Theory Lubs_Glbs

theory Lubs_Glbs
imports Complex_Main
(*  Title:      HOL/Library/Lubs_Glbs.thy
    Author:     Jacques D. Fleuriot, University of Cambridge
    Author:     Amine Chaieb, University of Cambridge *)

header {* Definitions of Least Upper Bounds and Greatest Lower Bounds *}

theory Lubs_Glbs
imports Complex_Main
begin

text {* Thanks to suggestions by James Margetson *}

definition setle :: "'a set => 'a::ord => bool"  (infixl "*<=" 70)
  where "S *<= x = (ALL y: S. y ≤ x)"

definition setge :: "'a::ord => 'a set => bool"  (infixl "<=*" 70)
  where "x <=* S = (ALL y: S. x ≤ y)"


subsection {* Rules for the Relations @{text "*<="} and @{text "<=*"} *}

lemma setleI: "ALL y: S. y ≤ x ==> S *<= x"
  by (simp add: setle_def)

lemma setleD: "S *<= x ==> y: S ==> y ≤ x"
  by (simp add: setle_def)

lemma setgeI: "ALL y: S. x ≤ y ==> x <=* S"
  by (simp add: setge_def)

lemma setgeD: "x <=* S ==> y: S ==> x ≤ y"
  by (simp add: setge_def)


definition leastP :: "('a => bool) => 'a::ord => bool"
  where "leastP P x = (P x ∧ x <=* Collect P)"

definition isUb :: "'a set => 'a set => 'a::ord => bool"
  where "isUb R S x = (S *<= x ∧ x: R)"

definition isLub :: "'a set => 'a set => 'a::ord => bool"
  where "isLub R S x = leastP (isUb R S) x"

definition ubs :: "'a set => 'a::ord set => 'a set"
  where "ubs R S = Collect (isUb R S)"


subsection {* Rules about the Operators @{term leastP}, @{term ub} and @{term lub} *}

lemma leastPD1: "leastP P x ==> P x"
  by (simp add: leastP_def)

lemma leastPD2: "leastP P x ==> x <=* Collect P"
  by (simp add: leastP_def)

lemma leastPD3: "leastP P x ==> y: Collect P ==> x ≤ y"
  by (blast dest!: leastPD2 setgeD)

lemma isLubD1: "isLub R S x ==> S *<= x"
  by (simp add: isLub_def isUb_def leastP_def)

lemma isLubD1a: "isLub R S x ==> x: R"
  by (simp add: isLub_def isUb_def leastP_def)

lemma isLub_isUb: "isLub R S x ==> isUb R S x"
  unfolding isUb_def by (blast dest: isLubD1 isLubD1a)

lemma isLubD2: "isLub R S x ==> y : S ==> y ≤ x"
  by (blast dest!: isLubD1 setleD)

lemma isLubD3: "isLub R S x ==> leastP (isUb R S) x"
  by (simp add: isLub_def)

lemma isLubI1: "leastP(isUb R S) x ==> isLub R S x"
  by (simp add: isLub_def)

lemma isLubI2: "isUb R S x ==> x <=* Collect (isUb R S) ==> isLub R S x"
  by (simp add: isLub_def leastP_def)

lemma isUbD: "isUb R S x ==> y : S ==> y ≤ x"
  by (simp add: isUb_def setle_def)

lemma isUbD2: "isUb R S x ==> S *<= x"
  by (simp add: isUb_def)

lemma isUbD2a: "isUb R S x ==> x: R"
  by (simp add: isUb_def)

lemma isUbI: "S *<= x ==> x: R ==> isUb R S x"
  by (simp add: isUb_def)

lemma isLub_le_isUb: "isLub R S x ==> isUb R S y ==> x ≤ y"
  unfolding isLub_def by (blast intro!: leastPD3)

lemma isLub_ubs: "isLub R S x ==> x <=* ubs R S"
  unfolding ubs_def isLub_def by (rule leastPD2)

lemma isLub_unique: "[| isLub R S x; isLub R S y |] ==> x = (y::'a::linorder)"
  apply (frule isLub_isUb)
  apply (frule_tac x = y in isLub_isUb)
  apply (blast intro!: order_antisym dest!: isLub_le_isUb)
  done

lemma isUb_UNIV_I: "(!!y. y ∈ S ==> y ≤ u) ==> isUb UNIV S u"
  by (simp add: isUbI setleI)


definition greatestP :: "('a => bool) => 'a::ord => bool"
  where "greatestP P x = (P x ∧ Collect P *<=  x)"

definition isLb :: "'a set => 'a set => 'a::ord => bool"
  where "isLb R S x = (x <=* S ∧ x: R)"

definition isGlb :: "'a set => 'a set => 'a::ord => bool"
  where "isGlb R S x = greatestP (isLb R S) x"

definition lbs :: "'a set => 'a::ord set => 'a set"
  where "lbs R S = Collect (isLb R S)"


subsection {* Rules about the Operators @{term greatestP}, @{term isLb} and @{term isGlb} *}

lemma greatestPD1: "greatestP P x ==> P x"
  by (simp add: greatestP_def)

lemma greatestPD2: "greatestP P x ==> Collect P *<= x"
  by (simp add: greatestP_def)

lemma greatestPD3: "greatestP P x ==> y: Collect P ==> x ≥ y"
  by (blast dest!: greatestPD2 setleD)

lemma isGlbD1: "isGlb R S x ==> x <=* S"
  by (simp add: isGlb_def isLb_def greatestP_def)

lemma isGlbD1a: "isGlb R S x ==> x: R"
  by (simp add: isGlb_def isLb_def greatestP_def)

lemma isGlb_isLb: "isGlb R S x ==> isLb R S x"
  unfolding isLb_def by (blast dest: isGlbD1 isGlbD1a)

lemma isGlbD2: "isGlb R S x ==> y : S ==> y ≥ x"
  by (blast dest!: isGlbD1 setgeD)

lemma isGlbD3: "isGlb R S x ==> greatestP (isLb R S) x"
  by (simp add: isGlb_def)

lemma isGlbI1: "greatestP (isLb R S) x ==> isGlb R S x"
  by (simp add: isGlb_def)

lemma isGlbI2: "isLb R S x ==> Collect (isLb R S) *<= x ==> isGlb R S x"
  by (simp add: isGlb_def greatestP_def)

lemma isLbD: "isLb R S x ==> y : S ==> y ≥ x"
  by (simp add: isLb_def setge_def)

lemma isLbD2: "isLb R S x ==> x <=* S "
  by (simp add: isLb_def)

lemma isLbD2a: "isLb R S x ==> x: R"
  by (simp add: isLb_def)

lemma isLbI: "x <=* S ==> x: R ==> isLb R S x"
  by (simp add: isLb_def)

lemma isGlb_le_isLb: "isGlb R S x ==> isLb R S y ==> x ≥ y"
  unfolding isGlb_def by (blast intro!: greatestPD3)

lemma isGlb_ubs: "isGlb R S x ==> lbs R S *<= x"
  unfolding lbs_def isGlb_def by (rule greatestPD2)

lemma isGlb_unique: "[| isGlb R S x; isGlb R S y |] ==> x = (y::'a::linorder)"
  apply (frule isGlb_isLb)
  apply (frule_tac x = y in isGlb_isLb)
  apply (blast intro!: order_antisym dest!: isGlb_le_isLb)
  done

lemma bdd_above_setle: "bdd_above A <-> (∃a. A *<= a)"
  by (auto simp: bdd_above_def setle_def)

lemma bdd_below_setge: "bdd_below A <-> (∃a. a <=* A)"
  by (auto simp: bdd_below_def setge_def)

lemma isLub_cSup: 
  "(S::'a :: conditionally_complete_lattice set) ≠ {} ==> (∃b. S *<= b) ==> isLub UNIV S (Sup S)"
  by  (auto simp add: isLub_def setle_def leastP_def isUb_def
            intro!: setgeI cSup_upper cSup_least)

lemma isGlb_cInf: 
  "(S::'a :: conditionally_complete_lattice set) ≠ {} ==> (∃b. b <=* S) ==> isGlb UNIV S (Inf S)"
  by  (auto simp add: isGlb_def setge_def greatestP_def isLb_def
            intro!: setleI cInf_lower cInf_greatest)

lemma cSup_le: "(S::'a::conditionally_complete_lattice set) ≠ {} ==> S *<= b ==> Sup S ≤ b"
  by (metis cSup_least setle_def)

lemma cInf_ge: "(S::'a :: conditionally_complete_lattice set) ≠ {} ==> b <=* S ==> Inf S ≥ b"
  by (metis cInf_greatest setge_def)

lemma cSup_bounds:
  fixes S :: "'a :: conditionally_complete_lattice set"
  shows "S ≠ {} ==> a <=* S ==> S *<= b ==> a ≤ Sup S ∧ Sup S ≤ b"
  using cSup_least[of S b] cSup_upper2[of _ S a]
  by (auto simp: bdd_above_setle setge_def setle_def)

lemma cSup_unique: "(S::'a :: {conditionally_complete_linorder, no_bot} set) *<= b ==> (∀b'<b. ∃x∈S. b' < x) ==> Sup S = b"
  by (rule cSup_eq) (auto simp: not_le[symmetric] setle_def)

lemma cInf_unique: "b <=* (S::'a :: {conditionally_complete_linorder, no_top} set) ==> (∀b'>b. ∃x∈S. b' > x) ==> Inf S = b"
  by (rule cInf_eq) (auto simp: not_le[symmetric] setge_def)

text{* Use completeness of reals (supremum property) to show that any bounded sequence has a least upper bound*}

lemma reals_complete: "∃X. X ∈ S ==> ∃Y. isUb (UNIV::real set) S Y ==> ∃t. isLub (UNIV :: real set) S t"
  by (intro exI[of _ "Sup S"] isLub_cSup) (auto simp: setle_def isUb_def intro!: cSup_upper)

lemma Bseq_isUb: "!!X :: nat => real. Bseq X ==> ∃U. isUb (UNIV::real set) {x. ∃n. X n = x} U"
  by (auto intro: isUbI setleI simp add: Bseq_def abs_le_iff)

lemma Bseq_isLub: "!!X :: nat => real. Bseq X ==> ∃U. isLub (UNIV::real set) {x. ∃n. X n = x} U"
  by (blast intro: reals_complete Bseq_isUb)

lemma isLub_mono_imp_LIMSEQ:
  fixes X :: "nat => real"
  assumes u: "isLub UNIV {x. ∃n. X n = x} u" (* FIXME: use 'range X' *)
  assumes X: "∀m n. m ≤ n --> X m ≤ X n"
  shows "X ----> u"
proof -
  have "X ----> (SUP i. X i)"
    using u[THEN isLubD1] X
    by (intro LIMSEQ_incseq_SUP) (auto simp: incseq_def image_def eq_commute bdd_above_setle)
  also have "(SUP i. X i) = u"
    using isLub_cSup[of "range X"] u[THEN isLubD1]
    by (intro isLub_unique[OF _ u]) (auto simp add: SUP_def image_def eq_commute)
  finally show ?thesis .
qed

lemmas real_isGlb_unique = isGlb_unique[where 'a=real]

lemma real_le_inf_subset: "t ≠ {} ==> t ⊆ s ==> ∃b. b <=* s ==> Inf s ≤ Inf (t::real set)"
  by (rule cInf_superset_mono) (auto simp: bdd_below_setge)

lemma real_ge_sup_subset: "t ≠ {} ==> t ⊆ s ==> ∃b. s *<= b ==> Sup s ≥ Sup (t::real set)"
  by (rule cSup_subset_mono) (auto simp: bdd_above_setle)

end