--- a/src/HOL/Multivariate_Analysis/Derivative.thy Tue Aug 09 23:54:17 2011 +0200
+++ b/src/HOL/Multivariate_Analysis/Derivative.thy Wed Aug 10 00:31:51 2011 -0700
@@ -73,7 +73,7 @@
apply(rule_tac x=d in exI) apply(erule conjE,rule,assumption) apply rule apply(erule_tac x="xa + x" in allE)
unfolding dist_norm netlimit_at_vector[of x] by (auto simp add: diff_diff_eq add.commute) qed qed
-subsection {* These are the only cases we'll care about, probably. *}
+text {* These are the only cases we'll care about, probably. *}
lemma has_derivative_within: "(f has_derivative f') (at x within s) \<longleftrightarrow>
bounded_linear f' \<and> ((\<lambda>y. (1 / norm(y - x)) *\<^sub>R (f y - (f x + f' (y - x)))) ---> 0) (at x within s)"
@@ -83,7 +83,7 @@
bounded_linear f' \<and> ((\<lambda>y. (1 / (norm(y - x))) *\<^sub>R (f y - (f x + f' (y - x)))) ---> 0) (at x)"
apply(subst within_UNIV[THEN sym]) unfolding has_derivative_within unfolding within_UNIV by auto
-subsection {* More explicit epsilon-delta forms. *}
+text {* More explicit epsilon-delta forms. *}
lemma has_derivative_within':
"(f has_derivative f')(at x within s) \<longleftrightarrow> bounded_linear f' \<and>
@@ -133,17 +133,18 @@
"(f has_derivative f') net \<Longrightarrow> linear f'"
by (rule derivative_linear [THEN bounded_linear_imp_linear])
-subsection {* Combining theorems. *}
+subsubsection {* Combining theorems. *}
lemma (in bounded_linear) has_derivative: "(f has_derivative f) net"
unfolding has_derivative_def apply(rule,rule bounded_linear_axioms)
- unfolding diff by(simp add: Lim_const)
+ unfolding diff by (simp add: tendsto_const)
lemma has_derivative_id: "((\<lambda>x. x) has_derivative (\<lambda>h. h)) net"
apply(rule bounded_linear.has_derivative) using bounded_linear_ident[unfolded id_def] by simp
lemma has_derivative_const: "((\<lambda>x. c) has_derivative (\<lambda>h. 0)) net"
- unfolding has_derivative_def apply(rule,rule bounded_linear_zero) by(simp add: Lim_const)
+ unfolding has_derivative_def
+ by (rule, rule bounded_linear_zero, simp add: tendsto_const)
lemma (in bounded_linear) cmul: shows "bounded_linear (\<lambda>x. (c::real) *\<^sub>R f x)"
proof -
@@ -156,7 +157,8 @@
lemma has_derivative_cmul: assumes "(f has_derivative f') net" shows "((\<lambda>x. c *\<^sub>R f(x)) has_derivative (\<lambda>h. c *\<^sub>R f'(h))) net"
unfolding has_derivative_def apply(rule,rule bounded_linear.cmul)
- using assms[unfolded has_derivative_def] using Lim_cmul[OF assms[unfolded has_derivative_def,THEN conjunct2]]
+ using assms[unfolded has_derivative_def]
+ using scaleR.tendsto[OF tendsto_const assms[unfolded has_derivative_def,THEN conjunct2]]
unfolding scaleR_right_diff_distrib scaleR_right_distrib by auto
lemma has_derivative_cmul_eq: assumes "c \<noteq> 0"
@@ -171,34 +173,35 @@
lemma has_derivative_neg_eq: "((\<lambda>x. -(f x)) has_derivative (\<lambda>h. -(f' h))) net \<longleftrightarrow> (f has_derivative f') net"
apply(rule, drule_tac[!] has_derivative_neg) by auto
-lemma has_derivative_add: assumes "(f has_derivative f') net" "(g has_derivative g') net"
- shows "((\<lambda>x. f(x) + g(x)) has_derivative (\<lambda>h. f'(h) + g'(h))) net" proof-
+lemma has_derivative_add:
+ assumes "(f has_derivative f') net" and "(g has_derivative g') net"
+ shows "((\<lambda>x. f(x) + g(x)) has_derivative (\<lambda>h. f'(h) + g'(h))) net"
+proof-
note as = assms[unfolded has_derivative_def]
show ?thesis unfolding has_derivative_def apply(rule,rule bounded_linear_add)
- using Lim_add[OF as(1)[THEN conjunct2] as(2)[THEN conjunct2]] and as
- by (auto simp add:algebra_simps scaleR_right_diff_distrib scaleR_right_distrib) qed
+ using tendsto_add[OF as(1)[THEN conjunct2] as(2)[THEN conjunct2]] and as
+ by (auto simp add:algebra_simps scaleR_right_diff_distrib scaleR_right_distrib)
+qed
lemma has_derivative_add_const:"(f has_derivative f') net \<Longrightarrow> ((\<lambda>x. f x + c) has_derivative f') net"
apply(drule has_derivative_add) apply(rule has_derivative_const) by auto
lemma has_derivative_sub:
- "(f has_derivative f') net \<Longrightarrow> (g has_derivative g') net \<Longrightarrow> ((\<lambda>x. f(x) - g(x)) has_derivative (\<lambda>h. f'(h) - g'(h))) net"
- apply(drule has_derivative_add) apply(drule has_derivative_neg,assumption) by(simp add:algebra_simps)
+ assumes "(f has_derivative f') net" and "(g has_derivative g') net"
+ shows "((\<lambda>x. f(x) - g(x)) has_derivative (\<lambda>h. f'(h) - g'(h))) net"
+ unfolding diff_minus by (intro has_derivative_add has_derivative_neg assms)
-lemma has_derivative_setsum: assumes "finite s" "\<forall>a\<in>s. ((f a) has_derivative (f' a)) net"
+lemma has_derivative_setsum:
+ assumes "finite s" and "\<forall>a\<in>s. ((f a) has_derivative (f' a)) net"
shows "((\<lambda>x. setsum (\<lambda>a. f a x) s) has_derivative (\<lambda>h. setsum (\<lambda>a. f' a h) s)) net"
- apply(induct_tac s rule:finite_subset_induct[where A=s]) apply(rule assms(1))
-proof- fix x F assume as:"finite F" "x \<notin> F" "x\<in>s" "((\<lambda>x. \<Sum>a\<in>F. f a x) has_derivative (\<lambda>h. \<Sum>a\<in>F. f' a h)) net"
- thus "((\<lambda>xa. \<Sum>a\<in>insert x F. f a xa) has_derivative (\<lambda>h. \<Sum>a\<in>insert x F. f' a h)) net"
- unfolding setsum_insert[OF as(1,2)] apply-apply(rule has_derivative_add) apply(rule assms(2)[rule_format]) by auto
-qed(auto intro!: has_derivative_const)
+ using assms by (induct, simp_all add: has_derivative_const has_derivative_add)
lemma has_derivative_setsum_numseg:
"\<forall>i. m \<le> i \<and> i \<le> n \<longrightarrow> ((f i) has_derivative (f' i)) net \<Longrightarrow>
((\<lambda>x. setsum (\<lambda>i. f i x) {m..n::nat}) has_derivative (\<lambda>h. setsum (\<lambda>i. f' i h) {m..n})) net"
- apply(rule has_derivative_setsum) by auto
+ by (rule has_derivative_setsum) simp_all
-subsection {* somewhat different results for derivative of scalar multiplier. *}
+text {* Somewhat different results for derivative of scalar multiplier. *}
(** move **)
lemma linear_vmul_component:
@@ -211,7 +214,8 @@
unfolding euclidean_component_def
by (rule inner.bounded_linear_right)
-lemma has_derivative_vmul_component: fixes c::"'a::real_normed_vector \<Rightarrow> 'b::euclidean_space" and v::"'c::real_normed_vector"
+lemma has_derivative_vmul_component:
+ fixes c::"'a::real_normed_vector \<Rightarrow> 'b::euclidean_space" and v::"'c::real_normed_vector"
assumes "(c has_derivative c') net"
shows "((\<lambda>x. c(x)$$k *\<^sub>R v) has_derivative (\<lambda>x. (c' x)$$k *\<^sub>R v)) net" proof-
have *:"\<And>y. (c y $$ k *\<^sub>R v - (c (netlimit net) $$ k *\<^sub>R v + c' (y - netlimit net) $$ k *\<^sub>R v)) =
@@ -222,7 +226,8 @@
apply (rule bounded_linear_compose [OF scaleR.bounded_linear_left])
apply (rule bounded_linear_compose [OF bounded_linear_euclidean_component])
apply (rule derivative_linear [OF assms])
- apply(subst scaleR_zero_left[THEN sym, of v]) unfolding scaleR_scaleR apply(rule Lim_vmul)
+ apply(subst scaleR_zero_left[THEN sym, of v]) unfolding scaleR_scaleR
+ apply (intro tendsto_intros)
using assms[unfolded has_derivative_def] unfolding Lim o_def apply- apply(cases "trivial_limit net")
apply(rule,assumption,rule disjI2,rule,rule) proof-
have *:"\<And>x. x - 0 = (x::'a)" by auto
@@ -261,11 +266,13 @@
apply(drule Lim_inner[where a=v]) unfolding o_def
by(auto simp add:inner.scaleR_right inner.add_right inner.diff_right) qed
-lemmas has_derivative_intros = has_derivative_sub has_derivative_add has_derivative_cmul has_derivative_id has_derivative_const
- has_derivative_neg has_derivative_vmul_component has_derivative_vmul_at has_derivative_vmul_within has_derivative_cmul
- bounded_linear.has_derivative has_derivative_lift_dot
+lemmas has_derivative_intros =
+ has_derivative_sub has_derivative_add has_derivative_cmul has_derivative_id
+ has_derivative_const has_derivative_neg has_derivative_vmul_component
+ has_derivative_vmul_at has_derivative_vmul_within has_derivative_cmul
+ bounded_linear.has_derivative has_derivative_lift_dot
-subsection {* limit transformation for derivatives. *}
+subsubsection {* Limit transformation for derivatives *}
lemma has_derivative_transform_within:
assumes "0 < d" "x \<in> s" "\<forall>x'\<in>s. dist x' x < d \<longrightarrow> f x' = g x'" "(f has_derivative f') (at x within s)"
@@ -287,7 +294,7 @@
apply(rule Lim_transform_within_open[OF assms(1,2)]) defer apply assumption
apply(rule,rule) apply(drule assms(3)[rule_format]) using assms(3)[rule_format, OF assms(2)] by auto
-subsection {* differentiability. *}
+subsection {* Differentiability *}
no_notation Deriv.differentiable (infixl "differentiable" 60)
@@ -303,22 +310,28 @@
lemma differentiable_at_withinI: "f differentiable (at x) \<Longrightarrow> f differentiable (at x within s)"
unfolding differentiable_def using has_derivative_at_within by blast
-lemma differentiable_within_open: assumes "a \<in> s" "open s" shows
- "f differentiable (at a within s) \<longleftrightarrow> (f differentiable (at a))"
+lemma differentiable_within_open: (* TODO: delete *)
+ assumes "a \<in> s" and "open s"
+ shows "f differentiable (at a within s) \<longleftrightarrow> (f differentiable (at a))"
using assms by (simp only: at_within_interior interior_open)
-lemma differentiable_on_eq_differentiable_at: "open s \<Longrightarrow> (f differentiable_on s \<longleftrightarrow> (\<forall>x\<in>s. f differentiable at x))"
- unfolding differentiable_on_def by(auto simp add: differentiable_within_open)
+lemma differentiable_on_eq_differentiable_at:
+ "open s \<Longrightarrow> (f differentiable_on s \<longleftrightarrow> (\<forall>x\<in>s. f differentiable at x))"
+ unfolding differentiable_on_def
+ by (auto simp add: at_within_interior interior_open)
lemma differentiable_transform_within:
- assumes "0 < d" "x \<in> s" "\<forall>x'\<in>s. dist x' x < d \<longrightarrow> f x' = g x'" "f differentiable (at x within s)"
+ assumes "0 < d" and "x \<in> s" and "\<forall>x'\<in>s. dist x' x < d \<longrightarrow> f x' = g x'"
+ assumes "f differentiable (at x within s)"
shows "g differentiable (at x within s)"
- using assms(4) unfolding differentiable_def by(auto intro!: has_derivative_transform_within[OF assms(1-3)])
+ using assms(4) unfolding differentiable_def
+ by (auto intro!: has_derivative_transform_within[OF assms(1-3)])
lemma differentiable_transform_at:
assumes "0 < d" "\<forall>x'. dist x' x < d \<longrightarrow> f x' = g x'" "f differentiable at x"
shows "g differentiable at x"
- using assms(3) unfolding differentiable_def using has_derivative_transform_at[OF assms(1-2)] by auto
+ using assms(3) unfolding differentiable_def
+ using has_derivative_transform_at[OF assms(1-2)] by auto
subsection {* Frechet derivative and Jacobian matrix. *}
@@ -330,34 +343,50 @@
lemma linear_frechet_derivative:
shows "f differentiable net \<Longrightarrow> linear(frechet_derivative f net)"
- unfolding frechet_derivative_works has_derivative_def by (auto intro: bounded_linear_imp_linear)
+ unfolding frechet_derivative_works has_derivative_def
+ by (auto intro: bounded_linear_imp_linear)
-subsection {* Differentiability implies continuity. *}
+subsection {* Differentiability implies continuity *}
-lemma Lim_mul_norm_within: fixes f::"'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
+lemma Lim_mul_norm_within:
+ fixes f::"'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
shows "(f ---> 0) (at a within s) \<Longrightarrow> ((\<lambda>x. norm(x - a) *\<^sub>R f(x)) ---> 0) (at a within s)"
- unfolding Lim_within apply(rule,rule) apply(erule_tac x=e in allE,erule impE,assumption,erule exE,erule conjE)
- apply(rule_tac x="min d 1" in exI) apply rule defer apply(rule,erule_tac x=x in ballE) unfolding dist_norm diff_0_right
+ unfolding Lim_within apply(rule,rule)
+ apply(erule_tac x=e in allE,erule impE,assumption,erule exE,erule conjE)
+ apply(rule_tac x="min d 1" in exI) apply rule defer
+ apply(rule,erule_tac x=x in ballE) unfolding dist_norm diff_0_right
by(auto intro!: mult_strict_mono[of _ "1::real", unfolded mult_1_left])
-lemma differentiable_imp_continuous_within: assumes "f differentiable (at x within s)"
- shows "continuous (at x within s) f" proof-
- from assms guess f' unfolding differentiable_def has_derivative_within .. note f'=this
+lemma differentiable_imp_continuous_within:
+ assumes "f differentiable (at x within s)"
+ shows "continuous (at x within s) f"
+proof-
+ from assms guess f' unfolding differentiable_def has_derivative_within ..
+ note f'=this
then interpret bounded_linear f' by auto
have *:"\<And>xa. x\<noteq>xa \<Longrightarrow> (f' \<circ> (\<lambda>y. y - x)) xa + norm (xa - x) *\<^sub>R ((1 / norm (xa - x)) *\<^sub>R (f xa - (f x + f' (xa - x)))) - ((f' \<circ> (\<lambda>y. y - x)) x + 0) = f xa - f x"
using zero by auto
have **:"continuous (at x within s) (f' \<circ> (\<lambda>y. y - x))"
apply(rule continuous_within_compose) apply(rule continuous_intros)+
by(rule linear_continuous_within[OF f'[THEN conjunct1]])
- show ?thesis unfolding continuous_within using f'[THEN conjunct2, THEN Lim_mul_norm_within]
- apply-apply(drule Lim_add) apply(rule **[unfolded continuous_within]) unfolding Lim_within and dist_norm
- apply(rule,rule) apply(erule_tac x=e in allE) apply(erule impE|assumption)+ apply(erule exE,rule_tac x=d in exI)
- by(auto simp add:zero * elim!:allE) qed
+ show ?thesis unfolding continuous_within
+ using f'[THEN conjunct2, THEN Lim_mul_norm_within]
+ apply- apply(drule tendsto_add)
+ apply(rule **[unfolded continuous_within])
+ unfolding Lim_within and dist_norm
+ apply (rule, rule)
+ apply (erule_tac x=e in allE)
+ apply (erule impE | assumption)+
+ apply (erule exE, rule_tac x=d in exI)
+ by (auto simp add: zero * elim!: allE)
+qed
-lemma differentiable_imp_continuous_at: "f differentiable at x \<Longrightarrow> continuous (at x) f"
+lemma differentiable_imp_continuous_at:
+ "f differentiable at x \<Longrightarrow> continuous (at x) f"
by(rule differentiable_imp_continuous_within[of _ x UNIV, unfolded within_UNIV])
-lemma differentiable_imp_continuous_on: "f differentiable_on s \<Longrightarrow> continuous_on s f"
+lemma differentiable_imp_continuous_on:
+ "f differentiable_on s \<Longrightarrow> continuous_on s f"
unfolding differentiable_on_def continuous_on_eq_continuous_within
using differentiable_imp_continuous_within by blast
@@ -369,39 +398,56 @@
"f differentiable (at x within t) \<Longrightarrow> s \<subseteq> t \<Longrightarrow> f differentiable (at x within s)"
unfolding differentiable_def using has_derivative_within_subset by blast
-lemma differentiable_on_subset: "f differentiable_on t \<Longrightarrow> s \<subseteq> t \<Longrightarrow> f differentiable_on s"
+lemma differentiable_on_subset:
+ "f differentiable_on t \<Longrightarrow> s \<subseteq> t \<Longrightarrow> f differentiable_on s"
unfolding differentiable_on_def using differentiable_within_subset by blast
lemma differentiable_on_empty: "f differentiable_on {}"
unfolding differentiable_on_def by auto
-subsection {* Several results are easier using a "multiplied-out" variant. *)
-(* (I got this idea from Dieudonne's proof of the chain rule). *}
+text {* Several results are easier using a "multiplied-out" variant.
+(I got this idea from Dieudonne's proof of the chain rule). *}
lemma has_derivative_within_alt:
"(f has_derivative f') (at x within s) \<longleftrightarrow> bounded_linear f' \<and>
(\<forall>e>0. \<exists>d>0. \<forall>y\<in>s. norm(y - x) < d \<longrightarrow> norm(f(y) - f(x) - f'(y - x)) \<le> e * norm(y - x))" (is "?lhs \<longleftrightarrow> ?rhs")
-proof assume ?lhs thus ?rhs unfolding has_derivative_within apply-apply(erule conjE,rule,assumption)
- unfolding Lim_within apply(rule,erule_tac x=e in allE,rule,erule impE,assumption)
- apply(erule exE,rule_tac x=d in exI) apply(erule conjE,rule,assumption,rule,rule) proof-
+proof
+ assume ?lhs thus ?rhs
+ unfolding has_derivative_within apply-apply(erule conjE,rule,assumption)
+ unfolding Lim_within
+ apply(rule,erule_tac x=e in allE,rule,erule impE,assumption)
+ apply(erule exE,rule_tac x=d in exI)
+ apply(erule conjE,rule,assumption,rule,rule)
+ proof-
fix x y e d assume as:"0 < e" "0 < d" "norm (y - x) < d" "\<forall>xa\<in>s. 0 < dist xa x \<and> dist xa x < d \<longrightarrow>
dist ((1 / norm (xa - x)) *\<^sub>R (f xa - (f x + f' (xa - x)))) 0 < e" "y \<in> s" "bounded_linear f'"
then interpret bounded_linear f' by auto
show "norm (f y - f x - f' (y - x)) \<le> e * norm (y - x)" proof(cases "y=x")
- case True thus ?thesis using `bounded_linear f'` by(auto simp add: zero) next
+ case True thus ?thesis using `bounded_linear f'` by(auto simp add: zero)
+ next
case False hence "norm (f y - (f x + f' (y - x))) < e * norm (y - x)" using as(4)[rule_format, OF `y\<in>s`]
unfolding dist_norm diff_0_right using as(3)
using pos_divide_less_eq[OF False[unfolded dist_nz], unfolded dist_norm]
by (auto simp add: linear_0 linear_sub)
- thus ?thesis by(auto simp add:algebra_simps) qed qed next
- assume ?rhs thus ?lhs unfolding has_derivative_within Lim_within apply-apply(erule conjE,rule,assumption)
- apply(rule,erule_tac x="e/2" in allE,rule,erule impE) defer apply(erule exE,rule_tac x=d in exI)
- apply(erule conjE,rule,assumption,rule,rule) unfolding dist_norm diff_0_right norm_scaleR
- apply(erule_tac x=xa in ballE,erule impE) proof-
+ thus ?thesis by(auto simp add:algebra_simps)
+ qed
+ qed
+next
+ assume ?rhs thus ?lhs unfolding has_derivative_within Lim_within
+ apply-apply(erule conjE,rule,assumption)
+ apply(rule,erule_tac x="e/2" in allE,rule,erule impE) defer
+ apply(erule exE,rule_tac x=d in exI)
+ apply(erule conjE,rule,assumption,rule,rule)
+ unfolding dist_norm diff_0_right norm_scaleR
+ apply(erule_tac x=xa in ballE,erule impE)
+ proof-
fix e d y assume "bounded_linear f'" "0 < e" "0 < d" "y \<in> s" "0 < norm (y - x) \<and> norm (y - x) < d"
"norm (f y - f x - f' (y - x)) \<le> e / 2 * norm (y - x)"
thus "\<bar>1 / norm (y - x)\<bar> * norm (f y - (f x + f' (y - x))) < e"
- apply(rule_tac le_less_trans[of _ "e/2"]) by(auto intro!:mult_imp_div_pos_le simp add:algebra_simps) qed auto qed
+ apply(rule_tac le_less_trans[of _ "e/2"])
+ by(auto intro!:mult_imp_div_pos_le simp add:algebra_simps)
+ qed auto
+qed
lemma has_derivative_at_alt:
"(f has_derivative f') (at x) \<longleftrightarrow> bounded_linear f' \<and>
@@ -411,11 +457,14 @@
subsection {* The chain rule. *}
lemma diff_chain_within:
- assumes "(f has_derivative f') (at x within s)" "(g has_derivative g') (at (f x) within (f ` s))"
+ assumes "(f has_derivative f') (at x within s)"
+ assumes "(g has_derivative g') (at (f x) within (f ` s))"
shows "((g o f) has_derivative (g' o f'))(at x within s)"
- unfolding has_derivative_within_alt apply(rule,rule bounded_linear_compose[unfolded o_def[THEN sym]])
+ unfolding has_derivative_within_alt
+ apply(rule,rule bounded_linear_compose[unfolded o_def[THEN sym]])
apply(rule assms(2)[unfolded has_derivative_def,THEN conjE],assumption)
- apply(rule assms(1)[unfolded has_derivative_def,THEN conjE],assumption) proof(rule,rule)
+ apply(rule assms(1)[unfolded has_derivative_def,THEN conjE],assumption)
+proof(rule,rule)
note assms = assms[unfolded has_derivative_within_alt]
fix e::real assume "0<e"
guess B1 using bounded_linear.pos_bounded[OF assms(1)[THEN conjunct1, rule_format]] .. note B1 = this
@@ -436,50 +485,74 @@
hence 1:"norm (f y - f x - f' (y - x)) \<le> min (norm (y - x)) (e / 2 / B2 * norm (y - x))" using d1 d2 d by auto
have "norm (f y - f x) \<le> norm (f y - f x - f' (y - x)) + norm (f' (y - x))"
- using norm_triangle_sub[of "f y - f x" "f' (y - x)"] by(auto simp add:algebra_simps)
- also have "\<dots> \<le> norm (f y - f x - f' (y - x)) + B1 * norm (y - x)" apply(rule add_left_mono) using B1 by(auto simp add:algebra_simps)
- also have "\<dots> \<le> min (norm (y - x)) (e / 2 / B2 * norm (y - x)) + B1 * norm (y - x)" apply(rule add_right_mono) using d1 d2 d as by auto
+ using norm_triangle_sub[of "f y - f x" "f' (y - x)"]
+ by(auto simp add:algebra_simps)
+ also have "\<dots> \<le> norm (f y - f x - f' (y - x)) + B1 * norm (y - x)"
+ apply(rule add_left_mono) using B1 by(auto simp add:algebra_simps)
+ also have "\<dots> \<le> min (norm (y - x)) (e / 2 / B2 * norm (y - x)) + B1 * norm (y - x)"
+ apply(rule add_right_mono) using d1 d2 d as by auto
also have "\<dots> \<le> norm (y - x) + B1 * norm (y - x)" by auto
also have "\<dots> = norm (y - x) * (1 + B1)" by(auto simp add:field_simps)
finally have 3:"norm (f y - f x) \<le> norm (y - x) * (1 + B1)" by auto
- hence "norm (f y - f x) \<le> d * (1 + B1)" apply- apply(rule order_trans,assumption,rule mult_right_mono) using as B1 by auto
+ hence "norm (f y - f x) \<le> d * (1 + B1)" apply-
+ apply(rule order_trans,assumption,rule mult_right_mono)
+ using as B1 by auto
also have "\<dots> < de" using d B1 by(auto simp add:field_simps)
finally have "norm (g (f y) - g (f x) - g' (f y - f x)) \<le> e / 2 / (1 + B1) * norm (f y - f x)"
- apply-apply(rule de[THEN conjunct2,rule_format]) using `y\<in>s` using d as by auto
+ apply-apply(rule de[THEN conjunct2,rule_format])
+ using `y\<in>s` using d as by auto
also have "\<dots> = (e / 2) * (1 / (1 + B1) * norm (f y - f x))" by auto
- also have "\<dots> \<le> e / 2 * norm (y - x)" apply(rule mult_left_mono) using `e>0` and 3 using B1 and `e>0` by(auto simp add:divide_le_eq)
+ also have "\<dots> \<le> e / 2 * norm (y - x)" apply(rule mult_left_mono)
+ using `e>0` and 3 using B1 and `e>0` by(auto simp add:divide_le_eq)
finally have 4:"norm (g (f y) - g (f x) - g' (f y - f x)) \<le> e / 2 * norm (y - x)" by auto
interpret g': bounded_linear g' using assms(2) by auto
interpret f': bounded_linear f' using assms(1) by auto
have "norm (- g' (f' (y - x)) + g' (f y - f x)) = norm (g' (f y - f x - f' (y - x)))"
by(auto simp add:algebra_simps f'.diff g'.diff g'.add)
- also have "\<dots> \<le> B2 * norm (f y - f x - f' (y - x))" using B2 by(auto simp add:algebra_simps)
- also have "\<dots> \<le> B2 * (e / 2 / B2 * norm (y - x))" apply(rule mult_left_mono) using as d1 d2 d B2 by auto
+ also have "\<dots> \<le> B2 * norm (f y - f x - f' (y - x))" using B2
+ by (auto simp add: algebra_simps)
+ also have "\<dots> \<le> B2 * (e / 2 / B2 * norm (y - x))"
+ apply (rule mult_left_mono) using as d1 d2 d B2 by auto
also have "\<dots> \<le> e / 2 * norm (y - x)" using B2 by auto
finally have 5:"norm (- g' (f' (y - x)) + g' (f y - f x)) \<le> e / 2 * norm (y - x)" by auto
- have "norm (g (f y) - g (f x) - g' (f y - f x)) + norm (g (f y) - g (f x) - g' (f' (y - x)) - (g (f y) - g (f x) - g' (f y - f x))) \<le> e * norm (y - x)" using 5 4 by auto
- thus "norm ((g \<circ> f) y - (g \<circ> f) x - (g' \<circ> f') (y - x)) \<le> e * norm (y - x)" unfolding o_def apply- apply(rule order_trans, rule norm_triangle_sub) by assumption qed qed
+ have "norm (g (f y) - g (f x) - g' (f y - f x)) + norm (g (f y) - g (f x) - g' (f' (y - x)) - (g (f y) - g (f x) - g' (f y - f x))) \<le> e * norm (y - x)"
+ using 5 4 by auto
+ thus "norm ((g \<circ> f) y - (g \<circ> f) x - (g' \<circ> f') (y - x)) \<le> e * norm (y - x)"
+ unfolding o_def apply- apply(rule order_trans, rule norm_triangle_sub)
+ by assumption
+ qed
+qed
lemma diff_chain_at:
"(f has_derivative f') (at x) \<Longrightarrow> (g has_derivative g') (at (f x)) \<Longrightarrow> ((g o f) has_derivative (g' o f')) (at x)"
- using diff_chain_within[of f f' x UNIV g g'] using has_derivative_within_subset[of g g' "f x" UNIV "range f"] unfolding within_UNIV by auto
+ using diff_chain_within[of f f' x UNIV g g']
+ using has_derivative_within_subset[of g g' "f x" UNIV "range f"]
+ unfolding within_UNIV by auto
subsection {* Composition rules stated just for differentiability. *}
-lemma differentiable_const[intro]: "(\<lambda>z. c) differentiable (net::'a::real_normed_vector filter)"
+lemma differentiable_const [intro]:
+ "(\<lambda>z. c) differentiable (net::'a::real_normed_vector filter)"
unfolding differentiable_def using has_derivative_const by auto
-lemma differentiable_id[intro]: "(\<lambda>z. z) differentiable (net::'a::real_normed_vector filter)"
+lemma differentiable_id [intro]:
+ "(\<lambda>z. z) differentiable (net::'a::real_normed_vector filter)"
unfolding differentiable_def using has_derivative_id by auto
-lemma differentiable_cmul[intro]: "f differentiable net \<Longrightarrow> (\<lambda>x. c *\<^sub>R f(x)) differentiable (net::'a::real_normed_vector filter)"
- unfolding differentiable_def apply(erule exE, drule has_derivative_cmul) by auto
+lemma differentiable_cmul [intro]:
+ "f differentiable net \<Longrightarrow>
+ (\<lambda>x. c *\<^sub>R f(x)) differentiable (net::'a::real_normed_vector filter)"
+ unfolding differentiable_def
+ apply(erule exE, drule has_derivative_cmul) by auto
-lemma differentiable_neg[intro]: "f differentiable net \<Longrightarrow> (\<lambda>z. -(f z)) differentiable (net::'a::real_normed_vector filter)"
- unfolding differentiable_def apply(erule exE, drule has_derivative_neg) by auto
+lemma differentiable_neg [intro]:
+ "f differentiable net \<Longrightarrow>
+ (\<lambda>z. -(f z)) differentiable (net::'a::real_normed_vector filter)"
+ unfolding differentiable_def
+ apply(erule exE, drule has_derivative_neg) by auto
lemma differentiable_add: "f differentiable net \<Longrightarrow> g differentiable net
\<Longrightarrow> (\<lambda>z. f z + g z) differentiable (net::'a::real_normed_vector filter)"
@@ -488,14 +561,18 @@
lemma differentiable_sub: "f differentiable net \<Longrightarrow> g differentiable net
\<Longrightarrow> (\<lambda>z. f z - g z) differentiable (net::'a::real_normed_vector filter)"
- unfolding differentiable_def apply(erule exE)+ apply(rule_tac x="\<lambda>z. f' z - f'a z" in exI)
- apply(rule has_derivative_sub) by auto
+ unfolding differentiable_def apply(erule exE)+
+ apply(rule_tac x="\<lambda>z. f' z - f'a z" in exI)
+ apply(rule has_derivative_sub) by auto
lemma differentiable_setsum:
assumes "finite s" "\<forall>a\<in>s. (f a) differentiable net"
- shows "(\<lambda>x. setsum (\<lambda>a. f a x) s) differentiable net" proof-
+ shows "(\<lambda>x. setsum (\<lambda>a. f a x) s) differentiable net"
+proof-
guess f' using bchoice[OF assms(2)[unfolded differentiable_def]] ..
- thus ?thesis unfolding differentiable_def apply- apply(rule,rule has_derivative_setsum[where f'=f'],rule assms(1)) by auto qed
+ thus ?thesis unfolding differentiable_def apply-
+ apply(rule,rule has_derivative_setsum[where f'=f'],rule assms(1)) by auto
+qed
lemma differentiable_setsum_numseg:
shows "\<forall>i. m \<le> i \<and> i \<le> n \<longrightarrow> (f i) differentiable net \<Longrightarrow> (\<lambda>x. setsum (\<lambda>a. f a x) {m::nat..n}) differentiable net"
@@ -517,63 +594,102 @@
limit point from any direction. But OK for nontrivial intervals etc.
*}
-lemma frechet_derivative_unique_within: fixes f::"'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
- assumes "(f has_derivative f') (at x within s)" "(f has_derivative f'') (at x within s)"
- "(\<forall>i<DIM('a). \<forall>e>0. \<exists>d. 0 < abs(d) \<and> abs(d) < e \<and> (x + d *\<^sub>R basis i) \<in> s)" shows "f' = f''" proof-
+lemma frechet_derivative_unique_within:
+ fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
+ assumes "(f has_derivative f') (at x within s)"
+ assumes "(f has_derivative f'') (at x within s)"
+ assumes "(\<forall>i<DIM('a). \<forall>e>0. \<exists>d. 0 < abs(d) \<and> abs(d) < e \<and> (x + d *\<^sub>R basis i) \<in> s)"
+ shows "f' = f''"
+proof-
note as = assms(1,2)[unfolded has_derivative_def]
- then interpret f': bounded_linear f' by auto from as interpret f'': bounded_linear f'' by auto
- have "x islimpt s" unfolding islimpt_approachable proof(rule,rule)
- fix e::real assume "0<e" guess d using assms(3)[rule_format,OF DIM_positive `e>0`] ..
- thus "\<exists>x'\<in>s. x' \<noteq> x \<and> dist x' x < e" apply(rule_tac x="x + d *\<^sub>R basis 0" in bexI)
- unfolding dist_norm by auto qed
- hence *:"netlimit (at x within s) = x" apply-apply(rule netlimit_within) unfolding trivial_limit_within by simp
- show ?thesis apply(rule linear_eq_stdbasis) unfolding linear_conv_bounded_linear
- apply(rule as(1,2)[THEN conjunct1])+ proof(rule,rule,rule ccontr)
+ then interpret f': bounded_linear f' by auto
+ from as interpret f'': bounded_linear f'' by auto
+ have "x islimpt s" unfolding islimpt_approachable
+ proof(rule,rule)
+ fix e::real assume "0<e" guess d
+ using assms(3)[rule_format,OF DIM_positive `e>0`] ..
+ thus "\<exists>x'\<in>s. x' \<noteq> x \<and> dist x' x < e"
+ apply(rule_tac x="x + d *\<^sub>R basis 0" in bexI)
+ unfolding dist_norm by auto
+ qed
+ hence *:"netlimit (at x within s) = x" apply-apply(rule netlimit_within)
+ unfolding trivial_limit_within by simp
+ show ?thesis apply(rule linear_eq_stdbasis)
+ unfolding linear_conv_bounded_linear
+ apply(rule as(1,2)[THEN conjunct1])+
+ proof(rule,rule,rule ccontr)
fix i assume i:"i<DIM('a)" def e \<equiv> "norm (f' (basis i) - f'' (basis i))"
- assume "f' (basis i) \<noteq> f'' (basis i)" hence "e>0" unfolding e_def by auto
- guess d using Lim_sub[OF as(1,2)[THEN conjunct2], unfolded * Lim_within,rule_format,OF `e>0`] .. note d=this
+ assume "f' (basis i) \<noteq> f'' (basis i)"
+ hence "e>0" unfolding e_def by auto
+ guess d using tendsto_diff [OF as(1,2)[THEN conjunct2], unfolded * Lim_within,rule_format,OF `e>0`] .. note d=this
guess c using assms(3)[rule_format,OF i d[THEN conjunct1]] .. note c=this
have *:"norm (- ((1 / \<bar>c\<bar>) *\<^sub>R f' (c *\<^sub>R basis i)) + (1 / \<bar>c\<bar>) *\<^sub>R f'' (c *\<^sub>R basis i)) = norm ((1 / abs c) *\<^sub>R (- (f' (c *\<^sub>R basis i)) + f'' (c *\<^sub>R basis i)))"
unfolding scaleR_right_distrib by auto
also have "\<dots> = norm ((1 / abs c) *\<^sub>R (c *\<^sub>R (- (f' (basis i)) + f'' (basis i))))"
- unfolding f'.scaleR f''.scaleR unfolding scaleR_right_distrib scaleR_minus_right by auto
- also have "\<dots> = e" unfolding e_def using c[THEN conjunct1] using norm_minus_cancel[of "f' (basis i) - f'' (basis i)"] by (auto simp add: add.commute ab_diff_minus)
- finally show False using c using d[THEN conjunct2,rule_format,of "x + c *\<^sub>R basis i"]
- unfolding dist_norm unfolding f'.scaleR f''.scaleR f'.add f''.add f'.diff f''.diff
- scaleR_scaleR scaleR_right_diff_distrib scaleR_right_distrib using i by auto qed qed
+ unfolding f'.scaleR f''.scaleR
+ unfolding scaleR_right_distrib scaleR_minus_right by auto
+ also have "\<dots> = e" unfolding e_def using c[THEN conjunct1]
+ using norm_minus_cancel[of "f' (basis i) - f'' (basis i)"]
+ by (auto simp add: add.commute ab_diff_minus)
+ finally show False using c
+ using d[THEN conjunct2,rule_format,of "x + c *\<^sub>R basis i"]
+ unfolding dist_norm
+ unfolding f'.scaleR f''.scaleR f'.add f''.add f'.diff f''.diff
+ scaleR_scaleR scaleR_right_diff_distrib scaleR_right_distrib
+ using i by auto
+ qed
+qed
lemma frechet_derivative_unique_at:
shows "(f has_derivative f') (at x) \<Longrightarrow> (f has_derivative f'') (at x) \<Longrightarrow> f' = f''"
unfolding FDERIV_conv_has_derivative [symmetric]
by (rule FDERIV_unique)
-lemma continuous_isCont: "isCont f x = continuous (at x) f" unfolding isCont_def LIM_def
+lemma continuous_isCont: "isCont f x = continuous (at x) f"
+ unfolding isCont_def LIM_def
unfolding continuous_at Lim_at unfolding dist_nz by auto
-lemma frechet_derivative_unique_within_closed_interval: fixes f::"'a::ordered_euclidean_space \<Rightarrow> 'b::real_normed_vector"
- assumes "\<forall>i<DIM('a). a$$i < b$$i" "x \<in> {a..b}" (is "x\<in>?I") and
- "(f has_derivative f' ) (at x within {a..b})" and
- "(f has_derivative f'') (at x within {a..b})"
- shows "f' = f''" apply(rule frechet_derivative_unique_within) apply(rule assms(3,4))+ proof(rule,rule,rule,rule)
+lemma frechet_derivative_unique_within_closed_interval:
+ fixes f::"'a::ordered_euclidean_space \<Rightarrow> 'b::real_normed_vector"
+ assumes "\<forall>i<DIM('a). a$$i < b$$i" "x \<in> {a..b}" (is "x\<in>?I")
+ assumes "(f has_derivative f' ) (at x within {a..b})"
+ assumes "(f has_derivative f'') (at x within {a..b})"
+ shows "f' = f''"
+ apply(rule frechet_derivative_unique_within)
+ apply(rule assms(3,4))+
+proof(rule,rule,rule,rule)
fix e::real and i assume "e>0" and i:"i<DIM('a)"
- thus "\<exists>d. 0 < \<bar>d\<bar> \<and> \<bar>d\<bar> < e \<and> x + d *\<^sub>R basis i \<in> {a..b}" proof(cases "x$$i=a$$i")
- case True thus ?thesis apply(rule_tac x="(min (b$$i - a$$i) e) / 2" in exI)
+ thus "\<exists>d. 0 < \<bar>d\<bar> \<and> \<bar>d\<bar> < e \<and> x + d *\<^sub>R basis i \<in> {a..b}"
+ proof(cases "x$$i=a$$i")
+ case True thus ?thesis
+ apply(rule_tac x="(min (b$$i - a$$i) e) / 2" in exI)
using assms(1)[THEN spec[where x=i]] and `e>0` and assms(2)
- unfolding mem_interval euclidean_simps basis_component using i by(auto simp add:field_simps)
+ unfolding mem_interval euclidean_simps basis_component
+ using i by (auto simp add: field_simps)
next note * = assms(2)[unfolded mem_interval,THEN spec[where x=i]]
case False moreover have "a $$ i < x $$ i" using False * by auto
- moreover { have "a $$ i * 2 + min (x $$ i - a $$ i) e \<le> a$$i *2 + x$$i - a$$i" by auto
- also have "\<dots> = a$$i + x$$i" by auto also have "\<dots> \<le> 2 * x$$i" using * by auto
- finally have "a $$ i * 2 + min (x $$ i - a $$ i) e \<le> x $$ i * 2" by auto }
+ moreover {
+ have "a $$ i * 2 + min (x $$ i - a $$ i) e \<le> a$$i *2 + x$$i - a$$i"
+ by auto
+ also have "\<dots> = a$$i + x$$i" by auto
+ also have "\<dots> \<le> 2 * x$$i" using * by auto
+ finally have "a $$ i * 2 + min (x $$ i - a $$ i) e \<le> x $$ i * 2" by auto
+ }
moreover have "min (x $$ i - a $$ i) e \<ge> 0" using * and `e>0` by auto
hence "x $$ i * 2 \<le> b $$ i * 2 + min (x $$ i - a $$ i) e" using * by auto
- ultimately show ?thesis apply(rule_tac x="- (min (x$$i - a$$i) e) / 2" in exI)
+ ultimately show ?thesis
+ apply(rule_tac x="- (min (x$$i - a$$i) e) / 2" in exI)
using assms(1)[THEN spec[where x=i]] and `e>0` and assms(2)
- unfolding mem_interval euclidean_simps basis_component using i by(auto simp add:field_simps) qed qed
+ unfolding mem_interval euclidean_simps basis_component
+ using i by (auto simp add: field_simps)
+ qed
+qed
-lemma frechet_derivative_unique_within_open_interval: fixes f::"'a::ordered_euclidean_space \<Rightarrow> 'b::real_normed_vector"
- assumes "x \<in> {a<..<b}" "(f has_derivative f' ) (at x within {a<..<b})"
- "(f has_derivative f'') (at x within {a<..<b})"
+lemma frechet_derivative_unique_within_open_interval:
+ fixes f::"'a::ordered_euclidean_space \<Rightarrow> 'b::real_normed_vector"
+ assumes "x \<in> {a<..<b}"
+ assumes "(f has_derivative f' ) (at x within {a<..<b})"
+ assumes "(f has_derivative f'') (at x within {a<..<b})"
shows "f' = f''"
proof -
from assms(1) have *: "at x within {a<..<b} = at x"
@@ -587,8 +703,10 @@
apply(rule frechet_derivative_unique_at[of f],assumption)
unfolding frechet_derivative_works[THEN sym] using differentiable_def by auto
-lemma frechet_derivative_within_closed_interval: fixes f::"'a::ordered_euclidean_space \<Rightarrow> 'b::real_normed_vector"
- assumes "\<forall>i<DIM('a). a$$i < b$$i" "x \<in> {a..b}" "(f has_derivative f') (at x within {a.. b})"
+lemma frechet_derivative_within_closed_interval:
+ fixes f::"'a::ordered_euclidean_space \<Rightarrow> 'b::real_normed_vector"
+ assumes "\<forall>i<DIM('a). a$$i < b$$i" and "x \<in> {a..b}"
+ assumes "(f has_derivative f') (at x within {a.. b})"
shows "frechet_derivative f (at x within {a.. b}) = f'"
apply(rule frechet_derivative_unique_within_closed_interval[where f=f])
apply(rule assms(1,2))+ unfolding frechet_derivative_works[THEN sym]
@@ -660,11 +778,13 @@
have ***: "\<And>y y1 y2 d dx::real.
(y1\<le>y\<and>y2\<le>y) \<or> (y\<le>y1\<and>y\<le>y2) \<Longrightarrow> d < abs dx \<Longrightarrow> abs(y1 - y - - dx) \<le> d \<Longrightarrow> (abs (y2 - y - dx) \<le> d) \<Longrightarrow> False" by arith
show False apply(rule ***[OF **, where dx="d * ?D k $$ j" and d="\<bar>?D k $$ j\<bar> / 2 * \<bar>d\<bar>"])
- using *[of "-d"] and *[of d] and d[THEN conjunct1] and j unfolding mult_minus_left
- unfolding abs_mult diff_minus_eq_add scaleR.minus_left unfolding algebra_simps by (auto intro: mult_pos_pos)
+ using *[of "-d"] and *[of d] and d[THEN conjunct1] and j
+ unfolding mult_minus_left
+ unfolding abs_mult diff_minus_eq_add scaleR.minus_left
+ unfolding algebra_simps by (auto intro: mult_pos_pos)
qed
-subsection {* In particular if we have a mapping into @{typ "real"}. *}
+text {* In particular if we have a mapping into @{typ "real"}. *}
lemma differential_zero_maxmin:
fixes f::"'a\<Colon>euclidean_space \<Rightarrow> real"
@@ -673,7 +793,8 @@
and mono: "(\<forall>y\<in>s. f y \<le> f x) \<or> (\<forall>y\<in>s. f x \<le> f y)"
shows "f' = (\<lambda>v. 0)"
proof -
- obtain e where e:"e>0" "ball x e \<subseteq> s" using `open s`[unfolded open_contains_ball] and `x \<in> s` by auto
+ obtain e where e:"e>0" "ball x e \<subseteq> s"
+ using `open s`[unfolded open_contains_ball] and `x \<in> s` by auto
with differential_zero_maxmin_component[where 'b=real, of 0 e x f, simplified]
have "(\<chi>\<chi> j. frechet_derivative f (at x) (basis j)) = (0::'a)"
unfolding differentiable_def using mono deriv by auto
@@ -685,273 +806,431 @@
qed
lemma rolle: fixes f::"real\<Rightarrow>real"
- assumes "a < b" "f a = f b" "continuous_on {a..b} f"
- "\<forall>x\<in>{a<..<b}. (f has_derivative f'(x)) (at x)"
- shows "\<exists>x\<in>{a<..<b}. f' x = (\<lambda>v. 0)" proof-
- have "\<exists>x\<in>{a<..<b}. ((\<forall>y\<in>{a<..<b}. f x \<le> f y) \<or> (\<forall>y\<in>{a<..<b}. f y \<le> f x))" proof-
- have "(a + b) / 2 \<in> {a .. b}" using assms(1) by auto hence *:"{a .. b}\<noteq>{}" by auto
+ assumes "a < b" and "f a = f b" and "continuous_on {a..b} f"
+ assumes "\<forall>x\<in>{a<..<b}. (f has_derivative f'(x)) (at x)"
+ shows "\<exists>x\<in>{a<..<b}. f' x = (\<lambda>v. 0)"
+proof-
+ have "\<exists>x\<in>{a<..<b}. ((\<forall>y\<in>{a<..<b}. f x \<le> f y) \<or> (\<forall>y\<in>{a<..<b}. f y \<le> f x))"
+ proof-
+ have "(a + b) / 2 \<in> {a .. b}" using assms(1) by auto
+ hence *:"{a .. b}\<noteq>{}" by auto
guess d using continuous_attains_sup[OF compact_interval * assms(3)] .. note d=this
guess c using continuous_attains_inf[OF compact_interval * assms(3)] .. note c=this
- show ?thesis proof(cases "d\<in>{a<..<b} \<or> c\<in>{a<..<b}")
- case True thus ?thesis apply(erule_tac disjE) apply(rule_tac x=d in bexI)
- apply(rule_tac[3] x=c in bexI) using d c by auto next def e \<equiv> "(a + b) /2"
+ show ?thesis
+ proof(cases "d\<in>{a<..<b} \<or> c\<in>{a<..<b}")
+ case True thus ?thesis
+ apply(erule_tac disjE) apply(rule_tac x=d in bexI)
+ apply(rule_tac[3] x=c in bexI)
+ using d c by auto
+ next
+ def e \<equiv> "(a + b) /2"
case False hence "f d = f c" using d c assms(2) by auto
- hence "\<And>x. x\<in>{a..b} \<Longrightarrow> f x = f d" using c d apply- apply(erule_tac x=x in ballE)+ by auto
- thus ?thesis apply(rule_tac x=e in bexI) unfolding e_def using assms(1) by auto qed qed
+ hence "\<And>x. x\<in>{a..b} \<Longrightarrow> f x = f d"
+ using c d apply- apply(erule_tac x=x in ballE)+ by auto
+ thus ?thesis
+ apply(rule_tac x=e in bexI) unfolding e_def using assms(1) by auto
+ qed
+ qed
then guess x .. note x=this
- hence "f' x = (\<lambda>v. 0)" apply(rule_tac differential_zero_maxmin[of x "{a<..<b}" f "f' x"])
+ hence "f' x = (\<lambda>v. 0)"
+ apply(rule_tac differential_zero_maxmin[of x "{a<..<b}" f "f' x"])
defer apply(rule open_interval)
apply(rule assms(4)[unfolded has_derivative_at[THEN sym],THEN bspec[where x=x]],assumption)
unfolding o_def apply(erule disjE,rule disjI2) by auto
thus ?thesis apply(rule_tac x=x in bexI) unfolding o_def apply rule
- apply(drule_tac x=v in fun_cong) using x(1) by auto qed
+ apply(drule_tac x=v in fun_cong) using x(1) by auto
+qed
subsection {* One-dimensional mean value theorem. *}
lemma mvt: fixes f::"real \<Rightarrow> real"
- assumes "a < b" "continuous_on {a .. b} f" "\<forall>x\<in>{a<..<b}. (f has_derivative (f' x)) (at x)"
- shows "\<exists>x\<in>{a<..<b}. (f b - f a = (f' x) (b - a))" proof-
+ assumes "a < b" and "continuous_on {a .. b} f"
+ assumes "\<forall>x\<in>{a<..<b}. (f has_derivative (f' x)) (at x)"
+ shows "\<exists>x\<in>{a<..<b}. (f b - f a = (f' x) (b - a))"
+proof-
have "\<exists>x\<in>{a<..<b}. (\<lambda>xa. f' x xa - (f b - f a) / (b - a) * xa) = (\<lambda>v. 0)"
- apply(rule rolle[OF assms(1), of "\<lambda>x. f x - (f b - f a) / (b - a) * x"]) defer
- apply(rule continuous_on_intros assms(2) continuous_on_cmul[where 'b=real, unfolded real_scaleR_def])+ proof
+ apply(rule rolle[OF assms(1), of "\<lambda>x. f x - (f b - f a) / (b - a) * x"])
+ defer
+ apply(rule continuous_on_intros assms(2) continuous_on_cmul[where 'b=real, unfolded real_scaleR_def])+
+ proof
fix x assume x:"x \<in> {a<..<b}"
show "((\<lambda>x. f x - (f b - f a) / (b - a) * x) has_derivative (\<lambda>xa. f' x xa - (f b - f a) / (b - a) * xa)) (at x)"
by(rule has_derivative_intros assms(3)[rule_format,OF x]
- has_derivative_cmul[where 'b=real, unfolded real_scaleR_def])+
+ has_derivative_cmul[where 'b=real, unfolded real_scaleR_def])+
qed(insert assms(1), auto simp add:field_simps)
- then guess x .. thus ?thesis apply(rule_tac x=x in bexI) apply(drule fun_cong[of _ _ "b - a"]) by auto qed
+ then guess x ..
+ thus ?thesis apply(rule_tac x=x in bexI)
+ apply(drule fun_cong[of _ _ "b - a"]) by auto
+qed
-lemma mvt_simple: fixes f::"real \<Rightarrow> real"
- assumes "a<b" "\<forall>x\<in>{a..b}. (f has_derivative f' x) (at x within {a..b})"
+lemma mvt_simple:
+ fixes f::"real \<Rightarrow> real"
+ assumes "a<b" and "\<forall>x\<in>{a..b}. (f has_derivative f' x) (at x within {a..b})"
shows "\<exists>x\<in>{a<..<b}. f b - f a = f' x (b - a)"
- apply(rule mvt) apply(rule assms(1), rule differentiable_imp_continuous_on)
- unfolding differentiable_on_def differentiable_def defer proof
+ apply(rule mvt)
+ apply(rule assms(1), rule differentiable_imp_continuous_on)
+ unfolding differentiable_on_def differentiable_def defer
+proof
fix x assume x:"x \<in> {a<..<b}" show "(f has_derivative f' x) (at x)"
unfolding has_derivative_within_open[OF x open_interval,THEN sym]
- apply(rule has_derivative_within_subset) apply(rule assms(2)[rule_format]) using x by auto qed(insert assms(2), auto)
+ apply(rule has_derivative_within_subset)
+ apply(rule assms(2)[rule_format])
+ using x by auto
+qed(insert assms(2), auto)
-lemma mvt_very_simple: fixes f::"real \<Rightarrow> real"
- assumes "a \<le> b" "\<forall>x\<in>{a..b}. (f has_derivative f'(x)) (at x within {a..b})"
- shows "\<exists>x\<in>{a..b}. f b - f a = f' x (b - a)" proof(cases "a = b")
+lemma mvt_very_simple:
+ fixes f::"real \<Rightarrow> real"
+ assumes "a \<le> b" and "\<forall>x\<in>{a..b}. (f has_derivative f'(x)) (at x within {a..b})"
+ shows "\<exists>x\<in>{a..b}. f b - f a = f' x (b - a)"
+proof (cases "a = b")
interpret bounded_linear "f' b" using assms(2) assms(1) by auto
case True thus ?thesis apply(rule_tac x=a in bexI)
using assms(2)[THEN bspec[where x=a]] unfolding has_derivative_def
unfolding True using zero by auto next
- case False thus ?thesis using mvt_simple[OF _ assms(2)] using assms(1) by auto qed
+ case False thus ?thesis using mvt_simple[OF _ assms(2)] using assms(1) by auto
+qed
-subsection {* A nice generalization (see Havin's proof of 5.19 from Rudin's book). *}
+text {* A nice generalization (see Havin's proof of 5.19 from Rudin's book). *}
-lemma mvt_general: fixes f::"real\<Rightarrow>'a::euclidean_space"
- assumes "a<b" "continuous_on {a..b} f" "\<forall>x\<in>{a<..<b}. (f has_derivative f'(x)) (at x)"
- shows "\<exists>x\<in>{a<..<b}. norm(f b - f a) \<le> norm(f'(x) (b - a))" proof-
+lemma mvt_general:
+ fixes f::"real\<Rightarrow>'a::euclidean_space"
+ assumes "a<b" and "continuous_on {a..b} f"
+ assumes "\<forall>x\<in>{a<..<b}. (f has_derivative f'(x)) (at x)"
+ shows "\<exists>x\<in>{a<..<b}. norm(f b - f a) \<le> norm(f'(x) (b - a))"
+proof-
have "\<exists>x\<in>{a<..<b}. (op \<bullet> (f b - f a) \<circ> f) b - (op \<bullet> (f b - f a) \<circ> f) a = (f b - f a) \<bullet> f' x (b - a)"
- apply(rule mvt) apply(rule assms(1)) apply(rule continuous_on_inner continuous_on_intros assms(2))+
- unfolding o_def apply(rule,rule has_derivative_lift_dot) using assms(3) by auto
+ apply(rule mvt) apply(rule assms(1))
+ apply(rule continuous_on_inner continuous_on_intros assms(2))+
+ unfolding o_def apply(rule,rule has_derivative_lift_dot)
+ using assms(3) by auto
then guess x .. note x=this
show ?thesis proof(cases "f a = f b")
case False
- have "norm (f b - f a) * norm (f b - f a) = norm (f b - f a)^2" by(simp add: power2_eq_square)
+ have "norm (f b - f a) * norm (f b - f a) = norm (f b - f a)^2"
+ by (simp add: power2_eq_square)
also have "\<dots> = (f b - f a) \<bullet> (f b - f a)" unfolding power2_norm_eq_inner ..
- also have "\<dots> = (f b - f a) \<bullet> f' x (b - a)" using x unfolding inner_simps by (auto simp add: inner_diff_left)
- also have "\<dots> \<le> norm (f b - f a) * norm (f' x (b - a))" by(rule norm_cauchy_schwarz)
- finally show ?thesis using False x(1) by(auto simp add: real_mult_left_cancel) next
- case True thus ?thesis using assms(1) apply(rule_tac x="(a + b) /2" in bexI) by auto qed qed
+ also have "\<dots> = (f b - f a) \<bullet> f' x (b - a)"
+ using x unfolding inner_simps by (auto simp add: inner_diff_left)
+ also have "\<dots> \<le> norm (f b - f a) * norm (f' x (b - a))"
+ by (rule norm_cauchy_schwarz)
+ finally show ?thesis using False x(1)
+ by (auto simp add: real_mult_left_cancel)
+ next
+ case True thus ?thesis using assms(1)
+ apply (rule_tac x="(a + b) /2" in bexI) by auto
+ qed
+qed
-subsection {* Still more general bound theorem. *}
+text {* Still more general bound theorem. *}
-lemma differentiable_bound: fixes f::"'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
- assumes "convex s" "\<forall>x\<in>s. (f has_derivative f'(x)) (at x within s)" "\<forall>x\<in>s. onorm(f' x) \<le> B" and x:"x\<in>s" and y:"y\<in>s"
- shows "norm(f x - f y) \<le> B * norm(x - y)" proof-
+lemma differentiable_bound:
+ fixes f::"'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
+ assumes "convex s" and "\<forall>x\<in>s. (f has_derivative f'(x)) (at x within s)"
+ assumes "\<forall>x\<in>s. onorm(f' x) \<le> B" and x:"x\<in>s" and y:"y\<in>s"
+ shows "norm(f x - f y) \<le> B * norm(x - y)"
+proof-
let ?p = "\<lambda>u. x + u *\<^sub>R (y - x)"
have *:"\<And>u. u\<in>{0..1} \<Longrightarrow> x + u *\<^sub>R (y - x) \<in> s"
- using assms(1)[unfolded convex_alt,rule_format,OF x y] unfolding scaleR_left_diff_distrib scaleR_right_diff_distrib by(auto simp add:algebra_simps)
- hence 1:"continuous_on {0..1} (f \<circ> ?p)" apply- apply(rule continuous_on_intros continuous_on_vmul)+
- unfolding continuous_on_eq_continuous_within apply(rule,rule differentiable_imp_continuous_within)
+ using assms(1)[unfolded convex_alt,rule_format,OF x y]
+ unfolding scaleR_left_diff_distrib scaleR_right_diff_distrib
+ by (auto simp add: algebra_simps)
+ hence 1:"continuous_on {0..1} (f \<circ> ?p)" apply-
+ apply(rule continuous_on_intros continuous_on_vmul)+
+ unfolding continuous_on_eq_continuous_within
+ apply(rule,rule differentiable_imp_continuous_within)
unfolding differentiable_def apply(rule_tac x="f' xa" in exI)
- apply(rule has_derivative_within_subset) apply(rule assms(2)[rule_format]) by auto
- have 2:"\<forall>u\<in>{0<..<1}. ((f \<circ> ?p) has_derivative f' (x + u *\<^sub>R (y - x)) \<circ> (\<lambda>u. 0 + u *\<^sub>R (y - x))) (at u)" proof rule case goal1
+ apply(rule has_derivative_within_subset)
+ apply(rule assms(2)[rule_format]) by auto
+ have 2:"\<forall>u\<in>{0<..<1}. ((f \<circ> ?p) has_derivative f' (x + u *\<^sub>R (y - x)) \<circ> (\<lambda>u. 0 + u *\<^sub>R (y - x))) (at u)"
+ proof rule
+ case goal1
let ?u = "x + u *\<^sub>R (y - x)"
have "(f \<circ> ?p has_derivative (f' ?u) \<circ> (\<lambda>u. 0 + u *\<^sub>R (y - x))) (at u within {0<..<1})"
apply(rule diff_chain_within) apply(rule has_derivative_intros)+
- apply(rule has_derivative_within_subset) apply(rule assms(2)[rule_format]) using goal1 * by auto
- thus ?case unfolding has_derivative_within_open[OF goal1 open_interval] by auto qed
+ apply(rule has_derivative_within_subset)
+ apply(rule assms(2)[rule_format]) using goal1 * by auto
+ thus ?case
+ unfolding has_derivative_within_open[OF goal1 open_interval] by auto
+ qed
guess u using mvt_general[OF zero_less_one 1 2] .. note u = this
- have **:"\<And>x y. x\<in>s \<Longrightarrow> norm (f' x y) \<le> B * norm y" proof- case goal1
+ have **:"\<And>x y. x\<in>s \<Longrightarrow> norm (f' x y) \<le> B * norm y"
+ proof-
+ case goal1
have "norm (f' x y) \<le> onorm (f' x) * norm y"
using onorm(1)[OF derivative_is_linear[OF assms(2)[rule_format,OF goal1]]] by assumption
- also have "\<dots> \<le> B * norm y" apply(rule mult_right_mono)
- using assms(3)[rule_format,OF goal1] by(auto simp add:field_simps)
- finally show ?case by simp qed
+ also have "\<dots> \<le> B * norm y"
+ apply(rule mult_right_mono)
+ using assms(3)[rule_format,OF goal1]
+ by(auto simp add:field_simps)
+ finally show ?case by simp
+ qed
have "norm (f x - f y) = norm ((f \<circ> (\<lambda>u. x + u *\<^sub>R (y - x))) 1 - (f \<circ> (\<lambda>u. x + u *\<^sub>R (y - x))) 0)"
by(auto simp add:norm_minus_commute)
also have "\<dots> \<le> norm (f' (x + u *\<^sub>R (y - x)) (y - x))" using u by auto
also have "\<dots> \<le> B * norm(y - x)" apply(rule **) using * and u by auto
- finally show ?thesis by(auto simp add:norm_minus_commute) qed
+ finally show ?thesis by(auto simp add:norm_minus_commute)
+qed
-lemma differentiable_bound_real: fixes f::"real \<Rightarrow> real"
- assumes "convex s" "\<forall>x\<in>s. (f has_derivative f' x) (at x within s)" "\<forall>x\<in>s. onorm(f' x) \<le> B" and x:"x\<in>s" and y:"y\<in>s"
+lemma differentiable_bound_real:
+ fixes f::"real \<Rightarrow> real"
+ assumes "convex s" and "\<forall>x\<in>s. (f has_derivative f' x) (at x within s)"
+ assumes "\<forall>x\<in>s. onorm(f' x) \<le> B" and x:"x\<in>s" and y:"y\<in>s"
shows "norm(f x - f y) \<le> B * norm(x - y)"
using differentiable_bound[of s f f' B x y]
unfolding Ball_def image_iff o_def using assms by auto
-subsection {* In particular. *}
+text {* In particular. *}
-lemma has_derivative_zero_constant: fixes f::"real\<Rightarrow>real"
+lemma has_derivative_zero_constant:
+ fixes f::"real\<Rightarrow>real"
assumes "convex s" "\<forall>x\<in>s. (f has_derivative (\<lambda>h. 0)) (at x within s)"
- shows "\<exists>c. \<forall>x\<in>s. f x = c" proof(cases "s={}")
+ shows "\<exists>c. \<forall>x\<in>s. f x = c"
+proof(cases "s={}")
case False then obtain x where "x\<in>s" by auto
have "\<And>y. y\<in>s \<Longrightarrow> f x = f y" proof- case goal1
- thus ?case using differentiable_bound_real[OF assms(1-2), of 0 x y] and `x\<in>s`
- unfolding onorm_const by auto qed
- thus ?thesis apply(rule_tac x="f x" in exI) by auto qed auto
+ thus ?case
+ using differentiable_bound_real[OF assms(1-2), of 0 x y] and `x\<in>s`
+ unfolding onorm_const by auto qed
+ thus ?thesis apply(rule_tac x="f x" in exI) by auto
+qed auto
lemma has_derivative_zero_unique: fixes f::"real\<Rightarrow>real"
- assumes "convex s" "a \<in> s" "f a = c" "\<forall>x\<in>s. (f has_derivative (\<lambda>h. 0)) (at x within s)" "x\<in>s"
- shows "f x = c" using has_derivative_zero_constant[OF assms(1,4)] using assms(2-3,5) by auto
+ assumes "convex s" and "a \<in> s" and "f a = c"
+ assumes "\<forall>x\<in>s. (f has_derivative (\<lambda>h. 0)) (at x within s)" and "x\<in>s"
+ shows "f x = c"
+ using has_derivative_zero_constant[OF assms(1,4)] using assms(2-3,5) by auto
subsection {* Differentiability of inverse function (most basic form). *}
-lemma has_derivative_inverse_basic: fixes f::"'b::euclidean_space \<Rightarrow> 'c::euclidean_space"
- assumes "(f has_derivative f') (at (g y))" "bounded_linear g'" "g' \<circ> f' = id" "continuous (at y) g"
- "open t" "y \<in> t" "\<forall>z\<in>t. f(g z) = z"
- shows "(g has_derivative g') (at y)" proof-
- interpret f': bounded_linear f' using assms unfolding has_derivative_def by auto
+lemma has_derivative_inverse_basic:
+ fixes f::"'b::euclidean_space \<Rightarrow> 'c::euclidean_space"
+ assumes "(f has_derivative f') (at (g y))"
+ assumes "bounded_linear g'" and "g' \<circ> f' = id" and "continuous (at y) g"
+ assumes "open t" and "y \<in> t" and "\<forall>z\<in>t. f(g z) = z"
+ shows "(g has_derivative g') (at y)"
+proof-
+ interpret f': bounded_linear f'
+ using assms unfolding has_derivative_def by auto
interpret g': bounded_linear g' using assms by auto
guess C using bounded_linear.pos_bounded[OF assms(2)] .. note C = this
(* have fgid:"\<And>x. g' (f' x) = x" using assms(3) unfolding o_def id_def apply()*)
- have lem1:"\<forall>e>0. \<exists>d>0. \<forall>z. norm(z - y) < d \<longrightarrow> norm(g z - g y - g'(z - y)) \<le> e * norm(g z - g y)" proof(rule,rule) case goal1
+ have lem1:"\<forall>e>0. \<exists>d>0. \<forall>z. norm(z - y) < d \<longrightarrow> norm(g z - g y - g'(z - y)) \<le> e * norm(g z - g y)"
+ proof(rule,rule)
+ case goal1
have *:"e / C > 0" apply(rule divide_pos_pos) using `e>0` C by auto
guess d0 using assms(1)[unfolded has_derivative_at_alt,THEN conjunct2,rule_format,OF *] .. note d0=this
guess d1 using assms(4)[unfolded continuous_at Lim_at,rule_format,OF d0[THEN conjunct1]] .. note d1=this
guess d2 using assms(5)[unfolded open_dist,rule_format,OF assms(6)] .. note d2=this
guess d using real_lbound_gt_zero[OF d1[THEN conjunct1] d2[THEN conjunct1]] .. note d=this
- thus ?case apply(rule_tac x=d in exI) apply rule defer proof(rule,rule)
- fix z assume as:"norm (z - y) < d" hence "z\<in>t" using d2 d unfolding dist_norm by auto
+ thus ?case apply(rule_tac x=d in exI) apply rule defer
+ proof(rule,rule)
+ fix z assume as:"norm (z - y) < d" hence "z\<in>t"
+ using d2 d unfolding dist_norm by auto
have "norm (g z - g y - g' (z - y)) \<le> norm (g' (f (g z) - y - f' (g z - g y)))"
- unfolding g'.diff f'.diff unfolding assms(3)[unfolded o_def id_def, THEN fun_cong]
- unfolding assms(7)[rule_format,OF `z\<in>t`] apply(subst norm_minus_cancel[THEN sym]) by auto
- also have "\<dots> \<le> norm(f (g z) - y - f' (g z - g y)) * C" by(rule C[THEN conjunct2,rule_format])
- also have "\<dots> \<le> (e / C) * norm (g z - g y) * C" apply(rule mult_right_mono)
- apply(rule d0[THEN conjunct2,rule_format,unfolded assms(7)[rule_format,OF `y\<in>t`]]) apply(cases "z=y") defer
- apply(rule d1[THEN conjunct2, unfolded dist_norm,rule_format]) using as d C d0 by auto
- also have "\<dots> \<le> e * norm (g z - g y)" using C by(auto simp add:field_simps)
- finally show "norm (g z - g y - g' (z - y)) \<le> e * norm (g z - g y)" by simp qed auto qed
- have *:"(0::real) < 1 / 2" by auto guess d using lem1[rule_format,OF *] .. note d=this def B\<equiv>"C*2"
+ unfolding g'.diff f'.diff
+ unfolding assms(3)[unfolded o_def id_def, THEN fun_cong]
+ unfolding assms(7)[rule_format,OF `z\<in>t`]
+ apply(subst norm_minus_cancel[THEN sym]) by auto
+ also have "\<dots> \<le> norm(f (g z) - y - f' (g z - g y)) * C"
+ by (rule C [THEN conjunct2, rule_format])
+ also have "\<dots> \<le> (e / C) * norm (g z - g y) * C"
+ apply(rule mult_right_mono)
+ apply(rule d0[THEN conjunct2,rule_format,unfolded assms(7)[rule_format,OF `y\<in>t`]])
+ apply(cases "z=y") defer
+ apply(rule d1[THEN conjunct2, unfolded dist_norm,rule_format])
+ using as d C d0 by auto
+ also have "\<dots> \<le> e * norm (g z - g y)"
+ using C by (auto simp add: field_simps)
+ finally show "norm (g z - g y - g' (z - y)) \<le> e * norm (g z - g y)"
+ by simp
+ qed auto
+ qed
+ have *:"(0::real) < 1 / 2" by auto
+ guess d using lem1[rule_format,OF *] .. note d=this
+ def B\<equiv>"C*2"
have "B>0" unfolding B_def using C by auto
- have lem2:"\<forall>z. norm(z - y) < d \<longrightarrow> norm(g z - g y) \<le> B * norm(z - y)" proof(rule,rule) case goal1
- have "norm (g z - g y) \<le> norm(g' (z - y)) + norm ((g z - g y) - g'(z - y))" by(rule norm_triangle_sub)
- also have "\<dots> \<le> norm(g' (z - y)) + 1 / 2 * norm (g z - g y)" apply(rule add_left_mono) using d and goal1 by auto
- also have "\<dots> \<le> norm (z - y) * C + 1 / 2 * norm (g z - g y)" apply(rule add_right_mono) using C by auto
- finally show ?case unfolding B_def by(auto simp add:field_simps) qed
- show ?thesis unfolding has_derivative_at_alt proof(rule,rule assms,rule,rule) case goal1
+ have lem2:"\<forall>z. norm(z - y) < d \<longrightarrow> norm(g z - g y) \<le> B * norm(z - y)"
+ proof(rule,rule) case goal1
+ have "norm (g z - g y) \<le> norm(g' (z - y)) + norm ((g z - g y) - g'(z - y))"
+ by(rule norm_triangle_sub)
+ also have "\<dots> \<le> norm(g' (z - y)) + 1 / 2 * norm (g z - g y)"
+ apply(rule add_left_mono) using d and goal1 by auto
+ also have "\<dots> \<le> norm (z - y) * C + 1 / 2 * norm (g z - g y)"
+ apply(rule add_right_mono) using C by auto
+ finally show ?case unfolding B_def by(auto simp add:field_simps)
+ qed
+ show ?thesis unfolding has_derivative_at_alt
+ proof(rule,rule assms,rule,rule) case goal1
hence *:"e/B >0" apply-apply(rule divide_pos_pos) using `B>0` by auto
guess d' using lem1[rule_format,OF *] .. note d'=this
guess k using real_lbound_gt_zero[OF d[THEN conjunct1] d'[THEN conjunct1]] .. note k=this
- show ?case apply(rule_tac x=k in exI,rule) defer proof(rule,rule) fix z assume as:"norm(z - y) < k"
- hence "norm (g z - g y - g' (z - y)) \<le> e / B * norm(g z - g y)" using d' k by auto
- also have "\<dots> \<le> e * norm(z - y)" unfolding times_divide_eq_left pos_divide_le_eq[OF `B>0`]
- using lem2[THEN spec[where x=z]] using k as using `e>0` by(auto simp add:field_simps)
- finally show "norm (g z - g y - g' (z - y)) \<le> e * norm (z - y)" by simp qed(insert k, auto) qed qed
+ show ?case
+ apply(rule_tac x=k in exI,rule) defer
+ proof(rule,rule)
+ fix z assume as:"norm(z - y) < k"
+ hence "norm (g z - g y - g' (z - y)) \<le> e / B * norm(g z - g y)"
+ using d' k by auto
+ also have "\<dots> \<le> e * norm(z - y)"
+ unfolding times_divide_eq_left pos_divide_le_eq[OF `B>0`]
+ using lem2[THEN spec[where x=z]] using k as using `e>0`
+ by (auto simp add: field_simps)
+ finally show "norm (g z - g y - g' (z - y)) \<le> e * norm (z - y)"
+ by simp qed(insert k, auto)
+ qed
+qed
-subsection {* Simply rewrite that based on the domain point x. *}
+text {* Simply rewrite that based on the domain point x. *}
-lemma has_derivative_inverse_basic_x: fixes f::"'b::euclidean_space \<Rightarrow> 'c::euclidean_space"
+lemma has_derivative_inverse_basic_x:
+ fixes f::"'b::euclidean_space \<Rightarrow> 'c::euclidean_space"
assumes "(f has_derivative f') (at x)" "bounded_linear g'" "g' o f' = id"
"continuous (at (f x)) g" "g(f x) = x" "open t" "f x \<in> t" "\<forall>y\<in>t. f(g y) = y"
shows "(g has_derivative g') (at (f(x)))"
apply(rule has_derivative_inverse_basic) using assms by auto
-subsection {* This is the version in Dieudonne', assuming continuity of f and g. *}
+text {* This is the version in Dieudonne', assuming continuity of f and g. *}
-lemma has_derivative_inverse_dieudonne: fixes f::"'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
+lemma has_derivative_inverse_dieudonne:
+ fixes f::"'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
assumes "open s" "open (f ` s)" "continuous_on s f" "continuous_on (f ` s) g" "\<forall>x\<in>s. g(f x) = x"
(**) "x\<in>s" "(f has_derivative f') (at x)" "bounded_linear g'" "g' o f' = id"
shows "(g has_derivative g') (at (f x))"
apply(rule has_derivative_inverse_basic_x[OF assms(7-9) _ _ assms(2)])
- using assms(3-6) unfolding continuous_on_eq_continuous_at[OF assms(1)] continuous_on_eq_continuous_at[OF assms(2)] by auto
+ using assms(3-6) unfolding continuous_on_eq_continuous_at[OF assms(1)]
+ continuous_on_eq_continuous_at[OF assms(2)] by auto
-subsection {* Here's the simplest way of not assuming much about g. *}
+text {* Here's the simplest way of not assuming much about g. *}
-lemma has_derivative_inverse: fixes f::"'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
+lemma has_derivative_inverse:
+ fixes f::"'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
assumes "compact s" "x \<in> s" "f x \<in> interior(f ` s)" "continuous_on s f"
"\<forall>y\<in>s. g(f y) = y" "(f has_derivative f') (at x)" "bounded_linear g'" "g' \<circ> f' = id"
- shows "(g has_derivative g') (at (f x))" proof-
+ shows "(g has_derivative g') (at (f x))"
+proof-
{ fix y assume "y\<in>interior (f ` s)"
- then obtain x where "x\<in>s" and *:"y = f x" unfolding image_iff using interior_subset by auto
- have "f (g y) = y" unfolding * and assms(5)[rule_format,OF `x\<in>s`] .. } note * = this
- show ?thesis apply(rule has_derivative_inverse_basic_x[OF assms(6-8)])
- apply(rule continuous_on_interior[OF _ assms(3)]) apply(rule continuous_on_inverse[OF assms(4,1)])
- apply(rule assms(2,5) assms(5)[rule_format] open_interior assms(3))+ by(rule, rule *, assumption) qed
+ then obtain x where "x\<in>s" and *:"y = f x"
+ unfolding image_iff using interior_subset by auto
+ have "f (g y) = y" unfolding * and assms(5)[rule_format,OF `x\<in>s`] ..
+ } note * = this
+ show ?thesis
+ apply(rule has_derivative_inverse_basic_x[OF assms(6-8)])
+ apply(rule continuous_on_interior[OF _ assms(3)])
+ apply(rule continuous_on_inverse[OF assms(4,1)])
+ apply(rule assms(2,5) assms(5)[rule_format] open_interior assms(3))+
+ by(rule, rule *, assumption)
+qed
subsection {* Proving surjectivity via Brouwer fixpoint theorem. *}
-lemma brouwer_surjective: fixes f::"'n::ordered_euclidean_space \<Rightarrow> 'n"
+lemma brouwer_surjective:
+ fixes f::"'n::ordered_euclidean_space \<Rightarrow> 'n"
assumes "compact t" "convex t" "t \<noteq> {}" "continuous_on t f"
"\<forall>x\<in>s. \<forall>y\<in>t. x + (y - f y) \<in> t" "x\<in>s"
- shows "\<exists>y\<in>t. f y = x" proof-
- have *:"\<And>x y. f y = x \<longleftrightarrow> x + (y - f y) = y" by(auto simp add:algebra_simps)
- show ?thesis unfolding * apply(rule brouwer[OF assms(1-3), of "\<lambda>y. x + (y - f y)"])
- apply(rule continuous_on_intros assms)+ using assms(4-6) by auto qed
+ shows "\<exists>y\<in>t. f y = x"
+proof-
+ have *:"\<And>x y. f y = x \<longleftrightarrow> x + (y - f y) = y"
+ by(auto simp add:algebra_simps)
+ show ?thesis
+ unfolding *
+ apply(rule brouwer[OF assms(1-3), of "\<lambda>y. x + (y - f y)"])
+ apply(rule continuous_on_intros assms)+ using assms(4-6) by auto
+qed
-lemma brouwer_surjective_cball: fixes f::"'n::ordered_euclidean_space \<Rightarrow> 'n"
+lemma brouwer_surjective_cball:
+ fixes f::"'n::ordered_euclidean_space \<Rightarrow> 'n"
assumes "0 < e" "continuous_on (cball a e) f"
"\<forall>x\<in>s. \<forall>y\<in>cball a e. x + (y - f y) \<in> cball a e" "x\<in>s"
- shows "\<exists>y\<in>cball a e. f y = x" apply(rule brouwer_surjective) apply(rule compact_cball convex_cball)+
- unfolding cball_eq_empty using assms by auto
+ shows "\<exists>y\<in>cball a e. f y = x"
+ apply(rule brouwer_surjective)
+ apply(rule compact_cball convex_cball)+
+ unfolding cball_eq_empty using assms by auto
text {* See Sussmann: "Multidifferential calculus", Theorem 2.1.1 *}
-lemma sussmann_open_mapping: fixes f::"'a::euclidean_space \<Rightarrow> 'b::ordered_euclidean_space"
+lemma sussmann_open_mapping:
+ fixes f::"'a::euclidean_space \<Rightarrow> 'b::ordered_euclidean_space"
assumes "open s" "continuous_on s f" "x \<in> s"
"(f has_derivative f') (at x)" "bounded_linear g'" "f' \<circ> g' = id"
"t \<subseteq> s" "x \<in> interior t"
- shows "f x \<in> interior (f ` t)" proof-
- interpret f':bounded_linear f' using assms unfolding has_derivative_def by auto
+ shows "f x \<in> interior (f ` t)"
+proof-
+ interpret f':bounded_linear f'
+ using assms unfolding has_derivative_def by auto
interpret g':bounded_linear g' using assms by auto
- guess B using bounded_linear.pos_bounded[OF assms(5)] .. note B=this hence *:"1/(2*B)>0" by(auto intro!: divide_pos_pos)
+ guess B using bounded_linear.pos_bounded[OF assms(5)] .. note B=this
+ hence *:"1/(2*B)>0" by (auto intro!: divide_pos_pos)
guess e0 using assms(4)[unfolded has_derivative_at_alt,THEN conjunct2,rule_format,OF *] .. note e0=this
guess e1 using assms(8)[unfolded mem_interior_cball] .. note e1=this
- have *:"0<e0/B" "0<e1/B" apply(rule_tac[!] divide_pos_pos) using e0 e1 B by auto
+ have *:"0<e0/B" "0<e1/B"
+ apply(rule_tac[!] divide_pos_pos) using e0 e1 B by auto
guess e using real_lbound_gt_zero[OF *] .. note e=this
have "\<forall>z\<in>cball (f x) (e/2). \<exists>y\<in>cball (f x) e. f (x + g' (y - f x)) = z"
apply(rule,rule brouwer_surjective_cball[where s="cball (f x) (e/2)"])
- prefer 3 apply(rule,rule) proof-
- show "continuous_on (cball (f x) e) (\<lambda>y. f (x + g' (y - f x)))" unfolding g'.diff
+ prefer 3 apply(rule,rule)
+ proof-
+ show "continuous_on (cball (f x) e) (\<lambda>y. f (x + g' (y - f x)))"
+ unfolding g'.diff
apply(rule continuous_on_compose[of _ _ f, unfolded o_def])
apply(rule continuous_on_intros linear_continuous_on[OF assms(5)])+
- apply(rule continuous_on_subset[OF assms(2)]) apply(rule,unfold image_iff,erule bexE) proof-
+ apply(rule continuous_on_subset[OF assms(2)])
+ apply(rule,unfold image_iff,erule bexE)
+ proof-
fix y z assume as:"y \<in>cball (f x) e" "z = x + (g' y - g' (f x))"
- have "dist x z = norm (g' (f x) - g' y)" unfolding as(2) and dist_norm by auto
- also have "\<dots> \<le> norm (f x - y) * B" unfolding g'.diff[THEN sym] using B by auto
- also have "\<dots> \<le> e * B" using as(1)[unfolded mem_cball dist_norm] using B by auto
+ have "dist x z = norm (g' (f x) - g' y)"
+ unfolding as(2) and dist_norm by auto
+ also have "\<dots> \<le> norm (f x - y) * B"
+ unfolding g'.diff[THEN sym] using B by auto
+ also have "\<dots> \<le> e * B"
+ using as(1)[unfolded mem_cball dist_norm] using B by auto
also have "\<dots> \<le> e1" using e unfolding less_divide_eq using B by auto
finally have "z\<in>cball x e1" unfolding mem_cball by force
- thus "z \<in> s" using e1 assms(7) by auto qed next
+ thus "z \<in> s" using e1 assms(7) by auto
+ qed
+ next
fix y z assume as:"y \<in> cball (f x) (e / 2)" "z \<in> cball (f x) e"
have "norm (g' (z - f x)) \<le> norm (z - f x) * B" using B by auto
- also have "\<dots> \<le> e * B" apply(rule mult_right_mono) using as(2)[unfolded mem_cball dist_norm] and B unfolding norm_minus_commute by auto
+ also have "\<dots> \<le> e * B" apply(rule mult_right_mono)
+ using as(2)[unfolded mem_cball dist_norm] and B
+ unfolding norm_minus_commute by auto
also have "\<dots> < e0" using e and B unfolding less_divide_eq by auto
finally have *:"norm (x + g' (z - f x) - x) < e0" by auto
- have **:"f x + f' (x + g' (z - f x) - x) = z" using assms(6)[unfolded o_def id_def,THEN cong] by auto
+ have **:"f x + f' (x + g' (z - f x) - x) = z"
+ using assms(6)[unfolded o_def id_def,THEN cong] by auto
have "norm (f x - (y + (z - f (x + g' (z - f x))))) \<le> norm (f (x + g' (z - f x)) - z) + norm (f x - y)"
- using norm_triangle_ineq[of "f (x + g'(z - f x)) - z" "f x - y"] by(auto simp add:algebra_simps)
- also have "\<dots> \<le> 1 / (B * 2) * norm (g' (z - f x)) + norm (f x - y)" using e0[THEN conjunct2,rule_format,OF *] unfolding algebra_simps ** by auto
- also have "\<dots> \<le> 1 / (B * 2) * norm (g' (z - f x)) + e/2" using as(1)[unfolded mem_cball dist_norm] by auto
- also have "\<dots> \<le> 1 / (B * 2) * B * norm (z - f x) + e/2" using * and B by(auto simp add:field_simps)
+ using norm_triangle_ineq[of "f (x + g'(z - f x)) - z" "f x - y"]
+ by (auto simp add: algebra_simps)
+ also have "\<dots> \<le> 1 / (B * 2) * norm (g' (z - f x)) + norm (f x - y)"
+ using e0[THEN conjunct2,rule_format,OF *]
+ unfolding algebra_simps ** by auto
+ also have "\<dots> \<le> 1 / (B * 2) * norm (g' (z - f x)) + e/2"
+ using as(1)[unfolded mem_cball dist_norm] by auto
+ also have "\<dots> \<le> 1 / (B * 2) * B * norm (z - f x) + e/2"
+ using * and B by (auto simp add: field_simps)
also have "\<dots> \<le> 1 / 2 * norm (z - f x) + e/2" by auto
- also have "\<dots> \<le> e/2 + e/2" apply(rule add_right_mono) using as(2)[unfolded mem_cball dist_norm] unfolding norm_minus_commute by auto
- finally show "y + (z - f (x + g' (z - f x))) \<in> cball (f x) e" unfolding mem_cball dist_norm by auto
+ also have "\<dots> \<le> e/2 + e/2" apply(rule add_right_mono)
+ using as(2)[unfolded mem_cball dist_norm]
+ unfolding norm_minus_commute by auto
+ finally show "y + (z - f (x + g' (z - f x))) \<in> cball (f x) e"
+ unfolding mem_cball dist_norm by auto
qed(insert e, auto) note lem = this
show ?thesis unfolding mem_interior apply(rule_tac x="e/2" in exI)
- apply(rule,rule divide_pos_pos) prefer 3 proof
- fix y assume "y \<in> ball (f x) (e/2)" hence *:"y\<in>cball (f x) (e/2)" by auto
+ apply(rule,rule divide_pos_pos) prefer 3
+ proof
+ fix y assume "y \<in> ball (f x) (e/2)"
+ hence *:"y\<in>cball (f x) (e/2)" by auto
guess z using lem[rule_format,OF *] .. note z=this
- hence "norm (g' (z - f x)) \<le> norm (z - f x) * B" using B by(auto simp add:field_simps)
- also have "\<dots> \<le> e * B" apply(rule mult_right_mono) using z(1) unfolding mem_cball dist_norm norm_minus_commute using B by auto
+ hence "norm (g' (z - f x)) \<le> norm (z - f x) * B"
+ using B by (auto simp add: field_simps)
+ also have "\<dots> \<le> e * B"
+ apply (rule mult_right_mono) using z(1)
+ unfolding mem_cball dist_norm norm_minus_commute using B by auto
also have "\<dots> \<le> e1" using e B unfolding less_divide_eq by auto
- finally have "x + g'(z - f x) \<in> t" apply- apply(rule e1[THEN conjunct2,unfolded subset_eq,rule_format])
+ finally have "x + g'(z - f x) \<in> t" apply-
+ apply(rule e1[THEN conjunct2,unfolded subset_eq,rule_format])
unfolding mem_cball dist_norm by auto
- thus "y \<in> f ` t" using z by auto qed(insert e, auto) qed
+ thus "y \<in> f ` t" using z by auto
+ qed(insert e, auto)
+qed
text {* Hence the following eccentric variant of the inverse function theorem. *)
(* This has no continuity assumptions, but we do need the inverse function. *)
@@ -960,7 +1239,8 @@
(* move before left_inverse_linear in Euclidean_Space*)
- lemma right_inverse_linear: fixes f::"'a::euclidean_space => 'a"
+ lemma right_inverse_linear:
+ fixes f::"'a::euclidean_space => 'a"
assumes lf: "linear f" and gf: "f o g = id"
shows "linear g"
proof-
@@ -973,289 +1253,495 @@
with h(1) show ?thesis by blast
qed
-lemma has_derivative_inverse_strong: fixes f::"'n::ordered_euclidean_space \<Rightarrow> 'n"
- assumes "open s" "x \<in> s" "continuous_on s f"
- "\<forall>x\<in>s. g(f x) = x" "(f has_derivative f') (at x)" "f' o g' = id"
- shows "(g has_derivative g') (at (f x))" proof-
- have linf:"bounded_linear f'" using assms(5) unfolding has_derivative_def by auto
- hence ling:"bounded_linear g'" unfolding linear_conv_bounded_linear[THEN sym]
- apply- apply(rule right_inverse_linear) using assms(6) by auto
- moreover have "g' \<circ> f' = id" using assms(6) linf ling unfolding linear_conv_bounded_linear[THEN sym]
+lemma has_derivative_inverse_strong:
+ fixes f::"'n::ordered_euclidean_space \<Rightarrow> 'n"
+ assumes "open s" and "x \<in> s" and "continuous_on s f"
+ assumes "\<forall>x\<in>s. g(f x) = x" "(f has_derivative f') (at x)" and "f' o g' = id"
+ shows "(g has_derivative g') (at (f x))"
+proof-
+ have linf:"bounded_linear f'"
+ using assms(5) unfolding has_derivative_def by auto
+ hence ling:"bounded_linear g'"
+ unfolding linear_conv_bounded_linear[THEN sym]
+ apply- apply(rule right_inverse_linear) using assms(6) by auto
+ moreover have "g' \<circ> f' = id" using assms(6) linf ling
+ unfolding linear_conv_bounded_linear[THEN sym]
using linear_inverse_left by auto
- moreover have *:"\<forall>t\<subseteq>s. x\<in>interior t \<longrightarrow> f x \<in> interior (f ` t)" apply(rule,rule,rule,rule sussmann_open_mapping )
+ moreover have *:"\<forall>t\<subseteq>s. x\<in>interior t \<longrightarrow> f x \<in> interior (f ` t)"
+ apply(rule,rule,rule,rule sussmann_open_mapping )
apply(rule assms ling)+ by auto
- have "continuous (at (f x)) g" unfolding continuous_at Lim_at proof(rule,rule)
+ have "continuous (at (f x)) g" unfolding continuous_at Lim_at
+ proof(rule,rule)
fix e::real assume "e>0"
- hence "f x \<in> interior (f ` (ball x e \<inter> s))" using *[rule_format,of "ball x e \<inter> s"] `x\<in>s`
+ hence "f x \<in> interior (f ` (ball x e \<inter> s))"
+ using *[rule_format,of "ball x e \<inter> s"] `x\<in>s`
by(auto simp add: interior_open[OF open_ball] interior_open[OF assms(1)])
then guess d unfolding mem_interior .. note d=this
show "\<exists>d>0. \<forall>y. 0 < dist y (f x) \<and> dist y (f x) < d \<longrightarrow> dist (g y) (g (f x)) < e"
- apply(rule_tac x=d in exI) apply(rule,rule d[THEN conjunct1]) proof(rule,rule) case goal1
- hence "g y \<in> g ` f ` (ball x e \<inter> s)" using d[THEN conjunct2,unfolded subset_eq,THEN bspec[where x=y]]
+ apply(rule_tac x=d in exI)
+ apply(rule,rule d[THEN conjunct1])
+ proof(rule,rule) case goal1
+ hence "g y \<in> g ` f ` (ball x e \<inter> s)"
+ using d[THEN conjunct2,unfolded subset_eq,THEN bspec[where x=y]]
by(auto simp add:dist_commute)
hence "g y \<in> ball x e \<inter> s" using assms(4) by auto
- thus "dist (g y) (g (f x)) < e" using assms(4)[rule_format,OF `x\<in>s`] by(auto simp add:dist_commute) qed qed
- moreover have "f x \<in> interior (f ` s)" apply(rule sussmann_open_mapping)
- apply(rule assms ling)+ using interior_open[OF assms(1)] and `x\<in>s` by auto
- moreover have "\<And>y. y \<in> interior (f ` s) \<Longrightarrow> f (g y) = y" proof- case goal1
- hence "y\<in>f ` s" using interior_subset by auto then guess z unfolding image_iff ..
- thus ?case using assms(4) by auto qed
- ultimately show ?thesis apply- apply(rule has_derivative_inverse_basic_x[OF assms(5)]) using assms by auto qed
+ thus "dist (g y) (g (f x)) < e"
+ using assms(4)[rule_format,OF `x\<in>s`]
+ by (auto simp add: dist_commute)
+ qed
+ qed
+ moreover have "f x \<in> interior (f ` s)"
+ apply(rule sussmann_open_mapping)
+ apply(rule assms ling)+
+ using interior_open[OF assms(1)] and `x\<in>s` by auto
+ moreover have "\<And>y. y \<in> interior (f ` s) \<Longrightarrow> f (g y) = y"
+ proof- case goal1
+ hence "y\<in>f ` s" using interior_subset by auto
+ then guess z unfolding image_iff ..
+ thus ?case using assms(4) by auto
+ qed
+ ultimately show ?thesis
+ apply- apply(rule has_derivative_inverse_basic_x[OF assms(5)])
+ using assms by auto
+qed
-subsection {* A rewrite based on the other domain. *}
+text {* A rewrite based on the other domain. *}
-lemma has_derivative_inverse_strong_x: fixes f::"'a::ordered_euclidean_space \<Rightarrow> 'a"
- assumes "open s" "g y \<in> s" "continuous_on s f"
- "\<forall>x\<in>s. g(f x) = x" "(f has_derivative f') (at (g y))" "f' o g' = id" "f(g y) = y"
+lemma has_derivative_inverse_strong_x:
+ fixes f::"'a::ordered_euclidean_space \<Rightarrow> 'a"
+ assumes "open s" and "g y \<in> s" and "continuous_on s f"
+ assumes "\<forall>x\<in>s. g(f x) = x" "(f has_derivative f') (at (g y))"
+ assumes "f' o g' = id" and "f(g y) = y"
shows "(g has_derivative g') (at y)"
using has_derivative_inverse_strong[OF assms(1-6)] unfolding assms(7) by simp
-subsection {* On a region. *}
+text {* On a region. *}
-lemma has_derivative_inverse_on: fixes f::"'n::ordered_euclidean_space \<Rightarrow> 'n"
- assumes "open s" "\<forall>x\<in>s. (f has_derivative f'(x)) (at x)" "\<forall>x\<in>s. g(f x) = x" "f'(x) o g'(x) = id" "x\<in>s"
+lemma has_derivative_inverse_on:
+ fixes f::"'n::ordered_euclidean_space \<Rightarrow> 'n"
+ assumes "open s" and "\<forall>x\<in>s. (f has_derivative f'(x)) (at x)"
+ assumes "\<forall>x\<in>s. g(f x) = x" and "f'(x) o g'(x) = id" and "x\<in>s"
shows "(g has_derivative g'(x)) (at (f x))"
- apply(rule has_derivative_inverse_strong[where g'="g' x" and f=f]) apply(rule assms)+
+ apply(rule has_derivative_inverse_strong[where g'="g' x" and f=f])
+ apply(rule assms)+
unfolding continuous_on_eq_continuous_at[OF assms(1)]
- apply(rule,rule differentiable_imp_continuous_at) unfolding differentiable_def using assms by auto
+ apply(rule,rule differentiable_imp_continuous_at)
+ unfolding differentiable_def using assms by auto
-subsection {* Invertible derivative continous at a point implies local injectivity. *)
-(* It's only for this we need continuity of the derivative, except of course *)
-(* if we want the fact that the inverse derivative is also continuous. So if *)
-(* we know for some other reason that the inverse function exists, it's OK. *}
+text {* Invertible derivative continous at a point implies local
+injectivity. It's only for this we need continuity of the derivative,
+except of course if we want the fact that the inverse derivative is
+also continuous. So if we know for some other reason that the inverse
+function exists, it's OK. *}
-lemma bounded_linear_sub: "bounded_linear f \<Longrightarrow> bounded_linear g ==> bounded_linear (\<lambda>x. f x - g x)"
- using bounded_linear_add[of f "\<lambda>x. - g x"] bounded_linear_minus[of g] by(auto simp add:algebra_simps)
+lemma bounded_linear_sub:
+ "bounded_linear f \<Longrightarrow> bounded_linear g ==> bounded_linear (\<lambda>x. f x - g x)"
+ using bounded_linear_add[of f "\<lambda>x. - g x"] bounded_linear_minus[of g]
+ by (auto simp add: algebra_simps)
-lemma has_derivative_locally_injective: fixes f::"'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
+lemma has_derivative_locally_injective:
+ fixes f::"'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
assumes "a \<in> s" "open s" "bounded_linear g'" "g' o f'(a) = id"
"\<forall>x\<in>s. (f has_derivative f'(x)) (at x)"
"\<forall>e>0. \<exists>d>0. \<forall>x. dist a x < d \<longrightarrow> onorm(\<lambda>v. f' x v - f' a v) < e"
- obtains t where "a \<in> t" "open t" "\<forall>x\<in>t. \<forall>x'\<in>t. (f x' = f x) \<longrightarrow> (x' = x)" proof-
+ obtains t where "a \<in> t" "open t" "\<forall>x\<in>t. \<forall>x'\<in>t. (f x' = f x) \<longrightarrow> (x' = x)"
+proof-
interpret bounded_linear g' using assms by auto
note f'g' = assms(4)[unfolded id_def o_def,THEN cong]
have "g' (f' a (\<chi>\<chi> i.1)) = (\<chi>\<chi> i.1)" "(\<chi>\<chi> i.1) \<noteq> (0::'n)" defer
apply(subst euclidean_eq) using f'g' by auto
- hence *:"0 < onorm g'" unfolding onorm_pos_lt[OF assms(3)[unfolded linear_linear]] by fastsimp
+ hence *:"0 < onorm g'"
+ unfolding onorm_pos_lt[OF assms(3)[unfolded linear_linear]] by fastsimp
def k \<equiv> "1 / onorm g' / 2" have *:"k>0" unfolding k_def using * by auto
guess d1 using assms(6)[rule_format,OF *] .. note d1=this
from `open s` obtain d2 where "d2>0" "ball a d2 \<subseteq> s" using `a\<in>s` ..
obtain d2 where "d2>0" "ball a d2 \<subseteq> s" using assms(2,1) ..
- guess d2 using assms(2)[unfolded open_contains_ball,rule_format,OF `a\<in>s`] .. note d2=this
- guess d using real_lbound_gt_zero[OF d1[THEN conjunct1] d2[THEN conjunct1]] .. note d = this
- show ?thesis proof show "a\<in>ball a d" using d by auto
- show "\<forall>x\<in>ball a d. \<forall>x'\<in>ball a d. f x' = f x \<longrightarrow> x' = x" proof(intro strip)
+ guess d2 using assms(2)[unfolded open_contains_ball,rule_format,OF `a\<in>s`] ..
+ note d2=this
+ guess d using real_lbound_gt_zero[OF d1[THEN conjunct1] d2[THEN conjunct1]] ..
+ note d = this
+ show ?thesis
+ proof
+ show "a\<in>ball a d" using d by auto
+ show "\<forall>x\<in>ball a d. \<forall>x'\<in>ball a d. f x' = f x \<longrightarrow> x' = x"
+ proof (intro strip)
fix x y assume as:"x\<in>ball a d" "y\<in>ball a d" "f x = f y"
- def ph \<equiv> "\<lambda>w. w - g'(f w - f x)" have ph':"ph = g' \<circ> (\<lambda>w. f' a w - (f w - f x))"
- unfolding ph_def o_def unfolding diff using f'g' by(auto simp add:algebra_simps)
+ def ph \<equiv> "\<lambda>w. w - g'(f w - f x)"
+ have ph':"ph = g' \<circ> (\<lambda>w. f' a w - (f w - f x))"
+ unfolding ph_def o_def unfolding diff using f'g'
+ by (auto simp add: algebra_simps)
have "norm (ph x - ph y) \<le> (1/2) * norm (x - y)"
apply(rule differentiable_bound[OF convex_ball _ _ as(1-2), where f'="\<lambda>x v. v - g'(f' x v)"])
- apply(rule_tac[!] ballI) proof- fix u assume u:"u \<in> ball a d" hence "u\<in>s" using d d2 by auto
- have *:"(\<lambda>v. v - g' (f' u v)) = g' \<circ> (\<lambda>w. f' a w - f' u w)" unfolding o_def and diff using f'g' by auto
+ apply(rule_tac[!] ballI)
+ proof-
+ fix u assume u:"u \<in> ball a d"
+ hence "u\<in>s" using d d2 by auto
+ have *:"(\<lambda>v. v - g' (f' u v)) = g' \<circ> (\<lambda>w. f' a w - f' u w)"
+ unfolding o_def and diff using f'g' by auto
show "(ph has_derivative (\<lambda>v. v - g' (f' u v))) (at u within ball a d)"
- unfolding ph' * apply(rule diff_chain_within) defer apply(rule bounded_linear.has_derivative[OF assms(3)])
- apply(rule has_derivative_intros) defer apply(rule has_derivative_sub[where g'="\<lambda>x.0",unfolded diff_0_right])
- apply(rule has_derivative_at_within) using assms(5) and `u\<in>s` `a\<in>s`
+ unfolding ph' * apply(rule diff_chain_within) defer
+ apply(rule bounded_linear.has_derivative[OF assms(3)])
+ apply(rule has_derivative_intros) defer
+ apply(rule has_derivative_sub[where g'="\<lambda>x.0",unfolded diff_0_right])
+ apply(rule has_derivative_at_within)
+ using assms(5) and `u\<in>s` `a\<in>s`
by(auto intro!: has_derivative_intros derivative_linear)
- have **:"bounded_linear (\<lambda>x. f' u x - f' a x)" "bounded_linear (\<lambda>x. f' a x - f' u x)" apply(rule_tac[!] bounded_linear_sub)
- apply(rule_tac[!] derivative_linear) using assms(5) `u\<in>s` `a\<in>s` by auto
- have "onorm (\<lambda>v. v - g' (f' u v)) \<le> onorm g' * onorm (\<lambda>w. f' a w - f' u w)" unfolding * apply(rule onorm_compose)
- unfolding linear_conv_bounded_linear by(rule assms(3) **)+
- also have "\<dots> \<le> onorm g' * k" apply(rule mult_left_mono)
- using d1[THEN conjunct2,rule_format,of u] using onorm_neg[OF **(1)[unfolded linear_linear]]
- using d and u and onorm_pos_le[OF assms(3)[unfolded linear_linear]] by(auto simp add:algebra_simps)
+ have **:"bounded_linear (\<lambda>x. f' u x - f' a x)"
+ "bounded_linear (\<lambda>x. f' a x - f' u x)"
+ apply(rule_tac[!] bounded_linear_sub)
+ apply(rule_tac[!] derivative_linear)
+ using assms(5) `u\<in>s` `a\<in>s` by auto
+ have "onorm (\<lambda>v. v - g' (f' u v)) \<le> onorm g' * onorm (\<lambda>w. f' a w - f' u w)"
+ unfolding * apply(rule onorm_compose)
+ unfolding linear_conv_bounded_linear by(rule assms(3) **)+
+ also have "\<dots> \<le> onorm g' * k"
+ apply(rule mult_left_mono)
+ using d1[THEN conjunct2,rule_format,of u]
+ using onorm_neg[OF **(1)[unfolded linear_linear]]
+ using d and u and onorm_pos_le[OF assms(3)[unfolded linear_linear]]
+ by (auto simp add: algebra_simps)
also have "\<dots> \<le> 1/2" unfolding k_def by auto
- finally show "onorm (\<lambda>v. v - g' (f' u v)) \<le> 1 / 2" by assumption qed
- moreover have "norm (ph y - ph x) = norm (y - x)" apply(rule arg_cong[where f=norm])
+ finally show "onorm (\<lambda>v. v - g' (f' u v)) \<le> 1 / 2" by assumption
+ qed
+ moreover have "norm (ph y - ph x) = norm (y - x)"
+ apply(rule arg_cong[where f=norm])
unfolding ph_def using diff unfolding as by auto
- ultimately show "x = y" unfolding norm_minus_commute by auto qed qed auto qed
+ ultimately show "x = y" unfolding norm_minus_commute by auto
+ qed
+ qed auto
+qed
subsection {* Uniformly convergent sequence of derivatives. *}
-lemma has_derivative_sequence_lipschitz_lemma: fixes f::"nat \<Rightarrow> 'm::euclidean_space \<Rightarrow> 'n::euclidean_space"
- assumes "convex s" "\<forall>n. \<forall>x\<in>s. ((f n) has_derivative (f' n x)) (at x within s)"
- "\<forall>n\<ge>N. \<forall>x\<in>s. \<forall>h. norm(f' n x h - g' x h) \<le> e * norm(h)"
- shows "\<forall>m\<ge>N. \<forall>n\<ge>N. \<forall>x\<in>s. \<forall>y\<in>s. norm((f m x - f n x) - (f m y - f n y)) \<le> 2 * e * norm(x - y)" proof(default)+
+lemma has_derivative_sequence_lipschitz_lemma:
+ fixes f::"nat \<Rightarrow> 'm::euclidean_space \<Rightarrow> 'n::euclidean_space"
+ assumes "convex s"
+ assumes "\<forall>n. \<forall>x\<in>s. ((f n) has_derivative (f' n x)) (at x within s)"
+ assumes "\<forall>n\<ge>N. \<forall>x\<in>s. \<forall>h. norm(f' n x h - g' x h) \<le> e * norm(h)"
+ shows "\<forall>m\<ge>N. \<forall>n\<ge>N. \<forall>x\<in>s. \<forall>y\<in>s. norm((f m x - f n x) - (f m y - f n y)) \<le> 2 * e * norm(x - y)"
+proof (default)+
fix m n x y assume as:"N\<le>m" "N\<le>n" "x\<in>s" "y\<in>s"
show "norm((f m x - f n x) - (f m y - f n y)) \<le> 2 * e * norm(x - y)"
- apply(rule differentiable_bound[where f'="\<lambda>x h. f' m x h - f' n x h", OF assms(1) _ _ as(3-4)]) apply(rule_tac[!] ballI) proof-
- fix x assume "x\<in>s" show "((\<lambda>a. f m a - f n a) has_derivative (\<lambda>h. f' m x h - f' n x h)) (at x within s)"
+ apply(rule differentiable_bound[where f'="\<lambda>x h. f' m x h - f' n x h", OF assms(1) _ _ as(3-4)])
+ apply(rule_tac[!] ballI)
+ proof-
+ fix x assume "x\<in>s"
+ show "((\<lambda>a. f m a - f n a) has_derivative (\<lambda>h. f' m x h - f' n x h)) (at x within s)"
by(rule has_derivative_intros assms(2)[rule_format] `x\<in>s`)+
- { fix h have "norm (f' m x h - f' n x h) \<le> norm (f' m x h - g' x h) + norm (f' n x h - g' x h)"
- using norm_triangle_ineq[of "f' m x h - g' x h" "- f' n x h + g' x h"] unfolding norm_minus_commute by(auto simp add:algebra_simps)
- also have "\<dots> \<le> e * norm h+ e * norm h" using assms(3)[rule_format,OF `N\<le>m` `x\<in>s`, of h] assms(3)[rule_format,OF `N\<le>n` `x\<in>s`, of h]
+ { fix h
+ have "norm (f' m x h - f' n x h) \<le> norm (f' m x h - g' x h) + norm (f' n x h - g' x h)"
+ using norm_triangle_ineq[of "f' m x h - g' x h" "- f' n x h + g' x h"]
+ unfolding norm_minus_commute by (auto simp add: algebra_simps)
+ also have "\<dots> \<le> e * norm h+ e * norm h"
+ using assms(3)[rule_format,OF `N\<le>m` `x\<in>s`, of h]
+ using assms(3)[rule_format,OF `N\<le>n` `x\<in>s`, of h]
by(auto simp add:field_simps)
finally have "norm (f' m x h - f' n x h) \<le> 2 * e * norm h" by auto }
- thus "onorm (\<lambda>h. f' m x h - f' n x h) \<le> 2 * e" apply-apply(rule onorm(2)) apply(rule linear_compose_sub)
- unfolding linear_conv_bounded_linear using assms(2)[rule_format,OF `x\<in>s`, THEN derivative_linear] by auto qed qed
+ thus "onorm (\<lambda>h. f' m x h - f' n x h) \<le> 2 * e"
+ apply-apply(rule onorm(2)) apply(rule linear_compose_sub)
+ unfolding linear_conv_bounded_linear
+ using assms(2)[rule_format,OF `x\<in>s`, THEN derivative_linear]
+ by auto
+ qed
+qed
-lemma has_derivative_sequence_lipschitz: fixes f::"nat \<Rightarrow> 'm::euclidean_space \<Rightarrow> 'n::euclidean_space"
- assumes "convex s" "\<forall>n. \<forall>x\<in>s. ((f n) has_derivative (f' n x)) (at x within s)"
- "\<forall>e>0. \<exists>N. \<forall>n\<ge>N. \<forall>x\<in>s. \<forall>h. norm(f' n x h - g' x h) \<le> e * norm(h)" "0 < e"
- shows "\<forall>e>0. \<exists>N. \<forall>m\<ge>N. \<forall>n\<ge>N. \<forall>x\<in>s. \<forall>y\<in>s. norm((f m x - f n x) - (f m y - f n y)) \<le> e * norm(x - y)" proof(rule,rule)
+lemma has_derivative_sequence_lipschitz:
+ fixes f::"nat \<Rightarrow> 'm::euclidean_space \<Rightarrow> 'n::euclidean_space"
+ assumes "convex s"
+ assumes "\<forall>n. \<forall>x\<in>s. ((f n) has_derivative (f' n x)) (at x within s)"
+ assumes "\<forall>e>0. \<exists>N. \<forall>n\<ge>N. \<forall>x\<in>s. \<forall>h. norm(f' n x h - g' x h) \<le> e * norm(h)"
+ assumes "0 < e"
+ shows "\<forall>e>0. \<exists>N. \<forall>m\<ge>N. \<forall>n\<ge>N. \<forall>x\<in>s. \<forall>y\<in>s. norm((f m x - f n x) - (f m y - f n y)) \<le> e * norm(x - y)"
+proof(rule,rule)
case goal1 have *:"2 * (1/2* e) = e" "1/2 * e >0" using `e>0` by auto
guess N using assms(3)[rule_format,OF *(2)] ..
- thus ?case apply(rule_tac x=N in exI) apply(rule has_derivative_sequence_lipschitz_lemma[where e="1/2 *e", unfolded *]) using assms by auto qed
+ thus ?case
+ apply(rule_tac x=N in exI)
+ apply(rule has_derivative_sequence_lipschitz_lemma[where e="1/2 *e", unfolded *])
+ using assms by auto
+qed
-lemma has_derivative_sequence: fixes f::"nat\<Rightarrow> 'm::euclidean_space \<Rightarrow> 'n::euclidean_space"
- assumes "convex s" "\<forall>n. \<forall>x\<in>s. ((f n) has_derivative (f' n x)) (at x within s)"
- "\<forall>e>0. \<exists>N. \<forall>n\<ge>N. \<forall>x\<in>s. \<forall>h. norm(f' n x h - g' x h) \<le> e * norm(h)"
- "x0 \<in> s" "((\<lambda>n. f n x0) ---> l) sequentially"
- shows "\<exists>g. \<forall>x\<in>s. ((\<lambda>n. f n x) ---> g x) sequentially \<and> (g has_derivative g'(x)) (at x within s)" proof-
+lemma has_derivative_sequence:
+ fixes f::"nat\<Rightarrow> 'm::euclidean_space \<Rightarrow> 'n::euclidean_space"
+ assumes "convex s"
+ assumes "\<forall>n. \<forall>x\<in>s. ((f n) has_derivative (f' n x)) (at x within s)"
+ assumes "\<forall>e>0. \<exists>N. \<forall>n\<ge>N. \<forall>x\<in>s. \<forall>h. norm(f' n x h - g' x h) \<le> e * norm(h)"
+ assumes "x0 \<in> s" and "((\<lambda>n. f n x0) ---> l) sequentially"
+ shows "\<exists>g. \<forall>x\<in>s. ((\<lambda>n. f n x) ---> g x) sequentially \<and>
+ (g has_derivative g'(x)) (at x within s)"
+proof-
have lem1:"\<forall>e>0. \<exists>N. \<forall>m\<ge>N. \<forall>n\<ge>N. \<forall>x\<in>s. \<forall>y\<in>s. norm((f m x - f n x) - (f m y - f n y)) \<le> e * norm(x - y)"
- apply(rule has_derivative_sequence_lipschitz[where e="42::nat"]) apply(rule assms)+ by auto
- have "\<exists>g. \<forall>x\<in>s. ((\<lambda>n. f n x) ---> g x) sequentially" apply(rule bchoice) unfolding convergent_eq_cauchy proof
- fix x assume "x\<in>s" show "Cauchy (\<lambda>n. f n x)" proof(cases "x=x0")
- case True thus ?thesis using convergent_imp_cauchy[OF assms(5)] by auto next
- case False show ?thesis unfolding Cauchy_def proof(rule,rule)
- fix e::real assume "e>0" hence *:"e/2>0" "e/2/norm(x-x0)>0" using False by(auto intro!:divide_pos_pos)
+ apply(rule has_derivative_sequence_lipschitz[where e="42::nat"])
+ apply(rule assms)+ by auto
+ have "\<exists>g. \<forall>x\<in>s. ((\<lambda>n. f n x) ---> g x) sequentially"
+ apply(rule bchoice) unfolding convergent_eq_cauchy
+ proof
+ fix x assume "x\<in>s" show "Cauchy (\<lambda>n. f n x)"
+ proof(cases "x=x0")
+ case True thus ?thesis using convergent_imp_cauchy[OF assms(5)] by auto
+ next
+ case False show ?thesis unfolding Cauchy_def
+ proof(rule,rule)
+ fix e::real assume "e>0"
+ hence *:"e/2>0" "e/2/norm(x-x0)>0"
+ using False by (auto intro!: divide_pos_pos)
guess M using convergent_imp_cauchy[OF assms(5), unfolded Cauchy_def, rule_format,OF *(1)] .. note M=this
guess N using lem1[rule_format,OF *(2)] .. note N = this
- show " \<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. dist (f m x) (f n x) < e" apply(rule_tac x="max M N" in exI) proof(default+)
+ show "\<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. dist (f m x) (f n x) < e"
+ apply(rule_tac x="max M N" in exI)
+ proof(default+)
fix m n assume as:"max M N \<le>m" "max M N\<le>n"
have "dist (f m x) (f n x) \<le> norm (f m x0 - f n x0) + norm (f m x - f n x - (f m x0 - f n x0))"
unfolding dist_norm by(rule norm_triangle_sub)
- also have "\<dots> \<le> norm (f m x0 - f n x0) + e / 2" using N[rule_format,OF _ _ `x\<in>s` `x0\<in>s`, of m n] and as and False by auto
- also have "\<dots> < e / 2 + e / 2" apply(rule add_strict_right_mono) using as and M[rule_format] unfolding dist_norm by auto
- finally show "dist (f m x) (f n x) < e" by auto qed qed qed qed
+ also have "\<dots> \<le> norm (f m x0 - f n x0) + e / 2"
+ using N[rule_format,OF _ _ `x\<in>s` `x0\<in>s`, of m n] and as and False
+ by auto
+ also have "\<dots> < e / 2 + e / 2"
+ apply(rule add_strict_right_mono)
+ using as and M[rule_format] unfolding dist_norm by auto
+ finally show "dist (f m x) (f n x) < e" by auto
+ qed
+ qed
+ qed
+ qed
then guess g .. note g = this
- have lem2:"\<forall>e>0. \<exists>N. \<forall>n\<ge>N. \<forall>x\<in>s. \<forall>y\<in>s. norm((f n x - f n y) - (g x - g y)) \<le> e * norm(x - y)" proof(rule,rule)
- fix e::real assume *:"e>0" guess N using lem1[rule_format,OF *] .. note N=this
- show "\<exists>N. \<forall>n\<ge>N. \<forall>x\<in>s. \<forall>y\<in>s. norm (f n x - f n y - (g x - g y)) \<le> e * norm (x - y)" apply(rule_tac x=N in exI) proof(default+)
+ have lem2:"\<forall>e>0. \<exists>N. \<forall>n\<ge>N. \<forall>x\<in>s. \<forall>y\<in>s. norm((f n x - f n y) - (g x - g y)) \<le> e * norm(x - y)"
+ proof(rule,rule)
+ fix e::real assume *:"e>0"
+ guess N using lem1[rule_format,OF *] .. note N=this
+ show "\<exists>N. \<forall>n\<ge>N. \<forall>x\<in>s. \<forall>y\<in>s. norm (f n x - f n y - (g x - g y)) \<le> e * norm (x - y)"
+ apply(rule_tac x=N in exI)
+ proof(default+)
fix n x y assume as:"N \<le> n" "x \<in> s" "y \<in> s"
- have "eventually (\<lambda>xa. norm (f n x - f n y - (f xa x - f xa y)) \<le> e * norm (x - y)) sequentially"
- unfolding eventually_sequentially apply(rule_tac x=N in exI) proof(rule,rule)
- fix m assume "N\<le>m" thus "norm (f n x - f n y - (f m x - f m y)) \<le> e * norm (x - y)"
- using N[rule_format, of n m x y] and as by(auto simp add:algebra_simps) qed
- thus "norm (f n x - f n y - (g x - g y)) \<le> e * norm (x - y)" apply-
+ have "eventually (\<lambda>xa. norm (f n x - f n y - (f xa x - f xa y)) \<le> e * norm (x - y)) sequentially"
+ unfolding eventually_sequentially
+ apply(rule_tac x=N in exI)
+ proof(rule,rule)
+ fix m assume "N\<le>m"
+ thus "norm (f n x - f n y - (f m x - f m y)) \<le> e * norm (x - y)"
+ using N[rule_format, of n m x y] and as
+ by (auto simp add: algebra_simps)
+ qed
+ thus "norm (f n x - f n y - (g x - g y)) \<le> e * norm (x - y)"
+ apply-
apply(rule Lim_norm_ubound[OF trivial_limit_sequentially, where f="\<lambda>m. (f n x - f n y) - (f m x - f m y)"])
- apply(rule Lim_sub Lim_const g[rule_format] as)+ by assumption qed qed
+ apply(rule tendsto_intros g[rule_format] as)+ by assumption
+ qed
+ qed
show ?thesis unfolding has_derivative_within_alt apply(rule_tac x=g in exI)
- apply(rule,rule,rule g[rule_format],assumption) proof fix x assume "x\<in>s"
- have lem3:"\<forall>u. ((\<lambda>n. f' n x u) ---> g' x u) sequentially" unfolding Lim_sequentially proof(rule,rule,rule)
- fix u and e::real assume "e>0" show "\<exists>N. \<forall>n\<ge>N. dist (f' n x u) (g' x u) < e" proof(cases "u=0")
+ apply(rule,rule,rule g[rule_format],assumption)
+ proof fix x assume "x\<in>s"
+ have lem3:"\<forall>u. ((\<lambda>n. f' n x u) ---> g' x u) sequentially"
+ unfolding Lim_sequentially
+ proof(rule,rule,rule)
+ fix u and e::real assume "e>0"
+ show "\<exists>N. \<forall>n\<ge>N. dist (f' n x u) (g' x u) < e"
+ proof(cases "u=0")
case True guess N using assms(3)[rule_format,OF `e>0`] .. note N=this
show ?thesis apply(rule_tac x=N in exI) unfolding True
- using N[rule_format,OF _ `x\<in>s`,of _ 0] and `e>0` by auto next
- case False hence *:"e / 2 / norm u > 0" using `e>0` by(auto intro!: divide_pos_pos)
+ using N[rule_format,OF _ `x\<in>s`,of _ 0] and `e>0` by auto
+ next
+ case False hence *:"e / 2 / norm u > 0"
+ using `e>0` by (auto intro!: divide_pos_pos)
guess N using assms(3)[rule_format,OF *] .. note N=this
- show ?thesis apply(rule_tac x=N in exI) proof(rule,rule) case goal1
- show ?case unfolding dist_norm using N[rule_format,OF goal1 `x\<in>s`, of u] False `e>0`
- by (auto simp add:field_simps) qed qed qed
- show "bounded_linear (g' x)" unfolding linear_linear linear_def apply(rule,rule,rule) defer proof(rule,rule)
+ show ?thesis apply(rule_tac x=N in exI)
+ proof(rule,rule) case goal1
+ show ?case unfolding dist_norm
+ using N[rule_format,OF goal1 `x\<in>s`, of u] False `e>0`
+ by (auto simp add:field_simps)
+ qed
+ qed
+ qed
+ show "bounded_linear (g' x)"
+ unfolding linear_linear linear_def
+ apply(rule,rule,rule) defer
+ proof(rule,rule)
fix x' y z::"'m" and c::real
note lin = assms(2)[rule_format,OF `x\<in>s`,THEN derivative_linear]
- show "g' x (c *\<^sub>R x') = c *\<^sub>R g' x x'" apply(rule tendsto_unique[OF trivial_limit_sequentially])
+ show "g' x (c *\<^sub>R x') = c *\<^sub>R g' x x'"
+ apply(rule tendsto_unique[OF trivial_limit_sequentially])
apply(rule lem3[rule_format])
unfolding lin[unfolded bounded_linear_def bounded_linear_axioms_def,THEN conjunct2,THEN conjunct1,rule_format]
- apply(rule Lim_cmul) by(rule lem3[rule_format])
- show "g' x (y + z) = g' x y + g' x z" apply(rule tendsto_unique[OF trivial_limit_sequentially])
- apply(rule lem3[rule_format]) unfolding lin[unfolded bounded_linear_def additive_def,THEN conjunct1,rule_format]
- apply(rule Lim_add) by(rule lem3[rule_format])+ qed
- show "\<forall>e>0. \<exists>d>0. \<forall>y\<in>s. norm (y - x) < d \<longrightarrow> norm (g y - g x - g' x (y - x)) \<le> e * norm (y - x)" proof(rule,rule) case goal1
- have *:"e/3>0" using goal1 by auto guess N1 using assms(3)[rule_format,OF *] .. note N1=this
+ apply (intro tendsto_intros) by(rule lem3[rule_format])
+ show "g' x (y + z) = g' x y + g' x z"
+ apply(rule tendsto_unique[OF trivial_limit_sequentially])
+ apply(rule lem3[rule_format])
+ unfolding lin[unfolded bounded_linear_def additive_def,THEN conjunct1,rule_format]
+ apply(rule tendsto_add) by(rule lem3[rule_format])+
+ qed
+ show "\<forall>e>0. \<exists>d>0. \<forall>y\<in>s. norm (y - x) < d \<longrightarrow> norm (g y - g x - g' x (y - x)) \<le> e * norm (y - x)"
+ proof(rule,rule) case goal1
+ have *:"e/3>0" using goal1 by auto
+ guess N1 using assms(3)[rule_format,OF *] .. note N1=this
guess N2 using lem2[rule_format,OF *] .. note N2=this
guess d1 using assms(2)[unfolded has_derivative_within_alt, rule_format,OF `x\<in>s`, of "max N1 N2",THEN conjunct2,rule_format,OF *] .. note d1=this
- show ?case apply(rule_tac x=d1 in exI) apply(rule,rule d1[THEN conjunct1]) proof(rule,rule)
- fix y assume as:"y \<in> s" "norm (y - x) < d1" let ?N ="max N1 N2"
- have "norm (g y - g x - (f ?N y - f ?N x)) \<le> e /3 * norm (y - x)" apply(subst norm_minus_cancel[THEN sym])
- using N2[rule_format, OF _ `y\<in>s` `x\<in>s`, of ?N] by auto moreover
- have "norm (f ?N y - f ?N x - f' ?N x (y - x)) \<le> e / 3 * norm (y - x)" using d1 and as by auto ultimately
+ show ?case apply(rule_tac x=d1 in exI) apply(rule,rule d1[THEN conjunct1])
+ proof(rule,rule)
+ fix y assume as:"y \<in> s" "norm (y - x) < d1"
+ let ?N ="max N1 N2"
+ have "norm (g y - g x - (f ?N y - f ?N x)) \<le> e /3 * norm (y - x)"
+ apply(subst norm_minus_cancel[THEN sym])
+ using N2[rule_format, OF _ `y\<in>s` `x\<in>s`, of ?N] by auto
+ moreover
+ have "norm (f ?N y - f ?N x - f' ?N x (y - x)) \<le> e / 3 * norm (y - x)"
+ using d1 and as by auto
+ ultimately
have "norm (g y - g x - f' ?N x (y - x)) \<le> 2 * e / 3 * norm (y - x)"
- using norm_triangle_le[of "g y - g x - (f ?N y - f ?N x)" "f ?N y - f ?N x - f' ?N x (y - x)" "2 * e / 3 * norm (y - x)"]
- by (auto simp add:algebra_simps) moreover
- have " norm (f' ?N x (y - x) - g' x (y - x)) \<le> e / 3 * norm (y - x)" using N1 `x\<in>s` by auto
+ using norm_triangle_le[of "g y - g x - (f ?N y - f ?N x)" "f ?N y - f ?N x - f' ?N x (y - x)" "2 * e / 3 * norm (y - x)"]
+ by (auto simp add:algebra_simps)
+ moreover
+ have " norm (f' ?N x (y - x) - g' x (y - x)) \<le> e / 3 * norm (y - x)"
+ using N1 `x\<in>s` by auto
ultimately show "norm (g y - g x - g' x (y - x)) \<le> e * norm (y - x)"
- using norm_triangle_le[of "g y - g x - f' (max N1 N2) x (y - x)" "f' (max N1 N2) x (y - x) - g' x (y - x)"] by(auto simp add:algebra_simps)
- qed qed qed qed
+ using norm_triangle_le[of "g y - g x - f' (max N1 N2) x (y - x)" "f' (max N1 N2) x (y - x) - g' x (y - x)"]
+ by(auto simp add:algebra_simps)
+ qed
+ qed
+ qed
+qed
-subsection {* Can choose to line up antiderivatives if we want. *}
+text {* Can choose to line up antiderivatives if we want. *}
-lemma has_antiderivative_sequence: fixes f::"nat\<Rightarrow> 'm::euclidean_space \<Rightarrow> 'n::euclidean_space"
- assumes "convex s" "\<forall>n. \<forall>x\<in>s. ((f n) has_derivative (f' n x)) (at x within s)"
- "\<forall>e>0. \<exists>N. \<forall>n\<ge>N. \<forall>x\<in>s. \<forall>h. norm(f' n x h - g' x h) \<le> e * norm h"
- shows "\<exists>g. \<forall>x\<in>s. (g has_derivative g'(x)) (at x within s)" proof(cases "s={}")
- case False then obtain a where "a\<in>s" by auto have *:"\<And>P Q. \<exists>g. \<forall>x\<in>s. P g x \<and> Q g x \<Longrightarrow> \<exists>g. \<forall>x\<in>s. Q g x" by auto
- show ?thesis apply(rule *) apply(rule has_derivative_sequence[OF assms(1) _ assms(3), of "\<lambda>n x. f n x + (f 0 a - f n a)"])
- apply(rule,rule) apply(rule has_derivative_add_const, rule assms(2)[rule_format], assumption)
- apply(rule `a\<in>s`) by(auto intro!: Lim_const) qed auto
+lemma has_antiderivative_sequence:
+ fixes f::"nat\<Rightarrow> 'm::euclidean_space \<Rightarrow> 'n::euclidean_space"
+ assumes "convex s"
+ assumes "\<forall>n. \<forall>x\<in>s. ((f n) has_derivative (f' n x)) (at x within s)"
+ assumes "\<forall>e>0. \<exists>N. \<forall>n\<ge>N. \<forall>x\<in>s. \<forall>h. norm(f' n x h - g' x h) \<le> e * norm h"
+ shows "\<exists>g. \<forall>x\<in>s. (g has_derivative g'(x)) (at x within s)"
+proof(cases "s={}")
+ case False then obtain a where "a\<in>s" by auto
+ have *:"\<And>P Q. \<exists>g. \<forall>x\<in>s. P g x \<and> Q g x \<Longrightarrow> \<exists>g. \<forall>x\<in>s. Q g x" by auto
+ show ?thesis
+ apply(rule *)
+ apply(rule has_derivative_sequence[OF assms(1) _ assms(3), of "\<lambda>n x. f n x + (f 0 a - f n a)"])
+ apply(rule,rule)
+ apply(rule has_derivative_add_const, rule assms(2)[rule_format], assumption)
+ apply(rule `a\<in>s`) by(auto intro!: tendsto_const)
+qed auto
-lemma has_antiderivative_limit: fixes g'::"'m::euclidean_space \<Rightarrow> 'm \<Rightarrow> 'n::euclidean_space"
- assumes "convex s" "\<forall>e>0. \<exists>f f'. \<forall>x\<in>s. (f has_derivative (f' x)) (at x within s) \<and> (\<forall>h. norm(f' x h - g' x h) \<le> e * norm(h))"
- shows "\<exists>g. \<forall>x\<in>s. (g has_derivative g'(x)) (at x within s)" proof-
+lemma has_antiderivative_limit:
+ fixes g'::"'m::euclidean_space \<Rightarrow> 'm \<Rightarrow> 'n::euclidean_space"
+ assumes "convex s"
+ assumes "\<forall>e>0. \<exists>f f'. \<forall>x\<in>s. (f has_derivative (f' x)) (at x within s) \<and> (\<forall>h. norm(f' x h - g' x h) \<le> e * norm(h))"
+ shows "\<exists>g. \<forall>x\<in>s. (g has_derivative g'(x)) (at x within s)"
+proof-
have *:"\<forall>n. \<exists>f f'. \<forall>x\<in>s. (f has_derivative (f' x)) (at x within s) \<and> (\<forall>h. norm(f' x h - g' x h) \<le> inverse (real (Suc n)) * norm(h))"
- apply(rule) using assms(2) apply(erule_tac x="inverse (real (Suc n))" in allE) by auto
- guess f using *[THEN choice] .. note * = this guess f' using *[THEN choice] .. note f=this
- show ?thesis apply(rule has_antiderivative_sequence[OF assms(1), of f f']) defer proof(rule,rule)
+ apply(rule) using assms(2)
+ apply(erule_tac x="inverse (real (Suc n))" in allE) by auto
+ guess f using *[THEN choice] .. note * = this
+ guess f' using *[THEN choice] .. note f=this
+ show ?thesis apply(rule has_antiderivative_sequence[OF assms(1), of f f']) defer
+ proof(rule,rule)
fix e::real assume "0<e" guess N using reals_Archimedean[OF `e>0`] .. note N=this
- show "\<exists>N. \<forall>n\<ge>N. \<forall>x\<in>s. \<forall>h. norm (f' n x h - g' x h) \<le> e * norm h" apply(rule_tac x=N in exI) proof(default+) case goal1
+ show "\<exists>N. \<forall>n\<ge>N. \<forall>x\<in>s. \<forall>h. norm (f' n x h - g' x h) \<le> e * norm h"
+ apply(rule_tac x=N in exI)
+ proof(default+)
+ case goal1
have *:"inverse (real (Suc n)) \<le> e" apply(rule order_trans[OF _ N[THEN less_imp_le]])
using goal1(1) by(auto simp add:field_simps)
- show ?case using f[rule_format,THEN conjunct2,OF goal1(2), of n, THEN spec[where x=h]]
- apply(rule order_trans) using N * apply(cases "h=0") by auto qed qed(insert f,auto) qed
+ show ?case
+ using f[rule_format,THEN conjunct2,OF goal1(2), of n, THEN spec[where x=h]]
+ apply(rule order_trans) using N * apply(cases "h=0") by auto
+ qed
+ qed(insert f,auto)
+qed
subsection {* Differentiation of a series. *}
definition sums_seq :: "(nat \<Rightarrow> 'a::real_normed_vector) \<Rightarrow> 'a \<Rightarrow> (nat set) \<Rightarrow> bool"
(infixl "sums'_seq" 12) where "(f sums_seq l) s \<equiv> ((\<lambda>n. setsum f (s \<inter> {0..n})) ---> l) sequentially"
-lemma has_derivative_series: fixes f::"nat \<Rightarrow> 'm::euclidean_space \<Rightarrow> 'n::euclidean_space"
- assumes "convex s" "\<forall>n. \<forall>x\<in>s. ((f n) has_derivative (f' n x)) (at x within s)"
- "\<forall>e>0. \<exists>N. \<forall>n\<ge>N. \<forall>x\<in>s. \<forall>h. norm(setsum (\<lambda>i. f' i x h) (k \<inter> {0..n}) - g' x h) \<le> e * norm(h)"
- "x\<in>s" "((\<lambda>n. f n x) sums_seq l) k"
+lemma has_derivative_series:
+ fixes f::"nat \<Rightarrow> 'm::euclidean_space \<Rightarrow> 'n::euclidean_space"
+ assumes "convex s"
+ assumes "\<forall>n. \<forall>x\<in>s. ((f n) has_derivative (f' n x)) (at x within s)"
+ assumes "\<forall>e>0. \<exists>N. \<forall>n\<ge>N. \<forall>x\<in>s. \<forall>h. norm(setsum (\<lambda>i. f' i x h) (k \<inter> {0..n}) - g' x h) \<le> e * norm(h)"
+ assumes "x\<in>s" and "((\<lambda>n. f n x) sums_seq l) k"
shows "\<exists>g. \<forall>x\<in>s. ((\<lambda>n. f n x) sums_seq (g x)) k \<and> (g has_derivative g'(x)) (at x within s)"
- unfolding sums_seq_def apply(rule has_derivative_sequence[OF assms(1) _ assms(3)]) apply(rule,rule)
- apply(rule has_derivative_setsum) defer apply(rule,rule assms(2)[rule_format],assumption)
+ unfolding sums_seq_def
+ apply(rule has_derivative_sequence[OF assms(1) _ assms(3)])
+ apply(rule,rule)
+ apply(rule has_derivative_setsum) defer
+ apply(rule,rule assms(2)[rule_format],assumption)
using assms(4-5) unfolding sums_seq_def by auto
subsection {* Derivative with composed bilinear function. *}
lemma has_derivative_bilinear_within:
- assumes "(f has_derivative f') (at x within s)" "(g has_derivative g') (at x within s)" "bounded_bilinear h"
- shows "((\<lambda>x. h (f x) (g x)) has_derivative (\<lambda>d. h (f x) (g' d) + h (f' d) (g x))) (at x within s)" proof-
- have "(g ---> g x) (at x within s)" apply(rule differentiable_imp_continuous_within[unfolded continuous_within])
- using assms(2) unfolding differentiable_def by auto moreover
- interpret f':bounded_linear f' using assms unfolding has_derivative_def by auto
- interpret g':bounded_linear g' using assms unfolding has_derivative_def by auto
- interpret h:bounded_bilinear h using assms by auto
- have "((\<lambda>y. f' (y - x)) ---> 0) (at x within s)" unfolding f'.zero[THEN sym]
- apply(rule Lim_linear[of "\<lambda>y. y - x" 0 "at x within s" f']) using Lim_sub[OF Lim_within_id Lim_const, of x x s]
+ assumes "(f has_derivative f') (at x within s)"
+ assumes "(g has_derivative g') (at x within s)"
+ assumes "bounded_bilinear h"
+ shows "((\<lambda>x. h (f x) (g x)) has_derivative (\<lambda>d. h (f x) (g' d) + h (f' d) (g x))) (at x within s)"
+proof-
+ have "(g ---> g x) (at x within s)"
+ apply(rule differentiable_imp_continuous_within[unfolded continuous_within])
+ using assms(2) unfolding differentiable_def by auto
+ moreover
+ interpret f':bounded_linear f'
+ using assms unfolding has_derivative_def by auto
+ interpret g':bounded_linear g'
+ using assms unfolding has_derivative_def by auto
+ interpret h:bounded_bilinear h
+ using assms by auto
+ have "((\<lambda>y. f' (y - x)) ---> 0) (at x within s)"
+ unfolding f'.zero[THEN sym]
+ using bounded_linear.tendsto [of f' "\<lambda>y. y - x" 0 "at x within s"]
+ using tendsto_diff [OF Lim_within_id tendsto_const, of x x s]
unfolding id_def using assms(1) unfolding has_derivative_def by auto
hence "((\<lambda>y. f x + f' (y - x)) ---> f x) (at x within s)"
- using Lim_add[OF Lim_const, of "\<lambda>y. f' (y - x)" 0 "at x within s" "f x"] by auto ultimately
+ using tendsto_add[OF tendsto_const, of "\<lambda>y. f' (y - x)" 0 "at x within s" "f x"]
+ by auto
+ ultimately
have *:"((\<lambda>x'. h (f x + f' (x' - x)) ((1/(norm (x' - x))) *\<^sub>R (g x' - (g x + g' (x' - x))))
+ h ((1/ (norm (x' - x))) *\<^sub>R (f x' - (f x + f' (x' - x)))) (g x')) ---> h (f x) 0 + h 0 (g x)) (at x within s)"
- apply-apply(rule Lim_add) apply(rule_tac[!] Lim_bilinear[OF _ _ assms(3)]) using assms(1-2) unfolding has_derivative_within by auto
+ apply-apply(rule tendsto_add) apply(rule_tac[!] Lim_bilinear[OF _ _ assms(3)])
+ using assms(1-2) unfolding has_derivative_within by auto
guess B using bounded_bilinear.pos_bounded[OF assms(3)] .. note B=this
guess C using f'.pos_bounded .. note C=this
guess D using g'.pos_bounded .. note D=this
have bcd:"B * C * D > 0" using B C D by (auto intro!: mult_pos_pos)
- have **:"((\<lambda>y. (1/(norm(y - x))) *\<^sub>R (h (f'(y - x)) (g'(y - x)))) ---> 0) (at x within s)" unfolding Lim_within proof(rule,rule) case goal1
+ have **:"((\<lambda>y. (1/(norm(y - x))) *\<^sub>R (h (f'(y - x)) (g'(y - x)))) ---> 0) (at x within s)"
+ unfolding Lim_within
+ proof(rule,rule) case goal1
hence "e/(B*C*D)>0" using B C D by(auto intro!:divide_pos_pos mult_pos_pos)
- thus ?case apply(rule_tac x="e/(B*C*D)" in exI,rule) proof(rule,rule,erule conjE)
+ thus ?case apply(rule_tac x="e/(B*C*D)" in exI,rule)
+ proof(rule,rule,erule conjE)
fix y assume as:"y \<in> s" "0 < dist y x" "dist y x < e / (B * C * D)"
have "norm (h (f' (y - x)) (g' (y - x))) \<le> norm (f' (y - x)) * norm (g' (y - x)) * B" using B by auto
- also have "\<dots> \<le> (norm (y - x) * C) * (D * norm (y - x)) * B" apply(rule mult_right_mono)
- apply(rule mult_mono) using B C D by (auto simp add: field_simps intro!:mult_nonneg_nonneg)
- also have "\<dots> = (B * C * D * norm (y - x)) * norm (y - x)" by(auto simp add:field_simps)
- also have "\<dots> < e * norm (y - x)" apply(rule mult_strict_right_mono)
- using as(3)[unfolded dist_norm] and as(2) unfolding pos_less_divide_eq[OF bcd] by (auto simp add:field_simps)
+ also have "\<dots> \<le> (norm (y - x) * C) * (D * norm (y - x)) * B"
+ apply(rule mult_right_mono)
+ apply(rule mult_mono) using B C D
+ by (auto simp add: field_simps intro!:mult_nonneg_nonneg)
+ also have "\<dots> = (B * C * D * norm (y - x)) * norm (y - x)"
+ by (auto simp add: field_simps)
+ also have "\<dots> < e * norm (y - x)"
+ apply(rule mult_strict_right_mono)
+ using as(3)[unfolded dist_norm] and as(2)
+ unfolding pos_less_divide_eq[OF bcd] by (auto simp add: field_simps)
finally show "dist ((1 / norm (y - x)) *\<^sub>R h (f' (y - x)) (g' (y - x))) 0 < e"
- unfolding dist_norm apply-apply(cases "y = x") by(auto simp add:field_simps) qed qed
+ unfolding dist_norm apply-apply(cases "y = x")
+ by(auto simp add: field_simps)
+ qed
+ qed
have "bounded_linear (\<lambda>d. h (f x) (g' d) + h (f' d) (g x))"
apply (rule bounded_linear_add)
apply (rule bounded_linear_compose [OF h.bounded_linear_right `bounded_linear g'`])
apply (rule bounded_linear_compose [OF h.bounded_linear_left `bounded_linear f'`])
done
- thus ?thesis using Lim_add[OF * **] unfolding has_derivative_within
+ thus ?thesis using tendsto_add[OF * **] unfolding has_derivative_within
unfolding g'.add f'.scaleR f'.add g'.scaleR f'.diff g'.diff
h.add_right h.add_left scaleR_right_distrib h.scaleR_left h.scaleR_right h.diff_right h.diff_left
- scaleR_right_diff_distrib h.zero_right h.zero_left by(auto simp add:field_simps) qed
+ scaleR_right_diff_distrib h.zero_right h.zero_left
+ by(auto simp add:field_simps)
+qed
lemma has_derivative_bilinear_at:
- assumes "(f has_derivative f') (at x)" "(g has_derivative g') (at x)" "bounded_bilinear h"
+ assumes "(f has_derivative f') (at x)"
+ assumes "(g has_derivative g') (at x)"
+ assumes "bounded_bilinear h"
shows "((\<lambda>x. h (f x) (g x)) has_derivative (\<lambda>d. h (f x) (g' d) + h (f' d) (g x))) (at x)"
- using has_derivative_bilinear_within[of f f' x UNIV g g' h] unfolding within_UNIV using assms by auto
+ using has_derivative_bilinear_within[of f f' x UNIV g g' h]
+ unfolding within_UNIV using assms by auto
subsection {* Considering derivative @{typ "real \<Rightarrow> 'b\<Colon>real_normed_vector"} as a vector. *}
@@ -1265,14 +1751,20 @@
definition "vector_derivative f net \<equiv> (SOME f'. (f has_vector_derivative f') net)"
-lemma vector_derivative_works: fixes f::"real \<Rightarrow> 'a::real_normed_vector"
+lemma vector_derivative_works:
+ fixes f::"real \<Rightarrow> 'a::real_normed_vector"
shows "f differentiable net \<longleftrightarrow> (f has_vector_derivative (vector_derivative f net)) net" (is "?l = ?r")
-proof assume ?l guess f' using `?l`[unfolded differentiable_def] .. note f' = this
+proof
+ assume ?l guess f' using `?l`[unfolded differentiable_def] .. note f' = this
then interpret bounded_linear f' by auto
thus ?r unfolding vector_derivative_def has_vector_derivative_def
apply-apply(rule someI_ex,rule_tac x="f' 1" in exI)
using f' unfolding scaleR[THEN sym] by auto
-next assume ?r thus ?l unfolding vector_derivative_def has_vector_derivative_def differentiable_def by auto qed
+next
+ assume ?r thus ?l
+ unfolding vector_derivative_def has_vector_derivative_def differentiable_def
+ by auto
+qed
lemma vector_derivative_unique_at:
assumes "(f has_vector_derivative f') (at x)"
@@ -1285,16 +1777,26 @@
thus ?thesis unfolding fun_eq_iff by auto
qed
-lemma vector_derivative_unique_within_closed_interval: fixes f::"real \<Rightarrow> 'n::ordered_euclidean_space"
- assumes "a < b" "x \<in> {a..b}"
- "(f has_vector_derivative f') (at x within {a..b})"
- "(f has_vector_derivative f'') (at x within {a..b})" shows "f' = f''" proof-
+lemma vector_derivative_unique_within_closed_interval:
+ fixes f::"real \<Rightarrow> 'n::ordered_euclidean_space"
+ assumes "a < b" and "x \<in> {a..b}"
+ assumes "(f has_vector_derivative f') (at x within {a..b})"
+ assumes "(f has_vector_derivative f'') (at x within {a..b})"
+ shows "f' = f''"
+proof-
have *:"(\<lambda>x. x *\<^sub>R f') = (\<lambda>x. x *\<^sub>R f'')"
apply(rule frechet_derivative_unique_within_closed_interval[of "a" "b"])
- using assms(3-)[unfolded has_vector_derivative_def] using assms(1-2) by auto
- show ?thesis proof(rule ccontr) assume "f' \<noteq> f''" moreover
- hence "(\<lambda>x. x *\<^sub>R f') 1 = (\<lambda>x. x *\<^sub>R f'') 1" using * by (auto simp: fun_eq_iff)
- ultimately show False unfolding o_def by auto qed qed
+ using assms(3-)[unfolded has_vector_derivative_def] using assms(1-2)
+ by auto
+ show ?thesis
+ proof(rule ccontr)
+ assume "f' \<noteq> f''"
+ moreover
+ hence "(\<lambda>x. x *\<^sub>R f') 1 = (\<lambda>x. x *\<^sub>R f'') 1"
+ using * by (auto simp: fun_eq_iff)
+ ultimately show False unfolding o_def by auto
+ qed
+qed
lemma vector_derivative_at:
shows "(f has_vector_derivative f') (at x) \<Longrightarrow> vector_derivative f (at x) = f'"
@@ -1302,8 +1804,10 @@
unfolding vector_derivative_works[THEN sym] differentiable_def
unfolding has_vector_derivative_def by auto
-lemma vector_derivative_within_closed_interval: fixes f::"real \<Rightarrow> 'a::ordered_euclidean_space"
- assumes "a < b" "x \<in> {a..b}" "(f has_vector_derivative f') (at x within {a..b})"
+lemma vector_derivative_within_closed_interval:
+ fixes f::"real \<Rightarrow> 'a::ordered_euclidean_space"
+ assumes "a < b" and "x \<in> {a..b}"
+ assumes "(f has_vector_derivative f') (at x within {a..b})"
shows "vector_derivative f (at x within {a..b}) = f'"
apply(rule vector_derivative_unique_within_closed_interval)
using vector_derivative_works[unfolded differentiable_def]
@@ -1320,71 +1824,95 @@
lemma has_vector_derivative_id: "((\<lambda>x::real. x) has_vector_derivative 1) net"
unfolding has_vector_derivative_def using has_derivative_id by auto
-lemma has_vector_derivative_cmul: "(f has_vector_derivative f') net \<Longrightarrow> ((\<lambda>x. c *\<^sub>R f x) has_vector_derivative (c *\<^sub>R f')) net"
- unfolding has_vector_derivative_def apply(drule has_derivative_cmul) by(auto simp add:algebra_simps)
+lemma has_vector_derivative_cmul:
+ "(f has_vector_derivative f') net \<Longrightarrow> ((\<lambda>x. c *\<^sub>R f x) has_vector_derivative (c *\<^sub>R f')) net"
+ unfolding has_vector_derivative_def apply(drule has_derivative_cmul)
+ by (auto simp add: algebra_simps)
-lemma has_vector_derivative_cmul_eq: assumes "c \<noteq> 0"
+lemma has_vector_derivative_cmul_eq:
+ assumes "c \<noteq> 0"
shows "(((\<lambda>x. c *\<^sub>R f x) has_vector_derivative (c *\<^sub>R f')) net \<longleftrightarrow> (f has_vector_derivative f') net)"
apply rule apply(drule has_vector_derivative_cmul[where c="1/c"]) defer
apply(rule has_vector_derivative_cmul) using assms by auto
lemma has_vector_derivative_neg:
- "(f has_vector_derivative f') net \<Longrightarrow> ((\<lambda>x. -(f x)) has_vector_derivative (- f')) net"
+ "(f has_vector_derivative f') net \<Longrightarrow> ((\<lambda>x. -(f x)) has_vector_derivative (- f')) net"
unfolding has_vector_derivative_def apply(drule has_derivative_neg) by auto
lemma has_vector_derivative_add:
- assumes "(f has_vector_derivative f') net" "(g has_vector_derivative g') net"
+ assumes "(f has_vector_derivative f') net"
+ assumes "(g has_vector_derivative g') net"
shows "((\<lambda>x. f(x) + g(x)) has_vector_derivative (f' + g')) net"
using has_derivative_add[OF assms[unfolded has_vector_derivative_def]]
unfolding has_vector_derivative_def unfolding scaleR_right_distrib by auto
lemma has_vector_derivative_sub:
- assumes "(f has_vector_derivative f') net" "(g has_vector_derivative g') net"
+ assumes "(f has_vector_derivative f') net"
+ assumes "(g has_vector_derivative g') net"
shows "((\<lambda>x. f(x) - g(x)) has_vector_derivative (f' - g')) net"
using has_derivative_sub[OF assms[unfolded has_vector_derivative_def]]
unfolding has_vector_derivative_def scaleR_right_diff_distrib by auto
lemma has_vector_derivative_bilinear_within:
- assumes "(f has_vector_derivative f') (at x within s)" "(g has_vector_derivative g') (at x within s)" "bounded_bilinear h"
- shows "((\<lambda>x. h (f x) (g x)) has_vector_derivative (h (f x) g' + h f' (g x))) (at x within s)" proof-
+ assumes "(f has_vector_derivative f') (at x within s)"
+ assumes "(g has_vector_derivative g') (at x within s)"
+ assumes "bounded_bilinear h"
+ shows "((\<lambda>x. h (f x) (g x)) has_vector_derivative (h (f x) g' + h f' (g x))) (at x within s)"
+proof-
interpret bounded_bilinear h using assms by auto
show ?thesis using has_derivative_bilinear_within[OF assms(1-2)[unfolded has_vector_derivative_def], of h]
unfolding o_def has_vector_derivative_def
- using assms(3) unfolding scaleR_right scaleR_left scaleR_right_distrib by auto qed
+ using assms(3) unfolding scaleR_right scaleR_left scaleR_right_distrib
+ by auto
+qed
lemma has_vector_derivative_bilinear_at:
- assumes "(f has_vector_derivative f') (at x)" "(g has_vector_derivative g') (at x)" "bounded_bilinear h"
+ assumes "(f has_vector_derivative f') (at x)"
+ assumes "(g has_vector_derivative g') (at x)"
+ assumes "bounded_bilinear h"
shows "((\<lambda>x. h (f x) (g x)) has_vector_derivative (h (f x) g' + h f' (g x))) (at x)"
apply(rule has_vector_derivative_bilinear_within[where s=UNIV, unfolded within_UNIV]) using assms by auto
-lemma has_vector_derivative_at_within: "(f has_vector_derivative f') (at x) \<Longrightarrow> (f has_vector_derivative f') (at x within s)"
- unfolding has_vector_derivative_def apply(rule has_derivative_at_within) by auto
+lemma has_vector_derivative_at_within:
+ "(f has_vector_derivative f') (at x) \<Longrightarrow> (f has_vector_derivative f') (at x within s)"
+ unfolding has_vector_derivative_def
+ by (rule has_derivative_at_within) auto
lemma has_vector_derivative_transform_within:
- assumes "0 < d" "x \<in> s" "\<forall>x'\<in>s. dist x' x < d \<longrightarrow> f x' = g x'" "(f has_vector_derivative f') (at x within s)"
+ assumes "0 < d" and "x \<in> s" and "\<forall>x'\<in>s. dist x' x < d \<longrightarrow> f x' = g x'"
+ assumes "(f has_vector_derivative f') (at x within s)"
shows "(g has_vector_derivative f') (at x within s)"
- using assms unfolding has_vector_derivative_def by(rule has_derivative_transform_within)
+ using assms unfolding has_vector_derivative_def
+ by (rule has_derivative_transform_within)
lemma has_vector_derivative_transform_at:
- assumes "0 < d" "\<forall>x'. dist x' x < d \<longrightarrow> f x' = g x'" "(f has_vector_derivative f') (at x)"
+ assumes "0 < d" and "\<forall>x'. dist x' x < d \<longrightarrow> f x' = g x'"
+ assumes "(f has_vector_derivative f') (at x)"
shows "(g has_vector_derivative f') (at x)"
- using assms unfolding has_vector_derivative_def by(rule has_derivative_transform_at)
+ using assms unfolding has_vector_derivative_def
+ by (rule has_derivative_transform_at)
lemma has_vector_derivative_transform_within_open:
- assumes "open s" "x \<in> s" "\<forall>y\<in>s. f y = g y" "(f has_vector_derivative f') (at x)"
+ assumes "open s" and "x \<in> s" and "\<forall>y\<in>s. f y = g y"
+ assumes "(f has_vector_derivative f') (at x)"
shows "(g has_vector_derivative f') (at x)"
- using assms unfolding has_vector_derivative_def by(rule has_derivative_transform_within_open)
+ using assms unfolding has_vector_derivative_def
+ by (rule has_derivative_transform_within_open)
lemma vector_diff_chain_at:
- assumes "(f has_vector_derivative f') (at x)" "(g has_vector_derivative g') (at (f x))"
+ assumes "(f has_vector_derivative f') (at x)"
+ assumes "(g has_vector_derivative g') (at (f x))"
shows "((g \<circ> f) has_vector_derivative (f' *\<^sub>R g')) (at x)"
- using assms(2) unfolding has_vector_derivative_def apply- apply(drule diff_chain_at[OF assms(1)[unfolded has_vector_derivative_def]])
+ using assms(2) unfolding has_vector_derivative_def apply-
+ apply(drule diff_chain_at[OF assms(1)[unfolded has_vector_derivative_def]])
unfolding o_def scaleR.scaleR_left by auto
lemma vector_diff_chain_within:
- assumes "(f has_vector_derivative f') (at x within s)" "(g has_vector_derivative g') (at (f x) within f ` s)"
+ assumes "(f has_vector_derivative f') (at x within s)"
+ assumes "(g has_vector_derivative g') (at (f x) within f ` s)"
shows "((g o f) has_vector_derivative (f' *\<^sub>R g')) (at x within s)"
- using assms(2) unfolding has_vector_derivative_def apply- apply(drule diff_chain_within[OF assms(1)[unfolded has_vector_derivative_def]])
+ using assms(2) unfolding has_vector_derivative_def apply-
+ apply(drule diff_chain_within[OF assms(1)[unfolded has_vector_derivative_def]])
unfolding o_def scaleR.scaleR_left by auto
end