightarrow> (\<exists>f'\<subseteq>f. finite f' \<and> s \<subseteq> \<Union>f')" by (rule compact_imp_heine_borel) hence "\<forall>t. infinite t \<and> t \<subseteq> s \<longrightarrow> (\<exists>x \<in> s. x islimpt t)" using heine_borel_imp_bolzano_weierstrass[of s] by auto thus "closed s" by (rule bolzano_weierstrass_imp_closed) qed text{* In particular, some common special cases. *} lemma compact_empty[simp]: "compact {}" unfolding compact_def by simp lemma subseq_o: "subseq r \<Longrightarrow> subseq s \<Longrightarrow> subseq (r \<circ> s)" unfolding subseq_def by simp (* TODO: move somewhere else *) lemma compact_union [intro]: assumes "compact s" and "compact t" shows "compact (s \<union> t)" proof (rule compactI) fix f :: "nat \<Rightarrow> 'a" assume "\<forall>n. f n \<in> s \<union> t" hence "infinite {n. f n \<in> s \<union> t}" by simp hence "infinite {n. f n \<in> s} \<or> infinite {n. f n \<in> t}" by simp thus "\<exists>l\<in>s \<union> t. \<exists>r. subseq r \<and> ((f \<circ> r) ---> l) sequentially" proof assume "infinite {n. f n \<in> s}" from infinite_enumerate [OF this] obtain q where "subseq q" "\<forall>n. (f \<circ> q) n \<in> s" by auto obtain r l where "l \<in> s" "subseq r" "((f \<circ> q \<circ> r) ---> l) sequentially" using `compact s` `\<forall>n. (f \<circ> q) n \<in> s` by (rule compactE) hence "l \<in> s \<union> t" "subseq (q \<circ> r)" "((f \<circ> (q \<circ> r)) ---> l) sequentially" using `subseq q` by (simp_all add: subseq_o o_assoc) thus ?thesis by auto next assume "infinite {n. f n \<in> t}" from infinite_enumerate [OF this] obtain q where "subseq q" "\<forall>n. (f \<circ> q) n \<in> t" by auto obtain r l where "l \<in> t" "subseq r" "((f \<circ> q \<circ> r) ---> l) sequentially" using `compact t` `\<forall>n. (f \<circ> q) n \<in> t` by (rule compactE) hence "l \<in> s \<union> t" "subseq (q \<circ> r)" "((f \<circ> (q \<circ> r)) ---> l) sequentially" using `subseq q` by (simp_all add: subseq_o o_assoc) thus ?thesis by auto qed qed lemma compact_inter_closed [intro]: assumes "compact s" and "closed t" shows "compact (s \<inter> t)" proof (rule compactI) fix f :: "nat \<Rightarrow> 'a" assume "\<forall>n. f n \<in> s \<inter> t" hence "\<forall>n. f n \<in> s" and "\<forall>n. f n \<in> t" by simp_all obtain l r where "l \<in> s" "subseq r" "((f \<circ> r) ---> l) sequentially" using `compact s` `\<forall>n. f n \<in> s` by (rule compactE) moreover from `closed t` `\<forall>n. f n \<in> t` `((f \<circ> r) ---> l) sequentially` have "l \<in> t" unfolding closed_sequential_limits o_def by fast ultimately show "\<exists>l\<in>s \<inter> t. \<exists>r. subseq r \<and> ((f \<circ> r) ---> l) sequentially" by auto qed lemma closed_inter_compact [intro]: assumes "closed s" and "compact t" shows "compact (s \<inter> t)" using compact_inter_closed [of t s] assms by (simp add: Int_commute) lemma compact_inter [intro]: assumes "compact s" and "compact t" shows "compact (s \<inter> t)" using assms by (intro compact_inter_closed compact_imp_closed) lemma compact_sing [simp]: "compact {a}" unfolding compact_def o_def subseq_def by (auto simp add: tendsto_const) lemma compact_insert [simp]: assumes "compact s" shows "compact (insert x s)" proof - have "compact ({x} \<union> s)" using compact_sing assms by (rule compact_union) thus ?thesis by simp qed lemma finite_imp_compact: shows "finite s \<Longrightarrow> compact s" by (induct set: finite) simp_all lemma compact_cball[simp]: fixes x :: "'a::heine_borel" shows "compact(cball x e)" using compact_eq_bounded_closed bounded_cball closed_cball by blast lemma compact_frontier_bounded[intro]: fixes s :: "'a::heine_borel set" shows "bounded s ==> compact(frontier s)" unfolding frontier_def using compact_eq_bounded_closed by blast lemma compact_frontier[intro]: fixes s :: "'a::heine_borel set" shows "compact s ==> compact (frontier s)" using compact_eq_bounded_closed compact_frontier_bounded by blast lemma frontier_subset_compact: fixes s :: "'a::heine_borel set" shows "compact s ==> frontier s \<subseteq> s" using frontier_subset_closed compact_eq_bounded_closed by blast lemma open_delete: fixes s :: "'a::t1_space set" shows "open s \<Longrightarrow> open (s - {x})" by (simp add: open_Diff) text{* Finite intersection property. I could make it an equivalence in fact. *} lemma compact_imp_fip: assumes "compact s" "\<forall>t \<in> f. closed t" "\<forall>f'. finite f' \<and> f' \<subseteq> f --> (s \<inter> (\<Inter> f') \<noteq> {})" shows "s \<inter> (\<Inter> f) \<noteq> {}" proof assume as:"s \<inter> (\<Inter> f) = {}" hence "s \<subseteq> \<Union> uminus ` f" by auto moreover have "Ball (uminus ` f) open" using open_Diff closed_Diff using assms(2) by auto ultimately obtain f' where f':"f' \<subseteq> uminus ` f" "finite f'" "s \<subseteq> \<Union>f'" using assms(1)[unfolded compact_eq_heine_borel, THEN spec[where x="(\<lambda>t. - t) ` f"]] by auto hence "finite (uminus ` f') \<and> uminus ` f' \<subseteq> f" by(auto simp add: Diff_Diff_Int) hence "s \<inter> \<Inter>uminus ` f' \<noteq> {}" using assms(3)[THEN spec[where x="uminus ` f'"]] by auto thus False using f'(3) unfolding subset_eq and Union_iff by blast qed subsection {* Bounded closed nest property (proof does not use Heine-Borel) *} lemma bounded_closed_nest: assumes "\<forall>n. closed(s n)" "\<forall>n. (s n \<noteq> {})" "(\<forall>m n. m \<le> n --> s n \<subseteq> s m)" "bounded(s 0)" shows "\<exists>a::'a::heine_borel. \<forall>n::nat. a \<in> s(n)" proof- from assms(2) obtain x where x:"\<forall>n::nat. x n \<in> s n" using choice[of "\<lambda>n x. x\<in> s n"] by auto from assms(4,1) have *:"compact (s 0)" using bounded_closed_imp_compact[of "s 0"] by auto then obtain l r where lr:"l\<in>s 0" "subseq r" "((x \<circ> r) ---> l) sequentially" unfolding compact_def apply(erule_tac x=x in allE) using x using assms(3) by blast { fix n::nat { fix e::real assume "e>0" with lr(3) obtain N where N:"\<forall>m\<ge>N. dist ((x \<circ> r) m) l < e" unfolding LIMSEQ_def by auto hence "dist ((x \<circ> r) (max N n)) l < e" by auto moreover have "r (max N n) \<ge> n" using lr(2) using subseq_bigger[of r "max N n"] by auto hence "(x \<circ> r) (max N n) \<in> s n" using x apply(erule_tac x=n in allE) using x apply(erule_tac x="r (max N n)" in allE) using assms(3) apply(erule_tac x=n in allE)apply( erule_tac x="r (max N n)" in allE) by auto ultimately have "\<exists>y\<in>s n. dist y l < e" by auto } hence "l \<in> s n" using closed_approachable[of "s n" l] assms(1) by blast } thus ?thesis by auto qed text {* Decreasing case does not even need compactness, just completeness. *} lemma decreasing_closed_nest: assumes "\<forall>n. closed(s n)" "\<forall>n. (s n \<noteq> {})" "\<forall>m n. m \<le> n --> s n \<subseteq> s m" "\<forall>e>0. \<exists>n. \<forall>x \<in> (s n). \<forall> y \<in> (s n). dist x y < e" shows "\<exists>a::'a::complete_space. \<forall>n::nat. a \<in> s n" proof- have "\<forall>n. \<exists> x. x\<in>s n" using assms(2) by auto hence "\<exists>t. \<forall>n. t n \<in> s n" using choice[of "\<lambda> n x. x \<in> s n"] by auto then obtain t where t: "\<forall>n. t n \<in> s n" by auto { fix e::real assume "e>0" then obtain N where N:"\<forall>x\<in>s N. \<forall>y\<in>s N. dist x y < e" using assms(4) by auto { fix m n ::nat assume "N \<le> m \<and> N \<le> n" hence "t m \<in> s N" "t n \<in> s N" using assms(3) t unfolding subset_eq t by blast+ hence "dist (t m) (t n) < e" using N by auto } hence "\<exists>N. \<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist (t m) (t n) < e" by auto } hence "Cauchy t" unfolding cauchy_def by auto then obtain l where l:"(t ---> l) sequentially" using complete_univ unfolding complete_def by auto { fix n::nat { fix e::real assume "e>0" then obtain N::nat where N:"\<forall>n\<ge>N. dist (t n) l < e" using l[unfolded LIMSEQ_def] by auto have "t (max n N) \<in> s n" using assms(3) unfolding subset_eq apply(erule_tac x=n in allE) apply (erule_tac x="max n N" in allE) using t by auto hence "\<exists>y\<in>s n. dist y l < e" apply(rule_tac x="t (max n N)" in bexI) using N by auto } hence "l \<in> s n" using closed_approachable[of "s n" l] assms(1) by auto } then show ?thesis by auto qed text {* Strengthen it to the intersection actually being a singleton. *} lemma decreasing_closed_nest_sing: fixes s :: "nat \<Rightarrow> 'a::complete_space set" assumes "\<forall>n. closed(s n)" "\<forall>n. s n \<noteq> {}" "\<forall>m n. m \<le> n --> s n \<subseteq> s m" "\<forall>e>0. \<exists>n. \<forall>x \<in> (s n). \<forall> y\<in>(s n). dist x y < e" shows "\<exists>a. \<Inter>(range s) = {a}" proof- obtain a where a:"\<forall>n. a \<in> s n" using decreasing_closed_nest[of s] using assms by auto { fix b assume b:"b \<in> \<Inter>(range s)" { fix e::real assume "e>0" hence "dist a b < e" using assms(4 )using b using a by blast } hence "dist a b = 0" by (metis dist_eq_0_iff dist_nz less_le) } with a have "\<Inter>(range s) = {a}" unfolding image_def by auto thus ?thesis .. qed text{* Cauchy-type criteria for uniform convergence. *} lemma uniformly_convergent_eq_cauchy: fixes s::"nat \<Rightarrow> 'b \<Rightarrow> 'a::heine_borel" shows "(\<exists>l. \<forall>e>0. \<exists>N. \<forall>n x. N \<le> n \<and> P x --> dist(s n x)(l x) < e) \<longleftrightarrow> (\<forall>e>0. \<exists>N. \<forall>m n x. N \<le> m \<and> N \<le> n \<and> P x --> dist (s m x) (s n x) < e)" (is "?lhs = ?rhs") proof(rule) assume ?lhs then obtain l where l:"\<forall>e>0. \<exists>N. \<forall>n x. N \<le> n \<and> P x \<longrightarrow> dist (s n x) (l x) < e" by auto { fix e::real assume "e>0" then obtain N::nat where N:"\<forall>n x. N \<le> n \<and> P x \<longrightarrow> dist (s n x) (l x) < e / 2" using l[THEN spec[where x="e/2"]] by auto { fix n m::nat and x::"'b" assume "N \<le> m \<and> N \<le> n \<and> P x" hence "dist (s m x) (s n x) < e" using N[THEN spec[where x=m], THEN spec[where x=x]] using N[THEN spec[where x=n], THEN spec[where x=x]] using dist_triangle_half_l[of "s m x" "l x" e "s n x"] by auto } hence "\<exists>N. \<forall>m n x. N \<le> m \<and> N \<le> n \<and> P x --> dist (s m x) (s n x) < e" by auto } thus ?rhs by auto next assume ?rhs hence "\<forall>x. P x \<longrightarrow> Cauchy (\<lambda>n. s n x)" unfolding cauchy_def apply auto by (erule_tac x=e in allE)auto then obtain l where l:"\<forall>x. P x \<longrightarrow> ((\<lambda>n. s n x) ---> l x) sequentially" unfolding convergent_eq_cauchy[THEN sym] using choice[of "\<lambda>x l. P x \<longrightarrow> ((\<lambda>n. s n x) ---> l) sequentially"] by auto { fix e::real assume "e>0" then obtain N where N:"\<forall>m n x. N \<le> m \<and> N \<le> n \<and> P x \<longrightarrow> dist (s m x) (s n x) < e/2" using `?rhs`[THEN spec[where x="e/2"]] by auto { fix x assume "P x" then obtain M where M:"\<forall>n\<ge>M. dist (s n x) (l x) < e/2" using l[THEN spec[where x=x], unfolded LIMSEQ_def] using `e>0` by(auto elim!: allE[where x="e/2"]) fix n::nat assume "n\<ge>N" hence "dist(s n x)(l x) < e" using `P x`and N[THEN spec[where x=n], THEN spec[where x="N+M"], THEN spec[where x=x]] using M[THEN spec[where x="N+M"]] and dist_triangle_half_l[of "s n x" "s (N+M) x" e "l x"] by (auto simp add: dist_commute) } hence "\<exists>N. \<forall>n x. N \<le> n \<and> P x \<longrightarrow> dist(s n x)(l x) < e" by auto } thus ?lhs by auto qed lemma uniformly_cauchy_imp_uniformly_convergent: fixes s :: "nat \<Rightarrow> 'a \<Rightarrow> 'b::heine_borel" assumes "\<forall>e>0.\<exists>N. \<forall>m (n::nat) x. N \<le> m \<and> N \<le> n \<and> P x --> dist(s m x)(s n x) < e" "\<forall>x. P x --> (\<forall>e>0. \<exists>N. \<forall>n. N \<le> n --> dist(s n x)(l x) < e)" shows "\<forall>e>0. \<exists>N. \<forall>n x. N \<le> n \<and> P x --> dist(s n x)(l x) < e" proof- obtain l' where l:"\<forall>e>0. \<exists>N. \<forall>n x. N \<le> n \<and> P x \<longrightarrow> dist (s n x) (l' x) < e" using assms(1) unfolding uniformly_convergent_eq_cauchy[THEN sym] by auto moreover { fix x assume "P x" hence "l x = l' x" using tendsto_unique[OF trivial_limit_sequentially, of "\<lambda>n. s n x" "l x" "l' x"] using l and assms(2) unfolding LIMSEQ_def by blast } ultimately show ?thesis by auto qed subsection {* Continuity *} text {* Define continuity over a net to take in restrictions of the set. *} definition continuous :: "'a::t2_space filter \<Rightarrow> ('a \<Rightarrow> 'b::topological_space) \<Rightarrow> bool" where "continuous net f \<longleftrightarrow> (f ---> f(netlimit net)) net" lemma continuous_trivial_limit: "trivial_limit net ==> continuous net f" unfolding continuous_def tendsto_def trivial_limit_eq by auto lemma continuous_within: "continuous (at x within s) f \<longleftrightarrow> (f ---> f(x)) (at x within s)" unfolding continuous_def unfolding tendsto_def using netlimit_within[of x s] by (cases "trivial_limit (at x within s)") (auto simp add: trivial_limit_eventually) lemma continuous_at: "continuous (at x) f \<longleftrightarrow> (f ---> f(x)) (at x)" using continuous_within [of x UNIV f] by simp lemma continuous_at_within: assumes "continuous (at x) f" shows "continuous (at x within s) f" using assms unfolding continuous_at continuous_within by (rule Lim_at_within) text{* Derive the epsilon-delta forms, which we often use as "definitions" *} lemma continuous_within_eps_delta: "continuous (at x within s) f \<longleftrightarrow> (\<forall>e>0. \<exists>d>0. \<forall>x'\<in> s. dist x' x < d --> dist (f x') (f x) < e)" unfolding continuous_within and Lim_within apply auto unfolding dist_nz[THEN sym] apply(auto del: allE elim!:allE) apply(rule_tac x=d in exI) by auto lemma continuous_at_eps_delta: "continuous (at x) f \<longleftrightarrow> (\<forall>e>0. \<exists>d>0. \<forall>x'. dist x' x < d --> dist(f x')(f x) < e)" using continuous_within_eps_delta [of x UNIV f] by simp text{* Versions in terms of open balls. *} lemma continuous_within_ball: "continuous (at x within s) f \<longleftrightarrow> (\<forall>e>0. \<exists>d>0. f ` (ball x d \<inter> s) \<subseteq> ball (f x) e)" (is "?lhs = ?rhs") proof assume ?lhs { fix e::real assume "e>0" then obtain d where d: "d>0" "\<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (f xa) (f x) < e" using `?lhs`[unfolded continuous_within Lim_within] by auto { fix y assume "y\<in>f ` (ball x d \<inter> s)" hence "y \<in> ball (f x) e" using d(2) unfolding dist_nz[THEN sym] apply (auto simp add: dist_commute) apply(erule_tac x=xa in ballE) apply auto using `e>0` by auto } hence "\<exists>d>0. f ` (ball x d \<inter> s) \<subseteq> ball (f x) e" using `d>0` unfolding subset_eq ball_def by (auto simp add: dist_commute) } thus ?rhs by auto next assume ?rhs thus ?lhs unfolding continuous_within Lim_within ball_def subset_eq apply (auto simp add: dist_commute) apply(erule_tac x=e in allE) by auto qed lemma continuous_at_ball: "continuous (at x) f \<longleftrightarrow> (\<forall>e>0. \<exists>d>0. f ` (ball x d) \<subseteq> ball (f x) e)" (is "?lhs = ?rhs") proof assume ?lhs thus ?rhs unfolding continuous_at Lim_at subset_eq Ball_def Bex_def image_iff mem_ball apply auto apply(erule_tac x=e in allE) apply auto apply(rule_tac x=d in exI) apply auto apply(erule_tac x=xa in allE) apply (auto simp add: dist_commute dist_nz) unfolding dist_nz[THEN sym] by auto next assume ?rhs thus ?lhs unfolding continuous_at Lim_at subset_eq Ball_def Bex_def image_iff mem_ball apply auto apply(erule_tac x=e in allE) apply auto apply(rule_tac x=d in exI) apply auto apply(erule_tac x="f xa" in allE) by (auto simp add: dist_commute dist_nz) qed text{* Define setwise continuity in terms of limits within the set. *} definition continuous_on :: "'a set \<Rightarrow> ('a::topological_space \<Rightarrow> 'b::topological_space) \<Rightarrow> bool" where "continuous_on s f \<longleftrightarrow> (\<forall>x\<in>s. (f ---> f x) (at x within s))" lemma continuous_on_topological: "continuous_on s f \<longleftrightarrow> (\<forall>x\<in>s. \<forall>B. open B \<longrightarrow> f x \<in> B \<longrightarrow> (\<exists>A. open A \<and> x \<in> A \<and> (\<forall>y\<in>s. y \<in> A \<longrightarrow> f y \<in> B)))" unfolding continuous_on_def tendsto_def unfolding Limits.eventually_within eventually_at_topological by (intro ball_cong [OF refl] all_cong imp_cong ex_cong conj_cong refl) auto lemma continuous_on_iff: "continuous_on s f \<longleftrightarrow> (\<forall>x\<in>s. \<forall>e>0. \<exists>d>0. \<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist (f x') (f x) < e)" unfolding continuous_on_def Lim_within apply (intro ball_cong [OF refl] all_cong ex_cong) apply (rename_tac y, case_tac "y = x", simp) apply (simp add: dist_nz) done definition uniformly_continuous_on :: "'a set \<Rightarrow> ('a::metric_space \<Rightarrow> 'b::metric_space) \<Rightarrow> bool" where "uniformly_continuous_on s f \<longleftrightarrow> (\<forall>e>0. \<exists>d>0. \<forall>x\<in>s. \<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist (f x') (f x) < e)" text{* Some simple consequential lemmas. *} lemma uniformly_continuous_imp_continuous: " uniformly_continuous_on s f ==> continuous_on s f" unfolding uniformly_continuous_on_def continuous_on_iff by blast lemma continuous_at_imp_continuous_within: "continuous (at x) f ==> continuous (at x within s) f" unfolding continuous_within continuous_at using Lim_at_within by auto lemma Lim_trivial_limit: "trivial_limit net \<Longrightarrow> (f ---> l) net" unfolding tendsto_def by (simp add: trivial_limit_eq) lemma continuous_at_imp_continuous_on: assumes "\<forall>x\<in>s. continuous (at x) f" shows "continuous_on s f" unfolding continuous_on_def proof fix x assume "x \<in> s" with assms have *: "(f ---> f (netlimit (at x))) (at x)" unfolding continuous_def by simp have "(f ---> f x) (at x)" proof (cases "trivial_limit (at x)") case True thus ?thesis by (rule Lim_trivial_limit) next case False hence 1: "netlimit (at x) = x" using netlimit_within [of x UNIV] by simp with * show ?thesis by simp qed thus "(f ---> f x) (at x within s)" by (rule Lim_at_within) qed lemma continuous_on_eq_continuous_within: "continuous_on s f \<longleftrightarrow> (\<forall>x \<in> s. continuous (at x within s) f)" unfolding continuous_on_def continuous_def apply (rule ball_cong [OF refl]) apply (case_tac "trivial_limit (at x within s)") apply (simp add: Lim_trivial_limit) apply (simp add: netlimit_within) done lemmas continuous_on = continuous_on_def -- "legacy theorem name" lemma continuous_on_eq_continuous_at: shows "open s ==> (continuous_on s f \<longleftrightarrow> (\<forall>x \<in> s. continuous (at x) f))" by (auto simp add: continuous_on continuous_at Lim_within_open) lemma continuous_within_subset: "continuous (at x within s) f \<Longrightarrow> t \<subseteq> s ==> continuous (at x within t) f" unfolding continuous_within by(metis Lim_within_subset) lemma continuous_on_subset: shows "continuous_on s f \<Longrightarrow> t \<subseteq> s ==> continuous_on t f" unfolding continuous_on by (metis subset_eq Lim_within_subset) lemma continuous_on_interior: shows "continuous_on s f \<Longrightarrow> x \<in> interior s \<Longrightarrow> continuous (at x) f" by (erule interiorE, drule (1) continuous_on_subset, simp add: continuous_on_eq_continuous_at) lemma continuous_on_eq: "(\<forall>x \<in> s. f x = g x) \<Longrightarrow> continuous_on s f \<Longrightarrow> continuous_on s g" unfolding continuous_on_def tendsto_def Limits.eventually_within by simp text {* Characterization of various kinds of continuity in terms of sequences. *} lemma continuous_within_sequentially: fixes f :: "'a::metric_space \<Rightarrow> 'b::topological_space" shows "continuous (at a within s) f \<longleftrightarrow> (\<forall>x. (\<forall>n::nat. x n \<in> s) \<and> (x ---> a) sequentially --> ((f o x) ---> f a) sequentially)" (is "?lhs = ?rhs") proof assume ?lhs { fix x::"nat \<Rightarrow> 'a" assume x:"\<forall>n. x n \<in> s" "\<forall>e>0. eventually (\<lambda>n. dist (x n) a < e) sequentially" fix T::"'b set" assume "open T" and "f a \<in> T" with `?lhs` obtain d where "d>0" and d:"\<forall>x\<in>s. 0 < dist x a \<and> dist x a < d \<longrightarrow> f x \<in> T" unfolding continuous_within tendsto_def eventually_within by auto have "eventually (\<lambda>n. dist (x n) a < d) sequentially" using x(2) `d>0` by simp hence "eventually (\<lambda>n. (f \<circ> x) n \<in> T) sequentially" proof (rule eventually_elim1) fix n assume "dist (x n) a < d" thus "(f \<circ> x) n \<in> T" using d x(1) `f a \<in> T` unfolding dist_nz[THEN sym] by auto qed } thus ?rhs unfolding tendsto_iff unfolding tendsto_def by simp next assume ?rhs thus ?lhs unfolding continuous_within tendsto_def [where l="f a"] by (simp add: sequentially_imp_eventually_within) qed lemma continuous_at_sequentially: fixes f :: "'a::metric_space \<Rightarrow> 'b::topological_space" shows "continuous (at a) f \<longleftrightarrow> (\<forall>x. (x ---> a) sequentially --> ((f o x) ---> f a) sequentially)" using continuous_within_sequentially[of a UNIV f] by simp lemma continuous_on_sequentially: fixes f :: "'a::metric_space \<Rightarrow> 'b::topological_space" shows "continuous_on s f \<longleftrightarrow> (\<forall>x. \<forall>a \<in> s. (\<forall>n. x(n) \<in> s) \<and> (x ---> a) sequentially --> ((f o x) ---> f(a)) sequentially)" (is "?lhs = ?rhs") proof assume ?rhs thus ?lhs using continuous_within_sequentially[of _ s f] unfolding continuous_on_eq_continuous_within by auto next assume ?lhs thus ?rhs unfolding continuous_on_eq_continuous_within using continuous_within_sequentially[of _ s f] by auto qed lemma uniformly_continuous_on_sequentially: "uniformly_continuous_on s f \<longleftrightarrow> (\<forall>x y. (\<forall>n. x n \<in> s) \<and> (\<forall>n. y n \<in> s) \<and> ((\<lambda>n. dist (x n) (y n)) ---> 0) sequentially \<longrightarrow> ((\<lambda>n. dist (f(x n)) (f(y n))) ---> 0) sequentially)" (is "?lhs = ?rhs") proof assume ?lhs { fix x y assume x:"\<forall>n. x n \<in> s" and y:"\<forall>n. y n \<in> s" and xy:"((\<lambda>n. dist (x n) (y n)) ---> 0) sequentially" { fix e::real assume "e>0" then obtain d where "d>0" and d:"\<forall>x\<in>s. \<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist (f x') (f x) < e" using `?lhs`[unfolded uniformly_continuous_on_def, THEN spec[where x=e]] by auto obtain N where N:"\<forall>n\<ge>N. dist (x n) (y n) < d" using xy[unfolded LIMSEQ_def dist_norm] and `d>0` by auto { fix n assume "n\<ge>N" hence "dist (f (x n)) (f (y n)) < e" using N[THEN spec[where x=n]] using d[THEN bspec[where x="x n"], THEN bspec[where x="y n"]] using x and y unfolding dist_commute by simp } hence "\<exists>N. \<forall>n\<ge>N. dist (f (x n)) (f (y n)) < e" by auto } hence "((\<lambda>n. dist (f(x n)) (f(y n))) ---> 0) sequentially" unfolding LIMSEQ_def and dist_real_def by auto } thus ?rhs by auto next assume ?rhs { assume "\<not> ?lhs" then obtain e where "e>0" "\<forall>d>0. \<exists>x\<in>s. \<exists>x'\<in>s. dist x' x < d \<and> \<not> dist (f x') (f x) < e" unfolding uniformly_continuous_on_def by auto then obtain fa where fa:"\<forall>x. 0 < x \<longrightarrow> fst (fa x) \<in> s \<and> snd (fa x) \<in> s \<and> dist (fst (fa x)) (snd (fa x)) < x \<and> \<not> dist (f (fst (fa x))) (f (snd (fa x))) < e" using choice[of "\<lambda>d x. d>0 \<longrightarrow> fst x \<in> s \<and> snd x \<in> s \<and> dist (snd x) (fst x) < d \<and> \<not> dist (f (snd x)) (f (fst x)) < e"] unfolding Bex_def by (auto simp add: dist_commute) def x \<equiv> "\<lambda>n::nat. fst (fa (inverse (real n + 1)))" def y \<equiv> "\<lambda>n::nat. snd (fa (inverse (real n + 1)))" have xyn:"\<forall>n. x n \<in> s \<and> y n \<in> s" and xy0:"\<forall>n. dist (x n) (y n) < inverse (real n + 1)" and fxy:"\<forall>n. \<not> dist (f (x n)) (f (y n)) < e" unfolding x_def and y_def using fa by auto { fix e::real assume "e>0" then obtain N::nat where "N \<noteq> 0" and N:"0 < inverse (real N) \<and> inverse (real N) < e" unfolding real_arch_inv[of e] by auto { fix n::nat assume "n\<ge>N" hence "inverse (real n + 1) < inverse (real N)" using real_of_nat_ge_zero and `N\<noteq>0` by auto also have "\<dots> < e" using N by auto finally have "inverse (real n + 1) < e" by auto hence "dist (x n) (y n) < e" using xy0[THEN spec[where x=n]] by auto } hence "\<exists>N. \<forall>n\<ge>N. dist (x n) (y n) < e" by auto } hence "\<forall>e>0. \<exists>N. \<forall>n\<ge>N. dist (f (x n)) (f (y n)) < e" using `?rhs`[THEN spec[where x=x], THEN spec[where x=y]] and xyn unfolding LIMSEQ_def dist_real_def by auto hence False using fxy and `e>0` by auto } thus ?lhs unfolding uniformly_continuous_on_def by blast qed text{* The usual transformation theorems. *} lemma continuous_transform_within: fixes f g :: "'a::metric_space \<Rightarrow> 'b::topological_space" assumes "0 < d" "x \<in> s" "\<forall>x' \<in> s. dist x' x < d --> f x' = g x'" "continuous (at x within s) f" shows "continuous (at x within s) g" unfolding continuous_within proof (rule Lim_transform_within) show "0 < d" by fact show "\<forall>x'\<in>s. 0 < dist x' x \<and> dist x' x < d \<longrightarrow> f x' = g x'" using assms(3) by auto have "f x = g x" using assms(1,2,3) by auto thus "(f ---> g x) (at x within s)" using assms(4) unfolding continuous_within by simp qed lemma continuous_transform_at: fixes f g :: "'a::metric_space \<Rightarrow> 'b::topological_space" assumes "0 < d" "\<forall>x'. dist x' x < d --> f x' = g x'" "continuous (at x) f" shows "continuous (at x) g" using continuous_transform_within [of d x UNIV f g] assms by simp subsubsection {* Structural rules for pointwise continuity *} lemma continuous_within_id: "continuous (at a within s) (\<lambda>x. x)" unfolding continuous_within by (rule tendsto_ident_at_within) lemma continuous_at_id: "continuous (at a) (\<lambda>x. x)" unfolding continuous_at by (rule tendsto_ident_at) lemma continuous_const: "continuous F (\<lambda>x. c)" unfolding continuous_def by (rule tendsto_const) lemma continuous_dist: assumes "continuous F f" and "continuous F g" shows "continuous F (\<lambda>x. dist (f x) (g x))" using assms unfolding continuous_def by (rule tendsto_dist) lemma continuous_norm: shows "continuous F f \<Longrightarrow> continuous F (\<lambda>x. norm (f x))" unfolding continuous_def by (rule tendsto_norm) lemma continuous_infnorm: shows "continuous F f \<Longrightarrow> continuous F (\<lambda>x. infnorm (f x))" unfolding continuous_def by (rule tendsto_infnorm) lemma continuous_add: fixes f g :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector" shows "\<lbrakk>continuous F f; continuous F g\<rbrakk> \<Longrightarrow> continuous F (\<lambda>x. f x + g x)" unfolding continuous_def by (rule tendsto_add) lemma continuous_minus: fixes f :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector" shows "continuous F f \<Longrightarrow> continuous F (\<lambda>x. - f x)" unfolding continuous_def by (rule tendsto_minus) lemma continuous_diff: fixes f g :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector" shows "\<lbrakk>continuous F f; continuous F g\<rbrakk> \<Longrightarrow> continuous F (\<lambda>x. f x - g x)" unfolding continuous_def by (rule tendsto_diff) lemma continuous_scaleR: fixes g :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector" shows "\<lbrakk>continuous F f; continuous F g\<rbrakk> \<Longrightarrow> continuous F (\<lambda>x. f x *\<^sub>R g x)" unfolding continuous_def by (rule tendsto_scaleR) lemma continuous_mult: fixes f g :: "'a::t2_space \<Rightarrow> 'b::real_normed_algebra" shows "\<lbrakk>continuous F f; continuous F g\<rbrakk> \<Longrightarrow> continuous F (\<lambda>x. f x * g x)" unfolding continuous_def by (rule tendsto_mult) lemma continuous_inner: assumes "continuous F f" and "continuous F g" shows "continuous F (\<lambda>x. inner (f x) (g x))" using assms unfolding continuous_def by (rule tendsto_inner) lemma continuous_euclidean_component: shows "continuous F f \<Longrightarrow> continuous F (\<lambda>x. f x $$ i)" unfolding continuous_def by (rule tendsto_euclidean_component) lemma continuous_inverse: fixes f :: "'a::t2_space \<Rightarrow> 'b::real_normed_div_algebra" assumes "continuous F f" and "f (netlimit F) \<noteq> 0" shows "continuous F (\<lambda>x. inverse (f x))" using assms unfolding continuous_def by (rule tendsto_inverse) lemma continuous_at_within_inverse: fixes f :: "'a::t2_space \<Rightarrow> 'b::real_normed_div_algebra" assumes "continuous (at a within s) f" and "f a \<noteq> 0" shows "continuous (at a within s) (\<lambda>x. inverse (f x))" using assms unfolding continuous_within by (rule tendsto_inverse) lemma continuous_at_inverse: fixes f :: "'a::t2_space \<Rightarrow> 'b::real_normed_div_algebra" assumes "continuous (at a) f" and "f a \<noteq> 0" shows "continuous (at a) (\<lambda>x. inverse (f x))" using assms unfolding continuous_at by (rule tendsto_inverse) lemmas continuous_intros = continuous_at_id continuous_within_id continuous_const continuous_dist continuous_norm continuous_infnorm continuous_add continuous_minus continuous_diff continuous_scaleR continuous_mult continuous_inner continuous_euclidean_component continuous_at_inverse continuous_at_within_inverse subsubsection {* Structural rules for setwise continuity *} lemma continuous_on_id: "continuous_on s (\<lambda>x. x)" unfolding continuous_on_def by (fast intro: tendsto_ident_at_within) lemma continuous_on_const: "continuous_on s (\<lambda>x. c)" unfolding continuous_on_def by (auto intro: tendsto_intros) lemma continuous_on_norm: shows "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. norm (f x))" unfolding continuous_on_def by (fast intro: tendsto_norm) lemma continuous_on_infnorm: shows "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. infnorm (f x))" unfolding continuous_on by (fast intro: tendsto_infnorm) lemma continuous_on_minus: fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_vector" shows "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. - f x)" unfolding continuous_on_def by (auto intro: tendsto_intros) lemma continuous_on_add: fixes f g :: "'a::topological_space \<Rightarrow> 'b::real_normed_vector" shows "continuous_on s f \<Longrightarrow> continuous_on s g \<Longrightarrow> continuous_on s (\<lambda>x. f x + g x)" unfolding continuous_on_def by (auto intro: tendsto_intros) lemma continuous_on_diff: fixes f g :: "'a::topological_space \<Rightarrow> 'b::real_normed_vector" shows "continuous_on s f \<Longrightarrow> continuous_on s g \<Longrightarrow> continuous_on s (\<lambda>x. f x - g x)" unfolding continuous_on_def by (auto intro: tendsto_intros) lemma (in bounded_linear) continuous_on: "continuous_on s g \<Longrightarrow> continuous_on s (\<lambda>x. f (g x))" unfolding continuous_on_def by (fast intro: tendsto) lemma (in bounded_bilinear) continuous_on: "\<lbrakk>continuous_on s f; continuous_on s g\<rbrakk> \<Longrightarrow> continuous_on s (\<lambda>x. f x ** g x)" unfolding continuous_on_def by (fast intro: tendsto) lemma continuous_on_scaleR: fixes g :: "'a::topological_space \<Rightarrow> 'b::real_normed_vector" assumes "continuous_on s f" and "continuous_on s g" shows "continuous_on s (\<lambda>x. f x *\<^sub>R g x)" using bounded_bilinear_scaleR assms by (rule bounded_bilinear.continuous_on) lemma continuous_on_mult: fixes g :: "'a::topological_space \<Rightarrow> 'b::real_normed_algebra" assumes "continuous_on s f" and "continuous_on s g" shows "continuous_on s (\<lambda>x. f x * g x)" using bounded_bilinear_mult assms by (rule bounded_bilinear.continuous_on) lemma continuous_on_inner: fixes g :: "'a::topological_space \<Rightarrow> 'b::real_inner" assumes "continuous_on s f" and "continuous_on s g" shows "continuous_on s (\<lambda>x. inner (f x) (g x))" using bounded_bilinear_inner assms by (rule bounded_bilinear.continuous_on) lemma continuous_on_euclidean_component: "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. f x $$ i)" using bounded_linear_euclidean_component by (rule bounded_linear.continuous_on) lemma continuous_on_inverse: fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_div_algebra" assumes "continuous_on s f" and "\<forall>x\<in>s. f x \<noteq> 0" shows "continuous_on s (\<lambda>x. inverse (f x))" using assms unfolding continuous_on by (fast intro: tendsto_inverse) subsubsection {* Structural rules for uniform continuity *} lemma uniformly_continuous_on_id: shows "uniformly_continuous_on s (\<lambda>x. x)" unfolding uniformly_continuous_on_def by auto lemma uniformly_continuous_on_const: shows "uniformly_continuous_on s (\<lambda>x. c)" unfolding uniformly_continuous_on_def by simp lemma uniformly_continuous_on_dist: fixes f g :: "'a::metric_space \<Rightarrow> 'b::metric_space" assumes "uniformly_continuous_on s f" assumes "uniformly_continuous_on s g" shows "uniformly_continuous_on s (\<lambda>x. dist (f x) (g x))" proof - { fix a b c d :: 'b have "\<bar>dist a b - dist c d\<bar> \<le> dist a c + dist b d" using dist_triangle2 [of a b c] dist_triangle2 [of b c d] using dist_triangle3 [of c d a] dist_triangle [of a d b] by arith } note le = this { fix x y assume f: "(\<lambda>n. dist (f (x n)) (f (y n))) ----> 0" assume g: "(\<lambda>n. dist (g (x n)) (g (y n))) ----> 0" have "(\<lambda>n. \<bar>dist (f (x n)) (g (x n)) - dist (f (y n)) (g (y n))\<bar>) ----> 0" by (rule Lim_transform_bound [OF _ tendsto_add_zero [OF f g]], simp add: le) } thus ?thesis using assms unfolding uniformly_continuous_on_sequentially unfolding dist_real_def by simp qed lemma uniformly_continuous_on_norm: assumes "uniformly_continuous_on s f" shows "uniformly_continuous_on s (\<lambda>x. norm (f x))" unfolding norm_conv_dist using assms by (intro uniformly_continuous_on_dist uniformly_continuous_on_const) lemma (in bounded_linear) uniformly_continuous_on: assumes "uniformly_continuous_on s g" shows "uniformly_continuous_on s (\<lambda>x. f (g x))" using assms unfolding uniformly_continuous_on_sequentially unfolding dist_norm tendsto_norm_zero_iff diff[symmetric] by (auto intro: tendsto_zero) lemma uniformly_continuous_on_cmul: fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector" assumes "uniformly_continuous_on s f" shows "uniformly_continuous_on s (\<lambda>x. c *\<^sub>R f(x))" using bounded_linear_scaleR_right assms by (rule bounded_linear.uniformly_continuous_on) lemma dist_minus: fixes x y :: "'a::real_normed_vector" shows "dist (- x) (- y) = dist x y" unfolding dist_norm minus_diff_minus norm_minus_cancel .. lemma uniformly_continuous_on_minus: fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector" shows "uniformly_continuous_on s f \<Longrightarrow> uniformly_continuous_on s (\<lambda>x. - f x)" unfolding uniformly_continuous_on_def dist_minus . lemma uniformly_continuous_on_add: fixes f g :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector" assumes "uniformly_continuous_on s f" assumes "uniformly_continuous_on s g" shows "uniformly_continuous_on s (\<lambda>x. f x + g x)" using assms unfolding uniformly_continuous_on_sequentially unfolding dist_norm tendsto_norm_zero_iff add_diff_add by (auto intro: tendsto_add_zero) lemma uniformly_continuous_on_diff: fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector" assumes "uniformly_continuous_on s f" and "uniformly_continuous_on s g" shows "uniformly_continuous_on s (\<lambda>x. f x - g x)" unfolding ab_diff_minus using assms by (intro uniformly_continuous_on_add uniformly_continuous_on_minus) text{* Continuity of all kinds is preserved under composition. *} lemma continuous_within_topological: "continuous (at x within s) f \<longleftrightarrow> (\<forall>B. open B \<longrightarrow> f x \<in> B \<longrightarrow> (\<exists>A. open A \<and> x \<in> A \<and> (\<forall>y\<in>s. y \<in> A \<longrightarrow> f y \<in> B)))" unfolding continuous_within unfolding tendsto_def Limits.eventually_within eventually_at_topological by (intro ball_cong [OF refl] all_cong imp_cong ex_cong conj_cong refl) auto lemma continuous_within_compose: assumes "continuous (at x within s) f" assumes "continuous (at (f x) within f ` s) g" shows "continuous (at x within s) (g o f)" using assms unfolding continuous_within_topological by simp metis lemma continuous_at_compose: assumes "continuous (at x) f" and "continuous (at (f x)) g" shows "continuous (at x) (g o f)" proof- have "continuous (at (f x) within range f) g" using assms(2) using continuous_within_subset[of "f x" UNIV g "range f"] by simp thus ?thesis using assms(1) using continuous_within_compose[of x UNIV f g] by simp qed lemma continuous_on_compose: "continuous_on s f \<Longrightarrow> continuous_on (f ` s) g \<Longrightarrow> continuous_on s (g o f)" unfolding continuous_on_topological by simp metis lemma uniformly_continuous_on_compose: assumes "uniformly_continuous_on s f" "uniformly_continuous_on (f ` s) g" shows "uniformly_continuous_on s (g o f)" proof- { fix e::real assume "e>0" then obtain d where "d>0" and d:"\<forall>x\<in>f ` s. \<forall>x'\<in>f ` s. dist x' x < d \<longrightarrow> dist (g x') (g x) < e" using assms(2) unfolding uniformly_continuous_on_def by auto obtain d' where "d'>0" "\<forall>x\<in>s. \<forall>x'\<in>s. dist x' x < d' \<longrightarrow> dist (f x') (f x) < d" using `d>0` using assms(1) unfolding uniformly_continuous_on_def by auto hence "\<exists>d>0. \<forall>x\<in>s. \<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist ((g \<circ> f) x') ((g \<circ> f) x) < e" using `d>0` using d by auto } thus ?thesis using assms unfolding uniformly_continuous_on_def by auto qed lemmas continuous_on_intros = continuous_on_id continuous_on_const continuous_on_compose continuous_on_norm continuous_on_infnorm continuous_on_add continuous_on_minus continuous_on_diff continuous_on_scaleR continuous_on_mult continuous_on_inverse continuous_on_inner continuous_on_euclidean_component uniformly_continuous_on_id uniformly_continuous_on_const uniformly_continuous_on_dist uniformly_continuous_on_norm uniformly_continuous_on_compose uniformly_continuous_on_add uniformly_continuous_on_minus uniformly_continuous_on_diff uniformly_continuous_on_cmul text{* Continuity in terms of open preimages. *} lemma continuous_at_open: shows "continuous (at x) f \<longleftrightarrow> (\<forall>t. open t \<and> f x \<in> t --> (\<exists>s. open s \<and> x \<in> s \<and> (\<forall>x' \<in> s. (f x') \<in> t)))" unfolding continuous_within_topological [of x UNIV f, unfolded within_UNIV] unfolding imp_conjL by (intro all_cong imp_cong ex_cong conj_cong refl) auto lemma continuous_on_open: shows "continuous_on s f \<longleftrightarrow> (\<forall>t. openin (subtopology euclidean (f ` s)) t --> openin (subtopology euclidean s) {x \<in> s. f x \<in> t})" (is "?lhs = ?rhs") proof (safe) fix t :: "'b set" assume 1: "continuous_on s f" assume 2: "openin (subtopology euclidean (f ` s)) t" from 2 obtain B where B: "open B" and t: "t = f ` s \<inter> B" unfolding openin_open by auto def U == "\<Union>{A. open A \<and> (\<forall>x\<in>s. x \<in> A \<longrightarrow> f x \<in> B)}" have "open U" unfolding U_def by (simp add: open_Union) moreover have "\<forall>x\<in>s. x \<in> U \<longleftrightarrow> f x \<in> t" proof (intro ballI iffI) fix x assume "x \<in> s" and "x \<in> U" thus "f x \<in> t" unfolding U_def t by auto next fix x assume "x \<in> s" and "f x \<in> t" hence "x \<in> s" and "f x \<in> B" unfolding t by auto with 1 B obtain A where "open A" "x \<in> A" "\<forall>y\<in>s. y \<in> A \<longrightarrow> f y \<in> B" unfolding t continuous_on_topological by metis then show "x \<in> U" unfolding U_def by auto qed ultimately have "open U \<and> {x \<in> s. f x \<in> t} = s \<inter> U" by auto then show "openin (subtopology euclidean s) {x \<in> s. f x \<in> t}" unfolding openin_open by fast next assume "?rhs" show "continuous_on s f" unfolding continuous_on_topological proof (clarify) fix x and B assume "x \<in> s" and "open B" and "f x \<in> B" have "openin (subtopology euclidean (f ` s)) (f ` s \<inter> B)" unfolding openin_open using `open B` by auto then have "openin (subtopology euclidean s) {x \<in> s. f x \<in> f ` s \<inter> B}" using `?rhs` by fast then show "\<exists>A. open A \<and> x \<in> A \<and> (\<forall>y\<in>s. y \<in> A \<longrightarrow> f y \<in> B)" unfolding openin_open using `x \<in> s` and `f x \<in> B` by auto qed qed text {* Similarly in terms of closed sets. *} lemma continuous_on_closed: shows "continuous_on s f \<longleftrightarrow> (\<forall>t. closedin (subtopology euclidean (f ` s)) t --> closedin (subtopology euclidean s) {x \<in> s. f x \<in> t})" (is "?lhs = ?rhs") proof assume ?lhs { fix t have *:"s - {x \<in> s. f x \<in> f ` s - t} = {x \<in> s. f x \<in> t}" by auto have **:"f ` s - (f ` s - (f ` s - t)) = f ` s - t" by auto assume as:"closedin (subtopology euclidean (f ` s)) t" hence "closedin (subtopology euclidean (f ` s)) (f ` s - (f ` s - t))" unfolding closedin_def topspace_euclidean_subtopology unfolding ** by auto hence "closedin (subtopology euclidean s) {x \<in> s. f x \<in> t}" using `?lhs`[unfolded continuous_on_open, THEN spec[where x="(f ` s) - t"]] unfolding openin_closedin_eq topspace_euclidean_subtopology unfolding * by auto } thus ?rhs by auto next assume ?rhs { fix t have *:"s - {x \<in> s. f x \<in> f ` s - t} = {x \<in> s. f x \<in> t}" by auto assume as:"openin (subtopology euclidean (f ` s)) t" hence "openin (subtopology euclidean s) {x \<in> s. f x \<in> t}" using `?rhs`[THEN spec[where x="(f ` s) - t"]] unfolding openin_closedin_eq topspace_euclidean_subtopology *[THEN sym] closedin_subtopology by auto } thus ?lhs unfolding continuous_on_open by auto qed text {* Half-global and completely global cases. *} lemma continuous_open_in_preimage: assumes "continuous_on s f" "open t" shows "openin (subtopology euclidean s) {x \<in> s. f x \<in> t}" proof- have *:"\<forall>x. x \<in> s \<and> f x \<in> t \<longleftrightarrow> x \<in> s \<and> f x \<in> (t \<inter> f ` s)" by auto have "openin (subtopology euclidean (f ` s)) (t \<inter> f ` s)" using openin_open_Int[of t "f ` s", OF assms(2)] unfolding openin_open by auto thus ?thesis using assms(1)[unfolded continuous_on_open, THEN spec[where x="t \<inter> f ` s"]] using * by auto qed lemma continuous_closed_in_preimage: assumes "continuous_on s f" "closed t" shows "closedin (subtopology euclidean s) {x \<in> s. f x \<in> t}" proof- have *:"\<forall>x. x \<in> s \<and> f x \<in> t \<longleftrightarrow> x \<in> s \<and> f x \<in> (t \<inter> f ` s)" by auto have "closedin (subtopology euclidean (f ` s)) (t \<inter> f ` s)" using closedin_closed_Int[of t "f ` s", OF assms(2)] unfolding Int_commute by auto thus ?thesis using assms(1)[unfolded continuous_on_closed, THEN spec[where x="t \<inter> f ` s"]] using * by auto qed lemma continuous_open_preimage: assumes "continuous_on s f" "open s" "open t" shows "open {x \<in> s. f x \<in> t}" proof- obtain T where T: "open T" "{x \<in> s. f x \<in> t} = s \<inter> T" using continuous_open_in_preimage[OF assms(1,3)] unfolding openin_open by auto thus ?thesis using open_Int[of s T, OF assms(2)] by auto qed lemma continuous_closed_preimage: assumes "continuous_on s f" "closed s" "closed t" shows "closed {x \<in> s. f x \<in> t}" proof- obtain T where T: "closed T" "{x \<in> s. f x \<in> t} = s \<inter> T" using continuous_closed_in_preimage[OF assms(1,3)] unfolding closedin_closed by auto thus ?thesis using closed_Int[of s T, OF assms(2)] by auto qed lemma continuous_open_preimage_univ: shows "\<forall>x. continuous (at x) f \<Longrightarrow> open s \<Longrightarrow> open {x. f x \<in> s}" using continuous_open_preimage[of UNIV f s] open_UNIV continuous_at_imp_continuous_on by auto lemma continuous_closed_preimage_univ: shows "(\<forall>x. continuous (at x) f) \<Longrightarrow> closed s ==> closed {x. f x \<in> s}" using continuous_closed_preimage[of UNIV f s] closed_UNIV continuous_at_imp_continuous_on by auto lemma continuous_open_vimage: shows "\<forall>x. continuous (at x) f \<Longrightarrow> open s \<Longrightarrow> open (f -` s)" unfolding vimage_def by (rule continuous_open_preimage_univ) lemma continuous_closed_vimage: shows "\<forall>x. continuous (at x) f \<Longrightarrow> closed s \<Longrightarrow> closed (f -` s)" unfolding vimage_def by (rule continuous_closed_preimage_univ) lemma interior_image_subset: assumes "\<forall>x. continuous (at x) f" "inj f" shows "interior (f ` s) \<subseteq> f ` (interior s)" proof fix x assume "x \<in> interior (f ` s)" then obtain T where as: "open T" "x \<in> T" "T \<subseteq> f ` s" .. hence "x \<in> f ` s" by auto then obtain y where y: "y \<in> s" "x = f y" by auto have "open (vimage f T)" using assms(1) `open T` by (rule continuous_open_vimage) moreover have "y \<in> vimage f T" using `x = f y` `x \<in> T` by simp moreover have "vimage f T \<subseteq> s" using `T \<subseteq> image f s` `inj f` unfolding inj_on_def subset_eq by auto ultimately have "y \<in> interior s" .. with `x = f y` show "x \<in> f ` interior s" .. qed text {* Equality of continuous functions on closure and related results. *} lemma continuous_closed_in_preimage_constant: fixes f :: "_ \<Rightarrow> 'b::t1_space" shows "continuous_on s f ==> closedin (subtopology euclidean s) {x \<in> s. f x = a}" using continuous_closed_in_preimage[of s f "{a}"] by auto lemma continuous_closed_preimage_constant: fixes f :: "_ \<Rightarrow> 'b::t1_space" shows "continuous_on s f \<Longrightarrow> closed s ==> closed {x \<in> s. f x = a}" using continuous_closed_preimage[of s f "{a}"] by auto lemma continuous_constant_on_closure: fixes f :: "_ \<Rightarrow> 'b::t1_space" assumes "continuous_on (closure s) f" "\<forall>x \<in> s. f x = a" shows "\<forall>x \<in> (closure s). f x = a" using continuous_closed_preimage_constant[of "closure s" f a] assms closure_minimal[of s "{x \<in> closure s. f x = a}"] closure_subset unfolding subset_eq by auto lemma image_closure_subset: assumes "continuous_on (closure s) f" "closed t" "(f ` s) \<subseteq> t" shows "f ` (closure s) \<subseteq> t" proof- have "s \<subseteq> {x \<in> closure s. f x \<in> t}" using assms(3) closure_subset by auto moreover have "closed {x \<in> closure s. f x \<in> t}" using continuous_closed_preimage[OF assms(1)] and assms(2) by auto ultimately have "closure s = {x \<in> closure s . f x \<in> t}" using closure_minimal[of s "{x \<in> closure s. f x \<in> t}"] by auto thus ?thesis by auto qed lemma continuous_on_closure_norm_le: fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector" assumes "continuous_on (closure s) f" "\<forall>y \<in> s. norm(f y) \<le> b" "x \<in> (closure s)" shows "norm(f x) \<le> b" proof- have *:"f ` s \<subseteq> cball 0 b" using assms(2)[unfolded mem_cball_0[THEN sym]] by auto show ?thesis using image_closure_subset[OF assms(1) closed_cball[of 0 b] *] assms(3) unfolding subset_eq apply(erule_tac x="f x" in ballE) by (auto simp add: dist_norm) qed text {* Making a continuous function avoid some value in a neighbourhood. *} lemma continuous_within_avoid: fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *) assumes "continuous (at x within s) f" "x \<in> s" "f x \<noteq> a" shows "\<exists>e>0. \<forall>y \<in> s. dist x y < e --> f y \<noteq> a" proof- obtain d where "d>0" and d:"\<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d \<longrightarrow> dist (f xa) (f x) < dist (f x) a" using assms(1)[unfolded continuous_within Lim_within, THEN spec[where x="dist (f x) a"]] assms(3)[unfolded dist_nz] by auto { fix y assume " y\<in>s" "dist x y < d" hence "f y \<noteq> a" using d[THEN bspec[where x=y]] assms(3)[unfolded dist_nz] apply auto unfolding dist_nz[THEN sym] by (auto simp add: dist_commute) } thus ?thesis using `d>0` by auto qed lemma continuous_at_avoid: fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* FIXME: generalize *) assumes "continuous (at x) f" and "f x \<noteq> a" shows "\<exists>e>0. \<forall>y. dist x y < e \<longrightarrow> f y \<noteq> a" using assms continuous_within_avoid[of x UNIV f a] by simp lemma continuous_on_avoid: fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *) assumes "continuous_on s f" "x \<in> s" "f x \<noteq> a" shows "\<exists>e>0. \<forall>y \<in> s. dist x y < e \<longrightarrow> f y \<noteq> a" using assms(1)[unfolded continuous_on_eq_continuous_within, THEN bspec[where x=x], OF assms(2)] continuous_within_avoid[of x s f a] assms(2,3) by auto lemma continuous_on_open_avoid: fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space" (* TODO: generalize *) assumes "continuous_on s f" "open s" "x \<in> s" "f x \<noteq> a" shows "\<exists>e>0. \<forall>y. dist x y < e \<longrightarrow> f y \<noteq> a" using assms(1)[unfolded continuous_on_eq_continuous_at[OF assms(2)], THEN bspec[where x=x], OF assms(3)] continuous_at_avoid[of x f a] assms(3,4) by auto text {* Proving a function is constant by proving open-ness of level set. *} lemma continuous_levelset_open_in_cases: fixes f :: "_ \<Rightarrow> 'b::t1_space" shows "connected s \<Longrightarrow> continuous_on s f \<Longrightarrow> openin (subtopology euclidean s) {x \<in> s. f x = a} ==> (\<forall>x \<in> s. f x \<noteq> a) \<or> (\<forall>x \<in> s. f x = a)" unfolding connected_clopen using continuous_closed_in_preimage_constant by auto lemma continuous_levelset_open_in: fixes f :: "_ \<Rightarrow> 'b::t1_space" shows "connected s \<Longrightarrow> continuous_on s f \<Longrightarrow> openin (subtopology euclidean s) {x \<in> s. f x = a} \<Longrightarrow> (\<exists>x \<in> s. f x = a) ==> (\<forall>x \<in> s. f x = a)" using continuous_levelset_open_in_cases[of s f ] by meson lemma continuous_levelset_open: fixes f :: "_ \<Rightarrow> 'b::t1_space" assumes "connected s" "continuous_on s f" "open {x \<in> s. f x = a}" "\<exists>x \<in> s. f x = a" shows "\<forall>x \<in> s. f x = a" using continuous_levelset_open_in[OF assms(1,2), of a, unfolded openin_open] using assms (3,4) by fast text {* Some arithmetical combinations (more to prove). *} lemma open_scaling[intro]: fixes s :: "'a::real_normed_vector set" assumes "c \<noteq> 0" "open s" shows "open((\<lambda>x. c *\<^sub>R x) ` s)" proof- { fix x assume "x \<in> s" then obtain e where "e>0" and e:"\<forall>x'. dist x' x < e \<longrightarrow> x' \<in> s" using assms(2)[unfolded open_dist, THEN bspec[where x=x]] by auto have "e * abs c > 0" using assms(1)[unfolded zero_less_abs_iff[THEN sym]] using mult_pos_pos[OF `e>0`] by auto moreover { fix y assume "dist y (c *\<^sub>R x) < e * \<bar>c\<bar>" hence "norm ((1 / c) *\<^sub>R y - x) < e" unfolding dist_norm using norm_scaleR[of c "(1 / c) *\<^sub>R y - x", unfolded scaleR_right_diff_distrib, unfolded scaleR_scaleR] assms(1) assms(1)[unfolded zero_less_abs_iff[THEN sym]] by (simp del:zero_less_abs_iff) hence "y \<in> op *\<^sub>R c ` s" using rev_image_eqI[of "(1 / c) *\<^sub>R y" s y "op *\<^sub>R c"] e[THEN spec[where x="(1 / c) *\<^sub>R y"]] assms(1) unfolding dist_norm scaleR_scaleR by auto } ultimately have "\<exists>e>0. \<forall>x'. dist x' (c *\<^sub>R x) < e \<longrightarrow> x' \<in> op *\<^sub>R c ` s" apply(rule_tac x="e * abs c" in exI) by auto } thus ?thesis unfolding open_dist by auto qed lemma minus_image_eq_vimage: fixes A :: "'a::ab_group_add set" shows "(\<lambda>x. - x) ` A = (\<lambda>x. - x) -` A" by (auto intro!: image_eqI [where f="\<lambda>x. - x"]) lemma open_negations: fixes s :: "'a::real_normed_vector set" shows "open s ==> open ((\<lambda> x. -x) ` s)" unfolding scaleR_minus1_left [symmetric] by (rule open_scaling, auto) lemma open_translation: fixes s :: "'a::real_normed_vector set" assumes "open s" shows "open((\<lambda>x. a + x) ` s)" proof- { fix x have "continuous (at x) (\<lambda>x. x - a)" by (intro continuous_diff continuous_at_id continuous_const) } moreover have "{x. x - a \<in> s} = op + a ` s" by force ultimately show ?thesis using continuous_open_preimage_univ[of "\<lambda>x. x - a" s] using assms by auto qed lemma open_affinity: fixes s :: "'a::real_normed_vector set" assumes "open s" "c \<noteq> 0" shows "open ((\<lambda>x. a + c *\<^sub>R x) ` s)" proof- have *:"(\<lambda>x. a + c *\<^sub>R x) = (\<lambda>x. a + x) \<circ> (\<lambda>x. c *\<^sub>R x)" unfolding o_def .. have "op + a ` op *\<^sub>R c ` s = (op + a \<circ> op *\<^sub>R c) ` s" by auto thus ?thesis using assms open_translation[of "op *\<^sub>R c ` s" a] unfolding * by auto qed lemma interior_translation: fixes s :: "'a::real_normed_vector set" shows "interior ((\<lambda>x. a + x) ` s) = (\<lambda>x. a + x) ` (interior s)" proof (rule set_eqI, rule) fix x assume "x \<in> interior (op + a ` s)" then obtain e where "e>0" and e:"ball x e \<subseteq> op + a ` s" unfolding mem_interior by auto hence "ball (x - a) e \<subseteq> s" unfolding subset_eq Ball_def mem_ball dist_norm apply auto apply(erule_tac x="a + xa" in allE) unfolding ab_group_add_class.diff_diff_eq[THEN sym] by auto thus "x \<in> op + a ` interior s" unfolding image_iff apply(rule_tac x="x - a" in bexI) unfolding mem_interior using `e > 0` by auto next fix x assume "x \<in> op + a ` interior s" then obtain y e where "e>0" and e:"ball y e \<subseteq> s" and y:"x = a + y" unfolding image_iff Bex_def mem_interior by auto { fix z have *:"a + y - z = y + a - z" by auto assume "z\<in>ball x e" hence "z - a \<in> s" using e[unfolded subset_eq, THEN bspec[where x="z - a"]] unfolding mem_ball dist_norm y group_add_class.diff_diff_eq2 * by auto hence "z \<in> op + a ` s" unfolding image_iff by(auto intro!: bexI[where x="z - a"]) } hence "ball x e \<subseteq> op + a ` s" unfolding subset_eq by auto thus "x \<in> interior (op + a ` s)" unfolding mem_interior using `e>0` by auto qed text {* Topological properties of linear functions. *} lemma linear_lim_0: assumes "bounded_linear f" shows "(f ---> 0) (at (0))" proof- interpret f: bounded_linear f by fact have "(f ---> f 0) (at 0)" using tendsto_ident_at by (rule f.tendsto) thus ?thesis unfolding f.zero . qed lemma linear_continuous_at: assumes "bounded_linear f" shows "continuous (at a) f" unfolding continuous_at using assms apply (rule bounded_linear.tendsto) apply (rule tendsto_ident_at) done lemma linear_continuous_within: shows "bounded_linear f ==> continuous (at x within s) f" using continuous_at_imp_continuous_within[of x f s] using linear_continuous_at[of f] by auto lemma linear_continuous_on: shows "bounded_linear f ==> continuous_on s f" using continuous_at_imp_continuous_on[of s f] using linear_continuous_at[of f] by auto text {* Also bilinear functions, in composition form. *} lemma bilinear_continuous_at_compose: shows "continuous (at x) f \<Longrightarrow> continuous (at x) g \<Longrightarrow> bounded_bilinear h ==> continuous (at x) (\<lambda>x. h (f x) (g x))" unfolding continuous_at using Lim_bilinear[of f "f x" "(at x)" g "g x" h] by auto lemma bilinear_continuous_within_compose: shows "continuous (at x within s) f \<Longrightarrow> continuous (at x within s) g \<Longrightarrow> bounded_bilinear h ==> continuous (at x within s) (\<lambda>x. h (f x) (g x))" unfolding continuous_within using Lim_bilinear[of f "f x"] by auto lemma bilinear_continuous_on_compose: shows "continuous_on s f \<Longrightarrow> continuous_on s g \<Longrightarrow> bounded_bilinear h ==> continuous_on s (\<lambda>x. h (f x) (g x))" unfolding continuous_on_def by (fast elim: bounded_bilinear.tendsto) text {* Preservation of compactness and connectedness under continuous function. *} lemma compact_continuous_image: assumes "continuous_on s f" "compact s" shows "compact(f ` s)" proof- { fix x assume x:"\<forall>n::nat. x n \<in> f ` s" then obtain y where y:"\<forall>n. y n \<in> s \<and> x n = f (y n)" unfolding image_iff Bex_def using choice[of "\<lambda>n xa. xa \<in> s \<and> x n = f xa"] by auto then obtain l r where "l\<in>s" and r:"subseq r" and lr:"((y \<circ> r) ---> l) sequentially" using assms(2)[unfolded compact_def, THEN spec[where x=y]] by auto { fix e::real assume "e>0" then obtain d where "d>0" and d:"\<forall>x'\<in>s. dist x' l < d \<longrightarrow> dist (f x') (f l) < e" using assms(1)[unfolded continuous_on_iff, THEN bspec[where x=l], OF `l\<in>s`] by auto then obtain N::nat where N:"\<forall>n\<ge>N. dist ((y \<circ> r) n) l < d" using lr[unfolded LIMSEQ_def, THEN spec[where x=d]] by auto { fix n::nat assume "n\<ge>N" hence "dist ((x \<circ> r) n) (f l) < e" using N[THEN spec[where x=n]] d[THEN bspec[where x="y (r n)"]] y[THEN spec[where x="r n"]] by auto } hence "\<exists>N. \<forall>n\<ge>N. dist ((x \<circ> r) n) (f l) < e" by auto } hence "\<exists>l\<in>f ` s. \<exists>r. subseq r \<and> ((x \<circ> r) ---> l) sequentially" unfolding LIMSEQ_def using r lr `l\<in>s` by auto } thus ?thesis unfolding compact_def by auto qed lemma connected_continuous_image: assumes "continuous_on s f" "connected s" shows "connected(f ` s)" proof- { fix T assume as: "T \<noteq> {}" "T \<noteq> f ` s" "openin (subtopology euclidean (f ` s)) T" "closedin (subtopology euclidean (f ` s)) T" have "{x \<in> s. f x \<in> T} = {} \<or> {x \<in> s. f x \<in> T} = s" using assms(1)[unfolded continuous_on_open, THEN spec[where x=T]] using assms(1)[unfolded continuous_on_closed, THEN spec[where x=T]] using assms(2)[unfolded connected_clopen, THEN spec[where x="{x \<in> s. f x \<in> T}"]] as(3,4) by auto hence False using as(1,2) using as(4)[unfolded closedin_def topspace_euclidean_subtopology] by auto } thus ?thesis unfolding connected_clopen by auto qed text {* Continuity implies uniform continuity on a compact domain. *} lemma compact_uniformly_continuous: assumes "continuous_on s f" "compact s" shows "uniformly_continuous_on s f" proof- { fix x assume x:"x\<in>s" hence "\<forall>xa. \<exists>y. 0 < xa \<longrightarrow> (y > 0 \<and> (\<forall>x'\<in>s. dist x' x < y \<longrightarrow> dist (f x') (f x) < xa))" using assms(1)[unfolded continuous_on_iff, THEN bspec[where x=x]] by auto hence "\<exists>fa. \<forall>xa>0. \<forall>x'\<in>s. fa xa > 0 \<and> (dist x' x < fa xa \<longrightarrow> dist (f x') (f x) < xa)" using choice[of "\<lambda>e d. e>0 \<longrightarrow> d>0 \<and>(\<forall>x'\<in>s. (dist x' x < d \<longrightarrow> dist (f x') (f x) < e))"] by auto } then have "\<forall>x\<in>s. \<exists>y. \<forall>xa. 0 < xa \<longrightarrow> (\<forall>x'\<in>s. y xa > 0 \<and> (dist x' x < y xa \<longrightarrow> dist (f x') (f x) < xa))" by auto then obtain d where d:"\<forall>e>0. \<forall>x\<in>s. \<forall>x'\<in>s. d x e > 0 \<and> (dist x' x < d x e \<longrightarrow> dist (f x') (f x) < e)" using bchoice[of s "\<lambda>x fa. \<forall>xa>0. \<forall>x'\<in>s. fa xa > 0 \<and> (dist x' x < fa xa \<longrightarrow> dist (f x') (f x) < xa)"] by blast { fix e::real assume "e>0" { fix x assume "x\<in>s" hence "x \<in> ball x (d x (e / 2))" unfolding centre_in_ball using d[THEN spec[where x="e/2"]] using `e>0` by auto } hence "s \<subseteq> \<Union>{ball x (d x (e / 2)) |x. x \<in> s}" unfolding subset_eq by auto moreover { fix b assume "b\<in>{ball x (d x (e / 2)) |x. x \<in> s}" hence "open b" by auto } ultimately obtain ea where "ea>0" and ea:"\<forall>x\<in>s. \<exists>b\<in>{ball x (d x (e / 2)) |x. x \<in> s}. ball x ea \<subseteq> b" using heine_borel_lemma[OF assms(2), of "{ball x (d x (e / 2)) | x. x\<in>s }"] by auto { fix x y assume "x\<in>s" "y\<in>s" and as:"dist y x < ea" obtain z where "z\<in>s" and z:"ball x ea \<subseteq> ball z (d z (e / 2))" using ea[THEN bspec[where x=x]] and `x\<in>s` by auto hence "x\<in>ball z (d z (e / 2))" using `ea>0` unfolding subset_eq by auto hence "dist (f z) (f x) < e / 2" using d[THEN spec[where x="e/2"]] and `e>0` and `x\<in>s` and `z\<in>s` by (auto simp add: dist_commute) moreover have "y\<in>ball z (d z (e / 2))" using as and `ea>0` and z[unfolded subset_eq] by (auto simp add: dist_commute) hence "dist (f z) (f y) < e / 2" using d[THEN spec[where x="e/2"]] and `e>0` and `y\<in>s` and `z\<in>s` by (auto simp add: dist_commute) ultimately have "dist (f y) (f x) < e" using dist_triangle_half_r[of "f z" "f x" e "f y"] by (auto simp add: dist_commute) } then have "\<exists>d>0. \<forall>x\<in>s. \<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist (f x') (f x) < e" using `ea>0` by auto } thus ?thesis unfolding uniformly_continuous_on_def by auto qed text{* Continuity of inverse function on compact domain. *} lemma continuous_on_inv: fixes f :: "'a::heine_borel \<Rightarrow> 'b::heine_borel" (* TODO: can this be generalized more? *) assumes "continuous_on s f" "compact s" "\<forall>x \<in> s. g (f x) = x" shows "continuous_on (f ` s) g" proof- have *:"g ` f ` s = s" using assms(3) by (auto simp add: image_iff) { fix t assume t:"closedin (subtopology euclidean (g ` f ` s)) t" then obtain T where T: "closed T" "t = s \<inter> T" unfolding closedin_closed unfolding * by auto have "continuous_on (s \<inter> T) f" using continuous_on_subset[OF assms(1), of "s \<inter> t"] unfolding T(2) and Int_left_absorb by auto moreover have "compact (s \<inter> T)" using assms(2) unfolding compact_eq_bounded_closed using bounded_subset[of s "s \<inter> T"] and T(1) by auto ultimately have "closed (f ` t)" using T(1) unfolding T(2) using compact_continuous_image [of "s \<inter> T" f] unfolding compact_eq_bounded_closed by auto moreover have "{x \<in> f ` s. g x \<in> t} = f ` s \<inter> f ` t" using assms(3) unfolding T(2) by auto ultimately have "closedin (subtopology euclidean (f ` s)) {x \<in> f ` s. g x \<in> t}" unfolding closedin_closed by auto } thus ?thesis unfolding continuous_on_closed by auto qed text {* A uniformly convergent limit of continuous functions is continuous. *} lemma continuous_uniform_limit: fixes f :: "'a \<Rightarrow> 'b::metric_space \<Rightarrow> 'c::metric_space" assumes "\<not> trivial_limit F" assumes "eventually (\<lambda>n. continuous_on s (f n)) F" assumes "\<forall>e>0. eventually (\<lambda>n. \<forall>x\<in>s. dist (f n x) (g x) < e) F" shows "continuous_on s g" proof- { fix x and e::real assume "x\<in>s" "e>0" have "eventually (\<lambda>n. \<forall>x\<in>s. dist (f n x) (g x) < e / 3) F" using `e>0` assms(3)[THEN spec[where x="e/3"]] by auto from eventually_happens [OF eventually_conj [OF this assms(2)]] obtain n where n:"\<forall>x\<in>s. dist (f n x) (g x) < e / 3" "continuous_on s (f n)" using assms(1) by blast have "e / 3 > 0" using `e>0` by auto then obtain d where "d>0" and d:"\<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist (f n x') (f n x) < e / 3" using n(2)[unfolded continuous_on_iff, THEN bspec[where x=x], OF `x\<in>s`, THEN spec[where x="e/3"]] by blast { fix y assume "y \<in> s" and "dist y x < d" hence "dist (f n y) (f n x) < e / 3" by (rule d [rule_format]) hence "dist (f n y) (g x) < 2 * e / 3" using dist_triangle [of "f n y" "g x" "f n x"] using n(1)[THEN bspec[where x=x], OF `x\<in>s`] by auto hence "dist (g y) (g x) < e" using n(1)[THEN bspec[where x=y], OF `y\<in>s`] using dist_triangle3 [of "g y" "g x" "f n y"] by auto } hence "\<exists>d>0. \<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist (g x') (g x) < e" using `d>0` by auto } thus ?thesis unfolding continuous_on_iff by auto qed subsection {* Topological stuff lifted from and dropped to R *} lemma open_real: fixes s :: "real set" shows "open s \<longleftrightarrow> (\<forall>x \<in> s. \<exists>e>0. \<forall>x'. abs(x' - x) < e --> x' \<in> s)" (is "?lhs = ?rhs") unfolding open_dist dist_norm by simp lemma islimpt_approachable_real: fixes s :: "real set" shows "x islimpt s \<longleftrightarrow> (\<forall>e>0. \<exists>x'\<in> s. x' \<noteq> x \<and> abs(x' - x) < e)" unfolding islimpt_approachable dist_norm by simp lemma closed_real: fixes s :: "real set" shows "closed s \<longleftrightarrow> (\<forall>x. (\<forall>e>0. \<exists>x' \<in> s. x' \<noteq> x \<and> abs(x' - x) < e) --> x \<in> s)" unfolding closed_limpt islimpt_approachable dist_norm by simp lemma continuous_at_real_range: fixes f :: "'a::real_normed_vector \<Rightarrow> real" shows "continuous (at x) f \<longleftrightarrow> (\<forall>e>0. \<exists>d>0. \<forall>x'. norm(x' - x) < d --> abs(f x' - f x) < e)" unfolding continuous_at unfolding Lim_at unfolding dist_nz[THEN sym] unfolding dist_norm apply auto apply(erule_tac x=e in allE) apply auto apply (rule_tac x=d in exI) apply auto apply (erule_tac x=x' in allE) apply auto apply(erule_tac x=e in allE) by auto lemma continuous_on_real_range: fixes f :: "'a::real_normed_vector \<Rightarrow> real" shows "continuous_on s f \<longleftrightarrow> (\<forall>x \<in> s. \<forall>e>0. \<exists>d>0. (\<forall>x' \<in> s. norm(x' - x) < d --> abs(f x' - f x) < e))" unfolding continuous_on_iff dist_norm by simp text {* Hence some handy theorems on distance, diameter etc. of/from a set. *} lemma compact_attains_sup: fixes s :: "real set" assumes "compact s" "s \<noteq> {}" shows "\<exists>x \<in> s. \<forall>y \<in> s. y \<le> x" proof- from assms(1) have a:"bounded s" "closed s" unfolding compact_eq_bounded_closed by auto { fix e::real assume as: "\<forall>x\<in>s. x \<le> Sup s" "Sup s \<notin> s" "0 < e" "\<forall>x'\<in>s. x' = Sup s \<or> \<not> Sup s - x' < e" have "isLub UNIV s (Sup s)" using Sup[OF assms(2)] unfolding setle_def using as(1) by auto moreover have "isUb UNIV s (Sup s - e)" unfolding isUb_def unfolding setle_def using as(4,2) by auto ultimately have False using isLub_le_isUb[of UNIV s "Sup s" "Sup s - e"] using `e>0` by auto } thus ?thesis using bounded_has_Sup(1)[OF a(1) assms(2)] using a(2)[unfolded closed_real, THEN spec[where x="Sup s"]] apply(rule_tac x="Sup s" in bexI) by auto qed lemma Inf: fixes S :: "real set" shows "S \<noteq> {} ==> (\<exists>b. b <=* S) ==> isGlb UNIV S (Inf S)" by (auto simp add: isLb_def setle_def setge_def isGlb_def greatestP_def) lemma compact_attains_inf: fixes s :: "real set" assumes "compact s" "s \<noteq> {}" shows "\<exists>x \<in> s. \<forall>y \<in> s. x \<le> y" proof- from assms(1) have a:"bounded s" "closed s" unfolding compact_eq_bounded_closed by auto { fix e::real assume as: "\<forall>x\<in>s. x \<ge> Inf s" "Inf s \<notin> s" "0 < e" "\<forall>x'\<in>s. x' = Inf s \<or> \<not> abs (x' - Inf s) < e" have "isGlb UNIV s (Inf s)" using Inf[OF assms(2)] unfolding setge_def using as(1) by auto moreover { fix x assume "x \<in> s" hence *:"abs (x - Inf s) = x - Inf s" using as(1)[THEN bspec[where x=x]] by auto have "Inf s + e \<le> x" using as(4)[THEN bspec[where x=x]] using as(2) `x\<in>s` unfolding * by auto } hence "isLb UNIV s (Inf s + e)" unfolding isLb_def and setge_def by auto ultimately have False using isGlb_le_isLb[of UNIV s "Inf s" "Inf s + e"] using `e>0` by auto } thus ?thesis using bounded_has_Inf(1)[OF a(1) assms(2)] using a(2)[unfolded closed_real, THEN spec[where x="Inf s"]] apply(rule_tac x="Inf s" in bexI) by auto qed lemma continuous_attains_sup: fixes f :: "'a::metric_space \<Rightarrow> real" shows "compact s \<Longrightarrow> s \<noteq> {} \<Longrightarrow> continuous_on s f ==> (\<exists>x \<in> s. \<forall>y \<in> s. f y \<le> f x)" using compact_attains_sup[of "f ` s"] using compact_continuous_image[of s f] by auto lemma continuous_attains_inf: fixes f :: "'a::metric_space \<Rightarrow> real" shows "compact s \<Longrightarrow> s \<noteq> {} \<Longrightarrow> continuous_on s f \<Longrightarrow> (\<exists>x \<in> s. \<forall>y \<in> s. f x \<le> f y)" using compact_attains_inf[of "f ` s"] using compact_continuous_image[of s f] by auto lemma distance_attains_sup: assumes "compact s" "s \<noteq> {}" shows "\<exists>x \<in> s. \<forall>y \<in> s. dist a y \<le> dist a x" proof (rule continuous_attains_sup [OF assms]) { fix x assume "x\<in>s" have "(dist a ---> dist a x) (at x within s)" by (intro tendsto_dist tendsto_const Lim_at_within tendsto_ident_at) } thus "continuous_on s (dist a)" unfolding continuous_on .. qed text {* For \emph{minimal} distance, we only need closure, not compactness. *} lemma distance_attains_inf: fixes a :: "'a::heine_borel" assumes "closed s" "s \<noteq> {}" shows "\<exists>x \<in> s. \<forall>y \<in> s. dist a x \<le> dist a y" proof- from assms(2) obtain b where "b\<in>s" by auto let ?B = "cball a (dist b a) \<inter> s" have "b \<in> ?B" using `b\<in>s` by (simp add: dist_commute) hence "?B \<noteq> {}" by auto moreover { fix x assume "x\<in>?B" fix e::real assume "e>0" { fix x' assume "x'\<in>?B" and as:"dist x' x < e" from as have "\<bar>dist a x' - dist a x\<bar> < e" unfolding abs_less_iff minus_diff_eq using dist_triangle2 [of a x' x] using dist_triangle [of a x x'] by arith } hence "\<exists>d>0. \<forall>x'\<in>?B. dist x' x < d \<longrightarrow> \<bar>dist a x' - dist a x\<bar> < e" using `e>0` by auto } hence "continuous_on (cball a (dist b a) \<inter> s) (dist a)" unfolding continuous_on Lim_within dist_norm real_norm_def by fast moreover have "compact ?B" using compact_cball[of a "dist b a"] unfolding compact_eq_bounded_closed using bounded_Int and closed_Int and assms(1) by auto ultimately obtain x where "x\<in>cball a (dist b a) \<inter> s" "\<forall>y\<in>cball a (dist b a) \<inter> s. dist a x \<le> dist a y" using continuous_attains_inf[of ?B "dist a"] by fastforce thus ?thesis by fastforce qed subsection {* Pasted sets *} lemma bounded_Times: assumes "bounded s" "bounded t" shows "bounded (s \<times> t)" proof- obtain x y a b where "\<forall>z\<in>s. dist x z \<le> a" "\<forall>z\<in>t. dist y z \<le> b" using assms [unfolded bounded_def] by auto then have "\<forall>z\<in>s \<times> t. dist (x, y) z \<le> sqrt (a\<twosuperior> + b\<twosuperior>)" by (auto simp add: dist_Pair_Pair real_sqrt_le_mono add_mono power_mono) thus ?thesis unfolding bounded_any_center [where a="(x, y)"] by auto qed lemma mem_Times_iff: "x \<in> A \<times> B \<longleftrightarrow> fst x \<in> A \<and> snd x \<in> B" by (induct x) simp lemma compact_Times: "compact s \<Longrightarrow> compact t \<Longrightarrow> compact (s \<times> t)" unfolding compact_def apply clarify apply (drule_tac x="fst \<circ> f" in spec) apply (drule mp, simp add: mem_Times_iff) apply (clarify, rename_tac l1 r1) apply (drule_tac x="snd \<circ> f \<circ> r1" in spec) apply (drule mp, simp add: mem_Times_iff) apply (clarify, rename_tac l2 r2) apply (rule_tac x="(l1, l2)" in rev_bexI, simp) apply (rule_tac x="r1 \<circ> r2" in exI) apply (rule conjI, simp add: subseq_def) apply (drule_tac r=r2 in lim_subseq [COMP swap_prems_rl], assumption) apply (drule (1) tendsto_Pair) back apply (simp add: o_def) done text{* Hence some useful properties follow quite easily. *} lemma compact_scaling: fixes s :: "'a::real_normed_vector set" assumes "compact s" shows "compact ((\<lambda>x. c *\<^sub>R x) ` s)" proof- let ?f = "\<lambda>x. scaleR c x" have *:"bounded_linear ?f" by (rule bounded_linear_scaleR_right) show ?thesis using compact_continuous_image[of s ?f] continuous_at_imp_continuous_on[of s ?f] using linear_continuous_at[OF *] assms by auto qed lemma compact_negations: fixes s :: "'a::real_normed_vector set" assumes "compact s" shows "compact ((\<lambda>x. -x) ` s)" using compact_scaling [OF assms, of "- 1"] by auto lemma compact_sums: fixes s t :: "'a::real_normed_vector set" assumes "compact s" "compact t" shows "compact {x + y | x y. x \<in> s \<and> y \<in> t}" proof- have *:"{x + y | x y. x \<in> s \<and> y \<in> t} = (\<lambda>z. fst z + snd z) ` (s \<times> t)" apply auto unfolding image_iff apply(rule_tac x="(xa, y)" in bexI) by auto have "continuous_on (s \<times> t) (\<lambda>z. fst z + snd z)" unfolding continuous_on by (rule ballI) (intro tendsto_intros) thus ?thesis unfolding * using compact_continuous_image compact_Times [OF assms] by auto qed lemma compact_differences: fixes s t :: "'a::real_normed_vector set" assumes "compact s" "compact t" shows "compact {x - y | x y. x \<in> s \<and> y \<in> t}" proof- have "{x - y | x y. x\<in>s \<and> y \<in> t} = {x + y | x y. x \<in> s \<and> y \<in> (uminus ` t)}" apply auto apply(rule_tac x= xa in exI) apply auto apply(rule_tac x=xa in exI) by auto thus ?thesis using compact_sums[OF assms(1) compact_negations[OF assms(2)]] by auto qed lemma compact_translation: fixes s :: "'a::real_normed_vector set" assumes "compact s" shows "compact ((\<lambda>x. a + x) ` s)" proof- have "{x + y |x y. x \<in> s \<and> y \<in> {a}} = (\<lambda>x. a + x) ` s" by auto thus ?thesis using compact_sums[OF assms compact_sing[of a]] by auto qed lemma compact_affinity: fixes s :: "'a::real_normed_vector set" assumes "compact s" shows "compact ((\<lambda>x. a + c *\<^sub>R x) ` s)" proof- have "op + a ` op *\<^sub>R c ` s = (\<lambda>x. a + c *\<^sub>R x) ` s" by auto thus ?thesis using compact_translation[OF compact_scaling[OF assms], of a c] by auto qed text {* Hence we get the following. *} lemma compact_sup_maxdistance: fixes s :: "'a::real_normed_vector set" assumes "compact s" "s \<noteq> {}" shows "\<exists>x\<in>s. \<exists>y\<in>s. \<forall>u\<in>s. \<forall>v\<in>s. norm(u - v) \<le> norm(x - y)" proof- have "{x - y | x y . x\<in>s \<and> y\<in>s} \<noteq> {}" using `s \<noteq> {}` by auto then obtain x where x:"x\<in>{x - y |x y. x \<in> s \<and> y \<in> s}" "\<forall>y\<in>{x - y |x y. x \<in> s \<and> y \<in> s}. norm y \<le> norm x" using compact_differences[OF assms(1) assms(1)] using distance_attains_sup[where 'a="'a", unfolded dist_norm, of "{x - y | x y . x\<in>s \<and> y\<in>s}" 0] by auto from x(1) obtain a b where "a\<in>s" "b\<in>s" "x = a - b" by auto thus ?thesis using x(2)[unfolded `x = a - b`] by blast qed text {* We can state this in terms of diameter of a set. *} definition "diameter s = (if s = {} then 0::real else Sup {norm(x - y) | x y. x \<in> s \<and> y \<in> s})" (* TODO: generalize to class metric_space *) lemma diameter_bounded: assumes "bounded s" shows "\<forall>x\<in>s. \<forall>y\<in>s. norm(x - y) \<le> diameter s" "\<forall>d>0. d < diameter s --> (\<exists>x\<in>s. \<exists>y\<in>s. norm(x - y) > d)" proof- let ?D = "{norm (x - y) |x y. x \<in> s \<and> y \<in> s}" obtain a where a:"\<forall>x\<in>s. norm x \<le> a" using assms[unfolded bounded_iff] by auto { fix x y assume "x \<in> s" "y \<in> s" hence "norm (x - y) \<le> 2 * a" using norm_triangle_ineq[of x "-y", unfolded norm_minus_cancel] a[THEN bspec[where x=x]] a[THEN bspec[where x=y]] by (auto simp add: field_simps) } note * = this { fix x y assume "x\<in>s" "y\<in>s" hence "s \<noteq> {}" by auto have "norm(x - y) \<le> diameter s" unfolding diameter_def using `s\<noteq>{}` *[OF `x\<in>s` `y\<in>s`] `x\<in>s` `y\<in>s` by simp (blast del: Sup_upper intro!: * Sup_upper) } moreover { fix d::real assume "d>0" "d < diameter s" hence "s\<noteq>{}" unfolding diameter_def by auto have "\<exists>d' \<in> ?D. d' > d" proof(rule ccontr) assume "\<not> (\<exists>d'\<in>{norm (x - y) |x y. x \<in> s \<and> y \<in> s}. d < d')" hence "\<forall>d'\<in>?D. d' \<le> d" by auto (metis not_leE) thus False using `d < diameter s` `s\<noteq>{}` apply (auto simp add: diameter_def) apply (drule Sup_real_iff [THEN [2] rev_iffD2]) apply (auto, force) done qed hence "\<exists>x\<in>s. \<exists>y\<in>s. norm(x - y) > d" by auto } ultimately show "\<forall>x\<in>s. \<forall>y\<in>s. norm(x - y) \<le> diameter s" "\<forall>d>0. d < diameter s --> (\<exists>x\<in>s. \<exists>y\<in>s. norm(x - y) > d)" by auto qed lemma diameter_bounded_bound: "bounded s \<Longrightarrow> x \<in> s \<Longrightarrow> y \<in> s ==> norm(x - y) \<le> diameter s" using diameter_bounded by blast lemma diameter_compact_attained: fixes s :: "'a::real_normed_vector set" assumes "compact s" "s \<noteq> {}" shows "\<exists>x\<in>s. \<exists>y\<in>s. (norm(x - y) = diameter s)" proof- have b:"bounded s" using assms(1) by (rule compact_imp_bounded) then obtain x y where xys:"x\<in>s" "y\<in>s" and xy:"\<forall>u\<in>s. \<forall>v\<in>s. norm (u - v) \<le> norm (x - y)" using compact_sup_maxdistance[OF assms] by auto hence "diameter s \<le> norm (x - y)" unfolding diameter_def by clarsimp (rule Sup_least, fast+) thus ?thesis by (metis b diameter_bounded_bound order_antisym xys) qed text {* Related results with closure as the conclusion. *} lemma closed_scaling: fixes s :: "'a::real_normed_vector set" assumes "closed s" shows "closed ((\<lambda>x. c *\<^sub>R x) ` s)" proof(cases "s={}") case True thus ?thesis by auto next case False show ?thesis proof(cases "c=0") have *:"(\<lambda>x. 0) ` s = {0}" using `s\<noteq>{}` by auto case True thus ?thesis apply auto unfolding * by auto next case False { fix x l assume as:"\<forall>n::nat. x n \<in> scaleR c ` s" "(x ---> l) sequentially" { fix n::nat have "scaleR (1 / c) (x n) \<in> s" using as(1)[THEN spec[where x=n]] using `c\<noteq>0` by auto } moreover { fix e::real assume "e>0" hence "0 < e *\<bar>c\<bar>" using `c\<noteq>0` mult_pos_pos[of e "abs c"] by auto then obtain N where "\<forall>n\<ge>N. dist (x n) l < e * \<bar>c\<bar>" using as(2)[unfolded LIMSEQ_def, THEN spec[where x="e * abs c"]] by auto hence "\<exists>N. \<forall>n\<ge>N. dist (scaleR (1 / c) (x n)) (scaleR (1 / c) l) < e" unfolding dist_norm unfolding scaleR_right_diff_distrib[THEN sym] using mult_imp_div_pos_less[of "abs c" _ e] `c\<noteq>0` by auto } hence "((\<lambda>n. scaleR (1 / c) (x n)) ---> scaleR (1 / c) l) sequentially" unfolding LIMSEQ_def by auto ultimately have "l \<in> scaleR c ` s" using assms[unfolded closed_sequential_limits, THEN spec[where x="\<lambda>n. scaleR (1/c) (x n)"], THEN spec[where x="scaleR (1/c) l"]] unfolding image_iff using `c\<noteq>0` apply(rule_tac x="scaleR (1 / c) l" in bexI) by auto } thus ?thesis unfolding closed_sequential_limits by fast qed qed lemma closed_negations: fixes s :: "'a::real_normed_vector set" assumes "closed s" shows "closed ((\<lambda>x. -x) ` s)" using closed_scaling[OF assms, of "- 1"] by simp lemma compact_closed_sums: fixes s :: "'a::real_normed_vector set" assumes "compact s" "closed t" shows "closed {x + y | x y. x \<in> s \<and> y \<in> t}" proof- let ?S = "{x + y |x y. x \<in> s \<and> y \<in> t}" { fix x l assume as:"\<forall>n. x n \<in> ?S" "(x ---> l) sequentially" from as(1) obtain f where f:"\<forall>n. x n = fst (f n) + snd (f n)" "\<forall>n. fst (f n) \<in> s" "\<forall>n. snd (f n) \<in> t" using choice[of "\<lambda>n y. x n = (fst y) + (snd y) \<and> fst y \<in> s \<and> snd y \<in> t"] by auto obtain l' r where "l'\<in>s" and r:"subseq r" and lr:"(((\<lambda>n. fst (f n)) \<circ> r) ---> l') sequentially" using assms(1)[unfolded compact_def, THEN spec[where x="\<lambda> n. fst (f n)"]] using f(2) by auto have "((\<lambda>n. snd (f (r n))) ---> l - l') sequentially" using tendsto_diff[OF lim_subseq[OF r as(2)] lr] and f(1) unfolding o_def by auto hence "l - l' \<in> t" using assms(2)[unfolded closed_sequential_limits, THEN spec[where x="\<lambda> n. snd (f (r n))"], THEN spec[where x="l - l'"]] using f(3) by auto hence "l \<in> ?S" using `l' \<in> s` apply auto apply(rule_tac x=l' in exI) apply(rule_tac x="l - l'" in exI) by auto } thus ?thesis unfolding closed_sequential_limits by fast qed lemma closed_compact_sums: fixes s t :: "'a::real_normed_vector set" assumes "closed s" "compact t" shows "closed {x + y | x y. x \<in> s \<and> y \<in> t}" proof- have "{x + y |x y. x \<in> t \<and> y \<in> s} = {x + y |x y. x \<in> s \<and> y \<in> t}" apply auto apply(rule_tac x=y in exI) apply auto apply(rule_tac x=y in exI) by auto thus ?thesis using compact_closed_sums[OF assms(2,1)] by simp qed lemma compact_closed_differences: fixes s t :: "'a::real_normed_vector set" assumes "compact s" "closed t" shows "closed {x - y | x y. x \<in> s \<and> y \<in> t}" proof- have "{x + y |x y. x \<in> s \<and> y \<in> uminus ` t} = {x - y |x y. x \<in> s \<and> y \<in> t}" apply auto apply(rule_tac x=xa in exI) apply auto apply(rule_tac x=xa in exI) by auto thus ?thesis using compact_closed_sums[OF assms(1) closed_negations[OF assms(2)]] by auto qed lemma closed_compact_differences: fixes s t :: "'a::real_normed_vector set" assumes "closed s" "compact t" shows "closed {x - y | x y. x \<in> s \<and> y \<in> t}" proof- have "{x + y |x y. x \<in> s \<and> y \<in> uminus ` t} = {x - y |x y. x \<in> s \<and> y \<in> t}" apply auto apply(rule_tac x=xa in exI) apply auto apply(rule_tac x=xa in exI) by auto thus ?thesis using closed_compact_sums[OF assms(1) compact_negations[OF assms(2)]] by simp qed lemma closed_translation: fixes a :: "'a::real_normed_vector" assumes "closed s" shows "closed ((\<lambda>x. a + x) ` s)" proof- have "{a + y |y. y \<in> s} = (op + a ` s)" by auto thus ?thesis using compact_closed_sums[OF compact_sing[of a] assms] by auto qed lemma translation_Compl: fixes a :: "'a::ab_group_add" shows "(\<lambda>x. a + x) ` (- t) = - ((\<lambda>x. a + x) ` t)" apply (auto simp add: image_iff) apply(rule_tac x="x - a" in bexI) by auto lemma translation_UNIV: fixes a :: "'a::ab_group_add" shows "range (\<lambda>x. a + x) = UNIV" apply (auto simp add: image_iff) apply(rule_tac x="x - a" in exI) by auto lemma translation_diff: fixes a :: "'a::ab_group_add" shows "(\<lambda>x. a + x) ` (s - t) = ((\<lambda>x. a + x) ` s) - ((\<lambda>x. a + x) ` t)" by auto lemma closure_translation: fixes a :: "'a::real_normed_vector" shows "closure ((\<lambda>x. a + x) ` s) = (\<lambda>x. a + x) ` (closure s)" proof- have *:"op + a ` (- s) = - op + a ` s" apply auto unfolding image_iff apply(rule_tac x="x - a" in bexI) by auto show ?thesis unfolding closure_interior translation_Compl using interior_translation[of a "- s"] unfolding * by auto qed lemma frontier_translation: fixes a :: "'a::real_normed_vector" shows "frontier((\<lambda>x. a + x) ` s) = (\<lambda>x. a + x) ` (frontier s)" unfolding frontier_def translation_diff interior_translation closure_translation by auto subsection {* Separation between points and sets *} lemma separate_point_closed: fixes s :: "'a::heine_borel set" shows "closed s \<Longrightarrow> a \<notin> s ==> (\<exists>d>0. \<forall>x\<in>s. d \<le> dist a x)" proof(cases "s = {}") case True thus ?thesis by(auto intro!: exI[where x=1]) next case False assume "closed s" "a \<notin> s" then obtain x where "x\<in>s" "\<forall>y\<in>s. dist a x \<le> dist a y" using `s \<noteq> {}` distance_attains_inf [of s a] by blast with `x\<in>s` show ?thesis using dist_pos_lt[of a x] and`a \<notin> s` by blast qed lemma separate_compact_closed: fixes s t :: "'a::{heine_borel, real_normed_vector} set" (* TODO: does this generalize to heine_borel? *) assumes "compact s" and "closed t" and "s \<inter> t = {}" shows "\<exists>d>0. \<forall>x\<in>s. \<forall>y\<in>t. d \<le> dist x y" proof- have "0 \<notin> {x - y |x y. x \<in> s \<and> y \<in> t}" using assms(3) by auto then obtain d where "d>0" and d:"\<forall>x\<in>{x - y |x y. x \<in> s \<and> y \<in> t}. d \<le> dist 0 x" using separate_point_closed[OF compact_closed_differences[OF assms(1,2)], of 0] by auto { fix x y assume "x\<in>s" "y\<in>t" hence "x - y \<in> {x - y |x y. x \<in> s \<and> y \<in> t}" by auto hence "d \<le> dist (x - y) 0" using d[THEN bspec[where x="x - y"]] using dist_commute by (auto simp add: dist_commute) hence "d \<le> dist x y" unfolding dist_norm by auto } thus ?thesis using `d>0` by auto qed lemma separate_closed_compact: fixes s t :: "'a::{heine_borel, real_normed_vector} set" assumes "closed s" and "compact t" and "s \<inter> t = {}" shows "\<exists>d>0. \<forall>x\<in>s. \<forall>y\<in>t. d \<le> dist x y" proof- have *:"t \<inter> s = {}" using assms(3) by auto show ?thesis using separate_compact_closed[OF assms(2,1) *] apply auto apply(rule_tac x=d in exI) apply auto apply (erule_tac x=y in ballE) by (auto simp add: dist_commute) qed subsection {* Intervals *} lemma interval: fixes a :: "'a::ordered_euclidean_space" shows "{a <..< b} = {x::'a. \<forall>i<DIM('a). a$$i < x$$i \<and> x$$i < b$$i}" and "{a .. b} = {x::'a. \<forall>i<DIM('a). a$$i \<le> x$$i \<and> x$$i \<le> b$$i}" by(auto simp add:set_eq_iff eucl_le[where 'a='a] eucl_less[where 'a='a]) lemma mem_interval: fixes a :: "'a::ordered_euclidean_space" shows "x \<in> {a<..<b} \<longleftrightarrow> (\<forall>i<DIM('a). a$$i < x$$i \<and> x$$i < b$$i)" "x \<in> {a .. b} \<longleftrightarrow> (\<forall>i<DIM('a). a$$i \<le> x$$i \<and> x$$i \<le> b$$i)" using interval[of a b] by(auto simp add: set_eq_iff eucl_le[where 'a='a] eucl_less[where 'a='a]) lemma interval_eq_empty: fixes a :: "'a::ordered_euclidean_space" shows "({a <..< b} = {} \<longleftrightarrow> (\<exists>i<DIM('a). b$$i \<le> a$$i))" (is ?th1) and "({a .. b} = {} \<longleftrightarrow> (\<exists>i<DIM('a). b$$i < a$$i))" (is ?th2) proof- { fix i x assume i:"i<DIM('a)" and as:"b$$i \<le> a$$i" and x:"x\<in>{a <..< b}" hence "a $$ i < x $$ i \<and> x $$ i < b $$ i" unfolding mem_interval by auto hence "a$$i < b$$i" by auto hence False using as by auto } moreover { assume as:"\<forall>i<DIM('a). \<not> (b$$i \<le> a$$i)" let ?x = "(1/2) *\<^sub>R (a + b)" { fix i assume i:"i<DIM('a)" have "a$$i < b$$i" using as[THEN spec[where x=i]] using i by auto hence "a$$i < ((1/2) *\<^sub>R (a+b)) $$ i" "((1/2) *\<^sub>R (a+b)) $$ i < b$$i" unfolding euclidean_simps by auto } hence "{a <..< b} \<noteq> {}" using mem_interval(1)[of "?x" a b] by auto } ultimately show ?th1 by blast { fix i x assume i:"i<DIM('a)" and as:"b$$i < a$$i" and x:"x\<in>{a .. b}" hence "a $$ i \<le> x $$ i \<and> x $$ i \<le> b $$ i" unfolding mem_interval by auto hence "a$$i \<le> b$$i" by auto hence False using as by auto } moreover { assume as:"\<forall>i<DIM('a). \<not> (b$$i < a$$i)" let ?x = "(1/2) *\<^sub>R (a + b)" { fix i assume i:"i<DIM('a)" have "a$$i \<le> b$$i" using as[THEN spec[where x=i]] by auto hence "a$$i \<le> ((1/2) *\<^sub>R (a+b)) $$ i" "((1/2) *\<^sub>R (a+b)) $$ i \<le> b$$i" unfolding euclidean_simps by auto } hence "{a .. b} \<noteq> {}" using mem_interval(2)[of "?x" a b] by auto } ultimately show ?th2 by blast qed lemma interval_ne_empty: fixes a :: "'a::ordered_euclidean_space" shows "{a .. b} \<noteq> {} \<longleftrightarrow> (\<forall>i<DIM('a). a$$i \<le> b$$i)" and "{a <..< b} \<noteq> {} \<longleftrightarrow> (\<forall>i<DIM('a). a$$i < b$$i)" unfolding interval_eq_empty[of a b] by fastforce+ lemma interval_sing: fixes a :: "'a::ordered_euclidean_space" shows "{a .. a} = {a}" and "{a<..<a} = {}" unfolding set_eq_iff mem_interval eq_iff [symmetric] by (auto simp add: euclidean_eq[where 'a='a] eq_commute eucl_less[where 'a='a] eucl_le[where 'a='a]) lemma subset_interval_imp: fixes a :: "'a::ordered_euclidean_space" shows "(\<forall>i<DIM('a). a$$i \<le> c$$i \<and> d$$i \<le> b$$i) \<Longrightarrow> {c .. d} \<subseteq> {a .. b}" and "(\<forall>i<DIM('a). a$$i < c$$i \<and> d$$i < b$$i) \<Longrightarrow> {c .. d} \<subseteq> {a<..<b}" and "(\<forall>i<DIM('a). a$$i \<le> c$$i \<and> d$$i \<le> b$$i) \<Longrightarrow> {c<..<d} \<subseteq> {a .. b}" and "(\<forall>i<DIM('a). a$$i \<le> c$$i \<and> d$$i \<le> b$$i) \<Longrightarrow> {c<..<d} \<subseteq> {a<..<b}" unfolding subset_eq[unfolded Ball_def] unfolding mem_interval by (best intro: order_trans less_le_trans le_less_trans less_imp_le)+ lemma interval_open_subset_closed: fixes a :: "'a::ordered_euclidean_space" shows "{a<..<b} \<subseteq> {a .. b}" unfolding subset_eq [unfolded Ball_def] mem_interval by (fast intro: less_imp_le) lemma subset_interval: fixes a :: "'a::ordered_euclidean_space" shows "{c .. d} \<subseteq> {a .. b} \<longleftrightarrow> (\<forall>i<DIM('a). c$$i \<le> d$$i) --> (\<forall>i<DIM('a). a$$i \<le> c$$i \<and> d$$i \<le> b$$i)" (is ?th1) and "{c .. d} \<subseteq> {a<..<b} \<longleftrightarrow> (\<forall>i<DIM('a). c$$i \<le> d$$i) --> (\<forall>i<DIM('a). a$$i < c$$i \<and> d$$i < b$$i)" (is ?th2) and "{c<..<d} \<subseteq> {a .. b} \<longleftrightarrow> (\<forall>i<DIM('a). c$$i < d$$i) --> (\<forall>i<DIM('a). a$$i \<le> c$$i \<and> d$$i \<le> b$$i)" (is ?th3) and "{c<..<d} \<subseteq> {a<..<b} \<longleftrightarrow> (\<forall>i<DIM('a). c$$i < d$$i) --> (\<forall>i<DIM('a). a$$i \<le> c$$i \<and> d$$i \<le> b$$i)" (is ?th4) proof- show ?th1 unfolding subset_eq and Ball_def and mem_interval by (auto intro: order_trans) show ?th2 unfolding subset_eq and Ball_def and mem_interval by (auto intro: le_less_trans less_le_trans order_trans less_imp_le) { assume as: "{c<..<d} \<subseteq> {a .. b}" "\<forall>i<DIM('a). c$$i < d$$i" hence "{c<..<d} \<noteq> {}" unfolding interval_eq_empty by auto fix i assume i:"i<DIM('a)" (** TODO combine the following two parts as done in the HOL_light version. **) { let ?x = "(\<chi>\<chi> j. (if j=i then ((min (a$$j) (d$$j))+c$$j)/2 else (c$$j+d$$j)/2))::'a" assume as2: "a$$i > c$$i" { fix j assume j:"j<DIM('a)" hence "c $$ j < ?x $$ j \<and> ?x $$ j < d $$ j" apply(cases "j=i") using as(2)[THEN spec[where x=j]] i by (auto simp add: as2) } hence "?x\<in>{c<..<d}" using i unfolding mem_interval by auto moreover have "?x\<notin>{a .. b}" unfolding mem_interval apply auto apply(rule_tac x=i in exI) using as(2)[THEN spec[where x=i]] and as2 i by auto ultimately have False using as by auto } hence "a$$i \<le> c$$i" by(rule ccontr)auto moreover { let ?x = "(\<chi>\<chi> j. (if j=i then ((max (b$$j) (c$$j))+d$$j)/2 else (c$$j+d$$j)/2))::'a" assume as2: "b$$i < d$$i" { fix j assume "j<DIM('a)" hence "d $$ j > ?x $$ j \<and> ?x $$ j > c $$ j" apply(cases "j=i") using as(2)[THEN spec[where x=j]] by (auto simp add: as2) } hence "?x\<in>{c<..<d}" unfolding mem_interval by auto moreover have "?x\<notin>{a .. b}" unfolding mem_interval apply auto apply(rule_tac x=i in exI) using as(2)[THEN spec[where x=i]] and as2 using i by auto ultimately have False using as by auto } hence "b$$i \<ge> d$$i" by(rule ccontr)auto ultimately have "a$$i \<le> c$$i \<and> d$$i \<le> b$$i" by auto } note part1 = this show ?th3 unfolding subset_eq and Ball_def and mem_interval apply(rule,rule,rule,rule) apply(rule part1) unfolding subset_eq and Ball_def and mem_interval prefer 4 apply auto by(erule_tac x=i in allE,erule_tac x=i in allE,fastforce)+ { assume as:"{c<..<d} \<subseteq> {a<..<b}" "\<forall>i<DIM('a). c$$i < d$$i" fix i assume i:"i<DIM('a)" from as(1) have "{c<..<d} \<subseteq> {a..b}" using interval_open_subset_closed[of a b] by auto hence "a$$i \<le> c$$i \<and> d$$i \<le> b$$i" using part1 and as(2) using i by auto } note * = this show ?th4 unfolding subset_eq and Ball_def and mem_interval apply(rule,rule,rule,rule) apply(rule *) unfolding subset_eq and Ball_def and mem_interval prefer 4 apply auto by(erule_tac x=i in allE, simp)+ qed lemma disjoint_interval: fixes a::"'a::ordered_euclidean_space" shows "{a .. b} \<inter> {c .. d} = {} \<longleftrightarrow> (\<exists>i<DIM('a). (b$$i < a$$i \<or> d$$i < c$$i \<or> b$$i < c$$i \<or> d$$i < a$$i))" (is ?th1) and "{a .. b} \<inter> {c<..<d} = {} \<longleftrightarrow> (\<exists>i<DIM('a). (b$$i < a$$i \<or> d$$i \<le> c$$i \<or> b$$i \<le> c$$i \<or> d$$i \<le> a$$i))" (is ?th2) and "{a<..<b} \<inter> {c .. d} = {} \<longleftrightarrow> (\<exists>i<DIM('a). (b$$i \<le> a$$i \<or> d$$i < c$$i \<or> b$$i \<le> c$$i \<or> d$$i \<le> a$$i))" (is ?th3) and "{a<..<b} \<inter> {c<..<d} = {} \<longleftrightarrow> (\<exists>i<DIM('a). (b$$i \<le> a$$i \<or> d$$i \<le> c$$i \<or> b$$i \<le> c$$i \<or> d$$i \<le> a$$i))" (is ?th4) proof- let ?z = "(\<chi>\<chi> i. ((max (a$$i) (c$$i)) + (min (b$$i) (d$$i))) / 2)::'a" note * = set_eq_iff Int_iff empty_iff mem_interval all_conj_distrib[THEN sym] eq_False show ?th1 unfolding * apply safe apply(erule_tac x="?z" in allE) unfolding not_all apply(erule exE,rule_tac x=x in exI) apply(erule_tac[2-] x=i in allE) by auto show ?th2 unfolding * apply safe apply(erule_tac x="?z" in allE) unfolding not_all apply(erule exE,rule_tac x=x in exI) apply(erule_tac[2-] x=i in allE) by auto show ?th3 unfolding * apply safe apply(erule_tac x="?z" in allE) unfolding not_all apply(erule exE,rule_tac x=x in exI) apply(erule_tac[2-] x=i in allE) by auto show ?th4 unfolding * apply safe apply(erule_tac x="?z" in allE) unfolding not_all apply(erule exE,rule_tac x=x in exI) apply(erule_tac[2-] x=i in allE) by auto qed lemma inter_interval: fixes a :: "'a::ordered_euclidean_space" shows "{a .. b} \<inter> {c .. d} = {(\<chi>\<chi> i. max (a$$i) (c$$i)) .. (\<chi>\<chi> i. min (b$$i) (d$$i))}" unfolding set_eq_iff and Int_iff and mem_interval by auto (* Moved interval_open_subset_closed a bit upwards *) lemma open_interval[intro]: fixes a b :: "'a::ordered_euclidean_space" shows "open {a<..<b}" proof- have "open (\<Inter>i<DIM('a). (\<lambda>x. x$$i) -` {a$$i<..<b$$i})" by (intro open_INT finite_lessThan ballI continuous_open_vimage allI linear_continuous_at bounded_linear_euclidean_component open_real_greaterThanLessThan) also have "(\<Inter>i<DIM('a). (\<lambda>x. x$$i) -` {a$$i<..<b$$i}) = {a<..<b}" by (auto simp add: eucl_less [where 'a='a]) finally show "open {a<..<b}" . qed lemma closed_interval[intro]: fixes a b :: "'a::ordered_euclidean_space" shows "closed {a .. b}" proof- have "closed (\<Inter>i<DIM('a). (\<lambda>x. x$$i) -` {a$$i .. b$$i})" by (intro closed_INT ballI continuous_closed_vimage allI linear_continuous_at bounded_linear_euclidean_component closed_real_atLeastAtMost) also have "(\<Inter>i<DIM('a). (\<lambda>x. x$$i) -` {a$$i .. b$$i}) = {a .. b}" by (auto simp add: eucl_le [where 'a='a]) finally show "closed {a .. b}" . qed lemma interior_closed_interval [intro]: fixes a b :: "'a::ordered_euclidean_space" shows "interior {a..b} = {a<..<b}" (is "?L = ?R") proof(rule subset_antisym) show "?R \<subseteq> ?L" using interval_open_subset_closed open_interval by (rule interior_maximal) next { fix x assume "x \<in> interior {a..b}" then obtain s where s:"open s" "x \<in> s" "s \<subseteq> {a..b}" .. then obtain e where "e>0" and e:"\<forall>x'. dist x' x < e \<longrightarrow> x' \<in> {a..b}" unfolding open_dist and subset_eq by auto { fix i assume i:"i<DIM('a)" have "dist (x - (e / 2) *\<^sub>R basis i) x < e" "dist (x + (e / 2) *\<^sub>R basis i) x < e" unfolding dist_norm apply auto unfolding norm_minus_cancel using norm_basis and `e>0` by auto hence "a $$ i \<le> (x - (e / 2) *\<^sub>R basis i) $$ i" "(x + (e / 2) *\<^sub>R basis i) $$ i \<le> b $$ i" using e[THEN spec[where x="x - (e/2) *\<^sub>R basis i"]] and e[THEN spec[where x="x + (e/2) *\<^sub>R basis i"]] unfolding mem_interval using i by blast+ hence "a $$ i < x $$ i" and "x $$ i < b $$ i" unfolding euclidean_simps unfolding basis_component using `e>0` i by auto } hence "x \<in> {a<..<b}" unfolding mem_interval by auto } thus "?L \<subseteq> ?R" .. qed lemma bounded_closed_interval: fixes a :: "'a::ordered_euclidean_space" shows "bounded {a .. b}" proof- let ?b = "\<Sum>i<DIM('a). \<bar>a$$i\<bar> + \<bar>b$$i\<bar>" { fix x::"'a" assume x:"\<forall>i<DIM('a). a $$ i \<le> x $$ i \<and> x $$ i \<le> b $$ i" { fix i assume "i<DIM('a)" hence "\<bar>x$$i\<bar> \<le> \<bar>a$$i\<bar> + \<bar>b$$i\<bar>" using x[THEN spec[where x=i]] by auto } hence "(\<Sum>i<DIM('a). \<bar>x $$ i\<bar>) \<le> ?b" apply-apply(rule setsum_mono) by auto hence "norm x \<le> ?b" using norm_le_l1[of x] by auto } thus ?thesis unfolding interval and bounded_iff by auto qed lemma bounded_interval: fixes a :: "'a::ordered_euclidean_space" shows "bounded {a .. b} \<and> bounded {a<..<b}" using bounded_closed_interval[of a b] using interval_open_subset_closed[of a b] using bounded_subset[of "{a..b}" "{a<..<b}"] by simp lemma not_interval_univ: fixes a :: "'a::ordered_euclidean_space" shows "({a .. b} \<noteq> UNIV) \<and> ({a<..<b} \<noteq> UNIV)" using bounded_interval[of a b] by auto lemma compact_interval: fixes a :: "'a::ordered_euclidean_space" shows "compact {a .. b}" using bounded_closed_imp_compact[of "{a..b}"] using bounded_interval[of a b] by auto lemma open_interval_midpoint: fixes a :: "'a::ordered_euclidean_space" assumes "{a<..<b} \<noteq> {}" shows "((1/2) *\<^sub>R (a + b)) \<in> {a<..<b}" proof- { fix i assume "i<DIM('a)" hence "a $$ i < ((1 / 2) *\<^sub>R (a + b)) $$ i \<and> ((1 / 2) *\<^sub>R (a + b)) $$ i < b $$ i" using assms[unfolded interval_ne_empty, THEN spec[where x=i]] unfolding euclidean_simps by auto } thus ?thesis unfolding mem_interval by auto qed lemma open_closed_interval_convex: fixes x :: "'a::ordered_euclidean_space" assumes x:"x \<in> {a<..<b}" and y:"y \<in> {a .. b}" and e:"0 < e" "e \<le> 1" shows "(e *\<^sub>R x + (1 - e) *\<^sub>R y) \<in> {a<..<b}" proof- { fix i assume i:"i<DIM('a)" have "a $$ i = e * a$$i + (1 - e) * a$$i" unfolding left_diff_distrib by simp also have "\<dots> < e * x $$ i + (1 - e) * y $$ i" apply(rule add_less_le_mono) using e unfolding mult_less_cancel_left and mult_le_cancel_left apply simp_all using x unfolding mem_interval using i apply simp using y unfolding mem_interval using i apply simp done finally have "a $$ i < (e *\<^sub>R x + (1 - e) *\<^sub>R y) $$ i" unfolding euclidean_simps by auto moreover { have "b $$ i = e * b$$i + (1 - e) * b$$i" unfolding left_diff_distrib by simp also have "\<dots> > e * x $$ i + (1 - e) * y $$ i" apply(rule add_less_le_mono) using e unfolding mult_less_cancel_left and mult_le_cancel_left apply simp_all using x unfolding mem_interval using i apply simp using y unfolding mem_interval using i apply simp done finally have "(e *\<^sub>R x + (1 - e) *\<^sub>R y) $$ i < b $$ i" unfolding euclidean_simps by auto } ultimately have "a $$ i < (e *\<^sub>R x + (1 - e) *\<^sub>R y) $$ i \<and> (e *\<^sub>R x + (1 - e) *\<^sub>R y) $$ i < b $$ i" by auto } thus ?thesis unfolding mem_interval by auto qed lemma closure_open_interval: fixes a :: "'a::ordered_euclidean_space" assumes "{a<..<b} \<noteq> {}" shows "closure {a<..<b} = {a .. b}" proof- have ab:"a < b" using assms[unfolded interval_ne_empty] apply(subst eucl_less) by auto let ?c = "(1 / 2) *\<^sub>R (a + b)" { fix x assume as:"x \<in> {a .. b}" def f == "\<lambda>n::nat. x + (inverse (real n + 1)) *\<^sub>R (?c - x)" { fix n assume fn:"f n < b \<longrightarrow> a < f n \<longrightarrow> f n = x" and xc:"x \<noteq> ?c" have *:"0 < inverse (real n + 1)" "inverse (real n + 1) \<le> 1" unfolding inverse_le_1_iff by auto have "(inverse (real n + 1)) *\<^sub>R ((1 / 2) *\<^sub>R (a + b)) + (1 - inverse (real n + 1)) *\<^sub>R x = x + (inverse (real n + 1)) *\<^sub>R (((1 / 2) *\<^sub>R (a + b)) - x)" by (auto simp add: algebra_simps) hence "f n < b" and "a < f n" using open_closed_interval_convex[OF open_interval_midpoint[OF assms] as *] unfolding f_def by auto hence False using fn unfolding f_def using xc by auto } moreover { assume "\<not> (f ---> x) sequentially" { fix e::real assume "e>0" hence "\<exists>N::nat. inverse (real (N + 1)) < e" using real_arch_inv[of e] apply (auto simp add: Suc_pred') apply(rule_tac x="n - 1" in exI) by auto then obtain N::nat where "inverse (real (N + 1)) < e" by auto hence "\<forall>n\<ge>N. inverse (real n + 1) < e" by (auto, metis Suc_le_mono le_SucE less_imp_inverse_less nat_le_real_less order_less_trans real_of_nat_Suc real_of_nat_Suc_gt_zero) hence "\<exists>N::nat. \<forall>n\<ge>N. inverse (real n + 1) < e" by auto } hence "((\<lambda>n. inverse (real n + 1)) ---> 0) sequentially" unfolding LIMSEQ_def by(auto simp add: dist_norm) hence "(f ---> x) sequentially" unfolding f_def using tendsto_add[OF tendsto_const, of "\<lambda>n::nat. (inverse (real n + 1)) *\<^sub>R ((1 / 2) *\<^sub>R (a + b) - x)" 0 sequentially x] using tendsto_scaleR [OF _ tendsto_const, of "\<lambda>n::nat. inverse (real n + 1)" 0 sequentially "((1 / 2) *\<^sub>R (a + b) - x)"] by auto } ultimately have "x \<in> closure {a<..<b}" using as and open_interval_midpoint[OF assms] unfolding closure_def unfolding islimpt_sequential by(cases "x=?c")auto } thus ?thesis using closure_minimal[OF interval_open_subset_closed closed_interval, of a b] by blast qed lemma bounded_subset_open_interval_symmetric: fixes s::"('a::ordered_euclidean_space) set" assumes "bounded s" shows "\<exists>a. s \<subseteq> {-a<..<a}" proof- obtain b where "b>0" and b:"\<forall>x\<in>s. norm x \<le> b" using assms[unfolded bounded_pos] by auto def a \<equiv> "(\<chi>\<chi> i. b+1)::'a" { fix x assume "x\<in>s" fix i assume i:"i<DIM('a)" hence "(-a)$$i < x$$i" and "x$$i < a$$i" using b[THEN bspec[where x=x], OF `x\<in>s`] and component_le_norm[of x i] unfolding euclidean_simps and a_def by auto } thus ?thesis by(auto intro: exI[where x=a] simp add: eucl_less[where 'a='a]) qed lemma bounded_subset_open_interval: fixes s :: "('a::ordered_euclidean_space) set" shows "bounded s ==> (\<exists>a b. s \<subseteq> {a<..<b})" by (auto dest!: bounded_subset_open_interval_symmetric) lemma bounded_subset_closed_interval_symmetric: fixes s :: "('a::ordered_euclidean_space) set" assumes "bounded s" shows "\<exists>a. s \<subseteq> {-a .. a}" proof- obtain a where "s \<subseteq> {- a<..<a}" using bounded_subset_open_interval_symmetric[OF assms] by auto thus ?thesis using interval_open_subset_closed[of "-a" a] by auto qed lemma bounded_subset_closed_interval: fixes s :: "('a::ordered_euclidean_space) set" shows "bounded s ==> (\<exists>a b. s \<subseteq> {a .. b})" using bounded_subset_closed_interval_symmetric[of s] by auto lemma frontier_closed_interval: fixes a b :: "'a::ordered_euclidean_space" shows "frontier {a .. b} = {a .. b} - {a<..<b}" unfolding frontier_def unfolding interior_closed_interval and closure_closed[OF closed_interval] .. lemma frontier_open_interval: fixes a b :: "'a::ordered_euclidean_space" shows "frontier {a<..<b} = (if {a<..<b} = {} then {} else {a .. b} - {a<..<b})" proof(cases "{a<..<b} = {}") case True thus ?thesis using frontier_empty by auto next case False thus ?thesis unfolding frontier_def and closure_open_interval[OF False] and interior_open[OF open_interval] by auto qed lemma inter_interval_mixed_eq_empty: fixes a :: "'a::ordered_euclidean_space" assumes "{c<..<d} \<noteq> {}" shows "{a<..<b} \<inter> {c .. d} = {} \<longleftrightarrow> {a<..<b} \<inter> {c<..<d} = {}" unfolding closure_open_interval[OF assms, THEN sym] unfolding open_inter_closure_eq_empty[OF open_interval] .. (* Some stuff for half-infinite intervals too; FIXME: notation? *) lemma closed_interval_left: fixes b::"'a::euclidean_space" shows "closed {x::'a. \<forall>i<DIM('a). x$$i \<le> b$$i}" proof- { fix i assume i:"i<DIM('a)" fix x::"'a" assume x:"\<forall>e>0. \<exists>x'\<in>{x. \<forall>i<DIM('a). x $$ i \<le> b $$ i}. x' \<noteq> x \<and> dist x' x < e" { assume "x$$i > b$$i" then obtain y where "y $$ i \<le> b $$ i" "y \<noteq> x" "dist y x < x$$i - b$$i" using x[THEN spec[where x="x$$i - b$$i"]] using i by auto hence False using component_le_norm[of "y - x" i] unfolding dist_norm euclidean_simps using i by auto } hence "x$$i \<le> b$$i" by(rule ccontr)auto } thus ?thesis unfolding closed_limpt unfolding islimpt_approachable by blast qed lemma closed_interval_right: fixes a::"'a::euclidean_space" shows "closed {x::'a. \<forall>i<DIM('a). a$$i \<le> x$$i}" proof- { fix i assume i:"i<DIM('a)" fix x::"'a" assume x:"\<forall>e>0. \<exists>x'\<in>{x. \<forall>i<DIM('a). a $$ i \<le> x $$ i}. x' \<noteq> x \<and> dist x' x < e" { assume "a$$i > x$$i" then obtain y where "a $$ i \<le> y $$ i" "y \<noteq> x" "dist y x < a$$i - x$$i" using x[THEN spec[where x="a$$i - x$$i"]] i by auto hence False using component_le_norm[of "y - x" i] unfolding dist_norm and euclidean_simps by auto } hence "a$$i \<le> x$$i" by(rule ccontr)auto } thus ?thesis unfolding closed_limpt unfolding islimpt_approachable by blast qed text {* Intervals in general, including infinite and mixtures of open and closed. *} definition "is_interval (s::('a::euclidean_space) set) \<longleftrightarrow> (\<forall>a\<in>s. \<forall>b\<in>s. \<forall>x. (\<forall>i<DIM('a). ((a$$i \<le> x$$i \<and> x$$i \<le> b$$i) \<or> (b$$i \<le> x$$i \<and> x$$i \<le> a$$i))) \<longrightarrow> x \<in> s)" lemma is_interval_interval: "is_interval {a .. b::'a::ordered_euclidean_space}" (is ?th1) "is_interval {a<..<b}" (is ?th2) proof - show ?th1 ?th2 unfolding is_interval_def mem_interval Ball_def atLeastAtMost_iff by(meson order_trans le_less_trans less_le_trans less_trans)+ qed lemma is_interval_empty: "is_interval {}" unfolding is_interval_def by simp lemma is_interval_univ: "is_interval UNIV" unfolding is_interval_def by simp subsection {* Closure of halfspaces and hyperplanes *} lemma isCont_open_vimage: assumes "\<And>x. isCont f x" and "open s" shows "open (f -` s)" proof - from assms(1) have "continuous_on UNIV f" unfolding isCont_def continuous_on_def within_UNIV by simp hence "open {x \<in> UNIV. f x \<in> s}" using open_UNIV `open s` by (rule continuous_open_preimage) thus "open (f -` s)" by (simp add: vimage_def) qed lemma isCont_closed_vimage: assumes "\<And>x. isCont f x" and "closed s" shows "closed (f -` s)" using assms unfolding closed_def vimage_Compl [symmetric] by (rule isCont_open_vimage) lemma open_Collect_less: fixes f g :: "'a::topological_space \<Rightarrow> real" assumes f: "\<And>x. isCont f x" assumes g: "\<And>x. isCont g x" shows "open {x. f x < g x}" proof - have "open ((\<lambda>x. g x - f x) -` {0<..})" using isCont_diff [OF g f] open_real_greaterThan by (rule isCont_open_vimage) also have "((\<lambda>x. g x - f x) -` {0<..}) = {x. f x < g x}" by auto finally show ?thesis . qed lemma closed_Collect_le: fixes f g :: "'a::topological_space \<Rightarrow> real" assumes f: "\<And>x. isCont f x" assumes g: "\<And>x. isCont g x" shows "closed {x. f x \<le> g x}" proof - have "closed ((\<lambda>x. g x - f x) -` {0..})" using isCont_diff [OF g f] closed_real_atLeast by (rule isCont_closed_vimage) also have "((\<lambda>x. g x - f x) -` {0..}) = {x. f x \<le> g x}" by auto finally show ?thesis . qed lemma closed_Collect_eq: fixes f g :: "'a::topological_space \<Rightarrow> 'b::t2_space" assumes f: "\<And>x. isCont f x" assumes g: "\<And>x. isCont g x" shows "closed {x. f x = g x}" proof - have "open {(x::'b, y::'b). x \<noteq> y}" unfolding open_prod_def by (auto dest!: hausdorff) hence "closed {(x::'b, y::'b). x = y}" unfolding closed_def split_def Collect_neg_eq . with isCont_Pair [OF f g] have "closed ((\<lambda>x. (f x, g x)) -` {(x, y). x = y})" by (rule isCont_closed_vimage) also have "\<dots> = {x. f x = g x}" by auto finally show ?thesis . qed lemma continuous_at_inner: "continuous (at x) (inner a)" unfolding continuous_at by (intro tendsto_intros) lemma continuous_at_euclidean_component[intro!, simp]: "continuous (at x) (\<lambda>x. x $$ i)" unfolding euclidean_component_def by (rule continuous_at_inner) lemma closed_halfspace_le: "closed {x. inner a x \<le> b}" by (simp add: closed_Collect_le) lemma closed_halfspace_ge: "closed {x. inner a x \<ge> b}" by (simp add: closed_Collect_le) lemma closed_hyperplane: "closed {x. inner a x = b}" by (simp add: closed_Collect_eq) lemma closed_halfspace_component_le: shows "closed {x::'a::euclidean_space. x$$i \<le> a}" by (simp add: closed_Collect_le) lemma closed_halfspace_component_ge: shows "closed {x::'a::euclidean_space. x$$i \<ge> a}" by (simp add: closed_Collect_le) text {* Openness of halfspaces. *} lemma open_halfspace_lt: "open {x. inner a x < b}" by (simp add: open_Collect_less) lemma open_halfspace_gt: "open {x. inner a x > b}" by (simp add: open_Collect_less) lemma open_halfspace_component_lt: shows "open {x::'a::euclidean_space. x$$i < a}" by (simp add: open_Collect_less) lemma open_halfspace_component_gt: shows "open {x::'a::euclidean_space. x$$i > a}" by (simp add: open_Collect_less) text{* Instantiation for intervals on @{text ordered_euclidean_space} *} lemma eucl_lessThan_eq_halfspaces: fixes a :: "'a\<Colon>ordered_euclidean_space" shows "{..<a} = (\<Inter>i<DIM('a). {x. x $$ i < a $$ i})" by (auto simp: eucl_less[where 'a='a]) lemma eucl_greaterThan_eq_halfspaces: fixes a :: "'a\<Colon>ordered_euclidean_space" shows "{a<..} = (\<Inter>i<DIM('a). {x. a $$ i < x $$ i})" by (auto simp: eucl_less[where 'a='a]) lemma eucl_atMost_eq_halfspaces: fixes a :: "'a\<Colon>ordered_euclidean_space" shows "{.. a} = (\<Inter>i<DIM('a). {x. x $$ i \<le> a $$ i})" by (auto simp: eucl_le[where 'a='a]) lemma eucl_atLeast_eq_halfspaces: fixes a :: "'a\<Colon>ordered_euclidean_space" shows "{a ..} = (\<Inter>i<DIM('a). {x. a $$ i \<le> x $$ i})" by (auto simp: eucl_le[where 'a='a]) lemma open_eucl_lessThan[simp, intro]: fixes a :: "'a\<Colon>ordered_euclidean_space" shows "open {..< a}" by (auto simp: eucl_lessThan_eq_halfspaces open_halfspace_component_lt) lemma open_eucl_greaterThan[simp, intro]: fixes a :: "'a\<Colon>ordered_euclidean_space" shows "open {a <..}" by (auto simp: eucl_greaterThan_eq_halfspaces open_halfspace_component_gt) lemma closed_eucl_atMost[simp, intro]: fixes a :: "'a\<Colon>ordered_euclidean_space" shows "closed {.. a}" unfolding eucl_atMost_eq_halfspaces by (simp add: closed_INT closed_Collect_le) lemma closed_eucl_atLeast[simp, intro]: fixes a :: "'a\<Colon>ordered_euclidean_space" shows "closed {a ..}" unfolding eucl_atLeast_eq_halfspaces by (simp add: closed_INT closed_Collect_le) lemma open_vimage_euclidean_component: "open S \<Longrightarrow> open ((\<lambda>x. x $$ i) -` S)" by (auto intro!: continuous_open_vimage) text {* This gives a simple derivation of limit component bounds. *} lemma Lim_component_le: fixes f :: "'a \<Rightarrow> 'b::euclidean_space" assumes "(f ---> l) net" "\<not> (trivial_limit net)" "eventually (\<lambda>x. f(x)$$i \<le> b) net" shows "l$$i \<le> b" proof- { fix x have "x \<in> {x::'b. inner (basis i) x \<le> b} \<longleftrightarrow> x$$i \<le> b" unfolding euclidean_component_def by auto } note * = this show ?thesis using Lim_in_closed_set[of "{x. inner (basis i) x \<le> b}" f net l] unfolding * using closed_halfspace_le[of "(basis i)::'b" b] and assms(1,2,3) by auto qed lemma Lim_component_ge: fixes f :: "'a \<Rightarrow> 'b::euclidean_space" assumes "(f ---> l) net" "\<not> (trivial_limit net)" "eventually (\<lambda>x. b \<le> (f x)$$i) net" shows "b \<le> l$$i" proof- { fix x have "x \<in> {x::'b. inner (basis i) x \<ge> b} \<longleftrightarrow> x$$i \<ge> b" unfolding euclidean_component_def by auto } note * = this show ?thesis using Lim_in_closed_set[of "{x. inner (basis i) x \<ge> b}" f net l] unfolding * using closed_halfspace_ge[of b "(basis i)"] and assms(1,2,3) by auto qed lemma Lim_component_eq: fixes f :: "'a \<Rightarrow> 'b::euclidean_space" assumes net:"(f ---> l) net" "~(trivial_limit net)" and ev:"eventually (\<lambda>x. f(x)$$i = b) net" shows "l$$i = b" using ev[unfolded order_eq_iff eventually_conj_iff] using Lim_component_ge[OF net, of b i] and Lim_component_le[OF net, of i b] by auto text{* Limits relative to a union. *} lemma eventually_within_Un: "eventually P (net within (s \<union> t)) \<longleftrightarrow> eventually P (net within s) \<and> eventually P (net within t)" unfolding Limits.eventually_within by (auto elim!: eventually_rev_mp) lemma Lim_within_union: "(f ---> l) (net within (s \<union> t)) \<longleftrightarrow> (f ---> l) (net within s) \<and> (f ---> l) (net within t)" unfolding tendsto_def by (auto simp add: eventually_within_Un) lemma Lim_topological: "(f ---> l) net \<longleftrightarrow> trivial_limit net \<or> (\<forall>S. open S \<longrightarrow> l \<in> S \<longrightarrow> eventually (\<lambda>x. f x \<in> S) net)" unfolding tendsto_def trivial_limit_eq by auto lemma continuous_on_union: assumes "closed s" "closed t" "continuous_on s f" "continuous_on t f" shows "continuous_on (s \<union> t) f" using assms unfolding continuous_on Lim_within_union unfolding Lim_topological trivial_limit_within closed_limpt by auto lemma continuous_on_cases: assumes "closed s" "closed t" "continuous_on s f" "continuous_on t g" "\<forall>x. (x\<in>s \<and> \<not> P x) \<or> (x \<in> t \<and> P x) \<longrightarrow> f x = g x" shows "continuous_on (s \<union> t) (\<lambda>x. if P x then f x else g x)" proof- let ?h = "(\<lambda>x. if P x then f x else g x)" have "\<forall>x\<in>s. f x = (if P x then f x else g x)" using assms(5) by auto hence "continuous_on s ?h" using continuous_on_eq[of s f ?h] using assms(3) by auto moreover have "\<forall>x\<in>t. g x = (if P x then f x else g x)" using assms(5) by auto hence "continuous_on t ?h" using continuous_on_eq[of t g ?h] using assms(4) by auto ultimately show ?thesis using continuous_on_union[OF assms(1,2), of ?h] by auto qed text{* Some more convenient intermediate-value theorem formulations. *} lemma connected_ivt_hyperplane: assumes "connected s" "x \<in> s" "y \<in> s" "inner a x \<le> b" "b \<le> inner a y" shows "\<exists>z \<in> s. inner a z = b" proof(rule ccontr) assume as:"\<not> (\<exists>z\<in>s. inner a z = b)" let ?A = "{x. inner a x < b}" let ?B = "{x. inner a x > b}" have "open ?A" "open ?B" using open_halfspace_lt and open_halfspace_gt by auto moreover have "?A \<inter> ?B = {}" by auto moreover have "s \<subseteq> ?A \<union> ?B" using as by auto ultimately show False using assms(1)[unfolded connected_def not_ex, THEN spec[where x="?A"], THEN spec[where x="?B"]] and assms(2-5) by auto qed lemma connected_ivt_component: fixes x::"'a::euclidean_space" shows "connected s \<Longrightarrow> x \<in> s \<Longrightarrow> y \<in> s \<Longrightarrow> x$$k \<le> a \<Longrightarrow> a \<le> y$$k \<Longrightarrow> (\<exists>z\<in>s. z$$k = a)" using connected_ivt_hyperplane[of s x y "(basis k)::'a" a] unfolding euclidean_component_def by auto subsection {* Homeomorphisms *} definition "homeomorphism s t f g \<equiv> (\<forall>x\<in>s. (g(f x) = x)) \<and> (f ` s = t) \<and> continuous_on s f \<and> (\<forall>y\<in>t. (f(g y) = y)) \<and> (g ` t = s) \<and> continuous_on t g" definition homeomorphic :: "'a::metric_space set \<Rightarrow> 'b::metric_space set \<Rightarrow> bool" (infixr "homeomorphic" 60) where homeomorphic_def: "s homeomorphic t \<equiv> (\<exists>f g. homeomorphism s t f g)" lemma homeomorphic_refl: "s homeomorphic s" unfolding homeomorphic_def unfolding homeomorphism_def using continuous_on_id apply(rule_tac x = "(\<lambda>x. x)" in exI) apply(rule_tac x = "(\<lambda>x. x)" in exI) by blast lemma homeomorphic_sym: "s homeomorphic t \<longleftrightarrow> t homeomorphic s" unfolding homeomorphic_def unfolding homeomorphism_def by blast lemma homeomorphic_trans: assumes "s homeomorphic t" "t homeomorphic u" shows "s homeomorphic u" proof- obtain f1 g1 where fg1:"\<forall>x\<in>s. g1 (f1 x) = x" "f1 ` s = t" "continuous_on s f1" "\<forall>y\<in>t. f1 (g1 y) = y" "g1 ` t = s" "continuous_on t g1" using assms(1) unfolding homeomorphic_def homeomorphism_def by auto obtain f2 g2 where fg2:"\<forall>x\<in>t. g2 (f2 x) = x" "f2 ` t = u" "continuous_on t f2" "\<forall>y\<in>u. f2 (g2 y) = y" "g2 ` u = t" "continuous_on u g2" using assms(2) unfolding homeomorphic_def homeomorphism_def by auto { fix x assume "x\<in>s" hence "(g1 \<circ> g2) ((f2 \<circ> f1) x) = x" using fg1(1)[THEN bspec[where x=x]] and fg2(1)[THEN bspec[where x="f1 x"]] and fg1(2) by auto } moreover have "(f2 \<circ> f1) ` s = u" using fg1(2) fg2(2) by auto moreover have "continuous_on s (f2 \<circ> f1)" using continuous_on_compose[OF fg1(3)] and fg2(3) unfolding fg1(2) by auto moreover { fix y assume "y\<in>u" hence "(f2 \<circ> f1) ((g1 \<circ> g2) y) = y" using fg2(4)[THEN bspec[where x=y]] and fg1(4)[THEN bspec[where x="g2 y"]] and fg2(5) by auto } moreover have "(g1 \<circ> g2) ` u = s" using fg1(5) fg2(5) by auto moreover have "continuous_on u (g1 \<circ> g2)" using continuous_on_compose[OF fg2(6)] and fg1(6) unfolding fg2(5) by auto ultimately show ?thesis unfolding homeomorphic_def homeomorphism_def apply(rule_tac x="f2 \<circ> f1" in exI) apply(rule_tac x="g1 \<circ> g2" in exI) by auto qed lemma homeomorphic_minimal: "s homeomorphic t \<longleftrightarrow> (\<exists>f g. (\<forall>x\<in>s. f(x) \<in> t \<and> (g(f(x)) = x)) \<and> (\<forall>y\<in>t. g(y) \<in> s \<and> (f(g(y)) = y)) \<and> continuous_on s f \<and> continuous_on t g)" unfolding homeomorphic_def homeomorphism_def apply auto apply (rule_tac x=f in exI) apply (rule_tac x=g in exI) apply auto apply (rule_tac x=f in exI) apply (rule_tac x=g in exI) apply auto unfolding image_iff apply(erule_tac x="g x" in ballE) apply(erule_tac x="x" in ballE) apply auto apply(rule_tac x="g x" in bexI) apply auto apply(erule_tac x="f x" in ballE) apply(erule_tac x="x" in ballE) apply auto apply(rule_tac x="f x" in bexI) by auto text {* Relatively weak hypotheses if a set is compact. *} lemma homeomorphism_compact: fixes f :: "'a::heine_borel \<Rightarrow> 'b::heine_borel" (* class constraint due to continuous_on_inv *) assumes "compact s" "continuous_on s f" "f ` s = t" "inj_on f s" shows "\<exists>g. homeomorphism s t f g" proof- def g \<equiv> "\<lambda>x. SOME y. y\<in>s \<and> f y = x" have g:"\<forall>x\<in>s. g (f x) = x" using assms(3) assms(4)[unfolded inj_on_def] unfolding g_def by auto { fix y assume "y\<in>t" then obtain x where x:"f x = y" "x\<in>s" using assms(3) by auto hence "g (f x) = x" using g by auto hence "f (g y) = y" unfolding x(1)[THEN sym] by auto } hence g':"\<forall>x\<in>t. f (g x) = x" by auto moreover { fix x have "x\<in>s \<Longrightarrow> x \<in> g ` t" using g[THEN bspec[where x=x]] unfolding image_iff using assms(3) by(auto intro!: bexI[where x="f x"]) moreover { assume "x\<in>g ` t" then obtain y where y:"y\<in>t" "g y = x" by auto then obtain x' where x':"x'\<in>s" "f x' = y" using assms(3) by auto hence "x \<in> s" unfolding g_def using someI2[of "\<lambda>b. b\<in>s \<and> f b = y" x' "\<lambda>x. x\<in>s"] unfolding y(2)[THEN sym] and g_def by auto } ultimately have "x\<in>s \<longleftrightarrow> x \<in> g ` t" .. } hence "g ` t = s" by auto ultimately show ?thesis unfolding homeomorphism_def homeomorphic_def apply(rule_tac x=g in exI) using g and assms(3) and continuous_on_inv[OF assms(2,1), of g, unfolded assms(3)] and assms(2) by auto qed lemma homeomorphic_compact: fixes f :: "'a::heine_borel \<Rightarrow> 'b::heine_borel" (* class constraint due to continuous_on_inv *) shows "compact s \<Longrightarrow> continuous_on s f \<Longrightarrow> (f ` s = t) \<Longrightarrow> inj_on f s \<Longrightarrow> s homeomorphic t" unfolding homeomorphic_def by (metis homeomorphism_compact) text{* Preservation of topological properties. *} lemma homeomorphic_compactness: "s homeomorphic t ==> (compact s \<longleftrightarrow> compact t)" unfolding homeomorphic_def homeomorphism_def by (metis compact_continuous_image) text{* Results on translation, scaling etc. *} lemma homeomorphic_scaling: fixes s :: "'a::real_normed_vector set" assumes "c \<noteq> 0" shows "s homeomorphic ((\<lambda>x. c *\<^sub>R x) ` s)" unfolding homeomorphic_minimal apply(rule_tac x="\<lambda>x. c *\<^sub>R x" in exI) apply(rule_tac x="\<lambda>x. (1 / c) *\<^sub>R x" in exI) using assms by (auto simp add: continuous_on_intros) lemma homeomorphic_translation: fixes s :: "'a::real_normed_vector set" shows "s homeomorphic ((\<lambda>x. a + x) ` s)" unfolding homeomorphic_minimal apply(rule_tac x="\<lambda>x. a + x" in exI) apply(rule_tac x="\<lambda>x. -a + x" in exI) using continuous_on_add[OF continuous_on_const continuous_on_id] by auto lemma homeomorphic_affinity: fixes s :: "'a::real_normed_vector set" assumes "c \<noteq> 0" shows "s homeomorphic ((\<lambda>x. a + c *\<^sub>R x) ` s)" proof- have *:"op + a ` op *\<^sub>R c ` s = (\<lambda>x. a + c *\<^sub>R x) ` s" by auto show ?thesis using homeomorphic_trans using homeomorphic_scaling[OF assms, of s] using homeomorphic_translation[of "(\<lambda>x. c *\<^sub>R x) ` s" a] unfolding * by auto qed lemma homeomorphic_balls: fixes a b ::"'a::real_normed_vector" (* FIXME: generalize to metric_space *) assumes "0 < d" "0 < e" shows "(ball a d) homeomorphic (ball b e)" (is ?th) "(cball a d) homeomorphic (cball b e)" (is ?cth) proof- have *:"\<bar>e / d\<bar> > 0" "\<bar>d / e\<bar> >0" using assms using divide_pos_pos by auto show ?th unfolding homeomorphic_minimal apply(rule_tac x="\<lambda>x. b + (e/d) *\<^sub>R (x - a)" in exI) apply(rule_tac x="\<lambda>x. a + (d/e) *\<^sub>R (x - b)" in exI) using assms apply (auto simp add: dist_commute) unfolding dist_norm apply (auto simp add: pos_divide_less_eq mult_strict_left_mono) unfolding continuous_on by (intro ballI tendsto_intros, simp)+ next have *:"\<bar>e / d\<bar> > 0" "\<bar>d / e\<bar> >0" using assms using divide_pos_pos by auto show ?cth unfolding homeomorphic_minimal apply(rule_tac x="\<lambda>x. b + (e/d) *\<^sub>R (x - a)" in exI) apply(rule_tac x="\<lambda>x. a + (d/e) *\<^sub>R (x - b)" in exI) using assms apply (auto simp add: dist_commute) unfolding dist_norm apply (auto simp add: pos_divide_le_eq) unfolding continuous_on by (intro ballI tendsto_intros, simp)+ qed text{* "Isometry" (up to constant bounds) of injective linear map etc. *} lemma cauchy_isometric: fixes x :: "nat \<Rightarrow> 'a::euclidean_space" assumes e:"0 < e" and s:"subspace s" and f:"bounded_linear f" and normf:"\<forall>x\<in>s. norm(f x) \<ge> e * norm(x)" and xs:"\<forall>n::nat. x n \<in> s" and cf:"Cauchy(f o x)" shows "Cauchy x" proof- interpret f: bounded_linear f by fact { fix d::real assume "d>0" then obtain N where N:"\<forall>n\<ge>N. norm (f (x n) - f (x N)) < e * d" using cf[unfolded cauchy o_def dist_norm, THEN spec[where x="e*d"]] and e and mult_pos_pos[of e d] by auto { fix n assume "n\<ge>N" have "e * norm (x n - x N) \<le> norm (f (x n - x N))" using subspace_sub[OF s, of "x n" "x N"] using xs[THEN spec[where x=N]] and xs[THEN spec[where x=n]] using normf[THEN bspec[where x="x n - x N"]] by auto also have "norm (f (x n - x N)) < e * d" using `N \<le> n` N unfolding f.diff[THEN sym] by auto finally have "norm (x n - x N) < d" using `e>0` by simp } hence "\<exists>N. \<forall>n\<ge>N. norm (x n - x N) < d" by auto } thus ?thesis unfolding cauchy and dist_norm by auto qed lemma complete_isometric_image: fixes f :: "'a::euclidean_space => 'b::euclidean_space" assumes "0 < e" and s:"subspace s" and f:"bounded_linear f" and normf:"\<forall>x\<in>s. norm(f x) \<ge> e * norm(x)" and cs:"complete s" shows "complete(f ` s)" proof- { fix g assume as:"\<forall>n::nat. g n \<in> f ` s" and cfg:"Cauchy g" then obtain x where "\<forall>n. x n \<in> s \<and> g n = f (x n)" using choice[of "\<lambda> n xa. xa \<in> s \<and> g n = f xa"] by auto hence x:"\<forall>n. x n \<in> s" "\<forall>n. g n = f (x n)" by auto hence "f \<circ> x = g" unfolding fun_eq_iff by auto then obtain l where "l\<in>s" and l:"(x ---> l) sequentially" using cs[unfolded complete_def, THEN spec[where x="x"]] using cauchy_isometric[OF `0<e` s f normf] and cfg and x(1) by auto hence "\<exists>l\<in>f ` s. (g ---> l) sequentially" using linear_continuous_at[OF f, unfolded continuous_at_sequentially, THEN spec[where x=x], of l] unfolding `f \<circ> x = g` by auto } thus ?thesis unfolding complete_def by auto qed lemma dist_0_norm: fixes x :: "'a::real_normed_vector" shows "dist 0 x = norm x" unfolding dist_norm by simp lemma injective_imp_isometric: fixes f::"'a::euclidean_space \<Rightarrow> 'b::euclidean_space" assumes s:"closed s" "subspace s" and f:"bounded_linear f" "\<forall>x\<in>s. (f x = 0) \<longrightarrow> (x = 0)" shows "\<exists>e>0. \<forall>x\<in>s. norm (f x) \<ge> e * norm(x)" proof(cases "s \<subseteq> {0::'a}") case True { fix x assume "x \<in> s" hence "x = 0" using True by auto hence "norm x \<le> norm (f x)" by auto } thus ?thesis by(auto intro!: exI[where x=1]) next interpret f: bounded_linear f by fact case False then obtain a where a:"a\<noteq>0" "a\<in>s" by auto from False have "s \<noteq> {}" by auto let ?S = "{f x| x. (x \<in> s \<and> norm x = norm a)}" let ?S' = "{x::'a. x\<in>s \<and> norm x = norm a}" let ?S'' = "{x::'a. norm x = norm a}" have "?S'' = frontier(cball 0 (norm a))" unfolding frontier_cball and dist_norm by auto hence "compact ?S''" using compact_frontier[OF compact_cball, of 0 "norm a"] by auto moreover have "?S' = s \<inter> ?S''" by auto ultimately have "compact ?S'" using closed_inter_compact[of s ?S''] using s(1) by auto moreover have *:"f ` ?S' = ?S" by auto ultimately have "compact ?S" using compact_continuous_image[OF linear_continuous_on[OF f(1)], of ?S'] by auto hence "closed ?S" using compact_imp_closed by auto moreover have "?S \<noteq> {}" using a by auto ultimately obtain b' where "b'\<in>?S" "\<forall>y\<in>?S. norm b' \<le> norm y" using distance_attains_inf[of ?S 0] unfolding dist_0_norm by auto then obtain b where "b\<in>s" and ba:"norm b = norm a" and b:"\<forall>x\<in>{x \<in> s. norm x = norm a}. norm (f b) \<le> norm (f x)" unfolding *[THEN sym] unfolding image_iff by auto let ?e = "norm (f b) / norm b" have "norm b > 0" using ba and a and norm_ge_zero by auto moreover have "norm (f b) > 0" using f(2)[THEN bspec[where x=b], OF `b\<in>s`] using `norm b >0` unfolding zero_less_norm_iff by auto ultimately have "0 < norm (f b) / norm b" by(simp only: divide_pos_pos) moreover { fix x assume "x\<in>s" hence "norm (f b) / norm b * norm x \<le> norm (f x)" proof(cases "x=0") case True thus "norm (f b) / norm b * norm x \<le> norm (f x)" by auto next case False hence *:"0 < norm a / norm x" using `a\<noteq>0` unfolding zero_less_norm_iff[THEN sym] by(simp only: divide_pos_pos) have "\<forall>c. \<forall>x\<in>s. c *\<^sub>R x \<in> s" using s[unfolded subspace_def] by auto hence "(norm a / norm x) *\<^sub>R x \<in> {x \<in> s. norm x = norm a}" using `x\<in>s` and `x\<noteq>0` by auto thus "norm (f b) / norm b * norm x \<le> norm (f x)" using b[THEN bspec[where x="(norm a / norm x) *\<^sub>R x"]] unfolding f.scaleR and ba using `x\<noteq>0` `a\<noteq>0` by (auto simp add: mult_commute pos_le_divide_eq pos_divide_le_eq) qed } ultimately show ?thesis by auto qed lemma closed_injective_image_subspace: fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space" assumes "subspace s" "bounded_linear f" "\<forall>x\<in>s. f x = 0 --> x = 0" "closed s" shows "closed(f ` s)" proof- obtain e where "e>0" and e:"\<forall>x\<in>s. e * norm x \<le> norm (f x)" using injective_imp_isometric[OF assms(4,1,2,3)] by auto show ?thesis using complete_isometric_image[OF `e>0` assms(1,2) e] and assms(4) unfolding complete_eq_closed[THEN sym] by auto qed subsection {* Some properties of a canonical subspace *} lemma subspace_substandard: "subspace {x::'a::euclidean_space. (\<forall>i<DIM('a). P i \<longrightarrow> x$$i = 0)}" unfolding subspace_def by auto lemma closed_substandard: "closed {x::'a::euclidean_space. \<forall>i<DIM('a). P i --> x$$i = 0}" (is "closed ?A") proof- let ?D = "{i. P i} \<inter> {..<DIM('a)}" have "closed (\<Inter>i\<in>?D. {x::'a. x$$i = 0})" by (simp add: closed_INT closed_Collect_eq) also have "(\<Inter>i\<in>?D. {x::'a. x$$i = 0}) = ?A" by auto finally show "closed ?A" . qed lemma dim_substandard: assumes "d\<subseteq>{..<DIM('a::euclidean_space)}" shows "dim {x::'a::euclidean_space. \<forall>i<DIM('a). i \<notin> d \<longrightarrow> x$$i = 0} = card d" (is "dim ?A = _") proof- let ?D = "{..<DIM('a)}" let ?B = "(basis::nat => 'a) ` d" let ?bas = "basis::nat \<Rightarrow> 'a" have "?B \<subseteq> ?A" by auto moreover { fix x::"'a" assume "x\<in>?A" hence "finite d" "x\<in>?A" using assms by(auto intro:finite_subset) hence "x\<in> span ?B" proof(induct d arbitrary: x) case empty hence "x=0" apply(subst euclidean_eq) by auto thus ?case using subspace_0[OF subspace_span[of "{}"]] by auto next case (insert k F) hence *:"\<forall>i<DIM('a). i \<notin> insert k F \<longrightarrow> x $$ i = 0" by auto have **:"F \<subseteq> insert k F" by auto def y \<equiv> "x - x$$k *\<^sub>R basis k" have y:"x = y + (x$$k) *\<^sub>R basis k" unfolding y_def by auto { fix i assume i':"i \<notin> F" hence "y $$ i = 0" unfolding y_def using *[THEN spec[where x=i]] by auto } hence "y \<in> span (basis ` F)" using insert(3) by auto hence "y \<in> span (basis ` (insert k F))" using span_mono[of "?bas ` F" "?bas ` (insert k F)"] using image_mono[OF **, of basis] using assms by auto moreover have "basis k \<in> span (?bas ` (insert k F))" by(rule span_superset, auto) hence "x$$k *\<^sub>R basis k \<in> span (?bas ` (insert k F))" using span_mul by auto ultimately have "y + x$$k *\<^sub>R basis k \<in> span (?bas ` (insert k F))" using span_add by auto thus ?case using y by auto qed } hence "?A \<subseteq> span ?B" by auto moreover { fix x assume "x \<in> ?B" hence "x\<in>{(basis i)::'a |i. i \<in> ?D}" using assms by auto } hence "independent ?B" using independent_mono[OF independent_basis, of ?B] and assms by auto moreover have "d \<subseteq> ?D" unfolding subset_eq using assms by auto hence *:"inj_on (basis::nat\<Rightarrow>'a) d" using subset_inj_on[OF basis_inj, of "d"] by auto have "card ?B = card d" unfolding card_image[OF *] by auto ultimately show ?thesis using dim_unique[of "basis ` d" ?A] by auto qed text{* Hence closure and completeness of all subspaces. *} lemma closed_subspace_lemma: "n \<le> card (UNIV::'n::finite set) \<Longrightarrow> \<exists>A::'n set. card A = n" apply (induct n) apply (rule_tac x="{}" in exI, simp) apply clarsimp apply (subgoal_tac "\<exists>x. x \<notin> A") apply (erule exE) apply (rule_tac x="insert x A" in exI, simp) apply (subgoal_tac "A \<noteq> UNIV", auto) done lemma closed_subspace: fixes s::"('a::euclidean_space) set" assumes "subspace s" shows "closed s" proof- have *:"dim s \<le> DIM('a)" using dim_subset_UNIV by auto def d \<equiv> "{..<dim s}" have t:"card d = dim s" unfolding d_def by auto let ?t = "{x::'a. \<forall>i<DIM('a). i \<notin> d \<longrightarrow> x$$i = 0}" have "\<exists>f. linear f \<and> f ` {x::'a. \<forall>i<DIM('a). i \<notin> d \<longrightarrow> x $$ i = 0} = s \<and> inj_on f {x::'a. \<forall>i<DIM('a). i \<notin> d \<longrightarrow> x $$ i = 0}" apply(rule subspace_isomorphism[OF subspace_substandard[of "\<lambda>i. i \<notin> d"]]) using dim_substandard[of d,where 'a='a] and t unfolding d_def using * assms by auto then guess f apply-by(erule exE conjE)+ note f = this interpret f: bounded_linear f using f unfolding linear_conv_bounded_linear by auto have "\<forall>x\<in>?t. f x = 0 \<longrightarrow> x = 0" using f.zero using f(3)[unfolded inj_on_def] by(erule_tac x=0 in ballE) auto moreover have "closed ?t" using closed_substandard . moreover have "subspace ?t" using subspace_substandard . ultimately show ?thesis using closed_injective_image_subspace[of ?t f] unfolding f(2) using f(1) unfolding linear_conv_bounded_linear by auto qed lemma complete_subspace: fixes s :: "('a::euclidean_space) set" shows "subspace s ==> complete s" using complete_eq_closed closed_subspace by auto lemma dim_closure: fixes s :: "('a::euclidean_space) set" shows "dim(closure s) = dim s" (is "?dc = ?d") proof- have "?dc \<le> ?d" using closure_minimal[OF span_inc, of s] using closed_subspace[OF subspace_span, of s] using dim_subset[of "closure s" "span s"] unfolding dim_span by auto thus ?thesis using dim_subset[OF closure_subset, of s] by auto qed subsection {* Affine transformations of intervals *} lemma real_affinity_le: "0 < (m::'a::linordered_field) ==> (m * x + c \<le> y \<longleftrightarrow> x \<le> inverse(m) * y + -(c / m))" by (simp add: field_simps inverse_eq_divide) lemma real_le_affinity: "0 < (m::'a::linordered_field) ==> (y \<le> m * x + c \<longleftrightarrow> inverse(m) * y + -(c / m) \<le> x)" by (simp add: field_simps inverse_eq_divide) lemma real_affinity_lt: "0 < (m::'a::linordered_field) ==> (m * x + c < y \<longleftrightarrow> x < inverse(m) * y + -(c / m))" by (simp add: field_simps inverse_eq_divide) lemma real_lt_affinity: "0 < (m::'a::linordered_field) ==> (y < m * x + c \<longleftrightarrow> inverse(m) * y + -(c / m) < x)" by (simp add: field_simps inverse_eq_divide) lemma real_affinity_eq: "(m::'a::linordered_field) \<noteq> 0 ==> (m * x + c = y \<longleftrightarrow> x = inverse(m) * y + -(c / m))" by (simp add: field_simps inverse_eq_divide) lemma real_eq_affinity: "(m::'a::linordered_field) \<noteq> 0 ==> (y = m * x + c \<longleftrightarrow> inverse(m) * y + -(c / m) = x)" by (simp add: field_simps inverse_eq_divide) lemma image_affinity_interval: fixes m::real fixes a b c :: "'a::ordered_euclidean_space" shows "(\<lambda>x. m *\<^sub>R x + c) ` {a .. b} = (if {a .. b} = {} then {} else (if 0 \<le> m then {m *\<^sub>R a + c .. m *\<^sub>R b + c} else {m *\<^sub>R b + c .. m *\<^sub>R a + c}))" proof(cases "m=0") { fix x assume "x \<le> c" "c \<le> x" hence "x=c" unfolding eucl_le[where 'a='a] apply- apply(subst euclidean_eq) by (auto intro: order_antisym) } moreover case True moreover have "c \<in> {m *\<^sub>R a + c..m *\<^sub>R b + c}" unfolding True by(auto simp add: eucl_le[where 'a='a]) ultimately show ?thesis by auto next case False { fix y assume "a \<le> y" "y \<le> b" "m > 0" hence "m *\<^sub>R a + c \<le> m *\<^sub>R y + c" "m *\<^sub>R y + c \<le> m *\<^sub>R b + c" unfolding eucl_le[where 'a='a] by auto } moreover { fix y assume "a \<le> y" "y \<le> b" "m < 0" hence "m *\<^sub>R b + c \<le> m *\<^sub>R y + c" "m *\<^sub>R y + c \<le> m *\<^sub>R a + c" unfolding eucl_le[where 'a='a] by(auto simp add: mult_left_mono_neg) } moreover { fix y assume "m > 0" "m *\<^sub>R a + c \<le> y" "y \<le> m *\<^sub>R b + c" hence "y \<in> (\<lambda>x. m *\<^sub>R x + c) ` {a..b}" unfolding image_iff Bex_def mem_interval eucl_le[where 'a='a] apply (intro exI[where x="(1 / m) *\<^sub>R (y - c)"]) by(auto simp add: pos_le_divide_eq pos_divide_le_eq mult_commute diff_le_iff) } moreover { fix y assume "m *\<^sub>R b + c \<le> y" "y \<le> m *\<^sub>R a + c" "m < 0" hence "y \<in> (\<lambda>x. m *\<^sub>R x + c) ` {a..b}" unfolding image_iff Bex_def mem_interval eucl_le[where 'a='a] apply (intro exI[where x="(1 / m) *\<^sub>R (y - c)"]) by(auto simp add: neg_le_divide_eq neg_divide_le_eq mult_commute diff_le_iff) } ultimately show ?thesis using False by auto qed lemma image_smult_interval:"(\<lambda>x. m *\<^sub>R (x::_::ordered_euclidean_space)) ` {a..b} = (if {a..b} = {} then {} else if 0 \<le> m then {m *\<^sub>R a..m *\<^sub>R b} else {m *\<^sub>R b..m *\<^sub>R a})" using image_affinity_interval[of m 0 a b] by auto subsection {* Banach fixed point theorem (not really topological...) *} lemma banach_fix: assumes s:"complete s" "s \<noteq> {}" and c:"0 \<le> c" "c < 1" and f:"(f ` s) \<subseteq> s" and lipschitz:"\<forall>x\<in>s. \<forall>y\<in>s. dist (f x) (f y) \<le> c * dist x y" shows "\<exists>! x\<in>s. (f x = x)" proof- have "1 - c > 0" using c by auto from s(2) obtain z0 where "z0 \<in> s" by auto def z \<equiv> "\<lambda>n. (f ^^ n) z0" { fix n::nat have "z n \<in> s" unfolding z_def proof(induct n) case 0 thus ?case using `z0 \<in>s` by auto next case Suc thus ?case using f by auto qed } note z_in_s = this def d \<equiv> "dist (z 0) (z 1)" have fzn:"\<And>n. f (z n) = z (Suc n)" unfolding z_def by auto { fix n::nat have "dist (z n) (z (Suc n)) \<le> (c ^ n) * d" proof(induct n) case 0 thus ?case unfolding d_def by auto next case (Suc m) hence "c * dist (z m) (z (Suc m)) \<le> c ^ Suc m * d" using `0 \<le> c` using mult_left_mono[of "dist (z m) (z (Suc m))" "c ^ m * d" c] by auto thus ?case using lipschitz[THEN bspec[where x="z m"], OF z_in_s, THEN bspec[where x="z (Suc m)"], OF z_in_s] unfolding fzn and mult_le_cancel_left by auto qed } note cf_z = this { fix n m::nat have "(1 - c) * dist (z m) (z (m+n)) \<le> (c ^ m) * d * (1 - c ^ n)" proof(induct n) case 0 show ?case by auto next case (Suc k) have "(1 - c) * dist (z m) (z (m + Suc k)) \<le> (1 - c) * (dist (z m) (z (m + k)) + dist (z (m + k)) (z (Suc (m + k))))" using dist_triangle and c by(auto simp add: dist_triangle) also have "\<dots> \<le> (1 - c) * (dist (z m) (z (m + k)) + c ^ (m + k) * d)" using cf_z[of "m + k"] and c by auto also have "\<dots> \<le> c ^ m * d * (1 - c ^ k) + (1 - c) * c ^ (m + k) * d" using Suc by (auto simp add: field_simps) also have "\<dots> = (c ^ m) * (d * (1 - c ^ k) + (1 - c) * c ^ k * d)" unfolding power_add by (auto simp add: field_simps) also have "\<dots> \<le> (c ^ m) * d * (1 - c ^ Suc k)" using c by (auto simp add: field_simps) finally show ?case by auto qed } note cf_z2 = this { fix e::real assume "e>0" hence "\<exists>N. \<forall>m n. N \<le> m \<and> N \<le> n \<longrightarrow> dist (z m) (z n) < e" proof(cases "d = 0") case True have *: "\<And>x. ((1 - c) * x \<le> 0) = (x \<le> 0)" using `1 - c > 0` by (metis mult_zero_left mult_commute real_mult_le_cancel_iff1) from True have "\<And>n. z n = z0" using cf_z2[of 0] and c unfolding z_def by (simp add: *) thus ?thesis using `e>0` by auto next case False hence "d>0" unfolding d_def using zero_le_dist[of "z 0" "z 1"] by (metis False d_def less_le) hence "0 < e * (1 - c) / d" using `e>0` and `1-c>0` using divide_pos_pos[of "e * (1 - c)" d] and mult_pos_pos[of e "1 - c"] by auto then obtain N where N:"c ^ N < e * (1 - c) / d" using real_arch_pow_inv[of "e * (1 - c) / d" c] and c by auto { fix m n::nat assume "m>n" and as:"m\<ge>N" "n\<ge>N" have *:"c ^ n \<le> c ^ N" using `n\<ge>N` and c using power_decreasing[OF `n\<ge>N`, of c] by auto have "1 - c ^ (m - n) > 0" using c and power_strict_mono[of c 1 "m - n"] using `m>n` by auto hence **:"d * (1 - c ^ (m - n)) / (1 - c) > 0" using mult_pos_pos[OF `d>0`, of "1 - c ^ (m - n)"] using divide_pos_pos[of "d * (1 - c ^ (m - n))" "1 - c"] using `0 < 1 - c` by auto have "dist (z m) (z n) \<le> c ^ n * d * (1 - c ^ (m - n)) / (1 - c)" using cf_z2[of n "m - n"] and `m>n` unfolding pos_le_divide_eq[OF `1-c>0`] by (auto simp add: mult_commute dist_commute) also have "\<dots> \<le> c ^ N * d * (1 - c ^ (m - n)) / (1 - c)" using mult_right_mono[OF * order_less_imp_le[OF **]] unfolding mult_assoc by auto also have "\<dots> < (e * (1 - c) / d) * d * (1 - c ^ (m - n)) / (1 - c)" using mult_strict_right_mono[OF N **] unfolding mult_assoc by auto also have "\<dots> = e * (1 - c ^ (m - n))" using c and `d>0` and `1 - c > 0` by auto also have "\<dots> \<le> e" using c and `1 - c ^ (m - n) > 0` and `e>0` using mult_right_le_one_le[of e "1 - c ^ (m - n)"] by auto finally have "dist (z m) (z n) < e" by auto } note * = this { fix m n::nat assume as:"N\<le>m" "N\<le>n" hence "dist (z n) (z m) < e" proof(cases "n = m") case True thus ?thesis using `e>0` by auto next case False thus ?thesis using as and *[of n m] *[of m n] unfolding nat_neq_iff by (auto simp add: dist_commute) qed } thus ?thesis by auto qed } hence "Cauchy z" unfolding cauchy_def by auto then obtain x where "x\<in>s" and x:"(z ---> x) sequentially" using s(1)[unfolded compact_def complete_def, THEN spec[where x=z]] and z_in_s by auto def e \<equiv> "dist (f x) x" have "e = 0" proof(rule ccontr) assume "e \<noteq> 0" hence "e>0" unfolding e_def using zero_le_dist[of "f x" x] by (metis dist_eq_0_iff dist_nz e_def) then obtain N where N:"\<forall>n\<ge>N. dist (z n) x < e / 2" using x[unfolded LIMSEQ_def, THEN spec[where x="e/2"]] by auto hence N':"dist (z N) x < e / 2" by auto have *:"c * dist (z N) x \<le> dist (z N) x" unfolding mult_le_cancel_right2 using zero_le_dist[of "z N" x] and c by (metis dist_eq_0_iff dist_nz order_less_asym less_le) have "dist (f (z N)) (f x) \<le> c * dist (z N) x" using lipschitz[THEN bspec[where x="z N"], THEN bspec[where x=x]] using z_in_s[of N] `x\<in>s` using c by auto also have "\<dots> < e / 2" using N' and c using * by auto finally show False unfolding fzn using N[THEN spec[where x="Suc N"]] and dist_triangle_half_r[of "z (Suc N)" "f x" e x] unfolding e_def by auto qed hence "f x = x" unfolding e_def by auto moreover { fix y assume "f y = y" "y\<in>s" hence "dist x y \<le> c * dist x y" using lipschitz[THEN bspec[where x=x], THEN bspec[where x=y]] using `x\<in>s` and `f x = x` by auto hence "dist x y = 0" unfolding mult_le_cancel_right1 using c and zero_le_dist[of x y] by auto hence "y = x" by auto } ultimately show ?thesis using `x\<in>s` by blast+ qed subsection {* Edelstein fixed point theorem *} lemma edelstein_fix: fixes s :: "'a::real_normed_vector set" assumes s:"compact s" "s \<noteq> {}" and gs:"(g ` s) \<subseteq> s" and dist:"\<forall>x\<in>s. \<forall>y\<in>s. x \<noteq> y \<longrightarrow> dist (g x) (g y) < dist x y" shows "\<exists>! x\<in>s. g x = x" proof(cases "\<exists>x\<in>s. g x \<noteq> x") obtain x where "x\<in>s" using s(2) by auto case False hence g:"\<forall>x\<in>s. g x = x" by auto { fix y assume "y\<in>s" hence "x = y" using `x\<in>s` and dist[THEN bspec[where x=x], THEN bspec[where x=y]] unfolding g[THEN bspec[where x=x], OF `x\<in>s`] unfolding g[THEN bspec[where x=y], OF `y\<in>s`] by auto } thus ?thesis using `x\<in>s` and g by blast+ next case True then obtain x where [simp]:"x\<in>s" and "g x \<noteq> x" by auto { fix x y assume "x \<in> s" "y \<in> s" hence "dist (g x) (g y) \<le> dist x y" using dist[THEN bspec[where x=x], THEN bspec[where x=y]] by auto } note dist' = this def y \<equiv> "g x" have [simp]:"y\<in>s" unfolding y_def using gs[unfolded image_subset_iff] and `x\<in>s` by blast def f \<equiv> "\<lambda>n. g ^^ n" have [simp]:"\<And>n z. g (f n z) = f (Suc n) z" unfolding f_def by auto have [simp]:"\<And>z. f 0 z = z" unfolding f_def by auto { fix n::nat and z assume "z\<in>s" have "f n z \<in> s" unfolding f_def proof(induct n) case 0 thus ?case using `z\<in>s` by simp next case (Suc n) thus ?case using gs[unfolded image_subset_iff] by auto qed } note fs = this { fix m n ::nat assume "m\<le>n" fix w z assume "w\<in>s" "z\<in>s" have "dist (f n w) (f n z) \<le> dist (f m w) (f m z)" using `m\<le>n` proof(induct n) case 0 thus ?case by auto next case (Suc n) thus ?case proof(cases "m\<le>n") case True thus ?thesis using Suc(1) using dist'[OF fs fs, OF `w\<in>s` `z\<in>s`, of n n] by auto next case False hence mn:"m = Suc n" using Suc(2) by simp show ?thesis unfolding mn by auto qed qed } note distf = this def h \<equiv> "\<lambda>n. (f n x, f n y)" let ?s2 = "s \<times> s" obtain l r where "l\<in>?s2" and r:"subseq r" and lr:"((h \<circ> r) ---> l) sequentially" using compact_Times [OF s(1) s(1), unfolded compact_def, THEN spec[where x=h]] unfolding h_def using fs[OF `x\<in>s`] and fs[OF `y\<in>s`] by blast def a \<equiv> "fst l" def b \<equiv> "snd l" have lab:"l = (a, b)" unfolding a_def b_def by simp have [simp]:"a\<in>s" "b\<in>s" unfolding a_def b_def using `l\<in>?s2` by auto have lima:"((fst \<circ> (h \<circ> r)) ---> a) sequentially" and limb:"((snd \<circ> (h \<circ> r)) ---> b) sequentially" using lr unfolding o_def a_def b_def by (rule tendsto_intros)+ { fix n::nat have *:"\<And>fx fy (x::'a) y. dist fx fy \<le> dist x y \<Longrightarrow> \<not> (dist (fx - fy) (a - b) < dist a b - dist x y)" unfolding dist_norm by norm { fix x y :: 'a have "dist (-x) (-y) = dist x y" unfolding dist_norm using norm_minus_cancel[of "x - y"] by (auto simp add: uminus_add_conv_diff) } note ** = this { assume as:"dist a b > dist (f n x) (f n y)" then obtain Na Nb where "\<forall>m\<ge>Na. dist (f (r m) x) a < (dist a b - dist (f n x) (f n y)) / 2" and "\<forall>m\<ge>Nb. dist (f (r m) y) b < (dist a b - dist (f n x) (f n y)) / 2" using lima limb unfolding h_def LIMSEQ_def by (fastforce simp del: less_divide_eq_number_of1) hence "dist (f (r (Na + Nb + n)) x - f (r (Na + Nb + n)) y) (a - b) < dist a b - dist (f n x) (f n y)" apply(erule_tac x="Na+Nb+n" in allE) apply(erule_tac x="Na+Nb+n" in allE) apply simp using dist_triangle_add_half[of a "f (r (Na + Nb + n)) x" "dist a b - dist (f n x) (f n y)" "-b" "- f (r (Na + Nb + n)) y"] unfolding ** by (auto simp add: algebra_simps dist_commute) moreover have "dist (f (r (Na + Nb + n)) x - f (r (Na + Nb + n)) y) (a - b) \<ge> dist a b - dist (f n x) (f n y)" using distf[of n "r (Na+Nb+n)", OF _ `x\<in>s` `y\<in>s`] using subseq_bigger[OF r, of "Na+Nb+n"] using *[of "f (r (Na + Nb + n)) x" "f (r (Na + Nb + n)) y" "f n x" "f n y"] by auto ultimately have False by simp } hence "dist a b \<le> dist (f n x) (f n y)" by(rule ccontr)auto } note ab_fn = this have [simp]:"a = b" proof(rule ccontr) def e \<equiv> "dist a b - dist (g a) (g b)" assume "a\<noteq>b" hence "e > 0" unfolding e_def using dist by fastforce hence "\<exists>n. dist (f n x) a < e/2 \<and> dist (f n y) b < e/2" using lima limb unfolding LIMSEQ_def apply (auto elim!: allE[where x="e/2"]) apply(rename_tac N N', rule_tac x="r (max N N')" in exI) unfolding h_def by fastforce then obtain n where n:"dist (f n x) a < e/2 \<and> dist (f n y) b < e/2" by auto have "dist (f (Suc n) x) (g a) \<le> dist (f n x) a" using dist[THEN bspec[where x="f n x"], THEN bspec[where x="a"]] and fs by auto moreover have "dist (f (Suc n) y) (g b) \<le> dist (f n y) b" using dist[THEN bspec[where x="f n y"], THEN bspec[where x="b"]] and fs by auto ultimately have "dist (f (Suc n) x) (g a) + dist (f (Suc n) y) (g b) < e" using n by auto thus False unfolding e_def using ab_fn[of "Suc n"] by norm qed have [simp]:"\<And>n. f (Suc n) x = f n y" unfolding f_def y_def by(induct_tac n)auto { fix x y assume "x\<in>s" "y\<in>s" moreover fix e::real assume "e>0" ultimately have "dist y x < e \<longrightarrow> dist (g y) (g x) < e" using dist by fastforce } hence "continuous_on s g" unfolding continuous_on_iff by auto hence "((snd \<circ> h \<circ> r) ---> g a) sequentially" unfolding continuous_on_sequentially apply (rule allE[where x="\<lambda>n. (fst \<circ> h \<circ> r) n"]) apply (erule ballE[where x=a]) using lima unfolding h_def o_def using fs[OF `x\<in>s`] by (auto simp add: y_def) hence "g a = a" using tendsto_unique[OF trivial_limit_sequentially limb, of "g a"] unfolding `a=b` and o_assoc by auto moreover { fix x assume "x\<in>s" "g x = x" "x\<noteq>a" hence "False" using dist[THEN bspec[where x=a], THEN bspec[where x=x]] using `g a = a` and `a\<in>s` by auto } ultimately show "\<exists>!x\<in>s. g x = x" using `a\<in>s` by blast qed declare tendsto_const [intro] (* FIXME: move *) end