moved nonstandard derivative stuff from Deriv.thy into new file HDeriv.thy
authorhuffman
Fri, 13 Apr 2007 00:07:52 +0200
changeset 22653 8e016bfdbf2f
parent 22652 c90a3b98473e
child 22654 c2b6b5a9e136
moved nonstandard derivative stuff from Deriv.thy into new file HDeriv.thy
src/HOL/Hyperreal/Deriv.thy
src/HOL/Hyperreal/HDeriv.thy
src/HOL/Hyperreal/Transcendental.thy
src/HOL/IsaMakefile
--- a/src/HOL/Hyperreal/Deriv.thy	Thu Apr 12 23:06:27 2007 +0200
+++ b/src/HOL/Hyperreal/Deriv.thy	Fri Apr 13 00:07:52 2007 +0200
@@ -9,7 +9,7 @@
 header{* Differentiation *}
 
 theory Deriv
-imports HLim
+imports Lim
 begin
 
 text{*Standard and Nonstandard Definitions*}
@@ -21,27 +21,10 @@
   "DERIV f x :> D = ((%h. (f(x + h) - f x) / h) -- 0 --> D)"
 
 definition
-  nsderiv :: "['a::real_normed_field \<Rightarrow> 'a, 'a, 'a] \<Rightarrow> bool"
-          ("(NSDERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60) where
-  "NSDERIV f x :> D = (\<forall>h \<in> Infinitesimal - {0}.
-      (( *f* f)(star_of x + h)
-       - star_of (f x))/h @= star_of D)"
-
-definition
   differentiable :: "['a::real_normed_field \<Rightarrow> 'a, 'a] \<Rightarrow> bool"
     (infixl "differentiable" 60) where
   "f differentiable x = (\<exists>D. DERIV f x :> D)"
 
-definition
-  NSdifferentiable :: "['a::real_normed_field \<Rightarrow> 'a, 'a] \<Rightarrow> bool"
-    (infixl "NSdifferentiable" 60) where
-  "f NSdifferentiable x = (\<exists>D. NSDERIV f x :> D)"
-
-definition
-  increment :: "[real=>real,real,hypreal] => hypreal" where
-  "increment f x h = (@inc. f NSdifferentiable x &
-           inc = ( *f* f)(hypreal_of_real x + h) - hypreal_of_real (f x))"
-
 
 consts
   Bolzano_bisect :: "[real*real=>bool, real, real, nat] => (real*real)"
@@ -299,349 +282,6 @@
     by (simp add: d dfx real_scaleR_def)
 qed
 
-
-subsubsection {* Nonstandard proofs *}
-
-lemma DERIV_NS_iff:
-      "(DERIV f x :> D) = ((%h. (f(x + h) - f(x))/h) -- 0 --NS> D)"
-by (simp add: deriv_def LIM_NSLIM_iff)
-
-lemma NS_DERIV_D: "DERIV f x :> D ==> (%h. (f(x + h) - f(x))/h) -- 0 --NS> D"
-by (simp add: deriv_def LIM_NSLIM_iff)
-
-lemma hnorm_of_hypreal:
-  "\<And>r. hnorm (( *f* of_real) r::'a::real_normed_div_algebra star) = \<bar>r\<bar>"
-by transfer (rule norm_of_real)
-
-lemma Infinitesimal_of_hypreal:
-  "x \<in> Infinitesimal \<Longrightarrow>
-   (( *f* of_real) x::'a::real_normed_div_algebra star) \<in> Infinitesimal"
-apply (rule InfinitesimalI2)
-apply (drule (1) InfinitesimalD2)
-apply (simp add: hnorm_of_hypreal)
-done
-
-lemma of_hypreal_eq_0_iff:
-  "\<And>x. (( *f* of_real) x = (0::'a::real_algebra_1 star)) = (x = 0)"
-by transfer (rule of_real_eq_0_iff)
-
-lemma NSDeriv_unique:
-     "[| NSDERIV f x :> D; NSDERIV f x :> E |] ==> D = E"
-apply (subgoal_tac "( *f* of_real) epsilon \<in> Infinitesimal - {0::'a star}")
-apply (simp only: nsderiv_def)
-apply (drule (1) bspec)+
-apply (drule (1) approx_trans3)
-apply simp
-apply (simp add: Infinitesimal_of_hypreal Infinitesimal_epsilon)
-apply (simp add: of_hypreal_eq_0_iff hypreal_epsilon_not_zero)
-done
-
-text {*First NSDERIV in terms of NSLIM*}
-
-text{*first equivalence *}
-lemma NSDERIV_NSLIM_iff:
-      "(NSDERIV f x :> D) = ((%h. (f(x + h) - f(x))/h) -- 0 --NS> D)"
-apply (simp add: nsderiv_def NSLIM_def, auto)
-apply (drule_tac x = xa in bspec)
-apply (rule_tac [3] ccontr)
-apply (drule_tac [3] x = h in spec)
-apply (auto simp add: mem_infmal_iff starfun_lambda_cancel)
-done
-
-text{*second equivalence *}
-lemma NSDERIV_NSLIM_iff2:
-     "(NSDERIV f x :> D) = ((%z. (f(z) - f(x)) / (z-x)) -- x --NS> D)"
-by (simp add: NSDERIV_NSLIM_iff DERIV_LIM_iff  diff_minus [symmetric]
-              LIM_NSLIM_iff [symmetric])
-
-(* while we're at it! *)
-lemma NSDERIV_iff2:
-     "(NSDERIV f x :> D) =
-      (\<forall>w.
-        w \<noteq> star_of x & w \<approx> star_of x -->
-        ( *f* (%z. (f z - f x) / (z-x))) w \<approx> star_of D)"
-by (simp add: NSDERIV_NSLIM_iff2 NSLIM_def)
-
-(*FIXME DELETE*)
-lemma hypreal_not_eq_minus_iff:
-  "(x \<noteq> a) = (x - a \<noteq> (0::'a::ab_group_add))"
-by auto
-
-lemma NSDERIVD5:
-  "(NSDERIV f x :> D) ==>
-   (\<forall>u. u \<approx> hypreal_of_real x -->
-     ( *f* (%z. f z - f x)) u \<approx> hypreal_of_real D * (u - hypreal_of_real x))"
-apply (auto simp add: NSDERIV_iff2)
-apply (case_tac "u = hypreal_of_real x", auto)
-apply (drule_tac x = u in spec, auto)
-apply (drule_tac c = "u - hypreal_of_real x" and b = "hypreal_of_real D" in approx_mult1)
-apply (drule_tac [!] hypreal_not_eq_minus_iff [THEN iffD1])
-apply (subgoal_tac [2] "( *f* (%z. z-x)) u \<noteq> (0::hypreal) ")
-apply (auto simp add:
-         approx_minus_iff [THEN iffD1, THEN mem_infmal_iff [THEN iffD2]]
-         Infinitesimal_subset_HFinite [THEN subsetD])
-done
-
-lemma NSDERIVD4:
-     "(NSDERIV f x :> D) ==>
-      (\<forall>h \<in> Infinitesimal.
-               (( *f* f)(hypreal_of_real x + h) -
-                 hypreal_of_real (f x))\<approx> (hypreal_of_real D) * h)"
-apply (auto simp add: nsderiv_def)
-apply (case_tac "h = (0::hypreal) ")
-apply (auto simp add: diff_minus)
-apply (drule_tac x = h in bspec)
-apply (drule_tac [2] c = h in approx_mult1)
-apply (auto intro: Infinitesimal_subset_HFinite [THEN subsetD]
-            simp add: diff_minus)
-done
-
-lemma NSDERIVD3:
-     "(NSDERIV f x :> D) ==>
-      (\<forall>h \<in> Infinitesimal - {0}.
-               (( *f* f)(hypreal_of_real x + h) -
-                 hypreal_of_real (f x))\<approx> (hypreal_of_real D) * h)"
-apply (auto simp add: nsderiv_def)
-apply (rule ccontr, drule_tac x = h in bspec)
-apply (drule_tac [2] c = h in approx_mult1)
-apply (auto intro: Infinitesimal_subset_HFinite [THEN subsetD]
-            simp add: mult_assoc diff_minus)
-done
-
-text{*Differentiability implies continuity
-         nice and simple "algebraic" proof*}
-lemma NSDERIV_isNSCont: "NSDERIV f x :> D ==> isNSCont f x"
-apply (auto simp add: nsderiv_def isNSCont_NSLIM_iff NSLIM_def)
-apply (drule approx_minus_iff [THEN iffD1])
-apply (drule hypreal_not_eq_minus_iff [THEN iffD1])
-apply (drule_tac x = "xa - star_of x" in bspec)
- prefer 2 apply (simp add: add_assoc [symmetric])
-apply (auto simp add: mem_infmal_iff [symmetric] add_commute)
-apply (drule_tac c = "xa - star_of x" in approx_mult1)
-apply (auto intro: Infinitesimal_subset_HFinite [THEN subsetD]
-            simp add: mult_assoc nonzero_mult_divide_cancel_right)
-apply (drule_tac x3=D in
-           HFinite_star_of [THEN [2] Infinitesimal_HFinite_mult,
-             THEN mem_infmal_iff [THEN iffD1]])
-apply (auto simp add: mult_commute
-            intro: approx_trans approx_minus_iff [THEN iffD2])
-done
-
-text{*Differentiation rules for combinations of functions
-      follow from clear, straightforard, algebraic
-      manipulations*}
-text{*Constant function*}
-
-(* use simple constant nslimit theorem *)
-lemma NSDERIV_const [simp]: "(NSDERIV (%x. k) x :> 0)"
-by (simp add: NSDERIV_NSLIM_iff)
-
-text{*Sum of functions- proved easily*}
-
-lemma NSDERIV_add: "[| NSDERIV f x :> Da;  NSDERIV g x :> Db |]
-      ==> NSDERIV (%x. f x + g x) x :> Da + Db"
-apply (auto simp add: NSDERIV_NSLIM_iff NSLIM_def)
-apply (auto simp add: add_divide_distrib diff_divide_distrib dest!: spec)
-apply (drule_tac b = "star_of Da" and d = "star_of Db" in approx_add)
-apply (auto simp add: diff_def add_ac)
-done
-
-text{*Product of functions - Proof is trivial but tedious
-  and long due to rearrangement of terms*}
-
-lemma lemma_nsderiv1:
-  fixes a b c d :: "'a::comm_ring star"
-  shows "(a*b) - (c*d) = (b*(a - c)) + (c*(b - d))"
-by (simp add: right_diff_distrib mult_ac)
-
-lemma lemma_nsderiv2:
-  fixes x y z :: "'a::real_normed_field star"
-  shows "[| (x - y) / z = star_of D + yb; z \<noteq> 0;
-         z \<in> Infinitesimal; yb \<in> Infinitesimal |]
-      ==> x - y \<approx> 0"
-apply (simp add: nonzero_divide_eq_eq)
-apply (auto intro!: Infinitesimal_HFinite_mult2 HFinite_add
-            simp add: mult_assoc mem_infmal_iff [symmetric])
-apply (erule Infinitesimal_subset_HFinite [THEN subsetD])
-done
-
-lemma NSDERIV_mult: "[| NSDERIV f x :> Da; NSDERIV g x :> Db |]
-      ==> NSDERIV (%x. f x * g x) x :> (Da * g(x)) + (Db * f(x))"
-apply (auto simp add: NSDERIV_NSLIM_iff NSLIM_def)
-apply (auto dest!: spec
-      simp add: starfun_lambda_cancel lemma_nsderiv1)
-apply (simp (no_asm) add: add_divide_distrib diff_divide_distrib)
-apply (drule bex_Infinitesimal_iff2 [THEN iffD2])+
-apply (auto simp add: times_divide_eq_right [symmetric]
-            simp del: times_divide_eq)
-apply (drule_tac D = Db in lemma_nsderiv2, assumption+)
-apply (drule_tac
-     approx_minus_iff [THEN iffD2, THEN bex_Infinitesimal_iff2 [THEN iffD2]])
-apply (auto intro!: approx_add_mono1
-            simp add: left_distrib right_distrib mult_commute add_assoc)
-apply (rule_tac b1 = "star_of Db * star_of (f x)"
-         in add_commute [THEN subst])
-apply (auto intro!: Infinitesimal_add_approx_self2 [THEN approx_sym]
-                    Infinitesimal_add Infinitesimal_mult
-                    Infinitesimal_star_of_mult
-                    Infinitesimal_star_of_mult2
-          simp add: add_assoc [symmetric])
-done
-
-text{*Multiplying by a constant*}
-lemma NSDERIV_cmult: "NSDERIV f x :> D
-      ==> NSDERIV (%x. c * f x) x :> c*D"
-apply (simp only: times_divide_eq_right [symmetric] NSDERIV_NSLIM_iff
-                  minus_mult_right right_diff_distrib [symmetric])
-apply (erule NSLIM_const [THEN NSLIM_mult])
-done
-
-text{*Negation of function*}
-lemma NSDERIV_minus: "NSDERIV f x :> D ==> NSDERIV (%x. -(f x)) x :> -D"
-proof (simp add: NSDERIV_NSLIM_iff)
-  assume "(\<lambda>h. (f (x + h) - f x) / h) -- 0 --NS> D"
-  hence deriv: "(\<lambda>h. - ((f(x+h) - f x) / h)) -- 0 --NS> - D"
-    by (rule NSLIM_minus)
-  have "\<forall>h. - ((f (x + h) - f x) / h) = (- f (x + h) + f x) / h"
-    by (simp add: minus_divide_left diff_def)
-  with deriv
-  show "(\<lambda>h. (- f (x + h) + f x) / h) -- 0 --NS> - D" by simp
-qed
-
-text{*Subtraction*}
-lemma NSDERIV_add_minus: "[| NSDERIV f x :> Da; NSDERIV g x :> Db |] ==> NSDERIV (%x. f x + -g x) x :> Da + -Db"
-by (blast dest: NSDERIV_add NSDERIV_minus)
-
-lemma NSDERIV_diff:
-     "[| NSDERIV f x :> Da; NSDERIV g x :> Db |]
-      ==> NSDERIV (%x. f x - g x) x :> Da-Db"
-apply (simp add: diff_minus)
-apply (blast intro: NSDERIV_add_minus)
-done
-
-text{*  Similarly to the above, the chain rule admits an entirely
-   straightforward derivation. Compare this with Harrison's
-   HOL proof of the chain rule, which proved to be trickier and
-   required an alternative characterisation of differentiability-
-   the so-called Carathedory derivative. Our main problem is
-   manipulation of terms.*}
-
-
-(* lemmas *)
-lemma NSDERIV_zero:
-      "[| NSDERIV g x :> D;
-               ( *f* g) (star_of x + xa) = star_of (g x);
-               xa \<in> Infinitesimal;
-               xa \<noteq> 0
-            |] ==> D = 0"
-apply (simp add: nsderiv_def)
-apply (drule bspec, auto)
-done
-
-(* can be proved differently using NSLIM_isCont_iff *)
-lemma NSDERIV_approx:
-     "[| NSDERIV f x :> D;  h \<in> Infinitesimal;  h \<noteq> 0 |]
-      ==> ( *f* f) (star_of x + h) - star_of (f x) \<approx> 0"
-apply (simp add: nsderiv_def)
-apply (simp add: mem_infmal_iff [symmetric])
-apply (rule Infinitesimal_ratio)
-apply (rule_tac [3] approx_star_of_HFinite, auto)
-done
-
-(*---------------------------------------------------------------
-   from one version of differentiability
-
-                f(x) - f(a)
-              --------------- \<approx> Db
-                  x - a
- ---------------------------------------------------------------*)
-lemma NSDERIVD1: "[| NSDERIV f (g x) :> Da;
-         ( *f* g) (star_of(x) + xa) \<noteq> star_of (g x);
-         ( *f* g) (star_of(x) + xa) \<approx> star_of (g x)
-      |] ==> (( *f* f) (( *f* g) (star_of(x) + xa))
-                   - star_of (f (g x)))
-              / (( *f* g) (star_of(x) + xa) - star_of (g x))
-             \<approx> star_of(Da)"
-by (auto simp add: NSDERIV_NSLIM_iff2 NSLIM_def diff_minus [symmetric])
-
-(*--------------------------------------------------------------
-   from other version of differentiability
-
-                f(x + h) - f(x)
-               ----------------- \<approx> Db
-                       h
- --------------------------------------------------------------*)
-lemma NSDERIVD2: "[| NSDERIV g x :> Db; xa \<in> Infinitesimal; xa \<noteq> 0 |]
-      ==> (( *f* g) (star_of(x) + xa) - star_of(g x)) / xa
-          \<approx> star_of(Db)"
-by (auto simp add: NSDERIV_NSLIM_iff NSLIM_def mem_infmal_iff starfun_lambda_cancel)
-
-lemma lemma_chain: "(z::'a::real_normed_field star) \<noteq> 0 ==> x*y = (x*inverse(z))*(z*y)"
-proof -
-  assume z: "z \<noteq> 0"
-  have "x * y = x * (inverse z * z) * y" by (simp add: z)
-  thus ?thesis by (simp add: mult_assoc)
-qed
-
-text{*This proof uses both definitions of differentiability.*}
-lemma NSDERIV_chain: "[| NSDERIV f (g x) :> Da; NSDERIV g x :> Db |]
-      ==> NSDERIV (f o g) x :> Da * Db"
-apply (simp (no_asm_simp) add: NSDERIV_NSLIM_iff NSLIM_def
-                mem_infmal_iff [symmetric])
-apply clarify
-apply (frule_tac f = g in NSDERIV_approx)
-apply (auto simp add: starfun_lambda_cancel2 starfun_o [symmetric])
-apply (case_tac "( *f* g) (star_of (x) + xa) = star_of (g x) ")
-apply (drule_tac g = g in NSDERIV_zero)
-apply (auto simp add: divide_inverse)
-apply (rule_tac z1 = "( *f* g) (star_of (x) + xa) - star_of (g x) " and y1 = "inverse xa" in lemma_chain [THEN ssubst])
-apply (erule hypreal_not_eq_minus_iff [THEN iffD1])
-apply (rule approx_mult_star_of)
-apply (simp_all add: divide_inverse [symmetric])
-apply (blast intro: NSDERIVD1 approx_minus_iff [THEN iffD2])
-apply (blast intro: NSDERIVD2)
-done
-
-text{*Differentiation of natural number powers*}
-lemma NSDERIV_Id [simp]: "NSDERIV (%x. x) x :> 1"
-by (simp add: NSDERIV_NSLIM_iff NSLIM_def divide_self del: divide_self_if)
-
-lemma NSDERIV_cmult_Id [simp]: "NSDERIV (op * c) x :> c"
-by (cut_tac c = c and x = x in NSDERIV_Id [THEN NSDERIV_cmult], simp)
-
-(*Can't get rid of x \<noteq> 0 because it isn't continuous at zero*)
-lemma NSDERIV_inverse:
-  fixes x :: "'a::{real_normed_field,recpower}"
-  shows "x \<noteq> 0 ==> NSDERIV (%x. inverse(x)) x :> (- (inverse x ^ Suc (Suc 0)))"
-apply (simp add: nsderiv_def)
-apply (rule ballI, simp, clarify)
-apply (frule (1) Infinitesimal_add_not_zero)
-apply (simp add: add_commute)
-(*apply (auto simp add: starfun_inverse_inverse realpow_two
-        simp del: minus_mult_left [symmetric] minus_mult_right [symmetric])*)
-apply (simp add: inverse_add nonzero_inverse_mult_distrib [symmetric] power_Suc
-              nonzero_inverse_minus_eq [symmetric] add_ac mult_ac diff_def
-            del: inverse_mult_distrib inverse_minus_eq
-                 minus_mult_left [symmetric] minus_mult_right [symmetric])
-apply (subst mult_commute, simp add: nonzero_mult_divide_cancel_right)
-apply (simp (no_asm_simp) add: mult_assoc [symmetric] right_distrib
-            del: minus_mult_left [symmetric] minus_mult_right [symmetric])
-apply (rule_tac y = "inverse (- (star_of x * star_of x))" in approx_trans)
-apply (rule inverse_add_Infinitesimal_approx2)
-apply (auto dest!: hypreal_of_real_HFinite_diff_Infinitesimal
-            simp add: inverse_minus_eq [symmetric] HFinite_minus_iff)
-apply (rule Infinitesimal_HFinite_mult2, auto)
-done
-
-subsubsection {* Equivalence of NS and Standard definitions *}
-
-lemma divideR_eq_divide: "x /# y = x / y"
-by (simp add: real_scaleR_def divide_inverse mult_commute)
-
-text{*Now equivalence between NSDERIV and DERIV*}
-lemma NSDERIV_DERIV_iff: "(NSDERIV f x :> D) = (DERIV f x :> D)"
-by (simp add: deriv_def NSDERIV_NSLIM_iff LIM_NSLIM_iff)
-
 (* let's do the standard proof though theorem *)
 (* LIM_mult2 follows from a NS proof          *)
 
@@ -665,10 +305,6 @@
 apply (simp add: real_scaleR_def real_of_nat_def)
 done
 
-(* NS version *)
-lemma NSDERIV_pow: "NSDERIV (%x. x ^ n) x :> real n * (x ^ (n - Suc 0))"
-by (simp add: NSDERIV_DERIV_iff DERIV_pow)
-
 text{*Power of -1*}
 
 lemma DERIV_inverse:
@@ -683,12 +319,6 @@
       ==> DERIV (%x. inverse(f x)) x :> (- (d * inverse(f(x) ^ Suc (Suc 0))))"
 by (drule (1) DERIV_inverse') (simp add: mult_ac power_Suc nonzero_inverse_mult_distrib)
 
-lemma NSDERIV_inverse_fun:
-  fixes x :: "'a::{real_normed_field,recpower}"
-  shows "[| NSDERIV f x :> d; f(x) \<noteq> 0 |]
-      ==> NSDERIV (%x. inverse(f x)) x :> (- (d * inverse(f(x) ^ Suc (Suc 0))))"
-by (simp add: NSDERIV_DERIV_iff DERIV_inverse_fun del: realpow_Suc)
-
 text{*Derivative of quotient*}
 lemma DERIV_quotient:
   fixes x :: "'a::{real_normed_field,recpower}"
@@ -696,35 +326,6 @@
        ==> DERIV (%y. f(y) / (g y)) x :> (d*g(x) - (e*f(x))) / (g(x) ^ Suc (Suc 0))"
 by (drule (2) DERIV_divide) (simp add: mult_commute power_Suc)
 
-lemma NSDERIV_quotient:
-  fixes x :: "'a::{real_normed_field,recpower}"
-  shows "[| NSDERIV f x :> d; NSDERIV g x :> e; g(x) \<noteq> 0 |]
-       ==> NSDERIV (%y. f(y) / (g y)) x :> (d*g(x)
-                            - (e*f(x))) / (g(x) ^ Suc (Suc 0))"
-by (simp add: NSDERIV_DERIV_iff DERIV_quotient del: realpow_Suc)
-
-lemma CARAT_NSDERIV: "NSDERIV f x :> l ==>
-      \<exists>g. (\<forall>z. f z - f x = g z * (z-x)) & isNSCont g x & g x = l"
-by (auto simp add: NSDERIV_DERIV_iff isNSCont_isCont_iff CARAT_DERIV
-                   mult_commute)
-
-lemma hypreal_eq_minus_iff3: "(x = y + z) = (x + -z = (y::hypreal))"
-by auto
-
-lemma CARAT_DERIVD:
-  assumes all: "\<forall>z. f z - f x = g z * (z-x)"
-      and nsc: "isNSCont g x"
-  shows "NSDERIV f x :> g x"
-proof -
-  from nsc
-  have "\<forall>w. w \<noteq> star_of x \<and> w \<approx> star_of x \<longrightarrow>
-         ( *f* g) w * (w - star_of x) / (w - star_of x) \<approx>
-         star_of (g x)"
-    by (simp add: isNSCont_def nonzero_mult_divide_cancel_right)
-  thus ?thesis using all
-    by (simp add: NSDERIV_iff2 starfun_if_eq cong: if_cong)
-qed
-
 subsubsection {* Differentiability predicate *}
 
 lemma differentiableD: "f differentiable x ==> \<exists>D. DERIV f x :> D"
@@ -733,12 +334,6 @@
 lemma differentiableI: "DERIV f x :> D ==> f differentiable x"
 by (force simp add: differentiable_def)
 
-lemma NSdifferentiableD: "f NSdifferentiable x ==> \<exists>D. NSDERIV f x :> D"
-by (simp add: NSdifferentiable_def)
-
-lemma NSdifferentiableI: "NSDERIV f x :> D ==> f NSdifferentiable x"
-by (force simp add: NSdifferentiable_def)
-
 lemma differentiable_const: "(\<lambda>z. a) differentiable x"
   apply (unfold differentiable_def)
   apply (rule_tac x=0 in exI)
@@ -790,47 +385,6 @@
   thus ?thesis by (fold differentiable_def)
 qed
 
-subsection {*(NS) Increment*}
-lemma incrementI:
-      "f NSdifferentiable x ==>
-      increment f x h = ( *f* f) (hypreal_of_real(x) + h) -
-      hypreal_of_real (f x)"
-by (simp add: increment_def)
-
-lemma incrementI2: "NSDERIV f x :> D ==>
-     increment f x h = ( *f* f) (hypreal_of_real(x) + h) -
-     hypreal_of_real (f x)"
-apply (erule NSdifferentiableI [THEN incrementI])
-done
-
-(* The Increment theorem -- Keisler p. 65 *)
-lemma increment_thm: "[| NSDERIV f x :> D; h \<in> Infinitesimal; h \<noteq> 0 |]
-      ==> \<exists>e \<in> Infinitesimal. increment f x h = hypreal_of_real(D)*h + e*h"
-apply (frule_tac h = h in incrementI2, simp add: nsderiv_def)
-apply (drule bspec, auto)
-apply (drule bex_Infinitesimal_iff2 [THEN iffD2], clarify)
-apply (frule_tac b1 = "hypreal_of_real (D) + y"
-        in hypreal_mult_right_cancel [THEN iffD2])
-apply (erule_tac [2] V = "(( *f* f) (hypreal_of_real (x) + h) - hypreal_of_real (f x)) / h = hypreal_of_real (D) + y" in thin_rl)
-apply assumption
-apply (simp add: times_divide_eq_right [symmetric])
-apply (auto simp add: left_distrib)
-done
-
-lemma increment_thm2:
-     "[| NSDERIV f x :> D; h \<approx> 0; h \<noteq> 0 |]
-      ==> \<exists>e \<in> Infinitesimal. increment f x h =
-              hypreal_of_real(D)*h + e*h"
-by (blast dest!: mem_infmal_iff [THEN iffD2] intro!: increment_thm)
-
-
-lemma increment_approx_zero: "[| NSDERIV f x :> D; h \<approx> 0; h \<noteq> 0 |]
-      ==> increment f x h \<approx> 0"
-apply (drule increment_thm2,
-       auto intro!: Infinitesimal_HFinite_mult2 HFinite_add simp add: left_distrib [symmetric] mem_infmal_iff [symmetric])
-apply (erule Infinitesimal_subset_HFinite [THEN subsetD])
-done
-
 subsection {* Nested Intervals and Bisection *}
 
 text{*Lemmas about nested intervals and proof by bisection (cf.Harrison).
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/src/HOL/Hyperreal/HDeriv.thy	Fri Apr 13 00:07:52 2007 +0200
@@ -0,0 +1,472 @@
+(*  Title       : Deriv.thy
+    ID          : $Id$
+    Author      : Jacques D. Fleuriot
+    Copyright   : 1998  University of Cambridge
+    Conversion to Isar and new proofs by Lawrence C Paulson, 2004
+*)
+
+header{* Differentiation (Nonstandard) *}
+
+theory HDeriv
+imports Deriv HLim
+begin
+
+text{*Nonstandard Definitions*}
+
+definition
+  nsderiv :: "['a::real_normed_field \<Rightarrow> 'a, 'a, 'a] \<Rightarrow> bool"
+          ("(NSDERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60) where
+  "NSDERIV f x :> D = (\<forall>h \<in> Infinitesimal - {0}.
+      (( *f* f)(star_of x + h)
+       - star_of (f x))/h @= star_of D)"
+
+definition
+  NSdifferentiable :: "['a::real_normed_field \<Rightarrow> 'a, 'a] \<Rightarrow> bool"
+    (infixl "NSdifferentiable" 60) where
+  "f NSdifferentiable x = (\<exists>D. NSDERIV f x :> D)"
+
+definition
+  increment :: "[real=>real,real,hypreal] => hypreal" where
+  "increment f x h = (@inc. f NSdifferentiable x &
+           inc = ( *f* f)(hypreal_of_real x + h) - hypreal_of_real (f x))"
+
+
+subsection {* Derivatives *}
+
+lemma DERIV_NS_iff:
+      "(DERIV f x :> D) = ((%h. (f(x + h) - f(x))/h) -- 0 --NS> D)"
+by (simp add: deriv_def LIM_NSLIM_iff)
+
+lemma NS_DERIV_D: "DERIV f x :> D ==> (%h. (f(x + h) - f(x))/h) -- 0 --NS> D"
+by (simp add: deriv_def LIM_NSLIM_iff)
+
+lemma hnorm_of_hypreal:
+  "\<And>r. hnorm (( *f* of_real) r::'a::real_normed_div_algebra star) = \<bar>r\<bar>"
+by transfer (rule norm_of_real)
+
+lemma Infinitesimal_of_hypreal:
+  "x \<in> Infinitesimal \<Longrightarrow>
+   (( *f* of_real) x::'a::real_normed_div_algebra star) \<in> Infinitesimal"
+apply (rule InfinitesimalI2)
+apply (drule (1) InfinitesimalD2)
+apply (simp add: hnorm_of_hypreal)
+done
+
+lemma of_hypreal_eq_0_iff:
+  "\<And>x. (( *f* of_real) x = (0::'a::real_algebra_1 star)) = (x = 0)"
+by transfer (rule of_real_eq_0_iff)
+
+lemma NSDeriv_unique:
+     "[| NSDERIV f x :> D; NSDERIV f x :> E |] ==> D = E"
+apply (subgoal_tac "( *f* of_real) epsilon \<in> Infinitesimal - {0::'a star}")
+apply (simp only: nsderiv_def)
+apply (drule (1) bspec)+
+apply (drule (1) approx_trans3)
+apply simp
+apply (simp add: Infinitesimal_of_hypreal Infinitesimal_epsilon)
+apply (simp add: of_hypreal_eq_0_iff hypreal_epsilon_not_zero)
+done
+
+text {*First NSDERIV in terms of NSLIM*}
+
+text{*first equivalence *}
+lemma NSDERIV_NSLIM_iff:
+      "(NSDERIV f x :> D) = ((%h. (f(x + h) - f(x))/h) -- 0 --NS> D)"
+apply (simp add: nsderiv_def NSLIM_def, auto)
+apply (drule_tac x = xa in bspec)
+apply (rule_tac [3] ccontr)
+apply (drule_tac [3] x = h in spec)
+apply (auto simp add: mem_infmal_iff starfun_lambda_cancel)
+done
+
+text{*second equivalence *}
+lemma NSDERIV_NSLIM_iff2:
+     "(NSDERIV f x :> D) = ((%z. (f(z) - f(x)) / (z-x)) -- x --NS> D)"
+by (simp add: NSDERIV_NSLIM_iff DERIV_LIM_iff  diff_minus [symmetric]
+              LIM_NSLIM_iff [symmetric])
+
+(* while we're at it! *)
+
+lemma NSDERIV_iff2:
+     "(NSDERIV f x :> D) =
+      (\<forall>w.
+        w \<noteq> star_of x & w \<approx> star_of x -->
+        ( *f* (%z. (f z - f x) / (z-x))) w \<approx> star_of D)"
+by (simp add: NSDERIV_NSLIM_iff2 NSLIM_def)
+
+(*FIXME DELETE*)
+lemma hypreal_not_eq_minus_iff:
+  "(x \<noteq> a) = (x - a \<noteq> (0::'a::ab_group_add))"
+by auto
+
+lemma NSDERIVD5:
+  "(NSDERIV f x :> D) ==>
+   (\<forall>u. u \<approx> hypreal_of_real x -->
+     ( *f* (%z. f z - f x)) u \<approx> hypreal_of_real D * (u - hypreal_of_real x))"
+apply (auto simp add: NSDERIV_iff2)
+apply (case_tac "u = hypreal_of_real x", auto)
+apply (drule_tac x = u in spec, auto)
+apply (drule_tac c = "u - hypreal_of_real x" and b = "hypreal_of_real D" in approx_mult1)
+apply (drule_tac [!] hypreal_not_eq_minus_iff [THEN iffD1])
+apply (subgoal_tac [2] "( *f* (%z. z-x)) u \<noteq> (0::hypreal) ")
+apply (auto simp add:
+         approx_minus_iff [THEN iffD1, THEN mem_infmal_iff [THEN iffD2]]
+         Infinitesimal_subset_HFinite [THEN subsetD])
+done
+
+lemma NSDERIVD4:
+     "(NSDERIV f x :> D) ==>
+      (\<forall>h \<in> Infinitesimal.
+               (( *f* f)(hypreal_of_real x + h) -
+                 hypreal_of_real (f x))\<approx> (hypreal_of_real D) * h)"
+apply (auto simp add: nsderiv_def)
+apply (case_tac "h = (0::hypreal) ")
+apply (auto simp add: diff_minus)
+apply (drule_tac x = h in bspec)
+apply (drule_tac [2] c = h in approx_mult1)
+apply (auto intro: Infinitesimal_subset_HFinite [THEN subsetD]
+            simp add: diff_minus)
+done
+
+lemma NSDERIVD3:
+     "(NSDERIV f x :> D) ==>
+      (\<forall>h \<in> Infinitesimal - {0}.
+               (( *f* f)(hypreal_of_real x + h) -
+                 hypreal_of_real (f x))\<approx> (hypreal_of_real D) * h)"
+apply (auto simp add: nsderiv_def)
+apply (rule ccontr, drule_tac x = h in bspec)
+apply (drule_tac [2] c = h in approx_mult1)
+apply (auto intro: Infinitesimal_subset_HFinite [THEN subsetD]
+            simp add: mult_assoc diff_minus)
+done
+
+text{*Differentiability implies continuity
+         nice and simple "algebraic" proof*}
+lemma NSDERIV_isNSCont: "NSDERIV f x :> D ==> isNSCont f x"
+apply (auto simp add: nsderiv_def isNSCont_NSLIM_iff NSLIM_def)
+apply (drule approx_minus_iff [THEN iffD1])
+apply (drule hypreal_not_eq_minus_iff [THEN iffD1])
+apply (drule_tac x = "xa - star_of x" in bspec)
+ prefer 2 apply (simp add: add_assoc [symmetric])
+apply (auto simp add: mem_infmal_iff [symmetric] add_commute)
+apply (drule_tac c = "xa - star_of x" in approx_mult1)
+apply (auto intro: Infinitesimal_subset_HFinite [THEN subsetD]
+            simp add: mult_assoc nonzero_mult_divide_cancel_right)
+apply (drule_tac x3=D in
+           HFinite_star_of [THEN [2] Infinitesimal_HFinite_mult,
+             THEN mem_infmal_iff [THEN iffD1]])
+apply (auto simp add: mult_commute
+            intro: approx_trans approx_minus_iff [THEN iffD2])
+done
+
+text{*Differentiation rules for combinations of functions
+      follow from clear, straightforard, algebraic
+      manipulations*}
+text{*Constant function*}
+
+(* use simple constant nslimit theorem *)
+lemma NSDERIV_const [simp]: "(NSDERIV (%x. k) x :> 0)"
+by (simp add: NSDERIV_NSLIM_iff)
+
+text{*Sum of functions- proved easily*}
+
+lemma NSDERIV_add: "[| NSDERIV f x :> Da;  NSDERIV g x :> Db |]
+      ==> NSDERIV (%x. f x + g x) x :> Da + Db"
+apply (auto simp add: NSDERIV_NSLIM_iff NSLIM_def)
+apply (auto simp add: add_divide_distrib diff_divide_distrib dest!: spec)
+apply (drule_tac b = "star_of Da" and d = "star_of Db" in approx_add)
+apply (auto simp add: diff_def add_ac)
+done
+
+text{*Product of functions - Proof is trivial but tedious
+  and long due to rearrangement of terms*}
+
+lemma lemma_nsderiv1:
+  fixes a b c d :: "'a::comm_ring star"
+  shows "(a*b) - (c*d) = (b*(a - c)) + (c*(b - d))"
+by (simp add: right_diff_distrib mult_ac)
+
+lemma lemma_nsderiv2:
+  fixes x y z :: "'a::real_normed_field star"
+  shows "[| (x - y) / z = star_of D + yb; z \<noteq> 0;
+         z \<in> Infinitesimal; yb \<in> Infinitesimal |]
+      ==> x - y \<approx> 0"
+apply (simp add: nonzero_divide_eq_eq)
+apply (auto intro!: Infinitesimal_HFinite_mult2 HFinite_add
+            simp add: mult_assoc mem_infmal_iff [symmetric])
+apply (erule Infinitesimal_subset_HFinite [THEN subsetD])
+done
+
+lemma NSDERIV_mult: "[| NSDERIV f x :> Da; NSDERIV g x :> Db |]
+      ==> NSDERIV (%x. f x * g x) x :> (Da * g(x)) + (Db * f(x))"
+apply (auto simp add: NSDERIV_NSLIM_iff NSLIM_def)
+apply (auto dest!: spec
+      simp add: starfun_lambda_cancel lemma_nsderiv1)
+apply (simp (no_asm) add: add_divide_distrib diff_divide_distrib)
+apply (drule bex_Infinitesimal_iff2 [THEN iffD2])+
+apply (auto simp add: times_divide_eq_right [symmetric]
+            simp del: times_divide_eq)
+apply (drule_tac D = Db in lemma_nsderiv2, assumption+)
+apply (drule_tac
+     approx_minus_iff [THEN iffD2, THEN bex_Infinitesimal_iff2 [THEN iffD2]])
+apply (auto intro!: approx_add_mono1
+            simp add: left_distrib right_distrib mult_commute add_assoc)
+apply (rule_tac b1 = "star_of Db * star_of (f x)"
+         in add_commute [THEN subst])
+apply (auto intro!: Infinitesimal_add_approx_self2 [THEN approx_sym]
+                    Infinitesimal_add Infinitesimal_mult
+                    Infinitesimal_star_of_mult
+                    Infinitesimal_star_of_mult2
+          simp add: add_assoc [symmetric])
+done
+
+text{*Multiplying by a constant*}
+lemma NSDERIV_cmult: "NSDERIV f x :> D
+      ==> NSDERIV (%x. c * f x) x :> c*D"
+apply (simp only: times_divide_eq_right [symmetric] NSDERIV_NSLIM_iff
+                  minus_mult_right right_diff_distrib [symmetric])
+apply (erule NSLIM_const [THEN NSLIM_mult])
+done
+
+text{*Negation of function*}
+lemma NSDERIV_minus: "NSDERIV f x :> D ==> NSDERIV (%x. -(f x)) x :> -D"
+proof (simp add: NSDERIV_NSLIM_iff)
+  assume "(\<lambda>h. (f (x + h) - f x) / h) -- 0 --NS> D"
+  hence deriv: "(\<lambda>h. - ((f(x+h) - f x) / h)) -- 0 --NS> - D"
+    by (rule NSLIM_minus)
+  have "\<forall>h. - ((f (x + h) - f x) / h) = (- f (x + h) + f x) / h"
+    by (simp add: minus_divide_left diff_def)
+  with deriv
+  show "(\<lambda>h. (- f (x + h) + f x) / h) -- 0 --NS> - D" by simp
+qed
+
+text{*Subtraction*}
+lemma NSDERIV_add_minus: "[| NSDERIV f x :> Da; NSDERIV g x :> Db |] ==> NSDERIV (%x. f x + -g x) x :> Da + -Db"
+by (blast dest: NSDERIV_add NSDERIV_minus)
+
+lemma NSDERIV_diff:
+     "[| NSDERIV f x :> Da; NSDERIV g x :> Db |]
+      ==> NSDERIV (%x. f x - g x) x :> Da-Db"
+apply (simp add: diff_minus)
+apply (blast intro: NSDERIV_add_minus)
+done
+
+text{*  Similarly to the above, the chain rule admits an entirely
+   straightforward derivation. Compare this with Harrison's
+   HOL proof of the chain rule, which proved to be trickier and
+   required an alternative characterisation of differentiability-
+   the so-called Carathedory derivative. Our main problem is
+   manipulation of terms.*}
+
+(* lemmas *)
+
+lemma NSDERIV_zero:
+      "[| NSDERIV g x :> D;
+               ( *f* g) (star_of x + xa) = star_of (g x);
+               xa \<in> Infinitesimal;
+               xa \<noteq> 0
+            |] ==> D = 0"
+apply (simp add: nsderiv_def)
+apply (drule bspec, auto)
+done
+
+(* can be proved differently using NSLIM_isCont_iff *)
+lemma NSDERIV_approx:
+     "[| NSDERIV f x :> D;  h \<in> Infinitesimal;  h \<noteq> 0 |]
+      ==> ( *f* f) (star_of x + h) - star_of (f x) \<approx> 0"
+apply (simp add: nsderiv_def)
+apply (simp add: mem_infmal_iff [symmetric])
+apply (rule Infinitesimal_ratio)
+apply (rule_tac [3] approx_star_of_HFinite, auto)
+done
+
+(*---------------------------------------------------------------
+   from one version of differentiability
+
+                f(x) - f(a)
+              --------------- \<approx> Db
+                  x - a
+ ---------------------------------------------------------------*)
+
+lemma NSDERIVD1: "[| NSDERIV f (g x) :> Da;
+         ( *f* g) (star_of(x) + xa) \<noteq> star_of (g x);
+         ( *f* g) (star_of(x) + xa) \<approx> star_of (g x)
+      |] ==> (( *f* f) (( *f* g) (star_of(x) + xa))
+                   - star_of (f (g x)))
+              / (( *f* g) (star_of(x) + xa) - star_of (g x))
+             \<approx> star_of(Da)"
+by (auto simp add: NSDERIV_NSLIM_iff2 NSLIM_def diff_minus [symmetric])
+
+(*--------------------------------------------------------------
+   from other version of differentiability
+
+                f(x + h) - f(x)
+               ----------------- \<approx> Db
+                       h
+ --------------------------------------------------------------*)
+
+lemma NSDERIVD2: "[| NSDERIV g x :> Db; xa \<in> Infinitesimal; xa \<noteq> 0 |]
+      ==> (( *f* g) (star_of(x) + xa) - star_of(g x)) / xa
+          \<approx> star_of(Db)"
+by (auto simp add: NSDERIV_NSLIM_iff NSLIM_def mem_infmal_iff starfun_lambda_cancel)
+
+lemma lemma_chain: "(z::'a::real_normed_field star) \<noteq> 0 ==> x*y = (x*inverse(z))*(z*y)"
+proof -
+  assume z: "z \<noteq> 0"
+  have "x * y = x * (inverse z * z) * y" by (simp add: z)
+  thus ?thesis by (simp add: mult_assoc)
+qed
+
+text{*This proof uses both definitions of differentiability.*}
+lemma NSDERIV_chain: "[| NSDERIV f (g x) :> Da; NSDERIV g x :> Db |]
+      ==> NSDERIV (f o g) x :> Da * Db"
+apply (simp (no_asm_simp) add: NSDERIV_NSLIM_iff NSLIM_def
+                mem_infmal_iff [symmetric])
+apply clarify
+apply (frule_tac f = g in NSDERIV_approx)
+apply (auto simp add: starfun_lambda_cancel2 starfun_o [symmetric])
+apply (case_tac "( *f* g) (star_of (x) + xa) = star_of (g x) ")
+apply (drule_tac g = g in NSDERIV_zero)
+apply (auto simp add: divide_inverse)
+apply (rule_tac z1 = "( *f* g) (star_of (x) + xa) - star_of (g x) " and y1 = "inverse xa" in lemma_chain [THEN ssubst])
+apply (erule hypreal_not_eq_minus_iff [THEN iffD1])
+apply (rule approx_mult_star_of)
+apply (simp_all add: divide_inverse [symmetric])
+apply (blast intro: NSDERIVD1 approx_minus_iff [THEN iffD2])
+apply (blast intro: NSDERIVD2)
+done
+
+text{*Differentiation of natural number powers*}
+lemma NSDERIV_Id [simp]: "NSDERIV (%x. x) x :> 1"
+by (simp add: NSDERIV_NSLIM_iff NSLIM_def divide_self del: divide_self_if)
+
+lemma NSDERIV_cmult_Id [simp]: "NSDERIV (op * c) x :> c"
+by (cut_tac c = c and x = x in NSDERIV_Id [THEN NSDERIV_cmult], simp)
+
+(*Can't get rid of x \<noteq> 0 because it isn't continuous at zero*)
+lemma NSDERIV_inverse:
+  fixes x :: "'a::{real_normed_field,recpower}"
+  shows "x \<noteq> 0 ==> NSDERIV (%x. inverse(x)) x :> (- (inverse x ^ Suc (Suc 0)))"
+apply (simp add: nsderiv_def)
+apply (rule ballI, simp, clarify)
+apply (frule (1) Infinitesimal_add_not_zero)
+apply (simp add: add_commute)
+(*apply (auto simp add: starfun_inverse_inverse realpow_two
+        simp del: minus_mult_left [symmetric] minus_mult_right [symmetric])*)
+apply (simp add: inverse_add nonzero_inverse_mult_distrib [symmetric] power_Suc
+              nonzero_inverse_minus_eq [symmetric] add_ac mult_ac diff_def
+            del: inverse_mult_distrib inverse_minus_eq
+                 minus_mult_left [symmetric] minus_mult_right [symmetric])
+apply (subst mult_commute, simp add: nonzero_mult_divide_cancel_right)
+apply (simp (no_asm_simp) add: mult_assoc [symmetric] right_distrib
+            del: minus_mult_left [symmetric] minus_mult_right [symmetric])
+apply (rule_tac y = "inverse (- (star_of x * star_of x))" in approx_trans)
+apply (rule inverse_add_Infinitesimal_approx2)
+apply (auto dest!: hypreal_of_real_HFinite_diff_Infinitesimal
+            simp add: inverse_minus_eq [symmetric] HFinite_minus_iff)
+apply (rule Infinitesimal_HFinite_mult2, auto)
+done
+
+subsubsection {* Equivalence of NS and Standard definitions *}
+
+lemma divideR_eq_divide: "x /# y = x / y"
+by (simp add: real_scaleR_def divide_inverse mult_commute)
+
+text{*Now equivalence between NSDERIV and DERIV*}
+lemma NSDERIV_DERIV_iff: "(NSDERIV f x :> D) = (DERIV f x :> D)"
+by (simp add: deriv_def NSDERIV_NSLIM_iff LIM_NSLIM_iff)
+
+(* NS version *)
+lemma NSDERIV_pow: "NSDERIV (%x. x ^ n) x :> real n * (x ^ (n - Suc 0))"
+by (simp add: NSDERIV_DERIV_iff DERIV_pow)
+
+text{*Derivative of inverse*}
+
+lemma NSDERIV_inverse_fun:
+  fixes x :: "'a::{real_normed_field,recpower}"
+  shows "[| NSDERIV f x :> d; f(x) \<noteq> 0 |]
+      ==> NSDERIV (%x. inverse(f x)) x :> (- (d * inverse(f(x) ^ Suc (Suc 0))))"
+by (simp add: NSDERIV_DERIV_iff DERIV_inverse_fun del: realpow_Suc)
+
+text{*Derivative of quotient*}
+
+lemma NSDERIV_quotient:
+  fixes x :: "'a::{real_normed_field,recpower}"
+  shows "[| NSDERIV f x :> d; NSDERIV g x :> e; g(x) \<noteq> 0 |]
+       ==> NSDERIV (%y. f(y) / (g y)) x :> (d*g(x)
+                            - (e*f(x))) / (g(x) ^ Suc (Suc 0))"
+by (simp add: NSDERIV_DERIV_iff DERIV_quotient del: realpow_Suc)
+
+lemma CARAT_NSDERIV: "NSDERIV f x :> l ==>
+      \<exists>g. (\<forall>z. f z - f x = g z * (z-x)) & isNSCont g x & g x = l"
+by (auto simp add: NSDERIV_DERIV_iff isNSCont_isCont_iff CARAT_DERIV
+                   mult_commute)
+
+lemma hypreal_eq_minus_iff3: "(x = y + z) = (x + -z = (y::hypreal))"
+by auto
+
+lemma CARAT_DERIVD:
+  assumes all: "\<forall>z. f z - f x = g z * (z-x)"
+      and nsc: "isNSCont g x"
+  shows "NSDERIV f x :> g x"
+proof -
+  from nsc
+  have "\<forall>w. w \<noteq> star_of x \<and> w \<approx> star_of x \<longrightarrow>
+         ( *f* g) w * (w - star_of x) / (w - star_of x) \<approx>
+         star_of (g x)"
+    by (simp add: isNSCont_def nonzero_mult_divide_cancel_right)
+  thus ?thesis using all
+    by (simp add: NSDERIV_iff2 starfun_if_eq cong: if_cong)
+qed
+
+subsubsection {* Differentiability predicate *}
+
+lemma NSdifferentiableD: "f NSdifferentiable x ==> \<exists>D. NSDERIV f x :> D"
+by (simp add: NSdifferentiable_def)
+
+lemma NSdifferentiableI: "NSDERIV f x :> D ==> f NSdifferentiable x"
+by (force simp add: NSdifferentiable_def)
+
+
+subsection {*(NS) Increment*}
+lemma incrementI:
+      "f NSdifferentiable x ==>
+      increment f x h = ( *f* f) (hypreal_of_real(x) + h) -
+      hypreal_of_real (f x)"
+by (simp add: increment_def)
+
+lemma incrementI2: "NSDERIV f x :> D ==>
+     increment f x h = ( *f* f) (hypreal_of_real(x) + h) -
+     hypreal_of_real (f x)"
+apply (erule NSdifferentiableI [THEN incrementI])
+done
+
+(* The Increment theorem -- Keisler p. 65 *)
+lemma increment_thm: "[| NSDERIV f x :> D; h \<in> Infinitesimal; h \<noteq> 0 |]
+      ==> \<exists>e \<in> Infinitesimal. increment f x h = hypreal_of_real(D)*h + e*h"
+apply (frule_tac h = h in incrementI2, simp add: nsderiv_def)
+apply (drule bspec, auto)
+apply (drule bex_Infinitesimal_iff2 [THEN iffD2], clarify)
+apply (frule_tac b1 = "hypreal_of_real (D) + y"
+        in hypreal_mult_right_cancel [THEN iffD2])
+apply (erule_tac [2] V = "(( *f* f) (hypreal_of_real (x) + h) - hypreal_of_real (f x)) / h = hypreal_of_real (D) + y" in thin_rl)
+apply assumption
+apply (simp add: times_divide_eq_right [symmetric])
+apply (auto simp add: left_distrib)
+done
+
+lemma increment_thm2:
+     "[| NSDERIV f x :> D; h \<approx> 0; h \<noteq> 0 |]
+      ==> \<exists>e \<in> Infinitesimal. increment f x h =
+              hypreal_of_real(D)*h + e*h"
+by (blast dest!: mem_infmal_iff [THEN iffD2] intro!: increment_thm)
+
+
+lemma increment_approx_zero: "[| NSDERIV f x :> D; h \<approx> 0; h \<noteq> 0 |]
+      ==> increment f x h \<approx> 0"
+apply (drule increment_thm2,
+       auto intro!: Infinitesimal_HFinite_mult2 HFinite_add simp add: left_distrib [symmetric] mem_infmal_iff [symmetric])
+apply (erule Infinitesimal_subset_HFinite [THEN subsetD])
+done
+
+end
--- a/src/HOL/Hyperreal/Transcendental.thy	Thu Apr 12 23:06:27 2007 +0200
+++ b/src/HOL/Hyperreal/Transcendental.thy	Fri Apr 13 00:07:52 2007 +0200
@@ -8,7 +8,7 @@
 header{*Power Series, Transcendental Functions etc.*}
 
 theory Transcendental
-imports NthRoot Fact Series EvenOdd Deriv
+imports NthRoot Fact Series EvenOdd HDeriv
 begin
 
 definition
--- a/src/HOL/IsaMakefile	Thu Apr 12 23:06:27 2007 +0200
+++ b/src/HOL/IsaMakefile	Fri Apr 13 00:07:52 2007 +0200
@@ -162,7 +162,7 @@
   Hyperreal/EvenOdd.thy Hyperreal/Fact.thy Hyperreal/HLog.thy			\
   Hyperreal/Filter.thy Hyperreal/HSeries.thy Hyperreal/transfer.ML		\
   Hyperreal/HLim.thy Hyperreal/HSEQ.thy Hyperreal/HTranscendental.thy		\
-  Hyperreal/HyperDef.thy Hyperreal/HyperNat.thy					\
+  Hyperreal/HDeriv.thy Hyperreal/HyperDef.thy Hyperreal/HyperNat.thy		\
   Hyperreal/Hyperreal.thy							\
   Hyperreal/Integration.thy Hyperreal/Lim.thy Hyperreal/Log.thy			\
   Hyperreal/Ln.thy Hyperreal/MacLaurin.thy Hyperreal/NatStar.thy		\