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theory Topology_Euclidean_Space(* Title: Topology Author: Amine Chaieb, University of Cambridge Author: Robert Himmelmann, TU Muenchen *) header {* Elementary topology in Euclidean space. *} theory Topology_Euclidean_Space imports SEQ Euclidean_Space begin declare fstcart_pastecart[simp] sndcart_pastecart[simp] subsection{* General notion of a topology *} definition "istopology L <-> {} ∈ L ∧ (∀S ∈L. ∀T ∈L. S ∩ T ∈ L) ∧ (∀K. K ⊆L --> \<Union> K ∈ L)" typedef (open) 'a topology = "{L::('a set) set. istopology L}" morphisms "openin" "topology" unfolding istopology_def by blast lemma istopology_open_in[intro]: "istopology(openin U)" using openin[of U] by blast lemma topology_inverse': "istopology U ==> openin (topology U) = U" using topology_inverse[unfolded mem_def Collect_def] . lemma topology_inverse_iff: "istopology U <-> openin (topology U) = U" using topology_inverse[of U] istopology_open_in[of "topology U"] by auto lemma topology_eq: "T1 = T2 <-> (∀S. openin T1 S <-> openin T2 S)" proof- {assume "T1=T2" hence "∀S. openin T1 S <-> openin T2 S" by simp} moreover {assume H: "∀S. openin T1 S <-> openin T2 S" hence "openin T1 = openin T2" by (metis mem_def set_ext) hence "topology (openin T1) = topology (openin T2)" by simp hence "T1 = T2" unfolding openin_inverse .} ultimately show ?thesis by blast qed text{* Infer the "universe" from union of all sets in the topology. *} definition "topspace T = \<Union>{S. openin T S}" subsection{* Main properties of open sets *} lemma openin_clauses: fixes U :: "'a topology" shows "openin U {}" "!!S T. openin U S ==> openin U T ==> openin U (S∩T)" "!!K. (∀S ∈ K. openin U S) ==> openin U (\<Union>K)" using openin[of U] unfolding istopology_def Collect_def mem_def by (metis mem_def subset_eq)+ lemma openin_subset[intro]: "openin U S ==> S ⊆ topspace U" unfolding topspace_def by blast lemma openin_empty[simp]: "openin U {}" by (simp add: openin_clauses) lemma openin_Int[intro]: "openin U S ==> openin U T ==> openin U (S ∩ T)" by (simp add: openin_clauses) lemma openin_Union[intro]: "(∀S ∈K. openin U S) ==> openin U (\<Union> K)" by (simp add: openin_clauses) lemma openin_Un[intro]: "openin U S ==> openin U T ==> openin U (S ∪ T)" using openin_Union[of "{S,T}" U] by auto lemma openin_topspace[intro, simp]: "openin U (topspace U)" by (simp add: openin_Union topspace_def) lemma openin_subopen: "openin U S <-> (∀x ∈ S. ∃T. openin U T ∧ x ∈ T ∧ T ⊆ S)" (is "?lhs <-> ?rhs") proof- {assume ?lhs then have ?rhs by auto } moreover {assume H: ?rhs then obtain t where t: "∀x∈S. openin U (t x) ∧ x ∈ t x ∧ t x ⊆ S" unfolding Ball_def ex_simps(6)[symmetric] choice_iff by blast from t have th0: "∀x∈ t`S. openin U x" by auto have "\<Union> t`S = S" using t by auto with openin_Union[OF th0] have "openin U S" by simp } ultimately show ?thesis by blast qed subsection{* Closed sets *} definition "closedin U S <-> S ⊆ topspace U ∧ openin U (topspace U - S)" lemma closedin_subset: "closedin U S ==> S ⊆ topspace U" by (metis closedin_def) lemma closedin_empty[simp]: "closedin U {}" by (simp add: closedin_def) lemma closedin_topspace[intro,simp]: "closedin U (topspace U)" by (simp add: closedin_def) lemma closedin_Un[intro]: "closedin U S ==> closedin U T ==> closedin U (S ∪ T)" by (auto simp add: Diff_Un closedin_def) lemma Diff_Inter[intro]: "A - \<Inter>S = \<Union> {A - s|s. s∈S}" by auto lemma closedin_Inter[intro]: assumes Ke: "K ≠ {}" and Kc: "∀S ∈K. closedin U S" shows "closedin U (\<Inter> K)" using Ke Kc unfolding closedin_def Diff_Inter by auto lemma closedin_Int[intro]: "closedin U S ==> closedin U T ==> closedin U (S ∩ T)" using closedin_Inter[of "{S,T}" U] by auto lemma Diff_Diff_Int: "A - (A - B) = A ∩ B" by blast lemma openin_closedin_eq: "openin U S <-> S ⊆ topspace U ∧ closedin U (topspace U - S)" apply (auto simp add: closedin_def) apply (metis openin_subset subset_eq) apply (auto simp add: Diff_Diff_Int) apply (subgoal_tac "topspace U ∩ S = S") by auto lemma openin_closedin: "S ⊆ topspace U ==> (openin U S <-> closedin U (topspace U - S))" by (simp add: openin_closedin_eq) lemma openin_diff[intro]: assumes oS: "openin U S" and cT: "closedin U T" shows "openin U (S - T)" proof- have "S - T = S ∩ (topspace U - T)" using openin_subset[of U S] oS cT by (auto simp add: topspace_def openin_subset) then show ?thesis using oS cT by (auto simp add: closedin_def) qed lemma closedin_diff[intro]: assumes oS: "closedin U S" and cT: "openin U T" shows "closedin U (S - T)" proof- have "S - T = S ∩ (topspace U - T)" using closedin_subset[of U S] oS cT by (auto simp add: topspace_def ) then show ?thesis using oS cT by (auto simp add: openin_closedin_eq) qed subsection{* Subspace topology. *} definition "subtopology U V = topology {S ∩ V |S. openin U S}" lemma istopology_subtopology: "istopology {S ∩ V |S. openin U S}" (is "istopology ?L") proof- have "{} ∈ ?L" by blast {fix A B assume A: "A ∈ ?L" and B: "B ∈ ?L" from A B obtain Sa and Sb where Sa: "openin U Sa" "A = Sa ∩ V" and Sb: "openin U Sb" "B = Sb ∩ V" by blast have "A∩B = (Sa ∩ Sb) ∩ V" "openin U (Sa ∩ Sb)" using Sa Sb by blast+ then have "A ∩ B ∈ ?L" by blast} moreover {fix K assume K: "K ⊆ ?L" have th0: "?L = (λS. S ∩ V) ` openin U " apply (rule set_ext) apply (simp add: Ball_def image_iff) by (metis mem_def) from K[unfolded th0 subset_image_iff] obtain Sk where Sk: "Sk ⊆ openin U" "K = (λS. S ∩ V) ` Sk" by blast have "\<Union>K = (\<Union>Sk) ∩ V" using Sk by auto moreover have "openin U (\<Union> Sk)" using Sk by (auto simp add: subset_eq mem_def) ultimately have "\<Union>K ∈ ?L" by blast} ultimately show ?thesis unfolding istopology_def by blast qed lemma openin_subtopology: "openin (subtopology U V) S <-> (∃ T. (openin U T) ∧ (S = T ∩ V))" unfolding subtopology_def topology_inverse'[OF istopology_subtopology] by (auto simp add: Collect_def) lemma topspace_subtopology: "topspace(subtopology U V) = topspace U ∩ V" by (auto simp add: topspace_def openin_subtopology) lemma closedin_subtopology: "closedin (subtopology U V) S <-> (∃T. closedin U T ∧ S = T ∩ V)" unfolding closedin_def topspace_subtopology apply (simp add: openin_subtopology) apply (rule iffI) apply clarify apply (rule_tac x="topspace U - T" in exI) by auto lemma openin_subtopology_refl: "openin (subtopology U V) V <-> V ⊆ topspace U" unfolding openin_subtopology apply (rule iffI, clarify) apply (frule openin_subset[of U]) apply blast apply (rule exI[where x="topspace U"]) by auto lemma subtopology_superset: assumes UV: "topspace U ⊆ V" shows "subtopology U V = U" proof- {fix S {fix T assume T: "openin U T" "S = T ∩ V" from T openin_subset[OF T(1)] UV have eq: "S = T" by blast have "openin U S" unfolding eq using T by blast} moreover {assume S: "openin U S" hence "∃T. openin U T ∧ S = T ∩ V" using openin_subset[OF S] UV by auto} ultimately have "(∃T. openin U T ∧ S = T ∩ V) <-> openin U S" by blast} then show ?thesis unfolding topology_eq openin_subtopology by blast qed lemma subtopology_topspace[simp]: "subtopology U (topspace U) = U" by (simp add: subtopology_superset) lemma subtopology_UNIV[simp]: "subtopology U UNIV = U" by (simp add: subtopology_superset) subsection{* The universal Euclidean versions are what we use most of the time *} definition "open S <-> (∀x ∈ S. ∃e >0. ∀x'. dist x' x < e --> x' ∈ S)" definition "closed S <-> open(UNIV - S)" definition "euclidean = topology open" lemma open_empty[intro,simp]: "open {}" by (simp add: open_def) lemma open_UNIV[intro,simp]: "open UNIV" by (simp add: open_def, rule exI[where x="1"], auto) lemma open_inter[intro]: assumes S: "open S" and T: "open T" shows "open (S ∩ T)" proof- note thS = S[unfolded open_def, rule_format] note thT = T[unfolded open_def, rule_format] {fix x assume x: "x ∈ S∩T" hence xS: "x ∈ S" and xT: "x ∈ T" by simp_all from thS[OF xS] obtain eS where eS: "eS > 0" "∀x'. dist x' x < eS --> x' ∈ S" by blast from thT[OF xT] obtain eT where eT: "eT > 0" "∀x'. dist x' x < eT --> x' ∈ T" by blast from real_lbound_gt_zero[OF eS(1) eT(1)] obtain e where e: "e > 0" "e < eS" "e < eT" by blast { fix x' assume d: "dist x' x < e" hence dS: "dist x' x < eS" and dT: "dist x' x < eT" using e by arith+ from eS(2)[rule_format, OF dS] eT(2)[rule_format, OF dT] have "x' ∈ S∩T" by blast} hence "∃e >0. ∀x'. dist x' x < e --> x' ∈ (S∩T)" using e by blast} then show ?thesis unfolding open_def by blast qed lemma open_Union[intro]: "(∀S∈K. open S) ==> open (\<Union> K)" by (simp add: open_def) metis lemma open_openin: "open S <-> openin euclidean S" unfolding euclidean_def apply (rule cong[where x=S and y=S]) apply (rule topology_inverse[symmetric]) apply (auto simp add: istopology_def) by (auto simp add: mem_def subset_eq) lemma topspace_euclidean: "topspace euclidean = UNIV" apply (simp add: topspace_def) apply (rule set_ext) by (auto simp add: open_openin[symmetric]) lemma topspace_euclidean_subtopology[simp]: "topspace (subtopology euclidean S) = S" by (simp add: topspace_euclidean topspace_subtopology) lemma closed_closedin: "closed S <-> closedin euclidean S" by (simp add: closed_def closedin_def topspace_euclidean open_openin) lemma open_Un[intro]: "open S ==> open T ==> open (S∪T)" by (auto simp add: open_openin) lemma open_subopen: "open S <-> (∀x∈S. ∃T. open T ∧ x ∈ T ∧ T ⊆ S)" by (simp add: open_openin openin_subopen[symmetric]) lemma closed_empty[intro, simp]: "closed {}" by (simp add: closed_closedin) lemma closed_UNIV[simp,intro]: "closed UNIV" by (simp add: closed_closedin topspace_euclidean[symmetric]) lemma closed_Un[intro]: "closed S ==> closed T ==> closed (S∪T)" by (auto simp add: closed_closedin) lemma closed_Int[intro]: "closed S ==> closed T ==> closed (S∩T)" by (auto simp add: closed_closedin) lemma closed_Inter[intro]: assumes H: "∀S ∈K. closed S" shows "closed (\<Inter>K)" using H unfolding closed_closedin apply (cases "K = {}") apply (simp add: closed_closedin[symmetric]) apply (rule closedin_Inter, auto) done lemma open_closed: "open S <-> closed (UNIV - S)" by (simp add: open_openin closed_closedin topspace_euclidean openin_closedin_eq) lemma closed_open: "closed S <-> open(UNIV - S)" by (simp add: open_openin closed_closedin topspace_euclidean closedin_def) lemma open_diff[intro]: "open S ==> closed T ==> open (S - T)" by (auto simp add: open_openin closed_closedin) lemma closed_diff[intro]: "closed S ==> open T ==> closed(S-T)" by (auto simp add: open_openin closed_closedin) lemma open_Inter[intro]: assumes fS: "finite S" and h: "∀T∈S. open T" shows "open (\<Inter>S)" using h by (induct rule: finite_induct[OF fS], auto) lemma closed_Union[intro]: assumes fS: "finite S" and h: "∀T∈S. closed T" shows "closed (\<Union>S)" using h by (induct rule: finite_induct[OF fS], auto) subsection{* Open and closed balls. *} definition "ball x e = {y. dist x y < e}" definition "cball x e = {y. dist x y ≤ e}" lemma mem_ball[simp]: "y ∈ ball x e <-> dist x y < e" by (simp add: ball_def) lemma mem_cball[simp]: "y ∈ cball x e <-> dist x y ≤ e" by (simp add: cball_def) lemma mem_ball_0[simp]: "x ∈ ball 0 e <-> norm x < e" by (simp add: dist_def) lemma mem_cball_0[simp]: "x ∈ cball 0 e <-> norm x ≤ e" by (simp add: dist_def) lemma centre_in_cball[simp]: "x ∈ cball x e <-> 0≤ e" by simp lemma ball_subset_cball[simp,intro]: "ball x e ⊆ cball x e" by (simp add: subset_eq) lemma subset_ball[intro]: "d <= e ==> ball x d ⊆ ball x e" by (simp add: subset_eq) lemma subset_cball[intro]: "d <= e ==> cball x d ⊆ cball x e" by (simp add: subset_eq) lemma ball_max_Un: "ball a (max r s) = ball a r ∪ ball a s" by (simp add: expand_set_eq) arith lemma ball_min_Int: "ball a (min r s) = ball a r ∩ ball a s" by (simp add: expand_set_eq) subsection{* Topological properties of open balls *} lemma diff_less_iff: "(a::real) - b > 0 <-> a > b" "(a::real) - b < 0 <-> a < b" "a - b < c <-> a < c +b" "a - b > c <-> a > c +b" by arith+ lemma diff_le_iff: "(a::real) - b ≥ 0 <-> a ≥ b" "(a::real) - b ≤ 0 <-> a ≤ b" "a - b ≤ c <-> a ≤ c +b" "a - b ≥ c <-> a ≥ c +b" by arith+ lemma open_ball[intro, simp]: "open (ball x e)" unfolding open_def ball_def Collect_def Ball_def mem_def unfolding dist_sym apply clarify apply (rule_tac x="e - dist xa x" in exI) using dist_triangle_alt[where z=x] apply (clarsimp simp add: diff_less_iff) apply atomize apply (erule_tac x="x'" in allE) apply (erule_tac x="xa" in allE) by arith lemma centre_in_ball[simp]: "x ∈ ball x e <-> e > 0" by (metis mem_ball dist_refl) lemma open_contains_ball: "open S <-> (∀x∈S. ∃e>0. ball x e ⊆ S)" unfolding open_def subset_eq mem_ball Ball_def dist_sym .. lemma open_contains_ball_eq: "open S ==> ∀x. x∈S <-> (∃e>0. ball x e ⊆ S)" by (metis open_contains_ball subset_eq centre_in_ball) lemma ball_eq_empty[simp]: "ball x e = {} <-> e ≤ 0" unfolding mem_ball expand_set_eq apply (simp add: not_less) by (metis dist_pos_le order_trans dist_refl) lemma ball_empty[intro]: "e ≤ 0 ==> ball x e = {}" by simp subsection{* Basic "localization" results are handy for connectedness. *} lemma openin_open: "openin (subtopology euclidean U) S <-> (∃T. open T ∧ (S = U ∩ T))" by (auto simp add: openin_subtopology open_openin[symmetric]) lemma openin_open_Int[intro]: "open S ==> openin (subtopology euclidean U) (U ∩ S)" by (auto simp add: openin_open) lemma open_openin_trans[trans]: "open S ==> open T ==> T ⊆ S ==> openin (subtopology euclidean S) T" by (metis Int_absorb1 openin_open_Int) lemma open_subset: "S ⊆ T ==> open S ==> openin (subtopology euclidean T) S" by (auto simp add: openin_open) lemma closedin_closed: "closedin (subtopology euclidean U) S <-> (∃T. closed T ∧ S = U ∩ T)" by (simp add: closedin_subtopology closed_closedin Int_ac) lemma closedin_closed_Int: "closed S ==> closedin (subtopology euclidean U) (U ∩ S)" by (metis closedin_closed) lemma closed_closedin_trans: "closed S ==> closed T ==> T ⊆ S ==> closedin (subtopology euclidean S) T" apply (subgoal_tac "S ∩ T = T" ) apply auto apply (frule closedin_closed_Int[of T S]) by simp lemma closed_subset: "S ⊆ T ==> closed S ==> closedin (subtopology euclidean T) S" by (auto simp add: closedin_closed) lemma openin_euclidean_subtopology_iff: "openin (subtopology euclidean U) S <-> S ⊆ U ∧ (∀x∈S. ∃e>0. ∀x'∈U. dist x' x < e --> x'∈ S)" (is "?lhs <-> ?rhs") proof- {assume ?lhs hence ?rhs unfolding openin_subtopology open_openin[symmetric] by (simp add: open_def) blast} moreover {assume SU: "S ⊆ U" and H: "!!x. x ∈ S ==> ∃e>0. ∀x'∈U. dist x' x < e --> x' ∈ S" from H obtain d where d: "!!x . x∈ S ==> d x > 0 ∧ (∀x' ∈ U. dist x' x < d x --> x' ∈ S)" by metis let ?T = "\<Union>{B. ∃x∈S. B = ball x (d x)}" have oT: "open ?T" by auto { fix x assume "x∈S" hence "x ∈ \<Union>{B. ∃x∈S. B = ball x (d x)}" apply simp apply(rule_tac x="ball x(d x)" in exI) apply auto unfolding dist_refl using d[of x] by auto hence "x∈ ?T ∩ U" using SU and `x∈S` by auto } moreover { fix y assume "y∈?T" then obtain B where "y∈B" "B∈{B. ∃x∈S. B = ball x (d x)}" by auto then obtain x where "x∈S" and x:"y ∈ ball x (d x)" by auto assume "y∈U" hence "y∈S" using d[OF `x∈S`] and x by(auto simp add: dist_sym) } ultimately have "S = ?T ∩ U" by blast with oT have ?lhs unfolding openin_subtopology open_openin[symmetric] by blast} ultimately show ?thesis by blast qed text{* These "transitivity" results are handy too. *} lemma openin_trans[trans]: "openin (subtopology euclidean T) S ==> openin (subtopology euclidean U) T ==> openin (subtopology euclidean U) S" unfolding open_openin openin_open by blast lemma openin_open_trans: "openin (subtopology euclidean T) S ==> open T ==> open S" by (auto simp add: openin_open intro: openin_trans) lemma closedin_trans[trans]: "closedin (subtopology euclidean T) S ==> closedin (subtopology euclidean U) T ==> closedin (subtopology euclidean U) S" by (auto simp add: closedin_closed closed_closedin closed_Inter Int_assoc) lemma closedin_closed_trans: "closedin (subtopology euclidean T) S ==> closed T ==> closed S" by (auto simp add: closedin_closed intro: closedin_trans) subsection{* Connectedness *} definition "connected S <-> ~(∃e1 e2. open e1 ∧ open e2 ∧ S ⊆ (e1 ∪ e2) ∧ (e1 ∩ e2 ∩ S = {}) ∧ ~(e1 ∩ S = {}) ∧ ~(e2 ∩ S = {}))" lemma connected_local: "connected S <-> ~(∃e1 e2. openin (subtopology euclidean S) e1 ∧ openin (subtopology euclidean S) e2 ∧ S ⊆ e1 ∪ e2 ∧ e1 ∩ e2 = {} ∧ ~(e1 = {}) ∧ ~(e2 = {}))" unfolding connected_def openin_open by blast lemma exists_diff: "(∃S. P(UNIV - S)) <-> (∃S. P S)" (is "?lhs <-> ?rhs") proof- {assume "?lhs" hence ?rhs by blast } moreover {fix S assume H: "P S" have "S = UNIV - (UNIV - S)" by auto with H have "P (UNIV - (UNIV - S))" by metis } ultimately show ?thesis by metis qed lemma connected_clopen: "connected S <-> (∀T. openin (subtopology euclidean S) T ∧ closedin (subtopology euclidean S) T --> T = {} ∨ T = S)" (is "?lhs <-> ?rhs") proof- have " ¬ connected S <-> (∃e1 e2. open e1 ∧ open (UNIV - e2) ∧ S ⊆ e1 ∪ (UNIV - e2) ∧ e1 ∩ (UNIV - e2) ∩ S = {} ∧ e1 ∩ S ≠ {} ∧ (UNIV - e2) ∩ S ≠ {})" unfolding connected_def openin_open closedin_closed apply (subst exists_diff) by blast hence th0: "connected S <-> ¬ (∃e2 e1. closed e2 ∧ open e1 ∧ S ⊆ e1 ∪ (UNIV - e2) ∧ e1 ∩ (UNIV - e2) ∩ S = {} ∧ e1 ∩ S ≠ {} ∧ (UNIV - e2) ∩ S ≠ {})" (is " _ <-> ¬ (∃e2 e1. ?P e2 e1)") apply (simp add: closed_def) by metis have th1: "?rhs <-> ¬ (∃t' t. closed t'∧t = S∩t' ∧ t≠{} ∧ t≠S ∧ (∃t'. open t' ∧ t = S ∩ t'))" (is "_ <-> ¬ (∃t' t. ?Q t' t)") unfolding connected_def openin_open closedin_closed by auto {fix e2 {fix e1 have "?P e2 e1 <-> (∃t. closed e2 ∧ t = S∩e2 ∧ open e1 ∧ t = S∩e1 ∧ t≠{} ∧ t≠S)" by auto} then have "(∃e1. ?P e2 e1) <-> (∃t. ?Q e2 t)" by metis} then have "∀e2. (∃e1. ?P e2 e1) <-> (∃t. ?Q e2 t)" by blast then show ?thesis unfolding th0 th1 by simp qed lemma connected_empty[simp, intro]: "connected {}" by (simp add: connected_def) subsection{* Hausdorff and other separation properties *} lemma hausdorff: assumes xy: "x ≠ y" shows "∃U V. open U ∧ open V ∧ x∈ U ∧ y ∈ V ∧ (U ∩ V = {})" (is "∃U V. ?P U V") proof- let ?U = "ball x (dist x y / 2)" let ?V = "ball y (dist x y / 2)" have th0: "!!d x y z. (d x z :: real) <= d x y + d y z ==> d y z = d z y ==> ~(d x y * 2 < d x z ∧ d z y * 2 < d x z)" by arith have "?P ?U ?V" using dist_pos_lt[OF xy] th0[of dist,OF dist_triangle dist_sym] by (auto simp add: dist_refl expand_set_eq less_divide_eq_number_of1) then show ?thesis by blast qed lemma separation_t2: "x ≠ y <-> (∃U V. open U ∧ open V ∧ x ∈ U ∧ y ∈ V ∧ U ∩ V = {})" using hausdorff[of x y] by blast lemma separation_t1: "x ≠ y <-> (∃U V. open U ∧ open V ∧ x ∈U ∧ y∉ U ∧ x∉V ∧ y∈V)" using separation_t2[of x y] by blast lemma separation_t0: "x ≠ y <-> (∃U. open U ∧ ~(x∈U <-> y∈U))" by(metis separation_t1) subsection{* Limit points *} definition islimpt:: "real ^'n::finite => (real^'n) set => bool" (infixr "islimpt" 60) where islimpt_def: "x islimpt S <-> (∀T. x∈T --> open T --> (∃y∈S. y∈T ∧ y≠x))" (* FIXME: Sure this form is OK????*) lemma islimptE: assumes "x islimpt S" and "x ∈ T" and "open T" obtains "(∃y∈S. y∈T ∧ y≠x)" using assms unfolding islimpt_def by auto lemma islimpt_subset: "x islimpt S ==> S ⊆ T ==> x islimpt T" by (auto simp add: islimpt_def) lemma islimpt_approachable: "x islimpt S <-> (∀e>0. ∃x'∈S. x' ≠ x ∧ dist x' x < e)" unfolding islimpt_def apply auto apply(erule_tac x="ball x e" in allE) apply (auto simp add: dist_refl) apply(rule_tac x=y in bexI) apply (auto simp add: dist_sym) by (metis open_def dist_sym open_ball centre_in_ball mem_ball) lemma islimpt_approachable_le: "x islimpt S <-> (∀e>0. ∃x'∈ S. x' ≠ x ∧ dist x' x <= e)" unfolding islimpt_approachable using approachable_lt_le[where f="λx'. dist x' x" and P="λx'. ¬ (x'∈S ∧ x'≠x)"] by metis lemma islimpt_UNIV[simp, intro]: "(x:: real ^'n::finite) islimpt UNIV" proof- { fix e::real assume ep: "e>0" from vector_choose_size[of "e/2"] ep have "∃(c:: real ^'n). norm c = e/2" by auto then obtain c ::"real^'n" where c: "norm c = e/2" by blast let ?x = "x + c" have "?x ≠ x" using c ep by (auto simp add: norm_eq_0_imp) moreover have "dist ?x x < e" using c ep apply simp by norm ultimately have "∃x'. x' ≠ x∧ dist x' x < e" by blast} then show ?thesis unfolding islimpt_approachable by blast qed lemma closed_limpt: "closed S <-> (∀x. x islimpt S --> x ∈ S)" unfolding closed_def apply (subst open_subopen) apply (simp add: islimpt_def subset_eq) by (metis DiffE DiffI UNIV_I insertCI insert_absorb mem_def) lemma islimpt_EMPTY[simp]: "¬ x islimpt {}" unfolding islimpt_approachable apply auto by ferrack lemma closed_positive_orthant: "closed {x::real^'n::finite. ∀i. 0 ≤x$i}" proof- let ?U = "UNIV :: 'n set" let ?O = "{x::real^'n. ∀i. x$i≥0}" {fix x:: "real^'n" and i::'n assume H: "∀e>0. ∃x'∈?O. x' ≠ x ∧ dist x' x < e" and xi: "x$i < 0" from xi have th0: "-x$i > 0" by arith from H[rule_format, OF th0] obtain x' where x': "x' ∈?O" "x' ≠ x" "dist x' x < -x $ i" by blast have th:" !!b a (x::real). abs x <= b ==> b <= a ==> ~(a + x < 0)" by arith have th': "!!x (y::real). x < 0 ==> 0 <= y ==> abs x <= abs (y - x)" by arith have th1: "¦x$i¦ ≤ ¦(x' - x)$i¦" using x'(1) xi apply (simp only: vector_component) by (rule th') auto have th2: "¦dist x x'¦ ≥ ¦(x' - x)$i¦" using component_le_norm[of "x'-x" i] apply (simp add: dist_def) by norm from th[OF th1 th2] x'(3) have False by (simp add: dist_sym dist_pos_le) } then show ?thesis unfolding closed_limpt islimpt_approachable unfolding not_le[symmetric] by blast qed lemma finite_set_avoid: assumes fS: "finite S" shows "∃d>0. ∀x∈S. x ≠ a --> d <= dist a x" proof(induct rule: finite_induct[OF fS]) case 1 thus ?case apply auto by ferrack next case (2 x F) from 2 obtain d where d: "d >0" "∀x∈F. x≠a --> d ≤ dist a x" by blast {assume "x = a" hence ?case using d by auto } moreover {assume xa: "x≠a" let ?d = "min d (dist a x)" have dp: "?d > 0" using xa d(1) using dist_nz by auto from d have d': "∀x∈F. x≠a --> ?d ≤ dist a x" by auto with dp xa have ?case by(auto intro!: exI[where x="?d"]) } ultimately show ?case by blast qed lemma islimpt_finite: assumes fS: "finite S" shows "¬ a islimpt S" unfolding islimpt_approachable using finite_set_avoid[OF fS, of a] by (metis dist_sym not_le) lemma islimpt_Un: "x islimpt (S ∪ T) <-> x islimpt S ∨ x islimpt T" apply (rule iffI) defer apply (metis Un_upper1 Un_upper2 islimpt_subset) unfolding islimpt_approachable apply auto apply (erule_tac x="min e ea" in allE) apply auto done lemma discrete_imp_closed: assumes e: "0 < e" and d: "∀x ∈ S. ∀y ∈ S. norm(y - x) < e --> y = x" shows "closed S" proof- {fix x assume C: "∀e>0. ∃x'∈S. x' ≠ x ∧ dist x' x < e" from e have e2: "e/2 > 0" by arith from C[rule_format, OF e2] obtain y where y: "y ∈ S" "y≠x" "dist y x < e/2" by blast let ?m = "min (e/2) (dist x y) " from e2 y(2) have mp: "?m > 0" by (simp add: dist_nz[THEN sym]) from C[rule_format, OF mp] obtain z where z: "z ∈ S" "z≠x" "dist z x < ?m" by blast have th: "norm (z - y) < e" using z y by norm from d[rule_format, OF y(1) z(1) th] y z have False by (auto simp add: dist_sym)} then show ?thesis by (metis islimpt_approachable closed_limpt) qed subsection{* Interior of a Set *} definition "interior S = {x. ∃T. open T ∧ x ∈ T ∧ T ⊆ S}" lemma interior_eq: "interior S = S <-> open S" apply (simp add: expand_set_eq interior_def) apply (subst (2) open_subopen) by blast lemma interior_open: "open S ==> (interior S = S)" by (metis interior_eq) lemma interior_empty[simp]: "interior {} = {}" by (simp add: interior_def) lemma open_interior[simp, intro]: "open(interior S)" apply (simp add: interior_def) apply (subst open_subopen) by blast lemma interior_interior[simp]: "interior(interior S) = interior S" by (metis interior_eq open_interior) lemma interior_subset: "interior S ⊆ S" by (auto simp add: interior_def) lemma subset_interior: "S ⊆ T ==> (interior S) ⊆ (interior T)" by (auto simp add: interior_def) lemma interior_maximal: "T ⊆ S ==> open T ==> T ⊆ (interior S)" by (auto simp add: interior_def) lemma interior_unique: "T ⊆ S ==> open T ==> (∀T'. T' ⊆ S ∧ open T' --> T' ⊆ T) ==> interior S = T" by (metis equalityI interior_maximal interior_subset open_interior) lemma mem_interior: "x ∈ interior S <-> (∃e. 0 < e ∧ ball x e ⊆ S)" apply (simp add: interior_def) by (metis open_contains_ball centre_in_ball open_ball subset_trans) lemma open_subset_interior: "open S ==> S ⊆ interior T <-> S ⊆ T" by (metis interior_maximal interior_subset subset_trans) lemma interior_inter[simp]: "interior(S ∩ T) = interior S ∩ interior T" apply (rule equalityI, simp) apply (metis Int_lower1 Int_lower2 subset_interior) by (metis Int_mono interior_subset open_inter open_interior open_subset_interior) lemma interior_limit_point[intro]: assumes x: "x ∈ interior S" shows "x islimpt S" proof- from x obtain e where e: "e>0" "∀x'. dist x x' < e --> x' ∈ S" unfolding mem_interior subset_eq Ball_def mem_ball by blast {fix d::real assume d: "d>0" let ?m = "min d e / 2" have mde2: "?m ≥ 0" using e(1) d(1) by arith from vector_choose_dist[OF mde2, of x] obtain y where y: "dist x y = ?m" by blast have th: "dist x y < e" "dist x y < d" unfolding y using e(1) d(1) by arith+ have "∃x'∈S. x'≠ x ∧ dist x' x < d" apply (rule bexI[where x=y]) using e th y by (auto simp add: dist_sym)} then show ?thesis unfolding islimpt_approachable by blast qed lemma interior_closed_Un_empty_interior: assumes cS: "closed S" and iT: "interior T = {}" shows "interior(S ∪ T) = interior S" proof- have "interior S ⊆ interior (S∪T)" by (rule subset_interior, blast) moreover {fix x e assume e: "e > 0" "∀x' ∈ ball x e. x'∈(S∪T)" {fix y assume y: "y ∈ ball x e" {fix d::real assume d: "d > 0" let ?k = "min d (e - dist x y)" have kp: "?k > 0" using d e(1) y[unfolded mem_ball] by norm have "?k/2 ≥ 0" using kp by simp then obtain w where w: "dist y w = ?k/ 2" by (metis vector_choose_dist) from iT[unfolded expand_set_eq mem_interior] have "¬ ball w (?k/4) ⊆ T" using kp by (auto simp add: less_divide_eq_number_of1) then obtain z where z: "dist w z < ?k/4" "z ∉ T" by (auto simp add: subset_eq) have "z ∉ T ∧ z≠ y ∧ dist z y < d ∧ dist x z < e" using z apply simp using w e(1) d apply (auto simp only: dist_sym) apply (auto simp add: min_def cong del: if_weak_cong) apply (cases "d ≤ e - dist x y", auto simp add: ring_simps cong del: if_weak_cong) apply norm apply (cases "d ≤ e - dist x y", auto simp add: ring_simps not_le not_less cong del: if_weak_cong) apply norm apply norm apply (cases "d ≤ e - dist x y", auto simp add: ring_simps not_le not_less cong del: if_weak_cong) apply norm apply norm done then have "∃z. z ∉ T ∧ z≠ y ∧ dist z y < d ∧ dist x z < e" by blast then have "∃x' ∈S. x'≠y ∧ dist x' y < d" using e by auto} then have "y∈S" by (metis islimpt_approachable cS closed_limpt) } then have "x ∈ interior S" unfolding mem_interior using e(1) by blast} hence "interior (S∪T) ⊆ interior S" unfolding mem_interior Ball_def subset_eq by blast ultimately show ?thesis by blast qed subsection{* Closure of a Set *} definition "closure S = S ∪ {x | x. x islimpt S}" lemma closure_interior: "closure S = UNIV - interior (UNIV - S)" proof- { fix x have "x∈UNIV - interior (UNIV - S) <-> x ∈ closure S" (is "?lhs = ?rhs") proof let ?exT = "λ y. (∃T. open T ∧ y ∈ T ∧ T ⊆ UNIV - S)" assume "?lhs" hence *:"¬ ?exT x" unfolding interior_def by simp { assume "¬ ?rhs" hence False using * unfolding closure_def islimpt_def by blast } thus "?rhs" by blast next assume "?rhs" thus "?lhs" unfolding closure_def interior_def islimpt_def by blast qed } thus ?thesis by blast qed lemma interior_closure: "interior S = UNIV - (closure (UNIV - S))" proof- { fix x have "x ∈ interior S <-> x ∈ UNIV - (closure (UNIV - S))" unfolding interior_def closure_def islimpt_def by blast } thus ?thesis by blast qed lemma closed_closure[simp, intro]: "closed (closure S)" proof- have "closed (UNIV - interior (UNIV -S))" by blast thus ?thesis using closure_interior[of S] by simp qed lemma closure_hull: "closure S = closed hull S" proof- have "S ⊆ closure S" unfolding closure_def by blast moreover have "closed (closure S)" using closed_closure[of S] by assumption moreover { fix t assume *:"S ⊆ t" "closed t" { fix x assume "x islimpt S" hence "x islimpt t" using *(1) using islimpt_subset[of x, of S, of t] by blast } with * have "closure S ⊆ t" unfolding closure_def using closed_limpt[of t] by blast } ultimately show ?thesis using hull_unique[of S, of "closure S", of closed] unfolding mem_def by simp qed lemma closure_eq: "closure S = S <-> closed S" unfolding closure_hull using hull_eq[of closed, unfolded mem_def, OF closed_Inter, of S] by (metis mem_def subset_eq) lemma closure_closed[simp]: "closed S ==> closure S = S" using closure_eq[of S] by simp lemma closure_closure[simp]: "closure (closure S) = closure S" unfolding closure_hull using hull_hull[of closed S] by assumption lemma closure_subset: "S ⊆ closure S" unfolding closure_hull using hull_subset[of S closed] by assumption lemma subset_closure: "S ⊆ T ==> closure S ⊆ closure T" unfolding closure_hull using hull_mono[of S T closed] by assumption lemma closure_minimal: "S ⊆ T ==> closed T ==> closure S ⊆ T" using hull_minimal[of S T closed] unfolding closure_hull mem_def by simp lemma closure_unique: "S ⊆ T ∧ closed T ∧ (∀ T'. S ⊆ T' ∧ closed T' --> T ⊆ T') ==> closure S = T" using hull_unique[of S T closed] unfolding closure_hull mem_def by simp lemma closure_empty[simp]: "closure {} = {}" using closed_empty closure_closed[of "{}"] by simp lemma closure_univ[simp]: "closure UNIV = UNIV" using closure_closed[of UNIV] by simp lemma closure_eq_empty: "closure S = {} <-> S = {}" using closure_empty closure_subset[of S] by blast lemma closure_subset_eq: "closure S ⊆ S <-> closed S" using closure_eq[of S] closure_subset[of S] by simp lemma open_inter_closure_eq_empty: "open S ==> (S ∩ closure T) = {} <-> S ∩ T = {}" using open_subset_interior[of S "UNIV - T"] using interior_subset[of "UNIV - T"] unfolding closure_interior by auto lemma open_inter_closure_subset: "open S ==> (S ∩ (closure T)) ⊆ closure(S ∩ T)" proof fix x assume as: "open S" "x ∈ S ∩ closure T" { assume *:"x islimpt T" { fix e::real assume "e > 0" from as `open S` obtain e' where "e' > 0" and e':"∀x'. dist x' x < e' --> x' ∈ S" unfolding open_def by auto let ?e = "min e e'" from `e>0` `e'>0` have "?e > 0" by simp then obtain y where y:"y∈T" "y ≠ x ∧ dist y x < ?e" using islimpt_approachable[of x T] using * by blast hence "∃x'∈S ∩ T. x' ≠ x ∧ dist x' x < e" using e' using y by(rule_tac x=y in bexI, simp+) } hence "x islimpt S ∩ T" using islimpt_approachable[of x "S ∩ T"] by blast } then show "x ∈ closure (S ∩ T)" using as unfolding closure_def by blast qed lemma closure_complement: "closure(UNIV - S) = UNIV - interior(S)" proof- have "S = UNIV - (UNIV - S)" by auto thus ?thesis unfolding closure_interior by auto qed lemma interior_complement: "interior(UNIV - S) = UNIV - closure(S)" unfolding closure_interior by blast subsection{* Frontier (aka boundary) *} definition "frontier S = closure S - interior S" lemma frontier_closed: "closed(frontier S)" by (simp add: frontier_def closed_diff closed_closure) lemma frontier_closures: "frontier S = (closure S) ∩ (closure(UNIV - S))" by (auto simp add: frontier_def interior_closure) lemma frontier_straddle: "a ∈ frontier S <-> (∀e>0. (∃x∈S. dist a x < e) ∧ (∃x. x ∉ S ∧ dist a x < e))" (is "?lhs <-> ?rhs") proof assume "?lhs" { fix e::real assume "e > 0" let ?rhse = "(∃x∈S. dist a x < e) ∧ (∃x. x ∉ S ∧ dist a x < e)" { assume "a∈S" have "∃x∈S. dist a x < e" using dist_refl[of a] `e>0` `a∈S` by(rule_tac x=a in bexI) auto moreover have "∃x. x ∉ S ∧ dist a x < e" using `?lhs` `a∈S` unfolding frontier_closures closure_def islimpt_def using dist_refl[of a] `e>0` by (auto, erule_tac x="ball a e" in allE, auto) ultimately have ?rhse by auto } moreover { assume "a∉S" hence ?rhse using `?lhs` unfolding frontier_closures closure_def islimpt_def using open_ball[of a e] dist_refl[of a] `e > 0` by (auto, erule_tac x = "ball a e" in allE, auto) } ultimately have ?rhse by auto } thus ?rhs by auto next assume ?rhs moreover { fix T assume "a∉S" and as:"∀e>0. (∃x∈S. dist a x < e) ∧ (∃x. x ∉ S ∧ dist a x < e)" "a ∉ S" "a ∈ T" "open T" from `open T` `a ∈ T` have "∃e>0. ball a e ⊆ T" unfolding open_contains_ball[of T] by auto then obtain e where "e>0" "ball a e ⊆ T" by auto then obtain y where y:"y∈S" "dist a y < e" using as(1) by auto have "∃y∈S. y ∈ T ∧ y ≠ a" using `dist a y < e` `ball a e ⊆ T` unfolding ball_def using `y∈S` `a∉S` by auto } hence "a ∈ closure S" unfolding closure_def islimpt_def using `?rhs` by auto moreover { fix T assume "a ∈ T" "open T" "a∈S" then obtain e where "e>0" and balle: "ball a e ⊆ T" unfolding open_contains_ball using `?rhs` by auto obtain x where "x ∉ S" "dist a x < e" using `?rhs` using `e>0` by auto hence "∃y∈UNIV - S. y ∈ T ∧ y ≠ a" using balle `a∈S` unfolding ball_def by (rule_tac x=x in bexI)auto } hence "a islimpt (UNIV - S) ∨ a∉S" unfolding islimpt_def by auto ultimately show ?lhs unfolding frontier_closures using closure_def[of "UNIV - S"] by auto qed lemma frontier_subset_closed: "closed S ==> frontier S ⊆ S" by (metis frontier_def closure_closed Diff_subset) lemma frontier_empty: "frontier {} = {}" by (simp add: frontier_def closure_empty) lemma frontier_subset_eq: "frontier S ⊆ S <-> closed S" proof- { assume "frontier S ⊆ S" hence "closure S ⊆ S" using interior_subset unfolding frontier_def by auto hence "closed S" using closure_subset_eq by auto } thus ?thesis using frontier_subset_closed[of S] by auto qed lemma frontier_complement: "frontier(UNIV - S) = frontier S" by (auto simp add: frontier_def closure_complement interior_complement) lemma frontier_disjoint_eq: "frontier S ∩ S = {} <-> open S" using frontier_complement frontier_subset_eq[of "UNIV - S"] unfolding open_closed by auto subsection{* A variant of nets (Slightly non-standard but good for our purposes). *} typedef (open) 'a net = "{g :: 'a => 'a => bool. ∀x y. (∀z. g z x --> g z y) ∨ (∀z. g z y --> g z x)}" morphisms "netord" "mknet" by blast lemma net: "(∀z. netord n z x --> netord n z y) ∨ (∀z. netord n z y --> netord n z x)" using netord[of n] by auto lemma oldnet: "netord n x x ==> netord n y y ==> ∃z. netord n z z ∧ (∀w. netord n w z --> netord n w x ∧ netord n w y)" by (metis net) lemma net_dilemma: "∃a. (∃x. netord net x a) ∧ (∀x. netord net x a --> P x) ==> ∃b. (∃x. netord net x b) ∧ (∀x. netord net x b --> Q x) ==> ∃c. (∃x. netord net x c) ∧ (∀x. netord net x c --> P x ∧ Q x)" by (metis net) subsection{* Common nets and The "within" modifier for nets. *} definition "at a = mknet(λx y. 0 < dist x a ∧ dist x a <= dist y a)" definition "at_infinity = mknet(λx y. norm x ≥ norm y)" definition "sequentially = mknet(λ(m::nat) n. m >= n)" definition within :: "'a net => 'a set => 'a net" (infixr "within" 70) where within_def: "net within S = mknet (λx y. netord net x y ∧ x ∈ S)" definition indirection :: "real ^'n::finite => real ^'n => (real ^'n) net" (infixr "indirection" 70) where indirection_def: "a indirection v = (at a) within {b. ∃c≥0. b - a = c*s v}" text{* Prove That They are all nets. *} lemma mknet_inverse': "netord (mknet r) = r <-> (∀x y. (∀z. r z x --> r z y) ∨ (∀z. r z y --> r z x))" using mknet_inverse[of r] apply (auto simp add: netord_inverse) by (metis net) method_setup net = {* let val ss1 = HOL_basic_ss addsimps [@{thm expand_fun_eq} RS sym] val ss2 = HOL_basic_ss addsimps [@{thm mknet_inverse'}] fun tac ths = ObjectLogic.full_atomize_tac THEN' Simplifier.simp_tac (ss1 addsimps ths) THEN' Simplifier.asm_full_simp_tac ss2 in Attrib.thms >> (fn ths => K (SIMPLE_METHOD' (tac ths))) end *} "reduces goals about net" lemma at: "!!x y. netord (at a) x y <-> 0 < dist x a ∧ dist x a <= dist y a" apply (net at_def) by (metis dist_sym real_le_linear real_le_trans) lemma at_infinity: "!!x y. netord at_infinity x y <-> norm x >= norm y" apply (net at_infinity_def) apply (metis real_le_linear real_le_trans) done lemma sequentially: "!!m n. netord sequentially m n <-> m >= n" apply (net sequentially_def) apply (metis linorder_linear min_max.le_supI2 min_max.sup_absorb1) done lemma within: "netord (n within S) x y <-> netord n x y ∧ x ∈ S" proof- have "∀x y. (∀z. netord n z x ∧ z ∈ S --> netord n z y) ∨ (∀z. netord n z y ∧ z ∈ S --> netord n z x)" by (metis net) thus ?thesis unfolding within_def using mknet_inverse[of "λx y. netord n x y ∧ x ∈ S"] by simp qed lemma in_direction: "netord (a indirection v) x y <-> 0 < dist x a ∧ dist x a ≤ dist y a ∧ (∃c ≥ 0. x - a = c *s v)" by (simp add: within at indirection_def) lemma within_UNIV: "at x within UNIV = at x" by (simp add: within_def at_def netord_inverse) subsection{* Identify Trivial limits, where we can't approach arbitrarily closely. *} definition "trivial_limit (net:: 'a net) <-> (∀(a::'a) b. a = b) ∨ (∃(a::'a) b. a ≠ b ∧ (∀x. ~(netord (net) x a) ∧ ~(netord(net) x b)))" lemma trivial_limit_within: "trivial_limit (at (a::real^'n::finite) within S) <-> ~(a islimpt S)" proof- {assume "∀(a::real^'n) b. a = b" hence "¬ a islimpt S" apply (simp add: islimpt_approachable_le) by (rule exI[where x=1], auto)} moreover {fix b c assume bc: "b ≠ c" "∀x. ¬ netord (at a within S) x b ∧ ¬ netord (at a within S) x c" have "dist a b > 0 ∨ dist a c > 0" using bc by (auto simp add: within at dist_nz[THEN sym]) then have "¬ a islimpt S" using bc unfolding within at dist_nz islimpt_approachable_le by(auto simp add: dist_triangle dist_sym dist_eq_0[THEN sym]) } moreover {assume "¬ a islimpt S" then obtain e where e: "e > 0" "∀x' ∈ S. x' ≠ a --> dist x' a > e" unfolding islimpt_approachable_le by (auto simp add: not_le) from e vector_choose_dist[of e a] obtain b where b: "dist a b = e" by auto from b e(1) have "a ≠ b" by (simp add: dist_nz) moreover have "∀x. ¬ ((0 < dist x a ∧ dist x a ≤ dist a a) ∧ x ∈ S) ∧ ¬ ((0 < dist x a ∧ dist x a ≤ dist b a) ∧ x ∈ S)" using e(2) b by (auto simp add: dist_refl dist_sym) ultimately have "trivial_limit (at a within S)" unfolding trivial_limit_def within at by blast} ultimately show ?thesis unfolding trivial_limit_def by blast qed lemma trivial_limit_at: "~(trivial_limit (at a))" apply (subst within_UNIV[symmetric]) by (simp add: trivial_limit_within islimpt_UNIV) lemma trivial_limit_at_infinity: "~(trivial_limit (at_infinity :: ('a::{norm,zero_neq_one}) net))" apply (simp add: trivial_limit_def at_infinity) by (metis order_refl zero_neq_one) lemma trivial_limit_sequentially: "~(trivial_limit sequentially)" by (auto simp add: trivial_limit_def sequentially) subsection{* Some property holds "sufficiently close" to the limit point. *} definition "eventually P net <-> trivial_limit net ∨ (∃y. (∃x. netord net x y) ∧ (∀x. netord net x y --> P x))" lemma eventually_happens: "eventually P net ==> trivial_limit net ∨ (∃x. P x)" by (metis eventually_def) lemma eventually_within_le: "eventually P (at a within S) <-> (∃d>0. ∀x∈S. 0 < dist x a ∧ dist x a <= d --> P x)" (is "?lhs = ?rhs") proof assume "?lhs" moreover { assume "¬ a islimpt S" then obtain e where "e>0" and e:"∀x'∈S. ¬ (x' ≠ a ∧ dist x' a ≤ e)" unfolding islimpt_approachable_le by auto hence "?rhs" apply auto apply (rule_tac x=e in exI) by auto } moreover { assume "∃y. (∃x. netord (at a within S) x y) ∧ (∀x. netord (at a within S) x y --> P x)" then obtain x y where xy:"netord (at a within S) x y ∧ (∀x. netord (at a within S) x y --> P x)" by auto hence "?rhs" unfolding within at by auto } ultimately show "?rhs" unfolding eventually_def trivial_limit_within by auto next assume "?rhs" then obtain d where "d>0" and d:"∀x∈S. 0 < dist x a ∧ dist x a ≤ d --> P x" by auto thus "?lhs" unfolding eventually_def trivial_limit_within islimpt_approachable_le within at unfolding dist_nz[THEN sym] by (clarsimp, rule_tac x=d in exI, auto) qed lemma eventually_within: " eventually P (at a within S) <-> (∃d>0. ∀x∈S. 0 < dist x a ∧ dist x a < d --> P x)" proof- { fix d assume "d>0" "∀x∈S. 0 < dist x a ∧ dist x a < d --> P x" hence "∀x∈S. 0 < dist x a ∧ dist x a ≤ (d/2) --> P x" using order_less_imp_le by auto } thus ?thesis unfolding eventually_within_le using approachable_lt_le by (auto, rule_tac x="d/2" in exI, auto) qed lemma eventually_at: "eventually P (at a) <-> (∃d>0. ∀x. 0 < dist x a ∧ dist x a < d --> P x)" apply (subst within_UNIV[symmetric]) by (simp add: eventually_within) lemma eventually_sequentially: "eventually P sequentially <-> (∃N. ∀n≥N. P n)" apply (simp add: eventually_def sequentially trivial_limit_sequentially) apply (metis dlo_simps(7) dlo_simps(9) le_maxI2 min_max.le_iff_sup min_max.sup_absorb1 order_antisym_conv) done (* FIXME Declare this with P::'a::some_type => bool *) lemma eventually_at_infinity: "eventually (P::(real^'n::finite => bool)) at_infinity <-> (∃b. ∀x. norm x >= b --> P x)" (is "?lhs = ?rhs") proof assume "?lhs" thus "?rhs" unfolding eventually_def at_infinity by (auto simp add: trivial_limit_at_infinity) next assume "?rhs" then obtain b where b:"∀x. b ≤ norm x --> P x" and "b≥0" by (metis norm_ge_zero real_le_linear real_le_trans) obtain y::"real^'n" where y:"norm y = b" using `b≥0` using vector_choose_size[of b] by auto thus "?lhs" unfolding eventually_def at_infinity using b y by auto qed lemma always_eventually: "(∀(x::'a::zero_neq_one). P x) ==> eventually P net" apply (auto simp add: eventually_def trivial_limit_def ) by (rule exI[where x=0], rule exI[where x=1], rule zero_neq_one) text{* Combining theorems for "eventually" *} lemma eventually_and: " eventually (λx. P x ∧ Q x) net <-> eventually P net ∧ eventually Q net" apply (simp add: eventually_def) apply (cases "trivial_limit net") using net_dilemma[of net P Q] by auto lemma eventually_mono: "(∀x. P x --> Q x) ==> eventually P net ==> eventually Q net" by (metis eventually_def) lemma eventually_mp: "eventually (λx. P x --> Q x) net ==> eventually P net ==> eventually Q net" apply (atomize(full)) unfolding imp_conjL[symmetric] eventually_and[symmetric] by (auto simp add: eventually_def) lemma eventually_false: "eventually (λx. False) net <-> trivial_limit net" by (auto simp add: eventually_def) lemma not_eventually: "(∀x. ¬ P x ) ==> ~(trivial_limit net) ==> ~(eventually P net)" by (auto simp add: eventually_def) subsection{* Limits, defined as vacuously true when the limit is trivial. *} definition tendsto:: "('a => real ^'n::finite) => real ^'n => 'a net => bool" (infixr "--->" 55) where tendsto_def: "(f ---> l) net <-> (∀e>0. eventually (λx. dist (f x) l < e) net)" lemma tendstoD: "(f ---> l) net ==> e>0 ==> eventually (λx. dist (f x) l < e) net" unfolding tendsto_def by auto text{* Notation Lim to avoid collition with lim defined in analysis *} definition "Lim net f = (THE l. (f ---> l) net)" lemma Lim: "(f ---> l) net <-> trivial_limit net ∨ (∀e>0. ∃y. (∃x. netord net x y) ∧ (∀x. netord(net) x y --> dist (f x) l < e))" by (auto simp add: tendsto_def eventually_def) text{* Show that they yield usual definitions in the various cases. *} lemma Lim_within_le: "(f ---> l)(at a within S) <-> (∀e>0. ∃d>0. ∀x∈S. 0 < dist x a ∧ dist x a <= d --> dist (f x) l < e)" by (auto simp add: tendsto_def eventually_within_le) lemma Lim_within: "(f ---> l) (at a within S) <-> (∀e >0. ∃d>0. ∀x ∈ S. 0 < dist x a ∧ dist x a < d --> dist (f x) l < e)" by (auto simp add: tendsto_def eventually_within) lemma Lim_at: "(f ---> l) (at a) <-> (∀e >0. ∃d>0. ∀x. 0 < dist x a ∧ dist x a < d --> dist (f x) l < e)" by (auto simp add: tendsto_def eventually_at) lemma Lim_at_infinity: "(f ---> l) at_infinity <-> (∀e>0. ∃b. ∀x::real^'n::finite. norm x >= b --> dist (f x) l < e)" by (auto simp add: tendsto_def eventually_at_infinity) lemma Lim_sequentially: "(S ---> l) sequentially <-> (∀e>0. ∃N. ∀n≥N. dist (S n) l < e)" by (auto simp add: tendsto_def eventually_sequentially) lemma Lim_eventually: "eventually (λx. f x = l) net ==> (f ---> l) net" by (auto simp add: eventually_def Lim dist_refl) text{* The expected monotonicity property. *} lemma Lim_within_empty: "(f ---> l) (at x within {})" by (simp add: Lim_within_le) lemma Lim_within_subset: "(f ---> l) (at a within S) ==> T ⊆ S ==> (f ---> l) (at a within T)" apply (auto simp add: Lim_within_le) by (metis subset_eq) lemma Lim_Un: assumes "(f ---> l) (at x within S)" "(f ---> l) (at x within T)" shows "(f ---> l) (at x within (S ∪ T))" proof- { fix e::real assume "e>0" obtain d1 where d1:"d1>0" "∀xa∈T. 0 < dist xa x ∧ dist xa x < d1 --> dist (f xa) l < e" using assms unfolding Lim_within using `e>0` by auto obtain d2 where d2:"d2>0" "∀xa∈S. 0 < dist xa x ∧ dist xa x < d2 --> dist (f xa) l < e" using assms unfolding Lim_within using `e>0` by auto have "∃d>0. ∀xa∈S ∪ T. 0 < dist xa x ∧ dist xa x < d --> dist (f xa) l < e" using d1 d2 by (rule_tac x="min d1 d2" in exI)auto } thus ?thesis unfolding Lim_within by auto qed lemma Lim_Un_univ: "(f ---> l) (at x within S) ==> (f ---> l) (at x within T) ==> S ∪ T = (UNIV::(real^'n::finite) set) ==> (f ---> l) (at x)" by (metis Lim_Un within_UNIV) text{* Interrelations between restricted and unrestricted limits. *} lemma Lim_at_within: "(f ---> l)(at a) ==> (f ---> l)(at a within S)" apply (simp add: Lim_at Lim_within) by metis lemma Lim_within_open: assumes"a ∈ S" "open S" shows "(f ---> l)(at a within S) <-> (f ---> l)(at a)" (is "?lhs <-> ?rhs") proof assume ?lhs { fix e::real assume "e>0" obtain d where d: "d >0" "∀x∈S. 0 < dist x a ∧ dist x a < d --> dist (f x) l < e" using `?lhs` `e>0` unfolding Lim_within by auto obtain d' where d': "d'>0" "∀x. dist x a < d' --> x ∈ S" using assms unfolding open_def by auto from d d' have "∃d>0. ∀x. 0 < dist x a ∧ dist x a < d --> dist (f x) l < e" by (rule_tac x= "min d d'" in exI)auto } thus ?rhs unfolding Lim_at by auto next assume ?rhs { fix e::real assume "e>0" then obtain d where "d>0" and d:"∀x. 0 < dist x a ∧ dist x a < d --> dist (f x) l < e" using `?rhs` unfolding Lim_at by auto hence "∃d>0. ∀x. 0 < dist x a ∧ dist x a < d --> dist (f x) l < e" using `d>0` by auto } thus ?lhs using Lim_at_within[of f l a S] by (auto simp add: Lim_at) qed text{* Another limit point characterization. *} lemma islimpt_sequential: "x islimpt S <-> (∃f. (∀n::nat. f n ∈ S -{x}) ∧ (f ---> x) sequentially)" (is "?lhs = ?rhs") proof assume ?lhs then obtain f where f:"∀y. y>0 --> f y ∈ S ∧ f y ≠ x ∧ dist (f y) x < y" unfolding islimpt_approachable using choice[of "λe y. e>0 --> y∈S ∧ y≠x ∧ dist y x < e"] by auto { fix n::nat have "f (inverse (real n + 1)) ∈ S - {x}" using f by auto } moreover { fix e::real assume "e>0" hence "∃N::nat. inverse (real (N + 1)) < e" using real_arch_inv[of e] apply (auto simp add: Suc_pred') apply(rule_tac x="n - 1" in exI) by auto then obtain N::nat where "inverse (real (N + 1)) < e" by auto hence "∀n≥N. inverse (real n + 1) < e" by (auto, metis Suc_le_mono le_SucE less_imp_inverse_less nat_le_real_less order_less_trans real_of_nat_Suc real_of_nat_Suc_gt_zero) moreover have "∀n≥N. dist (f (inverse (real n + 1))) x < (inverse (real n + 1))" using f `e>0` by auto ultimately have "∃N::nat. ∀n≥N. dist (f (inverse (real n + 1))) x < e" apply(rule_tac x=N in exI) apply auto apply(erule_tac x=n in allE)+ by auto } hence " ((λn. f (inverse (real n + 1))) ---> x) sequentially" unfolding Lim_sequentially using f by auto ultimately show ?rhs apply (rule_tac x="(λn::nat. f (inverse (real n + 1)))" in exI) by auto next assume ?rhs then obtain f::"nat=>real^'a" where f:"(∀n. f n ∈ S - {x})" "(∀e>0. ∃N. ∀n≥N. dist (f n) x < e)" unfolding Lim_sequentially by auto { fix e::real assume "e>0" then obtain N where "dist (f N) x < e" using f(2) by auto moreover have "f N∈S" "f N ≠ x" using f(1) by auto ultimately have "∃x'∈S. x' ≠ x ∧ dist x' x < e" by auto } thus ?lhs unfolding islimpt_approachable by auto qed text{* Basic arithmetical combining theorems for limits. *} lemma Lim_linear: fixes f :: "('a => real^'n::finite)" and h :: "(real^'n => real^'m::finite)" assumes "(f ---> l) net" "linear h" shows "((λx. h (f x)) ---> h l) net" proof (cases "trivial_limit net") case True thus ?thesis unfolding tendsto_def unfolding eventually_def by auto next case False note cas = this obtain b where b: "b>0" "∀x. norm (h x) ≤ b * norm x" using assms(2) using linear_bounded_pos[of h] by auto { fix e::real assume "e >0" hence "e/b > 0" using `b>0` by (metis divide_pos_pos) then have "(∃y. (∃x. netord net x y) ∧ (∀x. netord net x y --> dist (f x) l < e/b))" using assms `e>0` cas unfolding tendsto_def unfolding eventually_def by auto then obtain y where y: "∃x. netord net x y" "∀x. netord net x y --> dist (f x) l < e/b" by auto { fix x have "netord net x y --> dist (h (f x)) (h l) < e" using y(2) b unfolding dist_def using linear_sub[of h "f x" l] `linear h` apply auto by (metis b(1) b(2) dist_def dist_sym less_le_not_le linorder_not_le mult_imp_div_pos_le real_mult_commute xt1(7)) } hence " (∃y. (∃x. netord net x y) ∧ (∀x. netord net x y --> dist (h (f x)) (h l) < e))" using y by(rule_tac x="y" in exI) auto } thus ?thesis unfolding tendsto_def eventually_def using `b>0` by auto qed lemma Lim_const: "((λx. a) ---> a) net" by (auto simp add: Lim dist_refl trivial_limit_def) lemma Lim_cmul: "(f ---> l) net ==> ((λx. c *s f x) ---> c *s l) net" apply (rule Lim_linear[where f = f]) apply simp apply (rule linear_compose_cmul) apply (rule linear_id[unfolded id_def]) done lemma Lim_neg: "(f ---> l) net ==> ((λx. -(f x)) ---> -l) net" apply (simp add: Lim dist_def group_simps) apply (subst minus_diff_eq[symmetric]) unfolding norm_minus_cancel by simp lemma Lim_add: fixes f :: "'a => real^'n::finite" shows "(f ---> l) net ==> (g ---> m) net ==> ((λx. f(x) + g(x)) ---> l + m) net" proof- assume as:"(f ---> l) net" "(g ---> m) net" { fix e::real assume "e>0" hence *:"eventually (λx. dist (f x) l < e/2) net" "eventually (λx. dist (g x) m < e/2) net" using as by (auto intro: tendstoD simp del: less_divide_eq_number_of1) hence "eventually (λx. dist (f x + g x) (l + m) < e) net" proof(cases "trivial_limit net") case True thus ?thesis unfolding eventually_def by auto next case False hence fl:"(∃y. (∃x. netord net x y) ∧ (∀x. netord net x y --> dist (f x) l < e / 2))" and gl:"(∃y. (∃x. netord net x y) ∧ (∀x. netord net x y --> dist (g x) m < e / 2))" using * unfolding eventually_def by auto obtain c where c:"(∃x. netord net x c)" "(∀x. netord net x c --> dist (f x) l < e / 2 ∧ dist (g x) m < e / 2)" using net_dilemma[of net, OF fl gl] by auto { fix x assume "netord net x c" with c(2) have " dist (f x + g x) (l + m) < e" using dist_triangle_add[of "f x" "g x" l m] by auto } with c show ?thesis unfolding eventually_def by auto qed } thus ?thesis unfolding tendsto_def by auto qed lemma Lim_sub: "(f ---> l) net ==> (g ---> m) net ==> ((λx. f(x) - g(x)) ---> l - m) net" unfolding diff_minus by (simp add: Lim_add Lim_neg) lemma Lim_null: "(f ---> l) net <-> ((λx. f(x) - l) ---> 0) net" by (simp add: Lim dist_def) lemma Lim_null_norm: "(f ---> 0) net <-> ((λx. vec1(norm(f x))) ---> 0) net" by (simp add: Lim dist_def norm_vec1) lemma Lim_null_comparison: assumes "eventually (λx. norm(f x) <= g x) net" "((λx. vec1(g x)) ---> 0) net" shows "(f ---> 0) net" proof(simp add: tendsto_def, rule+) fix e::real assume "0<e" { fix x assume "norm (f x) ≤ g x" "dist (vec1 (g x)) 0 < e" hence "dist (f x) 0 < e" unfolding vec_def using dist_vec1[of "g x" "0"] by (vector dist_def norm_vec1 dist_refl real_vector_norm_def dot_def vec1_def) } thus "eventually (λx. dist (f x) 0 < e) net" using eventually_and[of "λx. norm(f x) <= g x" "λx. dist (vec1 (g x)) 0 < e" net] using eventually_mono[of "(λx. norm (f x) ≤ g x ∧ dist (vec1 (g x)) 0 < e)" "(λx. dist (f x) 0 < e)" net] using assms `e>0` unfolding tendsto_def by auto qed lemma Lim_component: "(f ---> l) net ==> ((λa. vec1((f a :: real ^'n::finite)$i)) ---> vec1(l$i)) net" apply (simp add: Lim dist_def vec1_sub[symmetric] norm_vec1 vector_minus_component[symmetric] del: vector_minus_component) apply (auto simp del: vector_minus_component) apply (erule_tac x=e in allE) apply clarify apply (rule_tac x=y in exI) apply (auto simp del: vector_minus_component) apply (rule order_le_less_trans) apply (rule component_le_norm) by auto lemma Lim_transform_bound: assumes "eventually (λn. norm(f n) <= norm(g n)) net" "(g ---> 0) net" shows "(f ---> 0) net" proof(simp add: tendsto_def, rule+) fix e::real assume "e>0" { fix x assume "norm (f x) ≤ norm (g x)" "dist (g x) 0 < e" hence "dist (f x) 0 < e" by norm} thus "eventually (λx. dist (f x) 0 < e) net" using eventually_and[of "λx. norm (f x) ≤ norm (g x)" "λx. dist (g x) 0 < e" net] using eventually_mono[of "λx. norm (f x) ≤ norm (g x) ∧ dist (g x) 0 < e" "λx. dist (f x) 0 < e" net] using assms `e>0` unfolding tendsto_def by blast qed text{* Deducing things about the limit from the elements. *} lemma Lim_in_closed_set: assumes "closed S" "eventually (λx. f(x) ∈ S) net" "¬(trivial_limit net)" "(f ---> l) net" shows "l ∈ S" proof- { assume "l ∉ S" obtain e where e:"e>0" "ball l e ⊆ UNIV - S" using assms(1) `l ∉ S` unfolding closed_def open_contains_ball by auto hence *:"∀x. dist l x < e --> x ∉ S" by auto obtain y where "(∃x. netord net x y) ∧ (∀x. netord net x y --> dist (f x) l < e)" using assms(3,4) `e>0` unfolding tendsto_def eventually_def by blast hence "(∃x. netord net x y) ∧ (∀x. netord net x y --> f x ∉ S)" using * by (auto simp add: dist_sym) hence False using assms(2,3) using eventually_and[of "(λx. f x ∈ S)" "(λx. f x ∉ S)"] not_eventually[of "(λx. f x ∈ S ∧ f x ∉ S)" net] unfolding eventually_def by blast } thus ?thesis by blast qed text{* Need to prove closed(cball(x,e)) before deducing this as a corollary. *} lemma Lim_norm_ubound: assumes "¬(trivial_limit net)" "(f ---> l) net" "eventually (λx. norm(f x) <= e) net" shows "norm(l) <= e" proof- obtain y where y: "∃x. netord net x y" "∀x. netord net x y --> norm (f x) ≤ e" using assms(1,3) unfolding eventually_def by auto show ?thesis proof(rule ccontr) assume "¬ norm l ≤ e" then obtain z where z: "∃x. netord net x z" "∀x. netord net x z --> dist (f x) l < norm l - e" using assms(2)[unfolded Lim] using assms(1) apply simp apply(erule_tac x="norm l - e" in allE) by auto obtain w where w:"netord net w z" "netord net w y" using net[of net] using z(1) y(1) by blast hence "dist (f w) l < norm l - e ∧ norm (f w) <= e" using z(2) y(2) by auto thus False using `¬ norm l ≤ e` by norm qed qed lemma Lim_norm_lbound: assumes "¬ (trivial_limit net)" "(f ---> l) net" "eventually (λx. e <= norm(f x)) net" shows "e ≤ norm l" proof- obtain y where y: "∃x. netord net x y" "∀x. netord net x y --> e ≤ norm (f x)" using assms(1,3) unfolding eventually_def by auto show ?thesis proof(rule ccontr) assume "¬ e ≤ norm l" then obtain z where z: "∃x. netord net x z" "∀x. netord net x z --> dist (f x) l < e - norm l" using assms(2)[unfolded Lim] using assms(1) apply simp apply(erule_tac x="e - norm l" in allE) by auto obtain w where w:"netord net w z" "netord net w y" using net[of net] using z(1) y(1) by blast hence "dist (f w) l < e - norm l ∧ e ≤ norm (f w)" using z(2) y(2) by auto thus False using `¬ e ≤ norm l` by norm qed qed text{* Uniqueness of the limit, when nontrivial. *} lemma Lim_unique: fixes l::"real^'a::finite" and net::"'b::zero_neq_one net" assumes "¬(trivial_limit net)" "(f ---> l) net" "(f ---> l') net" shows "l = l'" proof- { fix e::real assume "e>0" hence "eventually (λx. norm (0::real^'a) ≤ e) net" unfolding norm_0 using always_eventually[of _ net] by auto hence "norm (l - l') ≤ e" using Lim_norm_ubound[of net "λx. 0" "l-l'"] using assms using Lim_sub[of f l net f l'] by auto } note * = this { assume "norm (l - l') > 0" hence "norm (l - l') = 0" using *[of "(norm (l - l')) /2"] using norm_ge_zero[of "l - l'"] by simp } hence "l = l'" using norm_ge_zero[of "l - l'"] unfolding le_less and dist_nz[of l l', unfolded dist_def, THEN sym] by auto thus ?thesis using assms using Lim_sub[of f l net f l'] by simp qed lemma tendsto_Lim: "~(trivial_limit (net::('b::zero_neq_one net))) ==> (f ---> l) net ==> Lim net f = l" unfolding Lim_def using Lim_unique[of net f] by auto text{* Limit under bilinear function (surprisingly tedious, but important) *} lemma norm_bound_lemma: "0 < e ==> ∃d>0. ∀(x'::real^'b::finite) y'::real^'a::finite. norm(x' - (x::real^'b)) < d ∧ norm(y' - y) < d --> norm(x') * norm(y' - y) + norm(x' - x) * norm(y) < e" proof- assume e: "0 < e" have th1: "(2 * norm x + 2 * norm y + 2) > 0" using norm_ge_zero[of x] norm_ge_zero[of y] by norm hence th0: "0 < e / (2 * norm x + 2 * norm y + 2)" using `e>0` using divide_pos_pos by auto moreover { fix x' y' assume h: "norm (x' - x) < 1" "norm (x' - x) < e / (2 * norm x + 2 * norm y + 2)" "norm (y' - y) < 1" "norm (y' - y) < e / (2 * norm x + 2 * norm y + 2)" have th: "!!a b (c::real). a ≥ 0 ==> c ≥ 0 ==> a + (b + c) < e ==> b < e " by arith from h have thx: "norm (x' - x) * norm y < e / 2" using th0 th1 apply (simp add: field_simps) apply (rule th) defer defer apply assumption by (simp_all add: norm_ge_zero zero_le_mult_iff) have "norm x' - norm x < 1" apply(rule le_less_trans) using h(1) using norm_triangle_ineq2[of x' x] by auto hence *:"norm x' < 1 + norm x" by auto have thy: "norm (y' - y) * norm x' < e / (2 * norm x + 2 * norm y + 2) * (1 + norm x)" using mult_strict_mono'[OF h(4) * norm_ge_zero norm_ge_zero] by auto also have "… ≤ e/2" apply simp unfolding divide_le_eq using th1 th0 `e>0` by auto finally have "norm x' * norm (y' - y) + norm (x' - x) * norm y < e" using thx and e by (simp add: field_simps) } ultimately show ?thesis apply(rule_tac x="min 1 (e / 2 / (norm x + norm y + 1))" in exI) by auto qed lemma Lim_bilinear: fixes net :: "'a net" and h:: "real ^'m::finite => real ^'n::finite => real ^'p::finite" assumes "(f ---> l) net" and "(g ---> m) net" and "bilinear h" shows "((λx. h (f x) (g x)) ---> (h l m)) net" proof(cases "trivial_limit net") case True thus "((λx. h (f x) (g x)) ---> h l m) net" unfolding Lim .. next case False note ntriv = this obtain B where "B>0" and B:"∀x y. norm (h x y) ≤ B * norm x * norm y" using bilinear_bounded_pos[OF assms(3)] by auto { fix e::real assume "e>0" obtain d where "d>0" and d:"∀x' y'. norm (x' - l) < d ∧ norm (y' - m) < d --> norm x' * norm (y' - m) + norm (x' - l) * norm m < e / B" using `B>0` `e>0` using norm_bound_lemma[of "e / B" l m] using divide_pos_pos by auto have *:"!!x y. h (f x) (g x) - h l m = h (f x) (g x - m) + h (f x - l) m" unfolding bilinear_rsub[OF assms(3)] unfolding bilinear_lsub[OF assms(3)] by auto { fix x assume "dist (f x) l < d ∧ dist (g x) m < d" hence **:"norm (f x) * norm (g x - m) + norm (f x - l) * norm m < e / B" using d[THEN spec[where x="f x"], THEN spec[where x="g x"]] unfolding dist_def by auto have "norm (h (f x) (g x - m)) + norm (h (f x - l) m) ≤ B * norm (f x) * norm (g x - m) + B * norm (f x - l) * norm m" using B[THEN spec[where x="f x"], THEN spec[where x="g x - m"]] using B[THEN spec[where x="f x - l"], THEN spec[where x="m"]] by auto also have "… < e" using ** and `B>0` by(auto simp add: field_simps) finally have "dist (h (f x) (g x)) (h l m) < e" unfolding dist_def and * using norm_triangle_lt by auto } moreover obtain c where "(∃x. netord net x c) ∧ (∀x. netord net x c --> dist (f x) l < d ∧ dist (g x) m < d)" using net_dilemma[of net "λx. dist (f x) l < d" "λx. dist (g x) m < d"] using assms(1,2) unfolding Lim using False and `d>0` by (auto elim!: allE[where x=d]) ultimately have "∃y. (∃x. netord net x y) ∧ (∀x. netord net x y --> dist (h (f x) (g x)) (h l m) < e)" by auto } thus "((λx. h (f x) (g x)) ---> h l m) net" unfolding Lim by auto qed text{* These are special for limits out of the same vector space. *} lemma Lim_within_id: "(id ---> a) (at a within s)" by (auto simp add: Lim_within id_def) lemma Lim_at_id: "(id ---> a) (at a)" apply (subst within_UNIV[symmetric]) by (simp add: Lim_within_id) lemma Lim_at_zero: "(f ---> l) (at (a::real^'a::finite)) <-> ((λx. f(a + x)) ---> l) (at 0)" (is "?lhs = ?rhs") proof assume "?lhs" { fix e::real assume "e>0" with `?lhs` obtain d where d:"d>0" "∀x. 0 < dist x a ∧ dist x a < d --> dist (f x) l < e" unfolding Lim_at by auto { fix x::"real^'a" assume "0 < dist x 0 ∧ dist x 0 < d" hence "dist (f (a + x)) l < e" using d apply(erule_tac x="x+a" in allE) by(auto simp add: comm_monoid_add.mult_commute dist_def dist_sym) } hence "∃d>0. ∀x. 0 < dist x 0 ∧ dist x 0 < d --> dist (f (a + x)) l < e" using d(1) by auto } thus "?rhs" unfolding Lim_at by auto next assume "?rhs" { fix e::real assume "e>0" with `?rhs` obtain d where d:"d>0" "∀x. 0 < dist x 0 ∧ dist x 0 < d --> dist (f (a + x)) l < e" unfolding Lim_at by auto { fix x::"real^'a" assume "0 < dist x a ∧ dist x a < d" hence "dist (f x) l < e" using d apply(erule_tac x="x-a" in allE) by(auto simp add: comm_monoid_add.mult_commute dist_def dist_sym) } hence "∃d>0. ∀x. 0 < dist x a ∧ dist x a < d --> dist (f x) l < e" using d(1) by auto } thus "?lhs" unfolding Lim_at by auto qed text{* It's also sometimes useful to extract the limit point from the net. *} definition "netlimit net = (SOME a. ∀x. ~(netord net x a))" lemma netlimit_within: assumes"~(trivial_limit (at a within S))" shows "(netlimit (at a within S) = a)" proof- { fix x assume "x ≠ a" then obtain y where y:"dist y a ≤ dist a a ∧ 0 < dist y a ∧ y ∈ S ∨ dist y a ≤ dist x a ∧ 0 < dist y a ∧ y ∈ S" using assms unfolding trivial_limit_def within at by blast assume "∀y. ¬ netord (at a within S) y x" hence "x = a" using y unfolding within at by (auto simp add: dist_refl dist_nz) } moreover have "∀y. ¬ netord (at a within S) y a" using assms unfolding trivial_limit_def within at by (auto simp add: dist_refl) ultimately show ?thesis unfolding netlimit_def using some_equality[of "λx. ∀y. ¬ netord (at a within S) y x"] by blast qed lemma netlimit_at: "netlimit(at a) = a" apply (subst within_UNIV[symmetric]) using netlimit_within[of a UNIV] by (simp add: trivial_limit_at within_UNIV) text{* Transformation of limit. *} lemma Lim_transform: assumes "((λx. f x - g x) ---> 0) net" "(f ---> l) net" shows "(g ---> l) net" proof- from assms have "((λx. f x - g x - f x) ---> 0 - l) net" using Lim_sub[of "λx. f x - g x" 0 net f l] by auto thus "?thesis" using Lim_neg [of "λ x. - g x" "-l" net] by auto qed lemma Lim_transform_eventually: "eventually (λx. f x = g x) net ==> (f ---> l) net ==> (g ---> l) net" using Lim_eventually[of "λx. f x - g x" 0 net] Lim_transform[of f g net l] by auto lemma Lim_transform_within: assumes "0 < d" "(∀x'∈S. 0 < dist x' x ∧ dist x' x < d --> f x' = g x')" "(f ---> l) (at x within S)" shows "(g ---> l) (at x within S)" proof- have "((λx. f x - g x) ---> 0) (at x within S)" unfolding Lim_within[of "λx. f x - g x" 0 x S] using assms(1,2) by auto thus ?thesis using Lim_transform[of f g "at x within S" l] using assms(3) by auto qed lemma Lim_transform_at: "0 < d ==> (∀x'. 0 < dist x' x ∧ dist x' x < d --> f x' = g x') ==> (f ---> l) (at x) ==> (g ---> l) (at x)" apply (subst within_UNIV[symmetric]) using Lim_transform_within[of d UNIV x f g l] by (auto simp add: within_UNIV) text{* Common case assuming being away from some crucial point like 0. *} lemma Lim_transform_away_within: fixes f:: "real ^'m::finite => real ^'n::finite" assumes "a≠b" "∀x∈ S. x ≠ a ∧ x ≠ b --> f x = g x" and "(f ---> l) (at a within S)" shows "(g ---> l) (at a within S)" proof- have "∀x'∈S. 0 < dist x' a ∧ dist x' a < dist a b --> f x' = g x'" using assms(2) apply auto apply(erule_tac x=x' in ballE) by (auto simp add: dist_sym dist_refl) thus ?thesis using Lim_transform_within[of "dist a b" S a f g l] using assms(1,3) unfolding dist_nz by auto qed lemma Lim_transform_away_at: fixes f:: "real ^'m::finite => real ^'n::finite" assumes ab: "a≠b" and fg: "∀x. x ≠ a ∧ x ≠ b --> f x = g x" and fl: "(f ---> l) (at a)" shows "(g ---> l) (at a)" using Lim_transform_away_within[OF ab, of UNIV f g l] fg fl by (auto simp add: within_UNIV) text{* Alternatively, within an open set. *} lemma Lim_transform_within_open: fixes f:: "real ^'m::finite => real ^'n::finite" assumes "open S" "a ∈ S" "∀x∈S. x ≠ a --> f x = g x" "(f ---> l) (at a)" shows "(g ---> l) (at a)" proof- from assms(1,2) obtain e::real where "e>0" and e:"ball a e ⊆ S" unfolding open_contains_ball by auto hence "∀x'. 0 < dist x' a ∧ dist x' a < e --> f x' = g x'" using assms(3) unfolding ball_def subset_eq apply auto apply(erule_tac x=x' in allE) apply(erule_tac x=x' in ballE) by(auto simp add: dist_refl dist_sym) thus ?thesis using Lim_transform_at[of e a f g l] `e>0` assms(4) by auto qed text{* A congruence rule allowing us to transform limits assuming not at point. *} lemma Lim_cong_within[cong add]: "(!!x. x ≠ a ==> f x = g x) ==> ((λx. f x) ---> l) (at a within S) <-> ((g ---> l) (at a within S))" by (simp add: Lim_within dist_nz[symmetric]) lemma Lim_cong_at[cong add]: "(!!x. x ≠ a ==> f x = g x) ==> (((λx. f x) ---> l) (at a) <-> ((g ---> l) (at a)))" by (simp add: Lim_at dist_nz[symmetric]) text{* Useful lemmas on closure and set of possible sequential limits.*} lemma closure_sequential: "l ∈ closure S <-> (∃x. (∀n. x n ∈ S) ∧ (x ---> l) sequentially)" (is "?lhs = ?rhs") proof assume "?lhs" moreover { assume "l ∈ S" hence "?rhs" using Lim_const[of l sequentially] by auto } moreover { assume "l islimpt S" hence "?rhs" unfolding islimpt_sequential by auto } ultimately show "?rhs" unfolding closure_def by auto next assume "?rhs" thus "?lhs" unfolding closure_def unfolding islimpt_sequential by auto qed lemma closed_sequential_limits: "closed S <-> (∀x l. (∀n. x n ∈ S) ∧ (x ---> l) sequentially --> l ∈ S)" unfolding closed_limpt by (metis closure_sequential closure_closed closed_limpt islimpt_sequential mem_delete) lemma closure_approachable: "x ∈ closure S <-> (∀e>0. ∃y∈S. dist y x < e)" apply (auto simp add: closure_def islimpt_approachable) by (metis dist_refl) lemma closed_approachable: "closed S ==> (∀e>0. ∃y∈S. dist y x < e) <-> x ∈ S" by (metis closure_closed closure_approachable) text{* Some other lemmas about sequences. *} lemma seq_offset: "(f ---> l) sequentially ==> ((λi. f( i + k)) ---> l) sequentially" apply (auto simp add: Lim_sequentially) by (metis trans_le_add1 ) lemma seq_offset_neg: "(f ---> l) sequentially ==> ((λi. f(i - k)) ---> l) sequentially" apply (simp add: Lim_sequentially) apply (subgoal_tac "!!N k (n::nat). N + k <= n ==> N <= n - k") apply metis by arith lemma seq_offset_rev: "((λi. f(i + k)) ---> l) sequentially ==> (f ---> l) sequentially" apply (simp add: Lim_sequentially) apply (subgoal_tac "!!N k (n::nat). N + k <= n ==> N <= n - k ∧ (n - k) + k = n") by metis arith lemma seq_harmonic: "((λn. vec1(inverse (real n))) ---> 0) sequentially" proof- { fix e::real assume "e>0" hence "∃N::nat. ∀n::nat≥N. inverse (real n) < e" using real_arch_inv[of e] apply auto apply(rule_tac x=n in exI) by (metis dlo_simps(4) le_imp_inverse_le linorder_not_less real_of_nat_gt_zero_cancel_iff real_of_nat_less_iff xt1(7)) } thus ?thesis unfolding Lim_sequentially dist_def apply simp unfolding norm_vec1 by auto qed text{* More properties of closed balls. *} lemma closed_cball: "closed(cball x e)" proof- { fix xa::"nat=>real^'a" and l assume as: "∀n. dist x (xa n) ≤ e" "(xa ---> l) sequentially" from as(2) have "((λn. x - xa n) ---> x - l) sequentially" using Lim_sub[of "λn. x" x sequentially xa l] Lim_const[of x sequentially] by auto moreover from as(1) have "eventually (λn. norm (x - xa n) ≤ e) sequentially" unfolding eventually_sequentially dist_def by auto ultimately have "dist x l ≤ e" unfolding dist_def using Lim_norm_ubound[of sequentially _ "x - l" e] using trivial_limit_sequentially by auto } thus ?thesis unfolding closed_sequential_limits by auto qed lemma open_contains_cball: "open S <-> (∀x∈S. ∃e>0. cball x e ⊆ S)" proof- { fix x and e::real assume "x∈S" "e>0" "ball x e ⊆ S" hence "∃d>0. cball x d ⊆ S" unfolding subset_eq by (rule_tac x="e/2" in exI, auto) } moreover { fix x and e::real assume "x∈S" "e>0" "cball x e ⊆ S" hence "∃d>0. ball x d ⊆ S" unfolding subset_eq apply(rule_tac x="e/2" in exI) by auto } ultimately show ?thesis unfolding open_contains_ball by auto qed lemma open_contains_cball_eq: "open S ==> (∀x. x ∈ S <-> (∃e>0. cball x e ⊆ S))" by (metis open_contains_cball subset_eq order_less_imp_le centre_in_cball mem_def) lemma mem_interior_cball: "x ∈ interior S <-> (∃e>0. cball x e ⊆ S)" apply (simp add: interior_def) by (metis open_contains_cball subset_trans ball_subset_cball centre_in_ball open_ball) lemma islimpt_ball: "y islimpt ball x e <-> 0 < e ∧ y ∈ cball x e" (is "?lhs = ?rhs") proof assume "?lhs" { assume "e ≤ 0" hence *:"ball x e = {}" using ball_eq_empty[of x e] by auto have False using `?lhs` unfolding * using islimpt_EMPTY[of y] by auto } hence "e > 0" by (metis dlo_simps(3)) moreover have "y ∈ cball x e" using closed_cball[of x e] islimpt_subset[of y "ball x e" "cball x e"] ball_subset_cball[of x e] `?lhs` unfolding closed_limpt by auto ultimately show "?rhs" by auto next assume "?rhs" hence "e>0" by auto { fix d::real assume "d>0" have "∃x'∈ball x e. x' ≠ y ∧ dist x' y < d" proof(cases "d ≤ dist x y") case True thus "∃x'∈ball x e. x' ≠ y ∧ dist x' y < d" proof(cases "x=y") case True hence False using `d ≤ dist x y` `d>0` dist_refl[of x] by auto thus "∃x'∈ball x e. x' ≠ y ∧ dist x' y < d" by auto next case False have "dist x (y - (d / (2 * dist y x)) *s (y - x)) = norm (x - y + (d / (2 * norm (y - x))) *s (y - x))" unfolding mem_cball mem_ball dist_def diff_diff_eq2 diff_add_eq[THEN sym] by auto also have "… = ¦- 1 + d / (2 * norm (x - y))¦ * norm (x - y)" using vector_sadd_rdistrib[of "- 1" "d / (2 * norm (y - x))", THEN sym, of "y - x"] unfolding vector_smult_lneg vector_smult_lid by (auto simp add: dist_sym[unfolded dist_def] norm_mul) also have "… = ¦- norm (x - y) + d / 2¦" unfolding abs_mult_pos[of "norm (x - y)", OF norm_ge_zero[of "x - y"]] unfolding real_add_mult_distrib using `x≠y`[unfolded dist_nz, unfolded dist_def] by auto also have "… ≤ e - d/2" using `d ≤ dist x y` and `d>0` and `?rhs` by(auto simp add: dist_def) finally have "y - (d / (2 * dist y x)) *s (y - x) ∈ ball x e" using `d>0` by auto moreover have "(d / (2*dist y x)) *s (y - x) ≠ 0" using `x≠y`[unfolded dist_nz] `d>0` unfolding vector_mul_eq_0 by (auto simp add: dist_sym dist_refl) moreover have "dist (y - (d / (2 * dist y x)) *s (y - x)) y < d" unfolding dist_def apply simp unfolding norm_minus_cancel norm_mul using `d>0` `x≠y`[unfolded dist_nz] dist_sym[of x y] unfolding dist_def by auto ultimately show "∃x'∈ball x e. x' ≠ y ∧ dist x' y < d" by (rule_tac x="y - (d / (2*dist y x)) *s (y - x)" in bexI) auto qed next case False hence "d > dist x y" by auto show "∃x'∈ball x e. x' ≠ y ∧ dist x' y < d" proof(cases "x=y") case True obtain z where **:"dist y z = (min e d) / 2" using vector_choose_dist[of "(min e d) / 2" y] using `d > 0` `e>0` by (auto simp add: dist_refl) show "∃x'∈ball x e. x' ≠ y ∧ dist x' y < d" apply(rule_tac x=z in bexI) unfolding `x=y` dist_sym dist_refl dist_nz using ** `d > 0` `e>0` by auto next case False thus "∃x'∈ball x e. x' ≠ y ∧ dist x' y < d" using `d>0` `d > dist x y` `?rhs` by(rule_tac x=x in bexI, auto simp add: dist_refl) qed qed } thus "?lhs" unfolding mem_cball islimpt_approachable mem_ball by auto qed lemma closure_ball: "0 < e ==> (closure(ball x e) = cball x e)" apply (simp add: closure_def islimpt_ball expand_set_eq) by arith lemma interior_cball: "interior(cball x e) = ball x e" proof(cases "e≥0") case False note cs = this from cs have "ball x e = {}" using ball_empty[of e x] by auto moreover { fix y assume "y ∈ cball x e" hence False unfolding mem_cball using dist_nz[of x y] cs by (auto simp add: dist_refl) } hence "cball x e = {}" by auto hence "interior (cball x e) = {}" using interior_empty by auto ultimately show ?thesis by blast next case True note cs = this have "ball x e ⊆ cball x e" using ball_subset_cball by auto moreover { fix S y assume as: "S ⊆ cball x e" "open S" "y∈S" then obtain d where "d>0" and d:"∀x'. dist x' y < d --> x' ∈ S" unfolding open_def by blast then obtain xa where xa:"dist y xa = d / 2" using vector_choose_dist[of "d/2" y] by auto hence xa_y:"xa ≠ y" using dist_nz[of y xa] using `d>0` by auto have "xa∈S" using d[THEN spec[where x=xa]] using xa apply(auto simp add: dist_sym) unfolding dist_nz[THEN sym] using xa_y by auto hence xa_cball:"xa ∈ cball x e" using as(1) by auto hence "y ∈ ball x e" proof(cases "x = y") case True hence "e>0" using xa_y[unfolded dist_nz] xa_cball[unfolded mem_cball] by (auto simp add: dist_sym) thus "y ∈ ball x e" using `x = y ` by simp next case False have "dist (y + (d / 2 / dist y x) *s (y - x)) y < d" unfolding dist_def using `d>0` norm_ge_zero[of "y - x"] `x ≠ y` by auto hence *:"y + (d / 2 / dist y x) *s (y - x) ∈ cball x e" using d as(1)[unfolded subset_eq] by blast have "y - x ≠ 0" using `x ≠ y` by auto hence **:"d / (2 * norm (y - x)) > 0" unfolding zero_less_norm_iff[THEN sym] using `d>0` divide_pos_pos[of d "2*norm (y - x)"] by auto have "dist (y + (d / 2 / dist y x) *s (y - x)) x = norm (y + (d / (2 * norm (y - x))) *s y - (d / (2 * norm (y - x))) *s x - x)" by (auto simp add: dist_def vector_ssub_ldistrib add_diff_eq) also have "… = norm ((1 + d / (2 * norm (y - x))) *s (y - x))" by (auto simp add: vector_sadd_rdistrib vector_smult_lid ring_simps vector_sadd_rdistrib vector_ssub_ldistrib) also have "… = ¦1 + d / (2 * norm (y - x))¦ * norm (y - x)" using ** by auto also have "… = (dist y x) + d/2"using ** by (auto simp add: left_distrib dist_def) finally have "e ≥ dist x y +d/2" using *[unfolded mem_cball] by (auto simp add: dist_sym) thus "y ∈ ball x e" unfolding mem_ball using `d>0` by auto qed } hence "∀S ⊆ cball x e. open S --> S ⊆ ball x e" by auto ultimately show ?thesis using interior_unique[of "ball x e" "cball x e"] using open_ball[of x e] by auto qed lemma frontier_ball: "0 < e ==> frontier(ball a e) = {x. dist a x = e}" apply (simp add: frontier_def closure_ball interior_open open_ball order_less_imp_le) apply (simp add: expand_set_eq) by arith lemma frontier_cball: "frontier(cball a e) = {x. dist a x = e}" apply (simp add: frontier_def interior_cball closed_cball closure_closed order_less_imp_le) apply (simp add: expand_set_eq) by arith lemma cball_eq_empty: "(cball x e = {}) <-> e < 0" apply (simp add: expand_set_eq not_le) by (metis dist_pos_le dist_refl order_less_le_trans) lemma cball_empty: "e < 0 ==> cball x e = {}" by (simp add: cball_eq_empty) lemma cball_eq_sing: "(cball x e = {x}) <-> e = 0" proof- { assume as:"∀xa. (dist x xa ≤ e) = (xa = x)" hence "e ≥ 0" apply (erule_tac x=x in allE) by (auto simp add: dist_pos_le dist_refl) then obtain y where y:"dist x y = e" using vector_choose_dist[of e] by auto hence "e = 0" using as apply(erule_tac x=y in allE) by (auto simp add: dist_pos_le dist_refl) } thus ?thesis unfolding expand_set_eq mem_cball by (auto simp add: dist_refl dist_nz dist_le_0) qed lemma cball_sing: "e = 0 ==> cball x e = {x}" by (simp add: cball_eq_sing) text{* For points in the interior, localization of limits makes no difference. *} lemma eventually_within_interior: assumes "x ∈ interior S" shows "eventually P (at x within S) <-> eventually P (at x)" (is "?lhs = ?rhs") proof- from assms obtain e where e:"e>0" "∀y. dist x y < e --> y ∈ S" unfolding mem_interior ball_def subset_eq by auto { assume "?lhs" then obtain d where "d>0" "∀xa∈S. 0 < dist xa x ∧ dist xa x < d --> P xa" unfolding eventually_within by auto hence "?rhs" unfolding eventually_at using e by (auto simp add: dist_sym intro!: add exI[of _ "min e d"]) } moreover { assume "?rhs" hence "?lhs" unfolding eventually_within eventually_at by auto } ultimately show "?thesis" by auto qed lemma lim_within_interior: "x ∈ interior S ==> ((f ---> l) (at x within S) <-> (f ---> l) (at x))" by (simp add: tendsto_def eventually_within_interior) lemma netlimit_within_interior: assumes "x ∈ interior S" shows "netlimit(at x within S) = x" (is "?lhs = ?rhs") proof- from assms obtain e::real where e:"e>0" "ball x e ⊆ S" using open_interior[of S] unfolding open_contains_ball using interior_subset[of S] by auto hence "¬ trivial_limit (at x within S)" using islimpt_subset[of x "ball x e" S] unfolding trivial_limit_within islimpt_ball centre_in_cball by auto thus ?thesis using netlimit_within by auto qed subsection{* Boundedness. *} (* FIXME: This has to be unified with BSEQ!! *) definition "bounded S <-> (∃a. ∀(x::real^'n::finite) ∈ S. norm x <= a)" lemma bounded_empty[simp]: "bounded {}" by (simp add: bounded_def) lemma bounded_subset: "bounded T ==> S ⊆ T ==> bounded S" by (metis bounded_def subset_eq) lemma bounded_interior[intro]: "bounded S ==> bounded(interior S)" by (metis bounded_subset interior_subset) lemma bounded_closure[intro]: assumes "bounded S" shows "bounded(closure S)" proof- from assms obtain a where a:"∀x∈S. norm x ≤ a" unfolding bounded_def by auto { fix x assume "x∈closure S" then obtain xa where xa:"∀n. xa n ∈ S" "(xa ---> x) sequentially" unfolding closure_sequential by auto moreover have "∃y. ∃x. netord sequentially x y" using trivial_limit_sequentially unfolding trivial_limit_def by blast hence "∃y. (∃x. netord sequentially x y) ∧ (∀x. netord sequentially x y --> norm (xa x) ≤ a)" unfolding sequentially_def using a xa(1) by auto ultimately have "norm x ≤ a" using Lim_norm_ubound[of sequentially xa x a] trivial_limit_sequentially unfolding eventually_def by auto } thus ?thesis unfolding bounded_def by auto qed lemma bounded_cball[simp,intro]: "bounded (cball x e)" apply (simp add: bounded_def) apply (rule exI[where x="norm x + e"]) apply (simp add: Ball_def) by norm lemma bounded_ball[simp,intro]: "bounded(ball x e)" by (metis ball_subset_cball bounded_cball bounded_subset) lemma finite_imp_bounded[intro]: assumes "finite S" shows "bounded S" proof- { fix x F assume as:"bounded F" then obtain a where "∀x∈F. norm x ≤ a" unfolding bounded_def by auto hence "bounded (insert x F)" unfolding bounded_def by(auto intro!: add exI[of _ "max a (norm x)"]) } thus ?thesis using finite_induct[of S bounded] using bounded_empty assms by auto qed lemma bounded_Un[simp]: "bounded (S ∪ T) <-> bounded S ∧ bounded T" apply (auto simp add: bounded_def) by (rule_tac x="max a aa" in exI, auto) lemma bounded_Union[intro]: "finite F ==> (∀S∈F. bounded S) ==> bounded(\<Union>F)" by (induct rule: finite_induct[of F], auto) lemma bounded_pos: "bounded S <-> (∃b>0. ∀x∈ S. norm x <= b)" apply (simp add: bounded_def) apply (subgoal_tac "!!x (y::real). 0 < 1 + abs y ∧ (x <= y --> x <= 1 + abs y)") by metis arith lemma bounded_Int[intro]: "bounded S ∨ bounded T ==> bounded (S ∩ T)" by (metis Int_lower1 Int_lower2 bounded_subset) lemma bounded_diff[intro]: "bounded S ==> bounded (S - T)" apply (metis Diff_subset bounded_subset) done lemma bounded_insert[intro]:"bounded(insert x S) <-> bounded S" by (metis Diff_cancel Un_empty_right Un_insert_right bounded_Un bounded_subset finite.emptyI finite_imp_bounded infinite_remove subset_insertI) lemma bot_bounded_UNIV[simp, intro]: "~(bounded (UNIV:: (real^'n::finite) set))" proof(auto simp add: bounded_pos not_le) fix b::real assume b: "b >0" have b1: "b +1 ≥ 0" using b by simp then obtain x:: "real^'n" where "norm x = b + 1" using vector_choose_size[of "b+1"] by blast hence "norm x > b" using b by simp then show "∃(x::real^'n). b < norm x" by blast qed lemma bounded_linear_image: fixes f :: "real^'m::finite => real^'n::finite" assumes "bounded S" "linear f" shows "bounded(f ` S)" proof- from assms(1) obtain b where b:"b>0" "∀x∈S. norm x ≤ b" unfolding bounded_pos by auto from assms(2) obtain B where B:"B>0" "∀x. norm (f x) ≤ B * norm x" using linear_bounded_pos by auto { fix x assume "x∈S" hence "norm x ≤ b" using b by auto hence "norm (f x) ≤ B * b" using B(2) apply(erule_tac x=x in allE) by (metis B(1) B(2) real_le_trans real_mult_le_cancel_iff2) } thus ?thesis unfolding bounded_pos apply(rule_tac x="b*B" in exI) using b B real_mult_order[of b B] by (auto simp add: real_mult_commute) qed lemma bounded_scaling: "bounded S ==> bounded ((λx. c *s x) ` S)" apply (rule bounded_linear_image, assumption) by (rule linear_compose_cmul, rule linear_id[unfolded id_def]) lemma bounded_translation: assumes "bounded S" shows "bounded ((λx. a + x) ` S)" proof- from assms obtain b where b:"b>0" "∀x∈S. norm x ≤ b" unfolding bounded_pos by auto { fix x assume "x∈S" hence "norm (a + x) ≤ b + norm a" using norm_triangle_ineq[of a x] b by auto } thus ?thesis unfolding bounded_pos using norm_ge_zero[of a] b(1) using add_strict_increasing[of b 0 "norm a"] by (auto intro!: add exI[of _ "b + norm a"]) qed text{* Some theorems on sups and infs using the notion "bounded". *} lemma bounded_vec1: "bounded(vec1 ` S) <-> (∃a. ∀x∈S. abs x <= a)" by (simp add: bounded_def forall_vec1 norm_vec1 vec1_in_image_vec1) lemma bounded_has_rsup: assumes "bounded(vec1 ` S)" "S ≠ {}" shows "∀x∈S. x <= rsup S" and "∀b. (∀x∈S. x <= b) --> rsup S <= b" proof fix x assume "x∈S" from assms(1) obtain a where a:"∀x∈S. ¦x¦ ≤ a" unfolding bounded_vec1 by auto hence *:"S *<= a" using setleI[of S a] by (metis abs_le_interval_iff mem_def) thus "x ≤ rsup S" using rsup[OF `S≠{}`] using assms(1)[unfolded bounded_vec1] using isLubD2[of UNIV S "rsup S" x] using `x∈S` by auto next show "∀b. (∀x∈S. x ≤ b) --> rsup S ≤ b" using assms using rsup[of S, unfolded isLub_def isUb_def leastP_def setle_def setge_def] apply (auto simp add: bounded_vec1) by (auto simp add: isLub_def isUb_def leastP_def setle_def setge_def) qed lemma rsup_insert: assumes "bounded (vec1 ` S)" shows "rsup(insert x S) = (if S = {} then x else max x (rsup S))" proof(cases "S={}") case True thus ?thesis using rsup_finite_in[of "{x}"] by auto next let ?S = "insert x S" case False hence *:"∀x∈S. x ≤ rsup S" using bounded_has_rsup(1)[of S] using assms by auto hence "insert x S *<= max x (rsup S)" unfolding setle_def by auto hence "isLub UNIV ?S (rsup ?S)" using rsup[of ?S] by auto moreover have **:"isUb UNIV ?S (max x (rsup S))" unfolding isUb_def setle_def using * by auto { fix y assume as:"isUb UNIV (insert x S) y" hence "max x (rsup S) ≤ y" unfolding isUb_def using rsup_le[OF `S≠{}`] unfolding setle_def by auto } hence "max x (rsup S) <=* isUb UNIV (insert x S)" unfolding setge_def Ball_def mem_def by auto hence "isLub UNIV ?S (max x (rsup S))" using ** isLubI2[of UNIV ?S "max x (rsup S)"] unfolding Collect_def by auto ultimately show ?thesis using real_isLub_unique[of UNIV ?S] using `S≠{}` by auto qed lemma sup_insert_finite: "finite S ==> rsup(insert x S) = (if S = {} then x else max x (rsup S))" apply (rule rsup_insert) apply (rule finite_imp_bounded) by simp lemma bounded_has_rinf: assumes "bounded(vec1 ` S)" "S ≠ {}" shows "∀x∈S. x >= rinf S" and "∀b. (∀x∈S. x >= b) --> rinf S >= b" proof fix x assume "x∈S" from assms(1) obtain a where a:"∀x∈S. ¦x¦ ≤ a" unfolding bounded_vec1 by auto hence *:"- a <=* S" using setgeI[of S "-a"] unfolding abs_le_interval_iff by auto thus "x ≥ rinf S" using rinf[OF `S≠{}`] using isGlbD2[of UNIV S "rinf S" x] using `x∈S` by auto next show "∀b. (∀x∈S. x >= b) --> rinf S ≥ b" using assms using rinf[of S, unfolded isGlb_def isLb_def greatestP_def setle_def setge_def] apply (auto simp add: bounded_vec1) by (auto simp add: isGlb_def isLb_def greatestP_def setle_def setge_def) qed (* TODO: Move this to RComplete.thy -- would need to include Glb into RComplete *) lemma real_isGlb_unique: "[| isGlb R S x; isGlb R S y |] ==> x = (y::real)" apply (frule isGlb_isLb) apply (frule_tac x = y in isGlb_isLb) apply (blast intro!: order_antisym dest!: isGlb_le_isLb) done lemma rinf_insert: assumes "bounded (vec1 ` S)" shows "rinf(insert x S) = (if S = {} then x else min x (rinf S))" (is "?lhs = ?rhs") proof(cases "S={}") case True thus ?thesis using rinf_finite_in[of "{x}"] by auto next let ?S = "insert x S" case False hence *:"∀x∈S. x ≥ rinf S" using bounded_has_rinf(1)[of S] using assms by auto hence "min x (rinf S) <=* insert x S" unfolding setge_def by auto hence "isGlb UNIV ?S (rinf ?S)" using rinf[of ?S] by auto moreover have **:"isLb UNIV ?S (min x (rinf S))" unfolding isLb_def setge_def using * by auto { fix y assume as:"isLb UNIV (insert x S) y" hence "min x (rinf S) ≥ y" unfolding isLb_def using rinf_ge[OF `S≠{}`] unfolding setge_def by auto } hence "isLb UNIV (insert x S) *<= min x (rinf S)" unfolding setle_def Ball_def mem_def by auto hence "isGlb UNIV ?S (min x (rinf S))" using ** isGlbI2[of UNIV ?S "min x (rinf S)"] unfolding Collect_def by auto ultimately show ?thesis using real_isGlb_unique[of UNIV ?S] using `S≠{}` by auto qed lemma inf_insert_finite: "finite S ==> rinf(insert x S) = (if S = {} then x else min x (rinf S))" by (rule rinf_insert, rule finite_imp_bounded, simp) subsection{* Compactness (the definition is the one based on convegent subsequences). *} definition "compact S <-> (∀(f::nat => real^'n::finite). (∀n. f n ∈ S) --> (∃l∈S. ∃r. (∀m n. m < n --> r m < r n) ∧ ((f o r) ---> l) sequentially))" lemma monotone_bigger: fixes r::"nat=>nat" assumes "∀m n::nat. m < n --> r m < r n" shows "n ≤ r n" proof(induct n) show "0 ≤ r 0" by auto next fix n assume "n ≤ r n" moreover have "r n < r (Suc n)" using assms by auto ultimately show "Suc n ≤ r (Suc n)" by auto qed lemma lim_subsequence: "∀m n. m < n --> r m < r n ==> (s ---> l) sequentially ==> ((s o r) ---> l) sequentially" unfolding Lim_sequentially by (simp, metis monotone_bigger le_trans) lemma num_Axiom: "EX! g. g 0 = e ∧ (∀n. g (Suc n) = f n (g n))" unfolding Ex1_def apply (rule_tac x="nat_rec e f" in exI) apply (rule conjI)+ apply (rule def_nat_rec_0, simp) apply (rule allI, rule def_nat_rec_Suc, simp) apply (rule allI, rule impI, rule ext) apply (erule conjE) apply (induct_tac x) apply (simp add: nat_rec_0) apply (erule_tac x="n" in allE) apply (simp) done lemma convergent_bounded_increasing: fixes s ::"nat=>real" assumes "∀m n. m ≤ n --> s m ≤ s n" and "∀n. abs(s n) ≤ b" shows "∃ l. ∀e::real>0. ∃ N. ∀n ≥ N. abs(s n - l) < e" proof- have "isUb UNIV (range s) b" using assms(2) and abs_le_D1 unfolding isUb_def and setle_def by auto then obtain t where t:"isLub UNIV (range s) t" using reals_complete[of "range s" ] by auto { fix e::real assume "e>0" and as:"∀N. ∃n≥N. ¬ ¦s n - t¦ < e" { fix n::nat obtain N where "N≥n" and n:"¦s N - t¦ ≥ e" using as[THEN spec[where x=n]] by auto have "t ≥ s N" using isLub_isUb[OF t, unfolded isUb_def setle_def] by auto with n have "s N ≤ t - e" using `e>0` by auto hence "s n ≤ t - e" using assms(1)[THEN spec[where x=n], THEN spec[where x=N]] using `n≤N` by auto } hence "isUb UNIV (range s) (t - e)" unfolding isUb_def and setle_def by auto hence False using isLub_le_isUb[OF t, of "t - e"] and `e>0` by auto } thus ?thesis by blast qed lemma convergent_bounded_monotone: fixes s::"nat => real" assumes "∀n. abs(s n) ≤ b" and "(∀m n. m ≤ n --> s m ≤ s n) ∨ (∀m n. m ≤ n --> s n ≤ s m)" shows "∃l. ∀e::real>0. ∃N. ∀n≥N. abs(s n - l) < e" using convergent_bounded_increasing[of s b] assms using convergent_bounded_increasing[of "λn. - s n" b] apply auto unfolding minus_add_distrib[THEN sym, unfolded diff_minus[THEN sym]] unfolding abs_minus_cancel by(rule_tac x="-l" in exI)auto lemma compact_real_lemma: assumes "∀n::nat. abs(s n) ≤ b" shows "∃l r. (∀m n::nat. m < n --> r m < r n) ∧ (∀e>0::real. ∃N. ∀n≥N. (abs(s (r n) - l) < e))" proof- obtain r where r:"∀m n::nat. m < n --> r m < r n" "(∀m n. m ≤ n --> s (r m) ≤ s (r n)) ∨ (∀m n. m ≤ n --> s (r n) ≤ s (r m))" using seq_monosub[of s] by (auto simp add: subseq_def monoseq_def) thus ?thesis using convergent_bounded_monotone[of "s o r" b] and assms by auto qed lemma compact_lemma: assumes "bounded s" and "∀n. (x::nat =>real^'a::finite) n ∈ s" shows "∀d. ∃l::(real^'a::finite). ∃ r. (∀n m::nat. m < n --> r m < r n) ∧ (∀e>0. ∃N. ∀n≥N. ∀i∈d. ¦x (r n) $ i - l $ i¦ < e)" proof- obtain b where b:"∀x∈s. norm x ≤ b" using assms(1)[unfolded bounded_def] by auto { { fix i::'a { fix n::nat have "¦x n $ i¦ ≤ b" using b[THEN bspec[where x="x n"]] and component_le_norm[of "x n" i] and assms(2)[THEN spec[where x=n]] by auto } hence "∀n. ¦x n $ i¦ ≤ b" by auto } note b' = this fix d::"'a set" have "finite d" by simp hence "∃l::(real^'a). ∃ r. (∀n m::nat. m < n --> r m < r n) ∧ (∀e>0. ∃N. ∀n≥N. ∀i∈d. ¦x (r n) $ i - l $ i¦ < e)" proof(induct d) case empty thus ?case by auto next case (insert k d) obtain l1::"real^'a" and r1 where r1:"∀n m::nat. m < n --> r1 m < r1 n" and lr1:"∀e>0. ∃N. ∀n≥N. ∀i∈d. ¦x (r1 n) $ i - l1 $ i¦ < e" using insert(3) by auto obtain l2 r2 where r2:"∀m n::nat. m < n --> r2 m < r2 n" and lr2:"∀e>0. ∃N. ∀n≥N. ¦(x o r1) (r2 n) $ k - l2¦ < e" using b'[of k] and compact_real_lemma[of "λi. ((x o r1) i)$k" b] by auto def r ≡ "r1 o r2" have r:"∀m n. m < n --> r m < r n" unfolding r_def o_def using r1 and r2 by auto moreover def l ≡ "(χ i. if i = k then l2 else l1$i)::real^'a" { fix e::real assume "e>0" from lr1 obtain N1 where N1:"∀n≥N1. ∀i∈d. ¦x (r1 n) $ i - l1 $ i¦ < e" using `e>0` by blast from lr2 obtain N2 where N2:"∀n≥N2. ¦(x o r1) (r2 n) $ k - l2¦ < e" using `e>0` by blast { fix n assume n:"n≥ N1 + N2" fix i assume i:"i∈(insert k d)" hence "¦x (r n) $ i - l $ i¦ < e" using N2[THEN spec[where x="n"]] and n using N1[THEN spec[where x="r2 n"]] and n using monotone_bigger[OF r] and i unfolding l_def and r_def using monotone_bigger[OF r2, of n] by auto } hence "∃N. ∀n≥N. ∀i∈(insert k d). ¦x (r n) $ i - l $ i¦ < e" by blast } ultimately show ?case by auto qed } thus ?thesis by auto qed lemma bounded_closed_imp_compact: fixes s::"(real^'a::finite) set" assumes "bounded s" and "closed s" shows "compact s" proof- let ?d = "UNIV::'a set" { fix f assume as:"∀n::nat. f n ∈ s" obtain l::"real^'a" and r where r:"∀n m::nat. m < n --> r m < r n" and lr:"∀e>0. ∃N. ∀n≥N. ∀i∈?d. ¦f (r n) $ i - l $ i¦ < e" using compact_lemma[OF assms(1) as, THEN spec[where x="?d"]] by auto { fix e::real assume "e>0" hence "0 < e / (real_of_nat (card ?d))" using zero_less_card_finite using divide_pos_pos[of e, of "real_of_nat (card ?d)"] by auto then obtain N::nat where N:"∀n≥N. ∀i∈?d. ¦f (r n) $ i - l $ i¦ < e / (real_of_nat (card ?d))" using lr[THEN spec[where x="e / (real_of_nat (card ?d))"]] by blast { fix n assume n:"n≥N" hence "finite ?d" "?d ≠ {}" by auto moreover { fix i assume i:"i ∈ ?d" hence "¦((f o r) n - l) $ i¦ < e / real_of_nat (card ?d)" using `n≥N` using N[THEN spec[where x=n]] by auto } ultimately have "(∑i ∈ ?d. ¦((f o r) n - l) $ i¦) < (∑i ∈ ?d. e / real_of_nat (card ?d))" using setsum_strict_mono[of "?d" "λi. ¦((f o r) n - l) $ i¦" "λi. e / (real_of_nat (card ?d))"] by auto hence "(∑i ∈ ?d. ¦((f o r) n - l) $ i¦) < e" unfolding setsum_constant by auto hence "dist ((f o r) n) l < e" unfolding dist_def using norm_le_l1[of "(f o r) n - l"] by auto } hence "∃N. ∀n≥N. dist ((f o r) n) l < e" by auto } hence *:"((f o r) ---> l) sequentially" unfolding Lim_sequentially by auto moreover have "l∈s" using assms(2)[unfolded closed_sequential_limits, THEN spec[where x="f o r"], THEN spec[where x=l]] and * and as by auto ultimately have "∃l∈s. ∃r. (∀m n. m < n --> r m < r n) ∧ ((f o r) ---> l) sequentially" using r by auto } thus ?thesis unfolding compact_def by auto qed subsection{* Completeness. *} (* FIXME: Unify this with Cauchy from SEQ!!!!!*) definition cauchy_def:"cauchy s <-> (∀e>0. ∃N. ∀m n. m ≥ N ∧ n ≥ N --> dist(s m)(s n) < e)" definition complete_def:"complete s <-> (∀f::(nat=>real^'a::finite). (∀n. f n ∈ s) ∧ cauchy f --> (∃l ∈ s. (f ---> l) sequentially))" lemma cauchy: "cauchy s <-> (∀e>0.∃ N::nat. ∀n≥N. dist(s n)(s N) < e)" (is "?lhs = ?rhs") proof- { assume ?rhs { fix e::real assume "e>0" with `?rhs` obtain N where N:"∀n≥N. dist (s n) (s N) < e/2" by (erule_tac x="e/2" in allE) auto { fix n m assume nm:"N ≤ m ∧ N ≤ n" hence "dist (s m) (s n) < e" using N using dist_triangle_half_l[of "s m" "s N" "e" "s n"] by blast } hence "∃N. ∀m n. N ≤ m ∧ N ≤ n --> dist (s m) (s n) < e" by blast } hence ?lhs unfolding cauchy_def by blast } thus ?thesis unfolding cauchy_def using dist_triangle_half_l by blast qed lemma convergent_imp_cauchy: "(s ---> l) sequentially ==> cauchy s" proof(simp only: cauchy_def, rule, rule) fix e::real assume "e>0" "(s ---> l) sequentially" then obtain N::nat where N:"∀n≥N. dist (s n) l < e/2" unfolding Lim_sequentially by(erule_tac x="e/2" in allE) auto thus "∃N. ∀m n. N ≤ m ∧ N ≤ n --> dist (s m) (s n) < e" using dist_triangle_half_l[of _ l e _] by (rule_tac x=N in exI) auto qed lemma cauchy_imp_bounded: assumes "cauchy s" shows "bounded {y. (∃n::nat. y = s n)}" proof- from assms obtain N::nat where "∀m n. N ≤ m ∧ N ≤ n --> dist (s m) (s n) < 1" unfolding cauchy_def apply(erule_tac x= 1 in allE) by auto hence N:"∀n. N ≤ n --> dist (s N) (s n) < 1" by auto { fix n::nat assume "n≥N" hence "norm (s n) ≤ norm (s N) + 1" using N apply(erule_tac x=n in allE) unfolding dist_def using norm_triangle_sub[of "s N" "s n"] by (auto, metis dist_def dist_sym le_add_right_mono norm_triangle_sub real_less_def) } hence "∀n≥N. norm (s n) ≤ norm (s N) + 1" by auto moreover have "bounded (s ` {0..N})" using finite_imp_bounded[of "s ` {1..N}"] by auto then obtain a where a:"∀x∈s ` {0..N}. norm x ≤ a" unfolding bounded_def by auto ultimately show "?thesis" unfolding bounded_def apply(rule_tac x="max a (norm (s N) + 1)" in exI) apply auto apply(erule_tac x=n in allE) apply(erule_tac x=n in ballE) by auto qed lemma compact_imp_complete: assumes "compact s" shows "complete s" proof- { fix f assume as: "(∀n::nat. f n ∈ s)" "cauchy f" from as(1) obtain l r where lr: "l∈s" "(∀m n. m < n --> r m < r n)" "((f o r) ---> l) sequentially" using assms unfolding compact_def by blast { fix n :: nat have lr':"n ≤ r n" proof (induct n) show "0 ≤ r 0" using lr(2) by blast next fix na assume "na ≤ r na" moreover have "na < Suc na --> r na < r (Suc na)" using lr(2) by blast ultimately show "Suc na ≤ r (Suc na)" by auto qed } note lr' = this { fix e::real assume "e>0" from as(2) obtain N where N:"∀m n. N ≤ m ∧ N ≤ n --> dist (f m) (f n) < e/2" unfolding cauchy_def using `e>0` apply (erule_tac x="e/2" in allE) by auto from lr(3)[unfolded Lim_sequentially, THEN spec[where x="e/2"]] obtain M where M:"∀n≥M. dist ((f o r) n) l < e/2" using `e>0` by auto { fix n::nat assume n:"n ≥ max N M" have "dist ((f o r) n) l < e/2" using n M by auto moreover have "r n ≥ N" using lr'[of n] n by auto hence "dist (f n) ((f o r) n) < e / 2" using N using n by auto ultimately have "dist (f n) l < e" using dist_triangle_half_r[of "f (r n)" "f n" e l] by (auto simp add: dist_sym) } hence "∃N. ∀n≥N. dist (f n) l < e" by blast } hence "∃l∈s. (f ---> l) sequentially" using `l∈s` unfolding Lim_sequentially by auto } thus ?thesis unfolding complete_def by auto qed lemma complete_univ: "complete UNIV" proof(simp add: complete_def, rule, rule) fix f::"nat => real^'n::finite" assume "cauchy f" hence "bounded (f`UNIV)" using cauchy_imp_bounded[of f] unfolding image_def by auto hence "compact (closure (f`UNIV))" using bounded_closed_imp_compact[of "closure (range f)"] by auto hence "complete (closure (range f))" using compact_imp_complete by auto thus "∃l. (f ---> l) sequentially" unfolding complete_def[of "closure (range f)"] using `cauchy f` unfolding closure_def by auto qed lemma complete_eq_closed: "complete s <-> closed s" (is "?lhs = ?rhs") proof assume ?lhs { fix x assume "x islimpt s" then obtain f where f:"∀n. f n ∈ s - {x}" "(f ---> x) sequentially" unfolding islimpt_sequential by auto then obtain l where l: "l∈s" "(f ---> l) sequentially" using `?lhs`[unfolded complete_def] using convergent_imp_cauchy[of f x] by auto hence "x ∈ s" using Lim_unique[of sequentially f l x] trivial_limit_sequentially f(2) by auto } thus ?rhs unfolding closed_limpt by auto next assume ?rhs { fix f assume as:"∀n::nat. f n ∈ s" "cauchy f" then obtain l where "(f ---> l) sequentially" using complete_univ[unfolded complete_def, THEN spec[where x=f]] by auto hence "∃l∈s. (f ---> l) sequentially" using `?rhs`[unfolded closed_sequential_limits, THEN spec[where x=f], THEN spec[where x=l]] using as(1) by auto } thus ?lhs unfolding complete_def by auto qed lemma convergent_eq_cauchy: "(∃l. (s ---> l) sequentially) <-> cauchy s" (is "?lhs = ?rhs") proof assume ?lhs then obtain l where "(s ---> l) sequentially" by auto thus ?rhs using convergent_imp_cauchy by auto next assume ?rhs thus ?lhs using complete_univ[unfolded complete_def, THEN spec[where x=s]] by auto qed lemma convergent_imp_bounded: "(s ---> l) sequentially ==> bounded (s ` (UNIV::(nat set)))" using convergent_eq_cauchy[of s] using cauchy_imp_bounded[of s] unfolding image_def by auto subsection{* Total boundedness. *} fun helper_1::"((real^'n::finite) set) => real => nat => real^'n" where "helper_1 s e n = (SOME y::real^'n. y ∈ s ∧ (∀m<n. ¬ (dist (helper_1 s e m) y < e)))" declare helper_1.simps[simp del] lemma compact_imp_totally_bounded: assumes "compact s" shows "∀e>0. ∃k. finite k ∧ k ⊆ s ∧ s ⊆ (\<Union>((λx. ball x e) ` k))" proof(rule, rule, rule ccontr) fix e::real assume "e>0" and assm:"¬ (∃k. finite k ∧ k ⊆ s ∧ s ⊆ \<Union>(λx. ball x e) ` k)" def x ≡ "helper_1 s e" { fix n have "x n ∈ s ∧ (∀m<n. ¬ dist (x m) (x n) < e)" proof(induct_tac rule:nat_less_induct) fix n def Q ≡ "(λy. y ∈ s ∧ (∀m<n. ¬ dist (x m) y < e))" assume as:"∀m<n. x m ∈ s ∧ (∀ma<m. ¬ dist (x ma) (x m) < e)" have "¬ s ⊆ (\<Union>x∈x ` {0..<n}. ball x e)" using assm apply simp apply(erule_tac x="x ` {0 ..< n}" in allE) using as by auto then obtain z where z:"z∈s" "z ∉ (\<Union>x∈x ` {0..<n}. ball x e)" unfolding subset_eq by auto have "Q (x n)" unfolding x_def and helper_1.simps[of s e n] apply(rule someI2[where a=z]) unfolding x_def[symmetric] and Q_def using z by auto thus "x n ∈ s ∧ (∀m<n. ¬ dist (x m) (x n) < e)" unfolding Q_def by auto qed } hence "∀n::nat. x n ∈ s" and x:"∀n. ∀m < n. ¬ (dist (x m) (x n) < e)" by blast+ then obtain l r where "l∈s" and r:"∀m n. m < n --> r m < r n" and "((x o r) ---> l) sequentially" using assms(1)[unfolded compact_def, THEN spec[where x=x]] by auto from this(3) have "cauchy (x o r)" using convergent_imp_cauchy by auto then obtain N::nat where N:"∀m n. N ≤ m ∧ N ≤ n --> dist ((x o r) m) ((x o r) n) < e" unfolding cauchy_def using `e>0` by auto show False using N[THEN spec[where x=N], THEN spec[where x="N+1"]] using r[THEN spec[where x=N], THEN spec[where x="N+1"]] using x[THEN spec[where x="r (N+1)"], THEN spec[where x="r (N)"]] by auto qed subsection{* Heine-Borel theorem (following Burkill \& Burkill vol. 2) *} lemma heine_borel_lemma: fixes s::"(real^'n::finite) set" assumes "compact s" "s ⊆ (\<Union> t)" "∀b ∈ t. open b" shows "∃e>0. ∀x ∈ s. ∃b ∈ t. ball x e ⊆ b" proof(rule ccontr) assume "¬ (∃e>0. ∀x∈s. ∃b∈t. ball x e ⊆ b)" hence cont:"∀e>0. ∃x∈s. ∀xa∈t. ¬ (ball x e ⊆ xa)" by auto { fix n::nat have "1 / real (n + 1) > 0" by auto hence "∃x. x∈s ∧ (∀xa∈t. ¬ (ball x (inverse (real (n+1))) ⊆ xa))" using cont unfolding Bex_def by auto } hence "∀n::nat. ∃x. x ∈ s ∧ (∀xa∈t. ¬ ball x (inverse (real (n + 1))) ⊆ xa)" by auto then obtain f where f:"∀n::nat. f n ∈ s ∧ (∀xa∈t. ¬ ball (f n) (inverse (real (n + 1))) ⊆ xa)" using choice[of "λn::nat. λx. x∈s ∧ (∀xa∈t. ¬ ball x (inverse (real (n + 1))) ⊆ xa)"] by auto then obtain l r where l:"l∈s" and r:"∀m n. m < n --> r m < r n" and lr:"((f o r) ---> l) sequentially" using assms(1)[unfolded compact_def, THEN spec[where x=f]] by auto obtain b where "l∈b" "b∈t" using assms(2) and l by auto then obtain e where "e>0" and e:"∀z. dist z l < e --> z∈b" using assms(3)[THEN bspec[where x=b]] unfolding open_def by auto then obtain N1 where N1:"∀n≥N1. dist ((f o r) n) l < e / 2" using lr[unfolded Lim_sequentially, THEN spec[where x="e/2"]] by auto obtain N2::nat where N2:"N2>0" "inverse (real N2) < e /2" using real_arch_inv[of "e/2"] and `e>0` by auto have N2':"inverse (real (r (N1 + N2) +1 )) < e/2" apply(rule order_less_trans) apply(rule less_imp_inverse_less) using N2 using monotone_bigger[OF r, of "N1 + N2"] by auto def x ≡ "(f (r (N1 + N2)))" have x:"¬ ball x (inverse (real (r (N1 + N2) + 1))) ⊆ b" unfolding x_def using f[THEN spec[where x="r (N1 + N2)"]] using `b∈t` by auto have "∃y∈ball x (inverse (real (r (N1 + N2) + 1))). y∉b" apply(rule ccontr) using x by auto then obtain y where y:"y ∈ ball x (inverse (real (r (N1 + N2) + 1)))" "y ∉ b" by auto have "dist x l < e/2" using N1 unfolding x_def o_def by auto hence "dist y l < e" using y N2' using dist_triangle[of y l x]by (auto simp add:dist_sym) thus False using e and `y∉b` by auto qed lemma compact_imp_heine_borel: "compact s ==> (∀f. (∀t ∈ f. open t) ∧ s ⊆ (\<Union> f) --> (∃f'. f' ⊆ f ∧ finite f' ∧ s ⊆ (\<Union> f')))" proof clarify fix f assume "compact s" " ∀t∈f. open t" "s ⊆ \<Union>f" then obtain e::real where "e>0" and "∀x∈s. ∃b∈f. ball x e ⊆ b" using heine_borel_lemma[of s f] by auto hence "∀x∈s. ∃b. b∈f ∧ ball x e ⊆ b" by auto hence "∃bb. ∀x∈s. bb x ∈f ∧ ball x e ⊆ bb x" using bchoice[of s "λx b. b∈f ∧ ball x e ⊆ b"] by auto then obtain bb where bb:"∀x∈s. (bb x) ∈ f ∧ ball x e ⊆ (bb x)" by blast from `compact s` have "∃ k. finite k ∧ k ⊆ s ∧ s ⊆ \<Union>(λx. ball x e) ` k" using compact_imp_totally_bounded[of s] `e>0` by auto then obtain k where k:"finite k" "k ⊆ s" "s ⊆ \<Union>(λx. ball x e) ` k" by auto have "finite (bb ` k)" using k(1) by auto moreover { fix x assume "x∈s" hence "x∈\<Union>(λx. ball x e) ` k" using k(3) unfolding subset_eq by auto hence "∃X∈bb ` k. x ∈ X" using bb k(2) by blast hence "x ∈ \<Union>(bb ` k)" using Union_iff[of x "bb ` k"] by auto } ultimately show "∃f'⊆f. finite f' ∧ s ⊆ \<Union>f'" using bb k(2) by (rule_tac x="bb ` k" in exI) auto qed subsection{* Bolzano-Weierstrass property. *} lemma heine_borel_imp_bolzano_weierstrass: assumes "∀f. (∀t ∈ f. open t) ∧ s ⊆ (\<Union> f) --> (∃f'. f' ⊆ f ∧ finite f' ∧ s ⊆ (\<Union> f'))" "infinite t" "t ⊆ s" shows "∃x ∈ s. x islimpt t" proof(rule ccontr) assume "¬ (∃x ∈ s. x islimpt t)" then obtain f where f:"∀x∈s. x ∈ f x ∧ open (f x) ∧ (∀y∈t. y ∈ f x --> y = x)" unfolding islimpt_def using bchoice[of s "λ x T. x ∈ T ∧ open T ∧ (∀y∈t. y ∈ T --> y = x)"] by auto obtain g where g:"g⊆{t. ∃x. x ∈ s ∧ t = f x}" "finite g" "s ⊆ \<Union>g" using assms(1)[THEN spec[where x="{t. ∃x. x∈s ∧ t = f x}"]] using f by auto from g(1,3) have g':"∀x∈g. ∃xa ∈ s. x = f xa" by auto { fix x y assume "x∈t" "y∈t" "f x = f y" hence "x ∈ f x" "y ∈ f x --> y = x" using f[THEN bspec[where x=x]] and `t⊆s` by auto hence "x = y" using `f x = f y` and f[THEN bspec[where x=y]] and `y∈t` and `t⊆s` by auto } hence "infinite (f ` t)" using assms(2) using finite_imageD[unfolded inj_on_def, of f t] by auto moreover { fix x assume "x∈t" "f x ∉ g" from g(3) assms(3) `x∈t` obtain h where "h∈g" and "x∈h" by auto then obtain y where "y∈s" "h = f y" using g'[THEN bspec[where x=h]] by auto hence "y = x" using f[THEN bspec[where x=y]] and `x∈t` and `x∈h`[unfolded `h = f y`] by auto hence False using `f x ∉ g` `h∈g` unfolding `h = f y` by auto } hence "f ` t ⊆ g" by auto ultimately show False using g(2) using finite_subset by auto qed subsection{* Complete the chain of compactness variants. *} primrec helper_2::"(real => real^'n::finite) => nat => real ^'n" where "helper_2 beyond 0 = beyond 0" | "helper_2 beyond (Suc n) = beyond (norm (helper_2 beyond n) + 1 )" lemma bolzano_weierstrass_imp_bounded: fixes s::"(real^'n::finite) set" assumes "∀t. infinite t ∧ t ⊆ s --> (∃x ∈ s. x islimpt t)" shows "bounded s" proof(rule ccontr) assume "¬ bounded s" then obtain beyond where "∀a. beyond a ∈s ∧ ¬ norm (beyond a) ≤ a" unfolding bounded_def apply simp using choice[of "λa x. x∈s ∧ ¬ norm x ≤ a"] by auto hence beyond:"!!a. beyond a ∈s" "!!a. norm (beyond a) > a" unfolding linorder_not_le by auto def x ≡ "helper_2 beyond" { fix m n ::nat assume "m<n" hence "norm (x m) + 1 < norm (x n)" proof(induct n) case 0 thus ?case by auto next case (Suc n) have *:"norm (x n) + 1 < norm (x (Suc n))" unfolding x_def and helper_2.simps using beyond(2)[of "norm (helper_2 beyond n) + 1"] by auto thus ?case proof(cases "m < n") case True thus ?thesis using Suc and * by auto next case False hence "m = n" using Suc(2) by auto thus ?thesis using * by auto qed qed } note * = this { fix m n ::nat assume "m≠n" have "1 < dist (x m) (x n)" proof(cases "m<n") case True hence "1 < norm (x n) - norm (x m)" using *[of m n] by auto thus ?thesis unfolding dist_sym[of "x m" "x n"] unfolding dist_def using norm_triangle_sub[of "x n" "x m"] by auto next case False hence "n<m" using `m≠n` by auto hence "1 < norm (x m) - norm (x n)" using *[of n m] by auto thus ?thesis unfolding dist_sym[of "x n" "x m"] unfolding dist_def using norm_triangle_sub[of "x m" "x n"] by auto qed } note ** = this { fix a b assume "x a = x b" "a ≠ b" hence False using **[of a b] unfolding dist_eq_0[THEN sym] by auto } hence "inj x" unfolding inj_on_def by auto moreover { fix n::nat have "x n ∈ s" proof(cases "n = 0") case True thus ?thesis unfolding x_def using beyond by auto next case False then obtain z where "n = Suc z" using not0_implies_Suc by auto thus ?thesis unfolding x_def using beyond by auto qed } ultimately have "infinite (range x) ∧ range x ⊆ s" unfolding x_def using range_inj_infinite[of "helper_2 beyond"] using beyond(1) by auto then obtain l where "l∈s" and l:"l islimpt range x" using assms[THEN spec[where x="range x"]] by auto then obtain y where "x y ≠ l" and y:"dist (x y) l < 1/2" unfolding islimpt_approachable apply(erule_tac x="1/2" in allE) by auto then obtain z where "x z ≠ l" and z:"dist (x z) l < dist (x y) l" using l[unfolded islimpt_approachable, THEN spec[where x="dist (x y) l"]] unfolding dist_nz by auto show False using y and z and dist_triangle_half_l[of "x y" l 1 "x z"] and **[of y z] by auto qed lemma sequence_infinite_lemma: assumes "∀n::nat. (f n ≠ l)" "(f ---> l) sequentially" shows "infinite {y::real^'a::finite. (∃ n. y = f n)}" proof(rule ccontr) let ?A = "(λx. dist x l) ` {y. ∃n. y = f n}" assume "¬ infinite {y. ∃n. y = f n}" hence **:"finite ?A" "?A ≠ {}" by auto obtain k where k:"dist (f k) l = Min ?A" using Min_in[OF **] by auto have "0 < Min ?A" using assms(1) unfolding dist_nz unfolding Min_gr_iff[OF **] by auto then obtain N where "dist (f N) l < Min ?A" using assms(2)[unfolded Lim_sequentially, THEN spec[where x="Min ?A"]] by auto moreover have "dist (f N) l ∈ ?A" by auto ultimately show False using Min_le[OF **(1), of "dist (f N) l"] by auto qed lemma sequence_unique_limpt: assumes "∀n::nat. (f n ≠ l)" "(f ---> l) sequentially" "l' islimpt {y. (∃n. y = f n)}" shows "l' = l" proof(rule ccontr) def e ≡ "dist l' l" assume "l' ≠ l" hence "e>0" unfolding dist_nz e_def by auto then obtain N::nat where N:"∀n≥N. dist (f n) l < e / 2" using assms(2)[unfolded Lim_sequentially, THEN spec[where x="e/2"]] by auto def d ≡ "Min (insert (e/2) ((λn. if dist (f n) l' = 0 then e/2 else dist (f n) l') ` {0 .. N}))" have "d>0" using `e>0` unfolding d_def e_def using dist_pos_le[of _ l', unfolded order_le_less] by auto obtain k where k:"f k ≠ l'" "dist (f k) l' < d" using `d>0` and assms(3)[unfolded islimpt_approachable, THEN spec[where x="d"]] by auto have "k≥N" using k(1)[unfolded dist_nz] using k(2)[unfolded d_def] by force hence "dist l' l < e" using N[THEN spec[where x=k]] using k(2)[unfolded d_def] and dist_triangle_half_r[of "f k" l' e l] by auto thus False unfolding e_def by auto qed lemma bolzano_weierstrass_imp_closed: assumes "∀t. infinite t ∧ t ⊆ s --> (∃x ∈ s. x islimpt t)" shows "closed s" proof- { fix x l assume as: "∀n::nat. x n ∈ s" "(x ---> l) sequentially" hence "l ∈ s" proof(cases "∀n. x n ≠ l") case False thus "l∈s" using as(1) by auto next case True note cas = this with as(2) have "infinite {y. ∃n. y = x n}" using sequence_infinite_lemma[of x l] by auto then obtain l' where "l'∈s" "l' islimpt {y. ∃n. y = x n}" using assms[THEN spec[where x="{y. ∃n. y = x n}"]] as(1) by auto thus "l∈s" using sequence_unique_limpt[of x l l'] using as cas by auto qed } thus ?thesis unfolding closed_sequential_limits by auto qed text{* Hence express everything as an equivalence. *} lemma compact_eq_heine_borel: "compact s <-> (∀f. (∀t ∈ f. open t) ∧ s ⊆ (\<Union> f) --> (∃f'. f' ⊆ f ∧ finite f' ∧ s ⊆ (\<Union> f')))" (is "?lhs = ?rhs") proof assume ?lhs thus ?rhs using compact_imp_heine_borel[of s] by blast next assume ?rhs hence "∀t. infinite t ∧ t ⊆ s --> (∃x∈s. x islimpt t)" using heine_borel_imp_bolzano_weierstrass[of s] by blast thus ?lhs using bolzano_weierstrass_imp_bounded[of s] bolzano_weierstrass_imp_closed[of s] bounded_closed_imp_compact[of s] by blast qed lemma compact_eq_bolzano_weierstrass: "compact s <-> (∀t. infinite t ∧ t ⊆ s --> (∃x ∈ s. x islimpt t))" (is "?lhs = ?rhs") proof assume ?lhs thus ?rhs unfolding compact_eq_heine_borel using heine_borel_imp_bolzano_weierstrass[of s] by auto next assume ?rhs thus ?lhs using bolzano_weierstrass_imp_bounded bolzano_weierstrass_imp_closed bounded_closed_imp_compact by auto qed lemma compact_eq_bounded_closed: "compact s <-> bounded s ∧ closed s" (is "?lhs = ?rhs") proof assume ?lhs thus ?rhs unfolding compact_eq_bolzano_weierstrass using bolzano_weierstrass_imp_bounded bolzano_weierstrass_imp_closed by auto next assume ?rhs thus ?lhs using bounded_closed_imp_compact by auto qed lemma compact_imp_bounded: "compact s ==> bounded s" unfolding compact_eq_bounded_closed by simp lemma compact_imp_closed: "compact s ==> closed s" unfolding compact_eq_bounded_closed by simp text{* In particular, some common special cases. *} lemma compact_empty[simp]: "compact {}" unfolding compact_def by simp (* FIXME : Rename *) lemma compact_union[intro]: "compact s ==> compact t ==> compact (s ∪ t)" unfolding compact_eq_bounded_closed using bounded_Un[of s t] using closed_Un[of s t] by simp lemma compact_inter[intro]: "compact s ==> compact t ==> compact (s ∩ t)" unfolding compact_eq_bounded_closed using bounded_Int[of s t] using closed_Int[of s t] by simp lemma compact_inter_closed[intro]: "compact s ==> closed t ==> compact (s ∩ t)" unfolding compact_eq_bounded_closed using closed_Int[of s t] using bounded_subset[of "s ∩ t" s] by blast lemma closed_inter_compact[intro]: "closed s ==> compact t ==> compact (s ∩ t)" proof- assume "closed s" "compact t" moreover have "s ∩ t = t ∩ s" by auto ultimately show ?thesis using compact_inter_closed[of t s] by auto qed lemma finite_imp_closed: "finite s ==> closed s" proof- assume "finite s" hence "¬( ∃t. t ⊆ s ∧ infinite t)" using finite_subset by auto thus ?thesis using bolzano_weierstrass_imp_closed[of s] by auto qed lemma finite_imp_compact: "finite s ==> compact s" unfolding compact_eq_bounded_closed using finite_imp_closed finite_imp_bounded by blast lemma compact_sing[simp]: "compact {a}" using finite_imp_compact[of "{a}"] by blast lemma closed_sing[simp]: "closed {a}" using compact_eq_bounded_closed compact_sing[of a] by blast lemma compact_cball[simp]: "compact(cball x e)" using compact_eq_bounded_closed bounded_cball closed_cball by blast lemma compact_frontier_bounded[intro]: "bounded s ==> compact(frontier s)" unfolding frontier_def using compact_eq_bounded_closed by blast lemma compact_frontier[intro]: "compact s ==> compact (frontier s)" using compact_eq_bounded_closed compact_frontier_bounded by blast lemma frontier_subset_compact: "compact s ==> frontier s ⊆ s" using frontier_subset_closed compact_eq_bounded_closed by blast lemma open_delete: "open s ==> open(s - {x})" using open_diff[of s "{x}"] closed_sing by blast text{* Finite intersection property. I could make it an equivalence in fact. *} lemma compact_imp_fip: assumes "compact s" "∀t ∈ f. closed t" "∀f'. finite f' ∧ f' ⊆ f --> (s ∩ (\<Inter> f') ≠ {})" shows "s ∩ (\<Inter> f) ≠ {}" proof assume as:"s ∩ (\<Inter> f) = {}" hence "s ⊆ \<Union>op - UNIV ` f" by auto moreover have "Ball (op - UNIV ` f) open" using open_diff closed_diff using assms(2) by auto ultimately obtain f' where f':"f' ⊆ op - UNIV ` f" "finite f'" "s ⊆ \<Union>f'" using assms(1)[unfolded compact_eq_heine_borel, THEN spec[where x="(λt. UNIV - t) ` f"]] by auto hence "finite (op - UNIV ` f') ∧ op - UNIV ` f' ⊆ f" by(auto simp add: Diff_Diff_Int) hence "s ∩ \<Inter>op - UNIV ` f' ≠ {}" using assms(3)[THEN spec[where x="op - UNIV ` f'"]] by auto thus False using f'(3) unfolding subset_eq and Union_iff by blast qed subsection{* Bounded closed nest property (proof does not use Heine-Borel). *} lemma bounded_closed_nest: assumes "∀n. closed(s n)" "∀n. (s n ≠ {})" "(∀m n. m ≤ n --> s n ⊆ s m)" "bounded(s 0)" shows "∃ a::real^'a::finite. ∀n::nat. a ∈ s(n)" proof- from assms(2) obtain x where x:"∀n::nat. x n ∈ s n" using choice[of "λn x. x∈ s n"] by auto from assms(4,1) have *:"compact (s 0)" using bounded_closed_imp_compact[of "s 0"] by auto then obtain l r where lr:"l∈s 0" "∀m n. m < n --> r m < r n" "((x o r) ---> l) sequentially" unfolding compact_def apply(erule_tac x=x in allE) using x using assms(3) by blast { fix n::nat { fix e::real assume "e>0" with lr(3) obtain N where N:"∀m≥N. dist ((x o r) m) l < e" unfolding Lim_sequentially by auto hence "dist ((x o r) (max N n)) l < e" by auto moreover have "r (max N n) ≥ n" using lr(2) using monotone_bigger[of r "max N n"] by auto hence "(x o r) (max N n) ∈ s n" using x apply(erule_tac x=n in allE) using x apply(erule_tac x="r (max N n)" in allE) using assms(3) apply(erule_tac x=n in allE)apply( erule_tac x="r (max N n)" in allE) by auto ultimately have "∃y∈s n. dist y l < e" by auto } hence "l ∈ s n" using closed_approachable[of "s n" l] assms(1) by blast } thus ?thesis by auto qed text{* Decreasing case does not even need compactness, just completeness. *} lemma decreasing_closed_nest: assumes "∀n. closed(s n)" "∀n. (s n ≠ {})" "∀m n. m ≤ n --> s n ⊆ s m" "∀e>0. ∃n. ∀x ∈ (s n). ∀ y ∈ (s n). dist x y < e" shows "∃a::real^'a::finite. ∀n::nat. a ∈ s n" proof- have "∀n. ∃ x. x∈s n" using assms(2) by auto hence "∃t. ∀n. t n ∈ s n" using choice[of "λ n x. x ∈ s n"] by auto then obtain t where t: "∀n. t n ∈ s n" by auto { fix e::real assume "e>0" then obtain N where N:"∀x∈s N. ∀y∈s N. dist x y < e" using assms(4) by auto { fix m n ::nat assume "N ≤ m ∧ N ≤ n" hence "t m ∈ s N" "t n ∈ s N" using assms(3) t unfolding subset_eq t by blast+ hence "dist (t m) (t n) < e" using N by auto } hence "∃N. ∀m n. N ≤ m ∧ N ≤ n --> dist (t m) (t n) < e" by auto } hence "cauchy t" unfolding cauchy_def by auto then obtain l where l:"(t ---> l) sequentially" using complete_univ unfolding complete_def by auto { fix n::nat { fix e::real assume "e>0" then obtain N::nat where N:"∀n≥N. dist (t n) l < e" using l[unfolded Lim_sequentially] by auto have "t (max n N) ∈ s n" using assms(3) unfolding subset_eq apply(erule_tac x=n in allE) apply (erule_tac x="max n N" in allE) using t by auto hence "∃y∈s n. dist y l < e" apply(rule_tac x="t (max n N)" in bexI) using N by auto } hence "l ∈ s n" using closed_approachable[of "s n" l] assms(1) by auto } then show ?thesis by auto qed text{* Strengthen it to the intersection actually being a singleton. *} lemma decreasing_closed_nest_sing: assumes "∀n. closed(s n)" "∀n. s n ≠ {}" "∀m n. m ≤ n --> s n ⊆ s m" "∀e>0. ∃n. ∀x ∈ (s n). ∀ y∈(s n). dist x y < e" shows "∃a::real^'a::finite. \<Inter> {t. (∃n::nat. t = s n)} = {a}" proof- obtain a where a:"∀n. a ∈ s n" using decreasing_closed_nest[of s] using assms by auto { fix b assume b:"b ∈ \<Inter>{t. ∃n. t = s n}" { fix e::real assume "e>0" hence "dist a b < e" using assms(4 )using b using a by blast } hence "dist a b = 0" by (metis dist_eq_0 dist_nz real_less_def) } with a have "\<Inter>{t. ∃n. t = s n} = {a}" unfolding dist_eq_0 by auto thus ?thesis by auto qed text{* Cauchy-type criteria for uniform convergence. *} lemma uniformly_convergent_eq_cauchy: fixes s::"nat => 'b => real^'a::finite" shows "(∃l. ∀e>0. ∃N. ∀n x. N ≤ n ∧ P x --> dist(s n x)(l x) < e) <-> (∀e>0. ∃N. ∀m n x. N ≤ m ∧ N ≤ n ∧ P x --> dist (s m x) (s n x) < e)" (is "?lhs = ?rhs") proof(rule) assume ?lhs then obtain l where l:"∀e>0. ∃N. ∀n x. N ≤ n ∧ P x --> dist (s n x) (l x) < e" by auto { fix e::real assume "e>0" then obtain N::nat where N:"∀n x. N ≤ n ∧ P x --> dist (s n x) (l x) < e / 2" using l[THEN spec[where x="e/2"]] by auto { fix n m::nat and x::"'b" assume "N ≤ m ∧ N ≤ n ∧ P x" hence "dist (s m x) (s n x) < e" using N[THEN spec[where x=m], THEN spec[where x=x]] using N[THEN spec[where x=n], THEN spec[where x=x]] using dist_triangle_half_l[of "s m x" "l x" e "s n x"] by auto } hence "∃N. ∀m n x. N ≤ m ∧ N ≤ n ∧ P x --> dist (s m x) (s n x) < e" by auto } thus ?rhs by auto next assume ?rhs hence "∀x. P x --> cauchy (λn. s n x)" unfolding cauchy_def apply auto by (erule_tac x=e in allE)auto then obtain l where l:"∀x. P x --> ((λn. s n x) ---> l x) sequentially" unfolding convergent_eq_cauchy[THEN sym] using choice[of "λx l. P x --> ((λn. s n x) ---> l) sequentially"] by auto { fix e::real assume "e>0" then obtain N where N:"∀m n x. N ≤ m ∧ N ≤ n ∧ P x --> dist (s m x) (s n x) < e/2" using `?rhs`[THEN spec[where x="e/2"]] by auto { fix x assume "P x" then obtain M where M:"∀n≥M. dist (s n x) (l x) < e/2" using l[THEN spec[where x=x], unfolded Lim_sequentially] using `e>0` by(auto elim!: allE[where x="e/2"]) fix n::nat assume "n≥N" hence "dist(s n x)(l x) < e" using `P x`and N[THEN spec[where x=n], THEN spec[where x="N+M"], THEN spec[where x=x]] using M[THEN spec[where x="N+M"]] and dist_triangle_half_l[of "s n x" "s (N+M) x" e "l x"] by (auto simp add: dist_sym) } hence "∃N. ∀n x. N ≤ n ∧ P x --> dist(s n x)(l x) < e" by auto } thus ?lhs by auto qed lemma uniformly_cauchy_imp_uniformly_convergent: assumes "∀e>0.∃N. ∀m (n::nat) x. N ≤ m ∧ N ≤ n ∧ P x --> dist(s m x)(s n x) < e" "∀x. P x --> (∀e>0. ∃N. ∀n. N ≤ n --> dist(s n x)(l x) < e)" shows "∀e>0. ∃N. ∀n x. N ≤ n ∧ P x --> dist(s n x)(l x) < e" proof- obtain l' where l:"∀e>0. ∃N. ∀n x. N ≤ n ∧ P x --> dist (s n x) (l' x) < e" using assms(1) unfolding uniformly_convergent_eq_cauchy[THEN sym] by auto moreover { fix x assume "P x" hence "l x = l' x" using Lim_unique[OF trivial_limit_sequentially, of "λn. s n x" "l x" "l' x"] using l and assms(2) unfolding Lim_sequentially by blast } ultimately show ?thesis by auto qed subsection{* Define continuity over a net to take in restrictions of the set. *} definition "continuous net f <-> (f ---> f(netlimit net)) net" lemma continuous_trivial_limit: "trivial_limit net ==> continuous net f" unfolding continuous_def tendsto_def eventually_def by auto lemma continuous_within: "continuous (at x within s) f <-> (f ---> f(x)) (at x within s)" unfolding continuous_def unfolding tendsto_def using netlimit_within[of x s] unfolding eventually_def by (cases "trivial_limit (at x within s)") auto lemma continuous_at: "continuous (at x) f <-> (f ---> f(x)) (at x)" using within_UNIV[of x] using continuous_within[of x UNIV f] by auto lemma continuous_at_within: assumes "continuous (at x) f" shows "continuous (at x within s) f" proof(cases "x islimpt s") case True show ?thesis using assms unfolding continuous_def and netlimit_at using Lim_at_within[of f "f x" x s] unfolding netlimit_within[unfolded trivial_limit_within not_not, OF True] by blast next case False thus ?thesis unfolding continuous_def and netlimit_at unfolding Lim and trivial_limit_within by auto qed text{* Derive the epsilon-delta forms, which we often use as "definitions" *} lemma continuous_within_eps_delta: "continuous (at x within s) f <-> (∀e>0. ∃d>0. ∀x'∈ s. dist x' x < d --> dist (f x') (f x) < e)" unfolding continuous_within and Lim_within apply auto unfolding dist_nz[THEN sym] apply(auto elim!:allE) apply(rule_tac x=d in exI) by auto lemma continuous_at_eps_delta: "continuous (at x) f <-> (∀e>0. ∃d>0. ∀x'. dist x' x < d --> dist(f x')(f x) < e)" using continuous_within_eps_delta[of x UNIV f] unfolding within_UNIV by blast text{* Versions in terms of open balls. *} lemma continuous_within_ball: "continuous (at x within s) f <-> (∀e>0. ∃d>0. f ` (ball x d ∩ s) ⊆ ball (f x) e)" (is "?lhs = ?rhs") proof assume ?lhs { fix e::real assume "e>0" then obtain d where d: "d>0" "∀xa∈s. 0 < dist xa x ∧ dist xa x < d --> dist (f xa) (f x) < e" using `?lhs`[unfolded continuous_within Lim_within] by auto { fix y assume "y∈f ` (ball x d ∩ s)" hence "y ∈ ball (f x) e" using d(2) unfolding dist_nz[THEN sym] apply (auto simp add: dist_sym mem_ball) apply(erule_tac x=xa in ballE) apply auto unfolding dist_refl using `e>0` by auto } hence "∃d>0. f ` (ball x d ∩ s) ⊆ ball (f x) e" using `d>0` unfolding subset_eq ball_def by (auto simp add: dist_sym) } thus ?rhs by auto next assume ?rhs thus ?lhs unfolding continuous_within Lim_within ball_def subset_eq apply (auto simp add: dist_sym) apply(erule_tac x=e in allE) by auto qed lemma continuous_at_ball: fixes f::"real^'a::finite => real^'a" shows "continuous (at x) f <-> (∀e>0. ∃d>0. f ` (ball x d) ⊆ ball (f x) e)" (is "?lhs = ?rhs") proof assume ?lhs thus ?rhs unfolding continuous_at Lim_at subset_eq Ball_def Bex_def image_iff mem_ball apply auto apply(erule_tac x=e in allE) apply auto apply(rule_tac x=d in exI) apply auto apply(erule_tac x=xa in allE) apply (auto simp add: dist_refl dist_sym dist_nz) unfolding dist_nz[THEN sym] by (auto simp add: dist_refl) next assume ?rhs thus ?lhs unfolding continuous_at Lim_at subset_eq Ball_def Bex_def image_iff mem_ball apply auto apply(erule_tac x=e in allE) apply auto apply(rule_tac x=d in exI) apply auto apply(erule_tac x="f xa" in allE) by (auto simp add: dist_refl dist_sym dist_nz) qed text{* For setwise continuity, just start from the epsilon-delta definitions. *} definition "continuous_on s f <-> (∀x ∈ s. ∀e>0. ∃d::real>0. ∀x' ∈ s. dist x' x < d --> dist (f x') (f x) < e)" definition "uniformly_continuous_on s f <-> (∀e>0. ∃d>0. ∀x∈s. ∀ x'∈s. dist x' x < d --> dist (f x') (f x) < e)" text{* Some simple consequential lemmas. *} lemma uniformly_continuous_imp_continuous: " uniformly_continuous_on s f ==> continuous_on s f" unfolding uniformly_continuous_on_def continuous_on_def by blast lemma continuous_at_imp_continuous_within: "continuous (at x) f ==> continuous (at x within s) f" unfolding continuous_within continuous_at using Lim_at_within by auto lemma continuous_at_imp_continuous_on: assumes "(∀x ∈ s. continuous (at x) f)" shows "continuous_on s f" proof(simp add: continuous_at continuous_on_def, rule, rule, rule) fix x and e::real assume "x∈s" "e>0" hence "eventually (λxa. dist (f xa) (f x) < e) (at x)" using assms unfolding continuous_at tendsto_def by auto then obtain d where d:"d>0" "∀xa. 0 < dist xa x ∧ dist xa x < d --> dist (f xa) (f x) < e" unfolding eventually_at by auto { fix x' assume "¬ 0 < dist x' x" hence "x=x'" using dist_nz[of x' x] by auto hence "dist (f x') (f x) < e" using dist_refl[of "f x'"] `e>0` by auto } thus "∃d>0. ∀x'∈s. dist x' x < d --> dist (f x') (f x) < e" using d by auto qed lemma continuous_on_eq_continuous_within: "continuous_on s f <-> (∀x ∈ s. continuous (at x within s) f)" (is "?lhs = ?rhs") proof assume ?rhs { fix x assume "x∈s" fix e::real assume "e>0" assume "∃d>0. ∀xa∈s. 0 < dist xa x ∧ dist xa x < d --> dist (f xa) (f x) < e" then obtain d where "d>0" and d:"∀xa∈s. 0 < dist xa x ∧ dist xa x < d --> dist (f xa) (f x) < e" by auto { fix x' assume as:"x'∈s" "dist x' x < d" hence "dist (f x') (f x) < e" using dist_refl[of "f x'"] `e>0` d `x'∈s` dist_eq_0[of x' x] dist_pos_le[of x' x] as(2) by (metis dist_eq_0 dist_nz) } hence "∃d>0. ∀x'∈s. dist x' x < d --> dist (f x') (f x) < e" using `d>0` by (auto simp add: dist_refl) } thus ?lhs using `?rhs` unfolding continuous_on_def continuous_within Lim_within by auto next assume ?lhs thus ?rhs unfolding continuous_on_def continuous_within Lim_within by blast qed lemma continuous_on: "continuous_on s f <-> (∀x ∈ s. (f ---> f(x)) (at x within s))" by (auto simp add: continuous_on_eq_continuous_within continuous_within) lemma continuous_on_eq_continuous_at: "open s ==> (continuous_on s f <-> (∀x ∈ s. continuous (at x) f))" by (auto simp add: continuous_on continuous_at Lim_within_open) lemma continuous_within_subset: "continuous (at x within s) f ==> t ⊆ s ==> continuous (at x within t) f" unfolding continuous_within by(metis Lim_within_subset) lemma continuous_on_subset: "continuous_on s f ==> t ⊆ s ==> continuous_on t f" unfolding continuous_on by (metis subset_eq Lim_within_subset) lemma continuous_on_interior: "continuous_on s f ==> x ∈ interior s ==> continuous (at x) f" unfolding interior_def apply simp by (meson continuous_on_eq_continuous_at continuous_on_subset) lemma continuous_on_eq: "(∀x ∈ s. f x = g x) ==> continuous_on s f ==> continuous_on s g" by (simp add: continuous_on_def) text{* Characterization of various kinds of continuity in terms of sequences. *} lemma continuous_within_sequentially: "continuous (at a within s) f <-> (∀x. (∀n::nat. x n ∈ s) ∧ (x ---> a) sequentially --> ((f o x) ---> f a) sequentially)" (is "?lhs = ?rhs") proof assume ?lhs { fix x::"nat => real^'a" assume x:"∀n. x n ∈ s" "∀e>0. ∃N. ∀n≥N. dist (x n) a < e" fix e::real assume "e>0" from `?lhs` obtain d where "d>0" and d:"∀x∈s. 0 < dist x a ∧ dist x a < d --> dist (f x) (f a) < e" unfolding continuous_within Lim_within using `e>0` by auto from x(2) `d>0` obtain N where N:"∀n≥N. dist (x n) a < d" by auto hence "∃N. ∀n≥N. dist ((f o x) n) (f a) < e" apply(rule_tac x=N in exI) using N d apply auto using x(1) apply(erule_tac x=n in allE) apply(erule_tac x=n in allE) apply(erule_tac x="x n" in ballE) apply auto unfolding dist_nz[THEN sym] apply auto unfolding dist_refl using `e>0` by auto } thus ?rhs unfolding continuous_within unfolding Lim_sequentially by simp next assume ?rhs { fix e::real assume "e>0" assume "¬ (∃d>0. ∀x∈s. 0 < dist x a ∧ dist x a < d --> dist (f x) (f a) < e)" hence "∀d. ∃x. d>0 --> x∈s ∧ (0 < dist x a ∧ dist x a < d ∧ ¬ dist (f x) (f a) < e)" by blast then obtain x where x:"∀d>0. x d ∈ s ∧ (0 < dist (x d) a ∧ dist (x d) a < d ∧ ¬ dist (f (x d)) (f a) < e)" using choice[of "λd x.0<d --> x∈s ∧ (0 < dist x a ∧ dist x a < d ∧ ¬ dist (f x) (f a) < e)"] by auto { fix d::real assume "d>0" hence "∃N::nat. inverse (real (N + 1)) < d" using real_arch_inv[of d] by (auto, rule_tac x="n - 1" in exI)auto then obtain N::nat where N:"inverse (real (N + 1)) < d" by auto { fix n::nat assume n:"n≥N" hence "dist (x (inverse (real (n + 1)))) a < inverse (real (n + 1))" using x[THEN spec[where x="inverse (real (n + 1))"]] by auto moreover have "inverse (real (n + 1)) < d" using N n by (auto, metis Suc_le_mono le_SucE less_imp_inverse_less nat_le_real_less order_less_trans real_of_nat_Suc real_of_nat_Suc_gt_zero) ultimately have "dist (x (inverse (real (n + 1)))) a < d" by auto } hence "∃N::nat. ∀n≥N. dist (x (inverse (real (n + 1)))) a < d" by auto } hence "(∀n::nat. x (inverse (real (n + 1))) ∈ s) ∧ (∀e>0. ∃N::nat. ∀n≥N. dist (x (inverse (real (n + 1)))) a < e)" using x by auto hence "∀e>0. ∃N::nat. ∀n≥N. dist (f (x (inverse (real (n + 1))))) (f a) < e" using `?rhs`[THEN spec[where x="λn::nat. x (inverse (real (n+1)))"], unfolded Lim_sequentially] by auto hence "False" apply(erule_tac x=e in allE) using `e>0` using x by auto } thus ?lhs unfolding continuous_within unfolding Lim_within unfolding Lim_sequentially by blast qed lemma continuous_at_sequentially: "continuous (at a) f <-> (∀x. (x ---> a) sequentially --> ((f o x) ---> f a) sequentially)" using continuous_within_sequentially[of a UNIV f] unfolding within_UNIV by auto lemma continuous_on_sequentially: "continuous_on s f <-> (∀x. ∀a ∈ s. (∀n. x(n) ∈ s) ∧ (x ---> a) sequentially --> ((f o x) ---> f(a)) sequentially)" (is "?lhs = ?rhs") proof assume ?rhs thus ?lhs using continuous_within_sequentially[of _ s f] unfolding continuous_on_eq_continuous_within by auto next assume ?lhs thus ?rhs unfolding continuous_on_eq_continuous_within using continuous_within_sequentially[of _ s f] by auto qed lemma uniformly_continuous_on_sequentially: "uniformly_continuous_on s f <-> (∀x y. (∀n. x n ∈ s) ∧ (∀n. y n ∈ s) ∧ ((λn. x n - y n) ---> 0) sequentially --> ((λn. f(x n) - f(y n)) ---> 0) sequentially)" (is "?lhs = ?rhs") proof assume ?lhs { fix x y assume x:"∀n. x n ∈ s" and y:"∀n. y n ∈ s" and xy:"((λn. x n - y n) ---> 0) sequentially" { fix e::real assume "e>0" then obtain d where "d>0" and d:"∀x∈s. ∀x'∈s. dist x' x < d --> dist (f x') (f x) < e" using `?lhs`[unfolded uniformly_continuous_on_def, THEN spec[where x=e]] by auto obtain N where N:"∀n≥N. norm (x n - y n - 0) < d" using xy[unfolded Lim_sequentially dist_def] and `d>0` by auto { fix n assume "n≥N" hence "norm (f (x n) - f (y n) - 0) < e" using N[THEN spec[where x=n]] using d[THEN bspec[where x="x n"], THEN bspec[where x="y n"]] using x and y unfolding dist_sym and dist_def by simp } hence "∃N. ∀n≥N. norm (f (x n) - f (y n) - 0) < e" by auto } hence "((λn. f(x n) - f(y n)) ---> 0) sequentially" unfolding Lim_sequentially and dist_def by auto } thus ?rhs by auto next assume ?rhs { assume "¬ ?lhs" then obtain e where "e>0" "∀d>0. ∃x∈s. ∃x'∈s. dist x' x < d ∧ ¬ dist (f x') (f x) < e" unfolding uniformly_continuous_on_def by auto then obtain fa where fa:"∀x. 0 < x --> fst (fa x) ∈ s ∧ snd (fa x) ∈ s ∧ dist (fst (fa x)) (snd (fa x)) < x ∧ ¬ dist (f (fst (fa x))) (f (snd (fa x))) < e" using choice[of "λd x. d>0 --> fst x ∈ s ∧ snd x ∈ s ∧ dist (snd x) (fst x) < d ∧ ¬ dist (f (snd x)) (f (fst x)) < e"] unfolding Bex_def by (auto simp add: dist_sym) def x ≡ "λn::nat. fst (fa (inverse (real n + 1)))" def y ≡ "λn::nat. snd (fa (inverse (real n + 1)))" have xyn:"∀n. x n ∈ s ∧ y n ∈ s" and xy0:"∀n. dist (x n) (y n) < inverse (real n + 1)" and fxy:"∀n. ¬ dist (f (x n)) (f (y n)) < e" unfolding x_def and y_def using fa by auto have *:"!!x y. dist (x - y) 0 = dist x y" unfolding dist_def by auto { fix e::real assume "e>0" then obtain N::nat where "N ≠ 0" and N:"0 < inverse (real N) ∧ inverse (real N) < e" unfolding real_arch_inv[of e] by auto { fix n::nat assume "n≥N" hence "inverse (real n + 1) < inverse (real N)" using real_of_nat_ge_zero and `N≠0` by auto also have "… < e" using N by auto finally have "inverse (real n + 1) < e" by auto hence "dist (x n - y n) 0 < e" unfolding * using xy0[THEN spec[where x=n]] by auto } hence "∃N. ∀n≥N. dist (x n - y n) 0 < e" by auto } hence "∀e>0. ∃N. ∀n≥N. dist (f (x n) - f (y n)) 0 < e" using `?rhs`[THEN spec[where x=x], THEN spec[where x=y]] and xyn unfolding Lim_sequentially by auto hence False unfolding * using fxy and `e>0` by auto } thus ?lhs unfolding uniformly_continuous_on_def by blast qed text{* The usual transformation theorems. *} lemma continuous_transform_within: assumes "0 < d" "x ∈ s" "∀x' ∈ s. dist x' x < d --> f x' = g x'" "continuous (at x within s) f" shows "continuous (at x within s) g" proof- { fix e::real assume "e>0" then obtain d' where d':"d'>0" "∀xa∈s. 0 < dist xa x ∧ dist xa x < d' --> dist (f xa) (f x) < e" using assms(4) unfolding continuous_within Lim_within by auto { fix x' assume "x'∈s" "0 < dist x' x" "dist x' x < (min d d')" hence "dist (f x') (g x) < e" using assms(2,3) apply(erule_tac x=x in ballE) unfolding dist_refl using d' by auto } hence "∀xa∈s. 0 < dist xa x ∧ dist xa x < (min d d') --> dist (f xa) (g x) < e" by blast hence "∃d>0. ∀xa∈s. 0 < dist xa x ∧ dist xa x < d --> dist (f xa) (g x) < e" using `d>0` `d'>0` by(rule_tac x="min d d'" in exI)auto } hence "(f ---> g x) (at x within s)" unfolding Lim_within using assms(1) by auto thus ?thesis unfolding continuous_within using Lim_transform_within[of d s x f g "g x"] using assms by blast qed lemma continuous_transform_at: assumes "0 < d" "∀x'. dist x' x < d --> f x' = g x'" "continuous (at x) f" shows "continuous (at x) g" proof- { fix e::real assume "e>0" then obtain d' where d':"d'>0" "∀xa. 0 < dist xa x ∧ dist xa x < d' --> dist (f xa) (f x) < e" using assms(3) unfolding continuous_at Lim_at by auto { fix x' assume "0 < dist x' x" "dist x' x < (min d d')" hence "dist (f x') (g x) < e" using assms(2) apply(erule_tac x=x in allE) unfolding dist_refl using d' by auto } hence "∀xa. 0 < dist xa x ∧ dist xa x < (min d d') --> dist (f xa) (g x) < e" by blast hence "∃d>0. ∀xa. 0 < dist xa x ∧ dist xa x < d --> dist (f xa) (g x) < e" using `d>0` `d'>0` by(rule_tac x="min d d'" in exI)auto } hence "(f ---> g x) (at x)" unfolding Lim_at using assms(1) by auto thus ?thesis unfolding continuous_at using Lim_transform_at[of d x f g "g x"] using assms by blast qed text{* Combination results for pointwise continuity. *} lemma continuous_const: "continuous net (λx::'a::zero_neq_one. c)" by(auto simp add: continuous_def Lim_const) lemma continuous_cmul: "continuous net f ==> continuous net (λx. c *s f x)" by(auto simp add: continuous_def Lim_cmul) lemma continuous_neg: "continuous net f ==> continuous net (λx. -(f x))" by(auto simp add: continuous_def Lim_neg) lemma continuous_add: "continuous net f ==> continuous net g ==> continuous net (λx. f x + g x)" by(auto simp add: continuous_def Lim_add) lemma continuous_sub: "continuous net f ==> continuous net g ==> continuous net (λx. f(x) - g(x))" by(auto simp add: continuous_def Lim_sub) text{* Same thing for setwise continuity. *} lemma continuous_on_const: "continuous_on s (λx. c)" unfolding continuous_on_eq_continuous_within using continuous_const by blast lemma continuous_on_cmul: "continuous_on s f ==> continuous_on s (λx. c *s (f x))" unfolding continuous_on_eq_continuous_within using continuous_cmul by blast lemma continuous_on_neg: "continuous_on s f ==> continuous_on s (λx. -(f x))" unfolding continuous_on_eq_continuous_within using continuous_neg by blast lemma continuous_on_add: "continuous_on s f ==> continuous_on s g ==> continuous_on s (λx. f x + g x)" unfolding continuous_on_eq_continuous_within using continuous_add by blast lemma continuous_on_sub: "continuous_on s f ==> continuous_on s g ==> continuous_on s (λx. f(x) - g(x))" unfolding continuous_on_eq_continuous_within using continuous_sub by blast text{* Same thing for uniform continuity, using sequential formulations. *} lemma uniformly_continuous_on_const: "uniformly_continuous_on s (λx. c)" unfolding uniformly_continuous_on_sequentially using Lim_const[of 0] by auto lemma uniformly_continuous_on_cmul: assumes "uniformly_continuous_on s f" shows "uniformly_continuous_on s (λx. c *s f(x))" proof- { fix x y assume "((λn. f (x n) - f (y n)) ---> 0) sequentially" hence "((λn. c *s f (x n) - c *s f (y n)) ---> 0) sequentially" using Lim_cmul[of "(λn. f (x n) - f (y n))" 0 sequentially c] unfolding vector_smult_rzero vector_ssub_ldistrib[of c] by auto } thus ?thesis using assms unfolding uniformly_continuous_on_sequentially by auto qed lemma uniformly_continuous_on_neg: "uniformly_continuous_on s f ==> uniformly_continuous_on s (λx. -(f x))" using uniformly_continuous_on_cmul[of s f "-1"] unfolding pth_3 by auto lemma uniformly_continuous_on_add: assumes "uniformly_continuous_on s f" "uniformly_continuous_on s g" shows "uniformly_continuous_on s (λx. f(x) + g(x) ::real^'n::finite)" proof- have *:"!!fx fy gx gy::real^'n. fx - fy + (gx - gy) = fx + gx - (fy + gy)" by auto { fix x y assume "((λn. f (x n) - f (y n)) ---> 0) sequentially" "((λn. g (x n) - g (y n)) ---> 0) sequentially" hence "((λxa. f (x xa) - f (y xa) + (g (x xa) - g (y xa))) ---> 0 + 0) sequentially" using Lim_add[of "λ n. f (x n) - f (y n)" 0 sequentially "λ n. g (x n) - g (y n)" 0] by auto hence "((λn. f (x n) + g (x n) - (f (y n) + g (y n))) ---> 0) sequentially" unfolding Lim_sequentially and * by auto } thus ?thesis using assms unfolding uniformly_continuous_on_sequentially by auto qed lemma uniformly_continuous_on_sub: "uniformly_continuous_on s f ==> uniformly_continuous_on s g ==> uniformly_continuous_on s (λx. f x - g x)" unfolding ab_diff_minus using uniformly_continuous_on_add[of s f "λx. - g x"] using uniformly_continuous_on_neg[of s g] by auto text{* Identity function is continuous in every sense. *} lemma continuous_within_id: "continuous (at a within s) (λx. x)" unfolding continuous_within Lim_within by auto lemma continuous_at_id: "continuous (at a) (λx. x)" unfolding continuous_at Lim_at by auto lemma continuous_on_id: "continuous_on s (λx. x)" unfolding continuous_on Lim_within by auto lemma uniformly_continuous_on_id: "uniformly_continuous_on s (λx. x)" unfolding uniformly_continuous_on_def by auto text{* Continuity of all kinds is preserved under composition. *} lemma continuous_within_compose: assumes "continuous (at x within s) f" "continuous (at (f x) within f ` s) g" shows "continuous (at x within s) (g o f)" proof- { fix e::real assume "e>0" with assms(2)[unfolded continuous_within Lim_within] obtain d where "d>0" and d:"∀xa∈f ` s. 0 < dist xa (f x) ∧ dist xa (f x) < d --> dist (g xa) (g (f x)) < e" by auto from assms(1)[unfolded continuous_within Lim_within] obtain d' where "d'>0" and d':"∀xa∈s. 0 < dist xa x ∧ dist xa x < d' --> dist (f xa) (f x) < d" using `d>0` by auto { fix y assume as:"y∈s" "0 < dist y x" "dist y x < d'" hence "dist (f y) (f x) < d" using d'[THEN bspec[where x=y]] by (auto simp add:dist_sym) hence "dist (g (f y)) (g (f x)) < e" using as(1) d[THEN bspec[where x="f y"]] unfolding dist_nz[THEN sym] using `e>0` by (auto simp add: dist_refl) } hence "∃d>0. ∀xa∈s. 0 < dist xa x ∧ dist xa x < d --> dist (g (f xa)) (g (f x)) < e" using `d'>0` by auto } thus ?thesis unfolding continuous_within Lim_within by auto qed lemma continuous_at_compose: assumes "continuous (at x) f" "continuous (at (f x)) g" shows "continuous (at x) (g o f)" proof- have " continuous (at (f x) within range f) g" using assms(2) using continuous_within_subset[of "f x" UNIV g "range f", unfolded within_UNIV] by auto thus ?thesis using assms(1) using continuous_within_compose[of x UNIV f g, unfolded within_UNIV] by auto qed lemma continuous_on_compose: "continuous_on s f ==> continuous_on (f ` s) g ==> continuous_on s (g o f)" unfolding continuous_on_eq_continuous_within using continuous_within_compose[of _ s f g] by auto lemma uniformly_continuous_on_compose: assumes "uniformly_continuous_on s f" "uniformly_continuous_on (f ` s) g" shows "uniformly_continuous_on s (g o f)" proof- { fix e::real assume "e>0" then obtain d where "d>0" and d:"∀x∈f ` s. ∀x'∈f ` s. dist x' x < d --> dist (g x') (g x) < e" using assms(2) unfolding uniformly_continuous_on_def by auto obtain d' where "d'>0" "∀x∈s. ∀x'∈s. dist x' x < d' --> dist (f x') (f x) < d" using `d>0` using assms(1) unfolding uniformly_continuous_on_def by auto hence "∃d>0. ∀x∈s. ∀x'∈s. dist x' x < d --> dist ((g o f) x') ((g o f) x) < e" using `d>0` using d by auto } thus ?thesis using assms unfolding uniformly_continuous_on_def by auto qed text{* Continuity in terms of open preimages. *} lemma continuous_at_open: "continuous (at x) f <-> (∀t. open t ∧ f x ∈ t --> (∃s. open s ∧ x ∈ s ∧ (∀x' ∈ s. (f x') ∈ t)))" (is "?lhs = ?rhs") proof assume ?lhs { fix t assume as: "open t" "f x ∈ t" then obtain e where "e>0" and e:"ball (f x) e ⊆ t" unfolding open_contains_ball by auto obtain d where "d>0" and d:"∀y. 0 < dist y x ∧ dist y x < d --> dist (f y) (f x) < e" using `e>0` using `?lhs`[unfolded continuous_at Lim_at open_def] by auto have "open (ball x d)" using open_ball by auto moreover have "x ∈ ball x d" unfolding centre_in_ball using `d>0` by simp moreover { fix x' assume "x'∈ball x d" hence "f x' ∈ t" using e[unfolded subset_eq Ball_def mem_ball, THEN spec[where x="f x'"]] d[THEN spec[where x=x']] unfolding mem_ball apply (auto simp add: dist_sym) unfolding dist_nz[THEN sym] using as(2) by auto } hence "∀x'∈ball x d. f x' ∈ t" by auto ultimately have "∃s. open s ∧ x ∈ s ∧ (∀x'∈s. f x' ∈ t)" apply(rule_tac x="ball x d" in exI) by simp } thus ?rhs by auto next assume ?rhs { fix e::real assume "e>0" then obtain s where s: "open s" "x ∈ s" "∀x'∈s. f x' ∈ ball (f x) e" using `?rhs`[unfolded continuous_at Lim_at, THEN spec[where x="ball (f x) e"]] unfolding centre_in_ball[of "f x" e, THEN sym] by auto then obtain d where "d>0" and d:"ball x d ⊆ s" unfolding open_contains_ball by auto { fix y assume "0 < dist y x ∧ dist y x < d" hence "dist (f y) (f x) < e" using d[unfolded subset_eq Ball_def mem_ball, THEN spec[where x=y]] using s(3)[THEN bspec[where x=y], unfolded mem_ball] by (auto simp add: dist_sym) } hence "∃d>0. ∀xa. 0 < dist xa x ∧ dist xa x < d --> dist (f xa) (f x) < e" using `d>0` by auto } thus ?lhs unfolding continuous_at Lim_at by auto qed lemma continuous_on_open: "continuous_on s f <-> (∀t. openin (subtopology euclidean (f ` s)) t --> openin (subtopology euclidean s) {x ∈ s. f x ∈ t})" (is "?lhs = ?rhs") proof assume ?lhs { fix t assume as:"openin (subtopology euclidean (f ` s)) t" have "{x ∈ s. f x ∈ t} ⊆ s" using as[unfolded openin_euclidean_subtopology_iff] by auto moreover { fix x assume as':"x∈{x ∈ s. f x ∈ t}" then obtain e where e: "e>0" "∀x'∈f ` s. dist x' (f x) < e --> x' ∈ t" using as[unfolded openin_euclidean_subtopology_iff, THEN conjunct2, THEN bspec[where x="f x"]] by auto from this(1) obtain d where d: "d>0" "∀xa∈s. 0 < dist xa x ∧ dist xa x < d --> dist (f xa) (f x) < e" using `?lhs`[unfolded continuous_on Lim_within, THEN bspec[where x=x]] using as' by auto have "∃e>0. ∀x'∈s. dist x' x < e --> x' ∈ {x ∈ s. f x ∈ t}" using d e unfolding dist_nz[THEN sym] by (rule_tac x=d in exI, auto simp add: dist_refl) } ultimately have "openin (subtopology euclidean s) {x ∈ s. f x ∈ t}" unfolding openin_euclidean_subtopology_iff by auto } thus ?rhs unfolding continuous_on Lim_within using openin by auto next assume ?rhs { fix e::real and x assume "x∈s" "e>0" { fix xa x' assume "dist (f xa) (f x) < e" "xa ∈ s" "x' ∈ s" "dist (f xa) (f x') < e - dist (f xa) (f x)" hence "dist (f x') (f x) < e" using dist_triangle[of "f x'" "f x" "f xa"] by (auto simp add: dist_sym) } hence "ball (f x) e ∩ f ` s ⊆ f ` s ∧ (∀xa∈ball (f x) e ∩ f ` s. ∃ea>0. ∀x'∈f ` s. dist x' xa < ea --> x' ∈ ball (f x) e ∩ f ` s)" apply auto apply(rule_tac x="e - dist (f xa) (f x)" in exI) using `e>0` by (auto simp add: dist_sym) hence "∀xa∈{xa ∈ s. f xa ∈ ball (f x) e ∩ f ` s}. ∃ea>0. ∀x'∈s. dist x' xa < ea --> x' ∈ {xa ∈ s. f xa ∈ ball (f x) e ∩ f ` s}" using `?rhs`[unfolded openin_euclidean_subtopology_iff, THEN spec[where x="ball (f x) e ∩ f ` s"]] by auto hence "∃d>0. ∀xa∈s. 0 < dist xa x ∧ dist xa x < d --> dist (f xa) (f x) < e" apply(erule_tac x=x in ballE) apply auto unfolding dist_refl using `e>0` `x∈s` by (auto simp add: dist_sym) } thus ?lhs unfolding continuous_on Lim_within by auto qed (* ------------------------------------------------------------------------- *) (* Similarly in terms of closed sets. *) (* ------------------------------------------------------------------------- *) lemma continuous_on_closed: "continuous_on s f <-> (∀t. closedin (subtopology euclidean (f ` s)) t --> closedin (subtopology euclidean s) {x ∈ s. f x ∈ t})" (is "?lhs = ?rhs") proof assume ?lhs { fix t have *:"s - {x ∈ s. f x ∈ f ` s - t} = {x ∈ s. f x ∈ t}" by auto have **:"f ` s - (f ` s - (f ` s - t)) = f ` s - t" by auto assume as:"closedin (subtopology euclidean (f ` s)) t" hence "closedin (subtopology euclidean (f ` s)) (f ` s - (f ` s - t))" unfolding closedin_def topspace_euclidean_subtopology unfolding ** by auto hence "closedin (subtopology euclidean s) {x ∈ s. f x ∈ t}" using `?lhs`[unfolded continuous_on_open, THEN spec[where x="(f ` s) - t"]] unfolding openin_closedin_eq topspace_euclidean_subtopology unfolding * by auto } thus ?rhs by auto next assume ?rhs { fix t have *:"s - {x ∈ s. f x ∈ f ` s - t} = {x ∈ s. f x ∈ t}" by auto assume as:"openin (subtopology euclidean (f ` s)) t" hence "openin (subtopology euclidean s) {x ∈ s. f x ∈ t}" using `?rhs`[THEN spec[where x="(f ` s) - t"]] unfolding openin_closedin_eq topspace_euclidean_subtopology *[THEN sym] closedin_subtopology by auto } thus ?lhs unfolding continuous_on_open by auto qed text{* Half-global and completely global cases. *} lemma continuous_open_in_preimage: assumes "continuous_on s f" "open t" shows "openin (subtopology euclidean s) {x ∈ s. f x ∈ t}" proof- have *:"∀x. x ∈ s ∧ f x ∈ t <-> x ∈ s ∧ f x ∈ (t ∩ f ` s)" by auto have "openin (subtopology euclidean (f ` s)) (t ∩ f ` s)" using openin_open_Int[of t "f ` s", OF assms(2)] unfolding openin_open by auto thus ?thesis using assms(1)[unfolded continuous_on_open, THEN spec[where x="t ∩ f ` s"]] using * by auto qed lemma continuous_closed_in_preimage: assumes "continuous_on s f" "closed t" shows "closedin (subtopology euclidean s) {x ∈ s. f x ∈ t}" proof- have *:"∀x. x ∈ s ∧ f x ∈ t <-> x ∈ s ∧ f x ∈ (t ∩ f ` s)" by auto have "closedin (subtopology euclidean (f ` s)) (t ∩ f ` s)" using closedin_closed_Int[of t "f ` s", OF assms(2)] unfolding Int_commute by auto thus ?thesis using assms(1)[unfolded continuous_on_closed, THEN spec[where x="t ∩ f ` s"]] using * by auto qed lemma continuous_open_preimage: assumes "continuous_on s f" "open s" "open t" shows "open {x ∈ s. f x ∈ t}" proof- obtain T where T: "open T" "{x ∈ s. f x ∈ t} = s ∩ T" using continuous_open_in_preimage[OF assms(1,3)] unfolding openin_open by auto thus ?thesis using open_inter[of s T, OF assms(2)] by auto qed lemma continuous_closed_preimage: assumes "continuous_on s f" "closed s" "closed t" shows "closed {x ∈ s. f x ∈ t}" proof- obtain T where T: "closed T" "{x ∈ s. f x ∈ t} = s ∩ T" using continuous_closed_in_preimage[OF assms(1,3)] unfolding closedin_closed by auto thus ?thesis using closed_Int[of s T, OF assms(2)] by auto qed lemma continuous_open_preimage_univ: "∀x. continuous (at x) f ==> open s ==> open {x. f x ∈ s}" using continuous_open_preimage[of UNIV f s] open_UNIV continuous_at_imp_continuous_on by auto lemma continuous_closed_preimage_univ: "(∀x. continuous (at x) f) ==> closed s ==> closed {x. f x ∈ s}" using continuous_closed_preimage[of UNIV f s] closed_UNIV continuous_at_imp_continuous_on by auto text{* Equality of continuous functions on closure and related results. *} lemma continuous_closed_in_preimage_constant: "continuous_on s f ==> closedin (subtopology euclidean s) {x ∈ s. f x = a}" using continuous_closed_in_preimage[of s f "{a}"] closed_sing by auto lemma continuous_closed_preimage_constant: "continuous_on s f ==> closed s ==> closed {x ∈ s. f x = a}" using continuous_closed_preimage[of s f "{a}"] closed_sing by auto lemma continuous_constant_on_closure: assumes "continuous_on (closure s) f" "∀x ∈ s. f x = a" shows "∀x ∈ (closure s). f x = a" using continuous_closed_preimage_constant[of "closure s" f a] assms closure_minimal[of s "{x ∈ closure s. f x = a}"] closure_subset unfolding subset_eq by auto lemma image_closure_subset: assumes "continuous_on (closure s) f" "closed t" "(f ` s) ⊆ t" shows "f ` (closure s) ⊆ t" proof- have "s ⊆ {x ∈ closure s. f x ∈ t}" using assms(3) closure_subset by auto moreover have "closed {x ∈ closure s. f x ∈ t}" using continuous_closed_preimage[OF assms(1)] and assms(2) by auto ultimately have "closure s = {x ∈ closure s . f x ∈ t}" using closure_minimal[of s "{x ∈ closure s. f x ∈ t}"] by auto thus ?thesis by auto qed lemma continuous_on_closure_norm_le: assumes "continuous_on (closure s) f" "∀y ∈ s. norm(f y) ≤ b" "x ∈ (closure s)" shows "norm(f x) ≤ b" proof- have *:"f ` s ⊆ cball 0 b" using assms(2)[unfolded mem_cball_0[THEN sym]] by auto show ?thesis using image_closure_subset[OF assms(1) closed_cball[of 0 b] *] assms(3) unfolding subset_eq apply(erule_tac x="f x" in ballE) by (auto simp add: dist_def) qed text{* Making a continuous function avoid some value in a neighbourhood. *} lemma continuous_within_avoid: assumes "continuous (at x within s) f" "x ∈ s" "f x ≠ a" shows "∃e>0. ∀y ∈ s. dist x y < e --> f y ≠ a" proof- obtain d where "d>0" and d:"∀xa∈s. 0 < dist xa x ∧ dist xa x < d --> dist (f xa) (f x) < dist (f x) a" using assms(1)[unfolded continuous_within Lim_within, THEN spec[where x="dist (f x) a"]] assms(3)[unfolded dist_nz] by auto { fix y assume " y∈s" "dist x y < d" hence "f y ≠ a" using d[THEN bspec[where x=y]] assms(3)[unfolded dist_nz] apply auto unfolding dist_nz[THEN sym] by (auto simp add: dist_sym) } thus ?thesis using `d>0` by auto qed lemma continuous_at_avoid: assumes "continuous (at x) f" "f x ≠ a" shows "∃e>0. ∀y. dist x y < e --> f y ≠ a" using assms using continuous_within_avoid[of x UNIV f a, unfolded within_UNIV] by auto lemma continuous_on_avoid: assumes "continuous_on s f" "x ∈ s" "f x ≠ a" shows "∃e>0. ∀y ∈ s. dist x y < e --> f y ≠ a" using assms(1)[unfolded continuous_on_eq_continuous_within, THEN bspec[where x=x], OF assms(2)] continuous_within_avoid[of x s f a] assms(2,3) by auto lemma continuous_on_open_avoid: assumes "continuous_on s f" "open s" "x ∈ s" "f x ≠ a" shows "∃e>0. ∀y. dist x y < e --> f y ≠ a" using assms(1)[unfolded continuous_on_eq_continuous_at[OF assms(2)], THEN bspec[where x=x], OF assms(3)] continuous_at_avoid[of x f a] assms(3,4) by auto text{* Proving a function is constant by proving open-ness of level set. *} lemma continuous_levelset_open_in_cases: "connected s ==> continuous_on s f ==> openin (subtopology euclidean s) {x ∈ s. f x = a} ==> (∀x ∈ s. f x ≠ a) ∨ (∀x ∈ s. f x = a)" unfolding connected_clopen using continuous_closed_in_preimage_constant by auto lemma continuous_levelset_open_in: "connected s ==> continuous_on s f ==> openin (subtopology euclidean s) {x ∈ s. f x = a} ==> (∃x ∈ s. f x = a) ==> (∀x ∈ s. f x = a)" using continuous_levelset_open_in_cases[of s f ] by meson lemma continuous_levelset_open: assumes "connected s" "continuous_on s f" "open {x ∈ s. f x = a}" "∃x ∈ s. f x = a" shows "∀x ∈ s. f x = a" using continuous_levelset_open_in[OF assms(1,2), of a, unfolded openin_open] using assms (3,4) by auto text{* Some arithmetical combinations (more to prove). *} lemma open_scaling[intro]: assumes "c ≠ 0" "open s" shows "open((λx. c *s x) ` s)" proof- { fix x assume "x ∈ s" then obtain e where "e>0" and e:"∀x'. dist x' x < e --> x' ∈ s" using assms(2)[unfolded open_def, THEN bspec[where x=x]] by auto have "e * abs c > 0" using assms(1)[unfolded zero_less_abs_iff[THEN sym]] using real_mult_order[OF `e>0`] by auto moreover { fix y assume "dist y (c *s x) < e * ¦c¦" hence "norm ((1 / c) *s y - x) < e" unfolding dist_def using norm_mul[of c "(1 / c) *s y - x", unfolded vector_ssub_ldistrib, unfolded vector_smult_assoc] assms(1) assms(1)[unfolded zero_less_abs_iff[THEN sym]] by (simp del:zero_less_abs_iff) hence "y ∈ op *s c ` s" using rev_image_eqI[of "(1 / c) *s y" s y "op *s c"] e[THEN spec[where x="(1 / c) *s y"]] assms(1) unfolding dist_def vector_smult_assoc by auto } ultimately have "∃e>0. ∀x'. dist x' (c *s x) < e --> x' ∈ op *s c ` s" apply(rule_tac x="e * abs c" in exI) by auto } thus ?thesis unfolding open_def by auto qed lemma open_negations: "open s ==> open ((λ x. -x) ` s)" unfolding pth_3 by auto lemma open_translation: assumes "open s" shows "open((λx. a + x) ` s)" proof- { fix x have "continuous (at x) (λx. x - a)" using continuous_sub[of "at x" "λx. x" "λx. a"] continuous_at_id[of x] continuous_const[of "at x" a] by auto } moreover have "{x. x - a ∈ s} = op + a ` s" apply auto unfolding image_iff apply(rule_tac x="x - a" in bexI) by auto ultimately show ?thesis using continuous_open_preimage_univ[of "λx. x - a" s] using assms by auto qed lemma open_affinity: assumes "open s" "c ≠ 0" shows "open ((λx. a + c *s x) ` s)" proof- have *:"(λx. a + c *s x) = (λx. a + x) o (λx. c *s x)" unfolding o_def .. have "op + a ` op *s c ` s = (op + a o op *s c) ` s" by auto thus ?thesis using assms open_translation[of "op *s c ` s" a] unfolding * by auto qed lemma interior_translation: "interior ((λx. a + x) ` s) = (λx. a + x) ` (interior s)" proof (rule set_ext, rule) fix x assume "x ∈ interior (op + a ` s)" then obtain e where "e>0" and e:"ball x e ⊆ op + a ` s" unfolding mem_interior by auto hence "ball (x - a) e ⊆ s" unfolding subset_eq Ball_def mem_ball dist_def apply auto apply(erule_tac x="a + xa" in allE) unfolding ab_group_add_class.diff_diff_eq[THEN sym] by auto thus "x ∈ op + a ` interior s" unfolding image_iff apply(rule_tac x="x - a" in bexI) unfolding mem_interior using `e > 0` by auto next fix x assume "x ∈ op + a ` interior s" then obtain y e where "e>0" and e:"ball y e ⊆ s" and y:"x = a + y" unfolding image_iff Bex_def mem_interior by auto { fix z have *:"a + y - z = y + a - z" by auto assume "z∈ball x e" hence "z - a ∈ s" using e[unfolded subset_eq, THEN bspec[where x="z - a"]] unfolding mem_ball dist_def y ab_group_add_class.diff_diff_eq2 * by auto hence "z ∈ op + a ` s" unfolding image_iff by(auto intro!: bexI[where x="z - a"]) } hence "ball x e ⊆ op + a ` s" unfolding subset_eq by auto thus "x ∈ interior (op + a ` s)" unfolding mem_interior using `e>0` by auto qed subsection {* Preservation of compactness and connectedness under continuous function. *} lemma compact_continuous_image: assumes "continuous_on s f" "compact s" shows "compact(f ` s)" proof- { fix x assume x:"∀n::nat. x n ∈ f ` s" then obtain y where y:"∀n. y n ∈ s ∧ x n = f (y n)" unfolding image_iff Bex_def using choice[of "λn xa. xa ∈ s ∧ x n = f xa"] by auto then obtain l r where "l∈s" and r:"∀m n. m < n --> r m < r n" and lr:"((y o r) ---> l) sequentially" using assms(2)[unfolded compact_def, THEN spec[where x=y]] by auto { fix e::real assume "e>0" then obtain d where "d>0" and d:"∀x'∈s. dist x' l < d --> dist (f x') (f l) < e" using assms(1)[unfolded continuous_on_def, THEN bspec[where x=l], OF `l∈s`] by auto then obtain N::nat where N:"∀n≥N. dist ((y o r) n) l < d" using lr[unfolded Lim_sequentially, THEN spec[where x=d]] by auto { fix n::nat assume "n≥N" hence "dist ((x o r) n) (f l) < e" using N[THEN spec[where x=n]] d[THEN bspec[where x="y (r n)"]] y[THEN spec[where x="r n"]] by auto } hence "∃N. ∀n≥N. dist ((x o r) n) (f l) < e" by auto } hence "∃l∈f ` s. ∃r. (∀m n. m < n --> r m < r n) ∧ ((x o r) ---> l) sequentially" unfolding Lim_sequentially using r lr `l∈s` by auto } thus ?thesis unfolding compact_def by auto qed lemma connected_continuous_image: assumes "continuous_on s f" "connected s" shows "connected(f ` s)" proof- { fix T assume as: "T ≠ {}" "T ≠ f ` s" "openin (subtopology euclidean (f ` s)) T" "closedin (subtopology euclidean (f ` s)) T" have "{x ∈ s. f x ∈ T} = {} ∨ {x ∈ s. f x ∈ T} = s" using assms(1)[unfolded continuous_on_open, THEN spec[where x=T]] using assms(1)[unfolded continuous_on_closed, THEN spec[where x=T]] using assms(2)[unfolded connected_clopen, THEN spec[where x="{x ∈ s. f x ∈ T}"]] as(3,4) by auto hence False using as(1,2) using as(4)[unfolded closedin_def topspace_euclidean_subtopology] by auto } thus ?thesis unfolding connected_clopen by auto qed text{* Continuity implies uniform continuity on a compact domain. *} lemma compact_uniformly_continuous: assumes "continuous_on s f" "compact s" shows "uniformly_continuous_on s f" proof- { fix x assume x:"x∈s" hence "∀xa. ∃y. 0 < xa --> (y > 0 ∧ (∀x'∈s. dist x' x < y --> dist (f x') (f x) < xa))" using assms(1)[unfolded continuous_on_def, THEN bspec[where x=x]] by auto hence "∃fa. ∀xa>0. ∀x'∈s. fa xa > 0 ∧ (dist x' x < fa xa --> dist (f x') (f x) < xa)" using choice[of "λe d. e>0 --> d>0 ∧(∀x'∈s. (dist x' x < d --> dist (f x') (f x) < e))"] by auto } then have "∀x∈s. ∃y. ∀xa. 0 < xa --> (∀x'∈s. y xa > 0 ∧ (dist x' x < y xa --> dist (f x') (f x) < xa))" by auto then obtain d where d:"∀e>0. ∀x∈s. ∀x'∈s. d x e > 0 ∧ (dist x' x < d x e --> dist (f x') (f x) < e)" using bchoice[of s "λx fa. ∀xa>0. ∀x'∈s. fa xa > 0 ∧ (dist x' x < fa xa --> dist (f x') (f x) < xa)"] by blast { fix e::real assume "e>0" { fix x assume "x∈s" hence "x ∈ ball x (d x (e / 2))" unfolding centre_in_ball using d[THEN spec[where x="e/2"]] using `e>0` by auto } hence "s ⊆ \<Union>{ball x (d x (e / 2)) |x. x ∈ s}" unfolding subset_eq by auto moreover { fix b assume "b∈{ball x (d x (e / 2)) |x. x ∈ s}" hence "open b" by auto } ultimately obtain ea where "ea>0" and ea:"∀x∈s. ∃b∈{ball x (d x (e / 2)) |x. x ∈ s}. ball x ea ⊆ b" using heine_borel_lemma[OF assms(2), of "{ball x (d x (e / 2)) | x. x∈s }"] by auto { fix x y assume "x∈s" "y∈s" and as:"dist y x < ea" obtain z where "z∈s" and z:"ball x ea ⊆ ball z (d z (e / 2))" using ea[THEN bspec[where x=x]] and `x∈s` by auto hence "x∈ball z (d z (e / 2))" using `ea>0` unfolding subset_eq by auto hence "dist (f z) (f x) < e / 2" using d[THEN spec[where x="e/2"]] and `e>0` and `x∈s` and `z∈s` by (auto simp add: dist_sym) moreover have "y∈ball z (d z (e / 2))" using as and `ea>0` and z[unfolded subset_eq] by (auto simp add: dist_sym) hence "dist (f z) (f y) < e / 2" using d[THEN spec[where x="e/2"]] and `e>0` and `y∈s` and `z∈s` by (auto simp add: dist_sym) ultimately have "dist (f y) (f x) < e" using dist_triangle_half_r[of "f z" "f x" e "f y"] by (auto simp add: dist_sym) } then have "∃d>0. ∀x∈s. ∀x'∈s. dist x' x < d --> dist (f x') (f x) < e" using `ea>0` by auto } thus ?thesis unfolding uniformly_continuous_on_def by auto qed text{* Continuity of inverse function on compact domain. *} lemma continuous_on_inverse: assumes "continuous_on s f" "compact s" "∀x ∈ s. g (f x) = x" shows "continuous_on (f ` s) g" proof- have *:"g ` f ` s = s" using assms(3) by (auto simp add: image_iff) { fix t assume t:"closedin (subtopology euclidean (g ` f ` s)) t" then obtain T where T: "closed T" "t = s ∩ T" unfolding closedin_closed unfolding * by auto have "continuous_on (s ∩ T) f" using continuous_on_subset[OF assms(1), of "s ∩ t"] unfolding T(2) and Int_left_absorb by auto moreover have "compact (s ∩ T)" using assms(2) unfolding compact_eq_bounded_closed using bounded_subset[of s "s ∩ T"] and T(1) by auto ultimately have "closed (f ` t)" using T(1) unfolding T(2) using compact_continuous_image unfolding compact_eq_bounded_closed by auto moreover have "{x ∈ f ` s. g x ∈ t} = f ` s ∩ f ` t" using assms(3) unfolding T(2) by auto ultimately have "closedin (subtopology euclidean (f ` s)) {x ∈ f ` s. g x ∈ t}" unfolding closedin_closed by auto } thus ?thesis unfolding continuous_on_closed by auto qed subsection{* A uniformly convergent limit of continuous functions is continuous. *} lemma continuous_uniform_limit: assumes "¬ (trivial_limit net)" "eventually (λn. continuous_on s (f n)) net" "∀e>0. eventually (λn. ∀x ∈ s. norm(f n x - g x) < e) net" shows "continuous_on s g" proof- { fix x and e::real assume "x∈s" "e>0" have "eventually (λn. ∀x∈s. norm (f n x - g x) < e / 3) net" using `e>0` assms(3)[THEN spec[where x="e/3"]] by auto then obtain n where n:"∀xa∈s. norm (f n xa - g xa) < e / 3" "continuous_on s (f n)" using eventually_and[of "(λn. ∀x∈s. norm (f n x - g x) < e / 3)" "(λn. continuous_on s (f n))" net] assms(1,2) eventually_happens by blast have "e / 3 > 0" using `e>0` by auto then obtain d where "d>0" and d:"∀x'∈s. dist x' x < d --> dist (f n x') (f n x) < e / 3" using n(2)[unfolded continuous_on_def, THEN bspec[where x=x], OF `x∈s`, THEN spec[where x="e/3"]] by blast { fix y assume "y∈s" "dist y x < d" hence "dist (f n y) (f n x) < e / 3" using d[THEN bspec[where x=y]] by auto hence "norm (f n y - g x) < 2 * e / 3" using norm_triangle_lt[of "f n y - f n x" "f n x - g x" "2*e/3"] using n(1)[THEN bspec[where x=x], OF `x∈s`] unfolding dist_def unfolding ab_group_add_class.ab_diff_minus by auto hence "dist (g y) (g x) < e" unfolding dist_def using n(1)[THEN bspec[where x=y], OF `y∈s`] unfolding norm_minus_cancel[of "f n y - g y", THEN sym] using norm_triangle_lt[of "f n y - g x" "g y - f n y" e] by (auto simp add: uminus_add_conv_diff) } hence "∃d>0. ∀x'∈s. dist x' x < d --> dist (g x') (g x) < e" using `d>0` by auto } thus ?thesis unfolding continuous_on_def by auto qed subsection{* Topological properties of linear functions. *} lemma linear_lim_0: fixes f::"real^'a::finite => real^'b::finite" assumes "linear f" shows "(f ---> 0) (at (0))" proof- obtain B where "B>0" and B:"∀x. norm (f x) ≤ B * norm x" using linear_bounded_pos[OF assms] by auto { fix e::real assume "e>0" { fix x::"real^'a" assume "norm x < e / B" hence "B * norm x < e" using `B>0` using mult_strict_right_mono[of "norm x" " e / B" B] unfolding real_mult_commute by auto hence "norm (f x) < e" using B[THEN spec[where x=x]] `B>0` using order_le_less_trans[of "norm (f x)" "B * norm x" e] by auto } moreover have "e / B > 0" using `e>0` `B>0` divide_pos_pos by auto ultimately have "∃d>0. ∀x. 0 < dist x 0 ∧ dist x 0 < d --> dist (f x) 0 < e" unfolding dist_def by auto } thus ?thesis unfolding Lim_at by auto qed lemma linear_continuous_at: assumes "linear f" shows "continuous (at a) f" unfolding continuous_at Lim_at_zero[of f "f a" a] using linear_lim_0[OF assms] unfolding Lim_null[of "λx. f (a + x)"] unfolding linear_sub[OF assms, THEN sym] by auto lemma linear_continuous_within: "linear f ==> continuous (at x within s) f" using continuous_at_imp_continuous_within[of x f s] using linear_continuous_at[of f] by auto lemma linear_continuous_on: "linear f ==> continuous_on s f" using continuous_at_imp_continuous_on[of s f] using linear_continuous_at[of f] by auto text{* Also bilinear functions, in composition form. *} lemma bilinear_continuous_at_compose: "continuous (at x) f ==> continuous (at x) g ==> bilinear h ==> continuous (at x) (λx. h (f x) (g x))" unfolding continuous_at using Lim_bilinear[of f "f x" "(at x)" g "g x" h] by auto lemma bilinear_continuous_within_compose: "continuous (at x within s) f ==> continuous (at x within s) g ==> bilinear h ==> continuous (at x within s) (λx. h (f x) (g x))" unfolding continuous_within using Lim_bilinear[of f "f x"] by auto lemma bilinear_continuous_on_compose: "continuous_on s f ==> continuous_on s g ==> bilinear h ==> continuous_on s (λx. h (f x) (g x))" unfolding continuous_on_eq_continuous_within apply auto apply(erule_tac x=x in ballE) apply auto apply(erule_tac x=x in ballE) apply auto using bilinear_continuous_within_compose[of _ s f g h] by auto subsection{* Topological stuff lifted from and dropped to R *} lemma open_vec1: "open(vec1 ` s) <-> (∀x ∈ s. ∃e>0. ∀x'. abs(x' - x) < e --> x' ∈ s)" (is "?lhs = ?rhs") unfolding open_def apply simp unfolding forall_vec1 dist_vec1 vec1_in_image_vec1 by simp lemma islimpt_approachable_vec1: "(vec1 x) islimpt (vec1 ` s) <-> (∀e>0. ∃x'∈ s. x' ≠ x ∧ abs(x' - x) < e)" by (auto simp add: islimpt_approachable dist_vec1 vec1_eq) lemma closed_vec1: "closed (vec1 ` s) <-> (∀x. (∀e>0. ∃x' ∈ s. x' ≠ x ∧ abs(x' - x) < e) --> x ∈ s)" unfolding closed_limpt islimpt_approachable forall_vec1 apply simp unfolding dist_vec1 vec1_in_image_vec1 abs_minus_commute by auto lemma continuous_at_vec1_range: "continuous (at x) (vec1 o f) <-> (∀e>0. ∃d>0. ∀x'. norm(x' - x) < d --> abs(f x' - f x) < e)" unfolding continuous_at unfolding Lim_at apply simp unfolding dist_vec1 unfolding dist_nz[THEN sym] unfolding dist_def apply auto apply(erule_tac x=e in allE) apply auto apply (rule_tac x=d in exI) apply auto apply (erule_tac x=x' in allE) apply auto apply(erule_tac x=e in allE) by auto lemma continuous_on_vec1_range: " continuous_on s (vec1 o f) <-> (∀x ∈ s. ∀e>0. ∃d>0. (∀x' ∈ s. norm(x' - x) < d --> abs(f x' - f x) < e))" unfolding continuous_on_def apply (simp del: dist_sym) unfolding dist_vec1 unfolding dist_def .. lemma continuous_at_vec1_norm: "∀x. continuous (at x) (vec1 o norm)" unfolding continuous_at_vec1_range using real_abs_sub_norm order_le_less_trans by blast lemma continuous_on_vec1_norm: "∀s. continuous_on s (vec1 o norm)" unfolding continuous_on_vec1_range norm_vec1[THEN sym] by (metis norm_vec1 order_le_less_trans real_abs_sub_norm) lemma continuous_at_vec1_component: shows "continuous (at (a::real^'a::finite)) (λ x. vec1(x$i))" proof- { fix e::real and x assume "0 < dist x a" "dist x a < e" "e>0" hence "¦x $ i - a $ i¦ < e" using component_le_norm[of "x - a" i] unfolding dist_def by auto } thus ?thesis unfolding continuous_at tendsto_def eventually_at dist_vec1 by auto qed lemma continuous_on_vec1_component: shows "continuous_on s (λ x::real^'a::finite. vec1(x$i))" proof- { fix e::real and x xa assume "x∈s" "e>0" "xa∈s" "0 < norm (xa - x) ∧ norm (xa - x) < e" hence "¦xa $ i - x $ i¦ < e" using component_le_norm[of "xa - x" i] by auto } thus ?thesis unfolding continuous_on Lim_within dist_vec1 unfolding dist_def by auto qed lemma continuous_at_vec1_infnorm: "continuous (at x) (vec1 o infnorm)" unfolding continuous_at Lim_at o_def unfolding dist_vec1 unfolding dist_def apply auto apply (rule_tac x=e in exI) apply auto using order_trans[OF real_abs_sub_infnorm infnorm_le_norm, of _ x] by (metis xt1(7)) text{* Hence some handy theorems on distance, diameter etc. of/from a set. *} lemma compact_attains_sup: assumes "compact (vec1 ` s)" "s ≠ {}" shows "∃x ∈ s. ∀y ∈ s. y ≤ x" proof- from assms(1) have a:"bounded (vec1 ` s)" "closed (vec1 ` s)" unfolding compact_eq_bounded_closed by auto { fix e::real assume as: "∀x∈s. x ≤ rsup s" "rsup s ∉ s" "0 < e" "∀x'∈s. x' = rsup s ∨ ¬ rsup s - x' < e" have "isLub UNIV s (rsup s)" using rsup[OF assms(2)] unfolding setle_def using as(1) by auto moreover have "isUb UNIV s (rsup s - e)" unfolding isUb_def unfolding setle_def using as(4,2) by auto ultimately have False using isLub_le_isUb[of UNIV s "rsup s" "rsup s - e"] using `e>0` by auto } thus ?thesis using bounded_has_rsup(1)[OF a(1) assms(2)] using a(2)[unfolded closed_vec1, THEN spec[where x="rsup s"]] apply(rule_tac x="rsup s" in bexI) by auto qed lemma compact_attains_inf: assumes "compact (vec1 ` s)" "s ≠ {}" shows "∃x ∈ s. ∀y ∈ s. x ≤ y" proof- from assms(1) have a:"bounded (vec1 ` s)" "closed (vec1 ` s)" unfolding compact_eq_bounded_closed by auto { fix e::real assume as: "∀x∈s. x ≥ rinf s" "rinf s ∉ s" "0 < e" "∀x'∈s. x' = rinf s ∨ ¬ abs (x' - rinf s) < e" have "isGlb UNIV s (rinf s)" using rinf[OF assms(2)] unfolding setge_def using as(1) by auto moreover { fix x assume "x ∈ s" hence *:"abs (x - rinf s) = x - rinf s" using as(1)[THEN bspec[where x=x]] by auto have "rinf s + e ≤ x" using as(4)[THEN bspec[where x=x]] using as(2) `x∈s` unfolding * by auto } hence "isLb UNIV s (rinf s + e)" unfolding isLb_def and setge_def by auto ultimately have False using isGlb_le_isLb[of UNIV s "rinf s" "rinf s + e"] using `e>0` by auto } thus ?thesis using bounded_has_rinf(1)[OF a(1) assms(2)] using a(2)[unfolded closed_vec1, THEN spec[where x="rinf s"]] apply(rule_tac x="rinf s" in bexI) by auto qed lemma continuous_attains_sup: "compact s ==> s ≠ {} ==> continuous_on s (vec1 o f) ==> (∃x ∈ s. ∀y ∈ s. f y ≤ f x)" using compact_attains_sup[of "f ` s"] using compact_continuous_image[of s "vec1 o f"] unfolding image_compose by auto lemma continuous_attains_inf: "compact s ==> s ≠ {} ==> continuous_on s (vec1 o f) ==> (∃x ∈ s. ∀y ∈ s. f x ≤ f y)" using compact_attains_inf[of "f ` s"] using compact_continuous_image[of s "vec1 o f"] unfolding image_compose by auto lemma distance_attains_sup: assumes "compact s" "s ≠ {}" shows "∃x ∈ s. ∀y ∈ s. dist a y ≤ dist a x" proof- { fix x assume "x∈s" fix e::real assume "e>0" { fix x' assume "x'∈s" and as:"norm (x' - x) < e" hence "¦norm (x' - a) - norm (x - a)¦ < e" using real_abs_sub_norm[of "x' - a" "x - a"] by auto } hence "∃d>0. ∀x'∈s. norm (x' - x) < d --> ¦dist x' a - dist x a¦ < e" using `e>0` unfolding dist_def by auto } thus ?thesis using assms using continuous_attains_sup[of s "λx. dist a x"] unfolding continuous_on_vec1_range by (auto simp add: dist_sym) qed text{* For *minimal* distance, we only need closure, not compactness. *} lemma distance_attains_inf: assumes "closed s" "s ≠ {}" shows "∃x ∈ s. ∀y ∈ s. dist a x ≤ dist a y" proof- from assms(2) obtain b where "b∈s" by auto let ?B = "cball a (dist b a) ∩ s" have "b ∈ ?B" using `b∈s` by (simp add: dist_sym) hence "?B ≠ {}" by auto moreover { fix x assume "x∈?B" fix e::real assume "e>0" { fix x' assume "x'∈?B" and as:"norm (x' - x) < e" hence "¦norm (x' - a) - norm (x - a)¦ < e" using real_abs_sub_norm[of "x' - a" "x - a"] by auto } hence "∃d>0. ∀x'∈?B. norm (x' - x) < d --> ¦dist x' a - dist x a¦ < e" using `e>0` unfolding dist_def by auto } hence "continuous_on (cball a (dist b a) ∩ s) (vec1 o dist a)" unfolding continuous_on_vec1_range by (auto simp add: dist_sym) moreover have "compact ?B" using compact_cball[of a "dist b a"] unfolding compact_eq_bounded_closed using bounded_Int and closed_Int and assms(1) by auto ultimately obtain x where "x∈cball a (dist b a) ∩ s" "∀y∈cball a (dist b a) ∩ s. dist a x ≤ dist a y" using continuous_attains_inf[of ?B "dist a"] by fastsimp thus ?thesis by fastsimp qed subsection{* We can now extend limit compositions to consider the scalar multiplier. *} lemma Lim_mul: assumes "((vec1 o c) ---> vec1 d) net" "(f ---> l) net" shows "((λx. c(x) *s f x) ---> (d *s l)) net" proof- have "bilinear (λx. op *s (dest_vec1 (x::real^1)))" unfolding bilinear_def linear_def unfolding dest_vec1_add dest_vec1_cmul apply vector apply auto unfolding semiring_class.right_distrib semiring_class.left_distrib by auto thus ?thesis using Lim_bilinear[OF assms, of "λx y. (dest_vec1 x) *s y"] by auto qed lemma Lim_vmul: "((vec1 o c) ---> vec1 d) net ==> ((λx. c(x) *s v) ---> d *s v) net" using Lim_mul[of c d net "λx. v" v] using Lim_const[of v] by auto lemma continuous_vmul: "continuous net (vec1 o c) ==> continuous net (λx. c(x) *s v)" unfolding continuous_def using Lim_vmul[of c] by auto lemma continuous_mul: "continuous net (vec1 o c) ==> continuous net f ==> continuous net (λx. c(x) *s f x) " unfolding continuous_def using Lim_mul[of c] by auto lemma continuous_on_vmul: "continuous_on s (vec1 o c) ==> continuous_on s (λx. c(x) *s v)" unfolding continuous_on_eq_continuous_within using continuous_vmul[of _ c] by auto lemma continuous_on_mul: "continuous_on s (vec1 o c) ==> continuous_on s f ==> continuous_on s (λx. c(x) *s f x)" unfolding continuous_on_eq_continuous_within using continuous_mul[of _ c] by auto text{* And so we have continuity of inverse. *} lemma Lim_inv: assumes "((vec1 o f) ---> vec1 l) (net::'a net)" "l ≠ 0" shows "((vec1 o inverse o f) ---> vec1(inverse l)) net" proof(cases "trivial_limit net") case True thus ?thesis unfolding tendsto_def unfolding eventually_def by auto next case False note ntriv = this { fix e::real assume "e>0" hence "0 < min (¦l¦ / 2) (l² * e / 2)" using `l≠0` mult_pos_pos[of "l^2" "e/2"] by auto then obtain y where y1:"∃x. netord net x y" and y:"∀x. netord net x y --> dist ((vec1 o f) x) (vec1 l) < min (¦l¦ / 2) (l² * e / 2)" using ntriv using assms(1)[unfolded tendsto_def eventually_def, THEN spec[where x="min (abs l / 2) (l ^ 2 * e / 2)"]] by auto { fix x assume "netord net x y" hence *:"¦f x - l¦ < min (¦l¦ / 2) (l² * e / 2)" using y[THEN spec[where x=x]] unfolding o_def dist_vec1 by auto hence fx0:"f x ≠ 0" using `l ≠ 0` by auto hence fxl0: "(f x) * l ≠ 0" using `l ≠ 0` by auto from * have **:"¦f x - l¦ < l² * e / 2" by auto have "¦f x¦ * 2 ≥ ¦l¦" using * by (auto simp del: less_divide_eq_number_of1) hence "¦f x¦ * 2 * ¦l¦ ≥ ¦l¦ * ¦l¦" unfolding mult_le_cancel_right by auto hence "¦f x * l¦ * 2 ≥ ¦l¦^2" unfolding real_mult_commute and power2_eq_square by auto hence ***:"inverse ¦f x * l¦ ≤ inverse (l² / 2)" using fxl0 using le_imp_inverse_le[of "l^2 / 2" "¦f x * l¦"] by auto have "dist ((vec1 o inverse o f) x) (vec1 (inverse l)) < e" unfolding o_def unfolding dist_vec1 unfolding inverse_diff_inverse[OF fx0 `l≠0`] apply simp unfolding mult_commute[of "inverse (f x)"] unfolding real_divide_def[THEN sym] unfolding divide_divide_eq_left unfolding nonzero_abs_divide[OF fxl0] using mult_less_le_imp_less[OF **, of "inverse ¦f x * l¦", of "inverse (l^2 / 2)"] using *** using fx0 `l≠0` unfolding inverse_eq_divide using `e>0` by auto } hence "(∃y. (∃x. netord net x y) ∧ (∀x. netord net x y --> dist ((vec1 o inverse o f) x) (vec1 (inverse l)) < e))" using y1 by auto } thus ?thesis unfolding tendsto_def eventually_def by auto qed lemma continuous_inv: "continuous net (vec1 o f) ==> f(netlimit net) ≠ 0 ==> continuous net (vec1 o inverse o f)" unfolding continuous_def using Lim_inv by auto lemma continuous_at_within_inv: assumes "continuous (at a within s) (vec1 o f)" "f a ≠ 0" shows "continuous (at a within s) (vec1 o inverse o f)" proof(cases "trivial_limit (at a within s)") case True thus ?thesis unfolding continuous_def tendsto_def eventually_def by auto next case False note cs = this thus ?thesis using netlimit_within[OF cs] assms(2) continuous_inv[OF assms(1)] by auto qed lemma continuous_at_inv: "continuous (at a) (vec1 o f) ==> f a ≠ 0 ==> continuous (at a) (vec1 o inverse o f) " using within_UNIV[THEN sym, of a] using continuous_at_within_inv[of a UNIV] by auto subsection{* Preservation properties for pasted sets. *} lemma bounded_pastecart: assumes "bounded s" "bounded t" shows "bounded { pastecart x y | x y . (x ∈ s ∧ y ∈ t)}" proof- obtain a b where ab:"∀x∈s. norm x ≤ a" "∀x∈t. norm x ≤ b" using assms[unfolded bounded_def] by auto { fix x y assume "x∈s" "y∈t" hence "norm x ≤ a" "norm y ≤ b" using ab by auto hence "norm (pastecart x y) ≤ a + b" using norm_pastecart[of x y] by auto } thus ?thesis unfolding bounded_def by auto qed lemma closed_pastecart: assumes "closed s" "closed t" shows "closed {pastecart x y | x y . x ∈ s ∧ y ∈ t}" proof- { fix x l assume as:"∀n::nat. x n ∈ {pastecart x y |x y. x ∈ s ∧ y ∈ t}" "(x ---> l) sequentially" { fix n::nat have "fstcart (x n) ∈ s" "sndcart (x n) ∈ t" using as(1)[THEN spec[where x=n]] by auto } note * = this moreover { fix e::real assume "e>0" then obtain N::nat where N:"∀n≥N. dist (x n) l < e" using as(2)[unfolded Lim_sequentially, THEN spec[where x=e]] by auto { fix n::nat assume "n≥N" hence "dist (fstcart (x n)) (fstcart l) < e" "dist (sndcart (x n)) (sndcart l) < e" using N[THEN spec[where x=n]] dist_fstcart[of "x n" l] dist_sndcart[of "x n" l] by auto } hence "∃N. ∀n≥N. dist (fstcart (x n)) (fstcart l) < e" "∃N. ∀n≥N. dist (sndcart (x n)) (sndcart l) < e" by auto } ultimately have "fstcart l ∈ s" "sndcart l ∈ t" using assms(1)[unfolded closed_sequential_limits, THEN spec[where x="λn. fstcart (x n)"], THEN spec[where x="fstcart l"]] using assms(2)[unfolded closed_sequential_limits, THEN spec[where x="λn. sndcart (x n)"], THEN spec[where x="sndcart l"]] unfolding Lim_sequentially by auto hence "l ∈ {pastecart x y |x y. x ∈ s ∧ y ∈ t}" using pastecart_fst_snd[THEN sym, of l] by auto } thus ?thesis unfolding closed_sequential_limits by auto qed lemma compact_pastecart: "compact s ==> compact t ==> compact {pastecart x y | x y . x ∈ s ∧ y ∈ t}" unfolding compact_eq_bounded_closed using bounded_pastecart[of s t] closed_pastecart[of s t] by auto text{* Hence some useful properties follow quite easily. *} lemma compact_scaling: assumes "compact s" shows "compact ((λx. c *s x) ` s)" proof- let ?f = "λx. c *s x" have *:"linear ?f" unfolding linear_def vector_smult_assoc vector_add_ldistrib real_mult_commute by auto show ?thesis using compact_continuous_image[of s ?f] continuous_at_imp_continuous_on[of s ?f] using linear_continuous_at[OF *] assms by auto qed lemma compact_negations: assumes "compact s" shows "compact ((λx. -x) ` s)" proof- have "uminus ` s = (λx. -1 *s x) ` s" apply auto unfolding image_iff pth_3 by auto thus ?thesis using compact_scaling[OF assms, of "-1"] by auto qed lemma compact_sums: assumes "compact s" "compact t" shows "compact {x + y | x y. x ∈ s ∧ y ∈ t}" proof- have *:"{x + y | x y. x ∈ s ∧ y ∈ t} =(λz. fstcart z + sndcart z) ` {pastecart x y | x y. x ∈ s ∧ y ∈ t}" apply auto unfolding image_iff apply(rule_tac x="pastecart xa y" in bexI) unfolding fstcart_pastecart sndcart_pastecart by auto have "linear (λz::real^('a + 'a). fstcart z + sndcart z)" unfolding linear_def unfolding fstcart_add sndcart_add apply auto unfolding vector_add_ldistrib fstcart_cmul[THEN sym] sndcart_cmul[THEN sym] by auto hence "continuous_on {pastecart x y |x y. x ∈ s ∧ y ∈ t} (λz. fstcart z + sndcart z)" using continuous_at_imp_continuous_on linear_continuous_at by auto thus ?thesis unfolding * using compact_continuous_image compact_pastecart[OF assms] by auto qed lemma compact_differences: assumes "compact s" "compact t" shows "compact {x - y | x y. x ∈ s ∧ y ∈ t}" proof- have "{x - y | x y::real^'a. x∈s ∧ y ∈ t} = {x + y | x y. x ∈ s ∧ y ∈ (uminus ` t)}" apply auto apply(rule_tac x= xa in exI) apply auto apply(rule_tac x=xa in exI) by auto thus ?thesis using compact_sums[OF assms(1) compact_negations[OF assms(2)]] by auto qed lemma compact_translation: assumes "compact s" shows "compact ((λx. a + x) ` s)" proof- have "{x + y |x y. x ∈ s ∧ y ∈ {a}} = (λx. a + x) ` s" by auto thus ?thesis using compact_sums[OF assms compact_sing[of a]] by auto qed lemma compact_affinity: assumes "compact s" shows "compact ((λx. a + c *s x) ` s)" proof- have "op + a ` op *s c ` s = (λx. a + c *s x) ` s" by auto thus ?thesis using compact_translation[OF compact_scaling[OF assms], of a c] by auto qed text{* Hence we get the following. *} lemma compact_sup_maxdistance: assumes "compact s" "s ≠ {}" shows "∃x∈s. ∃y∈s. ∀u∈s. ∀v∈s. norm(u - v) ≤ norm(x - y)" proof- have "{x - y | x y . x∈s ∧ y∈s} ≠ {}" using `s ≠ {}` by auto then obtain x where x:"x∈{x - y |x y. x ∈ s ∧ y ∈ s}" "∀y∈{x - y |x y. x ∈ s ∧ y ∈ s}. norm y ≤ norm x" using compact_differences[OF assms(1) assms(1)] using distance_attains_sup[unfolded dist_def, of "{x - y | x y . x∈s ∧ y∈s}" 0] by(auto simp add: norm_minus_cancel) from x(1) obtain a b where "a∈s" "b∈s" "x = a - b" by auto thus ?thesis using x(2)[unfolded `x = a - b`] by blast qed text{* We can state this in terms of diameter of a set. *} definition "diameter s = (if s = {} then 0::real else rsup {norm(x - y) | x y. x ∈ s ∧ y ∈ s})" lemma diameter_bounded: assumes "bounded s" shows "∀x∈s. ∀y∈s. norm(x - y) ≤ diameter s" "∀d>0. d < diameter s --> (∃x∈s. ∃y∈s. norm(x - y) > d)" proof- let ?D = "{norm (x - y) |x y. x ∈ s ∧ y ∈ s}" obtain a where a:"∀x∈s. norm x ≤ a" using assms[unfolded bounded_def] by auto { fix x y assume "x ∈ s" "y ∈ s" hence "norm (x - y) ≤ 2 * a" using norm_triangle_ineq[of x "-y", unfolded norm_minus_cancel] a[THEN bspec[where x=x]] a[THEN bspec[where x=y]] by (auto simp add: ring_simps) } note * = this { fix x y assume "x∈s" "y∈s" hence "s ≠ {}" by auto have lub:"isLub UNIV ?D (rsup ?D)" using * rsup[of ?D] using `s≠{}` unfolding setle_def by auto have "norm(x - y) ≤ diameter s" unfolding diameter_def using `s≠{}` *[OF `x∈s` `y∈s`] `x∈s` `y∈s` isLubD1[OF lub] unfolding setle_def by auto } moreover { fix d::real assume "d>0" "d < diameter s" hence "s≠{}" unfolding diameter_def by auto hence lub:"isLub UNIV ?D (rsup ?D)" using * rsup[of ?D] unfolding setle_def by auto have "∃d' ∈ ?D. d' > d" proof(rule ccontr) assume "¬ (∃d'∈{norm (x - y) |x y. x ∈ s ∧ y ∈ s}. d < d')" hence as:"∀d'∈?D. d' ≤ d" apply auto apply(erule_tac x="norm (x - y)" in allE) by auto hence "isUb UNIV ?D d" unfolding isUb_def unfolding setle_def by auto thus False using `d < diameter s` `s≠{}` isLub_le_isUb[OF lub, of d] unfolding diameter_def by auto qed hence "∃x∈s. ∃y∈s. norm(x - y) > d" by auto } ultimately show "∀x∈s. ∀y∈s. norm(x - y) ≤ diameter s" "∀d>0. d < diameter s --> (∃x∈s. ∃y∈s. norm(x - y) > d)" by auto qed lemma diameter_bounded_bound: "bounded s ==> x ∈ s ==> y ∈ s ==> norm(x - y) ≤ diameter s" using diameter_bounded by blast lemma diameter_compact_attained: assumes "compact s" "s ≠ {}" shows "∃x∈s. ∃y∈s. (norm(x - y) = diameter s)" proof- have b:"bounded s" using assms(1) compact_eq_bounded_closed by auto then obtain x y where xys:"x∈s" "y∈s" and xy:"∀u∈s. ∀v∈s. norm (u - v) ≤ norm (x - y)" using compact_sup_maxdistance[OF assms] by auto hence "diameter s ≤ norm (x - y)" using rsup_le[of "{norm (x - y) |x y. x ∈ s ∧ y ∈ s}" "norm (x - y)"] unfolding setle_def and diameter_def by auto thus ?thesis using diameter_bounded(1)[OF b, THEN bspec[where x=x], THEN bspec[where x=y], OF xys] and xys by auto qed text{* Related results with closure as the conclusion. *} lemma closed_scaling: assumes "closed s" shows "closed ((λx. c *s x) ` s)" proof(cases "s={}") case True thus ?thesis by auto next case False show ?thesis proof(cases "c=0") have *:"(λx. 0) ` s = {0}" using `s≠{}` by auto case True thus ?thesis apply auto unfolding * using closed_sing by auto next case False { fix x l assume as:"∀n::nat. x n ∈ op *s c ` s" "(x ---> l) sequentially" { fix n::nat have "(1 / c) *s x n ∈ s" using as(1)[THEN spec[where x=n]] using `c≠0` by (auto simp add: vector_smult_assoc) } moreover { fix e::real assume "e>0" hence "0 < e *¦c¦" using `c≠0` mult_pos_pos[of e "abs c"] by auto then obtain N where "∀n≥N. dist (x n) l < e * ¦c¦" using as(2)[unfolded Lim_sequentially, THEN spec[where x="e * abs c"]] by auto hence "∃N. ∀n≥N. dist ((1 / c) *s x n) ((1 / c) *s l) < e" unfolding dist_def unfolding vector_ssub_ldistrib[THEN sym] norm_mul using mult_imp_div_pos_less[of "abs c" _ e] `c≠0` by auto } hence "((λn. (1 / c) *s x n) ---> (1 / c) *s l) sequentially" unfolding Lim_sequentially by auto ultimately have "l ∈ op *s c ` s" using assms[unfolded closed_sequential_limits, THEN spec[where x="λn. (1/c) *s x n"], THEN spec[where x="(1/c) *s l"]] unfolding image_iff using `c≠0` apply(rule_tac x="(1 / c) *s l" in bexI) apply auto unfolding vector_smult_assoc by auto } thus ?thesis unfolding closed_sequential_limits by auto qed qed lemma closed_negations: assumes "closed s" shows "closed ((λx. -x) ` s)" using closed_scaling[OF assms, of "-1"] unfolding pth_3 by auto lemma compact_closed_sums: assumes "compact s" "closed t" shows "closed {x + y | x y. x ∈ s ∧ y ∈ t}" proof- let ?S = "{x + y |x y. x ∈ s ∧ y ∈ t}" { fix x l assume as:"∀n. x n ∈ ?S" "(x ---> l) sequentially" from as(1) obtain f where f:"∀n. x n = fst (f n) + snd (f n)" "∀n. fst (f n) ∈ s" "∀n. snd (f n) ∈ t" using choice[of "λn y. x n = (fst y) + (snd y) ∧ fst y ∈ s ∧ snd y ∈ t"] by auto obtain l' r where "l'∈s" and r:"∀m n. m < n --> r m < r n" and lr:"(((λn. fst (f n)) o r) ---> l') sequentially" using assms(1)[unfolded compact_def, THEN spec[where x="λ n. fst (f n)"]] using f(2) by auto have "((λn. snd (f (r n))) ---> l - l') sequentially" using Lim_sub[OF lim_subsequence[OF r as(2)] lr] and f(1) unfolding o_def by auto hence "l - l' ∈ t" using assms(2)[unfolded closed_sequential_limits, THEN spec[where x="λ n. snd (f (r n))"], THEN spec[where x="l - l'"]] using f(3) by auto hence "l ∈ ?S" using `l' ∈ s` apply auto apply(rule_tac x=l' in exI) apply(rule_tac x="l - l'" in exI) by auto } thus ?thesis unfolding closed_sequential_limits by auto qed lemma closed_compact_sums: assumes "closed s" "compact t" shows "closed {x + y | x y. x ∈ s ∧ y ∈ t}" proof- have "{x + y |x y. x ∈ t ∧ y ∈ s} = {x + y |x y. x ∈ s ∧ y ∈ t}" apply auto apply(rule_tac x=y in exI) apply auto apply(rule_tac x=y in exI) by auto thus ?thesis using compact_closed_sums[OF assms(2,1)] by simp qed lemma compact_closed_differences: assumes "compact s" "closed t" shows "closed {x - y | x y. x ∈ s ∧ y ∈ t}" proof- have "{x + y |x y. x ∈ s ∧ y ∈ uminus ` t} = {x - y |x y. x ∈ s ∧ y ∈ t}" apply auto apply(rule_tac x=xa in exI) apply auto apply(rule_tac x=xa in exI) by auto thus ?thesis using compact_closed_sums[OF assms(1) closed_negations[OF assms(2)]] by auto qed lemma closed_compact_differences: assumes "closed s" "compact t" shows "closed {x - y | x y. x ∈ s ∧ y ∈ t}" proof- have "{x + y |x y. x ∈ s ∧ y ∈ uminus ` t} = {x - y |x y. x ∈ s ∧ y ∈ t}" apply auto apply(rule_tac x=xa in exI) apply auto apply(rule_tac x=xa in exI) by auto thus ?thesis using closed_compact_sums[OF assms(1) compact_negations[OF assms(2)]] by simp qed lemma closed_translation: assumes "closed s" shows "closed ((λx. a + x) ` s)" proof- have "{a + y |y. y ∈ s} = (op + a ` s)" by auto thus ?thesis using compact_closed_sums[OF compact_sing[of a] assms] by auto qed lemma translation_UNIV: "range (λx::real^'a. a + x) = UNIV" apply (auto simp add: image_iff) apply(rule_tac x="x - a" in exI) by auto lemma translation_diff: "(λx::real^'a. a + x) ` (s - t) = ((λx. a + x) ` s) - ((λx. a + x) ` t)" by auto lemma closure_translation: "closure ((λx. a + x) ` s) = (λx. a + x) ` (closure s)" proof- have *:"op + a ` (UNIV - s) = UNIV - op + a ` s" apply auto unfolding image_iff apply(rule_tac x="x - a" in bexI) by auto show ?thesis unfolding closure_interior translation_diff translation_UNIV using interior_translation[of a "UNIV - s"] unfolding * by auto qed lemma frontier_translation: "frontier((λx. a + x) ` s) = (λx. a + x) ` (frontier s)" unfolding frontier_def translation_diff interior_translation closure_translation by auto subsection{* Separation between points and sets. *} lemma separate_point_closed: "closed s ==> a ∉ s ==> (∃d>0. ∀x∈s. d ≤ dist a x)" proof(cases "s = {}") case True thus ?thesis by(auto intro!: exI[where x=1]) next case False assume "closed s" "a ∉ s" then obtain x where "x∈s" "∀y∈s. dist a x ≤ dist a y" using `s ≠ {}` distance_attains_inf [of s a] by blast with `x∈s` show ?thesis using dist_pos_lt[of a x] and`a ∉ s` by blast qed lemma separate_compact_closed: assumes "compact s" and "closed t" and "s ∩ t = {}" shows "∃d>0. ∀x∈s. ∀y∈t. d ≤ dist x y" proof- have "0 ∉ {x - y |x y. x ∈ s ∧ y ∈ t}" using assms(3) by auto then obtain d where "d>0" and d:"∀x∈{x - y |x y. x ∈ s ∧ y ∈ t}. d ≤ dist 0 x" using separate_point_closed[OF compact_closed_differences[OF assms(1,2)], of 0] by auto { fix x y assume "x∈s" "y∈t" hence "x - y ∈ {x - y |x y. x ∈ s ∧ y ∈ t}" by auto hence "d ≤ dist (x - y) 0" using d[THEN bspec[where x="x - y"]] using dist_sym by (auto simp add: dist_sym) hence "d ≤ dist x y" unfolding dist_def by auto } thus ?thesis using `d>0` by auto qed lemma separate_closed_compact: assumes "closed s" and "compact t" and "s ∩ t = {}" shows "∃d>0. ∀x∈s. ∀y∈t. d ≤ dist x y" proof- have *:"t ∩ s = {}" using assms(3) by auto show ?thesis using separate_compact_closed[OF assms(2,1) *] apply auto apply(rule_tac x=d in exI) apply auto apply (erule_tac x=y in ballE) by (auto simp add: dist_sym) qed (* A cute way of denoting open and closed intervals using overloading. *) lemma interval: fixes a :: "'a::ord^'n::finite" shows "{a <..< b} = {x::'a^'n. ∀i. a$i < x$i ∧ x$i < b$i}" and "{a .. b} = {x::'a^'n. ∀i. a$i ≤ x$i ∧ x$i ≤ b$i}" by (auto simp add: expand_set_eq vector_less_def vector_less_eq_def) lemma mem_interval: fixes a :: "'a::ord^'n::finite" shows "x ∈ {a<..<b} <-> (∀i. a$i < x$i ∧ x$i < b$i)" "x ∈ {a .. b} <-> (∀i. a$i ≤ x$i ∧ x$i ≤ b$i)" using interval[of a b] by(auto simp add: expand_set_eq vector_less_def vector_less_eq_def) lemma interval_eq_empty: fixes a :: "real^'n::finite" shows "({a <..< b} = {} <-> (∃i. b$i ≤ a$i))" (is ?th1) and "({a .. b} = {} <-> (∃i. b$i < a$i))" (is ?th2) proof- { fix i x assume as:"b$i ≤ a$i" and x:"x∈{a <..< b}" hence "a $ i < x $ i ∧ x $ i < b $ i" unfolding mem_interval by auto hence "a$i < b$i" by auto hence False using as by auto } moreover { assume as:"∀i. ¬ (b$i ≤ a$i)" let ?x = "(1/2) *s (a + b)" { fix i have "a$i < b$i" using as[THEN spec[where x=i]] by auto hence "a$i < ((1/2) *s (a+b)) $ i" "((1/2) *s (a+b)) $ i < b$i" unfolding vector_smult_component and vector_add_component by (auto simp add: less_divide_eq_number_of1) } hence "{a <..< b} ≠ {}" using mem_interval(1)[of "?x" a b] by auto } ultimately show ?th1 by blast { fix i x assume as:"b$i < a$i" and x:"x∈{a .. b}" hence "a $ i ≤ x $ i ∧ x $ i ≤ b $ i" unfolding mem_interval by auto hence "a$i ≤ b$i" by auto hence False using as by auto } moreover { assume as:"∀i. ¬ (b$i < a$i)" let ?x = "(1/2) *s (a + b)" { fix i have "a$i ≤ b$i" using as[THEN spec[where x=i]] by auto hence "a$i ≤ ((1/2) *s (a+b)) $ i" "((1/2) *s (a+b)) $ i ≤ b$i" unfolding vector_smult_component and vector_add_component by (auto simp add: less_divide_eq_number_of1) } hence "{a .. b} ≠ {}" using mem_interval(2)[of "?x" a b] by auto } ultimately show ?th2 by blast qed lemma interval_ne_empty: fixes a :: "real^'n::finite" shows "{a .. b} ≠ {} <-> (∀i. a$i ≤ b$i)" and "{a <..< b} ≠ {} <-> (∀i. a$i < b$i)" unfolding interval_eq_empty[of a b] by (auto simp add: not_less not_le) (* BH: Why doesn't just "auto" work here? *) lemma subset_interval_imp: fixes a :: "real^'n::finite" shows "(∀i. a$i ≤ c$i ∧ d$i ≤ b$i) ==> {c .. d} ⊆ {a .. b}" and "(∀i. a$i < c$i ∧ d$i < b$i) ==> {c .. d} ⊆ {a<..<b}" and "(∀i. a$i ≤ c$i ∧ d$i ≤ b$i) ==> {c<..<d} ⊆ {a .. b}" and "(∀i. a$i ≤ c$i ∧ d$i ≤ b$i) ==> {c<..<d} ⊆ {a<..<b}" unfolding subset_eq[unfolded Ball_def] unfolding mem_interval by (auto intro: order_trans less_le_trans le_less_trans less_imp_le) (* BH: Why doesn't just "auto" work here? *) lemma interval_sing: fixes a :: "'a::linorder^'n::finite" shows "{a .. a} = {a} ∧ {a<..<a} = {}" apply(auto simp add: expand_set_eq vector_less_def vector_less_eq_def Cart_eq) apply (simp add: order_eq_iff) apply (auto simp add: not_less less_imp_le) done lemma interval_open_subset_closed: fixes a :: "'a::preorder^'n::finite" shows "{a<..<b} ⊆ {a .. b}" proof(simp add: subset_eq, rule) fix x assume x:"x ∈{a<..<b}" { fix i have "a $ i ≤ x $ i" using x order_less_imp_le[of "a$i" "x$i"] by(simp add: expand_set_eq vector_less_def vector_less_eq_def Cart_eq) } moreover { fix i have "x $ i ≤ b $ i" using x order_less_imp_le[of "x$i" "b$i"] by(simp add: expand_set_eq vector_less_def vector_less_eq_def Cart_eq) } ultimately show "a ≤ x ∧ x ≤ b" by(simp add: expand_set_eq vector_less_def vector_less_eq_def Cart_eq) qed lemma subset_interval: fixes a :: "real^'n::finite" shows "{c .. d} ⊆ {a .. b} <-> (∀i. c$i ≤ d$i) --> (∀i. a$i ≤ c$i ∧ d$i ≤ b$i)" (is ?th1) and "{c .. d} ⊆ {a<..<b} <-> (∀i. c$i ≤ d$i) --> (∀i. a$i < c$i ∧ d$i < b$i)" (is ?th2) and "{c<..<d} ⊆ {a .. b} <-> (∀i. c$i < d$i) --> (∀i. a$i ≤ c$i ∧ d$i ≤ b$i)" (is ?th3) and "{c<..<d} ⊆ {a<..<b} <-> (∀i. c$i < d$i) --> (∀i. a$i ≤ c$i ∧ d$i ≤ b$i)" (is ?th4) proof- show ?th1 unfolding subset_eq and Ball_def and mem_interval by (auto intro: order_trans) show ?th2 unfolding subset_eq and Ball_def and mem_interval by (auto intro: le_less_trans less_le_trans order_trans less_imp_le) { assume as: "{c<..<d} ⊆ {a .. b}" "∀i. c$i < d$i" hence "{c<..<d} ≠ {}" unfolding interval_eq_empty by (auto, drule_tac x=i in spec, simp) (* BH: Why doesn't just "auto" work? *) fix i (** TODO combine the following two parts as done in the HOL_light version. **) { let ?x = "(χ j. (if j=i then ((min (a$j) (d$j))+c$j)/2 else (c$j+d$j)/2))::real^'n" assume as2: "a$i > c$i" { fix j have "c $ j < ?x $ j ∧ ?x $ j < d $ j" unfolding Cart_lambda_beta apply(cases "j=i") using as(2)[THEN spec[where x=j]] by (auto simp add: less_divide_eq_number_of1 as2) } hence "?x∈{c<..<d}" unfolding mem_interval by auto moreover have "?x∉{a .. b}" unfolding mem_interval apply auto apply(rule_tac x=i in exI) using as(2)[THEN spec[where x=i]] and as2 by (auto simp add: less_divide_eq_number_of1) ultimately have False using as by auto } hence "a$i ≤ c$i" by(rule ccontr)auto moreover { let ?x = "(χ j. (if j=i then ((max (b$j) (c$j))+d$j)/2 else (c$j+d$j)/2))::real^'n" assume as2: "b$i < d$i" { fix j have "d $ j > ?x $ j ∧ ?x $ j > c $ j" unfolding Cart_lambda_beta apply(cases "j=i") using as(2)[THEN spec[where x=j]] by (auto simp add: less_divide_eq_number_of1 as2) } hence "?x∈{c<..<d}" unfolding mem_interval by auto moreover have "?x∉{a .. b}" unfolding mem_interval apply auto apply(rule_tac x=i in exI) using as(2)[THEN spec[where x=i]] and as2 by (auto simp add: less_divide_eq_number_of1) ultimately have False using as by auto } hence "b$i ≥ d$i" by(rule ccontr)auto ultimately have "a$i ≤ c$i ∧ d$i ≤ b$i" by auto } note part1 = this thus ?th3 unfolding subset_eq and Ball_def and mem_interval apply auto apply (erule_tac x=ia in allE, simp)+ by (erule_tac x=i in allE, erule_tac x=i in allE, simp)+ { assume as:"{c<..<d} ⊆ {a<..<b}" "∀i. c$i < d$i" fix i from as(1) have "{c<..<d} ⊆ {a..b}" using interval_open_subset_closed[of a b] by auto hence "a$i ≤ c$i ∧ d$i ≤ b$i" using part1 and as(2) by auto } note * = this thus ?th4 unfolding subset_eq and Ball_def and mem_interval apply auto apply (erule_tac x=ia in allE, simp)+ by (erule_tac x=i in allE, erule_tac x=i in allE, simp)+ qed lemma disjoint_interval: fixes a::"real^'n::finite" shows "{a .. b} ∩ {c .. d} = {} <-> (∃i. (b$i < a$i ∨ d$i < c$i ∨ b$i < c$i ∨ d$i < a$i))" (is ?th1) and "{a .. b} ∩ {c<..<d} = {} <-> (∃i. (b$i < a$i ∨ d$i ≤ c$i ∨ b$i ≤ c$i ∨ d$i ≤ a$i))" (is ?th2) and "{a<..<b} ∩ {c .. d} = {} <-> (∃i. (b$i ≤ a$i ∨ d$i < c$i ∨ b$i ≤ c$i ∨ d$i ≤ a$i))" (is ?th3) and "{a<..<b} ∩ {c<..<d} = {} <-> (∃i. (b$i ≤ a$i ∨ d$i ≤ c$i ∨ b$i ≤ c$i ∨ d$i ≤ a$i))" (is ?th4) proof- let ?z = "(χ i. ((max (a$i) (c$i)) + (min (b$i) (d$i))) / 2)::real^'n" show ?th1 ?th2 ?th3 ?th4 unfolding expand_set_eq and Int_iff and empty_iff and mem_interval and all_conj_distrib[THEN sym] and eq_False apply (auto elim!: allE[where x="?z"]) apply ((rule_tac x=x in exI, force) | (rule_tac x=i in exI, force))+ done qed lemma inter_interval: fixes a :: "'a::linorder^'n::finite" shows "{a .. b} ∩ {c .. d} = {(χ i. max (a$i) (c$i)) .. (χ i. min (b$i) (d$i))}" unfolding expand_set_eq and Int_iff and mem_interval by (auto simp add: less_divide_eq_number_of1 intro!: bexI) (* Moved interval_open_subset_closed a bit upwards *) lemma open_interval_lemma: fixes x :: "real" shows "a < x ==> x < b ==> (∃d>0. ∀x'. abs(x' - x) < d --> a < x' ∧ x' < b)" by(rule_tac x="min (x - a) (b - x)" in exI, auto) lemma open_interval: fixes a :: "real^'n::finite" shows "open {a<..<b}" proof- { fix x assume x:"x∈{a<..<b}" { fix i have "∃d>0. ∀x'. abs (x' - (x$i)) < d --> a$i < x' ∧ x' < b$i" using x[unfolded mem_interval, THEN spec[where x=i]] using open_interval_lemma[of "a$i" "x$i" "b$i"] by auto } hence "∀i. ∃d>0. ∀x'. abs (x' - (x$i)) < d --> a$i < x' ∧ x' < b$i" by auto then obtain d where d:"∀i. 0 < d i ∧ (∀x'. ¦x' - x $ i¦ < d i --> a $ i < x' ∧ x' < b $ i)" using bchoice[of "UNIV" "λi d. d>0 ∧ (∀x'. ¦x' - x $ i¦ < d --> a $ i < x' ∧ x' < b $ i)"] by auto let ?d = "Min (range d)" have **:"finite (range d)" "range d ≠ {}" by auto have "?d>0" unfolding Min_gr_iff[OF **] using d by auto moreover { fix x' assume as:"dist x' x < ?d" { fix i have "¦x'$i - x $ i¦ < d i" using norm_bound_component_lt[OF as[unfolded dist_def], of i] unfolding vector_minus_component and Min_gr_iff[OF **] by auto hence "a $ i < x' $ i" "x' $ i < b $ i" using d[THEN spec[where x=i]] by auto } hence "a < x' ∧ x' < b" unfolding vector_less_def by auto } ultimately have "∃e>0. ∀x'. dist x' x < e --> x' ∈ {a<..<b}" by (auto, rule_tac x="?d" in exI, simp) } thus ?thesis unfolding open_def using open_interval_lemma by auto qed lemma closed_interval: fixes a :: "real^'n::finite" shows "closed {a .. b}" proof- { fix x i assume as:"∀e>0. ∃x'∈{a..b}. x' ≠ x ∧ dist x' x < e"(* and xab:"a$i > x$i ∨ b$i < x$i"*) { assume xa:"a$i > x$i" with as obtain y where y:"y∈{a..b}" "y ≠ x" "dist y x < a$i - x$i" by(erule_tac x="a$i - x$i" in allE)auto hence False unfolding mem_interval and dist_def using component_le_norm[of "y-x" i, unfolded vector_minus_component] and xa by(auto elim!: allE[where x=i]) } hence "a$i ≤ x$i" by(rule ccontr)auto moreover { assume xb:"b$i < x$i" with as obtain y where y:"y∈{a..b}" "y ≠ x" "dist y x < x$i - b$i" by(erule_tac x="x$i - b$i" in allE)auto hence False unfolding mem_interval and dist_def using component_le_norm[of "y-x" i, unfolded vector_minus_component] and xb by(auto elim!: allE[where x=i]) } hence "x$i ≤ b$i" by(rule ccontr)auto ultimately have "a $ i ≤ x $ i ∧ x $ i ≤ b $ i" by auto } thus ?thesis unfolding closed_limpt islimpt_approachable mem_interval by auto qed lemma interior_closed_interval: fixes a :: "real^'n::finite" shows "interior {a .. b} = {a<..<b}" (is "?L = ?R") proof(rule subset_antisym) show "?R ⊆ ?L" using interior_maximal[OF interval_open_subset_closed open_interval] by auto next { fix x assume "∃T. open T ∧ x ∈ T ∧ T ⊆ {a..b}" then obtain s where s:"open s" "x ∈ s" "s ⊆ {a..b}" by auto then obtain e where "e>0" and e:"∀x'. dist x' x < e --> x' ∈ {a..b}" unfolding open_def and subset_eq by auto { fix i have "dist (x - (e / 2) *s basis i) x < e" "dist (x + (e / 2) *s basis i) x < e" unfolding dist_def apply auto unfolding norm_minus_cancel and norm_mul using norm_basis[of i] and `e>0` by auto hence "a $ i ≤ (x - (e / 2) *s basis i) $ i" "(x + (e / 2) *s basis i) $ i ≤ b $ i" using e[THEN spec[where x="x - (e/2) *s basis i"]] and e[THEN spec[where x="x + (e/2) *s basis i"]] unfolding mem_interval by (auto elim!: allE[where x=i]) hence "a $ i < x $ i" and "x $ i < b $ i" unfolding vector_minus_component and vector_add_component unfolding vector_smult_component and basis_component using `e>0` by auto } hence "x ∈ {a<..<b}" unfolding mem_interval by auto } thus "?L ⊆ ?R" unfolding interior_def and subset_eq by auto qed lemma bounded_closed_interval: fixes a :: "real^'n::finite" shows "bounded {a .. b}" proof- let ?b = "∑i∈UNIV. ¦a$i¦ + ¦b$i¦" { fix x::"real^'n" assume x:"∀i. a $ i ≤ x $ i ∧ x $ i ≤ b $ i" { fix i have "¦x$i¦ ≤ ¦a$i¦ + ¦b$i¦" using x[THEN spec[where x=i]] by auto } hence "(∑i∈UNIV. ¦x $ i¦) ≤ ?b" by(rule setsum_mono) hence "norm x ≤ ?b" using norm_le_l1[of x] by auto } thus ?thesis unfolding interval and bounded_def by auto qed lemma bounded_interval: fixes a :: "real^'n::finite" shows "bounded {a .. b} ∧ bounded {a<..<b}" using bounded_closed_interval[of a b] using interval_open_subset_closed[of a b] using bounded_subset[of "{a..b}" "{a<..<b}"] by simp lemma not_interval_univ: fixes a :: "real^'n::finite" shows "({a .. b} ≠ UNIV) ∧ ({a<..<b} ≠ UNIV)" using bounded_interval[of a b] by auto lemma compact_interval: fixes a :: "real^'n::finite" shows "compact {a .. b}" using bounded_closed_imp_compact using bounded_interval[of a b] using closed_interval[of a b] by auto lemma open_interval_midpoint: fixes a :: "real^'n::finite" assumes "{a<..<b} ≠ {}" shows "((1/2) *s (a + b)) ∈ {a<..<b}" proof- { fix i have "a $ i < ((1 / 2) *s (a + b)) $ i ∧ ((1 / 2) *s (a + b)) $ i < b $ i" using assms[unfolded interval_ne_empty, THEN spec[where x=i]] unfolding vector_smult_component and vector_add_component by(auto simp add: less_divide_eq_number_of1) } thus ?thesis unfolding mem_interval by auto qed lemma open_closed_interval_convex: fixes x :: "real^'n::finite" assumes x:"x ∈ {a<..<b}" and y:"y ∈ {a .. b}" and e:"0 < e" "e ≤ 1" shows "(e *s x + (1 - e) *s y) ∈ {a<..<b}" proof- { fix i have "a $ i = e * a$i + (1 - e) * a$i" unfolding left_diff_distrib by simp also have "… < e * x $ i + (1 - e) * y $ i" apply(rule add_less_le_mono) using e unfolding mult_less_cancel_left and mult_le_cancel_left apply simp_all using x unfolding mem_interval apply simp using y unfolding mem_interval apply simp done finally have "a $ i < (e *s x + (1 - e) *s y) $ i" by auto moreover { have "b $ i = e * b$i + (1 - e) * b$i" unfolding left_diff_distrib by simp also have "… > e * x $ i + (1 - e) * y $ i" apply(rule add_less_le_mono) using e unfolding mult_less_cancel_left and mult_le_cancel_left apply simp_all using x unfolding mem_interval apply simp using y unfolding mem_interval apply simp done finally have "(e *s x + (1 - e) *s y) $ i < b $ i" by auto } ultimately have "a $ i < (e *s x + (1 - e) *s y) $ i ∧ (e *s x + (1 - e) *s y) $ i < b $ i" by auto } thus ?thesis unfolding mem_interval by auto qed lemma closure_open_interval: fixes a :: "real^'n::finite" assumes "{a<..<b} ≠ {}" shows "closure {a<..<b} = {a .. b}" proof- have ab:"a < b" using assms[unfolded interval_ne_empty] unfolding vector_less_def by auto let ?c = "(1 / 2) *s (a + b)" { fix x assume as:"x ∈ {a .. b}" def f == "λn::nat. x + (inverse (real n + 1)) *s (?c - x)" { fix n assume fn:"f n < b --> a < f n --> f n = x" and xc:"x ≠ ?c" have *:"0 < inverse (real n + 1)" "inverse (real n + 1) ≤ 1" unfolding inverse_le_1_iff by auto have "inverse (real n + 1) *s (1 / 2) *s (a + b) + (1 - inverse (real n + 1)) *s x = x + inverse (real n + 1) *s ((1 / 2) *s (a + b) - x)" by (auto simp add: vector_ssub_ldistrib vector_add_ldistrib field_simps vector_sadd_rdistrib[THEN sym]) hence "f n < b" and "a < f n" using open_closed_interval_convex[OF open_interval_midpoint[OF assms] as *] unfolding f_def by auto hence False using fn unfolding f_def using xc by(auto simp add: vector_mul_lcancel vector_ssub_ldistrib) } moreover { assume "¬ (f ---> x) sequentially" { fix e::real assume "e>0" hence "∃N::nat. inverse (real (N + 1)) < e" using real_arch_inv[of e] apply (auto simp add: Suc_pred') apply(rule_tac x="n - 1" in exI) by auto then obtain N::nat where "inverse (real (N + 1)) < e" by auto hence "∀n≥N. inverse (real n + 1) < e" by (auto, metis Suc_le_mono le_SucE less_imp_inverse_less nat_le_real_less order_less_trans real_of_nat_Suc real_of_nat_Suc_gt_zero) hence "∃N::nat. ∀n≥N. inverse (real n + 1) < e" by auto } hence "((vec1 o (λn. inverse (real n + 1))) ---> vec1 0) sequentially" unfolding Lim_sequentially by(auto simp add: dist_vec1) hence "(f ---> x) sequentially" unfolding f_def using Lim_add[OF Lim_const, of "λn::nat. (inverse (real n + 1)) *s ((1 / 2) *s (a + b) - x)" 0 sequentially x] using Lim_vmul[of "λn::nat. inverse (real n + 1)" 0 sequentially "((1 / 2) *s (a + b) - x)"] by auto } ultimately have "x ∈ closure {a<..<b}" using as and open_interval_midpoint[OF assms] unfolding closure_def unfolding islimpt_sequential by(cases "x=?c")auto } thus ?thesis using closure_minimal[OF interval_open_subset_closed closed_interval, of a b] by blast qed lemma bounded_subset_open_interval_symmetric: fixes s::"(real^'n::finite) set" assumes "bounded s" shows "∃a. s ⊆ {-a<..<a}" proof- obtain b where "b>0" and b:"∀x∈s. norm x ≤ b" using assms[unfolded bounded_pos] by auto def a ≡ "(χ i. b+1)::real^'n" { fix x assume "x∈s" fix i have "(-a)$i < x$i" and "x$i < a$i" using b[THEN bspec[where x=x], OF `x∈s`] and component_le_norm[of x i] unfolding vector_uminus_component and a_def and Cart_lambda_beta by auto } thus ?thesis by(auto intro: exI[where x=a] simp add: vector_less_def) qed lemma bounded_subset_open_interval: "bounded s ==> (∃a b. s ⊆ {a<..<b})" by(metis bounded_subset_open_interval_symmetric) lemma bounded_subset_closed_interval_symmetric: assumes "bounded s" shows "∃a. s ⊆ {-a .. a}" proof- obtain a where "s ⊆ {- a<..<a}" using bounded_subset_open_interval_symmetric[OF assms] by auto thus ?thesis using interval_open_subset_closed[of "-a" a] by auto qed lemma bounded_subset_closed_interval: "bounded s ==> (∃a b. s ⊆ {a .. b})" using bounded_subset_closed_interval_symmetric[of s] by auto lemma frontier_closed_interval: "frontier {a .. b} = {a .. b} - {a<..<b}" unfolding frontier_def unfolding interior_closed_interval and closure_closed[OF closed_interval] .. lemma frontier_open_interval: "frontier {a<..<b} = (if {a<..<b} = {} then {} else {a .. b} - {a<..<b})" proof(cases "{a<..<b} = {}") case True thus ?thesis using frontier_empty by auto next case False thus ?thesis unfolding frontier_def and closure_open_interval[OF False] and interior_open[OF open_interval] by auto qed lemma inter_interval_mixed_eq_empty: fixes a :: "real^'n::finite" assumes "{c<..<d} ≠ {}" shows "{a<..<b} ∩ {c .. d} = {} <-> {a<..<b} ∩ {c<..<d} = {}" unfolding closure_open_interval[OF assms, THEN sym] unfolding open_inter_closure_eq_empty[OF open_interval] .. (* Some special cases for intervals in R^1. *) lemma all_1: "(∀x::1. P x) <-> P 1" by (metis num1_eq_iff) lemma ex_1: "(∃x::1. P x) <-> P 1" by auto (metis num1_eq_iff) lemma interval_cases_1: fixes x :: "real^1" shows "x ∈ {a .. b} ==> x ∈ {a<..<b} ∨ (x = a) ∨ (x = b)" by(simp add: Cart_eq vector_less_def vector_less_eq_def all_1, auto) lemma in_interval_1: fixes x :: "real^1" shows "(x ∈ {a .. b} <-> dest_vec1 a ≤ dest_vec1 x ∧ dest_vec1 x ≤ dest_vec1 b) ∧ (x ∈ {a<..<b} <-> dest_vec1 a < dest_vec1 x ∧ dest_vec1 x < dest_vec1 b)" by(simp add: Cart_eq vector_less_def vector_less_eq_def all_1 dest_vec1_def) lemma interval_eq_empty_1: fixes a :: "real^1" shows "{a .. b} = {} <-> dest_vec1 b < dest_vec1 a" "{a<..<b} = {} <-> dest_vec1 b ≤ dest_vec1 a" unfolding interval_eq_empty and ex_1 and dest_vec1_def by auto lemma subset_interval_1: fixes a :: "real^1" shows "({a .. b} ⊆ {c .. d} <-> dest_vec1 b < dest_vec1 a ∨ dest_vec1 c ≤ dest_vec1 a ∧ dest_vec1 a ≤ dest_vec1 b ∧ dest_vec1 b ≤ dest_vec1 d)" "({a .. b} ⊆ {c<..<d} <-> dest_vec1 b < dest_vec1 a ∨ dest_vec1 c < dest_vec1 a ∧ dest_vec1 a ≤ dest_vec1 b ∧ dest_vec1 b < dest_vec1 d)" "({a<..<b} ⊆ {c .. d} <-> dest_vec1 b ≤ dest_vec1 a ∨ dest_vec1 c ≤ dest_vec1 a ∧ dest_vec1 a < dest_vec1 b ∧ dest_vec1 b ≤ dest_vec1 d)" "({a<..<b} ⊆ {c<..<d} <-> dest_vec1 b ≤ dest_vec1 a ∨ dest_vec1 c ≤ dest_vec1 a ∧ dest_vec1 a < dest_vec1 b ∧ dest_vec1 b ≤ dest_vec1 d)" unfolding subset_interval[of a b c d] unfolding all_1 and dest_vec1_def by auto lemma eq_interval_1: fixes a :: "real^1" shows "{a .. b} = {c .. d} <-> dest_vec1 b < dest_vec1 a ∧ dest_vec1 d < dest_vec1 c ∨ dest_vec1 a = dest_vec1 c ∧ dest_vec1 b = dest_vec1 d" using set_eq_subset[of "{a .. b}" "{c .. d}"] using subset_interval_1(1)[of a b c d] using subset_interval_1(1)[of c d a b] by auto lemma disjoint_interval_1: fixes a :: "real^1" shows "{a .. b} ∩ {c .. d} = {} <-> dest_vec1 b < dest_vec1 a ∨ dest_vec1 d < dest_vec1 c ∨ dest_vec1 b < dest_vec1 c ∨ dest_vec1 d < dest_vec1 a" "{a .. b} ∩ {c<..<d} = {} <-> dest_vec1 b < dest_vec1 a ∨ dest_vec1 d ≤ dest_vec1 c ∨ dest_vec1 b ≤ dest_vec1 c ∨ dest_vec1 d ≤ dest_vec1 a" "{a<..<b} ∩ {c .. d} = {} <-> dest_vec1 b ≤ dest_vec1 a ∨ dest_vec1 d < dest_vec1 c ∨ dest_vec1 b ≤ dest_vec1 c ∨ dest_vec1 d ≤ dest_vec1 a" "{a<..<b} ∩ {c<..<d} = {} <-> dest_vec1 b ≤ dest_vec1 a ∨ dest_vec1 d ≤ dest_vec1 c ∨ dest_vec1 b ≤ dest_vec1 c ∨ dest_vec1 d ≤ dest_vec1 a" unfolding disjoint_interval and dest_vec1_def ex_1 by auto lemma open_closed_interval_1: fixes a :: "real^1" shows "{a<..<b} = {a .. b} - {a, b}" unfolding expand_set_eq apply simp unfolding vector_less_def and vector_less_eq_def and all_1 and dest_vec1_eq[THEN sym] and dest_vec1_def by auto lemma closed_open_interval_1: "dest_vec1 (a::real^1) ≤ dest_vec1 b ==> {a .. b} = {a<..<b} ∪ {a,b}" unfolding expand_set_eq apply simp unfolding vector_less_def and vector_less_eq_def and all_1 and dest_vec1_eq[THEN sym] and dest_vec1_def by auto (* Some stuff for half-infinite intervals too; FIXME: notation? *) lemma closed_interval_left: fixes b::"real^'n::finite" shows "closed {x::real^'n. ∀i. x$i ≤ b$i}" proof- { fix i fix x::"real^'n" assume x:"∀e>0. ∃x'∈{x. ∀i. x $ i ≤ b $ i}. x' ≠ x ∧ dist x' x < e" { assume "x$i > b$i" then obtain y where "y $ i ≤ b $ i" "y ≠ x" "dist y x < x$i - b$i" using x[THEN spec[where x="x$i - b$i"]] by auto hence False using component_le_norm[of "y - x" i] unfolding dist_def and vector_minus_component by auto } hence "x$i ≤ b$i" by(rule ccontr)auto } thus ?thesis unfolding closed_limpt unfolding islimpt_approachable by blast qed lemma closed_interval_right: fixes a::"real^'n::finite" shows "closed {x::real^'n. ∀i. a$i ≤ x$i}" proof- { fix i fix x::"real^'n" assume x:"∀e>0. ∃x'∈{x. ∀i. a $ i ≤ x $ i}. x' ≠ x ∧ dist x' x < e" { assume "a$i > x$i" then obtain y where "a $ i ≤ y $ i" "y ≠ x" "dist y x < a$i - x$i" using x[THEN spec[where x="a$i - x$i"]] by auto hence False using component_le_norm[of "y - x" i] unfolding dist_def and vector_minus_component by auto } hence "a$i ≤ x$i" by(rule ccontr)auto } thus ?thesis unfolding closed_limpt unfolding islimpt_approachable by blast qed subsection{* Intervals in general, including infinite and mixtures of open and closed. *} definition "is_interval s <-> (∀a∈s. ∀b∈s. ∀x. a ≤ x ∧ x ≤ b --> x ∈ s)" lemma is_interval_interval: fixes a::"real^'n::finite" shows "is_interval {a<..<b}" "is_interval {a .. b}" unfolding is_interval_def apply(auto simp add: vector_less_def vector_less_eq_def) apply(erule_tac x=i in allE)+ apply simp apply(erule_tac x=i in allE)+ apply simp apply(erule_tac x=i in allE)+ apply simp apply(erule_tac x=i in allE)+ apply simp done lemma is_interval_empty: "is_interval {}" unfolding is_interval_def by simp lemma is_interval_univ: "is_interval UNIV" unfolding is_interval_def by simp subsection{* Closure of halfspaces and hyperplanes. *} lemma Lim_vec1_dot: fixes f :: "real^'m => real^'n::finite" assumes "(f ---> l) net" shows "((vec1 o (λy. a • (f y))) ---> vec1(a • l)) net" proof(cases "a = vec 0") case True thus ?thesis using dot_lzero and Lim_const[of 0 net] unfolding vec1_vec and o_def by auto next case False { fix e::real assume "0 < e" "∀e>0. ∃y. (∃x. netord net x y) ∧ (∀x. netord net x y --> dist l (f x) < e)" then obtain x y where x:"netord net x y" and y:"∀x. netord net x y --> dist l (f x) < e / norm a" apply(erule_tac x="e / norm a" in allE) apply auto using False using norm_ge_zero[of a] apply auto using divide_pos_pos[of e "norm a"] by auto { fix z assume "netord net z y" hence "dist l (f z) < e / norm a" using y by blast hence "norm a * norm (l - f z) < e" unfolding dist_def and pos_less_divide_eq[OF False[unfolded vec_0 zero_less_norm_iff[of a, THEN sym]]] and real_mult_commute by auto hence "¦a • l - a • f z¦ < e" using order_le_less_trans[OF norm_cauchy_schwarz_abs[of a "l - f z"], of e] unfolding dot_rsub[symmetric] by auto } hence "∃y. (∃x. netord net x y) ∧ (∀x. netord net x y --> ¦a • l - a • f x¦ < e)" using x by auto } thus ?thesis using assms unfolding Lim apply (auto simp add: dist_sym) unfolding dist_vec1 by auto qed lemma continuous_at_vec1_dot: "continuous (at x) (vec1 o (λy. a • y))" proof- have "((λx. x) ---> x) (at x)" unfolding Lim_at by auto thus ?thesis unfolding continuous_at and o_def using Lim_vec1_dot[of "λx. x" x "at x" a] by auto qed lemma continuous_on_vec1_dot: "continuous_on s (vec1 o (λy. a • y)) " using continuous_at_imp_continuous_on[of s "vec1 o (λy. a • y)"] using continuous_at_vec1_dot by auto lemma closed_halfspace_le: fixes a::"real^'n::finite" shows "closed {x. a • x ≤ b}" proof- have *:"{x ∈ UNIV. (vec1 o op • a) x ∈ vec1 ` {r. ∃x. a • x = r ∧ r ≤ b}} = {x. a • x ≤ b}" by auto let ?T = "{x::real^1. (∀i. x$i ≤ (vec1 b)$i)}" have "closed ?T" using closed_interval_left[of "vec1 b"] by simp moreover have "vec1 ` {r. ∃x. a • x = r ∧ r ≤ b} = range (vec1 o op • a) ∩ ?T" unfolding all_1 unfolding image_def by auto ultimately have "∃T. closed T ∧ vec1 ` {r. ∃x. a • x = r ∧ r ≤ b} = range (vec1 o op • a) ∩ T" by auto hence "closedin euclidean {x ∈ UNIV. (vec1 o op • a) x ∈ vec1 ` {r. ∃x. a • x = r ∧ r ≤ b}}" using continuous_on_vec1_dot[of UNIV a, unfolded continuous_on_closed subtopology_UNIV] unfolding closedin_closed by (auto elim!: allE[where x="vec1 ` {r. (∃x. a • x = r ∧ r ≤ b)}"]) thus ?thesis unfolding closed_closedin[THEN sym] and * by auto qed lemma closed_halfspace_ge: "closed {x. a • x ≥ b}" using closed_halfspace_le[of "-a" "-b"] unfolding dot_lneg by auto lemma closed_hyperplane: "closed {x. a • x = b}" proof- have "{x. a • x = b} = {x. a • x ≥ b} ∩ {x. a • x ≤ b}" by auto thus ?thesis using closed_halfspace_le[of a b] and closed_halfspace_ge[of b a] using closed_Int by auto qed lemma closed_halfspace_component_le: shows "closed {x::real^'n::finite. x$i ≤ a}" using closed_halfspace_le[of "(basis i)::real^'n" a] unfolding dot_basis[OF assms] by auto lemma closed_halfspace_component_ge: shows "closed {x::real^'n::finite. x$i ≥ a}" using closed_halfspace_ge[of a "(basis i)::real^'n"] unfolding dot_basis[OF assms] by auto text{* Openness of halfspaces. *} lemma open_halfspace_lt: "open {x. a • x < b}" proof- have "UNIV - {x. b ≤ a • x} = {x. a • x < b}" by auto thus ?thesis using closed_halfspace_ge[unfolded closed_def, of b a] by auto qed lemma open_halfspace_gt: "open {x. a • x > b}" proof- have "UNIV - {x. b ≥ a • x} = {x. a • x > b}" by auto thus ?thesis using closed_halfspace_le[unfolded closed_def, of a b] by auto qed lemma open_halfspace_component_lt: shows "open {x::real^'n::finite. x$i < a}" using open_halfspace_lt[of "(basis i)::real^'n" a] unfolding dot_basis[OF assms] by auto lemma open_halfspace_component_gt: shows "open {x::real^'n::finite. x$i > a}" using open_halfspace_gt[of a "(basis i)::real^'n"] unfolding dot_basis[OF assms] by auto text{* This gives a simple derivation of limit component bounds. *} lemma Lim_component_le: fixes f :: "'a => real^'n::finite" assumes "(f ---> l) net" "¬ (trivial_limit net)" "eventually (λx. f(x)$i ≤ b) net" shows "l$i ≤ b" proof- { fix x have "x ∈ {x::real^'n. basis i • x ≤ b} <-> x$i ≤ b" unfolding dot_basis by auto } note * = this show ?thesis using Lim_in_closed_set[of "{x. basis i • x ≤ b}" f net l] unfolding * using closed_halfspace_le[of "(basis i)::real^'n" b] and assms(1,2,3) by auto qed lemma Lim_component_ge: fixes f :: "'a => real^'n::finite" assumes "(f ---> l) net" "¬ (trivial_limit net)" "eventually (λx. b ≤ (f x)$i) net" shows "b ≤ l$i" proof- { fix x have "x ∈ {x::real^'n. basis i • x ≥ b} <-> x$i ≥ b" unfolding dot_basis by auto } note * = this show ?thesis using Lim_in_closed_set[of "{x. basis i • x ≥ b}" f net l] unfolding * using closed_halfspace_ge[of b "(basis i)::real^'n"] and assms(1,2,3) by auto qed lemma Lim_component_eq: fixes f :: "'a => real^'n::finite" assumes net:"(f ---> l) net" "~(trivial_limit net)" and ev:"eventually (λx. f(x)$i = b) net" shows "l$i = b" using ev[unfolded order_eq_iff eventually_and] using Lim_component_ge[OF net, of b i] and Lim_component_le[OF net, of i b] by auto lemma Lim_drop_le: fixes f :: "'a => real^1" shows "(f ---> l) net ==> ~(trivial_limit net) ==> eventually (λx. dest_vec1 (f x) ≤ b) net ==> dest_vec1 l ≤ b" using Lim_component_le[of f l net 1 b] unfolding dest_vec1_def by auto lemma Lim_drop_ge: fixes f :: "'a => real^1" shows "(f ---> l) net ==> ~(trivial_limit net) ==> eventually (λx. b ≤ dest_vec1 (f x)) net ==> b ≤ dest_vec1 l" using Lim_component_ge[of f l net b 1] unfolding dest_vec1_def by auto text{* Limits relative to a union. *} lemma Lim_within_union: "(f ---> l) (at x within (s ∪ t)) <-> (f ---> l) (at x within s) ∧ (f ---> l) (at x within t)" unfolding Lim_within apply auto apply blast apply blast apply(erule_tac x=e in allE)+ apply auto apply(rule_tac x="min d da" in exI) by auto lemma continuous_on_union: assumes "closed s" "closed t" "continuous_on s f" "continuous_on t f" shows "continuous_on (s ∪ t) f" using assms unfolding continuous_on unfolding Lim_within_union unfolding Lim unfolding trivial_limit_within unfolding closed_limpt by auto lemma continuous_on_cases: fixes g :: "real^'m::finite => real ^'n::finite" assumes "closed s" "closed t" "continuous_on s f" "continuous_on t g" "∀x. (x∈s ∧ ¬ P x) ∨ (x ∈ t ∧ P x) --> f x = g x" shows "continuous_on (s ∪ t) (λx. if P x then f x else g x)" proof- let ?h = "(λx. if P x then f x else g x)" have "∀x∈s. f x = (if P x then f x else g x)" using assms(5) by auto hence "continuous_on s ?h" using continuous_on_eq[of s f ?h] using assms(3) by auto moreover have "∀x∈t. g x = (if P x then f x else g x)" using assms(5) by auto hence "continuous_on t ?h" using continuous_on_eq[of t g ?h] using assms(4) by auto ultimately show ?thesis using continuous_on_union[OF assms(1,2), of ?h] by auto qed text{* Some more convenient intermediate-value theorem formulations. *} lemma connected_ivt_hyperplane: fixes y :: "real^'n::finite" assumes "connected s" "x ∈ s" "y ∈ s" "a • x ≤ b" "b ≤ a • y" shows "∃z ∈ s. a • z = b" proof(rule ccontr) assume as:"¬ (∃z∈s. a • z = b)" let ?A = "{x::real^'n. a • x < b}" let ?B = "{x::real^'n. a • x > b}" have "open ?A" "open ?B" using open_halfspace_lt and open_halfspace_gt by auto moreover have "?A ∩ ?B = {}" by auto moreover have "s ⊆ ?A ∪ ?B" using as by auto ultimately show False using assms(1)[unfolded connected_def not_ex, THEN spec[where x="?A"], THEN spec[where x="?B"]] and assms(2-5) by auto qed lemma connected_ivt_component: fixes x::"real^'n::finite" shows "connected s ==> x ∈ s ==> y ∈ s ==> x$k ≤ a ==> a ≤ y$k ==> (∃z∈s. z$k = a)" using connected_ivt_hyperplane[of s x y "(basis k)::real^'n" a] by (auto simp add: dot_basis) text{* Also more convenient formulations of monotone convergence. *} lemma bounded_increasing_convergent: fixes s::"nat => real^1" assumes "bounded {s n| n::nat. True}" "∀n. dest_vec1(s n) ≤ dest_vec1(s(Suc n))" shows "∃l. (s ---> l) sequentially" proof- obtain a where a:"∀n. ¦dest_vec1 (s n)¦ ≤ a" using assms(1)[unfolded bounded_def abs_dest_vec1] by auto { fix m::nat have "!! n. n≥m --> dest_vec1 (s m) ≤ dest_vec1 (s n)" apply(induct_tac n) apply simp using assms(2) apply(erule_tac x="na" in allE) by(auto simp add: not_less_eq_eq) } hence "∀m n. m ≤ n --> dest_vec1 (s m) ≤ dest_vec1 (s n)" by auto then obtain l where "∀e>0. ∃N. ∀n≥N. ¦dest_vec1 (s n) - l¦ < e" using convergent_bounded_monotone[OF a] by auto thus ?thesis unfolding Lim_sequentially apply(rule_tac x="vec1 l" in exI) unfolding dist_def unfolding abs_dest_vec1 and dest_vec1_sub by auto qed subsection{* Basic homeomorphism definitions. *} definition "homeomorphism s t f g ≡ (∀x∈s. (g(f x) = x)) ∧ (f ` s = t) ∧ continuous_on s f ∧ (∀y∈t. (f(g y) = y)) ∧ (g ` t = s) ∧ continuous_on t g" definition homeomorphic :: "((real^'a::finite) set) => ((real^'b::finite) set) => bool" (infixr "homeomorphic" 60) where homeomorphic_def: "s homeomorphic t ≡ (∃f g. homeomorphism s t f g)" lemma homeomorphic_refl: "s homeomorphic s" unfolding homeomorphic_def unfolding homeomorphism_def using continuous_on_id apply(rule_tac x = "(λx::real^'a.x)" in exI) apply(rule_tac x = "(λx::real^'b.x)" in exI) by blast lemma homeomorphic_sym: "s homeomorphic t <-> t homeomorphic s" unfolding homeomorphic_def unfolding homeomorphism_def by blast lemma homeomorphic_trans: assumes "s homeomorphic t" "t homeomorphic u" shows "s homeomorphic u" proof- obtain f1 g1 where fg1:"∀x∈s. g1 (f1 x) = x" "f1 ` s = t" "continuous_on s f1" "∀y∈t. f1 (g1 y) = y" "g1 ` t = s" "continuous_on t g1" using assms(1) unfolding homeomorphic_def homeomorphism_def by auto obtain f2 g2 where fg2:"∀x∈t. g2 (f2 x) = x" "f2 ` t = u" "continuous_on t f2" "∀y∈u. f2 (g2 y) = y" "g2 ` u = t" "continuous_on u g2" using assms(2) unfolding homeomorphic_def homeomorphism_def by auto { fix x assume "x∈s" hence "(g1 o g2) ((f2 o f1) x) = x" using fg1(1)[THEN bspec[where x=x]] and fg2(1)[THEN bspec[where x="f1 x"]] and fg1(2) by auto } moreover have "(f2 o f1) ` s = u" using fg1(2) fg2(2) by auto moreover have "continuous_on s (f2 o f1)" using continuous_on_compose[OF fg1(3)] and fg2(3) unfolding fg1(2) by auto moreover { fix y assume "y∈u" hence "(f2 o f1) ((g1 o g2) y) = y" using fg2(4)[THEN bspec[where x=y]] and fg1(4)[THEN bspec[where x="g2 y"]] and fg2(5) by auto } moreover have "(g1 o g2) ` u = s" using fg1(5) fg2(5) by auto moreover have "continuous_on u (g1 o g2)" using continuous_on_compose[OF fg2(6)] and fg1(6) unfolding fg2(5) by auto ultimately show ?thesis unfolding homeomorphic_def homeomorphism_def apply(rule_tac x="f2 o f1" in exI) apply(rule_tac x="g1 o g2" in exI) by auto qed lemma homeomorphic_minimal: "s homeomorphic t <-> (∃f g. (∀x∈s. f(x) ∈ t ∧ (g(f(x)) = x)) ∧ (∀y∈t. g(y) ∈ s ∧ (f(g(y)) = y)) ∧ continuous_on s f ∧ continuous_on t g)" unfolding homeomorphic_def homeomorphism_def apply auto apply (rule_tac x=f in exI) apply (rule_tac x=g in exI) apply auto apply (rule_tac x=f in exI) apply (rule_tac x=g in exI) apply auto unfolding image_iff apply(erule_tac x="g x" in ballE) apply(erule_tac x="x" in ballE) apply auto apply(rule_tac x="g x" in bexI) apply auto apply(erule_tac x="f x" in ballE) apply(erule_tac x="x" in ballE) apply auto apply(rule_tac x="f x" in bexI) by auto subsection{* Relatively weak hypotheses if a set is compact. *} definition "inv_on f s = (λx. SOME y. y∈s ∧ f y = x)" lemma assumes "inj_on f s" "x∈s" shows "inv_on f s (f x) = x" using assms unfolding inj_on_def inv_on_def by auto lemma homeomorphism_compact: assumes "compact s" "continuous_on s f" "f ` s = t" "inj_on f s" shows "∃g. homeomorphism s t f g" proof- def g ≡ "λx. SOME y. y∈s ∧ f y = x" have g:"∀x∈s. g (f x) = x" using assms(3) assms(4)[unfolded inj_on_def] unfolding g_def by auto { fix y assume "y∈t" then obtain x where x:"f x = y" "x∈s" using assms(3) by auto hence "g (f x) = x" using g by auto hence "f (g y) = y" unfolding x(1)[THEN sym] by auto } hence g':"∀x∈t. f (g x) = x" by auto moreover { fix x have "x∈s ==> x ∈ g ` t" using g[THEN bspec[where x=x]] unfolding image_iff using assms(3) by(auto intro!: bexI[where x="f x"]) moreover { assume "x∈g ` t" then obtain y where y:"y∈t" "g y = x" by auto then obtain x' where x':"x'∈s" "f x' = y" using assms(3) by auto hence "x ∈ s" unfolding g_def using someI2[of "λb. b∈s ∧ f b = y" x' "λx. x∈s"] unfolding y(2)[THEN sym] and g_def by auto } ultimately have "x∈s <-> x ∈ g ` t" by auto } hence "g ` t = s" by auto ultimately show ?thesis unfolding homeomorphism_def homeomorphic_def apply(rule_tac x=g in exI) using g and assms(3) and continuous_on_inverse[OF assms(2,1), of g, unfolded assms(3)] and assms(2) by auto qed lemma homeomorphic_compact: "compact s ==> continuous_on s f ==> (f ` s = t) ==> inj_on f s ==> s homeomorphic t" unfolding homeomorphic_def by(metis homeomorphism_compact) text{* Preservation of topological properties. *} lemma homeomorphic_compactness: "s homeomorphic t ==> (compact s <-> compact t)" unfolding homeomorphic_def homeomorphism_def by (metis compact_continuous_image) text{* Results on translation, scaling etc. *} lemma homeomorphic_scaling: assumes "c ≠ 0" shows "s homeomorphic ((λx. c *s x) ` s)" unfolding homeomorphic_minimal apply(rule_tac x="λx. c *s x" in exI) apply(rule_tac x="λx. (1 / c) *s x" in exI) apply auto unfolding vector_smult_assoc using assms apply auto using continuous_on_cmul[OF continuous_on_id] by auto lemma homeomorphic_translation: "s homeomorphic ((λx. a + x) ` s)" unfolding homeomorphic_minimal apply(rule_tac x="λx. a + x" in exI) apply(rule_tac x="λx. -a + x" in exI) using continuous_on_add[OF continuous_on_const continuous_on_id] by auto lemma homeomorphic_affinity: assumes "c ≠ 0" shows "s homeomorphic ((λx. a + c *s x) ` s)" proof- have *:"op + a ` op *s c ` s = (λx. a + c *s x) ` s" by auto show ?thesis using homeomorphic_trans using homeomorphic_scaling[OF assms, of s] using homeomorphic_translation[of "(λx. c *s x) ` s" a] unfolding * by auto qed lemma homeomorphic_balls: fixes a b ::"real^'a::finite" assumes "0 < d" "0 < e" shows "(ball a d) homeomorphic (ball b e)" (is ?th) "(cball a d) homeomorphic (cball b e)" (is ?cth) proof- have *:"¦e / d¦ > 0" "¦d / e¦ >0" using assms using divide_pos_pos by auto show ?th unfolding homeomorphic_minimal apply(rule_tac x="λx. b + (e/d) *s (x - a)" in exI) apply(rule_tac x="λx. a + (d/e) *s (x - b)" in exI) apply (auto simp add: dist_sym) unfolding dist_def and vector_smult_assoc using assms apply auto unfolding norm_minus_cancel and norm_mul using continuous_on_add[OF continuous_on_const continuous_on_cmul[OF continuous_on_sub[OF continuous_on_id continuous_on_const]]] apply (auto simp add: dist_sym) using pos_less_divide_eq[OF *(1), THEN sym] unfolding real_mult_commute[of _ "¦e / d¦"] using pos_less_divide_eq[OF *(2), THEN sym] unfolding real_mult_commute[of _ "¦d / e¦"] by (auto simp add: dist_sym) next have *:"¦e / d¦ > 0" "¦d / e¦ >0" using assms using divide_pos_pos by auto show ?cth unfolding homeomorphic_minimal apply(rule_tac x="λx. b + (e/d) *s (x - a)" in exI) apply(rule_tac x="λx. a + (d/e) *s (x - b)" in exI) apply (auto simp add: dist_sym) unfolding dist_def and vector_smult_assoc using assms apply auto unfolding norm_minus_cancel and norm_mul using continuous_on_add[OF continuous_on_const continuous_on_cmul[OF continuous_on_sub[OF continuous_on_id continuous_on_const]]] apply auto using pos_le_divide_eq[OF *(1), THEN sym] unfolding real_mult_commute[of _ "¦e / d¦"] using pos_le_divide_eq[OF *(2), THEN sym] unfolding real_mult_commute[of _ "¦d / e¦"] by auto qed text{* "Isometry" (up to constant bounds) of injective linear map etc. *} lemma cauchy_isometric: assumes e:"0 < e" and s:"subspace s" and f:"linear f" and normf:"∀x∈s. norm(f x) ≥ e * norm(x)" and xs:"∀n::nat. x n ∈ s" and cf:"cauchy(f o x)" shows "cauchy x" proof- { fix d::real assume "d>0" then obtain N where N:"∀n≥N. norm (f (x n) - f (x N)) < e * d" using cf[unfolded cauchy o_def dist_def, THEN spec[where x="e*d"]] and e and mult_pos_pos[of e d] by auto { fix n assume "n≥N" hence "norm (f (x n - x N)) < e * d" using N[THEN spec[where x=n]] unfolding linear_sub[OF f, THEN sym] by auto moreover have "e * norm (x n - x N) ≤ norm (f (x n - x N))" using subspace_sub[OF s, of "x n" "x N"] using xs[THEN spec[where x=N]] and xs[THEN spec[where x=n]] using normf[THEN bspec[where x="x n - x N"]] by auto ultimately have "norm (x n - x N) < d" using `e>0` using mult_left_less_imp_less[of e "norm (x n - x N)" d] by auto } hence "∃N. ∀n≥N. norm (x n - x N) < d" by auto } thus ?thesis unfolding cauchy and dist_def by auto qed lemma complete_isometric_image: assumes "0 < e" and s:"subspace s" and f:"linear f" and normf:"∀x∈s. norm(f x) ≥ e * norm(x)" and cs:"complete s" shows "complete(f ` s)" proof- { fix g assume as:"∀n::nat. g n ∈ f ` s" and cfg:"cauchy g" then obtain x where "∀n. x n ∈ s ∧ g n = f (x n)" unfolding image_iff and Bex_def using choice[of "λ n xa. xa ∈ s ∧ g n = f xa"] by auto hence x:"∀n. x n ∈ s" "∀n. g n = f (x n)" by auto hence "f o x = g" unfolding expand_fun_eq by auto then obtain l where "l∈s" and l:"(x ---> l) sequentially" using cs[unfolded complete_def, THEN spec[where x="x"]] using cauchy_isometric[OF `0<e` s f normf] and cfg and x(1) by auto hence "∃l∈f ` s. (g ---> l) sequentially" using linear_continuous_at[OF f, unfolded continuous_at_sequentially, THEN spec[where x=x], of l] unfolding `f o x = g` by auto } thus ?thesis unfolding complete_def by auto qed lemma dist_0_norm:"dist 0 x = norm x" unfolding dist_def by(auto simp add: norm_minus_cancel) lemma injective_imp_isometric: fixes f::"real^'m::finite => real^'n::finite" assumes s:"closed s" "subspace s" and f:"linear f" "∀x∈s. (f x = 0) --> (x = 0)" shows "∃e>0. ∀x∈s. norm (f x) ≥ e * norm(x)" proof(cases "s ⊆ {0::real^'m}") case True { fix x assume "x ∈ s" hence "x = 0" using True by auto hence "norm x ≤ norm (f x)" by auto } thus ?thesis by(auto intro!: exI[where x=1]) next case False then obtain a where a:"a≠0" "a∈s" by auto from False have "s ≠ {}" by auto let ?S = "{f x| x. (x ∈ s ∧ norm x = norm a)}" let ?S' = "{x::real^'m. x∈s ∧ norm x = norm a}" let ?S'' = "{x::real^'m. norm x = norm a}" have "?S'' = frontier(cball 0 (norm a))" unfolding frontier_cball and dist_def by (auto simp add: norm_minus_cancel) hence "compact ?S''" using compact_frontier[OF compact_cball, of 0 "norm a"] by auto moreover have "?S' = s ∩ ?S''" by auto ultimately have "compact ?S'" using closed_inter_compact[of s ?S''] using s(1) by auto moreover have *:"f ` ?S' = ?S" by auto ultimately have "compact ?S" using compact_continuous_image[OF linear_continuous_on[OF f(1)], of ?S'] by auto hence "closed ?S" using compact_imp_closed by auto moreover have "?S ≠ {}" using a by auto ultimately obtain b' where "b'∈?S" "∀y∈?S. norm b' ≤ norm y" using distance_attains_inf[of ?S 0] unfolding dist_0_norm by auto then obtain b where "b∈s" and ba:"norm b = norm a" and b:"∀x∈{x ∈ s. norm x = norm a}. norm (f b) ≤ norm (f x)" unfolding *[THEN sym] unfolding image_iff by auto let ?e = "norm (f b) / norm b" have "norm b > 0" using ba and a and norm_ge_zero by auto moreover have "norm (f b) > 0" using f(2)[THEN bspec[where x=b], OF `b∈s`] using `norm b >0` unfolding zero_less_norm_iff by auto ultimately have "0 < norm (f b) / norm b" by(simp only: divide_pos_pos) moreover { fix x assume "x∈s" hence "norm (f b) / norm b * norm x ≤ norm (f x)" proof(cases "x=0") case True thus "norm (f b) / norm b * norm x ≤ norm (f x)" by auto next case False hence *:"0 < norm a / norm x" using `a≠0` unfolding zero_less_norm_iff[THEN sym] by(simp only: divide_pos_pos) have "∀c. ∀x∈s. c *s x ∈ s" using s[unfolded subspace_def] by auto hence "(norm a / norm x) *s x ∈ {x ∈ s. norm x = norm a}" using `x∈s` and `x≠0` by auto thus "norm (f b) / norm b * norm x ≤ norm (f x)" using b[THEN bspec[where x="(norm a / norm x) *s x"]] unfolding linear_cmul[OF f(1)] and norm_mul and ba using `x≠0` `a≠0` by (auto simp add: real_mult_commute pos_le_divide_eq pos_divide_le_eq) qed } ultimately show ?thesis by auto qed lemma closed_injective_image_subspace: assumes "subspace s" "linear f" "∀x∈s. f x = 0 --> x = 0" "closed s" shows "closed(f ` s)" proof- obtain e where "e>0" and e:"∀x∈s. e * norm x ≤ norm (f x)" using injective_imp_isometric[OF assms(4,1,2,3)] by auto show ?thesis using complete_isometric_image[OF `e>0` assms(1,2) e] and assms(4) unfolding complete_eq_closed[THEN sym] by auto qed subsection{* Some properties of a canonical subspace. *} lemma subspace_substandard: "subspace {x::real^'n. (∀i. P i --> x$i = 0)}" unfolding subspace_def by(auto simp add: vector_add_component vector_smult_component elim!: ballE) lemma closed_substandard: "closed {x::real^'n::finite. ∀i. P i --> x$i = 0}" (is "closed ?A") proof- let ?D = "{i. P i}" let ?Bs = "{{x::real^'n. basis i • x = 0}| i. i ∈ ?D}" { fix x { assume "x∈?A" hence x:"∀i∈?D. x $ i = 0" by auto hence "x∈ \<Inter> ?Bs" by(auto simp add: dot_basis x) } moreover { assume x:"x∈\<Inter>?Bs" { fix i assume i:"i ∈ ?D" then obtain B where BB:"B ∈ ?Bs" and B:"B = {x::real^'n. basis i • x = 0}" by auto hence "x $ i = 0" unfolding B using x unfolding dot_basis by auto } hence "x∈?A" by auto } ultimately have "x∈?A <-> x∈ \<Inter>?Bs" by auto } hence "?A = \<Inter> ?Bs" by auto thus ?thesis by(auto simp add: closed_Inter closed_hyperplane) qed lemma dim_substandard: shows "dim {x::real^'n::finite. ∀i. i ∉ d --> x$i = 0} = card d" (is "dim ?A = _") proof- let ?D = "UNIV::'n set" let ?B = "(basis::'n=>real^'n) ` d" let ?bas = "basis::'n => real^'n" have "?B ⊆ ?A" by auto moreover { fix x::"real^'n" assume "x∈?A" with finite[of d] have "x∈ span ?B" proof(induct d arbitrary: x) case empty hence "x=0" unfolding Cart_eq by auto thus ?case using subspace_0[OF subspace_span[of "{}"]] by auto next case (insert k F) hence *:"∀i. i ∉ insert k F --> x $ i = 0" by auto have **:"F ⊆ insert k F" by auto def y ≡ "x - x$k *s basis k" have y:"x = y + (x$k) *s basis k" unfolding y_def by auto { fix i assume i':"i ∉ F" hence "y $ i = 0" unfolding y_def unfolding vector_minus_component and vector_smult_component and basis_component using *[THEN spec[where x=i]] by auto } hence "y ∈ span (basis ` (insert k F))" using insert(3) using span_mono[of "?bas ` F" "?bas ` (insert k F)"] using image_mono[OF **, of basis] by auto moreover have "basis k ∈ span (?bas ` (insert k F))" by(rule span_superset, auto) hence "x$k *s basis k ∈ span (?bas ` (insert k F))" using span_mul by auto ultimately have "y + x$k *s basis k ∈ span (?bas ` (insert k F))" using span_add by auto thus ?case using y by auto qed } hence "?A ⊆ span ?B" by auto moreover { fix x assume "x ∈ ?B" hence "x∈{(basis i)::real^'n |i. i ∈ ?D}" using assms by auto } hence "independent ?B" using independent_mono[OF independent_stdbasis, of ?B] and assms by auto moreover have "d ⊆ ?D" unfolding subset_eq using assms by auto hence *:"inj_on (basis::'n=>real^'n) d" using subset_inj_on[OF basis_inj, of "d"] by auto have "?B hassize (card d)" unfolding hassize_def and card_image[OF *] by auto ultimately show ?thesis using dim_unique[of "basis ` d" ?A] by auto qed text{* Hence closure and completeness of all subspaces. *} lemma closed_subspace_lemma: "n ≤ card (UNIV::'n::finite set) ==> ∃A::'n set. card A = n" apply (induct n) apply (rule_tac x="{}" in exI, simp) apply clarsimp apply (subgoal_tac "∃x. x ∉ A") apply (erule exE) apply (rule_tac x="insert x A" in exI, simp) apply (subgoal_tac "A ≠ UNIV", auto) done lemma closed_subspace: fixes s::"(real^'n::finite) set" assumes "subspace s" shows "closed s" proof- have "dim s ≤ card (UNIV :: 'n set)" using dim_subset_univ by auto then obtain d::"'n set" where t: "card d = dim s" using closed_subspace_lemma by auto let ?t = "{x::real^'n. ∀i. i ∉ d --> x$i = 0}" obtain f where f:"linear f" "f ` ?t = s" "inj_on f ?t" using subspace_isomorphism[OF subspace_substandard[of "λi. i ∉ d"] assms] using dim_substandard[of d] and t by auto have "∀x∈?t. f x = 0 --> x = 0" using linear_0[OF f(1)] using f(3)[unfolded inj_on_def] by(erule_tac x=0 in ballE) auto moreover have "closed ?t" using closed_substandard . moreover have "subspace ?t" using subspace_substandard . ultimately show ?thesis using closed_injective_image_subspace[of ?t f] unfolding f(2) using f(1) by auto qed lemma complete_subspace: "subspace s ==> complete s" using complete_eq_closed closed_subspace by auto lemma dim_closure: "dim(closure s) = dim s" (is "?dc = ?d") proof- have "?dc ≤ ?d" using closure_minimal[OF span_inc, of s] using closed_subspace[OF subspace_span, of s] using dim_subset[of "closure s" "span s"] unfolding dim_span by auto thus ?thesis using dim_subset[OF closure_subset, of s] by auto qed text{* Affine transformations of intervals. *} lemma affinity_inverses: assumes m0: "m ≠ (0::'a::field)" shows "(λx. m *s x + c) o (λx. inverse(m) *s x + (-(inverse(m) *s c))) = id" "(λx. inverse(m) *s x + (-(inverse(m) *s c))) o (λx. m *s x + c) = id" using m0 apply (auto simp add: expand_fun_eq vector_add_ldistrib vector_smult_assoc) by (simp add: vector_smult_lneg[symmetric] vector_smult_assoc vector_sneg_minus1[symmetric]) lemma real_affinity_le: "0 < (m::'a::ordered_field) ==> (m * x + c ≤ y <-> x ≤ inverse(m) * y + -(c / m))" by (simp add: field_simps inverse_eq_divide) lemma real_le_affinity: "0 < (m::'a::ordered_field) ==> (y ≤ m * x + c <-> inverse(m) * y + -(c / m) ≤ x)" by (simp add: field_simps inverse_eq_divide) lemma real_affinity_lt: "0 < (m::'a::ordered_field) ==> (m * x + c < y <-> x < inverse(m) * y + -(c / m))" by (simp add: field_simps inverse_eq_divide) lemma real_lt_affinity: "0 < (m::'a::ordered_field) ==> (y < m * x + c <-> inverse(m) * y + -(c / m) < x)" by (simp add: field_simps inverse_eq_divide) lemma real_affinity_eq: "(m::'a::ordered_field) ≠ 0 ==> (m * x + c = y <-> x = inverse(m) * y + -(c / m))" by (simp add: field_simps inverse_eq_divide) lemma real_eq_affinity: "(m::'a::ordered_field) ≠ 0 ==> (y = m * x + c <-> inverse(m) * y + -(c / m) = x)" by (simp add: field_simps inverse_eq_divide) lemma vector_affinity_eq: assumes m0: "(m::'a::field) ≠ 0" shows "m *s x + c = y <-> x = inverse m *s y + -(inverse m *s c)" proof assume h: "m *s x + c = y" hence "m *s x = y - c" by (simp add: ring_simps) hence "inverse m *s (m *s x) = inverse m *s (y - c)" by simp then show "x = inverse m *s y + - (inverse m *s c)" using m0 by (simp add: vector_smult_assoc vector_ssub_ldistrib) next assume h: "x = inverse m *s y + - (inverse m *s c)" show "m *s x + c = y" unfolding h diff_minus[symmetric] using m0 by (simp add: vector_smult_assoc vector_ssub_ldistrib) qed lemma vector_eq_affinity: "(m::'a::field) ≠ 0 ==> (y = m *s x + c <-> inverse(m) *s y + -(inverse(m) *s c) = x)" using vector_affinity_eq[where m=m and x=x and y=y and c=c] by metis lemma image_affinity_interval: fixes m::real fixes a b c :: "real^'n::finite" shows "(λx. m *s x + c) ` {a .. b} = (if {a .. b} = {} then {} else (if 0 ≤ m then {m *s a + c .. m *s b + c} else {m *s b + c .. m *s a + c}))" proof(cases "m=0") { fix x assume "x ≤ c" "c ≤ x" hence "x=c" unfolding vector_less_eq_def and Cart_eq by (auto intro: order_antisym) } moreover case True moreover have "c ∈ {m *s a + c..m *s b + c}" unfolding True by(auto simp add: vector_less_eq_def) ultimately show ?thesis by auto next case False { fix y assume "a ≤ y" "y ≤ b" "m > 0" hence "m *s a + c ≤ m *s y + c" "m *s y + c ≤ m *s b + c" unfolding vector_less_eq_def by(auto simp add: vector_smult_component vector_add_component) } moreover { fix y assume "a ≤ y" "y ≤ b" "m < 0" hence "m *s b + c ≤ m *s y + c" "m *s y + c ≤ m *s a + c" unfolding vector_less_eq_def by(auto simp add: vector_smult_component vector_add_component mult_left_mono_neg elim!:ballE) } moreover { fix y assume "m > 0" "m *s a + c ≤ y" "y ≤ m *s b + c" hence "y ∈ (λx. m *s x + c) ` {a..b}" unfolding image_iff Bex_def mem_interval vector_less_eq_def apply(auto simp add: vector_smult_component vector_add_component vector_minus_component vector_smult_assoc pth_3[symmetric] intro!: exI[where x="(1 / m) *s (y - c)"]) by(auto simp add: pos_le_divide_eq pos_divide_le_eq real_mult_commute diff_le_iff) } moreover { fix y assume "m *s b + c ≤ y" "y ≤ m *s a + c" "m < 0" hence "y ∈ (λx. m *s x + c) ` {a..b}" unfolding image_iff Bex_def mem_interval vector_less_eq_def apply(auto simp add: vector_smult_component vector_add_component vector_minus_component vector_smult_assoc pth_3[symmetric] intro!: exI[where x="(1 / m) *s (y - c)"]) by(auto simp add: neg_le_divide_eq neg_divide_le_eq real_mult_commute diff_le_iff) } ultimately show ?thesis using False by auto qed subsection{* Banach fixed point theorem (not really topological...) *} lemma banach_fix: assumes s:"complete s" "s ≠ {}" and c:"0 ≤ c" "c < 1" and f:"(f ` s) ⊆ s" and lipschitz:"∀x∈s. ∀y∈s. dist (f x) (f y) ≤ c * dist x y" shows "∃! x∈s. (f x = x)" proof- have "1 - c > 0" using c by auto from s(2) obtain z0 where "z0 ∈ s" by auto def z ≡ "λ n::nat. fun_pow n f z0" { fix n::nat have "z n ∈ s" unfolding z_def proof(induct n) case 0 thus ?case using `z0 ∈s` by auto next case Suc thus ?case using f by auto qed } note z_in_s = this def d ≡ "dist (z 0) (z 1)" have fzn:"!!n. f (z n) = z (Suc n)" unfolding z_def by auto { fix n::nat have "dist (z n) (z (Suc n)) ≤ (c ^ n) * d" proof(induct n) case 0 thus ?case unfolding d_def by auto next case (Suc m) hence "c * dist (z m) (z (Suc m)) ≤ c ^ Suc m * d" using `0 ≤ c` using mult_mono1_class.mult_mono1[of "dist (z m) (z (Suc m))" "c ^ m * d" c] by auto thus ?case using lipschitz[THEN bspec[where x="z m"], OF z_in_s, THEN bspec[where x="z (Suc m)"], OF z_in_s] unfolding fzn and mult_le_cancel_left by auto qed } note cf_z = this { fix n m::nat have "(1 - c) * dist (z m) (z (m+n)) ≤ (c ^ m) * d * (1 - c ^ n)" proof(induct n) case 0 show ?case by auto next case (Suc k) have "(1 - c) * dist (z m) (z (m + Suc k)) ≤ (1 - c) * (dist (z m) (z (m + k)) + dist (z (m + k)) (z (Suc (m + k))))" using dist_triangle and c by(auto simp add: dist_triangle) also have "… ≤ (1 - c) * (dist (z m) (z (m + k)) + c ^ (m + k) * d)" using cf_z[of "m + k"] and c by auto also have "… ≤ c ^ m * d * (1 - c ^ k) + (1 - c) * c ^ (m + k) * d" using Suc by (auto simp add: ring_simps) also have "… = (c ^ m) * (d * (1 - c ^ k) + (1 - c) * c ^ k * d)" unfolding power_add by (auto simp add: ring_simps) also have "… ≤ (c ^ m) * d * (1 - c ^ Suc k)" using c by (auto simp add: ring_simps dist_pos_le) finally show ?case by auto qed } note cf_z2 = this { fix e::real assume "e>0" hence "∃N. ∀m n. N ≤ m ∧ N ≤ n --> dist (z m) (z n) < e" proof(cases "d = 0") case True hence "!!n. z n = z0" using cf_z2[of 0] and c unfolding z_def by (auto simp add: pos_prod_le[OF `1 - c > 0`] dist_le_0) thus ?thesis using `e>0` by auto next case False hence "d>0" unfolding d_def using dist_pos_le[of "z 0" "z 1"] by (metis False d_def real_less_def) hence "0 < e * (1 - c) / d" using `e>0` and `1-c>0` using divide_pos_pos[of "e * (1 - c)" d] and mult_pos_pos[of e "1 - c"] by auto then obtain N where N:"c ^ N < e * (1 - c) / d" using real_arch_pow_inv[of "e * (1 - c) / d" c] and c by auto { fix m n::nat assume "m>n" and as:"m≥N" "n≥N" have *:"c ^ n ≤ c ^ N" using `n≥N` and c using power_decreasing[OF `n≥N`, of c] by auto have "1 - c ^ (m - n) > 0" using c and power_strict_mono[of c 1 "m - n"] using `m>n` by auto hence **:"d * (1 - c ^ (m - n)) / (1 - c) > 0" using real_mult_order[OF `d>0`, of "1 - c ^ (m - n)"] using divide_pos_pos[of "d * (1 - c ^ (m - n))" "1 - c"] using `0 < 1 - c` by auto have "dist (z m) (z n) ≤ c ^ n * d * (1 - c ^ (m - n)) / (1 - c)" using cf_z2[of n "m - n"] and `m>n` unfolding pos_le_divide_eq[OF `1-c>0`] by (auto simp add: real_mult_commute dist_sym) also have "… ≤ c ^ N * d * (1 - c ^ (m - n)) / (1 - c)" using mult_right_mono[OF * order_less_imp_le[OF **]] unfolding real_mult_assoc by auto also have "… < (e * (1 - c) / d) * d * (1 - c ^ (m - n)) / (1 - c)" using mult_strict_right_mono[OF N **] unfolding real_mult_assoc by auto also have "… = e * (1 - c ^ (m - n))" using c and `d>0` and `1 - c > 0` by auto also have "… ≤ e" using c and `1 - c ^ (m - n) > 0` and `e>0` using mult_right_le_one_le[of e "1 - c ^ (m - n)"] by auto finally have "dist (z m) (z n) < e" by auto } note * = this { fix m n::nat assume as:"N≤m" "N≤n" hence "dist (z n) (z m) < e" proof(cases "n = m") case True thus ?thesis using `e>0` by auto next case False thus ?thesis using as and *[of n m] *[of m n] unfolding nat_neq_iff by (auto simp add: dist_sym) qed } thus ?thesis by auto qed } hence "cauchy z" unfolding cauchy_def by auto then obtain x where "x∈s" and x:"(z ---> x) sequentially" using s(1)[unfolded compact_def complete_def, THEN spec[where x=z]] and z_in_s by auto def e ≡ "dist (f x) x" have "e = 0" proof(rule ccontr) assume "e ≠ 0" hence "e>0" unfolding e_def using dist_pos_le[of "f x" x] by (metis dist_eq_0 dist_nz dist_sym e_def) then obtain N where N:"∀n≥N. dist (z n) x < e / 2" using x[unfolded Lim_sequentially, THEN spec[where x="e/2"]] by auto hence N':"dist (z N) x < e / 2" by auto have *:"c * dist (z N) x ≤ dist (z N) x" unfolding mult_le_cancel_right2 using dist_pos_le[of "z N" x] and c by (metis dist_eq_0 dist_nz dist_sym order_less_asym real_less_def) have "dist (f (z N)) (f x) ≤ c * dist (z N) x" using lipschitz[THEN bspec[where x="z N"], THEN bspec[where x=x]] using z_in_s[of N] `x∈s` using c by auto also have "… < e / 2" using N' and c using * by auto finally show False unfolding fzn using N[THEN spec[where x="Suc N"]] and dist_triangle_half_r[of "z (Suc N)" "f x" e x] unfolding e_def by auto qed hence "f x = x" unfolding e_def and dist_eq_0 by auto moreover { fix y assume "f y = y" "y∈s" hence "dist x y ≤ c * dist x y" using lipschitz[THEN bspec[where x=x], THEN bspec[where x=y]] using `x∈s` and `f x = x` by auto hence "dist x y = 0" unfolding mult_le_cancel_right1 using c and dist_pos_le[of x y] by auto hence "y = x" unfolding dist_eq_0 by auto } ultimately show ?thesis unfolding Bex1_def using `x∈s` by blast+ qed subsection{* Edelstein fixed point theorem. *} lemma edelstein_fix: assumes s:"compact s" "s ≠ {}" and gs:"(g ` s) ⊆ s" and dist:"∀x∈s. ∀y∈s. x ≠ y --> dist (g x) (g y) < dist x y" shows "∃! x::real^'a::finite∈s. g x = x" proof(cases "∃x∈s. g x ≠ x") obtain x where "x∈s" using s(2) by auto case False hence g:"∀x∈s. g x = x" by auto { fix y assume "y∈s" hence "x = y" using `x∈s` and dist[THEN bspec[where x=x], THEN bspec[where x=y]] unfolding g[THEN bspec[where x=x], OF `x∈s`] unfolding g[THEN bspec[where x=y], OF `y∈s`] by auto } thus ?thesis unfolding Bex1_def using `x∈s` and g by blast+ next case True then obtain x where [simp]:"x∈s" and "g x ≠ x" by auto { fix x y assume "x ∈ s" "y ∈ s" hence "dist (g x) (g y) ≤ dist x y" using dist[THEN bspec[where x=x], THEN bspec[where x=y]] by auto } note dist' = this def y ≡ "g x" have [simp]:"y∈s" unfolding y_def using gs[unfolded image_subset_iff] and `x∈s` by blast def f ≡ "λ n. fun_pow n g" have [simp]:"!!n z. g (f n z) = f (Suc n) z" unfolding f_def by auto have [simp]:"!!z. f 0 z = z" unfolding f_def by auto { fix n::nat and z assume "z∈s" have "f n z ∈ s" unfolding f_def proof(induct n) case 0 thus ?case using `z∈s` by simp next case (Suc n) thus ?case using gs[unfolded image_subset_iff] by auto qed } note fs = this { fix m n ::nat assume "m≤n" fix w z assume "w∈s" "z∈s" have "dist (f n w) (f n z) ≤ dist (f m w) (f m z)" using `m≤n` proof(induct n) case 0 thus ?case by auto next case (Suc n) thus ?case proof(cases "m≤n") case True thus ?thesis using Suc(1) using dist'[OF fs fs, OF `w∈s` `z∈s`, of n n] by auto next case False hence mn:"m = Suc n" using Suc(2) by simp show ?thesis unfolding mn by auto qed qed } note distf = this def h ≡ "λn. pastecart (f n x) (f n y)" let ?s2 = "{pastecart x y |x y. x ∈ s ∧ y ∈ s}" obtain l r where "l∈?s2" and r:"∀m n. m < n --> r m < r n" and lr:"((h o r) ---> l) sequentially" using compact_pastecart[OF s(1) s(1), unfolded compact_def, THEN spec[where x=h]] unfolding h_def using fs[OF `x∈s`] and fs[OF `y∈s`] by blast def a ≡ "fstcart l" def b ≡ "sndcart l" have lab:"l = pastecart a b" unfolding a_def b_def and pastecart_fst_snd by simp have [simp]:"a∈s" "b∈s" unfolding a_def b_def using `l∈?s2` by auto have "continuous_on UNIV fstcart" and "continuous_on UNIV sndcart" using linear_continuous_on using linear_fstcart and linear_sndcart by auto hence lima:"((fstcart o (h o r)) ---> a) sequentially" and limb:"((sndcart o (h o r)) ---> b) sequentially" unfolding atomize_conj unfolding continuous_on_sequentially apply(erule_tac x="h o r" in allE) apply(erule_tac x="h o r" in allE) using lr unfolding o_def and h_def a_def b_def by auto { fix n::nat have *:"!!fx fy x y. dist fx fy ≤ dist x y ==> ¬ (dist (fx - fy) (a - b) < dist a b - dist x y)" unfolding dist_def by norm { fix x y ::"real^'a" have "dist (-x) (-y) = dist x y" unfolding dist_def using norm_minus_cancel[of "x - y"] by (auto simp add: uminus_add_conv_diff) } note ** = this { assume as:"dist a b > dist (f n x) (f n y)" then obtain Na Nb where "∀m≥Na. dist (f (r m) x) a < (dist a b - dist (f n x) (f n y)) / 2" and "∀m≥Nb. dist (f (r m) y) b < (dist a b - dist (f n x) (f n y)) / 2" using lima limb unfolding h_def Lim_sequentially by (fastsimp simp del: less_divide_eq_number_of1) hence "dist (f (r (Na + Nb + n)) x - f (r (Na + Nb + n)) y) (a - b) < dist a b - dist (f n x) (f n y)" apply(erule_tac x="Na+Nb+n" in allE) apply(erule_tac x="Na+Nb+n" in allE) apply simp using dist_triangle_add_half[of a "f (r (Na + Nb + n)) x" "dist a b - dist (f n x) (f n y)" "-b" "- f (r (Na + Nb + n)) y"] unfolding ** unfolding group_simps(12) by (auto simp add: dist_sym) moreover have "dist (f (r (Na + Nb + n)) x - f (r (Na + Nb + n)) y) (a - b) ≥ dist a b - dist (f n x) (f n y)" using distf[of n "r (Na+Nb+n)", OF _ `x∈s` `y∈s`] using monotone_bigger[OF r, of "Na+Nb+n"] using *[of "f (r (Na + Nb + n)) x" "f (r (Na + Nb + n)) y" "f n x" "f n y"] by auto ultimately have False by simp } hence "dist a b ≤ dist (f n x) (f n y)" by(rule ccontr)auto } note ab_fn = this have [simp]:"a = b" proof(rule ccontr) def e ≡ "dist a b - dist (g a) (g b)" assume "a≠b" hence "e > 0" unfolding e_def using dist by fastsimp hence "∃n. dist (f n x) a < e/2 ∧ dist (f n y) b < e/2" using lima limb unfolding Lim_sequentially apply (auto elim!: allE[where x="e/2"]) apply(rule_tac x="r (max N Na)" in exI) unfolding h_def by fastsimp then obtain n where n:"dist (f n x) a < e/2 ∧ dist (f n y) b < e/2" by auto have "dist (f (Suc n) x) (g a) ≤ dist (f n x) a" using dist[THEN bspec[where x="f n x"], THEN bspec[where x="a"]] and fs by auto moreover have "dist (f (Suc n) y) (g b) ≤ dist (f n y) b" using dist[THEN bspec[where x="f n y"], THEN bspec[where x="b"]] and fs by auto ultimately have "dist (f (Suc n) x) (g a) + dist (f (Suc n) y) (g b) < e" using n by auto thus False unfolding e_def using ab_fn[of "Suc n"] by norm qed have [simp]:"!!n. f (Suc n) x = f n y" unfolding f_def y_def by(induct_tac n)auto { fix x y assume "x∈s" "y∈s" moreover fix e::real assume "e>0" ultimately have "dist y x < e --> dist (g y) (g x) < e" using dist by fastsimp } hence "continuous_on s g" unfolding continuous_on_def by auto hence "((sndcart o h o r) ---> g a) sequentially" unfolding continuous_on_sequentially apply (rule allE[where x="λn. (fstcart o h o r) n"]) apply (erule ballE[where x=a]) using lima unfolding h_def o_def using fs[OF `x∈s`] by (auto simp add: y_def) hence "g a = a" using Lim_unique[OF trivial_limit_sequentially limb, of "g a"] unfolding `a=b` and o_assoc by auto moreover { fix x assume "x∈s" "g x = x" "x≠a" hence "False" using dist[THEN bspec[where x=a], THEN bspec[where x=x]] using `g a = a` and `a∈s` by auto } ultimately show "∃!x∈s. g x = x" unfolding Bex1_def using `a∈s` by blast qed end