--- a/src/HOL/Complete_Lattice.thy Thu Dec 02 16:39:07 2010 +0100
+++ b/src/HOL/Complete_Lattice.thy Thu Dec 02 16:39:15 2010 +0100
@@ -172,6 +172,18 @@
"(\<And>m. m \<in> B \<Longrightarrow> \<exists>n\<in>A. f n \<le> g m) \<Longrightarrow> (INF n:A. f n) \<le> (INF n:B. g n)"
by (force intro!: Inf_mono simp: INFI_def)
+lemma SUP_subset: "A \<subseteq> B \<Longrightarrow> SUPR A f \<le> SUPR B f"
+ by (intro SUP_mono) auto
+
+lemma INF_subset: "A \<subseteq> B \<Longrightarrow> INFI B f \<le> INFI A f"
+ by (intro INF_mono) auto
+
+lemma SUP_commute: "(SUP i:A. SUP j:B. f i j) = (SUP j:B. SUP i:A. f i j)"
+ by (iprover intro: SUP_leI le_SUPI order_trans antisym)
+
+lemma INF_commute: "(INF i:A. INF j:B. f i j) = (INF j:B. INF i:A. f i j)"
+ by (iprover intro: INF_leI le_INFI order_trans antisym)
+
end
lemma less_Sup_iff:
@@ -184,6 +196,16 @@
shows "Inf S < a \<longleftrightarrow> (\<exists>x\<in>S. x < a)"
unfolding not_le[symmetric] le_Inf_iff by auto
+lemma less_SUP_iff:
+ fixes a :: "'a::{complete_lattice,linorder}"
+ shows "a < (SUP i:A. f i) \<longleftrightarrow> (\<exists>x\<in>A. a < f x)"
+ unfolding SUPR_def less_Sup_iff by auto
+
+lemma INF_less_iff:
+ fixes a :: "'a::{complete_lattice,linorder}"
+ shows "(INF i:A. f i) < a \<longleftrightarrow> (\<exists>x\<in>A. f x < a)"
+ unfolding INFI_def Inf_less_iff by auto
+
subsection {* @{typ bool} and @{typ "_ \<Rightarrow> _"} as complete lattice *}
instantiation bool :: complete_lattice
--- a/src/HOL/Decision_Procs/Approximation.thy Thu Dec 02 16:39:07 2010 +0100
+++ b/src/HOL/Decision_Procs/Approximation.thy Thu Dec 02 16:39:15 2010 +0100
@@ -1,18 +1,26 @@
-(* Author: Johannes Hoelzl <hoelzl@in.tum.de> 2008 / 2009 *)
+(* Author: Johannes Hoelzl, TU Muenchen
+ Coercions removed by Dmitriy Traytel *)
header {* Prove Real Valued Inequalities by Computation *}
-theory Approximation
-imports Complex_Main Float Reflection Dense_Linear_Order Efficient_Nat
+theory Approximation_coercion
+imports Complex_Main Float Reflection "~~/src/HOL/Decision_Procs/Dense_Linear_Order" Efficient_Nat
begin
+declare [[coercion_map map]]
+declare [[coercion_map "% f g h . g o h o f"]]
+declare [[coercion_map "% f g (x,y) . (f x, g y)"]]
+declare [[coercion int]]
+declare [[coercion "% x . Float x 0"]]
+declare [[coercion "real::float\<Rightarrow>real"]]
+
section "Horner Scheme"
subsection {* Define auxiliary helper @{text horner} function *}
primrec horner :: "(nat \<Rightarrow> nat) \<Rightarrow> (nat \<Rightarrow> nat \<Rightarrow> nat) \<Rightarrow> nat \<Rightarrow> nat \<Rightarrow> nat \<Rightarrow> real \<Rightarrow> real" where
"horner F G 0 i k x = 0" |
-"horner F G (Suc n) i k x = 1 / real k - x * horner F G n (F i) (G i k) x"
+"horner F G (Suc n) i k x = 1 / k - x * horner F G n (F i) (G i k) x"
lemma horner_schema': fixes x :: real and a :: "nat \<Rightarrow> real"
shows "a 0 - x * (\<Sum> i=0..<n. (-1)^i * a (Suc i) * x^i) = (\<Sum> i=0..<Suc n. (-1)^i * a i * x^i)"
@@ -24,22 +32,23 @@
lemma horner_schema: fixes f :: "nat \<Rightarrow> nat" and G :: "nat \<Rightarrow> nat \<Rightarrow> nat" and F :: "nat \<Rightarrow> nat"
assumes f_Suc: "\<And>n. f (Suc n) = G ((F ^^ n) s) (f n)"
- shows "horner F G n ((F ^^ j') s) (f j') x = (\<Sum> j = 0..< n. -1 ^ j * (1 / real (f (j' + j))) * x ^ j)"
+ shows "horner F G n ((F ^^ j') s) (f j') x = (\<Sum> j = 0..< n. -1 ^ j * (1 / (f (j' + j))) * x ^ j)"
proof (induct n arbitrary: i k j')
case (Suc n)
show ?case unfolding horner.simps Suc[where j'="Suc j'", unfolded funpow.simps comp_def f_Suc]
- using horner_schema'[of "\<lambda> j. 1 / real (f (j' + j))"] by auto
+ using horner_schema'[of "\<lambda> j. 1 / (f (j' + j))"] by auto
qed auto
lemma horner_bounds':
+ fixes lb :: "nat \<Rightarrow> nat \<Rightarrow> nat \<Rightarrow> float \<Rightarrow> float" and ub :: "nat \<Rightarrow> nat \<Rightarrow> nat \<Rightarrow> float \<Rightarrow> float"
assumes "0 \<le> real x" and f_Suc: "\<And>n. f (Suc n) = G ((F ^^ n) s) (f n)"
and lb_0: "\<And> i k x. lb 0 i k x = 0"
- and lb_Suc: "\<And> n i k x. lb (Suc n) i k x = lapprox_rat prec 1 (int k) - x * (ub n (F i) (G i k) x)"
+ and lb_Suc: "\<And> n i k x. lb (Suc n) i k x = lapprox_rat prec 1 k - x * (ub n (F i) (G i k) x)"
and ub_0: "\<And> i k x. ub 0 i k x = 0"
- and ub_Suc: "\<And> n i k x. ub (Suc n) i k x = rapprox_rat prec 1 (int k) - x * (lb n (F i) (G i k) x)"
- shows "real (lb n ((F ^^ j') s) (f j') x) \<le> horner F G n ((F ^^ j') s) (f j') (real x) \<and>
- horner F G n ((F ^^ j') s) (f j') (real x) \<le> real (ub n ((F ^^ j') s) (f j') x)"
+ and ub_Suc: "\<And> n i k x. ub (Suc n) i k x = rapprox_rat prec 1 k - x * (lb n (F i) (G i k) x)"
+ shows "(lb n ((F ^^ j') s) (f j') x) \<le> horner F G n ((F ^^ j') s) (f j') x \<and>
+ horner F G n ((F ^^ j') s) (f j') x \<le> (ub n ((F ^^ j') s) (f j') x)"
(is "?lb n j' \<le> ?horner n j' \<and> ?horner n j' \<le> ?ub n j'")
proof (induct n arbitrary: j')
case 0 thus ?case unfolding lb_0 ub_0 horner.simps by auto
@@ -47,16 +56,17 @@
case (Suc n)
have "?lb (Suc n) j' \<le> ?horner (Suc n) j'" unfolding lb_Suc ub_Suc horner.simps real_of_float_sub diff_minus
proof (rule add_mono)
- show "real (lapprox_rat prec 1 (int (f j'))) \<le> 1 / real (f j')" using lapprox_rat[of prec 1 "int (f j')"] by auto
+ show "(lapprox_rat prec 1 (f j')) \<le> 1 / (f j')" using lapprox_rat[of prec 1 "f j'"] by auto
from Suc[where j'="Suc j'", unfolded funpow.simps comp_def f_Suc, THEN conjunct2] `0 \<le> real x`
- show "- real (x * ub n (F ((F ^^ j') s)) (G ((F ^^ j') s) (f j')) x) \<le> - (real x * horner F G n (F ((F ^^ j') s)) (G ((F ^^ j') s) (f j')) (real x))"
+ show "- real (x * ub n (F ((F ^^ j') s)) (G ((F ^^ j') s) (f j')) x) \<le>
+ - (x * horner F G n (F ((F ^^ j') s)) (G ((F ^^ j') s) (f j')) x)"
unfolding real_of_float_mult neg_le_iff_le by (rule mult_left_mono)
qed
moreover have "?horner (Suc n) j' \<le> ?ub (Suc n) j'" unfolding ub_Suc ub_Suc horner.simps real_of_float_sub diff_minus
proof (rule add_mono)
- show "1 / real (f j') \<le> real (rapprox_rat prec 1 (int (f j')))" using rapprox_rat[of 1 "int (f j')" prec] by auto
+ show "1 / (f j') \<le> (rapprox_rat prec 1 (f j'))" using rapprox_rat[of 1 "f j'" prec] by auto
from Suc[where j'="Suc j'", unfolded funpow.simps comp_def f_Suc, THEN conjunct1] `0 \<le> real x`
- show "- (real x * horner F G n (F ((F ^^ j') s)) (G ((F ^^ j') s) (f j')) (real x)) \<le>
+ show "- (x * horner F G n (F ((F ^^ j') s)) (G ((F ^^ j') s) (f j')) x) \<le>
- real (x * lb n (F ((F ^^ j') s)) (G ((F ^^ j') s) (f j')) x)"
unfolding real_of_float_mult neg_le_iff_le by (rule mult_left_mono)
qed
@@ -75,11 +85,11 @@
lemma horner_bounds: fixes F :: "nat \<Rightarrow> nat" and G :: "nat \<Rightarrow> nat \<Rightarrow> nat"
assumes "0 \<le> real x" and f_Suc: "\<And>n. f (Suc n) = G ((F ^^ n) s) (f n)"
and lb_0: "\<And> i k x. lb 0 i k x = 0"
- and lb_Suc: "\<And> n i k x. lb (Suc n) i k x = lapprox_rat prec 1 (int k) - x * (ub n (F i) (G i k) x)"
+ and lb_Suc: "\<And> n i k x. lb (Suc n) i k x = lapprox_rat prec 1 k - x * (ub n (F i) (G i k) x)"
and ub_0: "\<And> i k x. ub 0 i k x = 0"
- and ub_Suc: "\<And> n i k x. ub (Suc n) i k x = rapprox_rat prec 1 (int k) - x * (lb n (F i) (G i k) x)"
- shows "real (lb n ((F ^^ j') s) (f j') x) \<le> (\<Sum>j=0..<n. -1 ^ j * (1 / real (f (j' + j))) * real x ^ j)" (is "?lb") and
- "(\<Sum>j=0..<n. -1 ^ j * (1 / real (f (j' + j))) * (real x ^ j)) \<le> real (ub n ((F ^^ j') s) (f j') x)" (is "?ub")
+ and ub_Suc: "\<And> n i k x. ub (Suc n) i k x = rapprox_rat prec 1 k - x * (lb n (F i) (G i k) x)"
+ shows "(lb n ((F ^^ j') s) (f j') x) \<le> (\<Sum>j=0..<n. -1 ^ j * (1 / (f (j' + j))) * (x ^ j))" (is "?lb") and
+ "(\<Sum>j=0..<n. -1 ^ j * (1 / (f (j' + j))) * (x ^ j)) \<le> (ub n ((F ^^ j') s) (f j') x)" (is "?ub")
proof -
have "?lb \<and> ?ub"
using horner_bounds'[where lb=lb, OF `0 \<le> real x` f_Suc lb_0 lb_Suc ub_0 ub_Suc]
@@ -90,11 +100,11 @@
lemma horner_bounds_nonpos: fixes F :: "nat \<Rightarrow> nat" and G :: "nat \<Rightarrow> nat \<Rightarrow> nat"
assumes "real x \<le> 0" and f_Suc: "\<And>n. f (Suc n) = G ((F ^^ n) s) (f n)"
and lb_0: "\<And> i k x. lb 0 i k x = 0"
- and lb_Suc: "\<And> n i k x. lb (Suc n) i k x = lapprox_rat prec 1 (int k) + x * (ub n (F i) (G i k) x)"
+ and lb_Suc: "\<And> n i k x. lb (Suc n) i k x = lapprox_rat prec 1 k + x * (ub n (F i) (G i k) x)"
and ub_0: "\<And> i k x. ub 0 i k x = 0"
- and ub_Suc: "\<And> n i k x. ub (Suc n) i k x = rapprox_rat prec 1 (int k) + x * (lb n (F i) (G i k) x)"
- shows "real (lb n ((F ^^ j') s) (f j') x) \<le> (\<Sum>j=0..<n. (1 / real (f (j' + j))) * real x ^ j)" (is "?lb") and
- "(\<Sum>j=0..<n. (1 / real (f (j' + j))) * (real x ^ j)) \<le> real (ub n ((F ^^ j') s) (f j') x)" (is "?ub")
+ and ub_Suc: "\<And> n i k x. ub (Suc n) i k x = rapprox_rat prec 1 k + x * (lb n (F i) (G i k) x)"
+ shows "(lb n ((F ^^ j') s) (f j') x) \<le> (\<Sum>j=0..<n. (1 / (f (j' + j))) * real x ^ j)" (is "?lb") and
+ "(\<Sum>j=0..<n. (1 / (f (j' + j))) * real x ^ j) \<le> (ub n ((F ^^ j') s) (f j') x)" (is "?ub")
proof -
{ fix x y z :: float have "x - y * z = x + - y * z"
by (cases x, cases y, cases z, simp add: plus_float.simps minus_float_def uminus_float.simps times_float.simps algebra_simps)
@@ -102,13 +112,13 @@
{ fix x :: float have "- (- x) = x" by (cases x, auto simp add: uminus_float.simps) } note minus_minus = this
- have move_minus: "real (-x) = -1 * real x" by auto
-
- have sum_eq: "(\<Sum>j=0..<n. (1 / real (f (j' + j))) * real x ^ j) =
- (\<Sum>j = 0..<n. -1 ^ j * (1 / real (f (j' + j))) * real (- x) ^ j)"
+ have move_minus: "(-x) = -1 * real x" by auto (* coercion "inside" is necessary *)
+
+ have sum_eq: "(\<Sum>j=0..<n. (1 / (f (j' + j))) * real x ^ j) =
+ (\<Sum>j = 0..<n. -1 ^ j * (1 / (f (j' + j))) * real (- x) ^ j)"
proof (rule setsum_cong, simp)
fix j assume "j \<in> {0 ..< n}"
- show "1 / real (f (j' + j)) * real x ^ j = -1 ^ j * (1 / real (f (j' + j))) * real (- x) ^ j"
+ show "1 / (f (j' + j)) * real x ^ j = -1 ^ j * (1 / (f (j' + j))) * real (- x) ^ j"
unfolding move_minus power_mult_distrib mult_assoc[symmetric]
unfolding mult_commute unfolding mult_assoc[of "-1 ^ j", symmetric] power_mult_distrib[symmetric]
by auto
@@ -159,15 +169,16 @@
else if u < 0 then (u ^ n, l ^ n)
else (0, (max (-l) u) ^ n))"
-lemma float_power_bnds: assumes "(l1, u1) = float_power_bnds n l u" and "x \<in> {real l .. real u}"
- shows "x ^ n \<in> {real l1..real u1}"
+lemma float_power_bnds: fixes x :: real
+ assumes "(l1, u1) = float_power_bnds n l u" and "x \<in> {l .. u}"
+ shows "x ^ n \<in> {l1..u1}"
proof (cases "even n")
case True
show ?thesis
proof (cases "0 < l")
case True hence "odd n \<or> 0 < l" and "0 \<le> real l" unfolding less_float_def by auto
have u1: "u1 = u ^ n" and l1: "l1 = l ^ n" using assms unfolding float_power_bnds_def if_P[OF `odd n \<or> 0 < l`] by auto
- have "real l ^ n \<le> x ^ n" and "x ^ n \<le> real u ^ n " using `0 \<le> real l` and assms unfolding atLeastAtMost_iff using power_mono[of "real l" x] power_mono[of x "real u"] by auto
+ have "real l ^ n \<le> x ^ n" and "x ^ n \<le> real u ^ n " using `0 \<le> real l` and assms unfolding atLeastAtMost_iff using power_mono[of l x] power_mono[of x u] by auto
thus ?thesis using assms `0 < l` unfolding atLeastAtMost_iff l1 u1 float_power less_float_def by auto
next
case False hence P: "\<not> (odd n \<or> 0 < l)" using `even n` by auto
@@ -198,7 +209,7 @@
thus ?thesis unfolding atLeastAtMost_iff l1 u1 float_power less_float_def by auto
qed
-lemma bnds_power: "\<forall> x l u. (l1, u1) = float_power_bnds n l u \<and> x \<in> {real l .. real u} \<longrightarrow> real l1 \<le> x ^ n \<and> x ^ n \<le> real u1"
+lemma bnds_power: "\<forall> (x::real) l u. (l1, u1) = float_power_bnds n l u \<and> x \<in> {l .. u} \<longrightarrow> l1 \<le> x ^ n \<and> x ^ n \<le> u1"
using float_power_bnds by auto
section "Square root"
@@ -242,25 +253,25 @@
qed
lemma sqrt_iteration_bound: assumes "0 < real x"
- shows "sqrt (real x) < real (sqrt_iteration prec n x)"
+ shows "sqrt x < (sqrt_iteration prec n x)"
proof (induct n)
case 0
show ?case
proof (cases x)
case (Float m e)
hence "0 < m" using float_pos_m_pos[unfolded less_float_def] assms by auto
- hence "0 < sqrt (real m)" by auto
-
- have int_nat_bl: "int (nat (bitlen m)) = bitlen m" using bitlen_ge0 by auto
-
- have "real x = (real m / 2^nat (bitlen m)) * pow2 (e + int (nat (bitlen m)))"
+ hence "0 < sqrt m" by auto
+
+ have int_nat_bl: "(nat (bitlen m)) = bitlen m" using bitlen_ge0 by auto
+
+ have "x = (m / 2^nat (bitlen m)) * pow2 (e + (nat (bitlen m)))"
unfolding pow2_add pow2_int Float real_of_float_simp by auto
- also have "\<dots> < 1 * pow2 (e + int (nat (bitlen m)))"
+ also have "\<dots> < 1 * pow2 (e + nat (bitlen m))"
proof (rule mult_strict_right_mono, auto)
show "real m < 2^nat (bitlen m)" using bitlen_bounds[OF `0 < m`, THEN conjunct2]
unfolding real_of_int_less_iff[of m, symmetric] by auto
qed
- finally have "sqrt (real x) < sqrt (pow2 (e + bitlen m))" unfolding int_nat_bl by auto
+ finally have "sqrt x < sqrt (pow2 (e + bitlen m))" unfolding int_nat_bl by auto
also have "\<dots> \<le> pow2 ((e + bitlen m) div 2 + 1)"
proof -
let ?E = "e + bitlen m"
@@ -295,18 +306,18 @@
next
case (Suc n)
let ?b = "sqrt_iteration prec n x"
- have "0 < sqrt (real x)" using `0 < real x` by auto
+ have "0 < sqrt x" using `0 < real x` by auto
also have "\<dots> < real ?b" using Suc .
- finally have "sqrt (real x) < (real ?b + real x / real ?b)/2" using sqrt_ub_pos_pos_1[OF Suc _ `0 < real x`] by auto
- also have "\<dots> \<le> (real ?b + real (float_divr prec x ?b))/2" by (rule divide_right_mono, auto simp add: float_divr)
- also have "\<dots> = real (Float 1 -1) * (real ?b + real (float_divr prec x ?b))" by auto
+ finally have "sqrt x < (?b + x / ?b)/2" using sqrt_ub_pos_pos_1[OF Suc _ `0 < real x`] by auto
+ also have "\<dots> \<le> (?b + (float_divr prec x ?b))/2" by (rule divide_right_mono, auto simp add: float_divr)
+ also have "\<dots> = (Float 1 -1) * (?b + (float_divr prec x ?b))" by auto
finally show ?case unfolding sqrt_iteration.simps Let_def real_of_float_mult real_of_float_add right_distrib .
qed
lemma sqrt_iteration_lower_bound: assumes "0 < real x"
shows "0 < real (sqrt_iteration prec n x)" (is "0 < ?sqrt")
proof -
- have "0 < sqrt (real x)" using assms by auto
+ have "0 < sqrt x" using assms by auto
also have "\<dots> < ?sqrt" using sqrt_iteration_bound[OF assms] .
finally show ?thesis .
qed
@@ -324,31 +335,31 @@
qed
lemma bnds_sqrt':
- shows "sqrt (real x) \<in> { real (lb_sqrt prec x) .. real (ub_sqrt prec x) }"
+ shows "sqrt x \<in> {(lb_sqrt prec x) .. (ub_sqrt prec x) }"
proof -
{ fix x :: float assume "0 < x"
hence "0 < real x" and "0 \<le> real x" unfolding less_float_def by auto
- hence sqrt_gt0: "0 < sqrt (real x)" by auto
- hence sqrt_ub: "sqrt (real x) < real (sqrt_iteration prec prec x)" using sqrt_iteration_bound by auto
-
- have "real (float_divl prec x (sqrt_iteration prec prec x)) \<le>
- real x / real (sqrt_iteration prec prec x)" by (rule float_divl)
- also have "\<dots> < real x / sqrt (real x)"
+ hence sqrt_gt0: "0 < sqrt x" by auto
+ hence sqrt_ub: "sqrt x < sqrt_iteration prec prec x" using sqrt_iteration_bound by auto
+
+ have "(float_divl prec x (sqrt_iteration prec prec x)) \<le>
+ x / (sqrt_iteration prec prec x)" by (rule float_divl)
+ also have "\<dots> < x / sqrt x"
by (rule divide_strict_left_mono[OF sqrt_ub `0 < real x`
mult_pos_pos[OF order_less_trans[OF sqrt_gt0 sqrt_ub] sqrt_gt0]])
- also have "\<dots> = sqrt (real x)"
- unfolding inverse_eq_iff_eq[of _ "sqrt (real x)", symmetric]
+ also have "\<dots> = sqrt x"
+ unfolding inverse_eq_iff_eq[of _ "sqrt x", symmetric]
sqrt_divide_self_eq[OF `0 \<le> real x`, symmetric] by auto
- finally have "real (lb_sqrt prec x) \<le> sqrt (real x)"
+ finally have "lb_sqrt prec x \<le> sqrt x"
unfolding lb_sqrt.simps if_P[OF `0 < x`] by auto }
note lb = this
{ fix x :: float assume "0 < x"
hence "0 < real x" unfolding less_float_def by auto
- hence "0 < sqrt (real x)" by auto
- hence "sqrt (real x) < real (sqrt_iteration prec prec x)"
+ hence "0 < sqrt x" by auto
+ hence "sqrt x < sqrt_iteration prec prec x"
using sqrt_iteration_bound by auto
- hence "sqrt (real x) \<le> real (ub_sqrt prec x)"
+ hence "sqrt x \<le> ub_sqrt prec x"
unfolding ub_sqrt.simps if_P[OF `0 < x`] by auto }
note ub = this
@@ -369,20 +380,20 @@
qed qed
qed
-lemma bnds_sqrt: "\<forall> x lx ux. (l, u) = (lb_sqrt prec lx, ub_sqrt prec ux) \<and> x \<in> {real lx .. real ux} \<longrightarrow> real l \<le> sqrt x \<and> sqrt x \<le> real u"
+lemma bnds_sqrt: "\<forall> (x::real) lx ux. (l, u) = (lb_sqrt prec lx, ub_sqrt prec ux) \<and> x \<in> {lx .. ux} \<longrightarrow> l \<le> sqrt x \<and> sqrt x \<le> u"
proof ((rule allI) +, rule impI, erule conjE, rule conjI)
- fix x lx ux
+ fix x :: real fix lx ux
assume "(l, u) = (lb_sqrt prec lx, ub_sqrt prec ux)"
- and x: "x \<in> {real lx .. real ux}"
+ and x: "x \<in> {lx .. ux}"
hence l: "l = lb_sqrt prec lx " and u: "u = ub_sqrt prec ux" by auto
- have "sqrt (real lx) \<le> sqrt x" using x by auto
+ have "sqrt lx \<le> sqrt x" using x by auto
from order_trans[OF _ this]
- show "real l \<le> sqrt x" unfolding l using bnds_sqrt'[of lx prec] by auto
-
- have "sqrt x \<le> sqrt (real ux)" using x by auto
+ show "l \<le> sqrt x" unfolding l using bnds_sqrt'[of lx prec] by auto
+
+ have "sqrt x \<le> sqrt ux" using x by auto
from order_trans[OF this]
- show "sqrt x \<le> real u" unfolding u using bnds_sqrt'[of ux prec] by auto
+ show "sqrt x \<le> u" unfolding u using bnds_sqrt'[of ux prec] by auto
qed
section "Arcus tangens and \<pi>"
@@ -400,25 +411,25 @@
and lb_arctan_horner :: "nat \<Rightarrow> nat \<Rightarrow> nat \<Rightarrow> float \<Rightarrow> float" where
"ub_arctan_horner prec 0 k x = 0"
| "ub_arctan_horner prec (Suc n) k x =
- (rapprox_rat prec 1 (int k)) - x * (lb_arctan_horner prec n (k + 2) x)"
+ (rapprox_rat prec 1 k) - x * (lb_arctan_horner prec n (k + 2) x)"
| "lb_arctan_horner prec 0 k x = 0"
| "lb_arctan_horner prec (Suc n) k x =
- (lapprox_rat prec 1 (int k)) - x * (ub_arctan_horner prec n (k + 2) x)"
+ (lapprox_rat prec 1 k) - x * (ub_arctan_horner prec n (k + 2) x)"
lemma arctan_0_1_bounds': assumes "0 \<le> real x" "real x \<le> 1" and "even n"
- shows "arctan (real x) \<in> {real (x * lb_arctan_horner prec n 1 (x * x)) .. real (x * ub_arctan_horner prec (Suc n) 1 (x * x))}"
+ shows "arctan x \<in> {(x * lb_arctan_horner prec n 1 (x * x)) .. (x * ub_arctan_horner prec (Suc n) 1 (x * x))}"
proof -
- let "?c i" = "-1^i * (1 / real (i * 2 + 1) * real x ^ (i * 2 + 1))"
+ let "?c i" = "-1^i * (1 / (i * 2 + (1::nat)) * real x ^ (i * 2 + 1))"
let "?S n" = "\<Sum> i=0..<n. ?c i"
have "0 \<le> real (x * x)" by auto
from `even n` obtain m where "2 * m = n" unfolding even_mult_two_ex by auto
- have "arctan (real x) \<in> { ?S n .. ?S (Suc n) }"
+ have "arctan x \<in> { ?S n .. ?S (Suc n) }"
proof (cases "real x = 0")
case False
hence "0 < real x" using `0 \<le> real x` by auto
- hence prem: "0 < 1 / real (0 * 2 + (1::nat)) * real x ^ (0 * 2 + 1)" by auto
+ hence prem: "0 < 1 / (0 * 2 + (1::nat)) * real x ^ (0 * 2 + 1)" by auto
have "\<bar> real x \<bar> \<le> 1" using `0 \<le> real x` `real x \<le> 1` by auto
from mp[OF summable_Leibniz(2)[OF zeroseq_arctan_series[OF this] monoseq_arctan_series[OF this]] prem, THEN spec, of m, unfolded `2 * m = n`]
@@ -433,34 +444,34 @@
and ub="\<lambda>n i k x. ub_arctan_horner prec n k x",
OF `0 \<le> real (x*x)` F lb_arctan_horner.simps ub_arctan_horner.simps]
- { have "real (x * lb_arctan_horner prec n 1 (x*x)) \<le> ?S n"
+ { have "(x * lb_arctan_horner prec n 1 (x*x)) \<le> ?S n"
using bounds(1) `0 \<le> real x`
unfolding real_of_float_mult power_add power_one_right mult_assoc[symmetric] setsum_left_distrib[symmetric]
unfolding mult_commute[where 'a=real] mult_commute[of _ "2::nat"] power_mult power2_eq_square[of "real x"]
by (auto intro!: mult_left_mono)
- also have "\<dots> \<le> arctan (real x)" using arctan_bounds ..
- finally have "real (x * lb_arctan_horner prec n 1 (x*x)) \<le> arctan (real x)" . }
+ also have "\<dots> \<le> arctan x" using arctan_bounds ..
+ finally have "(x * lb_arctan_horner prec n 1 (x*x)) \<le> arctan x" . }
moreover
- { have "arctan (real x) \<le> ?S (Suc n)" using arctan_bounds ..
- also have "\<dots> \<le> real (x * ub_arctan_horner prec (Suc n) 1 (x*x))"
+ { have "arctan x \<le> ?S (Suc n)" using arctan_bounds ..
+ also have "\<dots> \<le> (x * ub_arctan_horner prec (Suc n) 1 (x*x))"
using bounds(2)[of "Suc n"] `0 \<le> real x`
unfolding real_of_float_mult power_add power_one_right mult_assoc[symmetric] setsum_left_distrib[symmetric]
unfolding mult_commute[where 'a=real] mult_commute[of _ "2::nat"] power_mult power2_eq_square[of "real x"]
by (auto intro!: mult_left_mono)
- finally have "arctan (real x) \<le> real (x * ub_arctan_horner prec (Suc n) 1 (x*x))" . }
+ finally have "arctan x \<le> (x * ub_arctan_horner prec (Suc n) 1 (x*x))" . }
ultimately show ?thesis by auto
qed
lemma arctan_0_1_bounds: assumes "0 \<le> real x" "real x \<le> 1"
- shows "arctan (real x) \<in> {real (x * lb_arctan_horner prec (get_even n) 1 (x * x)) .. real (x * ub_arctan_horner prec (get_odd n) 1 (x * x))}"
+ shows "arctan x \<in> {(x * lb_arctan_horner prec (get_even n) 1 (x * x)) .. (x * ub_arctan_horner prec (get_odd n) 1 (x * x))}"
proof (cases "even n")
case True
obtain n' where "Suc n' = get_odd n" and "odd (Suc n')" using get_odd_ex by auto
hence "even n'" unfolding even_Suc by auto
- have "arctan (real x) \<le> real (x * ub_arctan_horner prec (get_odd n) 1 (x * x))"
+ have "arctan x \<le> x * ub_arctan_horner prec (get_odd n) 1 (x * x)"
unfolding `Suc n' = get_odd n`[symmetric] using arctan_0_1_bounds'[OF `0 \<le> real x` `real x \<le> 1` `even n'`] by auto
moreover
- have "real (x * lb_arctan_horner prec (get_even n) 1 (x * x)) \<le> arctan (real x)"
+ have "x * lb_arctan_horner prec (get_even n) 1 (x * x) \<le> arctan x"
unfolding get_even_def if_P[OF True] using arctan_0_1_bounds'[OF `0 \<le> real x` `real x \<le> 1` `even n`] by auto
ultimately show ?thesis by auto
next
@@ -470,10 +481,10 @@
have "even n'" and "even (Suc (Suc n'))" by auto
have "get_odd n = Suc n'" unfolding get_odd_def if_P[OF False] using `n = Suc n'` .
- have "arctan (real x) \<le> real (x * ub_arctan_horner prec (get_odd n) 1 (x * x))"
+ have "arctan x \<le> x * ub_arctan_horner prec (get_odd n) 1 (x * x)"
unfolding `get_odd n = Suc n'` using arctan_0_1_bounds'[OF `0 \<le> real x` `real x \<le> 1` `even n'`] by auto
moreover
- have "real (x * lb_arctan_horner prec (get_even n) 1 (x * x)) \<le> arctan (real x)"
+ have "(x * lb_arctan_horner prec (get_even n) 1 (x * x)) \<le> arctan x"
unfolding get_even_def if_not_P[OF False] unfolding `n = Suc n'` using arctan_0_1_bounds'[OF `0 \<le> real x` `real x \<le> 1` `even (Suc (Suc n'))`] by auto
ultimately show ?thesis by auto
qed
@@ -492,7 +503,7 @@
in ((Float 1 2) * ((Float 1 2) * A * (lb_arctan_horner prec (get_even (prec div 4 + 1)) 1 (A * A)) -
B * (ub_arctan_horner prec (get_odd (prec div 14 + 1)) 1 (B * B)))))"
-lemma pi_boundaries: "pi \<in> {real (lb_pi n) .. real (ub_pi n)}"
+lemma pi_boundaries: "pi \<in> {(lb_pi n) .. (ub_pi n)}"
proof -
have machin_pi: "pi = 4 * (4 * arctan (1 / 5) - arctan (1 / 239))" unfolding machin[symmetric] by auto
@@ -504,35 +515,35 @@
have "real ?k \<le> 1" unfolding rapprox_rat.simps(2)[OF zero_le_one `0 < k`]
by (rule rapprox_posrat_le1, auto simp add: `0 < k` `1 \<le> k`)
- have "1 / real k \<le> real ?k" using rapprox_rat[where x=1 and y=k] by auto
- hence "arctan (1 / real k) \<le> arctan (real ?k)" by (rule arctan_monotone')
- also have "\<dots> \<le> real (?k * ub_arctan_horner prec (get_odd n) 1 (?k * ?k))"
+ have "1 / k \<le> ?k" using rapprox_rat[where x=1 and y=k] by auto
+ hence "arctan (1 / k) \<le> arctan ?k" by (rule arctan_monotone')
+ also have "\<dots> \<le> (?k * ub_arctan_horner prec (get_odd n) 1 (?k * ?k))"
using arctan_0_1_bounds[OF `0 \<le> real ?k` `real ?k \<le> 1`] by auto
- finally have "arctan (1 / (real k)) \<le> real (?k * ub_arctan_horner prec (get_odd n) 1 (?k * ?k))" .
+ finally have "arctan (1 / k) \<le> ?k * ub_arctan_horner prec (get_odd n) 1 (?k * ?k)" .
} note ub_arctan = this
{ fix prec n :: nat fix k :: int assume "1 < k" hence "0 \<le> k" and "0 < k" by auto
let ?k = "lapprox_rat prec 1 k"
have "1 div k = 0" using div_pos_pos_trivial[OF _ `1 < k`] by auto
- have "1 / real k \<le> 1" using `1 < k` by auto
+ have "1 / k \<le> 1" using `1 < k` by auto
have "\<And>n. 0 \<le> real ?k" using lapprox_rat_bottom[where x=1 and y=k, OF zero_le_one `0 < k`] by (auto simp add: `1 div k = 0`)
- have "\<And>n. real ?k \<le> 1" using lapprox_rat by (rule order_trans, auto simp add: `1 / real k \<le> 1`)
-
- have "real ?k \<le> 1 / real k" using lapprox_rat[where x=1 and y=k] by auto
-
- have "real (?k * lb_arctan_horner prec (get_even n) 1 (?k * ?k)) \<le> arctan (real ?k)"
+ have "\<And>n. real ?k \<le> 1" using lapprox_rat by (rule order_trans, auto simp add: `1 / k \<le> 1`)
+
+ have "?k \<le> 1 / k" using lapprox_rat[where x=1 and y=k] by auto
+
+ have "?k * lb_arctan_horner prec (get_even n) 1 (?k * ?k) \<le> arctan ?k"
using arctan_0_1_bounds[OF `0 \<le> real ?k` `real ?k \<le> 1`] by auto
- also have "\<dots> \<le> arctan (1 / real k)" using `real ?k \<le> 1 / real k` by (rule arctan_monotone')
- finally have "real (?k * lb_arctan_horner prec (get_even n) 1 (?k * ?k)) \<le> arctan (1 / (real k))" .
+ also have "\<dots> \<le> arctan (1 / k)" using `?k \<le> 1 / k` by (rule arctan_monotone')
+ finally have "?k * lb_arctan_horner prec (get_even n) 1 (?k * ?k) \<le> arctan (1 / k)" .
} note lb_arctan = this
- have "pi \<le> real (ub_pi n)"
+ have "pi \<le> ub_pi n"
unfolding ub_pi_def machin_pi Let_def real_of_float_mult real_of_float_sub unfolding Float_num
using lb_arctan[of 239] ub_arctan[of 5]
by (auto intro!: mult_left_mono add_mono simp add: diff_minus simp del: lapprox_rat.simps rapprox_rat.simps)
moreover
- have "real (lb_pi n) \<le> pi"
+ have "lb_pi n \<le> pi"
unfolding lb_pi_def machin_pi Let_def real_of_float_mult real_of_float_sub Float_num
using lb_arctan[of 5] ub_arctan[of 239]
by (auto intro!: mult_left_mono add_mono simp add: diff_minus simp del: lapprox_rat.simps rapprox_rat.simps)
@@ -566,7 +577,7 @@
declare lb_arctan_horner.simps[simp del]
lemma lb_arctan_bound': assumes "0 \<le> real x"
- shows "real (lb_arctan prec x) \<le> arctan (real x)"
+ shows "lb_arctan prec x \<le> arctan x"
proof -
have "\<not> x < 0" and "0 \<le> x" unfolding less_float_def le_float_def using `0 \<le> real x` by auto
let "?ub_horner x" = "x * ub_arctan_horner prec (get_odd (prec div 4 + 1)) 1 (x * x)"
@@ -586,16 +597,16 @@
have sqr_ge0: "0 \<le> 1 + real x * real x" using sum_power2_ge_zero[of 1 "real x", unfolded numeral_2_eq_2] by auto
hence divisor_gt0: "0 < ?R" by (auto intro: add_pos_nonneg)
- have "sqrt (real (1 + x * x)) \<le> real (ub_sqrt prec (1 + x * x))"
+ have "sqrt (1 + x * x) \<le> ub_sqrt prec (1 + x * x)"
using bnds_sqrt'[of "1 + x * x"] by auto
- hence "?R \<le> real ?fR" by auto
+ hence "?R \<le> ?fR" by auto
hence "0 < ?fR" and "0 < real ?fR" unfolding less_float_def using `0 < ?R` by auto
- have monotone: "real (float_divl prec x ?fR) \<le> real x / ?R"
+ have monotone: "(float_divl prec x ?fR) \<le> x / ?R"
proof -
- have "real ?DIV \<le> real x / real ?fR" by (rule float_divl)
- also have "\<dots> \<le> real x / ?R" by (rule divide_left_mono[OF `?R \<le> real ?fR` `0 \<le> real x` mult_pos_pos[OF order_less_le_trans[OF divisor_gt0 `?R \<le> real ?fR`] divisor_gt0]])
+ have "?DIV \<le> real x / ?fR" by (rule float_divl)
+ also have "\<dots> \<le> x / ?R" by (rule divide_left_mono[OF `?R \<le> ?fR` `0 \<le> real x` mult_pos_pos[OF order_less_le_trans[OF divisor_gt0 `?R \<le> real ?fR`] divisor_gt0]])
finally show ?thesis .
qed
@@ -603,20 +614,20 @@
proof (cases "x \<le> Float 1 1")
case True
- have "real x \<le> sqrt (real (1 + x * x))" using real_sqrt_sum_squares_ge2[where x=1, unfolded numeral_2_eq_2] by auto
- also have "\<dots> \<le> real (ub_sqrt prec (1 + x * x))"
+ have "x \<le> sqrt (1 + x * x)" using real_sqrt_sum_squares_ge2[where x=1, unfolded numeral_2_eq_2] by auto
+ also have "\<dots> \<le> (ub_sqrt prec (1 + x * x))"
using bnds_sqrt'[of "1 + x * x"] by auto
- finally have "real x \<le> real ?fR" by auto
- moreover have "real ?DIV \<le> real x / real ?fR" by (rule float_divl)
+ finally have "real x \<le> ?fR" by auto
+ moreover have "?DIV \<le> real x / ?fR" by (rule float_divl)
ultimately have "real ?DIV \<le> 1" unfolding divide_le_eq_1_pos[OF `0 < real ?fR`, symmetric] by auto
have "0 \<le> real ?DIV" using float_divl_lower_bound[OF `0 \<le> x` `0 < ?fR`] unfolding le_float_def by auto
- have "real (Float 1 1 * ?lb_horner ?DIV) \<le> 2 * arctan (real (float_divl prec x ?fR))" unfolding real_of_float_mult[of "Float 1 1"] Float_num
+ have "(Float 1 1 * ?lb_horner ?DIV) \<le> 2 * arctan (float_divl prec x ?fR)" unfolding real_of_float_mult[of "Float 1 1"] Float_num
using arctan_0_1_bounds[OF `0 \<le> real ?DIV` `real ?DIV \<le> 1`] by auto
- also have "\<dots> \<le> 2 * arctan (real x / ?R)"
+ also have "\<dots> \<le> 2 * arctan (x / ?R)"
using arctan_monotone'[OF monotone] by (auto intro!: mult_left_mono)
- also have "2 * arctan (real x / ?R) = arctan (real x)" using arctan_half[symmetric] unfolding numeral_2_eq_2 power_Suc2 power_0 mult_1_left .
+ also have "2 * arctan (x / ?R) = arctan x" using arctan_half[symmetric] unfolding numeral_2_eq_2 power_Suc2 power_0 mult_1_left .
finally show ?thesis unfolding lb_arctan.simps Let_def if_not_P[OF `\<not> x < 0`] if_not_P[OF `\<not> x \<le> Float 1 -1`] if_P[OF True] .
next
case False
@@ -624,27 +635,27 @@
hence "1 \<le> real x" by auto
let "?invx" = "float_divr prec 1 x"
- have "0 \<le> arctan (real x)" using arctan_monotone'[OF `0 \<le> real x`] using arctan_tan[of 0, unfolded tan_zero] by auto
+ have "0 \<le> arctan x" using arctan_monotone'[OF `0 \<le> real x`] using arctan_tan[of 0, unfolded tan_zero] by auto
show ?thesis
proof (cases "1 < ?invx")
case True
show ?thesis unfolding lb_arctan.simps Let_def if_not_P[OF `\<not> x < 0`] if_not_P[OF `\<not> x \<le> Float 1 -1`] if_not_P[OF False] if_P[OF True]
- using `0 \<le> arctan (real x)` by auto
+ using `0 \<le> arctan x` by auto
next
case False
hence "real ?invx \<le> 1" unfolding less_float_def by auto
have "0 \<le> real ?invx" by (rule order_trans[OF _ float_divr], auto simp add: `0 \<le> real x`)
- have "1 / real x \<noteq> 0" and "0 < 1 / real x" using `0 < real x` by auto
-
- have "arctan (1 / real x) \<le> arctan (real ?invx)" unfolding real_of_float_1[symmetric] by (rule arctan_monotone', rule float_divr)
- also have "\<dots> \<le> real (?ub_horner ?invx)" using arctan_0_1_bounds[OF `0 \<le> real ?invx` `real ?invx \<le> 1`] by auto
- finally have "pi / 2 - real (?ub_horner ?invx) \<le> arctan (real x)"
- using `0 \<le> arctan (real x)` arctan_inverse[OF `1 / real x \<noteq> 0`]
+ have "1 / x \<noteq> 0" and "0 < 1 / x" using `0 < real x` by auto
+
+ have "arctan (1 / x) \<le> arctan ?invx" unfolding real_of_float_1[symmetric] by (rule arctan_monotone', rule float_divr)
+ also have "\<dots> \<le> (?ub_horner ?invx)" using arctan_0_1_bounds[OF `0 \<le> real ?invx` `real ?invx \<le> 1`] by auto
+ finally have "pi / 2 - (?ub_horner ?invx) \<le> arctan x"
+ using `0 \<le> arctan x` arctan_inverse[OF `1 / x \<noteq> 0`]
unfolding real_sgn_pos[OF `0 < 1 / real x`] le_diff_eq by auto
moreover
- have "real (lb_pi prec * Float 1 -1) \<le> pi / 2" unfolding real_of_float_mult Float_num times_divide_eq_right mult_1_left using pi_boundaries by auto
+ have "lb_pi prec * Float 1 -1 \<le> pi / 2" unfolding real_of_float_mult Float_num times_divide_eq_right mult_1_left using pi_boundaries by auto
ultimately
show ?thesis unfolding lb_arctan.simps Let_def if_not_P[OF `\<not> x < 0`] if_not_P[OF `\<not> x \<le> Float 1 -1`] if_not_P[OF `\<not> x \<le> Float 1 1`] if_not_P[OF False]
by auto
@@ -654,7 +665,7 @@
qed
lemma ub_arctan_bound': assumes "0 \<le> real x"
- shows "arctan (real x) \<le> real (ub_arctan prec x)"
+ shows "arctan x \<le> ub_arctan prec x"
proof -
have "\<not> x < 0" and "0 \<le> x" unfolding less_float_def le_float_def using `0 \<le> real x` by auto
@@ -677,16 +688,16 @@
hence divisor_gt0: "0 < ?R" by (auto intro: add_pos_nonneg)
- have "real (lb_sqrt prec (1 + x * x)) \<le> sqrt (real (1 + x * x))"
+ have "lb_sqrt prec (1 + x * x) \<le> sqrt (1 + x * x)"
using bnds_sqrt'[of "1 + x * x"] by auto
- hence "real ?fR \<le> ?R" by auto
+ hence "?fR \<le> ?R" by auto
have "0 < real ?fR" unfolding real_of_float_add real_of_float_1 by (rule order_less_le_trans[OF zero_less_one], auto simp add: lb_sqrt_lower_bound[OF `0 \<le> real (1 + x*x)`])
- have monotone: "real x / ?R \<le> real (float_divr prec x ?fR)"
+ have monotone: "x / ?R \<le> (float_divr prec x ?fR)"
proof -
- from divide_left_mono[OF `real ?fR \<le> ?R` `0 \<le> real x` mult_pos_pos[OF divisor_gt0 `0 < real ?fR`]]
- have "real x / ?R \<le> real x / real ?fR" .
- also have "\<dots> \<le> real ?DIV" by (rule float_divr)
+ from divide_left_mono[OF `?fR \<le> ?R` `0 \<le> real x` mult_pos_pos[OF divisor_gt0 `0 < real ?fR`]]
+ have "x / ?R \<le> x / ?fR" .
+ also have "\<dots> \<le> ?DIV" by (rule float_divr)
finally show ?thesis .
qed
@@ -696,20 +707,20 @@
show ?thesis
proof (cases "?DIV > 1")
case True
- have "pi / 2 \<le> real (ub_pi prec * Float 1 -1)" unfolding real_of_float_mult Float_num times_divide_eq_right mult_1_left using pi_boundaries by auto
+ have "pi / 2 \<le> ub_pi prec * Float 1 -1" unfolding real_of_float_mult Float_num times_divide_eq_right mult_1_left using pi_boundaries by auto
from order_less_le_trans[OF arctan_ubound this, THEN less_imp_le]
show ?thesis unfolding ub_arctan.simps Let_def if_not_P[OF `\<not> x < 0`] if_not_P[OF `\<not> x \<le> Float 1 -1`] if_P[OF `x \<le> Float 1 1`] if_P[OF True] .
next
case False
hence "real ?DIV \<le> 1" unfolding less_float_def by auto
- have "0 \<le> real x / ?R" using `0 \<le> real x` `0 < ?R` unfolding real_0_le_divide_iff by auto
+ have "0 \<le> x / ?R" using `0 \<le> real x` `0 < ?R` unfolding real_0_le_divide_iff by auto
hence "0 \<le> real ?DIV" using monotone by (rule order_trans)
- have "arctan (real x) = 2 * arctan (real x / ?R)" using arctan_half unfolding numeral_2_eq_2 power_Suc2 power_0 mult_1_left .
- also have "\<dots> \<le> 2 * arctan (real ?DIV)"
+ have "arctan x = 2 * arctan (x / ?R)" using arctan_half unfolding numeral_2_eq_2 power_Suc2 power_0 mult_1_left .
+ also have "\<dots> \<le> 2 * arctan (?DIV)"
using arctan_monotone'[OF monotone] by (auto intro!: mult_left_mono)
- also have "\<dots> \<le> real (Float 1 1 * ?ub_horner ?DIV)" unfolding real_of_float_mult[of "Float 1 1"] Float_num
+ also have "\<dots> \<le> (Float 1 1 * ?ub_horner ?DIV)" unfolding real_of_float_mult[of "Float 1 1"] Float_num
using arctan_0_1_bounds[OF `0 \<le> real ?DIV` `real ?DIV \<le> 1`] by auto
finally show ?thesis unfolding ub_arctan.simps Let_def if_not_P[OF `\<not> x < 0`] if_not_P[OF `\<not> x \<le> Float 1 -1`] if_P[OF `x \<le> Float 1 1`] if_not_P[OF False] .
qed
@@ -721,20 +732,20 @@
hence "0 < x" unfolding less_float_def by auto
let "?invx" = "float_divl prec 1 x"
- have "0 \<le> arctan (real x)" using arctan_monotone'[OF `0 \<le> real x`] using arctan_tan[of 0, unfolded tan_zero] by auto
+ have "0 \<le> arctan x" using arctan_monotone'[OF `0 \<le> real x`] using arctan_tan[of 0, unfolded tan_zero] by auto
have "real ?invx \<le> 1" unfolding less_float_def by (rule order_trans[OF float_divl], auto simp add: `1 \<le> real x` divide_le_eq_1_pos[OF `0 < real x`])
have "0 \<le> real ?invx" unfolding real_of_float_0[symmetric] by (rule float_divl_lower_bound[unfolded le_float_def], auto simp add: `0 < x`)
- have "1 / real x \<noteq> 0" and "0 < 1 / real x" using `0 < real x` by auto
-
- have "real (?lb_horner ?invx) \<le> arctan (real ?invx)" using arctan_0_1_bounds[OF `0 \<le> real ?invx` `real ?invx \<le> 1`] by auto
- also have "\<dots> \<le> arctan (1 / real x)" unfolding real_of_float_1[symmetric] by (rule arctan_monotone', rule float_divl)
- finally have "arctan (real x) \<le> pi / 2 - real (?lb_horner ?invx)"
- using `0 \<le> arctan (real x)` arctan_inverse[OF `1 / real x \<noteq> 0`]
- unfolding real_sgn_pos[OF `0 < 1 / real x`] le_diff_eq by auto
+ have "1 / x \<noteq> 0" and "0 < 1 / x" using `0 < real x` by auto
+
+ have "(?lb_horner ?invx) \<le> arctan (?invx)" using arctan_0_1_bounds[OF `0 \<le> real ?invx` `real ?invx \<le> 1`] by auto
+ also have "\<dots> \<le> arctan (1 / x)" unfolding real_of_float_1[symmetric] by (rule arctan_monotone', rule float_divl)
+ finally have "arctan x \<le> pi / 2 - (?lb_horner ?invx)"
+ using `0 \<le> arctan x` arctan_inverse[OF `1 / x \<noteq> 0`]
+ unfolding real_sgn_pos[OF `0 < 1 / x`] le_diff_eq by auto
moreover
- have "pi / 2 \<le> real (ub_pi prec * Float 1 -1)" unfolding real_of_float_mult Float_num times_divide_eq_right mult_1_right using pi_boundaries by auto
+ have "pi / 2 \<le> ub_pi prec * Float 1 -1" unfolding real_of_float_mult Float_num times_divide_eq_right mult_1_right using pi_boundaries by auto
ultimately
show ?thesis unfolding ub_arctan.simps Let_def if_not_P[OF `\<not> x < 0`] if_not_P[OF `\<not> x \<le> Float 1 -1`] if_not_P[OF `\<not> x \<le> Float 1 1`] if_not_P[OF False]
by auto
@@ -743,34 +754,34 @@
qed
lemma arctan_boundaries:
- "arctan (real x) \<in> {real (lb_arctan prec x) .. real (ub_arctan prec x)}"
+ "arctan x \<in> {(lb_arctan prec x) .. (ub_arctan prec x)}"
proof (cases "0 \<le> x")
case True hence "0 \<le> real x" unfolding le_float_def by auto
show ?thesis using ub_arctan_bound'[OF `0 \<le> real x`] lb_arctan_bound'[OF `0 \<le> real x`] unfolding atLeastAtMost_iff by auto
next
let ?mx = "-x"
case False hence "x < 0" and "0 \<le> real ?mx" unfolding le_float_def less_float_def by auto
- hence bounds: "real (lb_arctan prec ?mx) \<le> arctan (real ?mx) \<and> arctan (real ?mx) \<le> real (ub_arctan prec ?mx)"
+ hence bounds: "lb_arctan prec ?mx \<le> arctan ?mx \<and> arctan ?mx \<le> ub_arctan prec ?mx"
using ub_arctan_bound'[OF `0 \<le> real ?mx`] lb_arctan_bound'[OF `0 \<le> real ?mx`] by auto
show ?thesis unfolding real_of_float_minus arctan_minus lb_arctan.simps[where x=x] ub_arctan.simps[where x=x] Let_def if_P[OF `x < 0`]
unfolding atLeastAtMost_iff using bounds[unfolded real_of_float_minus arctan_minus] by auto
qed
-lemma bnds_arctan: "\<forall> x lx ux. (l, u) = (lb_arctan prec lx, ub_arctan prec ux) \<and> x \<in> {real lx .. real ux} \<longrightarrow> real l \<le> arctan x \<and> arctan x \<le> real u"
+lemma bnds_arctan: "\<forall> (x::real) lx ux. (l, u) = (lb_arctan prec lx, ub_arctan prec ux) \<and> x \<in> {lx .. ux} \<longrightarrow> l \<le> arctan x \<and> arctan x \<le> u"
proof (rule allI, rule allI, rule allI, rule impI)
- fix x lx ux
- assume "(l, u) = (lb_arctan prec lx, ub_arctan prec ux) \<and> x \<in> {real lx .. real ux}"
- hence l: "lb_arctan prec lx = l " and u: "ub_arctan prec ux = u" and x: "x \<in> {real lx .. real ux}" by auto
+ fix x :: real fix lx ux
+ assume "(l, u) = (lb_arctan prec lx, ub_arctan prec ux) \<and> x \<in> {lx .. ux}"
+ hence l: "lb_arctan prec lx = l " and u: "ub_arctan prec ux = u" and x: "x \<in> {lx .. ux}" by auto
{ from arctan_boundaries[of lx prec, unfolded l]
- have "real l \<le> arctan (real lx)" by (auto simp del: lb_arctan.simps)
+ have "l \<le> arctan lx" by (auto simp del: lb_arctan.simps)
also have "\<dots> \<le> arctan x" using x by (auto intro: arctan_monotone')
- finally have "real l \<le> arctan x" .
+ finally have "l \<le> arctan x" .
} moreover
- { have "arctan x \<le> arctan (real ux)" using x by (auto intro: arctan_monotone')
- also have "\<dots> \<le> real u" using arctan_boundaries[of ux prec, unfolded u] by (auto simp del: ub_arctan.simps)
- finally have "arctan x \<le> real u" .
- } ultimately show "real l \<le> arctan x \<and> arctan x \<le> real u" ..
+ { have "arctan x \<le> arctan ux" using x by (auto intro: arctan_monotone')
+ also have "\<dots> \<le> u" using arctan_boundaries[of ux prec, unfolded u] by (auto simp del: ub_arctan.simps)
+ finally have "arctan x \<le> u" .
+ } ultimately show "l \<le> arctan x \<and> arctan x \<le> u" ..
qed
section "Sinus and Cosinus"
@@ -781,14 +792,13 @@
and lb_sin_cos_aux :: "nat \<Rightarrow> nat \<Rightarrow> nat \<Rightarrow> nat \<Rightarrow> float \<Rightarrow> float" where
"ub_sin_cos_aux prec 0 i k x = 0"
| "ub_sin_cos_aux prec (Suc n) i k x =
- (rapprox_rat prec 1 (int k)) - x * (lb_sin_cos_aux prec n (i + 2) (k * i * (i + 1)) x)"
+ (rapprox_rat prec 1 k) - x * (lb_sin_cos_aux prec n (i + 2) (k * i * (i + 1)) x)"
| "lb_sin_cos_aux prec 0 i k x = 0"
| "lb_sin_cos_aux prec (Suc n) i k x =
- (lapprox_rat prec 1 (int k)) - x * (ub_sin_cos_aux prec n (i + 2) (k * i * (i + 1)) x)"
-
+ (lapprox_rat prec 1 k) - x * (ub_sin_cos_aux prec n (i + 2) (k * i * (i + 1)) x)"
lemma cos_aux:
- shows "real (lb_sin_cos_aux prec n 1 1 (x * x)) \<le> (\<Sum> i=0..<n. -1^i * (1/real (fact (2 * i))) * (real x)^(2 * i))" (is "?lb")
- and "(\<Sum> i=0..<n. -1^i * (1/real (fact (2 * i))) * (real x)^(2 * i)) \<le> real (ub_sin_cos_aux prec n 1 1 (x * x))" (is "?ub")
+ shows "(lb_sin_cos_aux prec n 1 1 (x * x)) \<le> (\<Sum> i=0..<n. -1^i * (1/real (fact (2 * i))) * x ^(2 * i))" (is "?lb")
+ and "(\<Sum> i=0..<n. -1^i * (1/real (fact (2 * i))) * x^(2 * i)) \<le> (ub_sin_cos_aux prec n 1 1 (x * x))" (is "?ub")
proof -
have "0 \<le> real (x * x)" unfolding real_of_float_mult by auto
let "?f n" = "fact (2 * n)"
@@ -803,8 +813,8 @@
show "?lb" and "?ub" by (auto simp add: power_mult power2_eq_square[of "real x"])
qed
-lemma cos_boundaries: assumes "0 \<le> real x" and "real x \<le> pi / 2"
- shows "cos (real x) \<in> {real (lb_sin_cos_aux prec (get_even n) 1 1 (x * x)) .. real (ub_sin_cos_aux prec (get_odd n) 1 1 (x * x))}"
+lemma cos_boundaries: assumes "0 \<le> real x" and "x \<le> pi / 2"
+ shows "cos x \<in> {(lb_sin_cos_aux prec (get_even n) 1 1 (x * x)) .. (ub_sin_cos_aux prec (get_odd n) 1 1 (x * x))}"
proof (cases "real x = 0")
case False hence "real x \<noteq> 0" by auto
hence "0 < x" and "0 < real x" using `0 \<le> real x` unfolding less_float_def by auto
@@ -828,17 +838,17 @@
{ fix n :: nat assume "0 < n"
hence "0 < 2 * n" by auto
obtain t where "0 < t" and "t < real x" and
- cos_eq: "cos (real x) = (\<Sum> i = 0 ..< 2 * n. (if even(i) then (-1 ^ (i div 2))/(real (fact i)) else 0) * (real x) ^ i)
- + (cos (t + 1/2 * real (2 * n) * pi) / real (fact (2*n))) * (real x)^(2*n)"
+ cos_eq: "cos x = (\<Sum> i = 0 ..< 2 * n. (if even(i) then (-1 ^ (i div 2))/(real (fact i)) else 0) * (real x) ^ i)
+ + (cos (t + 1/2 * (2 * n) * pi) / real (fact (2*n))) * (real x)^(2*n)"
(is "_ = ?SUM + ?rest / ?fact * ?pow")
using Maclaurin_cos_expansion2[OF `0 < real x` `0 < 2 * n`] by auto
- have "cos t * -1^n = cos t * cos (real n * pi) + sin t * sin (real n * pi)" by auto
- also have "\<dots> = cos (t + real n * pi)" using cos_add by auto
+ have "cos t * -1^n = cos t * cos (n * pi) + sin t * sin (n * pi)" by auto
+ also have "\<dots> = cos (t + n * pi)" using cos_add by auto
also have "\<dots> = ?rest" by auto
finally have "cos t * -1^n = ?rest" .
moreover
- have "t \<le> pi / 2" using `t < real x` and `real x \<le> pi / 2` by auto
+ have "t \<le> pi / 2" using `t < real x` and `x \<le> pi / 2` by auto
hence "0 \<le> cos t" using `0 < t` and cos_ge_zero by auto
ultimately have even: "even n \<Longrightarrow> 0 \<le> ?rest" and odd: "odd n \<Longrightarrow> 0 \<le> - ?rest " by auto
@@ -847,41 +857,41 @@
{
assume "even n"
- have "real (lb_sin_cos_aux prec n 1 1 (x * x)) \<le> ?SUM"
+ have "(lb_sin_cos_aux prec n 1 1 (x * x)) \<le> ?SUM"
unfolding morph_to_if_power[symmetric] using cos_aux by auto
- also have "\<dots> \<le> cos (real x)"
+ also have "\<dots> \<le> cos x"
proof -
from even[OF `even n`] `0 < ?fact` `0 < ?pow`
have "0 \<le> (?rest / ?fact) * ?pow" by (metis mult_nonneg_nonneg divide_nonneg_pos less_imp_le)
thus ?thesis unfolding cos_eq by auto
qed
- finally have "real (lb_sin_cos_aux prec n 1 1 (x * x)) \<le> cos (real x)" .
+ finally have "(lb_sin_cos_aux prec n 1 1 (x * x)) \<le> cos x" .
} note lb = this
{
assume "odd n"
- have "cos (real x) \<le> ?SUM"
+ have "cos x \<le> ?SUM"
proof -
from `0 < ?fact` and `0 < ?pow` and odd[OF `odd n`]
have "0 \<le> (- ?rest) / ?fact * ?pow"
by (metis mult_nonneg_nonneg divide_nonneg_pos less_imp_le)
thus ?thesis unfolding cos_eq by auto
qed
- also have "\<dots> \<le> real (ub_sin_cos_aux prec n 1 1 (x * x))"
+ also have "\<dots> \<le> (ub_sin_cos_aux prec n 1 1 (x * x))"
unfolding morph_to_if_power[symmetric] using cos_aux by auto
- finally have "cos (real x) \<le> real (ub_sin_cos_aux prec n 1 1 (x * x))" .
+ finally have "cos x \<le> (ub_sin_cos_aux prec n 1 1 (x * x))" .
} note ub = this and lb
} note ub = this(1) and lb = this(2)
- have "cos (real x) \<le> real (ub_sin_cos_aux prec (get_odd n) 1 1 (x * x))" using ub[OF odd_pos[OF get_odd] get_odd] .
- moreover have "real (lb_sin_cos_aux prec (get_even n) 1 1 (x * x)) \<le> cos (real x)"
+ have "cos x \<le> (ub_sin_cos_aux prec (get_odd n) 1 1 (x * x))" using ub[OF odd_pos[OF get_odd] get_odd] .
+ moreover have "(lb_sin_cos_aux prec (get_even n) 1 1 (x * x)) \<le> cos x"
proof (cases "0 < get_even n")
case True show ?thesis using lb[OF True get_even] .
next
case False
hence "get_even n = 0" by auto
- have "- (pi / 2) \<le> real x" by (rule order_trans[OF _ `0 < real x`[THEN less_imp_le]], auto)
- with `real x \<le> pi / 2`
+ have "- (pi / 2) \<le> x" by (rule order_trans[OF _ `0 < real x`[THEN less_imp_le]], auto)
+ with `x \<le> pi / 2`
show ?thesis unfolding `get_even n = 0` lb_sin_cos_aux.simps real_of_float_minus real_of_float_0 using cos_ge_zero by auto
qed
ultimately show ?thesis by auto
@@ -898,8 +908,8 @@
qed
lemma sin_aux: assumes "0 \<le> real x"
- shows "real (x * lb_sin_cos_aux prec n 2 1 (x * x)) \<le> (\<Sum> i=0..<n. -1^i * (1/real (fact (2 * i + 1))) * (real x)^(2 * i + 1))" (is "?lb")
- and "(\<Sum> i=0..<n. -1^i * (1/real (fact (2 * i + 1))) * (real x)^(2 * i + 1)) \<le> real (x * ub_sin_cos_aux prec n 2 1 (x * x))" (is "?ub")
+ shows "(x * lb_sin_cos_aux prec n 2 1 (x * x)) \<le> (\<Sum> i=0..<n. -1^i * (1/real (fact (2 * i + 1))) * x^(2 * i + 1))" (is "?lb")
+ and "(\<Sum> i=0..<n. -1^i * (1/real (fact (2 * i + 1))) * x^(2 * i + 1)) \<le> (x * ub_sin_cos_aux prec n 2 1 (x * x))" (is "?ub")
proof -
have "0 \<le> real (x * x)" unfolding real_of_float_mult by auto
let "?f n" = "fact (2 * n + 1)"
@@ -917,8 +927,8 @@
by (auto intro!: mult_left_mono simp add: power_mult power2_eq_square[of "real x"])
qed
-lemma sin_boundaries: assumes "0 \<le> real x" and "real x \<le> pi / 2"
- shows "sin (real x) \<in> {real (x * lb_sin_cos_aux prec (get_even n) 2 1 (x * x)) .. real (x * ub_sin_cos_aux prec (get_odd n) 2 1 (x * x))}"
+lemma sin_boundaries: assumes "0 \<le> real x" and "x \<le> pi / 2"
+ shows "sin x \<in> {(x * lb_sin_cos_aux prec (get_even n) 2 1 (x * x)) .. (x * ub_sin_cos_aux prec (get_odd n) 2 1 (x * x))}"
proof (cases "real x = 0")
case False hence "real x \<noteq> 0" by auto
hence "0 < x" and "0 < real x" using `0 \<le> real x` unfolding less_float_def by auto
@@ -940,14 +950,14 @@
{ fix n :: nat assume "0 < n"
hence "0 < 2 * n + 1" by auto
obtain t where "0 < t" and "t < real x" and
- sin_eq: "sin (real x) = (\<Sum> i = 0 ..< 2 * n + 1. (if even(i) then 0 else (-1 ^ ((i - Suc 0) div 2))/(real (fact i))) * (real x) ^ i)
- + (sin (t + 1/2 * real (2 * n + 1) * pi) / real (fact (2*n + 1))) * (real x)^(2*n + 1)"
+ sin_eq: "sin x = (\<Sum> i = 0 ..< 2 * n + 1. (if even(i) then 0 else (-1 ^ ((i - Suc 0) div 2))/(real (fact i))) * (real x) ^ i)
+ + (sin (t + 1/2 * (2 * n + 1) * pi) / real (fact (2*n + 1))) * (real x)^(2*n + 1)"
(is "_ = ?SUM + ?rest / ?fact * ?pow")
using Maclaurin_sin_expansion3[OF `0 < 2 * n + 1` `0 < real x`] by auto
have "?rest = cos t * -1^n" unfolding sin_add cos_add real_of_nat_add left_distrib right_distrib by auto
moreover
- have "t \<le> pi / 2" using `t < real x` and `real x \<le> pi / 2` by auto
+ have "t \<le> pi / 2" using `t < real x` and `x \<le> pi / 2` by auto
hence "0 \<le> cos t" using `0 < t` and cos_ge_zero by auto
ultimately have even: "even n \<Longrightarrow> 0 \<le> ?rest" and odd: "odd n \<Longrightarrow> 0 \<le> - ?rest " by auto
@@ -956,22 +966,22 @@
{
assume "even n"
- have "real (x * lb_sin_cos_aux prec n 2 1 (x * x)) \<le>
+ have "(x * lb_sin_cos_aux prec n 2 1 (x * x)) \<le>
(\<Sum> i = 0 ..< 2 * n. (if even(i) then 0 else (-1 ^ ((i - Suc 0) div 2))/(real (fact i))) * (real x) ^ i)"
using sin_aux[OF `0 \<le> real x`] unfolding setsum_morph[symmetric] by auto
also have "\<dots> \<le> ?SUM" by auto
- also have "\<dots> \<le> sin (real x)"
+ also have "\<dots> \<le> sin x"
proof -
from even[OF `even n`] `0 < ?fact` `0 < ?pow`
have "0 \<le> (?rest / ?fact) * ?pow" by (metis mult_nonneg_nonneg divide_nonneg_pos less_imp_le)
thus ?thesis unfolding sin_eq by auto
qed
- finally have "real (x * lb_sin_cos_aux prec n 2 1 (x * x)) \<le> sin (real x)" .
+ finally have "(x * lb_sin_cos_aux prec n 2 1 (x * x)) \<le> sin x" .
} note lb = this
{
assume "odd n"
- have "sin (real x) \<le> ?SUM"
+ have "sin x \<le> ?SUM"
proof -
from `0 < ?fact` and `0 < ?pow` and odd[OF `odd n`]
have "0 \<le> (- ?rest) / ?fact * ?pow"
@@ -980,20 +990,20 @@
qed
also have "\<dots> \<le> (\<Sum> i = 0 ..< 2 * n. (if even(i) then 0 else (-1 ^ ((i - Suc 0) div 2))/(real (fact i))) * (real x) ^ i)"
by auto
- also have "\<dots> \<le> real (x * ub_sin_cos_aux prec n 2 1 (x * x))"
+ also have "\<dots> \<le> (x * ub_sin_cos_aux prec n 2 1 (x * x))"
using sin_aux[OF `0 \<le> real x`] unfolding setsum_morph[symmetric] by auto
- finally have "sin (real x) \<le> real (x * ub_sin_cos_aux prec n 2 1 (x * x))" .
+ finally have "sin x \<le> (x * ub_sin_cos_aux prec n 2 1 (x * x))" .
} note ub = this and lb
} note ub = this(1) and lb = this(2)
- have "sin (real x) \<le> real (x * ub_sin_cos_aux prec (get_odd n) 2 1 (x * x))" using ub[OF odd_pos[OF get_odd] get_odd] .
- moreover have "real (x * lb_sin_cos_aux prec (get_even n) 2 1 (x * x)) \<le> sin (real x)"
+ have "sin x \<le> (x * ub_sin_cos_aux prec (get_odd n) 2 1 (x * x))" using ub[OF odd_pos[OF get_odd] get_odd] .
+ moreover have "(x * lb_sin_cos_aux prec (get_even n) 2 1 (x * x)) \<le> sin x"
proof (cases "0 < get_even n")
case True show ?thesis using lb[OF True get_even] .
next
case False
hence "get_even n = 0" by auto
- with `real x \<le> pi / 2` `0 \<le> real x`
+ with `x \<le> pi / 2` `0 \<le> real x`
show ?thesis unfolding `get_even n = 0` ub_sin_cos_aux.simps real_of_float_minus real_of_float_0 using sin_ge_zero by auto
qed
ultimately show ?thesis by auto
@@ -1027,8 +1037,8 @@
else if x < 1 then half (horner (x * Float 1 -1))
else half (half (horner (x * Float 1 -2))))"
-lemma lb_cos: assumes "0 \<le> real x" and "real x \<le> pi"
- shows "cos (real x) \<in> {real (lb_cos prec x) .. real (ub_cos prec x)}" (is "?cos x \<in> { real (?lb x) .. real (?ub x) }")
+lemma lb_cos: assumes "0 \<le> real x" and "x \<le> pi"
+ shows "cos x \<in> {(lb_cos prec x) .. (ub_cos prec x)}" (is "?cos x \<in> {(?lb x) .. (?ub x) }")
proof -
{ fix x :: real
have "cos x = cos (x / 2 + x / 2)" by auto
@@ -1046,42 +1056,42 @@
show ?thesis
proof (cases "x < Float 1 -1")
- case True hence "real x \<le> pi / 2" unfolding less_float_def using pi_ge_two by auto
+ case True hence "x \<le> pi / 2" unfolding less_float_def using pi_ge_two by auto
show ?thesis unfolding lb_cos_def[where x=x] ub_cos_def[where x=x] if_not_P[OF `\<not> x < 0`] if_P[OF `x < Float 1 -1`] Let_def
- using cos_boundaries[OF `0 \<le> real x` `real x \<le> pi / 2`] .
+ using cos_boundaries[OF `0 \<le> real x` `x \<le> pi / 2`] .
next
case False
- { fix y x :: float let ?x2 = "real (x * Float 1 -1)"
- assume "real y \<le> cos ?x2" and "-pi \<le> real x" and "real x \<le> pi"
+ { fix y x :: float let ?x2 = "(x * Float 1 -1)"
+ assume "y \<le> cos ?x2" and "-pi \<le> x" and "x \<le> pi"
hence "- (pi / 2) \<le> ?x2" and "?x2 \<le> pi / 2" using pi_ge_two unfolding real_of_float_mult Float_num by auto
hence "0 \<le> cos ?x2" by (rule cos_ge_zero)
- have "real (?lb_half y) \<le> cos (real x)"
+ have "(?lb_half y) \<le> cos x"
proof (cases "y < 0")
case True show ?thesis using cos_ge_minus_one unfolding if_P[OF True] by auto
next
case False
hence "0 \<le> real y" unfolding less_float_def by auto
- from mult_mono[OF `real y \<le> cos ?x2` `real y \<le> cos ?x2` `0 \<le> cos ?x2` this]
+ from mult_mono[OF `y \<le> cos ?x2` `y \<le> cos ?x2` `0 \<le> cos ?x2` this]
have "real y * real y \<le> cos ?x2 * cos ?x2" .
hence "2 * real y * real y \<le> 2 * cos ?x2 * cos ?x2" by auto
- hence "2 * real y * real y - 1 \<le> 2 * cos (real x / 2) * cos (real x / 2) - 1" unfolding Float_num real_of_float_mult by auto
+ hence "2 * real y * real y - 1 \<le> 2 * cos (x / 2) * cos (x / 2) - 1" unfolding Float_num real_of_float_mult by auto
thus ?thesis unfolding if_not_P[OF False] x_half Float_num real_of_float_mult real_of_float_sub by auto
qed
} note lb_half = this
- { fix y x :: float let ?x2 = "real (x * Float 1 -1)"
- assume ub: "cos ?x2 \<le> real y" and "- pi \<le> real x" and "real x \<le> pi"
+ { fix y x :: float let ?x2 = "(x * Float 1 -1)"
+ assume ub: "cos ?x2 \<le> y" and "- pi \<le> x" and "x \<le> pi"
hence "- (pi / 2) \<le> ?x2" and "?x2 \<le> pi / 2" using pi_ge_two unfolding real_of_float_mult Float_num by auto
hence "0 \<le> cos ?x2" by (rule cos_ge_zero)
- have "cos (real x) \<le> real (?ub_half y)"
+ have "cos x \<le> (?ub_half y)"
proof -
have "0 \<le> real y" using `0 \<le> cos ?x2` ub by (rule order_trans)
from mult_mono[OF ub ub this `0 \<le> cos ?x2`]
have "cos ?x2 * cos ?x2 \<le> real y * real y" .
hence "2 * cos ?x2 * cos ?x2 \<le> 2 * real y * real y" by auto
- hence "2 * cos (real x / 2) * cos (real x / 2) - 1 \<le> 2 * real y * real y - 1" unfolding Float_num real_of_float_mult by auto
+ hence "2 * cos (x / 2) * cos (x / 2) - 1 \<le> 2 * real y * real y - 1" unfolding Float_num real_of_float_mult by auto
thus ?thesis unfolding x_half real_of_float_mult Float_num real_of_float_sub by auto
qed
} note ub_half = this
@@ -1089,44 +1099,44 @@
let ?x2 = "x * Float 1 -1"
let ?x4 = "x * Float 1 -1 * Float 1 -1"
- have "-pi \<le> real x" using pi_ge_zero[THEN le_imp_neg_le, unfolded minus_zero] `0 \<le> real x` by (rule order_trans)
+ have "-pi \<le> x" using pi_ge_zero[THEN le_imp_neg_le, unfolded minus_zero] `0 \<le> real x` by (rule order_trans)
show ?thesis
proof (cases "x < 1")
case True hence "real x \<le> 1" unfolding less_float_def by auto
- have "0 \<le> real ?x2" and "real ?x2 \<le> pi / 2" using pi_ge_two `0 \<le> real x` unfolding real_of_float_mult Float_num using assms by auto
+ have "0 \<le> real ?x2" and "?x2 \<le> pi / 2" using pi_ge_two `0 \<le> real x` unfolding real_of_float_mult Float_num using assms by auto
from cos_boundaries[OF this]
- have lb: "real (?lb_horner ?x2) \<le> ?cos ?x2" and ub: "?cos ?x2 \<le> real (?ub_horner ?x2)" by auto
-
- have "real (?lb x) \<le> ?cos x"
+ have lb: "(?lb_horner ?x2) \<le> ?cos ?x2" and ub: "?cos ?x2 \<le> (?ub_horner ?x2)" by auto
+
+ have "(?lb x) \<le> ?cos x"
proof -
- from lb_half[OF lb `-pi \<le> real x` `real x \<le> pi`]
+ from lb_half[OF lb `-pi \<le> x` `x \<le> pi`]
show ?thesis unfolding lb_cos_def[where x=x] Let_def using `\<not> x < 0` `\<not> x < Float 1 -1` `x < 1` by auto
qed
- moreover have "?cos x \<le> real (?ub x)"
+ moreover have "?cos x \<le> (?ub x)"
proof -
- from ub_half[OF ub `-pi \<le> real x` `real x \<le> pi`]
+ from ub_half[OF ub `-pi \<le> x` `x \<le> pi`]
show ?thesis unfolding ub_cos_def[where x=x] Let_def using `\<not> x < 0` `\<not> x < Float 1 -1` `x < 1` by auto
qed
ultimately show ?thesis by auto
next
case False
- have "0 \<le> real ?x4" and "real ?x4 \<le> pi / 2" using pi_ge_two `0 \<le> real x` `real x \<le> pi` unfolding real_of_float_mult Float_num by auto
+ have "0 \<le> real ?x4" and "?x4 \<le> pi / 2" using pi_ge_two `0 \<le> real x` `x \<le> pi` unfolding real_of_float_mult Float_num by auto
from cos_boundaries[OF this]
- have lb: "real (?lb_horner ?x4) \<le> ?cos ?x4" and ub: "?cos ?x4 \<le> real (?ub_horner ?x4)" by auto
+ have lb: "(?lb_horner ?x4) \<le> ?cos ?x4" and ub: "?cos ?x4 \<le> (?ub_horner ?x4)" by auto
have eq_4: "?x2 * Float 1 -1 = x * Float 1 -2" by (cases x, auto simp add: times_float.simps)
- have "real (?lb x) \<le> ?cos x"
+ have "(?lb x) \<le> ?cos x"
proof -
- have "-pi \<le> real ?x2" and "real ?x2 \<le> pi" unfolding real_of_float_mult Float_num using pi_ge_two `0 \<le> real x` `real x \<le> pi` by auto
- from lb_half[OF lb_half[OF lb this] `-pi \<le> real x` `real x \<le> pi`, unfolded eq_4]
+ have "-pi \<le> ?x2" and "?x2 \<le> pi" unfolding real_of_float_mult Float_num using pi_ge_two `0 \<le> real x` `x \<le> pi` by auto
+ from lb_half[OF lb_half[OF lb this] `-pi \<le> x` `x \<le> pi`, unfolded eq_4]
show ?thesis unfolding lb_cos_def[where x=x] if_not_P[OF `\<not> x < 0`] if_not_P[OF `\<not> x < Float 1 -1`] if_not_P[OF `\<not> x < 1`] Let_def .
qed
- moreover have "?cos x \<le> real (?ub x)"
+ moreover have "?cos x \<le> (?ub x)"
proof -
- have "-pi \<le> real ?x2" and "real ?x2 \<le> pi" unfolding real_of_float_mult Float_num using pi_ge_two `0 \<le> real x` `real x \<le> pi` by auto
- from ub_half[OF ub_half[OF ub this] `-pi \<le> real x` `real x \<le> pi`, unfolded eq_4]
+ have "-pi \<le> ?x2" and "?x2 \<le> pi" unfolding real_of_float_mult Float_num using pi_ge_two `0 \<le> real x` ` x \<le> pi` by auto
+ from ub_half[OF ub_half[OF ub this] `-pi \<le> x` `x \<le> pi`, unfolded eq_4]
show ?thesis unfolding ub_cos_def[where x=x] if_not_P[OF `\<not> x < 0`] if_not_P[OF `\<not> x < Float 1 -1`] if_not_P[OF `\<not> x < 1`] Let_def .
qed
ultimately show ?thesis by auto
@@ -1134,10 +1144,10 @@
qed
qed
-lemma lb_cos_minus: assumes "-pi \<le> real x" and "real x \<le> 0"
- shows "cos (real (-x)) \<in> {real (lb_cos prec (-x)) .. real (ub_cos prec (-x))}"
+lemma lb_cos_minus: assumes "-pi \<le> x" and "real x \<le> 0"
+ shows "cos (real(-x)) \<in> {(lb_cos prec (-x)) .. (ub_cos prec (-x))}"
proof -
- have "0 \<le> real (-x)" and "real (-x) \<le> pi" using `-pi \<le> real x` `real x \<le> 0` by auto
+ have "0 \<le> real (-x)" and "(-x) \<le> pi" using `-pi \<le> x` `real x \<le> 0` by auto
from lb_cos[OF this] show ?thesis .
qed
@@ -1156,49 +1166,49 @@
else (Float -1 0, Float 1 0))"
lemma floor_int:
- obtains k :: int where "real k = real (floor_fl f)"
+ obtains k :: int where "real k = (floor_fl f)"
proof -
- assume *: "\<And> k :: int. real k = real (floor_fl f) \<Longrightarrow> thesis"
+ assume *: "\<And> k :: int. real k = (floor_fl f) \<Longrightarrow> thesis"
obtain m e where fl: "Float m e = floor_fl f" by (cases "floor_fl f", auto)
from floor_pos_exp[OF this]
- have "real (m* 2^(nat e)) = real (floor_fl f)"
+ have "real (m* 2^(nat e)) = (floor_fl f)"
by (auto simp add: fl[symmetric] real_of_float_def pow2_def)
from *[OF this] show thesis by blast
qed
-lemma float_remove_real_numeral[simp]: "real (number_of k :: float) = number_of k"
+lemma float_remove_real_numeral[simp]: "(number_of k :: float) = (number_of k :: real)"
proof -
- have "real (number_of k :: float) = real k"
+ have "(number_of k :: float) = real k"
unfolding number_of_float_def real_of_float_def pow2_def by auto
- also have "\<dots> = real (number_of k :: int)"
+ also have "\<dots> = (number_of k :: int)"
by (simp add: number_of_is_id)
finally show ?thesis by auto
qed
-lemma cos_periodic_nat[simp]: fixes n :: nat shows "cos (x + real n * 2 * pi) = cos x"
+lemma cos_periodic_nat[simp]: fixes n :: nat shows "cos (x + n * (2 * pi)) = cos x"
proof (induct n arbitrary: x)
case (Suc n)
- have split_pi_off: "x + real (Suc n) * 2 * pi = (x + real n * 2 * pi) + 2 * pi"
+ have split_pi_off: "x + (Suc n) * (2 * pi) = (x + n * (2 * pi)) + 2 * pi"
unfolding Suc_eq_plus1 real_of_nat_add real_of_one left_distrib by auto
show ?case unfolding split_pi_off using Suc by auto
qed auto
-lemma cos_periodic_int[simp]: fixes i :: int shows "cos (x + real i * 2 * pi) = cos x"
+lemma cos_periodic_int[simp]: fixes i :: int shows "cos (x + i * (2 * pi)) = cos x"
proof (cases "0 \<le> i")
- case True hence i_nat: "real i = real (nat i)" by auto
+ case True hence i_nat: "real i = nat i" by auto
show ?thesis unfolding i_nat by auto
next
- case False hence i_nat: "real i = - real (nat (-i))" by auto
- have "cos x = cos (x + real i * 2 * pi - real i * 2 * pi)" by auto
- also have "\<dots> = cos (x + real i * 2 * pi)"
+ case False hence i_nat: "i = - real (nat (-i))" by auto
+ have "cos x = cos (x + i * (2 * pi) - i * (2 * pi))" by auto
+ also have "\<dots> = cos (x + i * (2 * pi))"
unfolding i_nat mult_minus_left diff_minus_eq_add by (rule cos_periodic_nat)
finally show ?thesis by auto
qed
-lemma bnds_cos: "\<forall> x lx ux. (l, u) = bnds_cos prec lx ux \<and> x \<in> {real lx .. real ux} \<longrightarrow> real l \<le> cos x \<and> cos x \<le> real u"
+lemma bnds_cos: "\<forall> (x::real) lx ux. (l, u) = bnds_cos prec lx ux \<and> x \<in> {lx .. ux} \<longrightarrow> l \<le> cos x \<and> cos x \<le> u"
proof ((rule allI | rule impI | erule conjE) +)
- fix x lx ux
- assume bnds: "(l, u) = bnds_cos prec lx ux" and x: "x \<in> {real lx .. real ux}"
+ fix x :: real fix lx ux
+ assume bnds: "(l, u) = bnds_cos prec lx ux" and x: "x \<in> {lx .. ux}"
let ?lpi = "round_down prec (lb_pi prec)"
let ?upi = "round_up prec (ub_pi prec)"
@@ -1206,78 +1216,78 @@
let ?lx = "lx - ?k * 2 * (if ?k < 0 then ?lpi else ?upi)"
let ?ux = "ux - ?k * 2 * (if ?k < 0 then ?upi else ?lpi)"
- obtain k :: int where k: "real k = real ?k" using floor_int .
-
- have upi: "pi \<le> real ?upi" and lpi: "real ?lpi \<le> pi"
+ obtain k :: int where k: "k = real ?k" using floor_int .
+
+ have upi: "pi \<le> ?upi" and lpi: "?lpi \<le> pi"
using round_up[of "ub_pi prec" prec] pi_boundaries[of prec]
round_down[of prec "lb_pi prec"] by auto
- hence "real ?lx \<le> x - real k * 2 * pi \<and> x - real k * 2 * pi \<le> real ?ux"
+ hence "?lx \<le> x - k * (2 * pi) \<and> x - k * (2 * pi) \<le> ?ux"
using x by (cases "k = 0") (auto intro!: add_mono
simp add: diff_minus k[symmetric] less_float_def)
note lx = this[THEN conjunct1] and ux = this[THEN conjunct2]
- hence lx_less_ux: "real ?lx \<le> real ?ux" by (rule order_trans)
-
- { assume "- ?lpi \<le> ?lx" and x_le_0: "x - real k * 2 * pi \<le> 0"
+ hence lx_less_ux: "?lx \<le> real ?ux" by (rule order_trans)
+
+ { assume "- ?lpi \<le> ?lx" and x_le_0: "x - k * (2 * pi) \<le> 0"
with lpi[THEN le_imp_neg_le] lx
- have pi_lx: "- pi \<le> real ?lx" and lx_0: "real ?lx \<le> 0"
+ have pi_lx: "- pi \<le> ?lx" and lx_0: "real ?lx \<le> 0"
by (simp_all add: le_float_def)
- have "real (lb_cos prec (- ?lx)) \<le> cos (real (- ?lx))"
+ have "(lb_cos prec (- ?lx)) \<le> cos (real (- ?lx))"
using lb_cos_minus[OF pi_lx lx_0] by simp
- also have "\<dots> \<le> cos (x + real (-k) * 2 * pi)"
+ also have "\<dots> \<le> cos (x + (-k) * (2 * pi))"
using cos_monotone_minus_pi_0'[OF pi_lx lx x_le_0]
by (simp only: real_of_float_minus real_of_int_minus
cos_minus diff_minus mult_minus_left)
- finally have "real (lb_cos prec (- ?lx)) \<le> cos x"
+ finally have "(lb_cos prec (- ?lx)) \<le> cos x"
unfolding cos_periodic_int . }
note negative_lx = this
- { assume "0 \<le> ?lx" and pi_x: "x - real k * 2 * pi \<le> pi"
+ { assume "0 \<le> ?lx" and pi_x: "x - k * (2 * pi) \<le> pi"
with lx
- have pi_lx: "real ?lx \<le> pi" and lx_0: "0 \<le> real ?lx"
+ have pi_lx: "?lx \<le> pi" and lx_0: "0 \<le> real ?lx"
by (auto simp add: le_float_def)
- have "cos (x + real (-k) * 2 * pi) \<le> cos (real ?lx)"
+ have "cos (x + (-k) * (2 * pi)) \<le> cos ?lx"
using cos_monotone_0_pi'[OF lx_0 lx pi_x]
by (simp only: real_of_float_minus real_of_int_minus
cos_minus diff_minus mult_minus_left)
- also have "\<dots> \<le> real (ub_cos prec ?lx)"
+ also have "\<dots> \<le> (ub_cos prec ?lx)"
using lb_cos[OF lx_0 pi_lx] by simp
- finally have "cos x \<le> real (ub_cos prec ?lx)"
+ finally have "cos x \<le> (ub_cos prec ?lx)"
unfolding cos_periodic_int . }
note positive_lx = this
- { assume pi_x: "- pi \<le> x - real k * 2 * pi" and "?ux \<le> 0"
+ { assume pi_x: "- pi \<le> x - k * (2 * pi)" and "?ux \<le> 0"
with ux
- have pi_ux: "- pi \<le> real ?ux" and ux_0: "real ?ux \<le> 0"
+ have pi_ux: "- pi \<le> ?ux" and ux_0: "real ?ux \<le> 0"
by (simp_all add: le_float_def)
- have "cos (x + real (-k) * 2 * pi) \<le> cos (real (- ?ux))"
+ have "cos (x + (-k) * (2 * pi)) \<le> cos (real (- ?ux))"
using cos_monotone_minus_pi_0'[OF pi_x ux ux_0]
by (simp only: real_of_float_minus real_of_int_minus
cos_minus diff_minus mult_minus_left)
- also have "\<dots> \<le> real (ub_cos prec (- ?ux))"
+ also have "\<dots> \<le> (ub_cos prec (- ?ux))"
using lb_cos_minus[OF pi_ux ux_0, of prec] by simp
- finally have "cos x \<le> real (ub_cos prec (- ?ux))"
+ finally have "cos x \<le> (ub_cos prec (- ?ux))"
unfolding cos_periodic_int . }
note negative_ux = this
- { assume "?ux \<le> ?lpi" and x_ge_0: "0 \<le> x - real k * 2 * pi"
+ { assume "?ux \<le> ?lpi" and x_ge_0: "0 \<le> x - k * (2 * pi)"
with lpi ux
- have pi_ux: "real ?ux \<le> pi" and ux_0: "0 \<le> real ?ux"
+ have pi_ux: "?ux \<le> pi" and ux_0: "0 \<le> real ?ux"
by (simp_all add: le_float_def)
- have "real (lb_cos prec ?ux) \<le> cos (real ?ux)"
+ have "(lb_cos prec ?ux) \<le> cos ?ux"
using lb_cos[OF ux_0 pi_ux] by simp
- also have "\<dots> \<le> cos (x + real (-k) * 2 * pi)"
+ also have "\<dots> \<le> cos (x + (-k) * (2 * pi))"
using cos_monotone_0_pi'[OF x_ge_0 ux pi_ux]
by (simp only: real_of_float_minus real_of_int_minus
cos_minus diff_minus mult_minus_left)
- finally have "real (lb_cos prec ?ux) \<le> cos x"
+ finally have "(lb_cos prec ?ux) \<le> cos x"
unfolding cos_periodic_int . }
note positive_ux = this
- show "real l \<le> cos x \<and> cos x \<le> real u"
+ show "l \<le> cos x \<and> cos x \<le> u"
proof (cases "- ?lpi \<le> ?lx \<and> ?ux \<le> 0")
case True with bnds
have l: "l = lb_cos prec (-?lx)"
@@ -1285,8 +1295,8 @@
by (auto simp add: bnds_cos_def Let_def)
from True lpi[THEN le_imp_neg_le] lx ux
- have "- pi \<le> x - real k * 2 * pi"
- and "x - real k * 2 * pi \<le> 0"
+ have "- pi \<le> x - k * (2 * pi)"
+ and "x - k * (2 * pi) \<le> 0"
by (auto simp add: le_float_def)
with True negative_ux negative_lx
show ?thesis unfolding l u by simp
@@ -1298,8 +1308,8 @@
by (auto simp add: bnds_cos_def Let_def)
from True lpi lx ux
- have "0 \<le> x - real k * 2 * pi"
- and "x - real k * 2 * pi \<le> pi"
+ have "0 \<le> x - k * (2 * pi)"
+ and "x - k * (2 * pi) \<le> pi"
by (auto simp add: le_float_def)
with True positive_ux positive_lx
show ?thesis unfolding l u by simp
@@ -1311,7 +1321,7 @@
by (auto simp add: bnds_cos_def Let_def)
show ?thesis unfolding u l using negative_lx positive_ux Cond
- by (cases "x - real k * 2 * pi < 0", simp_all add: real_of_float_min)
+ by (cases "x - k * (2 * pi) < 0", simp_all add: real_of_float_min)
next case False note 3 = this show ?thesis
proof (cases "0 \<le> ?lx \<and> ?ux \<le> 2 * ?lpi")
case True note Cond = this with bnds 1 2 3
@@ -1320,37 +1330,37 @@
by (auto simp add: bnds_cos_def Let_def)
have "cos x \<le> real u"
- proof (cases "x - real k * 2 * pi < pi")
- case True hence "x - real k * 2 * pi \<le> pi" by simp
+ proof (cases "x - k * (2 * pi) < pi")
+ case True hence "x - k * (2 * pi) \<le> pi" by simp
from positive_lx[OF Cond[THEN conjunct1] this]
show ?thesis unfolding u by (simp add: real_of_float_max)
next
- case False hence "pi \<le> x - real k * 2 * pi" by simp
- hence pi_x: "- pi \<le> x - real k * 2 * pi - 2 * pi" by simp
-
- have "real ?ux \<le> 2 * pi" using Cond lpi by (auto simp add: le_float_def)
- hence "x - real k * 2 * pi - 2 * pi \<le> 0" using ux by simp
+ case False hence "pi \<le> x - k * (2 * pi)" by simp
+ hence pi_x: "- pi \<le> x - k * (2 * pi) - 2 * pi" by simp
+
+ have "?ux \<le> 2 * pi" using Cond lpi by (auto simp add: le_float_def)
+ hence "x - k * (2 * pi) - 2 * pi \<le> 0" using ux by simp
have ux_0: "real (?ux - 2 * ?lpi) \<le> 0"
using Cond by (auto simp add: le_float_def)
from 2 and Cond have "\<not> ?ux \<le> ?lpi" by auto
hence "- ?lpi \<le> ?ux - 2 * ?lpi" by (auto simp add: le_float_def)
- hence pi_ux: "- pi \<le> real (?ux - 2 * ?lpi)"
+ hence pi_ux: "- pi \<le> (?ux - 2 * ?lpi)"
using lpi[THEN le_imp_neg_le] by (auto simp add: le_float_def)
- have x_le_ux: "x - real k * 2 * pi - 2 * pi \<le> real (?ux - 2 * ?lpi)"
+ have x_le_ux: "x - k * (2 * pi) - 2 * pi \<le> (?ux - 2 * ?lpi)"
using ux lpi by auto
- have "cos x = cos (x + real (-k) * 2 * pi + real (-1 :: int) * 2 * pi)"
+ have "cos x = cos (x + (-k) * (2 * pi) + (-1::int) * (2 * pi))"
unfolding cos_periodic_int ..
- also have "\<dots> \<le> cos (real (?ux - 2 * ?lpi))"
+ also have "\<dots> \<le> cos ((?ux - 2 * ?lpi))"
using cos_monotone_minus_pi_0'[OF pi_x x_le_ux ux_0]
by (simp only: real_of_float_minus real_of_int_minus real_of_one
number_of_Min diff_minus mult_minus_left mult_1_left)
- also have "\<dots> = cos (real (- (?ux - 2 * ?lpi)))"
+ also have "\<dots> = cos ((- (?ux - 2 * ?lpi)))"
unfolding real_of_float_minus cos_minus ..
- also have "\<dots> \<le> real (ub_cos prec (- (?ux - 2 * ?lpi)))"
+ also have "\<dots> \<le> (ub_cos prec (- (?ux - 2 * ?lpi)))"
using lb_cos_minus[OF pi_ux ux_0] by simp
finally show ?thesis unfolding u by (simp add: real_of_float_max)
qed
@@ -1362,37 +1372,37 @@
and u: "u = max (ub_cos prec (?lx + 2 * ?lpi)) (ub_cos prec (-?ux))"
by (auto simp add: bnds_cos_def Let_def)
- have "cos x \<le> real u"
- proof (cases "-pi < x - real k * 2 * pi")
- case True hence "-pi \<le> x - real k * 2 * pi" by simp
+ have "cos x \<le> u"
+ proof (cases "-pi < x - k * (2 * pi)")
+ case True hence "-pi \<le> x - k * (2 * pi)" by simp
from negative_ux[OF this Cond[THEN conjunct2]]
show ?thesis unfolding u by (simp add: real_of_float_max)
next
- case False hence "x - real k * 2 * pi \<le> -pi" by simp
- hence pi_x: "x - real k * 2 * pi + 2 * pi \<le> pi" by simp
-
- have "-2 * pi \<le> real ?lx" using Cond lpi by (auto simp add: le_float_def)
-
- hence "0 \<le> x - real k * 2 * pi + 2 * pi" using lx by simp
+ case False hence "x - k * (2 * pi) \<le> -pi" by simp
+ hence pi_x: "x - k * (2 * pi) + 2 * pi \<le> pi" by simp
+
+ have "-2 * pi \<le> ?lx" using Cond lpi by (auto simp add: le_float_def)
+
+ hence "0 \<le> x - k * (2 * pi) + 2 * pi" using lx by simp
have lx_0: "0 \<le> real (?lx + 2 * ?lpi)"
using Cond lpi by (auto simp add: le_float_def)
from 1 and Cond have "\<not> -?lpi \<le> ?lx" by auto
hence "?lx + 2 * ?lpi \<le> ?lpi" by (auto simp add: le_float_def)
- hence pi_lx: "real (?lx + 2 * ?lpi) \<le> pi"
+ hence pi_lx: "(?lx + 2 * ?lpi) \<le> pi"
using lpi[THEN le_imp_neg_le] by (auto simp add: le_float_def)
- have lx_le_x: "real (?lx + 2 * ?lpi) \<le> x - real k * 2 * pi + 2 * pi"
+ have lx_le_x: "(?lx + 2 * ?lpi) \<le> x - k * (2 * pi) + 2 * pi"
using lx lpi by auto
- have "cos x = cos (x + real (-k) * 2 * pi + real (1 :: int) * 2 * pi)"
+ have "cos x = cos (x + (-k) * (2 * pi) + (1 :: int) * (2 * pi))"
unfolding cos_periodic_int ..
- also have "\<dots> \<le> cos (real (?lx + 2 * ?lpi))"
+ also have "\<dots> \<le> cos ((?lx + 2 * ?lpi))"
using cos_monotone_0_pi'[OF lx_0 lx_le_x pi_x]
by (simp only: real_of_float_minus real_of_int_minus real_of_one
number_of_Min diff_minus mult_minus_left mult_1_left)
- also have "\<dots> \<le> real (ub_cos prec (?lx + 2 * ?lpi))"
+ also have "\<dots> \<le> (ub_cos prec (?lx + 2 * ?lpi))"
using lb_cos[OF lx_0 pi_lx] by simp
finally show ?thesis unfolding u by (simp add: real_of_float_max)
qed
@@ -1413,7 +1423,7 @@
"lb_exp_horner prec (Suc n) i k x = lapprox_rat prec 1 (int k) + x * ub_exp_horner prec n (i + 1) (k * i) x"
lemma bnds_exp_horner: assumes "real x \<le> 0"
- shows "exp (real x) \<in> { real (lb_exp_horner prec (get_even n) 1 1 x) .. real (ub_exp_horner prec (get_odd n) 1 1 x) }"
+ shows "exp x \<in> { lb_exp_horner prec (get_even n) 1 1 x .. ub_exp_horner prec (get_odd n) 1 1 x }"
proof -
{ fix n
have F: "\<And> m. ((\<lambda>i. i + 1) ^^ n) m = n + m" by (induct n, auto)
@@ -1422,18 +1432,18 @@
note bounds = horner_bounds_nonpos[where f="fact" and lb="lb_exp_horner prec" and ub="ub_exp_horner prec" and j'=0 and s=1,
OF assms f_eq lb_exp_horner.simps ub_exp_horner.simps]
- { have "real (lb_exp_horner prec (get_even n) 1 1 x) \<le> (\<Sum>j = 0..<get_even n. 1 / real (fact j) * real x ^ j)"
+ { have "lb_exp_horner prec (get_even n) 1 1 x \<le> (\<Sum>j = 0..<get_even n. 1 / real (fact j) * real x ^ j)"
using bounds(1) by auto
- also have "\<dots> \<le> exp (real x)"
+ also have "\<dots> \<le> exp x"
proof -
- obtain t where "\<bar>t\<bar> \<le> \<bar>real x\<bar>" and "exp (real x) = (\<Sum>m = 0..<get_even n. (real x) ^ m / real (fact m)) + exp t / real (fact (get_even n)) * (real x) ^ (get_even n)"
+ obtain t where "\<bar>t\<bar> \<le> \<bar>real x\<bar>" and "exp x = (\<Sum>m = 0..<get_even n. real x ^ m / real (fact m)) + exp t / real (fact (get_even n)) * (real x) ^ (get_even n)"
using Maclaurin_exp_le by blast
moreover have "0 \<le> exp t / real (fact (get_even n)) * (real x) ^ (get_even n)"
by (auto intro!: mult_nonneg_nonneg divide_nonneg_pos simp add: get_even zero_le_even_power exp_gt_zero)
ultimately show ?thesis
using get_odd exp_gt_zero by (auto intro!: mult_nonneg_nonneg)
qed
- finally have "real (lb_exp_horner prec (get_even n) 1 1 x) \<le> exp (real x)" .
+ finally have "lb_exp_horner prec (get_even n) 1 1 x \<le> exp x" .
} moreover
{
have x_less_zero: "real x ^ get_odd n \<le> 0"
@@ -1446,15 +1456,15 @@
show ?thesis by (rule less_imp_le, auto simp add: power_less_zero_eq get_odd `real x < 0`)
qed
- obtain t where "\<bar>t\<bar> \<le> \<bar>real x\<bar>" and "exp (real x) = (\<Sum>m = 0..<get_odd n. (real x) ^ m / real (fact m)) + exp t / real (fact (get_odd n)) * (real x) ^ (get_odd n)"
+ obtain t where "\<bar>t\<bar> \<le> \<bar>real x\<bar>" and "exp x = (\<Sum>m = 0..<get_odd n. (real x) ^ m / real (fact m)) + exp t / real (fact (get_odd n)) * (real x) ^ (get_odd n)"
using Maclaurin_exp_le by blast
moreover have "exp t / real (fact (get_odd n)) * (real x) ^ (get_odd n) \<le> 0"
by (auto intro!: mult_nonneg_nonpos divide_nonpos_pos simp add: x_less_zero exp_gt_zero)
- ultimately have "exp (real x) \<le> (\<Sum>j = 0..<get_odd n. 1 / real (fact j) * real x ^ j)"
+ ultimately have "exp x \<le> (\<Sum>j = 0..<get_odd n. 1 / real (fact j) * real x ^ j)"
using get_odd exp_gt_zero by (auto intro!: mult_nonneg_nonneg)
- also have "\<dots> \<le> real (ub_exp_horner prec (get_odd n) 1 1 x)"
+ also have "\<dots> \<le> ub_exp_horner prec (get_odd n) 1 1 x"
using bounds(2) by auto
- finally have "exp (real x) \<le> real (ub_exp_horner prec (get_odd n) 1 1 x)" .
+ finally have "exp x \<le> ub_exp_horner prec (get_odd n) 1 1 x" .
} ultimately show ?thesis by auto
qed
@@ -1477,11 +1487,11 @@
proof -
have eq4: "4 = Suc (Suc (Suc (Suc 0)))" by auto
- have "1 / 4 = real (Float 1 -2)" unfolding Float_num by auto
- also have "\<dots> \<le> real (lb_exp_horner 1 (get_even 4) 1 1 (- 1))"
+ have "1 / 4 = (Float 1 -2)" unfolding Float_num by auto
+ also have "\<dots> \<le> lb_exp_horner 1 (get_even 4) 1 1 (- 1)"
unfolding get_even_def eq4
by (auto simp add: lapprox_posrat_def rapprox_posrat_def normfloat.simps)
- also have "\<dots> \<le> exp (real (- 1 :: float))" using bnds_exp_horner[where x="- 1"] by auto
+ also have "\<dots> \<le> exp (- 1 :: float)" using bnds_exp_horner[where x="- 1"] by auto
finally show ?thesis unfolding real_of_float_minus real_of_float_1 .
qed
@@ -1492,7 +1502,7 @@
have pos_horner: "\<And> x. 0 < ?horner x" unfolding Let_def by (cases "?lb_horner x \<le> 0", auto simp add: le_float_def less_float_def)
moreover { fix x :: float fix num :: nat
have "0 < real (?horner x) ^ num" using `0 < ?horner x`[unfolded less_float_def real_of_float_0] by (rule zero_less_power)
- also have "\<dots> = real ((?horner x) ^ num)" using float_power by auto
+ also have "\<dots> = (?horner x) ^ num" using float_power by auto
finally have "0 < real ((?horner x) ^ num)" .
}
ultimately show ?thesis
@@ -1501,7 +1511,7 @@
qed
lemma exp_boundaries': assumes "x \<le> 0"
- shows "exp (real x) \<in> { real (lb_exp prec x) .. real (ub_exp prec x)}"
+ shows "exp x \<in> { (lb_exp prec x) .. (ub_exp prec x)}"
proof -
let "?lb_exp_horner x" = "lb_exp_horner prec (get_even (prec + 2)) 1 1 x"
let "?ub_exp_horner x" = "ub_exp_horner prec (get_odd (prec + 2)) 1 1 x"
@@ -1513,9 +1523,9 @@
show ?thesis
proof (cases "?lb_exp_horner x \<le> 0")
from `\<not> x < - 1` have "- 1 \<le> real x" unfolding less_float_def by auto
- hence "exp (- 1) \<le> exp (real x)" unfolding exp_le_cancel_iff .
+ hence "exp (- 1) \<le> exp x" unfolding exp_le_cancel_iff .
from order_trans[OF exp_m1_ge_quarter this]
- have "real (Float 1 -2) \<le> exp (real x)" unfolding Float_num .
+ have "Float 1 -2 \<le> exp x" unfolding Float_num .
moreover case True
ultimately show ?thesis using bnds_exp_horner `real x \<le> 0` `\<not> x > 0` `\<not> x < - 1` by auto
next
@@ -1539,27 +1549,27 @@
hence "(0::nat) < 2 ^ nat e" by auto
ultimately have "0 < ?num" by auto
hence "real ?num \<noteq> 0" by auto
- have e_nat: "int (nat e) = e" using `0 \<le> e` by auto
- have num_eq: "real ?num = real (- floor_fl x)" using `0 < nat (- m)`
+ have e_nat: "(nat e) = e" using `0 \<le> e` by auto
+ have num_eq: "real ?num = - floor_fl x" using `0 < nat (- m)`
unfolding Float_floor real_of_float_minus real_of_float_simp real_of_nat_mult pow2_int[of "nat e", unfolded e_nat] real_of_nat_power by auto
have "0 < - floor_fl x" using `0 < ?num`[unfolded real_of_nat_less_iff[symmetric]] unfolding less_float_def num_eq[symmetric] real_of_float_0 real_of_nat_zero .
hence "real (floor_fl x) < 0" unfolding less_float_def by auto
- have "exp (real x) \<le> real (ub_exp prec x)"
+ have "exp x \<le> ub_exp prec x"
proof -
have div_less_zero: "real (float_divr prec x (- floor_fl x)) \<le> 0"
using float_divr_nonpos_pos_upper_bound[OF `x \<le> 0` `0 < - floor_fl x`] unfolding le_float_def real_of_float_0 .
- have "exp (real x) = exp (real ?num * (real x / real ?num))" using `real ?num \<noteq> 0` by auto
- also have "\<dots> = exp (real x / real ?num) ^ ?num" unfolding exp_real_of_nat_mult ..
- also have "\<dots> \<le> exp (real (float_divr prec x (- floor_fl x))) ^ ?num" unfolding num_eq
+ have "exp x = exp (?num * (x / ?num))" using `real ?num \<noteq> 0` by auto
+ also have "\<dots> = exp (x / ?num) ^ ?num" unfolding exp_real_of_nat_mult ..
+ also have "\<dots> \<le> exp (float_divr prec x (- floor_fl x)) ^ ?num" unfolding num_eq
by (rule power_mono, rule exp_le_cancel_iff[THEN iffD2], rule float_divr) auto
- also have "\<dots> \<le> real ((?ub_exp_horner (float_divr prec x (- floor_fl x))) ^ ?num)" unfolding float_power
+ also have "\<dots> \<le> (?ub_exp_horner (float_divr prec x (- floor_fl x))) ^ ?num" unfolding float_power
by (rule power_mono, rule bnds_exp_horner[OF div_less_zero, unfolded atLeastAtMost_iff, THEN conjunct2], auto)
finally show ?thesis unfolding ub_exp.simps if_not_P[OF `\<not> 0 < x`] if_P[OF `x < - 1`] float.cases Float_floor Let_def .
qed
moreover
- have "real (lb_exp prec x) \<le> exp (real x)"
+ have "lb_exp prec x \<le> exp x"
proof -
let ?divl = "float_divl prec x (- Float m e)"
let ?horner = "?lb_exp_horner ?divl"
@@ -1571,25 +1581,25 @@
have div_less_zero: "real (float_divl prec x (- floor_fl x)) \<le> 0"
using `real (floor_fl x) < 0` `real x \<le> 0` by (auto intro!: order_trans[OF float_divl] divide_nonpos_neg)
- have "real ((?lb_exp_horner (float_divl prec x (- floor_fl x))) ^ ?num) \<le>
- exp (real (float_divl prec x (- floor_fl x))) ^ ?num" unfolding float_power
+ have "(?lb_exp_horner (float_divl prec x (- floor_fl x))) ^ ?num \<le>
+ exp (float_divl prec x (- floor_fl x)) ^ ?num" unfolding float_power
using `0 \<le> real ?horner`[unfolded Float_floor[symmetric]] bnds_exp_horner[OF div_less_zero, unfolded atLeastAtMost_iff, THEN conjunct1] by (auto intro!: power_mono)
- also have "\<dots> \<le> exp (real x / real ?num) ^ ?num" unfolding num_eq
+ also have "\<dots> \<le> exp (x / ?num) ^ ?num" unfolding num_eq
using float_divl by (auto intro!: power_mono simp del: real_of_float_minus)
- also have "\<dots> = exp (real ?num * (real x / real ?num))" unfolding exp_real_of_nat_mult ..
- also have "\<dots> = exp (real x)" using `real ?num \<noteq> 0` by auto
+ also have "\<dots> = exp (?num * (x / ?num))" unfolding exp_real_of_nat_mult ..
+ also have "\<dots> = exp x" using `real ?num \<noteq> 0` by auto
finally show ?thesis
unfolding lb_exp.simps if_not_P[OF `\<not> 0 < x`] if_P[OF `x < - 1`] float.cases Float_floor Let_def if_not_P[OF False] by auto
next
case True
have "real (floor_fl x) \<noteq> 0" and "real (floor_fl x) \<le> 0" using `real (floor_fl x) < 0` by auto
from divide_right_mono_neg[OF floor_fl[of x] `real (floor_fl x) \<le> 0`, unfolded divide_self[OF `real (floor_fl x) \<noteq> 0`]]
- have "- 1 \<le> real x / real (- floor_fl x)" unfolding real_of_float_minus by auto
+ have "- 1 \<le> x / (- floor_fl x)" unfolding real_of_float_minus by auto
from order_trans[OF exp_m1_ge_quarter this[unfolded exp_le_cancel_iff[where x="- 1", symmetric]]]
- have "real (Float 1 -2) \<le> exp (real x / real (- floor_fl x))" unfolding Float_num .
- hence "real (Float 1 -2) ^ ?num \<le> exp (real x / real (- floor_fl x)) ^ ?num"
+ have "Float 1 -2 \<le> exp (x / (- floor_fl x))" unfolding Float_num .
+ hence "real (Float 1 -2) ^ ?num \<le> exp (x / (- floor_fl x)) ^ ?num"
by (auto intro!: power_mono simp add: Float_num)
- also have "\<dots> = exp (real x)" unfolding num_eq exp_real_of_nat_mult[symmetric] using `real (floor_fl x) \<noteq> 0` by auto
+ also have "\<dots> = exp x" unfolding num_eq exp_real_of_nat_mult[symmetric] using `real (floor_fl x) \<noteq> 0` by auto
finally show ?thesis
unfolding lb_exp.simps if_not_P[OF `\<not> 0 < x`] if_P[OF `x < - 1`] float.cases Float_floor Let_def if_P[OF True] float_power .
qed
@@ -1598,7 +1608,7 @@
qed
qed
-lemma exp_boundaries: "exp (real x) \<in> { real (lb_exp prec x) .. real (ub_exp prec x)}"
+lemma exp_boundaries: "exp x \<in> { lb_exp prec x .. ub_exp prec x }"
proof -
show ?thesis
proof (cases "0 < x")
@@ -1607,51 +1617,51 @@
next
case True hence "-x \<le> 0" unfolding less_float_def le_float_def by auto
- have "real (lb_exp prec x) \<le> exp (real x)"
+ have "lb_exp prec x \<le> exp x"
proof -
from exp_boundaries'[OF `-x \<le> 0`]
- have ub_exp: "exp (- real x) \<le> real (ub_exp prec (-x))" unfolding atLeastAtMost_iff real_of_float_minus by auto
-
- have "real (float_divl prec 1 (ub_exp prec (-x))) \<le> 1 / real (ub_exp prec (-x))" using float_divl[where x=1] by auto
- also have "\<dots> \<le> exp (real x)"
+ have ub_exp: "exp (- real x) \<le> ub_exp prec (-x)" unfolding atLeastAtMost_iff real_of_float_minus by auto
+
+ have "float_divl prec 1 (ub_exp prec (-x)) \<le> 1 / ub_exp prec (-x)" using float_divl[where x=1] by auto
+ also have "\<dots> \<le> exp x"
using ub_exp[unfolded inverse_le_iff_le[OF order_less_le_trans[OF exp_gt_zero ub_exp] exp_gt_zero, symmetric]]
unfolding exp_minus nonzero_inverse_inverse_eq[OF exp_not_eq_zero] inverse_eq_divide by auto
finally show ?thesis unfolding lb_exp.simps if_P[OF True] .
qed
moreover
- have "exp (real x) \<le> real (ub_exp prec x)"
+ have "exp x \<le> ub_exp prec x"
proof -
have "\<not> 0 < -x" using `0 < x` unfolding less_float_def by auto
from exp_boundaries'[OF `-x \<le> 0`]
- have lb_exp: "real (lb_exp prec (-x)) \<le> exp (- real x)" unfolding atLeastAtMost_iff real_of_float_minus by auto
-
- have "exp (real x) \<le> real (1 :: float) / real (lb_exp prec (-x))"
+ have lb_exp: "lb_exp prec (-x) \<le> exp (- real x)" unfolding atLeastAtMost_iff real_of_float_minus by auto
+
+ have "exp x \<le> (1 :: float) / lb_exp prec (-x)"
using lb_exp[unfolded inverse_le_iff_le[OF exp_gt_zero lb_exp_pos[OF `\<not> 0 < -x`, unfolded less_float_def real_of_float_0],
symmetric]]
unfolding exp_minus nonzero_inverse_inverse_eq[OF exp_not_eq_zero] inverse_eq_divide real_of_float_1 by auto
- also have "\<dots> \<le> real (float_divr prec 1 (lb_exp prec (-x)))" using float_divr .
+ also have "\<dots> \<le> float_divr prec 1 (lb_exp prec (-x))" using float_divr .
finally show ?thesis unfolding ub_exp.simps if_P[OF True] .
qed
ultimately show ?thesis by auto
qed
qed
-lemma bnds_exp: "\<forall> x lx ux. (l, u) = (lb_exp prec lx, ub_exp prec ux) \<and> x \<in> {real lx .. real ux} \<longrightarrow> real l \<le> exp x \<and> exp x \<le> real u"
+lemma bnds_exp: "\<forall> (x::real) lx ux. (l, u) = (lb_exp prec lx, ub_exp prec ux) \<and> x \<in> {lx .. ux} \<longrightarrow> l \<le> exp x \<and> exp x \<le> u"
proof (rule allI, rule allI, rule allI, rule impI)
- fix x lx ux
- assume "(l, u) = (lb_exp prec lx, ub_exp prec ux) \<and> x \<in> {real lx .. real ux}"
- hence l: "lb_exp prec lx = l " and u: "ub_exp prec ux = u" and x: "x \<in> {real lx .. real ux}" by auto
+ fix x::real and lx ux
+ assume "(l, u) = (lb_exp prec lx, ub_exp prec ux) \<and> x \<in> {lx .. ux}"
+ hence l: "lb_exp prec lx = l " and u: "ub_exp prec ux = u" and x: "x \<in> {lx .. ux}" by auto
{ from exp_boundaries[of lx prec, unfolded l]
- have "real l \<le> exp (real lx)" by (auto simp del: lb_exp.simps)
+ have "l \<le> exp lx" by (auto simp del: lb_exp.simps)
also have "\<dots> \<le> exp x" using x by auto
- finally have "real l \<le> exp x" .
+ finally have "l \<le> exp x" .
} moreover
- { have "exp x \<le> exp (real ux)" using x by auto
- also have "\<dots> \<le> real u" using exp_boundaries[of ux prec, unfolded u] by (auto simp del: ub_exp.simps)
- finally have "exp x \<le> real u" .
- } ultimately show "real l \<le> exp x \<and> exp x \<le> real u" ..
+ { have "exp x \<le> exp ux" using x by auto
+ also have "\<dots> \<le> u" using exp_boundaries[of ux prec, unfolded u] by (auto simp del: ub_exp.simps)
+ finally have "exp x \<le> u" .
+ } ultimately show "l \<le> exp x \<and> exp x \<le> u" ..
qed
section "Logarithm"
@@ -1692,8 +1702,8 @@
lemma ln_float_bounds:
assumes "0 \<le> real x" and "real x < 1"
- shows "real (x * lb_ln_horner prec (get_even n) 1 x) \<le> ln (real x + 1)" (is "?lb \<le> ?ln")
- and "ln (real x + 1) \<le> real (x * ub_ln_horner prec (get_odd n) 1 x)" (is "?ln \<le> ?ub")
+ shows "x * lb_ln_horner prec (get_even n) 1 x \<le> ln (x + 1)" (is "?lb \<le> ?ln")
+ and "ln (x + 1) \<le> x * ub_ln_horner prec (get_odd n) 1 x" (is "?ln \<le> ?ub")
proof -
obtain ev where ev: "get_even n = 2 * ev" using get_even_double ..
obtain od where od: "get_odd n = 2 * od + 1" using get_odd_double ..
@@ -1734,18 +1744,18 @@
in (Float 1 -1 * lb_ln_horner prec (get_even prec) 1 (Float 1 -1)) +
(third * lb_ln_horner prec (get_even prec) 1 third))"
-lemma ub_ln2: "ln 2 \<le> real (ub_ln2 prec)" (is "?ub_ln2")
- and lb_ln2: "real (lb_ln2 prec) \<le> ln 2" (is "?lb_ln2")
+lemma ub_ln2: "ln 2 \<le> ub_ln2 prec" (is "?ub_ln2")
+ and lb_ln2: "lb_ln2 prec \<le> ln 2" (is "?lb_ln2")
proof -
let ?uthird = "rapprox_rat (max prec 1) 1 3"
let ?lthird = "lapprox_rat prec 1 3"
have ln2_sum: "ln 2 = ln (1/2 + 1) + ln (1 / 3 + 1)"
using ln_add[of "3 / 2" "1 / 2"] by auto
- have lb3: "real ?lthird \<le> 1 / 3" using lapprox_rat[of prec 1 3] by auto
+ have lb3: "?lthird \<le> 1 / 3" using lapprox_rat[of prec 1 3] by auto
hence lb3_ub: "real ?lthird < 1" by auto
have lb3_lb: "0 \<le> real ?lthird" using lapprox_rat_bottom[of 1 3] by auto
- have ub3: "1 / 3 \<le> real ?uthird" using rapprox_rat[of 1 3] by auto
+ have ub3: "1 / 3 \<le> ?uthird" using rapprox_rat[of 1 3] by auto
hence ub3_lb: "0 \<le> real ?uthird" by auto
have lb2: "0 \<le> real (Float 1 -1)" and ub2: "real (Float 1 -1) < 1" unfolding Float_num by auto
@@ -1761,16 +1771,16 @@
show ?ub_ln2 unfolding ub_ln2_def Let_def real_of_float_add ln2_sum Float_num(4)[symmetric]
proof (rule add_mono, fact ln_float_bounds(2)[OF lb2 ub2])
have "ln (1 / 3 + 1) \<le> ln (real ?uthird + 1)" unfolding ln_le_cancel_iff[OF third_gt0 uthird_gt0] using ub3 by auto
- also have "\<dots> \<le> real (?uthird * ub_ln_horner prec (get_odd prec) 1 ?uthird)"
+ also have "\<dots> \<le> ?uthird * ub_ln_horner prec (get_odd prec) 1 ?uthird"
using ln_float_bounds(2)[OF ub3_lb ub3_ub] .
- finally show "ln (1 / 3 + 1) \<le> real (?uthird * ub_ln_horner prec (get_odd prec) 1 ?uthird)" .
+ finally show "ln (1 / 3 + 1) \<le> ?uthird * ub_ln_horner prec (get_odd prec) 1 ?uthird" .
qed
show ?lb_ln2 unfolding lb_ln2_def Let_def real_of_float_add ln2_sum Float_num(4)[symmetric]
proof (rule add_mono, fact ln_float_bounds(1)[OF lb2 ub2])
- have "real (?lthird * lb_ln_horner prec (get_even prec) 1 ?lthird) \<le> ln (real ?lthird + 1)"
+ have "?lthird * lb_ln_horner prec (get_even prec) 1 ?lthird \<le> ln (real ?lthird + 1)"
using ln_float_bounds(1)[OF lb3_lb lb3_ub] .
also have "\<dots> \<le> ln (1 / 3 + 1)" unfolding ln_le_cancel_iff[OF lthird_gt0 third_gt0] using lb3 by auto
- finally show "real (?lthird * lb_ln_horner prec (get_even prec) 1 ?lthird) \<le> ln (1 / 3 + 1)" .
+ finally show "?lthird * lb_ln_horner prec (get_even prec) 1 ?lthird \<le> ln (1 / 3 + 1)" .
qed
qed
@@ -1806,7 +1816,7 @@
show False using `float_divr prec 1 x < 1` unfolding less_float_def le_float_def by auto
qed
-lemma ln_shifted_float: assumes "0 < m" shows "ln (real (Float m e)) = ln 2 * real (e + (bitlen m - 1)) + ln (real (Float m (- (bitlen m - 1))))"
+lemma ln_shifted_float: assumes "0 < m" shows "ln (Float m e) = ln 2 * (e + (bitlen m - 1)) + ln (Float m (- (bitlen m - 1)))"
proof -
let ?B = "2^nat (bitlen m - 1)"
have "0 < real m" and "\<And>X. (0 :: real) < 2^X" and "0 < (2 :: real)" and "m \<noteq> 0" using assms by auto
@@ -1830,7 +1840,7 @@
qed
lemma ub_ln_lb_ln_bounds': assumes "1 \<le> x"
- shows "real (the (lb_ln prec x)) \<le> ln (real x) \<and> ln (real x) \<le> real (the (ub_ln prec x))"
+ shows "the (lb_ln prec x) \<le> ln x \<and> ln x \<le> the (ub_ln prec x)"
(is "?lb \<le> ?ln \<and> ?ln \<le> ?ub")
proof (cases "x < Float 1 1")
case True
@@ -1838,7 +1848,7 @@
have "\<not> x \<le> 0" and "\<not> x < 1" using `1 \<le> x` unfolding less_float_def le_float_def by auto
hence "0 \<le> real (x - 1)" using `1 \<le> x` unfolding less_float_def Float_num by auto
- have [simp]: "real (Float 3 -1) = 3 / 2" by (simp add: real_of_float_def pow2_def)
+ have [simp]: "(Float 3 -1) = 3 / 2" by (simp add: real_of_float_def pow2_def)
show ?thesis
proof (cases "x \<le> Float 3 -1")
@@ -1847,10 +1857,10 @@
using ln_float_bounds[OF `0 \<le> real (x - 1)` `real (x - 1) < 1`, of prec] `\<not> x \<le> 0` `\<not> x < 1` True
by auto
next
- case False hence *: "3 / 2 < real x" by (auto simp add: le_float_def)
-
- with ln_add[of "3 / 2" "real x - 3 / 2"]
- have add: "ln (real x) = ln (3 / 2) + ln (real x * 2 / 3)"
+ case False hence *: "3 / 2 < x" by (auto simp add: le_float_def)
+
+ with ln_add[of "3 / 2" "x - 3 / 2"]
+ have add: "ln x = ln (3 / 2) + ln (real x * 2 / 3)"
by (auto simp add: algebra_simps diff_divide_distrib)
let "?ub_horner x" = "x * ub_ln_horner prec (get_odd prec) 1 x"
@@ -1858,7 +1868,7 @@
{ have up: "real (rapprox_rat prec 2 3) \<le> 1"
by (rule rapprox_rat_le1) simp_all
- have low: "2 / 3 \<le> real (rapprox_rat prec 2 3)"
+ have low: "2 / 3 \<le> rapprox_rat prec 2 3"
by (rule order_trans[OF _ rapprox_rat]) simp
from mult_less_le_imp_less[OF * low] *
have pos: "0 < real (x * rapprox_rat prec 2 3 - 1)" by auto
@@ -1871,26 +1881,26 @@
show "0 < real x * 2 / 3" using * by simp
show "0 < real (x * rapprox_rat prec 2 3 - 1) + 1" using pos by auto
qed
- also have "\<dots> \<le> real (?ub_horner (x * rapprox_rat prec 2 3 - 1))"
+ also have "\<dots> \<le> ?ub_horner (x * rapprox_rat prec 2 3 - 1)"
proof (rule ln_float_bounds(2))
from mult_less_le_imp_less[OF `real x < 2` up] low *
show "real (x * rapprox_rat prec 2 3 - 1) < 1" by auto
show "0 \<le> real (x * rapprox_rat prec 2 3 - 1)" using pos by auto
qed
- finally have "ln (real x)
- \<le> real (?ub_horner (Float 1 -1))
- + real (?ub_horner (x * rapprox_rat prec 2 3 - 1))"
+ finally have "ln x
+ \<le> ?ub_horner (Float 1 -1)
+ + ?ub_horner (x * rapprox_rat prec 2 3 - 1)"
using ln_float_bounds(2)[of "Float 1 -1" prec prec] add by auto }
moreover
{ let ?max = "max (x * lapprox_rat prec 2 3 - 1) 0"
- have up: "real (lapprox_rat prec 2 3) \<le> 2/3"
+ have up: "lapprox_rat prec 2 3 \<le> 2/3"
by (rule order_trans[OF lapprox_rat], simp)
have low: "0 \<le> real (lapprox_rat prec 2 3)"
using lapprox_rat_bottom[of 2 3 prec] by simp
- have "real (?lb_horner ?max)
+ have "?lb_horner ?max
\<le> ln (real ?max + 1)"
proof (rule ln_float_bounds(1))
from mult_less_le_imp_less[OF `real x < 2` up] * low
@@ -1906,8 +1916,8 @@
by (cases "0 < real x * real (lapprox_posrat prec 2 3) - 1",
auto simp add: real_of_float_max min_max.sup_absorb1)
qed
- finally have "real (?lb_horner (Float 1 -1)) + real (?lb_horner ?max)
- \<le> ln (real x)"
+ finally have "?lb_horner (Float 1 -1) + ?lb_horner ?max
+ \<le> ln x"
using ln_float_bounds(1)[of "Float 1 -1" prec prec] add by auto }
ultimately
show ?thesis unfolding lb_ln.simps unfolding ub_ln.simps Let_def
@@ -1927,7 +1937,7 @@
have "0 < m" and "m \<noteq> 0" using float_pos_m_pos `0 < x` Float by auto
{
- have "real (lb_ln2 prec * ?s) \<le> ln 2 * real (e + (bitlen m - 1))" (is "?lb2 \<le> _")
+ have "lb_ln2 prec * ?s \<le> ln 2 * (e + (bitlen m - 1))" (is "?lb2 \<le> _")
unfolding real_of_float_mult real_of_float_ge0_exp[OF order_refl] nat_0 power_0 mult_1_right
using lb_ln2[of prec]
proof (rule mult_right_mono)
@@ -1939,8 +1949,8 @@
from bitlen_div[OF `0 < m`, unfolded normalized_float[OF `m \<noteq> 0`, symmetric]]
have "0 \<le> real (?x - 1)" and "real (?x - 1) < 1" by auto
from ln_float_bounds(1)[OF this]
- have "real ((?x - 1) * lb_ln_horner prec (get_even prec) 1 (?x - 1)) \<le> ln (real ?x)" (is "?lb_horner \<le> _") by auto
- ultimately have "?lb2 + ?lb_horner \<le> ln (real x)"
+ have "(?x - 1) * lb_ln_horner prec (get_even prec) 1 (?x - 1) \<le> ln ?x" (is "?lb_horner \<le> _") by auto
+ ultimately have "?lb2 + ?lb_horner \<le> ln x"
unfolding Float ln_shifted_float[OF `0 < m`, of e] by auto
}
moreover
@@ -1948,9 +1958,9 @@
from bitlen_div[OF `0 < m`, unfolded normalized_float[OF `m \<noteq> 0`, symmetric]]
have "0 \<le> real (?x - 1)" and "real (?x - 1) < 1" by auto
from ln_float_bounds(2)[OF this]
- have "ln (real ?x) \<le> real ((?x - 1) * ub_ln_horner prec (get_odd prec) 1 (?x - 1))" (is "_ \<le> ?ub_horner") by auto
+ have "ln ?x \<le> (?x - 1) * ub_ln_horner prec (get_odd prec) 1 (?x - 1)" (is "_ \<le> ?ub_horner") by auto
moreover
- have "ln 2 * real (e + (bitlen m - 1)) \<le> real (ub_ln2 prec * ?s)" (is "_ \<le> ?ub2")
+ have "ln 2 * (e + (bitlen m - 1)) \<le> ub_ln2 prec * ?s" (is "_ \<le> ?ub2")
unfolding real_of_float_mult real_of_float_ge0_exp[OF order_refl] nat_0 power_0 mult_1_right
using ub_ln2[of prec]
proof (rule mult_right_mono)
@@ -1958,7 +1968,7 @@
from float_gt1_scale[OF this]
show "0 \<le> real (e + (bitlen m - 1))" by auto
qed
- ultimately have "ln (real x) \<le> ?ub2 + ?ub_horner"
+ ultimately have "ln x \<le> ?ub2 + ?ub_horner"
unfolding Float ln_shifted_float[OF `0 < m`, of e] by auto
}
ultimately show ?thesis unfolding lb_ln.simps unfolding ub_ln.simps
@@ -1969,7 +1979,7 @@
qed
lemma ub_ln_lb_ln_bounds: assumes "0 < x"
- shows "real (the (lb_ln prec x)) \<le> ln (real x) \<and> ln (real x) \<le> real (the (ub_ln prec x))"
+ shows "the (lb_ln prec x) \<le> ln x \<and> ln x \<le> the (ub_ln prec x)"
(is "?lb \<le> ?ln \<and> ?ln \<le> ?ub")
proof (cases "x < 1")
case False hence "1 \<le> x" unfolding less_float_def le_float_def by auto
@@ -1985,27 +1995,27 @@
have A': "1 \<le> ?divl" using float_divl_pos_less1_bound[OF `0 < x` `x < 1`] unfolding le_float_def less_float_def by auto
hence B: "0 < real ?divl" unfolding le_float_def by auto
- have "ln (real ?divl) \<le> ln (1 / real x)" unfolding ln_le_cancel_iff[OF B A] using float_divl[of _ 1 x] by auto
- hence "ln (real x) \<le> - ln (real ?divl)" unfolding nonzero_inverse_eq_divide[OF `real x \<noteq> 0`, symmetric] ln_inverse[OF `0 < real x`] by auto
+ have "ln ?divl \<le> ln (1 / x)" unfolding ln_le_cancel_iff[OF B A] using float_divl[of _ 1 x] by auto
+ hence "ln x \<le> - ln ?divl" unfolding nonzero_inverse_eq_divide[OF `real x \<noteq> 0`, symmetric] ln_inverse[OF `0 < real x`] by auto
from this ub_ln_lb_ln_bounds'[OF A', THEN conjunct1, THEN le_imp_neg_le]
- have "?ln \<le> real (- the (lb_ln prec ?divl))" unfolding real_of_float_minus by (rule order_trans)
+ have "?ln \<le> - the (lb_ln prec ?divl)" unfolding real_of_float_minus by (rule order_trans)
} moreover
{
let ?divr = "float_divr prec 1 x"
have A': "1 \<le> ?divr" using float_divr_pos_less1_lower_bound[OF `0 < x` `x < 1`] unfolding le_float_def less_float_def by auto
hence B: "0 < real ?divr" unfolding le_float_def by auto
- have "ln (1 / real x) \<le> ln (real ?divr)" unfolding ln_le_cancel_iff[OF A B] using float_divr[of 1 x] by auto
- hence "- ln (real ?divr) \<le> ln (real x)" unfolding nonzero_inverse_eq_divide[OF `real x \<noteq> 0`, symmetric] ln_inverse[OF `0 < real x`] by auto
+ have "ln (1 / x) \<le> ln ?divr" unfolding ln_le_cancel_iff[OF A B] using float_divr[of 1 x] by auto
+ hence "- ln ?divr \<le> ln x" unfolding nonzero_inverse_eq_divide[OF `real x \<noteq> 0`, symmetric] ln_inverse[OF `0 < real x`] by auto
from ub_ln_lb_ln_bounds'[OF A', THEN conjunct2, THEN le_imp_neg_le] this
- have "real (- the (ub_ln prec ?divr)) \<le> ?ln" unfolding real_of_float_minus by (rule order_trans)
+ have "- the (ub_ln prec ?divr) \<le> ?ln" unfolding real_of_float_minus by (rule order_trans)
}
ultimately show ?thesis unfolding lb_ln.simps[where x=x] ub_ln.simps[where x=x]
unfolding if_not_P[OF `\<not> x \<le> 0`] if_P[OF True] by auto
qed
lemma lb_ln: assumes "Some y = lb_ln prec x"
- shows "real y \<le> ln (real x)" and "0 < real x"
+ shows "y \<le> ln x" and "0 < real x"
proof -
have "0 < x"
proof (rule ccontr)
@@ -2013,12 +2023,12 @@
thus False using assms by auto
qed
thus "0 < real x" unfolding less_float_def by auto
- have "real (the (lb_ln prec x)) \<le> ln (real x)" using ub_ln_lb_ln_bounds[OF `0 < x`] ..
- thus "real y \<le> ln (real x)" unfolding assms[symmetric] by auto
+ have "the (lb_ln prec x) \<le> ln x" using ub_ln_lb_ln_bounds[OF `0 < x`] ..
+ thus "y \<le> ln x" unfolding assms[symmetric] by auto
qed
lemma ub_ln: assumes "Some y = ub_ln prec x"
- shows "ln (real x) \<le> real y" and "0 < real x"
+ shows "ln x \<le> y" and "0 < real x"
proof -
have "0 < x"
proof (rule ccontr)
@@ -2026,25 +2036,25 @@
thus False using assms by auto
qed
thus "0 < real x" unfolding less_float_def by auto
- have "ln (real x) \<le> real (the (ub_ln prec x))" using ub_ln_lb_ln_bounds[OF `0 < x`] ..
- thus "ln (real x) \<le> real y" unfolding assms[symmetric] by auto
+ have "ln x \<le> the (ub_ln prec x)" using ub_ln_lb_ln_bounds[OF `0 < x`] ..
+ thus "ln x \<le> y" unfolding assms[symmetric] by auto
qed
-lemma bnds_ln: "\<forall> x lx ux. (Some l, Some u) = (lb_ln prec lx, ub_ln prec ux) \<and> x \<in> {real lx .. real ux} \<longrightarrow> real l \<le> ln x \<and> ln x \<le> real u"
+lemma bnds_ln: "\<forall> (x::real) lx ux. (Some l, Some u) = (lb_ln prec lx, ub_ln prec ux) \<and> x \<in> {lx .. ux} \<longrightarrow> l \<le> ln x \<and> ln x \<le> u"
proof (rule allI, rule allI, rule allI, rule impI)
- fix x lx ux
- assume "(Some l, Some u) = (lb_ln prec lx, ub_ln prec ux) \<and> x \<in> {real lx .. real ux}"
- hence l: "Some l = lb_ln prec lx " and u: "Some u = ub_ln prec ux" and x: "x \<in> {real lx .. real ux}" by auto
-
- have "ln (real ux) \<le> real u" and "0 < real ux" using ub_ln u by auto
- have "real l \<le> ln (real lx)" and "0 < real lx" and "0 < x" using lb_ln[OF l] x by auto
-
- from ln_le_cancel_iff[OF `0 < real lx` `0 < x`] `real l \<le> ln (real lx)`
- have "real l \<le> ln x" using x unfolding atLeastAtMost_iff by auto
+ fix x::real and lx ux
+ assume "(Some l, Some u) = (lb_ln prec lx, ub_ln prec ux) \<and> x \<in> {lx .. ux}"
+ hence l: "Some l = lb_ln prec lx " and u: "Some u = ub_ln prec ux" and x: "x \<in> {lx .. ux}" by auto
+
+ have "ln ux \<le> u" and "0 < real ux" using ub_ln u by auto
+ have "l \<le> ln lx" and "0 < real lx" and "0 < x" using lb_ln[OF l] x by auto
+
+ from ln_le_cancel_iff[OF `0 < real lx` `0 < x`] `l \<le> ln lx`
+ have "l \<le> ln x" using x unfolding atLeastAtMost_iff by auto
moreover
- from ln_le_cancel_iff[OF `0 < x` `0 < real ux`] `ln (real ux) \<le> real u`
- have "ln x \<le> real u" using x unfolding atLeastAtMost_iff by auto
- ultimately show "real l \<le> ln x \<and> ln x \<le> real u" ..
+ from ln_le_cancel_iff[OF `0 < x` `0 < real ux`] `ln ux \<le> real u`
+ have "ln x \<le> u" using x unfolding atLeastAtMost_iff by auto
+ ultimately show "l \<le> ln x \<and> ln x \<le> u" ..
qed
section "Implement floatarith"
@@ -2084,7 +2094,7 @@
"interpret_floatarith (Exp a) vs = exp (interpret_floatarith a vs)" |
"interpret_floatarith (Ln a) vs = ln (interpret_floatarith a vs)" |
"interpret_floatarith (Power a n) vs = (interpret_floatarith a vs)^n" |
-"interpret_floatarith (Num f) vs = real f" |
+"interpret_floatarith (Num f) vs = f" |
"interpret_floatarith (Var n) vs = vs ! n"
lemma interpret_floatarith_divide: "interpret_floatarith (Mult a (Inverse b)) vs = (interpret_floatarith a vs) / (interpret_floatarith b vs)"
@@ -2223,9 +2233,9 @@
qed
lemma approx_approx':
- assumes Pa: "\<And>l u. Some (l, u) = approx prec a vs \<Longrightarrow> real l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u"
+ assumes Pa: "\<And>l u. Some (l, u) = approx prec a vs \<Longrightarrow> l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> u"
and approx': "Some (l, u) = approx' prec a vs"
- shows "real l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u"
+ shows "l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> u"
proof -
obtain l' u' where S: "Some (l', u') = approx prec a vs"
using approx' unfolding approx'.simps by (cases "approx prec a vs", auto)
@@ -2238,18 +2248,18 @@
lemma lift_bin':
assumes lift_bin'_Some: "Some (l, u) = lift_bin' (approx' prec a bs) (approx' prec b bs) f"
- and Pa: "\<And>l u. Some (l, u) = approx prec a bs \<Longrightarrow> real l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u" (is "\<And>l u. _ = ?g a \<Longrightarrow> ?P l u a")
- and Pb: "\<And>l u. Some (l, u) = approx prec b bs \<Longrightarrow> real l \<le> interpret_floatarith b xs \<and> interpret_floatarith b xs \<le> real u"
- shows "\<exists> l1 u1 l2 u2. (real l1 \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u1) \<and>
- (real l2 \<le> interpret_floatarith b xs \<and> interpret_floatarith b xs \<le> real u2) \<and>
+ and Pa: "\<And>l u. Some (l, u) = approx prec a bs \<Longrightarrow> l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> u" (is "\<And>l u. _ = ?g a \<Longrightarrow> ?P l u a")
+ and Pb: "\<And>l u. Some (l, u) = approx prec b bs \<Longrightarrow> l \<le> interpret_floatarith b xs \<and> interpret_floatarith b xs \<le> u"
+ shows "\<exists> l1 u1 l2 u2. (l1 \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> u1) \<and>
+ (l2 \<le> interpret_floatarith b xs \<and> interpret_floatarith b xs \<le> u2) \<and>
l = fst (f l1 u1 l2 u2) \<and> u = snd (f l1 u1 l2 u2)"
proof -
{ fix l u assume "Some (l, u) = approx' prec a bs"
with approx_approx'[of prec a bs, OF _ this] Pa
- have "real l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u" by auto } note Pa = this
+ have "l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> u" by auto } note Pa = this
{ fix l u assume "Some (l, u) = approx' prec b bs"
with approx_approx'[of prec b bs, OF _ this] Pb
- have "real l \<le> interpret_floatarith b xs \<and> interpret_floatarith b xs \<le> real u" by auto } note Pb = this
+ have "l \<le> interpret_floatarith b xs \<and> interpret_floatarith b xs \<le> u" by auto } note Pb = this
from lift_bin'_f[where g="\<lambda>a. approx' prec a bs" and P = ?P, OF lift_bin'_Some, OF Pa Pb]
show ?thesis by auto
@@ -2280,26 +2290,26 @@
lemma lift_un':
assumes lift_un'_Some: "Some (l, u) = lift_un' (approx' prec a bs) f"
- and Pa: "\<And>l u. Some (l, u) = approx prec a bs \<Longrightarrow> real l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u" (is "\<And>l u. _ = ?g a \<Longrightarrow> ?P l u a")
- shows "\<exists> l1 u1. (real l1 \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u1) \<and>
+ and Pa: "\<And>l u. Some (l, u) = approx prec a bs \<Longrightarrow> l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> u" (is "\<And>l u. _ = ?g a \<Longrightarrow> ?P l u a")
+ shows "\<exists> l1 u1. (l1 \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> u1) \<and>
l = fst (f l1 u1) \<and> u = snd (f l1 u1)"
proof -
{ fix l u assume "Some (l, u) = approx' prec a bs"
with approx_approx'[of prec a bs, OF _ this] Pa
- have "real l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u" by auto } note Pa = this
+ have "l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> u" by auto } note Pa = this
from lift_un'_f[where g="\<lambda>a. approx' prec a bs" and P = ?P, OF lift_un'_Some, OF Pa]
show ?thesis by auto
qed
lemma lift_un'_bnds:
- assumes bnds: "\<forall> x lx ux. (l, u) = f lx ux \<and> x \<in> { real lx .. real ux } \<longrightarrow> real l \<le> f' x \<and> f' x \<le> real u"
+ assumes bnds: "\<forall> (x::real) lx ux. (l, u) = f lx ux \<and> x \<in> { lx .. ux } \<longrightarrow> l \<le> f' x \<and> f' x \<le> u"
and lift_un'_Some: "Some (l, u) = lift_un' (approx' prec a bs) f"
- and Pa: "\<And>l u. Some (l, u) = approx prec a bs \<Longrightarrow> real l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u"
+ and Pa: "\<And>l u. Some (l, u) = approx prec a bs \<Longrightarrow> l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> u"
shows "real l \<le> f' (interpret_floatarith a xs) \<and> f' (interpret_floatarith a xs) \<le> real u"
proof -
from lift_un'[OF lift_un'_Some Pa]
- obtain l1 u1 where "real l1 \<le> interpret_floatarith a xs" and "interpret_floatarith a xs \<le> real u1" and "l = fst (f l1 u1)" and "u = snd (f l1 u1)" by blast
- hence "(l, u) = f l1 u1" and "interpret_floatarith a xs \<in> {real l1 .. real u1}" by auto
+ obtain l1 u1 where "l1 \<le> interpret_floatarith a xs" and "interpret_floatarith a xs \<le> u1" and "l = fst (f l1 u1)" and "u = snd (f l1 u1)" by blast
+ hence "(l, u) = f l1 u1" and "interpret_floatarith a xs \<in> {l1 .. u1}" by auto
thus ?thesis using bnds by auto
qed
@@ -2345,46 +2355,46 @@
lemma lift_un:
assumes lift_un_Some: "Some (l, u) = lift_un (approx' prec a bs) f"
- and Pa: "\<And>l u. Some (l, u) = approx prec a bs \<Longrightarrow> real l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u" (is "\<And>l u. _ = ?g a \<Longrightarrow> ?P l u a")
- shows "\<exists> l1 u1. (real l1 \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u1) \<and>
+ and Pa: "\<And>l u. Some (l, u) = approx prec a bs \<Longrightarrow> l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> u" (is "\<And>l u. _ = ?g a \<Longrightarrow> ?P l u a")
+ shows "\<exists> l1 u1. (l1 \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> u1) \<and>
Some l = fst (f l1 u1) \<and> Some u = snd (f l1 u1)"
proof -
{ fix l u assume "Some (l, u) = approx' prec a bs"
with approx_approx'[of prec a bs, OF _ this] Pa
- have "real l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u" by auto } note Pa = this
+ have "l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> u" by auto } note Pa = this
from lift_un_f[where g="\<lambda>a. approx' prec a bs" and P = ?P, OF lift_un_Some, OF Pa]
show ?thesis by auto
qed
lemma lift_un_bnds:
- assumes bnds: "\<forall> x lx ux. (Some l, Some u) = f lx ux \<and> x \<in> { real lx .. real ux } \<longrightarrow> real l \<le> f' x \<and> f' x \<le> real u"
+ assumes bnds: "\<forall> (x::real) lx ux. (Some l, Some u) = f lx ux \<and> x \<in> { lx .. ux } \<longrightarrow> l \<le> f' x \<and> f' x \<le> u"
and lift_un_Some: "Some (l, u) = lift_un (approx' prec a bs) f"
- and Pa: "\<And>l u. Some (l, u) = approx prec a bs \<Longrightarrow> real l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> real u"
+ and Pa: "\<And>l u. Some (l, u) = approx prec a bs \<Longrightarrow> l \<le> interpret_floatarith a xs \<and> interpret_floatarith a xs \<le> u"
shows "real l \<le> f' (interpret_floatarith a xs) \<and> f' (interpret_floatarith a xs) \<le> real u"
proof -
from lift_un[OF lift_un_Some Pa]
- obtain l1 u1 where "real l1 \<le> interpret_floatarith a xs" and "interpret_floatarith a xs \<le> real u1" and "Some l = fst (f l1 u1)" and "Some u = snd (f l1 u1)" by blast
- hence "(Some l, Some u) = f l1 u1" and "interpret_floatarith a xs \<in> {real l1 .. real u1}" by auto
+ obtain l1 u1 where "l1 \<le> interpret_floatarith a xs" and "interpret_floatarith a xs \<le> u1" and "Some l = fst (f l1 u1)" and "Some u = snd (f l1 u1)" by blast
+ hence "(Some l, Some u) = f l1 u1" and "interpret_floatarith a xs \<in> {l1 .. u1}" by auto
thus ?thesis using bnds by auto
qed
lemma approx:
assumes "bounded_by xs vs"
and "Some (l, u) = approx prec arith vs" (is "_ = ?g arith")
- shows "real l \<le> interpret_floatarith arith xs \<and> interpret_floatarith arith xs \<le> real u" (is "?P l u arith")
+ shows "l \<le> interpret_floatarith arith xs \<and> interpret_floatarith arith xs \<le> u" (is "?P l u arith")
using `Some (l, u) = approx prec arith vs`
proof (induct arith arbitrary: l u x)
case (Add a b)
from lift_bin'[OF Add.prems[unfolded approx.simps]] Add.hyps
obtain l1 u1 l2 u2 where "l = l1 + l2" and "u = u1 + u2"
- "real l1 \<le> interpret_floatarith a xs" and "interpret_floatarith a xs \<le> real u1"
- "real l2 \<le> interpret_floatarith b xs" and "interpret_floatarith b xs \<le> real u2" unfolding fst_conv snd_conv by blast
+ "l1 \<le> interpret_floatarith a xs" and "interpret_floatarith a xs \<le> u1"
+ "l2 \<le> interpret_floatarith b xs" and "interpret_floatarith b xs \<le> u2" unfolding fst_conv snd_conv by blast
thus ?case unfolding interpret_floatarith.simps by auto
next
case (Minus a)
from lift_un'[OF Minus.prems[unfolded approx.simps]] Minus.hyps
obtain l1 u1 where "l = -u1" and "u = -l1"
- "real l1 \<le> interpret_floatarith a xs" and "interpret_floatarith a xs \<le> real u1" unfolding fst_conv snd_conv by blast
+ "l1 \<le> interpret_floatarith a xs" and "interpret_floatarith a xs \<le> u1" unfolding fst_conv snd_conv by blast
thus ?case unfolding interpret_floatarith.simps using real_of_float_minus by auto
next
case (Mult a b)
@@ -2392,8 +2402,8 @@
obtain l1 u1 l2 u2
where l: "l = float_nprt l1 * float_pprt u2 + float_nprt u1 * float_nprt u2 + float_pprt l1 * float_pprt l2 + float_pprt u1 * float_nprt l2"
and u: "u = float_pprt u1 * float_pprt u2 + float_pprt l1 * float_nprt u2 + float_nprt u1 * float_pprt l2 + float_nprt l1 * float_nprt l2"
- and "real l1 \<le> interpret_floatarith a xs" and "interpret_floatarith a xs \<le> real u1"
- and "real l2 \<le> interpret_floatarith b xs" and "interpret_floatarith b xs \<le> real u2" unfolding fst_conv snd_conv by blast
+ and "l1 \<le> interpret_floatarith a xs" and "interpret_floatarith a xs \<le> u1"
+ and "l2 \<le> interpret_floatarith b xs" and "interpret_floatarith b xs \<le> u2" unfolding fst_conv snd_conv by blast
thus ?case unfolding interpret_floatarith.simps l u real_of_float_add real_of_float_mult real_of_float_nprt real_of_float_pprt
using mult_le_prts mult_ge_prts by auto
next
@@ -2401,13 +2411,13 @@
from lift_un[OF Inverse.prems[unfolded approx.simps], unfolded if_distrib[of fst] if_distrib[of snd] fst_conv snd_conv] Inverse.hyps
obtain l1 u1 where l': "Some l = (if 0 < l1 \<or> u1 < 0 then Some (float_divl prec 1 u1) else None)"
and u': "Some u = (if 0 < l1 \<or> u1 < 0 then Some (float_divr prec 1 l1) else None)"
- and l1: "real l1 \<le> interpret_floatarith a xs" and u1: "interpret_floatarith a xs \<le> real u1" by blast
+ and l1: "l1 \<le> interpret_floatarith a xs" and u1: "interpret_floatarith a xs \<le> u1" by blast
have either: "0 < l1 \<or> u1 < 0" proof (rule ccontr) assume P: "\<not> (0 < l1 \<or> u1 < 0)" show False using l' unfolding if_not_P[OF P] by auto qed
moreover have l1_le_u1: "real l1 \<le> real u1" using l1 u1 by auto
ultimately have "real l1 \<noteq> 0" and "real u1 \<noteq> 0" unfolding less_float_def by auto
- have inv: "inverse (real u1) \<le> inverse (interpret_floatarith a xs)
- \<and> inverse (interpret_floatarith a xs) \<le> inverse (real l1)"
+ have inv: "inverse u1 \<le> inverse (interpret_floatarith a xs)
+ \<and> inverse (interpret_floatarith a xs) \<le> inverse l1"
proof (cases "0 < l1")
case True hence "0 < real u1" and "0 < real l1" "0 < interpret_floatarith a xs"
unfolding less_float_def using l1_le_u1 l1 by auto
@@ -2426,33 +2436,33 @@
qed
from l' have "l = float_divl prec 1 u1" by (cases "0 < l1 \<or> u1 < 0", auto)
- hence "real l \<le> inverse (real u1)" unfolding nonzero_inverse_eq_divide[OF `real u1 \<noteq> 0`] using float_divl[of prec 1 u1] by auto
+ hence "l \<le> inverse u1" unfolding nonzero_inverse_eq_divide[OF `real u1 \<noteq> 0`] using float_divl[of prec 1 u1] by auto
also have "\<dots> \<le> inverse (interpret_floatarith a xs)" using inv by auto
- finally have "real l \<le> inverse (interpret_floatarith a xs)" .
+ finally have "l \<le> inverse (interpret_floatarith a xs)" .
moreover
from u' have "u = float_divr prec 1 l1" by (cases "0 < l1 \<or> u1 < 0", auto)
- hence "inverse (real l1) \<le> real u" unfolding nonzero_inverse_eq_divide[OF `real l1 \<noteq> 0`] using float_divr[of 1 l1 prec] by auto
- hence "inverse (interpret_floatarith a xs) \<le> real u" by (rule order_trans[OF inv[THEN conjunct2]])
+ hence "inverse l1 \<le> u" unfolding nonzero_inverse_eq_divide[OF `real l1 \<noteq> 0`] using float_divr[of 1 l1 prec] by auto
+ hence "inverse (interpret_floatarith a xs) \<le> u" by (rule order_trans[OF inv[THEN conjunct2]])
ultimately show ?case unfolding interpret_floatarith.simps using l1 u1 by auto
next
case (Abs x)
from lift_un'[OF Abs.prems[unfolded approx.simps], unfolded fst_conv snd_conv] Abs.hyps
obtain l1 u1 where l': "l = (if l1 < 0 \<and> 0 < u1 then 0 else min \<bar>l1\<bar> \<bar>u1\<bar>)" and u': "u = max \<bar>l1\<bar> \<bar>u1\<bar>"
- and l1: "real l1 \<le> interpret_floatarith x xs" and u1: "interpret_floatarith x xs \<le> real u1" by blast
+ and l1: "l1 \<le> interpret_floatarith x xs" and u1: "interpret_floatarith x xs \<le> u1" by blast
thus ?case unfolding l' u' by (cases "l1 < 0 \<and> 0 < u1", auto simp add: real_of_float_min real_of_float_max real_of_float_abs less_float_def)
next
case (Min a b)
from lift_bin'[OF Min.prems[unfolded approx.simps], unfolded fst_conv snd_conv] Min.hyps
obtain l1 u1 l2 u2 where l': "l = min l1 l2" and u': "u = min u1 u2"
- and l1: "real l1 \<le> interpret_floatarith a xs" and u1: "interpret_floatarith a xs \<le> real u1"
- and l1: "real l2 \<le> interpret_floatarith b xs" and u1: "interpret_floatarith b xs \<le> real u2" by blast
+ and l1: "l1 \<le> interpret_floatarith a xs" and u1: "interpret_floatarith a xs \<le> u1"
+ and l1: "l2 \<le> interpret_floatarith b xs" and u1: "interpret_floatarith b xs \<le> u2" by blast
thus ?case unfolding l' u' by (auto simp add: real_of_float_min)
next
case (Max a b)
from lift_bin'[OF Max.prems[unfolded approx.simps], unfolded fst_conv snd_conv] Max.hyps
obtain l1 u1 l2 u2 where l': "l = max l1 l2" and u': "u = max u1 u2"
- and l1: "real l1 \<le> interpret_floatarith a xs" and u1: "interpret_floatarith a xs \<le> real u1"
- and l1: "real l2 \<le> interpret_floatarith b xs" and u1: "interpret_floatarith b xs \<le> real u2" by blast
+ and l1: "l1 \<le> interpret_floatarith a xs" and u1: "interpret_floatarith a xs \<le> u1"
+ and l1: "l2 \<le> interpret_floatarith b xs" and u1: "interpret_floatarith b xs \<le> u2" by blast
thus ?case unfolding l' u' by (auto simp add: real_of_float_max)
next case (Cos a) with lift_un'_bnds[OF bnds_cos] show ?case by auto
next case (Arctan a) with lift_un'_bnds[OF bnds_arctan] show ?case by auto
@@ -2511,8 +2521,8 @@
lemma lazy_conj: "(if A then B else False) = (A \<and> B)" by simp
lemma approx_form_approx_form':
- assumes "approx_form' prec f s n l u bs ss" and "x \<in> { real l .. real u }"
- obtains l' u' where "x \<in> { real l' .. real u' }"
+ assumes "approx_form' prec f s n l u bs ss" and "(x::real) \<in> { l .. u }"
+ obtains l' u' where "x \<in> { l' .. u' }"
and "approx_form prec f (bs[n := Some (l', u')]) ss"
using assms proof (induct s arbitrary: l u)
case 0
@@ -2522,18 +2532,18 @@
case (Suc s)
let ?m = "(l + u) * Float 1 -1"
- have "real l \<le> real ?m" and "real ?m \<le> real u"
+ have "real l \<le> ?m" and "?m \<le> real u"
unfolding le_float_def using Suc.prems by auto
- with `x \<in> { real l .. real u }`
- have "x \<in> { real l .. real ?m} \<or> x \<in> { real ?m .. real u }" by auto
+ with `x \<in> { l .. u }`
+ have "x \<in> { l .. ?m} \<or> x \<in> { ?m .. u }" by auto
thus thesis
proof (rule disjE)
- assume *: "x \<in> { real l .. real ?m }"
+ assume *: "x \<in> { l .. ?m }"
with Suc.hyps[OF _ _ *] Suc.prems
show thesis by (simp add: Let_def lazy_conj)
next
- assume *: "x \<in> { real ?m .. real u }"
+ assume *: "x \<in> { ?m .. u }"
with Suc.hyps[OF _ _ *] Suc.prems
show thesis by (simp add: Let_def lazy_conj)
qed
@@ -2553,12 +2563,13 @@
and u_eq: "Some (l', u) = approx prec b vs"
and approx_form': "approx_form' prec f (ss ! n) n l u vs ss"
by (cases "approx prec a vs", simp) (cases "approx prec b vs", auto)
+
{ assume "xs ! n \<in> { interpret_floatarith a xs .. interpret_floatarith b xs }"
with approx[OF Bound.prems(2) l_eq] and approx[OF Bound.prems(2) u_eq]
- have "xs ! n \<in> { real l .. real u}" by auto
+ have "xs ! n \<in> { l .. u}" by auto
from approx_form_approx_form'[OF approx_form' this]
- obtain lx ux where bnds: "xs ! n \<in> { real lx .. real ux }"
+ obtain lx ux where bnds: "xs ! n \<in> { lx .. ux }"
and approx_form: "approx_form prec f (vs[n := Some (lx, ux)]) ss" .
from `bounded_by xs vs` bnds
@@ -2579,9 +2590,9 @@
{ assume bnds: "xs ! n = interpret_floatarith a xs"
with approx[OF Assign.prems(2) bnd_eq]
- have "xs ! n \<in> { real l .. real u}" by auto
+ have "xs ! n \<in> { l .. u}" by auto
from approx_form_approx_form'[OF approx_form' this]
- obtain lx ux where bnds: "xs ! n \<in> { real lx .. real ux }"
+ obtain lx ux where bnds: "xs ! n \<in> { lx .. ux }"
and approx_form: "approx_form prec f (vs[n := Some (lx, ux)]) ss" .
from `bounded_by xs vs` bnds
@@ -2789,13 +2800,13 @@
assumes "n < length xs" and bnd: "bounded_by xs vs"
and isD: "isDERIV_approx prec n f vs"
and app: "Some (l, u) = approx prec (DERIV_floatarith n f) vs" (is "_ = approx _ ?D _")
- shows "\<exists>x. real l \<le> x \<and> x \<le> real u \<and>
+ shows "\<exists>(x::real). l \<le> x \<and> x \<le> u \<and>
DERIV (\<lambda> x. interpret_floatarith f (xs[n := x])) (xs!n) :> x"
(is "\<exists> x. _ \<and> _ \<and> DERIV (?i f) _ :> _")
proof (rule exI[of _ "?i ?D (xs!n)"], rule conjI[OF _ conjI])
let "?i f x" = "interpret_floatarith f (xs[n := x])"
from approx[OF bnd app]
- show "real l \<le> ?i ?D (xs!n)" and "?i ?D (xs!n) \<le> real u"
+ show "l \<le> ?i ?D (xs!n)" and "?i ?D (xs!n) \<le> u"
using `n < length xs` by auto
from DERIV_floatarith[OF `n < length xs`, of f "xs!n"] isDERIV_approx[OF bnd isD]
show "DERIV (?i f) (xs!n) :> (?i ?D (xs!n))" by simp
@@ -2845,24 +2856,24 @@
lemma approx_tse_generic:
assumes "bounded_by xs vs"
- and bnd_c: "bounded_by (xs[x := real c]) vs" and "x < length vs" and "x < length xs"
+ and bnd_c: "bounded_by (xs[x := c]) vs" and "x < length vs" and "x < length xs"
and bnd_x: "vs ! x = Some (lx, ux)"
and ate: "Some (l, u) = approx_tse prec x s c k f vs"
- shows "\<exists> n. (\<forall> m < n. \<forall> z \<in> {real lx .. real ux}.
+ shows "\<exists> n. (\<forall> m < n. \<forall> (z::real) \<in> {lx .. ux}.
DERIV (\<lambda> y. interpret_floatarith ((DERIV_floatarith x ^^ m) f) (xs[x := y])) z :>
(interpret_floatarith ((DERIV_floatarith x ^^ (Suc m)) f) (xs[x := z])))
- \<and> (\<forall> t \<in> {real lx .. real ux}. (\<Sum> i = 0..<n. inverse (real (\<Prod> j \<in> {k..<k+i}. j)) *
- interpret_floatarith ((DERIV_floatarith x ^^ i) f) (xs[x := real c]) *
- (xs!x - real c)^i) +
+ \<and> (\<forall> (t::real) \<in> {lx .. ux}. (\<Sum> i = 0..<n. inverse (real (\<Prod> j \<in> {k..<k+i}. j)) *
+ interpret_floatarith ((DERIV_floatarith x ^^ i) f) (xs[x := c]) *
+ (xs!x - c)^i) +
inverse (real (\<Prod> j \<in> {k..<k+n}. j)) *
interpret_floatarith ((DERIV_floatarith x ^^ n) f) (xs[x := t]) *
- (xs!x - real c)^n \<in> {real l .. real u})" (is "\<exists> n. ?taylor f k l u n")
+ (xs!x - c)^n \<in> {l .. u})" (is "\<exists> n. ?taylor f k l u n")
using ate proof (induct s arbitrary: k f l u)
case 0
- { fix t assume "t \<in> {real lx .. real ux}"
+ { fix t::real assume "t \<in> {lx .. ux}"
note bounded_by_update_var[OF `bounded_by xs vs` bnd_x this]
from approx[OF this 0[unfolded approx_tse.simps]]
- have "(interpret_floatarith f (xs[x := t])) \<in> {real l .. real u}"
+ have "(interpret_floatarith f (xs[x := t])) \<in> {l .. u}"
by (auto simp add: algebra_simps)
} thus ?case by (auto intro!: exI[of _ 0])
next
@@ -2872,10 +2883,10 @@
case False
note ap = Suc.prems[unfolded approx_tse.simps if_not_P[OF False]]
- { fix t assume "t \<in> {real lx .. real ux}"
+ { fix t::real assume "t \<in> {lx .. ux}"
note bounded_by_update_var[OF `bounded_by xs vs` bnd_x this]
from approx[OF this ap]
- have "(interpret_floatarith f (xs[x := t])) \<in> {real l .. real u}"
+ have "(interpret_floatarith f (xs[x := t])) \<in> {l .. u}"
by (auto simp add: algebra_simps)
} thus ?thesis by (auto intro!: exI[of _ 0])
next
@@ -2892,11 +2903,11 @@
by (auto elim!: lift_bin) blast
from bnd_c `x < length xs`
- have bnd: "bounded_by (xs[x:=real c]) (vs[x:= Some (c,c)])"
+ have bnd: "bounded_by (xs[x:=c]) (vs[x:= Some (c,c)])"
by (auto intro!: bounded_by_update)
from approx[OF this a]
- have f_c: "interpret_floatarith ((DERIV_floatarith x ^^ 0) f) (xs[x := real c]) \<in> { real l1 .. real u1 }"
+ have f_c: "interpret_floatarith ((DERIV_floatarith x ^^ 0) f) (xs[x := c]) \<in> { l1 .. u1 }"
(is "?f 0 (real c) \<in> _")
by auto
@@ -2906,14 +2917,14 @@
note funpow_Suc = this[symmetric]
from Suc.hyps[OF ate, unfolded this]
obtain n
- where DERIV_hyp: "\<And> m z. \<lbrakk> m < n ; z \<in> { real lx .. real ux } \<rbrakk> \<Longrightarrow> DERIV (?f (Suc m)) z :> ?f (Suc (Suc m)) z"
- and hyp: "\<forall> t \<in> {real lx .. real ux}. (\<Sum> i = 0..<n. inverse (real (\<Prod> j \<in> {Suc k..<Suc k + i}. j)) * ?f (Suc i) (real c) * (xs!x - real c)^i) +
- inverse (real (\<Prod> j \<in> {Suc k..<Suc k + n}. j)) * ?f (Suc n) t * (xs!x - real c)^n \<in> {real l2 .. real u2}"
+ where DERIV_hyp: "\<And> m z. \<lbrakk> m < n ; (z::real) \<in> { lx .. ux } \<rbrakk> \<Longrightarrow> DERIV (?f (Suc m)) z :> ?f (Suc (Suc m)) z"
+ and hyp: "\<forall> t \<in> {real lx .. real ux}. (\<Sum> i = 0..<n. inverse (real (\<Prod> j \<in> {Suc k..<Suc k + i}. j)) * ?f (Suc i) c * (xs!x - c)^i) +
+ inverse (real (\<Prod> j \<in> {Suc k..<Suc k + n}. j)) * ?f (Suc n) t * (xs!x - c)^n \<in> {l2 .. u2}"
(is "\<forall> t \<in> _. ?X (Suc k) f n t \<in> _")
by blast
- { fix m z
- assume "m < Suc n" and bnd_z: "z \<in> { real lx .. real ux }"
+ { fix m and z::real
+ assume "m < Suc n" and bnd_z: "z \<in> { lx .. ux }"
have "DERIV (?f m) z :> ?f (Suc m) z"
proof (cases m)
case 0
@@ -2931,26 +2942,26 @@
have setsum_move0: "\<And> k F. setsum F {0..<Suc k} = F 0 + setsum (\<lambda> k. F (Suc k)) {0..<k}"
unfolding setsum_shift_bounds_Suc_ivl[symmetric]
unfolding setsum_head_upt_Suc[OF zero_less_Suc] ..
- def C \<equiv> "xs!x - real c"
-
- { fix t assume t: "t \<in> {real lx .. real ux}"
+ def C \<equiv> "xs!x - c"
+
+ { fix t::real assume t: "t \<in> {lx .. ux}"
hence "bounded_by [xs!x] [vs!x]"
using `bounded_by xs vs`[THEN bounded_byE, OF `x < length vs`]
by (cases "vs!x", auto simp add: bounded_by_def)
with hyp[THEN bspec, OF t] f_c
- have "bounded_by [?f 0 (real c), ?X (Suc k) f n t, xs!x] [Some (l1, u1), Some (l2, u2), vs!x]"
+ have "bounded_by [?f 0 c, ?X (Suc k) f n t, xs!x] [Some (l1, u1), Some (l2, u2), vs!x]"
by (auto intro!: bounded_by_Cons)
from approx[OF this final, unfolded atLeastAtMost_iff[symmetric]]
- have "?X (Suc k) f n t * (xs!x - real c) * inverse (real k) + ?f 0 (real c) \<in> {real l .. real u}"
+ have "?X (Suc k) f n t * (xs!x - real c) * inverse k + ?f 0 c \<in> {l .. u}"
by (auto simp add: algebra_simps)
- also have "?X (Suc k) f n t * (xs!x - real c) * inverse (real k) + ?f 0 (real c) =
- (\<Sum> i = 0..<Suc n. inverse (real (\<Prod> j \<in> {k..<k+i}. j)) * ?f i (real c) * (xs!x - real c)^i) +
- inverse (real (\<Prod> j \<in> {k..<k+Suc n}. j)) * ?f (Suc n) t * (xs!x - real c)^Suc n" (is "_ = ?T")
+ also have "?X (Suc k) f n t * (xs!x - real c) * inverse (real k) + ?f 0 c =
+ (\<Sum> i = 0..<Suc n. inverse (real (\<Prod> j \<in> {k..<k+i}. j)) * ?f i c * (xs!x - c)^i) +
+ inverse (real (\<Prod> j \<in> {k..<k+Suc n}. j)) * ?f (Suc n) t * (xs!x - c)^Suc n" (is "_ = ?T")
unfolding funpow_Suc C_def[symmetric] setsum_move0 setprod_head_Suc
by (auto simp add: algebra_simps)
(simp only: mult_left_commute [of _ "inverse (real k)"] setsum_right_distrib [symmetric])
- finally have "?T \<in> {real l .. real u}" . }
+ finally have "?T \<in> {l .. u}" . }
thus ?thesis using DERIV by blast
qed
qed
@@ -2965,28 +2976,28 @@
lemma approx_tse:
assumes "bounded_by xs vs"
- and bnd_x: "vs ! x = Some (lx, ux)" and bnd_c: "real c \<in> {real lx .. real ux}"
+ and bnd_x: "vs ! x = Some (lx, ux)" and bnd_c: "real c \<in> {lx .. ux}"
and "x < length vs" and "x < length xs"
and ate: "Some (l, u) = approx_tse prec x s c 1 f vs"
- shows "interpret_floatarith f xs \<in> { real l .. real u }"
+ shows "interpret_floatarith f xs \<in> { l .. u }"
proof -
def F \<equiv> "\<lambda> n z. interpret_floatarith ((DERIV_floatarith x ^^ n) f) (xs[x := z])"
hence F0: "F 0 = (\<lambda> z. interpret_floatarith f (xs[x := z]))" by auto
- hence "bounded_by (xs[x := real c]) vs" and "x < length vs" "x < length xs"
+ hence "bounded_by (xs[x := c]) vs" and "x < length vs" "x < length xs"
using `bounded_by xs vs` bnd_x bnd_c `x < length vs` `x < length xs`
by (auto intro!: bounded_by_update_var)
from approx_tse_generic[OF `bounded_by xs vs` this bnd_x ate]
obtain n
where DERIV: "\<forall> m z. m < n \<and> real lx \<le> z \<and> z \<le> real ux \<longrightarrow> DERIV (F m) z :> F (Suc m) z"
- and hyp: "\<And> t. t \<in> {real lx .. real ux} \<Longrightarrow>
- (\<Sum> j = 0..<n. inverse (real (fact j)) * F j (real c) * (xs!x - real c)^j) +
- inverse (real (fact n)) * F n t * (xs!x - real c)^n
- \<in> {real l .. real u}" (is "\<And> t. _ \<Longrightarrow> ?taylor t \<in> _")
+ and hyp: "\<And> (t::real). t \<in> {lx .. ux} \<Longrightarrow>
+ (\<Sum> j = 0..<n. inverse (real (fact j)) * F j c * (xs!x - c)^j) +
+ inverse (real (fact n)) * F n t * (xs!x - c)^n
+ \<in> {l .. u}" (is "\<And> t. _ \<Longrightarrow> ?taylor t \<in> _")
unfolding F_def atLeastAtMost_iff[symmetric] setprod_fact by blast
- have bnd_xs: "xs ! x \<in> { real lx .. real ux }"
+ have bnd_xs: "xs ! x \<in> { lx .. ux }"
using `bounded_by xs vs`[THEN bounded_byE, OF `x < length vs`] bnd_x by auto
show ?thesis
@@ -2995,28 +3006,28 @@
next
case (Suc n')
show ?thesis
- proof (cases "xs ! x = real c")
+ proof (cases "xs ! x = c")
case True
from True[symmetric] hyp[OF bnd_xs] Suc show ?thesis
unfolding F_def Suc setsum_head_upt_Suc[OF zero_less_Suc] setsum_shift_bounds_Suc_ivl by auto
next
case False
- have "real lx \<le> real c" "real c \<le> real ux" "real lx \<le> xs!x" "xs!x \<le> real ux"
+ have "lx \<le> real c" "real c \<le> ux" "lx \<le> xs!x" "xs!x \<le> ux"
using Suc bnd_c `bounded_by xs vs`[THEN bounded_byE, OF `x < length vs`] bnd_x by auto
from Taylor.taylor[OF zero_less_Suc, of F, OF F0 DERIV[unfolded Suc] this False]
- obtain t where t_bnd: "if xs ! x < real c then xs ! x < t \<and> t < real c else real c < t \<and> t < xs ! x"
+ obtain t::real where t_bnd: "if xs ! x < c then xs ! x < t \<and> t < c else c < t \<and> t < xs ! x"
and fl_eq: "interpret_floatarith f (xs[x := xs ! x]) =
- (\<Sum>m = 0..<Suc n'. F m (real c) / real (fact m) * (xs ! x - real c) ^ m) +
- F (Suc n') t / real (fact (Suc n')) * (xs ! x - real c) ^ Suc n'"
+ (\<Sum>m = 0..<Suc n'. F m c / real (fact m) * (xs ! x - c) ^ m) +
+ F (Suc n') t / real (fact (Suc n')) * (xs ! x - c) ^ Suc n'"
by blast
- from t_bnd bnd_xs bnd_c have *: "t \<in> {real lx .. real ux}"
- by (cases "xs ! x < real c", auto)
+ from t_bnd bnd_xs bnd_c have *: "t \<in> {lx .. ux}"
+ by (cases "xs ! x < c", auto)
have "interpret_floatarith f (xs[x := xs ! x]) = ?taylor t"
unfolding fl_eq Suc by (auto simp add: algebra_simps divide_inverse)
- also have "\<dots> \<in> {real l .. real u}" using * by (rule hyp)
+ also have "\<dots> \<in> {l .. u}" using * by (rule hyp)
finally show ?thesis by simp
qed
qed
@@ -3032,8 +3043,9 @@
approx_tse_form' prec t f s m u cmp else False))"
lemma approx_tse_form':
- assumes "approx_tse_form' prec t f s l u cmp" and "x \<in> {real l .. real u}"
- shows "\<exists> l' u' ly uy. x \<in> { real l' .. real u' } \<and> real l \<le> real l' \<and> real u' \<le> real u \<and> cmp ly uy \<and>
+ fixes x :: real
+ assumes "approx_tse_form' prec t f s l u cmp" and "x \<in> {l .. u}"
+ shows "\<exists> l' u' ly uy. x \<in> { l' .. u' } \<and> real l \<le> l' \<and> u' \<le> real u \<and> cmp ly uy \<and>
approx_tse prec 0 t ((l' + u') * Float 1 -1) 1 f [Some (l', u')] = Some (ly, uy)"
using assms proof (induct s arbitrary: l u)
case 0
@@ -3049,66 +3061,68 @@
and u: "approx_tse_form' prec t f s ?m u cmp"
by (auto simp add: Let_def lazy_conj)
- have m_l: "real l \<le> real ?m" and m_u: "real ?m \<le> real u"
+ have m_l: "real l \<le> ?m" and m_u: "?m \<le> real u"
unfolding le_float_def using Suc.prems by auto
- with `x \<in> { real l .. real u }`
- have "x \<in> { real l .. real ?m} \<or> x \<in> { real ?m .. real u }" by auto
+ with `x \<in> { l .. u }`
+ have "x \<in> { l .. ?m} \<or> x \<in> { ?m .. u }" by auto
thus ?case
proof (rule disjE)
- assume "x \<in> { real l .. real ?m}"
+ assume "x \<in> { l .. ?m}"
from Suc.hyps[OF l this]
obtain l' u' ly uy
- where "x \<in> { real l' .. real u' } \<and> real l \<le> real l' \<and> real u' \<le> real ?m \<and> cmp ly uy \<and>
+ where "x \<in> { l' .. u' } \<and> real l \<le> l' \<and> real u' \<le> ?m \<and> cmp ly uy \<and>
approx_tse prec 0 t ((l' + u') * Float 1 -1) 1 f [Some (l', u')] = Some (ly, uy)" by blast
with m_u show ?thesis by (auto intro!: exI)
next
- assume "x \<in> { real ?m .. real u }"
+ assume "x \<in> { ?m .. u }"
from Suc.hyps[OF u this]
obtain l' u' ly uy
- where "x \<in> { real l' .. real u' } \<and> real ?m \<le> real l' \<and> real u' \<le> real u \<and> cmp ly uy \<and>
+ where "x \<in> { l' .. u' } \<and> ?m \<le> real l' \<and> u' \<le> real u \<and> cmp ly uy \<and>
approx_tse prec 0 t ((l' + u') * Float 1 -1) 1 f [Some (l', u')] = Some (ly, uy)" by blast
with m_u show ?thesis by (auto intro!: exI)
qed
qed
lemma approx_tse_form'_less:
+ fixes x :: real
assumes tse: "approx_tse_form' prec t (Add a (Minus b)) s l u (\<lambda> l u. 0 < l)"
- and x: "x \<in> {real l .. real u}"
+ and x: "x \<in> {l .. u}"
shows "interpret_floatarith b [x] < interpret_floatarith a [x]"
proof -
from approx_tse_form'[OF tse x]
obtain l' u' ly uy
- where x': "x \<in> { real l' .. real u' }" and "real l \<le> real l'"
- and "real u' \<le> real u" and "0 < ly"
+ where x': "x \<in> { l' .. u' }" and "l \<le> real l'"
+ and "real u' \<le> u" and "0 < ly"
and tse: "approx_tse prec 0 t ((l' + u') * Float 1 -1) 1 (Add a (Minus b)) [Some (l', u')] = Some (ly, uy)"
by blast
hence "bounded_by [x] [Some (l', u')]" by (auto simp add: bounded_by_def)
from approx_tse[OF this _ _ _ _ tse[symmetric], of l' u'] x'
- have "real ly \<le> interpret_floatarith a [x] - interpret_floatarith b [x]"
+ have "ly \<le> interpret_floatarith a [x] - interpret_floatarith b [x]"
by (auto simp add: diff_minus)
from order_less_le_trans[OF `0 < ly`[unfolded less_float_def] this]
show ?thesis by auto
qed
lemma approx_tse_form'_le:
+ fixes x :: real
assumes tse: "approx_tse_form' prec t (Add a (Minus b)) s l u (\<lambda> l u. 0 \<le> l)"
- and x: "x \<in> {real l .. real u}"
+ and x: "x \<in> {l .. u}"
shows "interpret_floatarith b [x] \<le> interpret_floatarith a [x]"
proof -
from approx_tse_form'[OF tse x]
obtain l' u' ly uy
- where x': "x \<in> { real l' .. real u' }" and "real l \<le> real l'"
- and "real u' \<le> real u" and "0 \<le> ly"
+ where x': "x \<in> { l' .. u' }" and "l \<le> real l'"
+ and "real u' \<le> u" and "0 \<le> ly"
and tse: "approx_tse prec 0 t ((l' + u') * Float 1 -1) 1 (Add a (Minus b)) [Some (l', u')] = Some (ly, uy)"
by blast
hence "bounded_by [x] [Some (l', u')]" by (auto simp add: bounded_by_def)
from approx_tse[OF this _ _ _ _ tse[symmetric], of l' u'] x'
- have "real ly \<le> interpret_floatarith a [x] - interpret_floatarith b [x]"
+ have "ly \<le> interpret_floatarith a [x] - interpret_floatarith b [x]"
by (auto simp add: diff_minus)
from order_trans[OF `0 \<le> ly`[unfolded le_float_def] this]
show ?thesis by auto
@@ -3146,7 +3160,7 @@
{ let "?f z" = "interpret_floatarith z [x]"
assume "?f i \<in> { ?f a .. ?f b }"
with approx[OF _ a[symmetric], of "[x]"] approx[OF _ b[symmetric], of "[x]"]
- have bnd: "x \<in> { real l .. real u'}" unfolding bounded_by_def i by auto
+ have bnd: "x \<in> { l .. u'}" unfolding bounded_by_def i by auto
have "interpret_form f' [x]"
proof (cases f')
@@ -3425,7 +3439,7 @@
| calculated_subterms (@{const HOL.implies} $ _ $ t) = calculated_subterms t
| calculated_subterms (@{term "op <= :: real \<Rightarrow> real \<Rightarrow> bool"} $ t1 $ t2) = [t1, t2]
| calculated_subterms (@{term "op < :: real \<Rightarrow> real \<Rightarrow> bool"} $ t1 $ t2) = [t1, t2]
- | calculated_subterms (@{term "op : :: real \<Rightarrow> real set \<Rightarrow> bool"} $ t1 $
+ | calculated_subterms (@{term "op : :: real \<Rightarrow> real set \<Rightarrow> bool"} $ t1 $
(@{term "atLeastAtMost :: real \<Rightarrow> real \<Rightarrow> real set"} $ t2 $ t3)) = [t1, t2, t3]
| calculated_subterms t = raise TERM ("calculated_subterms", [t])
@@ -3552,3 +3566,4 @@
*}
end
+
--- a/src/HOL/Probability/Borel_Space.thy Thu Dec 02 16:39:07 2010 +0100
+++ b/src/HOL/Probability/Borel_Space.thy Thu Dec 02 16:39:15 2010 +0100
@@ -6,12 +6,6 @@
imports Sigma_Algebra Positive_Infinite_Real Multivariate_Analysis
begin
-lemma (in sigma_algebra) sets_sigma_subset:
- assumes "space N = space M"
- assumes "sets N \<subseteq> sets M"
- shows "sets (sigma N) \<subseteq> sets M"
- by (unfold assms sets_sigma, rule sigma_sets_subset, rule assms)
-
lemma LIMSEQ_max:
"u ----> (x::real) \<Longrightarrow> (\<lambda>i. max (u i) 0) ----> max x 0"
by (fastsimp intro!: LIMSEQ_I dest!: LIMSEQ_D)
@@ -612,13 +606,10 @@
then show ?thesis by (intro sets_sigma_subset) auto
qed
-lemma algebra_eqI: assumes "sets A = sets (B::'a algebra)" "space A = space B"
- shows "A = B" using assms by auto
-
lemma borel_eq_atMost:
"borel = (sigma \<lparr>space=UNIV, sets=range (\<lambda> a. {.. a::'a\<Colon>ordered_euclidean_space})\<rparr>)"
(is "_ = ?SIGMA")
-proof (rule algebra_eqI, rule antisym)
+proof (intro algebra.equality antisym)
show "sets borel \<subseteq> sets ?SIGMA"
using halfspace_le_span_atMost halfspace_span_halfspace_le open_span_halfspace
by auto
@@ -629,7 +620,7 @@
lemma borel_eq_atLeastAtMost:
"borel = (sigma \<lparr>space=UNIV, sets=range (\<lambda> (a :: 'a\<Colon>ordered_euclidean_space, b). {a .. b})\<rparr>)"
(is "_ = ?SIGMA")
-proof (rule algebra_eqI, rule antisym)
+proof (intro algebra.equality antisym)
show "sets borel \<subseteq> sets ?SIGMA"
using atMost_span_atLeastAtMost halfspace_le_span_atMost
halfspace_span_halfspace_le open_span_halfspace
@@ -641,7 +632,7 @@
lemma borel_eq_greaterThan:
"borel = (sigma \<lparr>space=UNIV, sets=range (\<lambda> (a :: 'a\<Colon>ordered_euclidean_space). {a <..})\<rparr>)"
(is "_ = ?SIGMA")
-proof (rule algebra_eqI, rule antisym)
+proof (intro algebra.equality antisym)
show "sets borel \<subseteq> sets ?SIGMA"
using halfspace_le_span_greaterThan
halfspace_span_halfspace_le open_span_halfspace
@@ -653,7 +644,7 @@
lemma borel_eq_lessThan:
"borel = (sigma \<lparr>space=UNIV, sets=range (\<lambda> (a :: 'a\<Colon>ordered_euclidean_space). {..< a})\<rparr>)"
(is "_ = ?SIGMA")
-proof (rule algebra_eqI, rule antisym)
+proof (intro algebra.equality antisym)
show "sets borel \<subseteq> sets ?SIGMA"
using halfspace_le_span_lessThan
halfspace_span_halfspace_ge open_span_halfspace
@@ -665,7 +656,7 @@
lemma borel_eq_greaterThanLessThan:
"borel = (sigma \<lparr>space=UNIV, sets=range (\<lambda> (a, b). {a <..< (b :: 'a \<Colon> ordered_euclidean_space)})\<rparr>)"
(is "_ = ?SIGMA")
-proof (rule algebra_eqI, rule antisym)
+proof (intro algebra.equality antisym)
show "sets ?SIGMA \<subseteq> sets borel"
by (rule borel.sets_sigma_subset) auto
show "sets borel \<subseteq> sets ?SIGMA"
@@ -686,7 +677,7 @@
lemma borel_eq_halfspace_le:
"borel = (sigma \<lparr>space=UNIV, sets=range (\<lambda> (a, i). {x::'a::ordered_euclidean_space. x$$i \<le> a})\<rparr>)"
(is "_ = ?SIGMA")
-proof (rule algebra_eqI, rule antisym)
+proof (intro algebra.equality antisym)
show "sets borel \<subseteq> sets ?SIGMA"
using open_span_halfspace halfspace_span_halfspace_le by auto
show "sets ?SIGMA \<subseteq> sets borel"
@@ -696,7 +687,7 @@
lemma borel_eq_halfspace_less:
"borel = (sigma \<lparr>space=UNIV, sets=range (\<lambda> (a, i). {x::'a::ordered_euclidean_space. x$$i < a})\<rparr>)"
(is "_ = ?SIGMA")
-proof (rule algebra_eqI, rule antisym)
+proof (intro algebra.equality antisym)
show "sets borel \<subseteq> sets ?SIGMA"
using open_span_halfspace .
show "sets ?SIGMA \<subseteq> sets borel"
@@ -706,7 +697,7 @@
lemma borel_eq_halfspace_gt:
"borel = (sigma \<lparr>space=UNIV, sets=range (\<lambda> (a, i). {x::'a::ordered_euclidean_space. a < x$$i})\<rparr>)"
(is "_ = ?SIGMA")
-proof (rule algebra_eqI, rule antisym)
+proof (intro algebra.equality antisym)
show "sets borel \<subseteq> sets ?SIGMA"
using halfspace_le_span_halfspace_gt open_span_halfspace halfspace_span_halfspace_le by auto
show "sets ?SIGMA \<subseteq> sets borel"
@@ -716,7 +707,7 @@
lemma borel_eq_halfspace_ge:
"borel = (sigma \<lparr>space=UNIV, sets=range (\<lambda> (a, i). {x::'a::ordered_euclidean_space. a \<le> x$$i})\<rparr>)"
(is "_ = ?SIGMA")
-proof (rule algebra_eqI, rule antisym)
+proof (intro algebra.equality antisym)
show "sets borel \<subseteq> sets ?SIGMA"
using halfspace_span_halfspace_ge open_span_halfspace by auto
show "sets ?SIGMA \<subseteq> sets borel"
@@ -1025,7 +1016,6 @@
then obtain T x where T: "open T" "Real ` (T \<inter> {0..}) = B - {\<omega>}" and
x: "\<omega> \<in> B \<Longrightarrow> 0 \<le> x" "\<omega> \<in> B \<Longrightarrow> {Real x <..} \<subseteq> B"
unfolding open_pinfreal_def by blast
-
have "Real -` B = Real -` (B - {\<omega>})" by auto
also have "\<dots> = Real -` (Real ` (T \<inter> {0..}))" using T by simp
also have "\<dots> = (if 0 \<in> T then T \<union> {.. 0} else T \<inter> {0..})"
@@ -1231,12 +1221,10 @@
hence **: "\<forall>a. {x\<in>space M. f x < a} \<in> sets M"
unfolding less_eq_le_pinfreal_measurable
unfolding greater_eq_le_measurable .
-
show "f \<in> borel_measurable M" unfolding borel_measurable_pinfreal_eq_real borel_measurable_iff_greater
proof safe
have "f -` {\<omega>} \<inter> space M = space M - {x\<in>space M. f x < \<omega>}" by auto
then show \<omega>: "f -` {\<omega>} \<inter> space M \<in> sets M" using ** by auto
-
fix a
have "{w \<in> space M. a < real (f w)} =
(if 0 \<le> a then {w\<in>space M. Real a < f w} - (f -` {\<omega>} \<inter> space M) else space M)"
@@ -1367,14 +1355,14 @@
by induct auto
qed (simp add: borel_measurable_const)
-lemma (in sigma_algebra) borel_measurable_pinfreal_min[intro, simp]:
+lemma (in sigma_algebra) borel_measurable_pinfreal_min[simp, intro]:
fixes f g :: "'a \<Rightarrow> pinfreal"
assumes "f \<in> borel_measurable M"
assumes "g \<in> borel_measurable M"
shows "(\<lambda>x. min (g x) (f x)) \<in> borel_measurable M"
using assms unfolding min_def by (auto intro!: measurable_If)
-lemma (in sigma_algebra) borel_measurable_pinfreal_max[intro]:
+lemma (in sigma_algebra) borel_measurable_pinfreal_max[simp, intro]:
fixes f g :: "'a \<Rightarrow> pinfreal"
assumes "f \<in> borel_measurable M"
and "g \<in> borel_measurable M"
@@ -1421,7 +1409,7 @@
using assms by auto
qed
-lemma (in sigma_algebra) borel_measurable_psuminf:
+lemma (in sigma_algebra) borel_measurable_psuminf[simp, intro]:
assumes "\<And>i. f i \<in> borel_measurable M"
shows "(\<lambda>x. (\<Sum>\<^isub>\<infinity> i. f i x)) \<in> borel_measurable M"
using assms unfolding psuminf_def
@@ -1437,7 +1425,6 @@
proof -
let "?pu x i" = "max (u i x) 0"
let "?nu x i" = "max (- u i x) 0"
-
{ fix x assume x: "x \<in> space M"
have "(?pu x) ----> max (u' x) 0"
"(?nu x) ----> max (- u' x) 0"
@@ -1447,10 +1434,8 @@
"(SUP n. INF m. Real (- u (n + m) x)) = Real (- u' x)"
by (simp_all add: Real_max'[symmetric]) }
note eq = this
-
have *: "\<And>x. real (Real (u' x)) - real (Real (- u' x)) = u' x"
by auto
-
have "(SUP n. INF m. (\<lambda>x. Real (u (n + m) x))) \<in> borel_measurable M"
"(SUP n. INF m. (\<lambda>x. Real (- u (n + m) x))) \<in> borel_measurable M"
using u by (auto intro: borel_measurable_SUP borel_measurable_INF borel_measurable_Real)
--- a/src/HOL/Probability/Complete_Measure.thy Thu Dec 02 16:39:07 2010 +0100
+++ b/src/HOL/Probability/Complete_Measure.thy Thu Dec 02 16:39:15 2010 +0100
@@ -189,56 +189,13 @@
qed
qed
-lemma (in sigma_algebra) simple_functionD':
- assumes "simple_function f"
- shows "f -` {x} \<inter> space M \<in> sets M"
-proof cases
- assume "x \<in> f`space M" from simple_functionD(2)[OF assms this] show ?thesis .
-next
- assume "x \<notin> f`space M" then have "f -` {x} \<inter> space M = {}" by auto
- then show ?thesis by auto
-qed
-
-lemma (in sigma_algebra) simple_function_If:
- assumes sf: "simple_function f" "simple_function g" and A: "A \<in> sets M"
- shows "simple_function (\<lambda>x. if x \<in> A then f x else g x)" (is "simple_function ?IF")
-proof -
- def F \<equiv> "\<lambda>x. f -` {x} \<inter> space M" and G \<equiv> "\<lambda>x. g -` {x} \<inter> space M"
- show ?thesis unfolding simple_function_def
- proof safe
- have "?IF ` space M \<subseteq> f ` space M \<union> g ` space M" by auto
- from finite_subset[OF this] assms
- show "finite (?IF ` space M)" unfolding simple_function_def by auto
- next
- fix x assume "x \<in> space M"
- then have *: "?IF -` {?IF x} \<inter> space M = (if x \<in> A
- then ((F (f x) \<inter> A) \<union> (G (f x) - (G (f x) \<inter> A)))
- else ((F (g x) \<inter> A) \<union> (G (g x) - (G (g x) \<inter> A))))"
- using sets_into_space[OF A] by (auto split: split_if_asm simp: G_def F_def)
- have [intro]: "\<And>x. F x \<in> sets M" "\<And>x. G x \<in> sets M"
- unfolding F_def G_def using sf[THEN simple_functionD'] by auto
- show "?IF -` {?IF x} \<inter> space M \<in> sets M" unfolding * using A by auto
- qed
-qed
-
-lemma (in measure_space) null_sets_finite_UN:
- assumes "finite S" "\<And>i. i \<in> S \<Longrightarrow> A i \<in> null_sets"
- shows "(\<Union>i\<in>S. A i) \<in> null_sets"
-proof (intro CollectI conjI)
- show "(\<Union>i\<in>S. A i) \<in> sets M" using assms by (intro finite_UN) auto
- have "\<mu> (\<Union>i\<in>S. A i) \<le> (\<Sum>i\<in>S. \<mu> (A i))"
- using assms by (intro measure_finitely_subadditive) auto
- then show "\<mu> (\<Union>i\<in>S. A i) = 0"
- using assms by auto
-qed
-
lemma (in completeable_measure_space) completion_ex_simple_function:
assumes f: "completion.simple_function f"
shows "\<exists>f'. simple_function f' \<and> (AE x. f x = f' x)"
proof -
let "?F x" = "f -` {x} \<inter> space M"
have F: "\<And>x. ?F x \<in> sets completion" and fin: "finite (f`space M)"
- using completion.simple_functionD'[OF f]
+ using completion.simple_functionD[OF f]
completion.simple_functionD[OF f] by simp_all
have "\<forall>x. \<exists>N. N \<in> null_sets \<and> null_part (?F x) \<subseteq> N"
using F null_part by auto
--- a/src/HOL/Probability/Lebesgue_Integration.thy Thu Dec 02 16:39:07 2010 +0100
+++ b/src/HOL/Probability/Lebesgue_Integration.thy Thu Dec 02 16:39:15 2010 +0100
@@ -6,20 +6,6 @@
imports Measure Borel_Space
begin
-lemma image_set_cong:
- assumes A: "\<And>x. x \<in> A \<Longrightarrow> \<exists>y\<in>B. f x = g y"
- assumes B: "\<And>y. y \<in> B \<Longrightarrow> \<exists>x\<in>A. g y = f x"
- shows "f ` A = g ` B"
-proof safe
- fix x assume "x \<in> A"
- with A obtain y where "f x = g y" "y \<in> B" by auto
- then show "f x \<in> g ` B" by auto
-next
- fix y assume "y \<in> B"
- with B obtain x where "g y = f x" "x \<in> A" by auto
- then show "g y \<in> f ` A" by auto
-qed
-
lemma sums_If_finite:
assumes finite: "finite {r. P r}"
shows "(\<lambda>r. if P r then f r else 0) sums (\<Sum>r\<in>{r. P r}. f r)" (is "?F sums _")
@@ -57,9 +43,15 @@
lemma (in sigma_algebra) simple_functionD:
assumes "simple_function g"
- shows "finite (g ` space M)"
- "x \<in> g ` space M \<Longrightarrow> g -` {x} \<inter> space M \<in> sets M"
- using assms unfolding simple_function_def by auto
+ shows "finite (g ` space M)" and "g -` X \<inter> space M \<in> sets M"
+proof -
+ show "finite (g ` space M)"
+ using assms unfolding simple_function_def by auto
+ have "g -` X \<inter> space M = g -` (X \<inter> g`space M) \<inter> space M" by auto
+ also have "\<dots> = (\<Union>x\<in>X \<inter> g`space M. g-`{x} \<inter> space M)" by auto
+ finally show "g -` X \<inter> space M \<in> sets M" using assms
+ by (auto intro!: finite_UN simp del: UN_simps simp: simple_function_def)
+qed
lemma (in sigma_algebra) simple_function_indicator_representation:
fixes f ::"'a \<Rightarrow> pinfreal"
@@ -516,9 +508,7 @@
proof -
interpret v: measure_space M \<nu>
by (rule measure_space_cong) fact
- have "\<And>x. x \<in> space M \<Longrightarrow> f -` {f x} \<inter> space M \<in> sets M"
- using `simple_function f`[THEN simple_functionD(2)] by auto
- with assms show ?thesis
+ from simple_functionD[OF `simple_function f`] assms show ?thesis
unfolding simple_integral_def v.simple_integral_def
by (auto intro!: setsum_cong)
qed
@@ -629,6 +619,28 @@
by (auto simp: setsum_right_distrib field_simps intro!: setsum_cong)
qed
+lemma (in sigma_algebra) simple_function_If:
+ assumes sf: "simple_function f" "simple_function g" and A: "A \<in> sets M"
+ shows "simple_function (\<lambda>x. if x \<in> A then f x else g x)" (is "simple_function ?IF")
+proof -
+ def F \<equiv> "\<lambda>x. f -` {x} \<inter> space M" and G \<equiv> "\<lambda>x. g -` {x} \<inter> space M"
+ show ?thesis unfolding simple_function_def
+ proof safe
+ have "?IF ` space M \<subseteq> f ` space M \<union> g ` space M" by auto
+ from finite_subset[OF this] assms
+ show "finite (?IF ` space M)" unfolding simple_function_def by auto
+ next
+ fix x assume "x \<in> space M"
+ then have *: "?IF -` {?IF x} \<inter> space M = (if x \<in> A
+ then ((F (f x) \<inter> A) \<union> (G (f x) - (G (f x) \<inter> A)))
+ else ((F (g x) \<inter> A) \<union> (G (g x) - (G (g x) \<inter> A))))"
+ using sets_into_space[OF A] by (auto split: split_if_asm simp: G_def F_def)
+ have [intro]: "\<And>x. F x \<in> sets M" "\<And>x. G x \<in> sets M"
+ unfolding F_def G_def using sf[THEN simple_functionD(2)] by auto
+ show "?IF -` {?IF x} \<inter> space M \<in> sets M" unfolding * using A by auto
+ qed
+qed
+
lemma (in measure_space) simple_integral_mono_AE:
assumes "simple_function f" and "simple_function g"
and mono: "AE x. f x \<le> g x"
@@ -652,8 +664,8 @@
obtain N where N: "{x\<in>space M. \<not> f x \<le> g x} \<subseteq> N" "N \<in> sets M" "\<mu> N = 0"
using mono by (auto elim!: AE_E)
have "?S x \<subseteq> N" using N `x \<in> space M` False by auto
- moreover have "?S x \<in> sets M" using assms `x \<in> space M`
- by (rule_tac Int) (auto intro!: simple_functionD(2))
+ moreover have "?S x \<in> sets M" using assms
+ by (rule_tac Int) (auto intro!: simple_functionD)
ultimately have "\<mu> (?S x) \<le> \<mu> N"
using `N \<in> sets M` by (auto intro!: measure_mono)
then show ?thesis using `\<mu> N = 0` by auto
@@ -831,8 +843,67 @@
section "Continuous posititve integration"
definition (in measure_space)
+ "positive_integral f = SUPR {g. simple_function g \<and> g \<le> f} simple_integral"
+
+lemma (in measure_space) positive_integral_alt:
"positive_integral f =
- (SUP g : {g. simple_function g \<and> g \<le> f \<and> \<omega> \<notin> g`space M}. simple_integral g)"
+ (SUPR {g. simple_function g \<and> g \<le> f \<and> \<omega> \<notin> g`space M} simple_integral)" (is "_ = ?alt")
+proof (rule antisym SUP_leI)
+ show "positive_integral f \<le> ?alt" unfolding positive_integral_def
+ proof (safe intro!: SUP_leI)
+ fix g assume g: "simple_function g" "g \<le> f"
+ let ?G = "g -` {\<omega>} \<inter> space M"
+ show "simple_integral g \<le>
+ SUPR {g. simple_function g \<and> g \<le> f \<and> \<omega> \<notin> g ` space M} simple_integral"
+ (is "simple_integral g \<le> SUPR ?A simple_integral")
+ proof cases
+ let ?g = "\<lambda>x. indicator (space M - ?G) x * g x"
+ have g': "simple_function ?g"
+ using g by (auto intro: simple_functionD)
+ moreover
+ assume "\<mu> ?G = 0"
+ then have "AE x. g x = ?g x" using g
+ by (intro AE_I[where N="?G"])
+ (auto intro: simple_functionD simp: indicator_def)
+ with g(1) g' have "simple_integral g = simple_integral ?g"
+ by (rule simple_integral_cong_AE)
+ moreover have "?g \<le> g" by (auto simp: le_fun_def indicator_def)
+ from this `g \<le> f` have "?g \<le> f" by (rule order_trans)
+ moreover have "\<omega> \<notin> ?g ` space M"
+ by (auto simp: indicator_def split: split_if_asm)
+ ultimately show ?thesis by (auto intro!: le_SUPI)
+ next
+ assume "\<mu> ?G \<noteq> 0"
+ then have "?G \<noteq> {}" by auto
+ then have "\<omega> \<in> g`space M" by force
+ then have "space M \<noteq> {}" by auto
+ have "SUPR ?A simple_integral = \<omega>"
+ proof (intro SUP_\<omega>[THEN iffD2] allI impI)
+ fix x assume "x < \<omega>"
+ then guess n unfolding less_\<omega>_Ex_of_nat .. note n = this
+ then have "0 < n" by (intro neq0_conv[THEN iffD1] notI) simp
+ let ?g = "\<lambda>x. (of_nat n / (if \<mu> ?G = \<omega> then 1 else \<mu> ?G)) * indicator ?G x"
+ show "\<exists>i\<in>?A. x < simple_integral i"
+ proof (intro bexI impI CollectI conjI)
+ show "simple_function ?g" using g
+ by (auto intro!: simple_functionD simple_function_add)
+ have "?g \<le> g" by (auto simp: le_fun_def indicator_def)
+ from this g(2) show "?g \<le> f" by (rule order_trans)
+ show "\<omega> \<notin> ?g ` space M"
+ using `\<mu> ?G \<noteq> 0` by (auto simp: indicator_def split: split_if_asm)
+ have "x < (of_nat n / (if \<mu> ?G = \<omega> then 1 else \<mu> ?G)) * \<mu> ?G"
+ using n `\<mu> ?G \<noteq> 0` `0 < n`
+ by (auto simp: pinfreal_noteq_omega_Ex field_simps)
+ also have "\<dots> = simple_integral ?g" using g `space M \<noteq> {}`
+ by (subst simple_integral_indicator)
+ (auto simp: image_constant ac_simps dest: simple_functionD)
+ finally show "x < simple_integral ?g" .
+ qed
+ qed
+ then show ?thesis by simp
+ qed
+ qed
+qed (auto intro!: SUP_subset simp: positive_integral_def)
lemma (in measure_space) positive_integral_cong_measure:
assumes "\<And>A. A \<in> sets M \<Longrightarrow> \<nu> A = \<mu> A"
@@ -849,7 +920,7 @@
lemma (in measure_space) positive_integral_alt1:
"positive_integral f =
(SUP g : {g. simple_function g \<and> (\<forall>x\<in>space M. g x \<le> f x \<and> g x \<noteq> \<omega>)}. simple_integral g)"
- unfolding positive_integral_def SUPR_def
+ unfolding positive_integral_alt SUPR_def
proof (safe intro!: arg_cong[where f=Sup])
fix g let ?g = "\<lambda>x. if x \<in> space M then g x else f x"
assume "simple_function g" "\<forall>x\<in>space M. g x \<le> f x \<and> g x \<noteq> \<omega>"
@@ -866,75 +937,6 @@
by auto
qed
-lemma (in measure_space) positive_integral_alt:
- "positive_integral f =
- (SUP g : {g. simple_function g \<and> g \<le> f}. simple_integral g)"
- apply(rule order_class.antisym) unfolding positive_integral_def
- apply(rule SUPR_subset) apply blast apply(rule SUPR_mono_lim)
-proof safe fix u assume u:"simple_function u" and uf:"u \<le> f"
- let ?u = "\<lambda>n x. if u x = \<omega> then Real (real (n::nat)) else u x"
- have su:"\<And>n. simple_function (?u n)" using simple_function_compose1[OF u] .
- show "\<exists>b. \<forall>n. b n \<in> {g. simple_function g \<and> g \<le> f \<and> \<omega> \<notin> g ` space M} \<and>
- (\<lambda>n. simple_integral (b n)) ----> simple_integral u"
- apply(rule_tac x="?u" in exI, safe) apply(rule su)
- proof- fix n::nat have "?u n \<le> u" unfolding le_fun_def by auto
- also note uf finally show "?u n \<le> f" .
- let ?s = "{x \<in> space M. u x = \<omega>}"
- show "(\<lambda>n. simple_integral (?u n)) ----> simple_integral u"
- proof(cases "\<mu> ?s = 0")
- case True have *:"\<And>n. {x\<in>space M. ?u n x \<noteq> u x} = {x\<in>space M. u x = \<omega>}" by auto
- have *:"\<And>n. simple_integral (?u n) = simple_integral u"
- apply(rule simple_integral_cong'[OF su u]) unfolding * True ..
- show ?thesis unfolding * by auto
- next case False note m0=this
- have s:"{x \<in> space M. u x = \<omega>} \<in> sets M" using u by (auto simp: borel_measurable_simple_function)
- have "\<omega> = simple_integral (\<lambda>x. \<omega> * indicator {x\<in>space M. u x = \<omega>} x)"
- apply(subst simple_integral_mult) using s
- unfolding simple_integral_indicator_only[OF s] using False by auto
- also have "... \<le> simple_integral u"
- apply (rule simple_integral_mono)
- apply (rule simple_function_mult)
- apply (rule simple_function_const)
- apply(rule ) prefer 3 apply(subst indicator_def)
- using s u by auto
- finally have *:"simple_integral u = \<omega>" by auto
- show ?thesis unfolding * Lim_omega_pos
- proof safe case goal1
- from real_arch_simple[of "B / real (\<mu> ?s)"] guess N0 .. note N=this
- def N \<equiv> "Suc N0" have N:"real N \<ge> B / real (\<mu> ?s)" "N > 0"
- unfolding N_def using N by auto
- show ?case apply-apply(rule_tac x=N in exI,safe)
- proof- case goal1
- have "Real B \<le> Real (real N) * \<mu> ?s"
- proof(cases "\<mu> ?s = \<omega>")
- case True thus ?thesis using `B>0` N by auto
- next case False
- have *:"B \<le> real N * real (\<mu> ?s)"
- using N(1) apply-apply(subst (asm) pos_divide_le_eq)
- apply rule using m0 False by auto
- show ?thesis apply(subst Real_real'[THEN sym,OF False])
- apply(subst pinfreal_times,subst if_P) defer
- apply(subst pinfreal_less_eq,subst if_P) defer
- using * N `B>0` by(auto intro: mult_nonneg_nonneg)
- qed
- also have "... \<le> Real (real n) * \<mu> ?s"
- apply(rule mult_right_mono) using goal1 by auto
- also have "... = simple_integral (\<lambda>x. Real (real n) * indicator ?s x)"
- apply(subst simple_integral_mult) apply(rule simple_function_indicator[OF s])
- unfolding simple_integral_indicator_only[OF s] ..
- also have "... \<le> simple_integral (\<lambda>x. if u x = \<omega> then Real (real n) else u x)"
- apply(rule simple_integral_mono) apply(rule simple_function_mult)
- apply(rule simple_function_const)
- apply(rule simple_function_indicator) apply(rule s su)+ by auto
- finally show ?case .
- qed qed qed
- fix x assume x:"\<omega> = (if u x = \<omega> then Real (real n) else u x)" "x \<in> space M"
- hence "u x = \<omega>" apply-apply(rule ccontr) by auto
- hence "\<omega> = Real (real n)" using x by auto
- thus False by auto
- qed
-qed
-
lemma (in measure_space) positive_integral_cong:
assumes "\<And>x. x \<in> space M \<Longrightarrow> f x = g x"
shows "positive_integral f = positive_integral g"
@@ -947,7 +949,7 @@
lemma (in measure_space) positive_integral_eq_simple_integral:
assumes "simple_function f"
shows "positive_integral f = simple_integral f"
- unfolding positive_integral_alt
+ unfolding positive_integral_def
proof (safe intro!: pinfreal_SUPI)
fix g assume "simple_function g" "g \<le> f"
with assms show "simple_integral g \<le> simple_integral f"
@@ -1008,6 +1010,12 @@
shows "positive_integral u \<le> positive_integral v"
using mono by (auto intro!: AE_cong positive_integral_mono_AE)
+lemma image_set_cong:
+ assumes A: "\<And>x. x \<in> A \<Longrightarrow> \<exists>y\<in>B. f x = g y"
+ assumes B: "\<And>y. y \<in> B \<Longrightarrow> \<exists>x\<in>A. g y = f x"
+ shows "f ` A = g ` B"
+ using assms by blast
+
lemma (in measure_space) positive_integral_vimage:
fixes g :: "'a \<Rightarrow> pinfreal" and f :: "'d \<Rightarrow> 'a"
assumes f: "bij_betw f S (space M)"
@@ -1020,14 +1028,12 @@
from assms have inv: "bij_betw (the_inv_into S f) (space M) S"
by (rule bij_betw_the_inv_into)
then have inv_fun: "the_inv_into S f \<in> space M \<rightarrow> S" unfolding bij_betw_def by auto
-
have surj: "f`S = space M"
using f unfolding bij_betw_def by simp
have inj: "inj_on f S"
using f unfolding bij_betw_def by simp
have inv_f: "\<And>x. x \<in> space M \<Longrightarrow> f (the_inv_into S f x) = x"
using f_the_inv_into_f[of f S] f unfolding bij_betw_def by auto
-
from simple_integral_vimage[OF assms, symmetric]
have *: "simple_integral = T.simple_integral \<circ> (\<lambda>g. g \<circ> f)" by (simp add: comp_def)
show ?thesis
@@ -1181,7 +1187,7 @@
by (auto intro!: SUP_leI positive_integral_mono)
next
show "positive_integral u \<le> (SUP i. positive_integral (f i))"
- unfolding positive_integral_def[of u]
+ unfolding positive_integral_alt[of u]
by (auto intro!: SUP_leI positive_integral_SUP_approx[OF assms])
qed
qed
@@ -1194,7 +1200,6 @@
proof -
have "?u \<in> borel_measurable M"
using borel_measurable_SUP[of _ f] assms by (simp add: SUPR_fun_expand)
-
show ?thesis
proof (rule antisym)
show "(SUP j. positive_integral (f j)) \<le> positive_integral ?u"
@@ -1205,9 +1210,10 @@
using assms by (simp cong: measurable_cong)
moreover have iso: "rf \<up> ru" using assms unfolding rf_def ru_def
unfolding isoton_def SUPR_fun_expand le_fun_def fun_eq_iff
+ using SUP_const[OF UNIV_not_empty]
by (auto simp: restrict_def le_fun_def SUPR_fun_expand fun_eq_iff)
ultimately have "positive_integral ru \<le> (SUP i. positive_integral (rf i))"
- unfolding positive_integral_def[of ru]
+ unfolding positive_integral_alt[of ru]
by (auto simp: le_fun_def intro!: SUP_leI positive_integral_SUP_approx)
then show "positive_integral ?u \<le> (SUP i. positive_integral (f i))"
unfolding ru_def rf_def by (simp cong: positive_integral_cong)
@@ -1523,19 +1529,18 @@
apply (rule arg_cong[where f=Sup])
proof (auto simp add: image_iff simple_integral_restricted[OF `A \<in> sets M`])
fix g assume "simple_function (\<lambda>x. g x * indicator A x)"
- "g \<le> f" "\<forall>x\<in>A. \<omega> \<noteq> g x"
- then show "\<exists>x. simple_function x \<and> x \<le> (\<lambda>x. f x * indicator A x) \<and> (\<forall>y\<in>space M. \<omega> \<noteq> x y) \<and>
+ "g \<le> f"
+ then show "\<exists>x. simple_function x \<and> x \<le> (\<lambda>x. f x * indicator A x) \<and>
simple_integral (\<lambda>x. g x * indicator A x) = simple_integral x"
apply (rule_tac exI[of _ "\<lambda>x. g x * indicator A x"])
by (auto simp: indicator_def le_fun_def)
next
fix g assume g: "simple_function g" "g \<le> (\<lambda>x. f x * indicator A x)"
- "\<forall>x\<in>space M. \<omega> \<noteq> g x"
then have *: "(\<lambda>x. g x * indicator A x) = g"
"\<And>x. g x * indicator A x = g x"
"\<And>x. g x \<le> f x"
by (auto simp: le_fun_def fun_eq_iff indicator_def split: split_if_asm)
- from g show "\<exists>x. simple_function (\<lambda>xa. x xa * indicator A xa) \<and> x \<le> f \<and> (\<forall>xa\<in>A. \<omega> \<noteq> x xa) \<and>
+ from g show "\<exists>x. simple_function (\<lambda>xa. x xa * indicator A xa) \<and> x \<le> f \<and>
simple_integral g = simple_integral (\<lambda>xa. x xa * indicator A xa)"
using `A \<in> sets M`[THEN sets_into_space]
apply (rule_tac exI[of _ "\<lambda>x. g x * indicator A x"])
@@ -2299,7 +2304,7 @@
qed
lemma (in finite_measure_space) simple_function_finite[simp, intro]: "simple_function f"
- unfolding simple_function_def sets_eq_Pow using finite_space by auto
+ unfolding simple_function_def using finite_space by auto
lemma (in finite_measure_space) borel_measurable_finite[intro, simp]: "f \<in> borel_measurable M"
by (auto intro: borel_measurable_simple_function)
@@ -2310,7 +2315,7 @@
have *: "positive_integral f = positive_integral (\<lambda>x. \<Sum>y\<in>space M. f y * indicator {y} x)"
by (auto intro!: positive_integral_cong simp add: indicator_def if_distrib setsum_cases[OF finite_space])
show ?thesis unfolding * using borel_measurable_finite[of f]
- by (simp add: positive_integral_setsum positive_integral_cmult_indicator sets_eq_Pow)
+ by (simp add: positive_integral_setsum positive_integral_cmult_indicator)
qed
lemma (in finite_measure_space) integral_finite_singleton:
@@ -2322,9 +2327,9 @@
"positive_integral (\<lambda>x. Real (- f x)) = (\<Sum>x \<in> space M. Real (- f x) * \<mu> {x})"
unfolding positive_integral_finite_eq_setsum by auto
show "integrable f" using finite_space finite_measure
- by (simp add: setsum_\<omega> integrable_def sets_eq_Pow)
+ by (simp add: setsum_\<omega> integrable_def)
show ?I using finite_measure
- apply (simp add: integral_def sets_eq_Pow real_of_pinfreal_setsum[symmetric]
+ apply (simp add: integral_def real_of_pinfreal_setsum[symmetric]
real_of_pinfreal_mult[symmetric] setsum_subtractf[symmetric])
by (rule setsum_cong) (simp_all split: split_if)
qed
--- a/src/HOL/Probability/Lebesgue_Measure.thy Thu Dec 02 16:39:07 2010 +0100
+++ b/src/HOL/Probability/Lebesgue_Measure.thy Thu Dec 02 16:39:15 2010 +0100
@@ -4,89 +4,6 @@
imports Product_Measure Gauge_Measure Complete_Measure
begin
-lemma (in complete_lattice) SUP_pair:
- "(SUP i:A. SUP j:B. f i j) = (SUP p:A\<times>B. (\<lambda> (i, j). f i j) p)" (is "?l = ?r")
-proof (intro antisym SUP_leI)
- fix i j assume "i \<in> A" "j \<in> B"
- then have "(case (i,j) of (i,j) \<Rightarrow> f i j) \<le> ?r"
- by (intro SUPR_upper) auto
- then show "f i j \<le> ?r" by auto
-next
- fix p assume "p \<in> A \<times> B"
- then obtain i j where "p = (i,j)" "i \<in> A" "j \<in> B" by auto
- have "f i j \<le> (SUP j:B. f i j)" using `j \<in> B` by (intro SUPR_upper)
- also have "(SUP j:B. f i j) \<le> ?l" using `i \<in> A` by (intro SUPR_upper)
- finally show "(case p of (i, j) \<Rightarrow> f i j) \<le> ?l" using `p = (i,j)` by simp
-qed
-
-lemma (in complete_lattice) SUP_surj_compose:
- assumes *: "f`A = B" shows "SUPR A (g \<circ> f) = SUPR B g"
- unfolding SUPR_def unfolding *[symmetric]
- by (simp add: image_compose)
-
-lemma (in complete_lattice) SUP_swap:
- "(SUP i:A. SUP j:B. f i j) = (SUP j:B. SUP i:A. f i j)"
-proof -
- have *: "(\<lambda>(i,j). (j,i)) ` (B \<times> A) = A \<times> B" by auto
- show ?thesis
- unfolding SUP_pair SUP_surj_compose[symmetric, OF *]
- by (auto intro!: arg_cong[where f=Sup] image_eqI simp: comp_def SUPR_def)
-qed
-
-lemma SUP_\<omega>: "(SUP i:A. f i) = \<omega> \<longleftrightarrow> (\<forall>x<\<omega>. \<exists>i\<in>A. x < f i)"
-proof
- assume *: "(SUP i:A. f i) = \<omega>"
- show "(\<forall>x<\<omega>. \<exists>i\<in>A. x < f i)" unfolding *[symmetric]
- proof (intro allI impI)
- fix x assume "x < SUPR A f" then show "\<exists>i\<in>A. x < f i"
- unfolding less_SUP_iff by auto
- qed
-next
- assume *: "\<forall>x<\<omega>. \<exists>i\<in>A. x < f i"
- show "(SUP i:A. f i) = \<omega>"
- proof (rule pinfreal_SUPI)
- fix y assume **: "\<And>i. i \<in> A \<Longrightarrow> f i \<le> y"
- show "\<omega> \<le> y"
- proof cases
- assume "y < \<omega>"
- from *[THEN spec, THEN mp, OF this]
- obtain i where "i \<in> A" "\<not> (f i \<le> y)" by auto
- with ** show ?thesis by auto
- qed auto
- qed auto
-qed
-
-lemma psuminf_commute:
- shows "(\<Sum>\<^isub>\<infinity> i j. f i j) = (\<Sum>\<^isub>\<infinity> j i. f i j)"
-proof -
- have "(SUP n. \<Sum> i < n. SUP m. \<Sum> j < m. f i j) = (SUP n. SUP m. \<Sum> i < n. \<Sum> j < m. f i j)"
- apply (subst SUPR_pinfreal_setsum)
- by auto
- also have "\<dots> = (SUP m n. \<Sum> j < m. \<Sum> i < n. f i j)"
- apply (subst SUP_swap)
- apply (subst setsum_commute)
- by auto
- also have "\<dots> = (SUP m. \<Sum> j < m. SUP n. \<Sum> i < n. f i j)"
- apply (subst SUPR_pinfreal_setsum)
- by auto
- finally show ?thesis
- unfolding psuminf_def by auto
-qed
-
-lemma psuminf_SUP_eq:
- assumes "\<And>n i. f n i \<le> f (Suc n) i"
- shows "(\<Sum>\<^isub>\<infinity> i. SUP n::nat. f n i) = (SUP n::nat. \<Sum>\<^isub>\<infinity> i. f n i)"
-proof -
- { fix n :: nat
- have "(\<Sum>i<n. SUP k. f k i) = (SUP k. \<Sum>i<n. f k i)"
- using assms by (auto intro!: SUPR_pinfreal_setsum[symmetric]) }
- note * = this
- show ?thesis
- unfolding psuminf_def
- unfolding *
- apply (subst SUP_swap) ..
-qed
-
subsection {* Standard Cubes *}
definition cube :: "nat \<Rightarrow> 'a::ordered_euclidean_space set" where
@@ -838,20 +755,6 @@
qed
qed
-lemma Real_mult_nonneg: assumes "x \<ge> 0" "y \<ge> 0"
- shows "Real (x * y) = Real x * Real y" using assms by auto
-
-lemma Real_setprod: assumes "\<forall>x\<in>A. f x \<ge> 0" shows "Real (setprod f A) = setprod (\<lambda>x. Real (f x)) A"
-proof(cases "finite A")
- case True thus ?thesis using assms
- proof(induct A) case (insert x A)
- have "0 \<le> setprod f A" apply(rule setprod_nonneg) using insert by auto
- thus ?case unfolding setprod_insert[OF insert(1-2)] apply-
- apply(subst Real_mult_nonneg) prefer 3 apply(subst insert(3)[THEN sym])
- using insert by auto
- qed auto
-qed auto
-
lemma e2p_Int:"e2p ` A \<inter> e2p ` B = e2p ` (A \<inter> B)" (is "?L = ?R")
apply(rule image_Int[THEN sym]) using bij_euclidean_component
unfolding bij_betw_def by auto
--- a/src/HOL/Probability/Measure.thy Thu Dec 02 16:39:07 2010 +0100
+++ b/src/HOL/Probability/Measure.thy Thu Dec 02 16:39:15 2010 +0100
@@ -651,27 +651,6 @@
abbreviation (in measure_space) "null_sets \<equiv> {N\<in>sets M. \<mu> N = 0}"
-definition (in measure_space)
- almost_everywhere :: "('a \<Rightarrow> bool) \<Rightarrow> bool" (binder "AE " 10) where
- "almost_everywhere P \<longleftrightarrow> (\<exists>N\<in>null_sets. { x \<in> space M. \<not> P x } \<subseteq> N)"
-
-lemma (in measure_space) AE_I':
- "N \<in> null_sets \<Longrightarrow> {x\<in>space M. \<not> P x} \<subseteq> N \<Longrightarrow> (AE x. P x)"
- unfolding almost_everywhere_def by auto
-
-lemma (in measure_space) AE_iff_null_set:
- assumes "{x\<in>space M. \<not> P x} \<in> sets M" (is "?P \<in> sets M")
- shows "(AE x. P x) \<longleftrightarrow> {x\<in>space M. \<not> P x} \<in> null_sets"
-proof
- assume "AE x. P x" then obtain N where N: "N \<in> sets M" "?P \<subseteq> N" "\<mu> N = 0"
- unfolding almost_everywhere_def by auto
- moreover have "\<mu> ?P \<le> \<mu> N"
- using assms N(1,2) by (auto intro: measure_mono)
- ultimately show "?P \<in> null_sets" using assms by auto
-next
- assume "?P \<in> null_sets" with assms show "AE x. P x" by (auto intro: AE_I')
-qed
-
lemma (in measure_space) null_sets_Un[intro]:
assumes "N \<in> null_sets" "N' \<in> null_sets"
shows "N \<union> N' \<in> null_sets"
@@ -703,6 +682,17 @@
using assms by auto
qed
+lemma (in measure_space) null_sets_finite_UN:
+ assumes "finite S" "\<And>i. i \<in> S \<Longrightarrow> A i \<in> null_sets"
+ shows "(\<Union>i\<in>S. A i) \<in> null_sets"
+proof (intro CollectI conjI)
+ show "(\<Union>i\<in>S. A i) \<in> sets M" using assms by (intro finite_UN) auto
+ have "\<mu> (\<Union>i\<in>S. A i) \<le> (\<Sum>i\<in>S. \<mu> (A i))"
+ using assms by (intro measure_finitely_subadditive) auto
+ then show "\<mu> (\<Union>i\<in>S. A i) = 0"
+ using assms by auto
+qed
+
lemma (in measure_space) null_set_Int1:
assumes "B \<in> null_sets" "A \<in> sets M" shows "A \<inter> B \<in> null_sets"
using assms proof (intro CollectI conjI)
@@ -741,6 +731,29 @@
by (subst measure_additive[symmetric]) auto
qed
+section "Formalise almost everywhere"
+
+definition (in measure_space)
+ almost_everywhere :: "('a \<Rightarrow> bool) \<Rightarrow> bool" (binder "AE " 10) where
+ "almost_everywhere P \<longleftrightarrow> (\<exists>N\<in>null_sets. { x \<in> space M. \<not> P x } \<subseteq> N)"
+
+lemma (in measure_space) AE_I':
+ "N \<in> null_sets \<Longrightarrow> {x\<in>space M. \<not> P x} \<subseteq> N \<Longrightarrow> (AE x. P x)"
+ unfolding almost_everywhere_def by auto
+
+lemma (in measure_space) AE_iff_null_set:
+ assumes "{x\<in>space M. \<not> P x} \<in> sets M" (is "?P \<in> sets M")
+ shows "(AE x. P x) \<longleftrightarrow> {x\<in>space M. \<not> P x} \<in> null_sets"
+proof
+ assume "AE x. P x" then obtain N where N: "N \<in> sets M" "?P \<subseteq> N" "\<mu> N = 0"
+ unfolding almost_everywhere_def by auto
+ moreover have "\<mu> ?P \<le> \<mu> N"
+ using assms N(1,2) by (auto intro: measure_mono)
+ ultimately show "?P \<in> null_sets" using assms by auto
+next
+ assume "?P \<in> null_sets" with assms show "AE x. P x" by (auto intro: AE_I')
+qed
+
lemma (in measure_space) AE_True[intro, simp]: "AE x. True"
unfolding almost_everywhere_def by auto
@@ -1409,7 +1422,7 @@
show "\<mu> {x} \<noteq> \<omega>" by (auto simp: insert_absorb[OF *] Diff_subset) }
qed
-sublocale finite_measure_space < finite_measure
+sublocale finite_measure_space \<subseteq> finite_measure
proof
show "\<mu> (space M) \<noteq> \<omega>"
unfolding sum_over_space[symmetric] setsum_\<omega>
--- a/src/HOL/Probability/Positive_Infinite_Real.thy Thu Dec 02 16:39:07 2010 +0100
+++ b/src/HOL/Probability/Positive_Infinite_Real.thy Thu Dec 02 16:39:15 2010 +0100
@@ -6,14 +6,6 @@
imports Complex_Main Nat_Bijection Multivariate_Analysis
begin
-lemma range_const[simp]: "range (\<lambda>x. c) = {c}" by auto
-
-lemma (in complete_lattice) SUPR_const[simp]: "(SUP i. c) = c"
- unfolding SUPR_def by simp
-
-lemma (in complete_lattice) INFI_const[simp]: "(INF i. c) = c"
- unfolding INFI_def by simp
-
lemma (in complete_lattice) Sup_start:
assumes *: "\<And>x. f x \<le> f 0"
shows "(SUP n. f n) = f 0"
@@ -94,6 +86,26 @@
ultimately show ?thesis by simp
qed
+lemma (in complete_lattice) lim_INF_le_lim_SUP:
+ fixes f :: "nat \<Rightarrow> 'a"
+ shows "(SUP n. INF m. f (n + m)) \<le> (INF n. SUP m. f (n + m))"
+proof (rule SUP_leI, rule le_INFI)
+ fix i j show "(INF m. f (i + m)) \<le> (SUP m. f (j + m))"
+ proof (cases rule: le_cases)
+ assume "i \<le> j"
+ have "(INF m. f (i + m)) \<le> f (i + (j - i))" by (rule INF_leI) simp
+ also have "\<dots> = f (j + 0)" using `i \<le> j` by auto
+ also have "\<dots> \<le> (SUP m. f (j + m))" by (rule le_SUPI) simp
+ finally show ?thesis .
+ next
+ assume "j \<le> i"
+ have "(INF m. f (i + m)) \<le> f (i + 0)" by (rule INF_leI) simp
+ also have "\<dots> = f (j + (i - j))" using `j \<le> i` by auto
+ also have "\<dots> \<le> (SUP m. f (j + m))" by (rule le_SUPI) simp
+ finally show ?thesis .
+ qed
+qed
+
text {*
We introduce the the positive real numbers as needed for measure theory.
@@ -348,6 +360,20 @@
lemma real_of_pinfreal_mult: "real X * real Y = real (X * Y :: pinfreal)"
by (cases X, cases Y) (auto simp: zero_le_mult_iff)
+lemma Real_mult_nonneg: assumes "x \<ge> 0" "y \<ge> 0"
+ shows "Real (x * y) = Real x * Real y" using assms by auto
+
+lemma Real_setprod: assumes "\<forall>x\<in>A. f x \<ge> 0" shows "Real (setprod f A) = setprod (\<lambda>x. Real (f x)) A"
+proof(cases "finite A")
+ case True thus ?thesis using assms
+ proof(induct A) case (insert x A)
+ have "0 \<le> setprod f A" apply(rule setprod_nonneg) using insert by auto
+ thus ?case unfolding setprod_insert[OF insert(1-2)] apply-
+ apply(subst Real_mult_nonneg) prefer 3 apply(subst insert(3)[THEN sym])
+ using insert by auto
+ qed auto
+qed auto
+
subsection "@{typ pinfreal} is a linear order"
instantiation pinfreal :: linorder
@@ -549,6 +575,14 @@
lemma pinfreal_of_nat[simp]: "of_nat m = Real (real m)"
by (induct m) (auto simp: real_of_nat_Suc one_pinfreal_def simp del: Real_1)
+lemma less_\<omega>_Ex_of_nat: "x < \<omega> \<longleftrightarrow> (\<exists>n. x < of_nat n)"
+proof safe
+ assume "x < \<omega>"
+ then obtain r where "0 \<le> r" "x = Real r" by (cases x) auto
+ moreover obtain n where "r < of_nat n" using ex_less_of_nat by auto
+ ultimately show "\<exists>n. x < of_nat n" by (auto simp: real_eq_of_nat)
+qed auto
+
lemma real_of_pinfreal_mono:
fixes a b :: pinfreal
assumes "b \<noteq> \<omega>" "a \<le> b"
@@ -831,6 +865,29 @@
qed simp
qed simp
+lemma SUP_\<omega>: "(SUP i:A. f i) = \<omega> \<longleftrightarrow> (\<forall>x<\<omega>. \<exists>i\<in>A. x < f i)"
+proof
+ assume *: "(SUP i:A. f i) = \<omega>"
+ show "(\<forall>x<\<omega>. \<exists>i\<in>A. x < f i)" unfolding *[symmetric]
+ proof (intro allI impI)
+ fix x assume "x < SUPR A f" then show "\<exists>i\<in>A. x < f i"
+ unfolding less_SUP_iff by auto
+ qed
+next
+ assume *: "\<forall>x<\<omega>. \<exists>i\<in>A. x < f i"
+ show "(SUP i:A. f i) = \<omega>"
+ proof (rule pinfreal_SUPI)
+ fix y assume **: "\<And>i. i \<in> A \<Longrightarrow> f i \<le> y"
+ show "\<omega> \<le> y"
+ proof cases
+ assume "y < \<omega>"
+ from *[THEN spec, THEN mp, OF this]
+ obtain i where "i \<in> A" "\<not> (f i \<le> y)" by auto
+ with ** show ?thesis by auto
+ qed auto
+ qed auto
+qed
+
subsubsection {* Equivalence between @{text "f ----> x"} and @{text SUP} on @{typ pinfreal} *}
lemma monoseq_monoI: "mono f \<Longrightarrow> monoseq f"
@@ -1241,7 +1298,6 @@
have [intro, simp]: "\<And>A. inj_on f A" using `bij f` unfolding bij_def by (auto intro: subset_inj_on)
have f[intro, simp]: "\<And>x. f (inv f x) = x"
using `bij f` unfolding bij_def by (auto intro: surj_f_inv_f)
-
show ?thesis
proof (rule psuminf_equality)
fix n
@@ -1266,49 +1322,6 @@
qed
qed
-lemma psuminf_2dimen:
- fixes f:: "nat * nat \<Rightarrow> pinfreal"
- assumes fsums: "\<And>m. g m = (\<Sum>\<^isub>\<infinity> n. f (m,n))"
- shows "psuminf (f \<circ> prod_decode) = psuminf g"
-proof (rule psuminf_equality)
- fix n :: nat
- let ?P = "prod_decode ` {..<n}"
- have "setsum (f \<circ> prod_decode) {..<n} = setsum f ?P"
- by (auto simp: setsum_reindex inj_prod_decode)
- also have "\<dots> \<le> setsum f ({..Max (fst ` ?P)} \<times> {..Max (snd ` ?P)})"
- proof (safe intro!: setsum_mono3 Max_ge image_eqI)
- fix a b x assume "(a, b) = prod_decode x"
- from this[symmetric] show "a = fst (prod_decode x)" "b = snd (prod_decode x)"
- by simp_all
- qed simp_all
- also have "\<dots> = (\<Sum>m\<le>Max (fst ` ?P). (\<Sum>n\<le>Max (snd ` ?P). f (m,n)))"
- unfolding setsum_cartesian_product by simp
- also have "\<dots> \<le> (\<Sum>m\<le>Max (fst ` ?P). g m)"
- by (auto intro!: setsum_mono psuminf_upper simp del: setsum_lessThan_Suc
- simp: fsums lessThan_Suc_atMost[symmetric])
- also have "\<dots> \<le> psuminf g"
- by (auto intro!: psuminf_upper simp del: setsum_lessThan_Suc
- simp: lessThan_Suc_atMost[symmetric])
- finally show "setsum (f \<circ> prod_decode) {..<n} \<le> psuminf g" .
-next
- fix y assume *: "\<And>n. setsum (f \<circ> prod_decode) {..<n} \<le> y"
- have g: "g = (\<lambda>m. \<Sum>\<^isub>\<infinity> n. f (m,n))" unfolding fsums[symmetric] ..
- show "psuminf g \<le> y" unfolding g
- proof (rule psuminf_bound, unfold setsum_pinfsum[symmetric], safe intro!: psuminf_bound)
- fix N M :: nat
- let ?P = "{..<N} \<times> {..<M}"
- let ?M = "Max (prod_encode ` ?P)"
- have "(\<Sum>n<M. \<Sum>m<N. f (m, n)) \<le> (\<Sum>(m, n)\<in>?P. f (m, n))"
- unfolding setsum_commute[of _ _ "{..<M}"] unfolding setsum_cartesian_product ..
- also have "\<dots> \<le> (\<Sum>(m,n)\<in>(prod_decode ` {..?M}). f (m, n))"
- by (auto intro!: setsum_mono3 image_eqI[where f=prod_decode, OF prod_encode_inverse[symmetric]])
- also have "\<dots> \<le> y" using *[of "Suc ?M"]
- by (simp add: lessThan_Suc_atMost[symmetric] setsum_reindex
- inj_prod_decode del: setsum_lessThan_Suc)
- finally show "(\<Sum>n<M. \<Sum>m<N. f (m, n)) \<le> y" .
- qed
-qed
-
lemma pinfreal_mult_less_right:
assumes "b * a < c * a" "0 < a" "a < \<omega>"
shows "b < c"
@@ -1384,6 +1397,80 @@
qed simp
qed simp
+lemma psuminf_SUP_eq:
+ assumes "\<And>n i. f n i \<le> f (Suc n) i"
+ shows "(\<Sum>\<^isub>\<infinity> i. SUP n::nat. f n i) = (SUP n::nat. \<Sum>\<^isub>\<infinity> i. f n i)"
+proof -
+ { fix n :: nat
+ have "(\<Sum>i<n. SUP k. f k i) = (SUP k. \<Sum>i<n. f k i)"
+ using assms by (auto intro!: SUPR_pinfreal_setsum[symmetric]) }
+ note * = this
+ show ?thesis
+ unfolding psuminf_def
+ unfolding *
+ apply (subst SUP_commute) ..
+qed
+
+lemma psuminf_commute:
+ shows "(\<Sum>\<^isub>\<infinity> i j. f i j) = (\<Sum>\<^isub>\<infinity> j i. f i j)"
+proof -
+ have "(SUP n. \<Sum> i < n. SUP m. \<Sum> j < m. f i j) = (SUP n. SUP m. \<Sum> i < n. \<Sum> j < m. f i j)"
+ apply (subst SUPR_pinfreal_setsum)
+ by auto
+ also have "\<dots> = (SUP m n. \<Sum> j < m. \<Sum> i < n. f i j)"
+ apply (subst SUP_commute)
+ apply (subst setsum_commute)
+ by auto
+ also have "\<dots> = (SUP m. \<Sum> j < m. SUP n. \<Sum> i < n. f i j)"
+ apply (subst SUPR_pinfreal_setsum)
+ by auto
+ finally show ?thesis
+ unfolding psuminf_def by auto
+qed
+
+lemma psuminf_2dimen:
+ fixes f:: "nat * nat \<Rightarrow> pinfreal"
+ assumes fsums: "\<And>m. g m = (\<Sum>\<^isub>\<infinity> n. f (m,n))"
+ shows "psuminf (f \<circ> prod_decode) = psuminf g"
+proof (rule psuminf_equality)
+ fix n :: nat
+ let ?P = "prod_decode ` {..<n}"
+ have "setsum (f \<circ> prod_decode) {..<n} = setsum f ?P"
+ by (auto simp: setsum_reindex inj_prod_decode)
+ also have "\<dots> \<le> setsum f ({..Max (fst ` ?P)} \<times> {..Max (snd ` ?P)})"
+ proof (safe intro!: setsum_mono3 Max_ge image_eqI)
+ fix a b x assume "(a, b) = prod_decode x"
+ from this[symmetric] show "a = fst (prod_decode x)" "b = snd (prod_decode x)"
+ by simp_all
+ qed simp_all
+ also have "\<dots> = (\<Sum>m\<le>Max (fst ` ?P). (\<Sum>n\<le>Max (snd ` ?P). f (m,n)))"
+ unfolding setsum_cartesian_product by simp
+ also have "\<dots> \<le> (\<Sum>m\<le>Max (fst ` ?P). g m)"
+ by (auto intro!: setsum_mono psuminf_upper simp del: setsum_lessThan_Suc
+ simp: fsums lessThan_Suc_atMost[symmetric])
+ also have "\<dots> \<le> psuminf g"
+ by (auto intro!: psuminf_upper simp del: setsum_lessThan_Suc
+ simp: lessThan_Suc_atMost[symmetric])
+ finally show "setsum (f \<circ> prod_decode) {..<n} \<le> psuminf g" .
+next
+ fix y assume *: "\<And>n. setsum (f \<circ> prod_decode) {..<n} \<le> y"
+ have g: "g = (\<lambda>m. \<Sum>\<^isub>\<infinity> n. f (m,n))" unfolding fsums[symmetric] ..
+ show "psuminf g \<le> y" unfolding g
+ proof (rule psuminf_bound, unfold setsum_pinfsum[symmetric], safe intro!: psuminf_bound)
+ fix N M :: nat
+ let ?P = "{..<N} \<times> {..<M}"
+ let ?M = "Max (prod_encode ` ?P)"
+ have "(\<Sum>n<M. \<Sum>m<N. f (m, n)) \<le> (\<Sum>(m, n)\<in>?P. f (m, n))"
+ unfolding setsum_commute[of _ _ "{..<M}"] unfolding setsum_cartesian_product ..
+ also have "\<dots> \<le> (\<Sum>(m,n)\<in>(prod_decode ` {..?M}). f (m, n))"
+ by (auto intro!: setsum_mono3 image_eqI[where f=prod_decode, OF prod_encode_inverse[symmetric]])
+ also have "\<dots> \<le> y" using *[of "Suc ?M"]
+ by (simp add: lessThan_Suc_atMost[symmetric] setsum_reindex
+ inj_prod_decode del: setsum_lessThan_Suc)
+ finally show "(\<Sum>n<M. \<Sum>m<N. f (m, n)) \<le> y" .
+ qed
+qed
+
lemma Real_max:
assumes "x \<ge> 0" "y \<ge> 0"
shows "Real (max x y) = max (Real x) (Real y)"
@@ -2076,20 +2163,6 @@
lemma real_Real_max:"real (Real x) = max x 0"
unfolding real_Real by auto
-lemma (in complete_lattice) SUPR_upper:
- "x \<in> A \<Longrightarrow> f x \<le> SUPR A f"
- unfolding SUPR_def apply(rule Sup_upper) by auto
-
-lemma (in complete_lattice) SUPR_subset:
- assumes "A \<subseteq> B" shows "SUPR A f \<le> SUPR B f"
- apply(rule SUP_leI) apply(rule SUPR_upper) using assms by auto
-
-lemma (in complete_lattice) SUPR_mono:
- assumes "\<forall>a\<in>A. \<exists>b\<in>B. f b \<ge> f a"
- shows "SUPR A f \<le> SUPR B f"
- unfolding SUPR_def apply(rule Sup_mono)
- using assms by auto
-
lemma Sup_lim:
assumes "\<forall>n. b n \<in> s" "b ----> (a::pinfreal)"
shows "a \<le> Sup s"
@@ -2161,11 +2234,6 @@
unfolding Real_real using om by auto
qed qed
-lemma less_SUP_iff:
- fixes a :: pinfreal
- shows "(a < (SUP i:A. f i)) \<longleftrightarrow> (\<exists>x\<in>A. a < f x)"
- unfolding SUPR_def less_Sup_iff by auto
-
lemma Sup_mono_lim:
assumes "\<forall>a\<in>A. \<exists>b. \<forall>n. b n \<in> B \<and> b ----> (a::pinfreal)"
shows "Sup A \<le> Sup B"
@@ -2371,26 +2439,6 @@
shows "a \<le> a - b \<Longrightarrow> a \<noteq> 0 \<Longrightarrow> a \<noteq> \<omega> \<Longrightarrow> b = 0"
by (cases a, cases b, auto split: split_if_asm)
-lemma lim_INF_le_lim_SUP:
- fixes f :: "nat \<Rightarrow> pinfreal"
- shows "(SUP n. INF m. f (n + m)) \<le> (INF n. SUP m. f (n + m))"
-proof (rule complete_lattice_class.SUP_leI, rule complete_lattice_class.le_INFI)
- fix i j show "(INF m. f (i + m)) \<le> (SUP m. f (j + m))"
- proof (cases rule: le_cases)
- assume "i \<le> j"
- have "(INF m. f (i + m)) \<le> f (i + (j - i))" by (rule INF_leI) simp
- also have "\<dots> = f (j + 0)" using `i \<le> j` by auto
- also have "\<dots> \<le> (SUP m. f (j + m))" by (rule le_SUPI) simp
- finally show ?thesis .
- next
- assume "j \<le> i"
- have "(INF m. f (i + m)) \<le> f (i + 0)" by (rule INF_leI) simp
- also have "\<dots> = f (j + (i - j))" using `j \<le> i` by auto
- also have "\<dots> \<le> (SUP m. f (j + m))" by (rule le_SUPI) simp
- finally show ?thesis .
- qed
-qed
-
lemma lim_INF_eq_lim_SUP:
fixes X :: "nat \<Rightarrow> real"
assumes "\<And>i. 0 \<le> X i" and "0 \<le> x"
@@ -2707,4 +2755,21 @@
lemma lessThan_0_Empty: "{..< 0 :: pinfreal} = {}" by auto
+lemma real_of_pinfreal_inverse[simp]:
+ fixes X :: pinfreal
+ shows "real (inverse X) = 1 / real X"
+ by (cases X) (auto simp: inverse_eq_divide)
+
+lemma real_of_pinfreal_le_0[simp]: "real (X :: pinfreal) \<le> 0 \<longleftrightarrow> (X = 0 \<or> X = \<omega>)"
+ by (cases X) auto
+
+lemma real_of_pinfreal_less_0[simp]: "\<not> (real (X :: pinfreal) < 0)"
+ by (cases X) auto
+
+lemma abs_real_of_pinfreal[simp]: "\<bar>real (X :: pinfreal)\<bar> = real X"
+ by simp
+
+lemma zero_less_real_of_pinfreal: "0 < real (X :: pinfreal) \<longleftrightarrow> X \<noteq> 0 \<and> X \<noteq> \<omega>"
+ by (cases X) auto
+
end
--- a/src/HOL/Probability/Product_Measure.thy Thu Dec 02 16:39:07 2010 +0100
+++ b/src/HOL/Probability/Product_Measure.thy Thu Dec 02 16:39:15 2010 +0100
@@ -2,28 +2,6 @@
imports Lebesgue_Integration
begin
-lemma in_sigma[intro, simp]: "A \<in> sets M \<Longrightarrow> A \<in> sets (sigma M)"
- unfolding sigma_def by (auto intro!: sigma_sets.Basic)
-
-lemma (in sigma_algebra) sigma_eq[simp]: "sigma M = M"
- unfolding sigma_def sigma_sets_eq by simp
-
-lemma vimage_algebra_sigma:
- assumes E: "sets E \<subseteq> Pow (space E)"
- and f: "f \<in> space F \<rightarrow> space E"
- and "\<And>A. A \<in> sets F \<Longrightarrow> A \<in> (\<lambda>X. f -` X \<inter> space F) ` sets E"
- and "\<And>A. A \<in> sets E \<Longrightarrow> f -` A \<inter> space F \<in> sets F"
- shows "sigma_algebra.vimage_algebra (sigma E) (space F) f = sigma F"
-proof -
- interpret sigma_algebra "sigma E"
- using assms by (intro sigma_algebra_sigma) auto
- have eq: "sets F = (\<lambda>X. f -` X \<inter> space F) ` sets E"
- using assms by auto
- show "vimage_algebra (space F) f = sigma F"
- unfolding vimage_algebra_def using assms
- by (simp add: sigma_def eq sigma_sets_vimage)
-qed
-
lemma times_Int_times: "A \<times> B \<inter> C \<times> D = (A \<inter> C) \<times> (B \<inter> D)"
by auto
@@ -786,13 +764,10 @@
positive_integral f"
proof -
interpret Q: pair_sigma_finite M2 \<mu>2 M1 \<mu>1 by default
-
have s: "\<And>x y. (case (x, y) of (x, y) \<Rightarrow> f (y, x)) = f (y, x)" by simp
have t: "(\<lambda>x. f (case x of (x, y) \<Rightarrow> (y, x))) = (\<lambda>(x, y). f (y, x))" by (auto simp: fun_eq_iff)
-
have bij: "bij_betw (\<lambda>(x, y). (y, x)) (space M2 \<times> space M1) (space P)"
by (auto intro!: inj_onI simp: space_pair_algebra bij_betw_def)
-
note pair_sigma_algebra_measurable[OF f]
from Q.positive_integral_fst_measurable[OF this]
have "M2.positive_integral (\<lambda>y. M1.positive_integral (\<lambda>x. f (x, y))) =
@@ -890,7 +865,7 @@
lemma (in finite_product_sigma_algebra) P_empty:
"I = {} \<Longrightarrow> P = \<lparr> space = {\<lambda>k. undefined}, sets = { {}, {\<lambda>k. undefined} }\<rparr>"
- unfolding product_algebra_def by (simp add: sigma_def)
+ unfolding product_algebra_def by (simp add: sigma_def image_constant)
lemma (in finite_product_sigma_algebra) in_P[simp, intro]:
"\<lbrakk> \<And>i. i \<in> I \<Longrightarrow> A i \<in> sets (M i) \<rbrakk> \<Longrightarrow> Pi\<^isub>E I A \<in> sets P"
@@ -930,7 +905,6 @@
using E1 E2 by (auto simp add: pair_algebra_def)
interpret E: sigma_algebra ?E unfolding pair_algebra_def
using E1 E2 by (intro sigma_algebra_sigma) auto
-
{ fix A assume "A \<in> sets E1"
then have "fst -` A \<inter> space ?E = A \<times> (\<Union>i. S2 i)"
using E1 2 unfolding isoton_def pair_algebra_def by auto
@@ -954,7 +928,6 @@
"fst \<in> measurable ?E (sigma E1) \<and> snd \<in> measurable ?E (sigma E2)"
using E1 E2 by (subst (1 2) E.measurable_iff_sigma)
(auto simp: pair_algebra_def sets_sigma)
-
{ fix A B assume A: "A \<in> sets (sigma E1)" and B: "B \<in> sets (sigma E2)"
with proj have "fst -` A \<inter> space ?E \<in> sets ?E" "snd -` B \<inter> space ?E \<in> sets ?E"
unfolding measurable_def by simp_all
@@ -966,7 +939,6 @@
by (intro E.sigma_sets_subset) (auto simp add: pair_algebra_def sets_sigma)
then have subset: "sets ?S \<subseteq> sets ?E"
by (simp add: sets_sigma pair_algebra_def)
-
have "sets ?S = sets ?E"
proof (intro set_eqI iffI)
fix A assume "A \<in> sets ?E" then show "A \<in> sets ?S"
@@ -1286,7 +1258,7 @@
by (auto intro!: exI[of _ "\<lambda>A. if A = {} then 0 else 1"] sigma_algebra_sigma
sigma_algebra.finite_additivity_sufficient
simp add: positive_def additive_def sets_sigma sigma_finite_measure_def
- sigma_finite_measure_axioms_def)
+ sigma_finite_measure_axioms_def image_constant)
next
case (insert i I)
interpret finite_product_sigma_finite M \<mu> I by default fact
@@ -1304,7 +1276,6 @@
unfolding product_singleton_vimage_algebra_eq[OF `i \<notin> I` `finite I`, symmetric]
using bij_betw_restrict_I_i[OF `i \<notin> I`, of M]
by (intro P.measure_space_isomorphic) auto
-
show ?case
proof (intro exI[of _ ?\<nu>] conjI ballI)
{ fix A assume A: "A \<in> (\<Pi> i\<in>insert i I. sets (M i))"
@@ -1322,7 +1293,6 @@
apply fastsimp
using `i \<notin> I` `finite I` prod[of A] by (auto simp: ac_simps) }
note product = this
-
show "sigma_finite_measure I'.P ?\<nu>"
proof
from I'.sigma_finite_pairs guess F :: "'i \<Rightarrow> nat \<Rightarrow> 'a set" ..
@@ -1395,7 +1365,7 @@
have "\<And>A. measure (Pi\<^isub>E {} A) = 1"
using assms by (subst measure_times) auto
then show ?thesis
- unfolding positive_integral_alt simple_function_def simple_integral_def_raw
+ unfolding positive_integral_def simple_function_def simple_integral_def_raw
proof (simp add: P_empty, intro antisym)
show "f (\<lambda>k. undefined) \<le> (SUP f:{g. g \<le> f}. f (\<lambda>k. undefined))"
by (intro le_SUPI) auto
@@ -1455,17 +1425,13 @@
have "finite (I \<union> J)" using fin by auto
interpret IJ: finite_product_sigma_finite M \<mu> "I \<union> J" by default fact
interpret P: pair_sigma_finite I.P I.measure J.P J.measure by default
-
let ?f = "\<lambda>x. ((\<lambda>i\<in>I. x i), (\<lambda>i\<in>J. x i))"
-
have P_borel: "(\<lambda>x. f (case x of (x, y) \<Rightarrow> merge I x J y)) \<in> borel_measurable P.P"
by (subst product_product_vimage_algebra_eq[OF IJ fin, symmetric])
(auto simp: space_pair_algebra intro!: IJ.measurable_vimage f)
-
have split_f_image[simp]: "\<And>F. ?f ` (Pi\<^isub>E (I \<union> J) F) = (Pi\<^isub>E I F) \<times> (Pi\<^isub>E J F)"
apply auto apply (rule_tac x="merge I a J b" in image_eqI)
by (auto dest: extensional_restrict)
-
have "IJ.positive_integral f = IJ.positive_integral (\<lambda>x. f (restrict x (I \<union> J)))"
by (auto intro!: IJ.positive_integral_cong arg_cong[where f=f] dest!: extensional_restrict)
also have "\<dots> = I.positive_integral (\<lambda>x. J.positive_integral (\<lambda>y. f (merge I x J y)))"
--- a/src/HOL/Probability/Radon_Nikodym.thy Thu Dec 02 16:39:07 2010 +0100
+++ b/src/HOL/Probability/Radon_Nikodym.thy Thu Dec 02 16:39:15 2010 +0100
@@ -69,6 +69,8 @@
qed
qed
+subsection "Absolutely continuous"
+
definition (in measure_space)
"absolutely_continuous \<nu> = (\<forall>N\<in>null_sets. \<nu> N = (0 :: pinfreal))"
@@ -111,6 +113,14 @@
finally show "\<nu> N = 0" .
qed
+lemma (in measure_space) density_is_absolutely_continuous:
+ assumes "\<And>A. A \<in> sets M \<Longrightarrow> \<nu> A = positive_integral (\<lambda>x. f x * indicator A x)"
+ shows "absolutely_continuous \<nu>"
+ using assms unfolding absolutely_continuous_def
+ by (simp add: positive_integral_null_set)
+
+subsection "Existence of the Radon-Nikodym derivative"
+
lemma (in finite_measure) Radon_Nikodym_aux_epsilon:
fixes e :: real assumes "0 < e"
assumes "finite_measure M s"
@@ -120,21 +130,17 @@
proof -
let "?d A" = "real (\<mu> A) - real (s A)"
interpret M': finite_measure M s by fact
-
let "?A A" = "if (\<forall>B\<in>sets M. B \<subseteq> space M - A \<longrightarrow> -e < ?d B)
then {}
else (SOME B. B \<in> sets M \<and> B \<subseteq> space M - A \<and> ?d B \<le> -e)"
def A \<equiv> "\<lambda>n. ((\<lambda>B. B \<union> ?A B) ^^ n) {}"
-
have A_simps[simp]:
"A 0 = {}"
"\<And>n. A (Suc n) = (A n \<union> ?A (A n))" unfolding A_def by simp_all
-
{ fix A assume "A \<in> sets M"
have "?A A \<in> sets M"
by (auto intro!: someI2[of _ _ "\<lambda>A. A \<in> sets M"] simp: not_less) }
note A'_in_sets = this
-
{ fix n have "A n \<in> sets M"
proof (induct n)
case (Suc n) thus "A (Suc n) \<in> sets M"
@@ -142,7 +148,6 @@
qed (simp add: A_def) }
note A_in_sets = this
hence "range A \<subseteq> sets M" by auto
-
{ fix n B
assume Ex: "\<exists>B. B \<in> sets M \<and> B \<subseteq> space M - A n \<and> ?d B \<le> -e"
hence False: "\<not> (\<forall>B\<in>sets M. B \<subseteq> space M - A n \<longrightarrow> -e < ?d B)" by (auto simp: not_less)
@@ -156,7 +161,6 @@
finally show "?d (A n \<union> B) \<le> ?d (A n) - e" .
qed }
note dA_epsilon = this
-
{ fix n have "?d (A (Suc n)) \<le> ?d (A n)"
proof (cases "\<exists>B. B\<in>sets M \<and> B \<subseteq> space M - A n \<and> ?d B \<le> - e")
case True from dA_epsilon[OF this] show ?thesis using `0 < e` by simp
@@ -166,7 +170,6 @@
thus ?thesis by simp
qed }
note dA_mono = this
-
show ?thesis
proof (cases "\<exists>n. \<forall>B\<in>sets M. B \<subseteq> space M - A n \<longrightarrow> -e < ?d B")
case True then obtain n where B: "\<And>B. \<lbrakk> B \<in> sets M; B \<subseteq> space M - A n\<rbrakk> \<Longrightarrow> -e < ?d B" by blast
@@ -220,11 +223,8 @@
proof -
let "?d A" = "real (\<mu> A) - real (s A)"
let "?P A B n" = "A \<in> sets M \<and> A \<subseteq> B \<and> ?d B \<le> ?d A \<and> (\<forall>C\<in>sets M. C \<subseteq> A \<longrightarrow> - 1 / real (Suc n) < ?d C)"
-
interpret M': finite_measure M s by fact
-
let "?r S" = "restricted_space S"
-
{ fix S n
assume S: "S \<in> sets M"
hence **: "\<And>X. X \<in> op \<inter> S ` sets M \<longleftrightarrow> X \<in> sets M \<and> X \<subseteq> S" by auto
@@ -242,11 +242,9 @@
qed
hence "\<exists>A. ?P A S n" by auto }
note Ex_P = this
-
def A \<equiv> "nat_rec (space M) (\<lambda>n A. SOME B. ?P B A n)"
have A_Suc: "\<And>n. A (Suc n) = (SOME B. ?P B (A n) n)" by (simp add: A_def)
have A_0[simp]: "A 0 = space M" unfolding A_def by simp
-
{ fix i have "A i \<in> sets M" unfolding A_def
proof (induct i)
case (Suc i)
@@ -254,19 +252,15 @@
by (rule someI2_ex) simp
qed simp }
note A_in_sets = this
-
{ fix n have "?P (A (Suc n)) (A n) n"
using Ex_P[OF A_in_sets] unfolding A_Suc
by (rule someI2_ex) simp }
note P_A = this
-
have "range A \<subseteq> sets M" using A_in_sets by auto
-
have A_mono: "\<And>i. A (Suc i) \<subseteq> A i" using P_A by simp
have mono_dA: "mono (\<lambda>i. ?d (A i))" using P_A by (simp add: mono_iff_le_Suc)
have epsilon: "\<And>C i. \<lbrakk> C \<in> sets M; C \<subseteq> A (Suc i) \<rbrakk> \<Longrightarrow> - 1 / real (Suc i) < ?d C"
using P_A by auto
-
show ?thesis
proof (safe intro!: bexI[of _ "\<Inter>i. A i"])
show "(\<Inter>i. A i) \<in> sets M" using A_in_sets by auto
@@ -298,24 +292,19 @@
shows "\<exists>f \<in> borel_measurable M. \<forall>A\<in>sets M. \<nu> A = positive_integral (\<lambda>x. f x * indicator A x)"
proof -
interpret M': finite_measure M \<nu> using assms(1) .
-
def G \<equiv> "{g \<in> borel_measurable M. \<forall>A\<in>sets M. positive_integral (\<lambda>x. g x * indicator A x) \<le> \<nu> A}"
have "(\<lambda>x. 0) \<in> G" unfolding G_def by auto
hence "G \<noteq> {}" by auto
-
{ fix f g assume f: "f \<in> G" and g: "g \<in> G"
have "(\<lambda>x. max (g x) (f x)) \<in> G" (is "?max \<in> G") unfolding G_def
proof safe
show "?max \<in> borel_measurable M" using f g unfolding G_def by auto
-
let ?A = "{x \<in> space M. f x \<le> g x}"
have "?A \<in> sets M" using f g unfolding G_def by auto
-
fix A assume "A \<in> sets M"
hence sets: "?A \<inter> A \<in> sets M" "(space M - ?A) \<inter> A \<in> sets M" using `?A \<in> sets M` by auto
have union: "((?A \<inter> A) \<union> ((space M - ?A) \<inter> A)) = A"
using sets_into_space[OF `A \<in> sets M`] by auto
-
have "\<And>x. x \<in> space M \<Longrightarrow> max (g x) (f x) * indicator A x =
g x * indicator (?A \<inter> A) x + f x * indicator ((space M - ?A) \<inter> A) x"
by (auto simp: indicator_def max_def)
@@ -331,14 +320,12 @@
finally show "positive_integral (\<lambda>x. max (g x) (f x) * indicator A x) \<le> \<nu> A" .
qed }
note max_in_G = this
-
{ fix f g assume "f \<up> g" and f: "\<And>i. f i \<in> G"
have "g \<in> G" unfolding G_def
proof safe
from `f \<up> g` have [simp]: "g = (SUP i. f i)" unfolding isoton_def by simp
have f_borel: "\<And>i. f i \<in> borel_measurable M" using f unfolding G_def by simp
thus "g \<in> borel_measurable M" by (auto intro!: borel_measurable_SUP)
-
fix A assume "A \<in> sets M"
hence "\<And>i. (\<lambda>x. f i x * indicator A x) \<in> borel_measurable M"
using f_borel by (auto intro!: borel_measurable_indicator)
@@ -350,7 +337,6 @@
using f `A \<in> sets M` unfolding G_def by (auto intro!: SUP_leI)
qed }
note SUP_in_G = this
-
let ?y = "SUP g : G. positive_integral g"
have "?y \<le> \<nu> (space M)" unfolding G_def
proof (safe intro!: SUP_leI)
@@ -385,7 +371,6 @@
hence isoton_g: "?g \<up> f" by (simp add: isoton_def le_fun_def f_def)
from SUP_in_G[OF this g_in_G] have "f \<in> G" .
hence [simp, intro]: "f \<in> borel_measurable M" unfolding G_def by auto
-
have "(\<lambda>i. positive_integral (?g i)) \<up> positive_integral f"
using isoton_g g_in_G by (auto intro!: positive_integral_isoton simp: G_def f_def)
hence "positive_integral f = (SUP i. positive_integral (?g i))"
@@ -398,9 +383,7 @@
by (auto intro!: SUP_mono positive_integral_mono Max_ge)
qed
finally have int_f_eq_y: "positive_integral f = ?y" .
-
let "?t A" = "\<nu> A - positive_integral (\<lambda>x. f x * indicator A x)"
-
have "finite_measure M ?t"
proof
show "?t {} = 0" by simp
@@ -435,9 +418,7 @@
qed
qed
then interpret M: finite_measure M ?t .
-
have ac: "absolutely_continuous ?t" using `absolutely_continuous \<nu>` unfolding absolutely_continuous_def by auto
-
have upper_bound: "\<forall>A\<in>sets M. ?t A \<le> 0"
proof (rule ccontr)
assume "\<not> ?thesis"
@@ -460,7 +441,6 @@
ultimately have b: "b \<noteq> 0" "b \<noteq> \<omega>"
using M'.finite_measure_of_space
by (auto simp: pinfreal_inverse_eq_0 finite_measure_of_space)
-
have "finite_measure M (\<lambda>A. b * \<mu> A)" (is "finite_measure M ?b")
proof
show "?b {} = 0" by simp
@@ -469,7 +449,6 @@
unfolding countably_additive_def psuminf_cmult_right
using measure_countably_additive by auto
qed
-
from M.Radon_Nikodym_aux[OF this]
obtain A0 where "A0 \<in> sets M" and
space_less_A0: "real (?t (space M)) - real (b * \<mu> (space M)) \<le> real (?t A0) - real (b * \<mu> A0)" and
@@ -479,9 +458,7 @@
using M'.finite_measure b finite_measure
by (cases "b * \<mu> B", cases "?t B") (auto simp: field_simps) }
note bM_le_t = this
-
let "?f0 x" = "f x + b * indicator A0 x"
-
{ fix A assume A: "A \<in> sets M"
hence "A \<inter> A0 \<in> sets M" using `A0 \<in> sets M` by auto
have "positive_integral (\<lambda>x. ?f0 x * indicator A x) =
@@ -492,7 +469,6 @@
using `A0 \<in> sets M` `A \<inter> A0 \<in> sets M` A
by (simp add: borel_measurable_indicator positive_integral_add positive_integral_cmult_indicator) }
note f0_eq = this
-
{ fix A assume A: "A \<in> sets M"
hence "A \<inter> A0 \<in> sets M" using `A0 \<in> sets M` by auto
have f_le_v: "positive_integral (\<lambda>x. f x * indicator A x) \<le> \<nu> A"
@@ -511,18 +487,15 @@
finally have "positive_integral (\<lambda>x. ?f0 x * indicator A x) \<le> \<nu> A" . }
hence "?f0 \<in> G" using `A0 \<in> sets M` unfolding G_def
by (auto intro!: borel_measurable_indicator borel_measurable_pinfreal_add borel_measurable_pinfreal_times)
-
have real: "?t (space M) \<noteq> \<omega>" "?t A0 \<noteq> \<omega>"
"b * \<mu> (space M) \<noteq> \<omega>" "b * \<mu> A0 \<noteq> \<omega>"
using `A0 \<in> sets M` b
finite_measure[of A0] M.finite_measure[of A0]
finite_measure_of_space M.finite_measure_of_space
by auto
-
have int_f_finite: "positive_integral f \<noteq> \<omega>"
using M'.finite_measure_of_space pos_t unfolding pinfreal_zero_less_diff_iff
by (auto cong: positive_integral_cong)
-
have "?t (space M) > b * \<mu> (space M)" unfolding b_def
apply (simp add: field_simps)
apply (subst mult_assoc[symmetric])
@@ -539,18 +512,15 @@
hence "0 < \<mu> A0" using ac unfolding absolutely_continuous_def
using `A0 \<in> sets M` by auto
hence "0 < b * \<mu> A0" using b by auto
-
from int_f_finite this
have "?y + 0 < positive_integral f + b * \<mu> A0" unfolding int_f_eq_y
by (rule pinfreal_less_add)
also have "\<dots> = positive_integral ?f0" using f0_eq[OF top] `A0 \<in> sets M` sets_into_space
by (simp cong: positive_integral_cong)
finally have "?y < positive_integral ?f0" by simp
-
moreover from `?f0 \<in> G` have "positive_integral ?f0 \<le> ?y" by (auto intro!: le_SUPI)
ultimately show False by auto
qed
-
show ?thesis
proof (safe intro!: bexI[of _ f])
fix A assume "A\<in>sets M"
@@ -575,10 +545,8 @@
interpret v: measure_space M \<nu> by fact
let ?Q = "{Q\<in>sets M. \<nu> Q \<noteq> \<omega>}"
let ?a = "SUP Q:?Q. \<mu> Q"
-
have "{} \<in> ?Q" using v.empty_measure by auto
then have Q_not_empty: "?Q \<noteq> {}" by blast
-
have "?a \<le> \<mu> (space M)" using sets_into_space
by (auto intro!: SUP_leI measure_mono top)
then have "?a \<noteq> \<omega>" using finite_measure_of_space
@@ -596,9 +564,7 @@
show "range ?O \<subseteq> sets M" using Q' by (auto intro!: finite_UN)
show "\<And>i. ?O i \<subseteq> ?O (Suc i)" by fastsimp
qed
-
have Q'_sets: "\<And>i. Q' i \<in> sets M" using Q' by auto
-
have O_sets: "\<And>i. ?O i \<in> sets M"
using Q' by (auto intro!: finite_UN Un)
then have O_in_G: "\<And>i. ?O i \<in> ?Q"
@@ -611,7 +577,6 @@
finally show "\<nu> (?O i) \<noteq> \<omega>" unfolding pinfreal_less_\<omega> by auto
qed auto
have O_mono: "\<And>n. ?O n \<subseteq> ?O (Suc n)" by fastsimp
-
have a_eq: "?a = \<mu> (\<Union>i. ?O i)" unfolding Union[symmetric]
proof (rule antisym)
show "?a \<le> (SUP i. \<mu> (?O i))" unfolding a_Lim
@@ -625,14 +590,11 @@
using O_in_G[of i] by (auto intro!: exI[of _ "?O i"])
qed
qed
-
let "?O_0" = "(\<Union>i. ?O i)"
have "?O_0 \<in> sets M" using Q' by auto
-
def Q \<equiv> "\<lambda>i. case i of 0 \<Rightarrow> Q' 0 | Suc n \<Rightarrow> ?O (Suc n) - ?O n"
{ fix i have "Q i \<in> sets M" unfolding Q_def using Q'[of 0] by (cases i) (auto intro: O_sets) }
note Q_sets = this
-
show ?thesis
proof (intro bexI exI conjI ballI impI allI)
show "disjoint_family Q"
@@ -640,7 +602,6 @@
split: nat.split_asm)
show "range Q \<subseteq> sets M"
using Q_sets by auto
-
{ fix A assume A: "A \<in> sets M" "A \<subseteq> space M - ?O_0"
show "\<mu> A = 0 \<and> \<nu> A = 0 \<or> 0 < \<mu> A \<and> \<nu> A = \<omega>"
proof (rule disjCI, simp)
@@ -677,7 +638,6 @@
with `\<mu> A \<noteq> 0` show ?thesis by auto
qed
qed }
-
{ fix i show "\<nu> (Q i) \<noteq> \<omega>"
proof (cases i)
case 0 then show ?thesis
@@ -688,9 +648,7 @@
using `?O n \<in> ?Q` `?O (Suc n) \<in> ?Q` O_mono
using v.measure_Diff[of "?O n" "?O (Suc n)"] by auto
qed }
-
show "space M - ?O_0 \<in> sets M" using Q'_sets by auto
-
{ fix j have "(\<Union>i\<le>j. ?O i) = (\<Union>i\<le>j. Q i)"
proof (induct j)
case 0 then show ?case by (simp add: Q_def)
@@ -713,7 +671,6 @@
shows "\<exists>f \<in> borel_measurable M. \<forall>A\<in>sets M. \<nu> A = positive_integral (\<lambda>x. f x * indicator A x)"
proof -
interpret v: measure_space M \<nu> by fact
-
from split_space_into_finite_sets_and_rest[OF assms]
obtain Q0 and Q :: "nat \<Rightarrow> 'a set"
where Q: "disjoint_family Q" "range Q \<subseteq> sets M"
@@ -721,7 +678,6 @@
and in_Q0: "\<And>A. A \<in> sets M \<Longrightarrow> A \<subseteq> Q0 \<Longrightarrow> \<mu> A = 0 \<and> \<nu> A = 0 \<or> 0 < \<mu> A \<and> \<nu> A = \<omega>"
and Q_fin: "\<And>i. \<nu> (Q i) \<noteq> \<omega>" by force
from Q have Q_sets: "\<And>i. Q i \<in> sets M" by auto
-
have "\<forall>i. \<exists>f. f\<in>borel_measurable M \<and> (\<forall>A\<in>sets M.
\<nu> (Q i \<inter> A) = positive_integral (\<lambda>x. f x * indicator (Q i \<inter> A) x))"
proof
@@ -729,7 +685,6 @@
have indicator_eq: "\<And>f x A. (f x :: pinfreal) * indicator (Q i \<inter> A) x * indicator (Q i) x
= (f x * indicator (Q i) x) * indicator A x"
unfolding indicator_def by auto
-
have fm: "finite_measure (restricted_space (Q i)) \<mu>"
(is "finite_measure ?R \<mu>") by (rule restricted_finite_measure[OF Q_sets[of i]])
then interpret R: finite_measure ?R .
@@ -843,12 +798,6 @@
section "Uniqueness of densities"
-lemma (in measure_space) density_is_absolutely_continuous:
- assumes "\<And>A. A \<in> sets M \<Longrightarrow> \<nu> A = positive_integral (\<lambda>x. f x * indicator A x)"
- shows "absolutely_continuous \<nu>"
- using assms unfolding absolutely_continuous_def
- by (simp add: positive_integral_null_set)
-
lemma (in measure_space) finite_density_unique:
assumes borel: "f \<in> borel_measurable M" "g \<in> borel_measurable M"
and fin: "positive_integral f < \<omega>"
@@ -973,19 +922,16 @@
using h_borel by (rule measure_space_density)
interpret h: finite_measure M "\<lambda>A. positive_integral (\<lambda>x. h x * indicator A x)"
by default (simp cong: positive_integral_cong add: fin)
-
interpret f: measure_space M "\<lambda>A. positive_integral (\<lambda>x. f x * indicator A x)"
using borel(1) by (rule measure_space_density)
interpret f': measure_space M "\<lambda>A. positive_integral (\<lambda>x. f' x * indicator A x)"
using borel(2) by (rule measure_space_density)
-
{ fix A assume "A \<in> sets M"
then have " {x \<in> space M. h x \<noteq> 0 \<and> indicator A x \<noteq> (0::pinfreal)} = A"
using pos sets_into_space by (force simp: indicator_def)
then have "positive_integral (\<lambda>xa. h xa * indicator A xa) = 0 \<longleftrightarrow> A \<in> null_sets"
using h_borel `A \<in> sets M` by (simp add: positive_integral_0_iff) }
note h_null_sets = this
-
{ fix A assume "A \<in> sets M"
have "positive_integral (\<lambda>x. h x * (f x * indicator A x)) =
f.positive_integral (\<lambda>x. h x * indicator A x)"
@@ -1101,7 +1047,7 @@
qed
qed
-section "Radon Nikodym derivative"
+section "Radon-Nikodym derivative"
definition (in sigma_finite_measure)
"RN_deriv \<nu> \<equiv> SOME f. f \<in> borel_measurable M \<and>
--- a/src/HOL/Probability/Sigma_Algebra.thy Thu Dec 02 16:39:07 2010 +0100
+++ b/src/HOL/Probability/Sigma_Algebra.thy Thu Dec 02 16:39:15 2010 +0100
@@ -397,6 +397,18 @@
by (auto intro: sigma_sets.Empty sigma_sets_top)
qed
+lemma (in sigma_algebra) sets_sigma_subset:
+ assumes "space N = space M"
+ assumes "sets N \<subseteq> sets M"
+ shows "sets (sigma N) \<subseteq> sets M"
+ by (unfold assms sets_sigma, rule sigma_sets_subset, rule assms)
+
+lemma in_sigma[intro, simp]: "A \<in> sets M \<Longrightarrow> A \<in> sets (sigma M)"
+ unfolding sigma_def by (auto intro!: sigma_sets.Basic)
+
+lemma (in sigma_algebra) sigma_eq[simp]: "sigma M = M"
+ unfolding sigma_def sigma_sets_eq by simp
+
section {* Measurable functions *}
definition
@@ -859,6 +871,22 @@
qed
qed
+lemma vimage_algebra_sigma:
+ assumes E: "sets E \<subseteq> Pow (space E)"
+ and f: "f \<in> space F \<rightarrow> space E"
+ and "\<And>A. A \<in> sets F \<Longrightarrow> A \<in> (\<lambda>X. f -` X \<inter> space F) ` sets E"
+ and "\<And>A. A \<in> sets E \<Longrightarrow> f -` A \<inter> space F \<in> sets F"
+ shows "sigma_algebra.vimage_algebra (sigma E) (space F) f = sigma F"
+proof -
+ interpret sigma_algebra "sigma E"
+ using assms by (intro sigma_algebra_sigma) auto
+ have eq: "sets F = (\<lambda>X. f -` X \<inter> space F) ` sets E"
+ using assms by auto
+ show "vimage_algebra (space F) f = sigma F"
+ unfolding vimage_algebra_def using assms
+ by (simp add: sigma_def eq sigma_sets_vimage)
+qed
+
section {* Conditional space *}
definition (in algebra)
@@ -1149,7 +1177,6 @@
section {* Dynkin systems *}
-
locale dynkin_system =
fixes M :: "'a algebra"
assumes space_closed: "sets M \<subseteq> Pow (space M)"
--- a/src/HOL/Set.thy Thu Dec 02 16:39:07 2010 +0100
+++ b/src/HOL/Set.thy Thu Dec 02 16:39:15 2010 +0100
@@ -882,7 +882,6 @@
lemma rangeE [elim?]: "b \<in> range (\<lambda>x. f x) ==> (!!x. b = f x ==> P) ==> P"
by blast
-
subsubsection {* Some rules with @{text "if"} *}
text{* Elimination of @{text"{x. \<dots> & x=t & \<dots>}"}. *}
--- a/src/HOL/Tools/Metis/metis_reconstruct.ML Thu Dec 02 16:39:07 2010 +0100
+++ b/src/HOL/Tools/Metis/metis_reconstruct.ML Thu Dec 02 16:39:15 2010 +0100
@@ -554,22 +554,32 @@
fun count p xs = fold (fn x => if p x then Integer.add 1 else I) xs 0
fun replay_one_inference ctxt mode skolem_params (fol_th, inf) thpairs =
- let
- val _ = trace_msg ctxt (fn () => "=============================================")
- val _ = trace_msg ctxt (fn () => "METIS THM: " ^ Metis_Thm.toString fol_th)
- val _ = trace_msg ctxt (fn () => "INFERENCE: " ^ Metis_Proof.inferenceToString inf)
- val th = step ctxt mode skolem_params thpairs (fol_th, inf)
- |> flexflex_first_order
- val _ = trace_msg ctxt (fn () => "ISABELLE THM: " ^ Display.string_of_thm ctxt th)
- val _ = trace_msg ctxt (fn () => "=============================================")
- val num_metis_lits =
- fol_th |> Metis_Thm.clause |> Metis_LiteralSet.toList
- |> count is_metis_literal_genuine
- val num_isabelle_lits =
- th |> prems_of |> count is_isabelle_literal_genuine
- val _ = if num_metis_lits = num_isabelle_lits then ()
- else error "Cannot replay Metis proof in Isabelle: Out of sync."
- in (fol_th, th) :: thpairs end
+ if not (null thpairs) andalso prop_of (snd (hd thpairs)) aconv @{prop False} then
+ (* Isabelle sometimes identifies literals (premises) that are distinct in
+ Metis (e.g., because of type variables). We give the Isabelle proof the
+ benefice of the doubt. *)
+ thpairs
+ else
+ let
+ val _ = trace_msg ctxt
+ (fn () => "=============================================")
+ val _ = trace_msg ctxt
+ (fn () => "METIS THM: " ^ Metis_Thm.toString fol_th)
+ val _ = trace_msg ctxt
+ (fn () => "INFERENCE: " ^ Metis_Proof.inferenceToString inf)
+ val th = step ctxt mode skolem_params thpairs (fol_th, inf)
+ |> flexflex_first_order
+ val _ = trace_msg ctxt
+ (fn () => "ISABELLE THM: " ^ Display.string_of_thm ctxt th)
+ val _ = trace_msg ctxt
+ (fn () => "=============================================")
+ val num_metis_lits =
+ count is_metis_literal_genuine
+ (Metis_LiteralSet.toList (Metis_Thm.clause fol_th))
+ val num_isabelle_lits = count is_isabelle_literal_genuine (prems_of th)
+ val _ = if num_metis_lits >= num_isabelle_lits then ()
+ else error "Cannot replay Metis proof in Isabelle: Out of sync."
+ in (fol_th, th) :: thpairs end
fun term_instantiate thy = cterm_instantiate o map (pairself (cterm_of thy))
--- a/src/Pure/General/markup.scala Thu Dec 02 16:39:07 2010 +0100
+++ b/src/Pure/General/markup.scala Thu Dec 02 16:39:15 2010 +0100
@@ -227,15 +227,14 @@
{
def apply(timing: isabelle.Timing): Markup =
Markup(TIMING, List(
- (ELAPSED, Double(timing.elapsed)),
- (CPU, Double(timing.cpu)),
- (GC, Double(timing.gc))))
+ (ELAPSED, Double(timing.elapsed.seconds)),
+ (CPU, Double(timing.cpu.seconds)),
+ (GC, Double(timing.gc.seconds))))
def unapply(markup: Markup): Option[isabelle.Timing] =
markup match {
case Markup(TIMING, List(
- (ELAPSED, Double(elapsed)),
- (CPU, Double(cpu)),
- (GC, Double(gc)))) => Some(isabelle.Timing(elapsed, cpu, gc))
+ (ELAPSED, Double(elapsed)), (CPU, Double(cpu)), (GC, Double(gc)))) =>
+ Some(new isabelle.Timing(Time.seconds(elapsed), Time.seconds(cpu), Time.seconds(gc)))
case _ => None
}
}
--- a/src/Pure/General/timing.scala Thu Dec 02 16:39:07 2010 +0100
+++ b/src/Pure/General/timing.scala Thu Dec 02 16:39:15 2010 +0100
@@ -6,15 +6,27 @@
package isabelle
-
-sealed case class Timing(val elapsed: Double, cpu: Double, gc: Double)
+object Time
{
- private def print_time(seconds: Double): String =
- String.format(java.util.Locale.ROOT, "%.3f", seconds.asInstanceOf[AnyRef])
-
- def message: String =
- print_time(elapsed) + "s elapsed time, " +
- print_time(cpu) + "s cpu time, " +
- print_time(gc) + "s GC time"
+ def seconds(s: Double): Time = new Time((s * 1000.0) round)
}
+class Time(val ms: Long)
+{
+ def seconds: Double = ms / 1000.0
+
+ def min(t: Time): Time = if (ms < t.ms) this else t
+ def max(t: Time): Time = if (ms > t.ms) this else t
+
+ override def toString =
+ String.format(java.util.Locale.ROOT, "%.3f", seconds.asInstanceOf[AnyRef])
+ def message: String = toString + "s"
+}
+
+class Timing(val elapsed: Time, val cpu: Time, val gc: Time)
+{
+ def message: String =
+ elapsed.message + " elapsed time, " + cpu.message + " cpu time, " + gc.message + " GC time"
+ override def toString = message
+}
+
--- a/src/Pure/System/isabelle_process.scala Thu Dec 02 16:39:07 2010 +0100
+++ b/src/Pure/System/isabelle_process.scala Thu Dec 02 16:39:15 2010 +0100
@@ -61,7 +61,7 @@
}
-class Isabelle_Process(system: Isabelle_System, timeout: Int, receiver: Actor, args: String*)
+class Isabelle_Process(system: Isabelle_System, timeout: Time, receiver: Actor, args: String*)
{
import Isabelle_Process._
@@ -69,7 +69,7 @@
/* demo constructor */
def this(args: String*) =
- this(new Isabelle_System, 10000,
+ this(new Isabelle_System, Time.seconds(10),
actor { loop { react { case res => Console.println(res) } } }, args: _*)
@@ -141,7 +141,7 @@
{
val (startup_failed, startup_output) =
{
- val expired = System.currentTimeMillis() + timeout
+ val expired = System.currentTimeMillis() + timeout.ms
val result = new StringBuilder(100)
var finished: Option[Boolean] = None
--- a/src/Pure/System/session.scala Thu Dec 02 16:39:07 2010 +0100
+++ b/src/Pure/System/session.scala Thu Dec 02 16:39:15 2010 +0100
@@ -36,13 +36,13 @@
/* real time parameters */ // FIXME properties or settings (!?)
// user input (e.g. text edits, cursor movement)
- val input_delay = 300
+ val input_delay = Time.seconds(0.3)
// prover output (markup, common messages)
- val output_delay = 100
+ val output_delay = Time.seconds(0.1)
// GUI layout updates
- val update_delay = 500
+ val update_delay = Time.seconds(0.5)
/* pervasive event buses */
@@ -74,15 +74,13 @@
Simple_Thread.actor("command_change_buffer", daemon = true)
//{{{
{
- import scala.compat.Platform.currentTime
-
var changed: Set[Command] = Set()
var flush_time: Option[Long] = None
def flush_timeout: Long =
flush_time match {
case None => 5000L
- case Some(time) => (time - currentTime) max 0
+ case Some(time) => (time - System.currentTimeMillis()) max 0
}
def flush()
@@ -94,9 +92,9 @@
def invoke()
{
- val now = currentTime
+ val now = System.currentTimeMillis()
flush_time match {
- case None => flush_time = Some(now + output_delay)
+ case None => flush_time = Some(now + output_delay.ms)
case Some(time) => if (now >= time) flush()
}
}
@@ -136,7 +134,7 @@
private case object Interrupt_Prover
private case class Edit_Version(edits: List[Document.Edit_Text])
- private case class Start(timeout: Int, args: List[String])
+ private case class Start(timeout: Time, args: List[String])
private val (_, session_actor) = Simple_Thread.actor("session_actor", daemon = true)
{
@@ -288,7 +286,7 @@
/** main methods **/
- def start(timeout: Int, args: List[String]) { session_actor ! Start(timeout, args) }
+ def start(timeout: Time, args: List[String]) { session_actor ! Start(timeout, args) }
def stop() { command_change_buffer !? Stop; session_actor !? Stop }
--- a/src/Pure/System/swing_thread.scala Thu Dec 02 16:39:07 2010 +0100
+++ b/src/Pure/System/swing_thread.scala Thu Dec 02 16:39:15 2010 +0100
@@ -44,12 +44,12 @@
/* delayed actions */
- private def delayed_action(first: Boolean)(time_span: Int)(action: => Unit): () => Unit =
+ private def delayed_action(first: Boolean)(time: Time)(action: => Unit): () => Unit =
{
val listener = new ActionListener {
override def actionPerformed(e: ActionEvent) { Swing_Thread.assert(); action }
}
- val timer = new Timer(time_span, listener)
+ val timer = new Timer(time.ms.toInt, listener)
timer.setRepeats(false)
def invoke() { if (first) timer.start() else timer.restart() }
--- a/src/Pure/library.scala Thu Dec 02 16:39:07 2010 +0100
+++ b/src/Pure/library.scala Thu Dec 02 16:39:15 2010 +0100
@@ -137,12 +137,12 @@
def timeit[A](message: String)(e: => A) =
{
- val start = System.nanoTime()
+ val start = System.currentTimeMillis()
val result = Exn.capture(e)
- val stop = System.nanoTime()
+ val stop = System.currentTimeMillis()
System.err.println(
(if (message == null || message.isEmpty) "" else message + ": ") +
- ((stop - start).toDouble / 1000000) + "ms elapsed time")
+ new Time(stop - start).message + " elapsed time")
Exn.release(result)
}
}
--- a/src/Tools/jEdit/plugin/Isabelle.props Thu Dec 02 16:39:07 2010 +0100
+++ b/src/Tools/jEdit/plugin/Isabelle.props Thu Dec 02 16:39:15 2010 +0100
@@ -32,8 +32,8 @@
options.isabelle.tooltip-margin.title=Tooltip Margin
options.isabelle.tooltip-margin=40
options.isabelle.tooltip-dismiss-delay.title=Tooltip Dismiss Delay (global)
-options.isabelle.tooltip-dismiss-delay=8000
-options.isabelle.startup-timeout=10000
+options.isabelle.tooltip-dismiss-delay=8.0
+options.isabelle.startup-timeout=10.0
options.isabelle.auto-start.title=Auto Start
options.isabelle.auto-start=true
--- a/src/Tools/jEdit/src/jedit/document_model.scala Thu Dec 02 16:39:07 2010 +0100
+++ b/src/Tools/jEdit/src/jedit/document_model.scala Thu Dec 02 16:39:15 2010 +0100
@@ -63,7 +63,7 @@
extends TokenMarker.LineContext(dummy_rules, prev)
{
override def hashCode: Int = line
- override def equals(that: Any) =
+ override def equals(that: Any): Boolean =
that match {
case other: Line_Context => line == other.line
case _ => false
--- a/src/Tools/jEdit/src/jedit/isabelle_options.scala Thu Dec 02 16:39:07 2010 +0100
+++ b/src/Tools/jEdit/src/jedit/isabelle_options.scala Thu Dec 02 16:39:15 2010 +0100
@@ -7,6 +7,8 @@
package isabelle.jedit
+import isabelle._
+
import javax.swing.JSpinner
import scala.swing.CheckBox
@@ -39,7 +41,8 @@
tooltip_margin.setValue(Isabelle.Int_Property("tooltip-margin", 40))
addComponent(Isabelle.Property("tooltip-margin.title"), tooltip_margin)
- tooltip_dismiss_delay.setValue(Isabelle.Int_Property("tooltip-dismiss-delay", 8000))
+ tooltip_dismiss_delay.setValue(
+ Isabelle.Time_Property("tooltip-dismiss-delay", Time.seconds(8.0)).ms.toInt)
addComponent(Isabelle.Property("tooltip-dismiss-delay.title"), tooltip_dismiss_delay)
}
@@ -58,7 +61,7 @@
Isabelle.Int_Property("tooltip-margin") =
tooltip_margin.getValue().asInstanceOf[Int]
- Isabelle.Int_Property("tooltip-dismiss-delay") =
- tooltip_dismiss_delay.getValue().asInstanceOf[Int]
+ Isabelle.Time_Property("tooltip-dismiss-delay") =
+ Time.seconds(tooltip_dismiss_delay.getValue().asInstanceOf[Int])
}
}
--- a/src/Tools/jEdit/src/jedit/plugin.scala Thu Dec 02 16:39:07 2010 +0100
+++ b/src/Tools/jEdit/src/jedit/plugin.scala Thu Dec 02 16:39:15 2010 +0100
@@ -70,6 +70,26 @@
jEdit.setIntegerProperty(OPTION_PREFIX + name, value)
}
+ object Double_Property
+ {
+ def apply(name: String): Double =
+ jEdit.getDoubleProperty(OPTION_PREFIX + name, 0.0)
+ def apply(name: String, default: Double): Double =
+ jEdit.getDoubleProperty(OPTION_PREFIX + name, default)
+ def update(name: String, value: Double) =
+ jEdit.setDoubleProperty(OPTION_PREFIX + name, value)
+ }
+
+ object Time_Property
+ {
+ def apply(name: String): Time =
+ Time.seconds(Double_Property(name))
+ def apply(name: String, default: Time): Time =
+ Time.seconds(Double_Property(name, default.seconds))
+ def update(name: String, value: Time) =
+ Double_Property.update(name, value.seconds)
+ }
+
/* font */
@@ -100,14 +120,14 @@
Int_Property("tooltip-font-size", 10).toString + "px; \">" + // FIXME proper scaling (!?)
HTML.encode(text) + "</pre></html>"
- def tooltip_dismiss_delay(): Int =
- Int_Property("tooltip-dismiss-delay", 8000) max 500
+ def tooltip_dismiss_delay(): Time =
+ Time_Property("tooltip-dismiss-delay", Time.seconds(8.0)) max Time.seconds(0.5)
def setup_tooltips()
{
Swing_Thread.now {
val manager = javax.swing.ToolTipManager.sharedInstance
- manager.setDismissDelay(tooltip_dismiss_delay())
+ manager.setDismissDelay(tooltip_dismiss_delay().ms.toInt)
}
}
@@ -210,7 +230,7 @@
def start_session()
{
- val timeout = Int_Property("startup-timeout") max 1000
+ val timeout = Time_Property("startup-timeout", Time.seconds(10)) max Time.seconds(5)
val modes = system.getenv("JEDIT_PRINT_MODE").split(",").toList.map("-m" + _)
val logic = {
val logic = Property("logic")