(* Title: HOL/Transcendental.thy Author: Jacques D. Fleuriot, University of Cambridge, University of Edinburgh Author: Lawrence C Paulson Author: Jeremy Avigad *)
lemma pochhammer_of_real: "pochhammer (of_real x) n = of_real (pochhammer x n)" by (simp add: pochhammer_prod)
lemma norm_fact [simp]: "norm (fact n :: 'a::real_normed_algebra_1) = fact n" proof - have"(fact n :: 'a) = of_real (fact n)" by simp alsohave"norm … = fact n" by (subst norm_of_real) simp finallyshow ?thesis . qed
lemma root_test_convergence: fixes f :: "nat ==> 'a::banach" assumes f: "(λn. root n (norm (f n))) <---- x"🍋‹could be weakened to lim sup› and"x < 1" shows"summable f" proof - have"0 ≤ x" by (rule LIMSEQ_le[OF tendsto_const f]) (auto intro!: exI[of _ 1]) from‹x 🚫›obtain z where z: "x < z""z < 1" by (metis dense) from f ‹x 🚫›have"eventually (λn. root n (norm (f n)) < z) sequentially" by (rule order_tendstoD) thenhave"eventually (λn. norm (f n) ≤ z^n) sequentially" using eventually_ge_at_top proof eventually_elim fix n assume less: "root n (norm (f n)) < z"and n: "1 ≤ n" from power_strict_mono[OF less, of n] n show"norm (f n) ≤ z ^ n" by simp qed thenshow"summable f" unfolding eventually_sequentially using z ‹0 ≤ x›by (auto intro!: summable_comparison_test[OF _ summable_geometric]) qed
subsection‹Properties of Power Series›
lemma powser_zero [simp]: "(∑n. f n * 0 ^ n) = f 0" for f :: "nat ==> 'a::real_normed_algebra_1" proof - have"(∑n<1. f n * 0 ^ n) = (∑n. f n * 0 ^ n)" by (subst suminf_finite[where N="{0}"]) (auto simp: power_0_left) thenshow ?thesis by simp qed
lemma powser_sums_zero: "(λn. a n * 0^n) sums a 0" for a :: "nat ==> 'a::real_normed_div_algebra" using sums_finite [of "{0}""λn. a n * 0 ^ n"] by simp
lemma powser_sums_zero_iff [simp]: "(λn. a n * 0^n) sums x ⟷ a 0 = x" for a :: "nat ==> 'a::real_normed_div_algebra" using powser_sums_zero sums_unique2 by blast
text‹ Power series has a circle or radius of convergence: if it sums for ‹x›, then it sums absolutely for ‹z›with 🍋‹∣z∣🚫∣x∣›.›
lemma powser_insidea: fixes x z :: "'a::real_normed_div_algebra" assumes 1: "summable (λn. f n * x^n)" and 2: "norm z < norm x" shows"summable (λn. norm (f n * z ^ n))" proof - from 2 have x_neq_0: "x ≠ 0"by clarsimp from 1 have"(λn. f n * x^n) <---- 0" by (rule summable_LIMSEQ_zero) thenhave"convergent (λn. f n * x^n)" by (rule convergentI) thenhave"Cauchy (λn. f n * x^n)" by (rule convergent_Cauchy) thenhave"Bseq (λn. f n * x^n)" by (rule Cauchy_Bseq) thenobtain K where 3: "0 < K"and 4: "∀n. norm (f n * x^n) ≤ K" by (auto simp: Bseq_def) have"∃N. ∀n≥N. norm (norm (f n * z ^ n)) ≤ K * norm (z ^ n) * inverse (norm (x^n))" proof (intro exI allI impI) fix n :: nat assume"0 ≤ n" have"norm (norm (f n * z ^ n)) * norm (x^n) = norm (f n * x^n) * norm (z ^ n)" by (simp add: norm_mult abs_mult) alsohave"…≤ K * norm (z ^ n)" by (simp only: mult_right_mono 4 norm_ge_zero) alsohave"… = K * norm (z ^ n) * (inverse (norm (x^n)) * norm (x^n))" by (simp add: x_neq_0) alsohave"… = K * norm (z ^ n) * inverse (norm (x^n)) * norm (x^n)" by (simp only: mult.assoc) finallyshow"norm (norm (f n * z ^ n)) ≤ K * norm (z ^ n) * inverse (norm (x^n))" by (simp add: mult_le_cancel_right x_neq_0) qed moreoverhave"summable (λn. K * norm (z ^ n) * inverse (norm (x^n)))" proof - from 2 have"norm (norm (z * inverse x)) < 1" using x_neq_0 by (simp add: norm_mult nonzero_norm_inverse divide_inverse [where 'a=real, symmetric]) thenhave"summable (λn. norm (z * inverse x) ^ n)" by (rule summable_geometric) thenhave"summable (λn. K * norm (z * inverse x) ^ n)" by (rule summable_mult) thenshow"summable (λn. K * norm (z ^ n) * inverse (norm (x^n)))" using x_neq_0 by (simp add: norm_mult nonzero_norm_inverse power_mult_distrib
power_inverse norm_power mult.assoc) qed ultimatelyshow"summable (λn. norm (f n * z ^ n))" by (rule summable_comparison_test) qed
lemma powser_inside: fixes f :: "nat ==> 'a::{real_normed_div_algebra,banach}" shows "summable (λn. f n * (x^n)) ==> norm z < norm x ==> summable (λn. f n * (z ^ n))" by (rule powser_insidea [THEN summable_norm_cancel])
lemma powser_times_n_limit_0: fixes x :: "'a::{real_normed_div_algebra,banach}" assumes"norm x < 1" shows"(λn. of_nat n * x ^ n) <---- 0" proof - have"norm x / (1 - norm x) ≥ 0" using assms by (auto simp: field_split_simps) moreoverobtain N where N: "norm x / (1 - norm x) < of_int N" using ex_le_of_int by (meson ex_less_of_int) ultimatelyhave N0: "N>0" by auto thenhave *: "real_of_int (N + 1) * norm x / real_of_int N < 1" using N assms by (auto simp: field_simps) have **: "real_of_int N * (norm x * (real_of_nat (Suc n) * norm (x ^ n))) ≤ real_of_nat n * (norm x * ((1 + N) * norm (x ^ n)))"if"N ≤ int n"for n :: nat proof - from that have"real_of_int N * real_of_nat (Suc n) ≤ real_of_nat n * real_of_int (1 + N)" by (simp add: algebra_simps) thenhave"(real_of_int N * real_of_nat (Suc n)) * (norm x * norm (x ^ n)) ≤ (real_of_nat n * (1 + N)) * (norm x * norm (x ^ n))" using N0 mult_mono by fastforce thenshow ?thesis by (simp add: algebra_simps) qed show ?thesis using * by (rule summable_LIMSEQ_zero [OF summable_ratio_test, where N1="nat N"])
(simp add: N0 norm_mult field_simps ** del: of_nat_Suc of_int_add) qed
corollary lim_n_over_pown: fixes x :: "'a::{real_normed_field,banach}" shows"1 < norm x ==> ((λn. of_nat n / x^n) ---> 0) sequentially" using powser_times_n_limit_0 [of "inverse x"] by (simp add: norm_divide field_split_simps)
lemma sum_split_even_odd: fixes f :: "nat ==> real" shows"(∑i<2 * n. if even i then f i else g i) = (∑i∑i proof (induct n) case 0 thenshow ?caseby simp next case (Suc n) have"(∑i<2 * Suc n. if even i then f i else g i) = (∑i∑i using Suc.hyps unfolding One_nat_def by auto alsohave"… = (∑i∑i by auto finallyshow ?case . qed
lemma sums_if': fixes g :: "nat ==> real" assumes"g sums x" shows"(λ n. if even n then 0 else g ((n - 1) div 2)) sums x" unfolding sums_def proof (rule LIMSEQ_I) fix r :: real assume"0 < r" from‹g sums x›[unfolded sums_def, THEN LIMSEQ_D, OF this] obtain no where no_eq: "∧n. n ≥ no ==> (norm (sum g {.. by blast
let ?SUM = "λ m. ∑i have"(norm (?SUM m - x) < r)"if"m ≥ 2 * no"for m proof - from that have"m div 2 ≥ no"by auto have sum_eq: "?SUM (2 * (m div 2)) = sum g {..< m div 2}" using sum_split_even_odd by auto thenhave"(norm (?SUM (2 * (m div 2)) - x) < r)" using no_eq unfolding sum_eq using‹m div 2 ≥ no›by auto moreover have"?SUM (2 * (m div 2)) = ?SUM m" proof (cases "even m") case True thenshow ?thesis by (auto simp: even_two_times_div_two) next case False thenhave eq: "Suc (2 * (m div 2)) = m"by simp thenhave"even (2 * (m div 2))"using‹odd m›by auto have"?SUM m = ?SUM (Suc (2 * (m div 2)))"unfolding eq .. alsohave"… = ?SUM (2 * (m div 2))"using‹even (2 * (m div 2))›by auto finallyshow ?thesis by auto qed ultimatelyshow ?thesis by auto qed thenshow"∃no. ∀ m ≥ no. norm (?SUM m - x) < r" by blast qed
lemma sums_if: fixes g :: "nat ==> real" assumes"g sums x"and"f sums y" shows"(λ n. if even n then f (n div 2) else g ((n - 1) div 2)) sums (x + y)" proof - let ?s = "λ n. if even n then 0 else f ((n - 1) div 2)" have if_sum: "(if B then (0 :: real) else E) + (if B then T else 0) = (if B then T else E)" for B T E by (cases B) auto have g_sums: "(λ n. if even n then 0 else g ((n - 1) div 2)) sums x" using sums_if'[OF ‹g sums x›] . have if_eq: "∧B T E. (if ¬ B then T else E) = (if B then E else T)" by auto have"?s sums y"using sums_if'[OF ‹f sums y›] . from this[unfolded sums_def, THEN LIMSEQ_Suc] have"(λn. if even n then f (n div 2) else 0) sums y" by (simp add: lessThan_Suc_eq_insert_0 sum.atLeast1_atMost_eq image_Suc_lessThan
if_eq sums_def cong del: if_weak_cong) from sums_add[OF g_sums this] show ?thesis by (simp only: if_sum) qed
subsection‹Alternating series test / Leibniz formula› (* FIXME: generalise these results from the reals via type classes? *)
lemma sums_alternating_upper_lower: fixes a :: "nat ==> real" assumes mono: "∧n. a (Suc n) ≤ a n" and a_pos: "∧n. 0 ≤ a n" and"a <---- 0" shows"∃l. ((∀n. (∑i<2*n. (- 1)^i*a i) ≤ l) ∧ (λ n. ∑i<2*n. (- 1)^i*a i) <---- l) ∧ ((∀n. l ≤ (∑i<2*n + 1. (- 1)^i*a i)) ∧ (λ n. ∑i<2*n + 1. (- 1)^i*a i) <---- l)"
(is"∃l. ((∀n. ?f n ≤ l) ∧ _) ∧ ((∀n. l ≤ ?g n) ∧ _)") proof (rule nested_sequence_unique) have fg_diff: "∧n. ?f n - ?g n = - a (2 * n)"by auto
show"∀n. ?f n ≤ ?f (Suc n)" proof show"?f n ≤ ?f (Suc n)"for n using mono[of "2*n"] by auto qed show"∀n. ?g (Suc n) ≤ ?g n" proof show"?g (Suc n) ≤ ?g n"for n using mono[of "Suc (2*n)"] by auto qed show"∀n. ?f n ≤ ?g n" proof show"?f n ≤ ?g n"for n using fg_diff a_pos by auto qed show"(λn. ?f n - ?g n) <---- 0" unfolding fg_diff proof (rule LIMSEQ_I) fix r :: real assume"0 < r" with‹a <---- 0›[THEN LIMSEQ_D] obtain N where"∧ n. n ≥ N ==> norm (a n - 0) < r" by auto thenhave"∀n ≥ N. norm (- a (2 * n) - 0) < r" by auto thenshow"∃N. ∀n ≥ N. norm (- a (2 * n) - 0) < r" by auto qed qed
lemma summable_Leibniz': fixes a :: "nat ==> real" assumes a_zero: "a <---- 0" and a_pos: "∧n. 0 ≤ a n" and a_monotone: "∧n. a (Suc n) ≤ a n" shows summable: "summable (λ n. (-1)^n * a n)" and"∧n. (∑i<2*n. (-1)^i*a i) ≤ (∑i. (-1)^i*a i)" and"(λn. ∑i<2*n. (-1)^i*a i) <---- (∑i. (-1)^i*a i)" and"∧n. (∑i. (-1)^i*a i) ≤ (∑i<2*n+1. (-1)^i*a i)" and"(λn. ∑i<2*n+1. (-1)^i*a i) <---- (∑i. (-1)^i*a i)" proof - let ?S = "λn. (-1)^n * a n" let ?P = "λn. ∑i let ?f = "λn. ?P (2 * n)" let ?g = "λn. ?P (2 * n + 1)" obtain l :: real where below_l: "∀ n. ?f n ≤ l" and"?f <---- l" and above_l: "∀ n. l ≤ ?g n" and"?g <---- l" using sums_alternating_upper_lower[OF a_monotone a_pos a_zero] by blast
let ?Sa = "λm. ∑n have"?Sa <---- l" proof (rule LIMSEQ_I) fix r :: real assume"0 < r" with‹?f <---- l›[THEN LIMSEQ_D] obtain f_no where f: "∧n. n ≥ f_no ==> norm (?f n - l) < r" by auto from‹0 🚫›‹?g <---- l›[THEN LIMSEQ_D] obtain g_no where g: "∧n. n ≥ g_no ==> norm (?g n - l) < r" by auto have"norm (?Sa n - l) < r"if"n ≥ (max (2 * f_no) (2 * g_no))"for n proof - from that have"n ≥ 2 * f_no"and"n ≥ 2 * g_no"by auto show ?thesis proof (cases "even n") case True thenhave n_eq: "2 * (n div 2) = n" by (simp add: even_two_times_div_two) with‹n ≥ 2 * f_no›have"n div 2 ≥ f_no" by auto from f[OF this] show ?thesis unfolding n_eq atLeastLessThanSuc_atLeastAtMost . next case False thenhave"even (n - 1)"by simp thenhave n_eq: "2 * ((n - 1) div 2) = n - 1" by (simp add: even_two_times_div_two) thenhave range_eq: "n - 1 + 1 = n" using odd_pos[OF False] by auto from n_eq ‹n ≥ 2 * g_no›have"(n - 1) div 2 ≥ g_no" by auto from g[OF this] show ?thesis by (simp only: n_eq range_eq) qed qed thenshow"∃no. ∀n ≥ no. norm (?Sa n - l) < r"by blast qed thenhave sums_l: "(λi. (-1)^i * a i) sums l" by (simp only: sums_def) thenshow"summable ?S" by (auto simp: summable_def)
fix n show"suminf ?S ≤ ?g n" unfolding sums_unique[OF sums_l, symmetric] using above_l by auto show"?f n ≤ suminf ?S" unfolding sums_unique[OF sums_l, symmetric] using below_l by auto show"?g <---- suminf ?S" using‹?g <---- l›‹l = suminf ?S›by auto show"?f <---- suminf ?S" using‹?f <---- l›‹l = suminf ?S›by auto qed
theorem summable_Leibniz: fixes a :: "nat ==> real" assumes a_zero: "a <---- 0" and"monoseq a" shows"summable (λ n. (-1)^n * a n)" (is"?summable") and"0 < a 0 ⟶ (∀n. (∑i. (- 1)^i*a i) ∈ { ∑i<2*n. (- 1)^i * a i .. ∑i<2*n+1. (- 1)^i * a i})" (is"?pos") and"a 0 < 0 ⟶ (∀n. (∑i. (- 1)^i*a i) ∈ { ∑i<2*n+1. (- 1)^i * a i .. ∑i<2*n. (- 1)^i * a i})" (is"?neg") and"(λn. ∑i<2*n. (- 1)^i*a i) <---- (∑i. (- 1)^i*a i)" (is"?f") and"(λn. ∑i<2*n+1. (- 1)^i*a i) <---- (∑i. (- 1)^i*a i)" (is"?g") proof - have"?summable ∧ ?pos ∧ ?neg ∧ ?f ∧ ?g" proof (cases "(∀n. 0 ≤ a n) ∧ (∀m. ∀n≥m. a n ≤ a m)") case True thenhave ord: "∧n m. m ≤ n ==> a n ≤ a m" and ge0: "∧n. 0 ≤ a n" by auto have mono: "a (Suc n) ≤ a n"for n using ord[where n="Suc n"and m=n] by auto note leibniz = summable_Leibniz'[OF ‹a <---- 0› ge0] from leibniz[OF mono] show ?thesis using‹0 ≤ a 0›by auto next let ?a = "λn. - a n" case False with monoseq_le[OF ‹monoseq a›‹a <---- 0›] have"(∀ n. a n ≤ 0) ∧ (∀m. ∀n≥m. a m ≤ a n)"by auto thenhave ord: "∧n m. m ≤ n ==> ?a n ≤ ?a m"and ge0: "∧ n. 0 ≤ ?a n" by auto have monotone: "?a (Suc n) ≤ ?a n"for n using ord[where n="Suc n"and m=n] by auto note leibniz =
summable_Leibniz'[OF _ ge0, of "λx. x",
OF tendsto_minus[OF ‹a <---- 0›, unfolded minus_zero] monotone] have"summable (λ n. (-1)^n * ?a n)" using leibniz(1) by auto thenobtain l where"(λ n. (-1)^n * ?a n) sums l" unfolding summable_def by auto from this[THEN sums_minus] have"(λ n. (-1)^n * a n) sums -l" by auto thenhave ?summable by (auto simp: summable_def) moreover have"∣- a - - b∣ = ∣a - b∣"for a b :: real unfolding minus_diff_minus by auto
from suminf_minus[OF leibniz(1), unfolded mult_minus_right minus_minus] have move_minus: "(∑n. - ((- 1) ^ n * a n)) = - (∑n. (- 1) ^ n * a n)" by auto
have ?pos using‹0 ≤ ?a 0›by auto moreoverhave ?neg using leibniz(2,4) unfolding mult_minus_right sum_negf move_minus neg_le_iff_le by auto moreoverhave ?f and ?g using leibniz(3,5)[unfolded mult_minus_right sum_negf move_minus, THEN tendsto_minus_cancel] by auto ultimatelyshow ?thesis by auto qed thenshow ?summable and ?pos and ?neg and ?f and ?g by safe qed
subsection‹Term-by-Term Differentiability of Power Series›
text‹Lemma about distributing negation over it.› lemma diffs_minus: "diffs (λn. - c n) = (λn. - diffs c n)" by (simp add: diffs_def)
lemma diffs_equiv: fixes x :: "'a::{real_normed_vector,ring_1}" shows"summable (λn. diffs c n * x^n) ==> (λn. of_nat n * c n * x^(n - Suc 0)) sums (∑n. diffs c n * x^n)" unfolding diffs_def by (simp add: summable_sums sums_Suc_imp)
lemma lemma_termdiff1: fixes z :: "'a :: {monoid_mult,comm_ring}" shows"(∑p (∑p by (auto simp: algebra_simps power_add [symmetric])
lemma sumr_diff_mult_const2: "sum f {..∑i for r :: "'a::ring_1" by (simp add: sum_subtractf)
lemma lemma_termdiff2: fixes h :: "'a::field" assumes h: "h ≠ 0" shows"((z + h) ^ n - z ^ n) / h - of_nat n * z ^ (n - Suc 0) = h * (∑p< n - Suc 0. ∑q< n - Suc 0 - p. (z + h) ^ q * z ^ (n - 2 - q))"
(is"?lhs = ?rhs") proof (cases n) case (Suc m) have 0: "∧x k. (∑n (∑j by (auto simp add: power_add [symmetric] mult.commute intro: sum.cong) have *: "(∑i (∑i∑j by (force simp add: less_iff_Suc_add sum_distrib_left diff_power_eq_sum ac_simps 0
simp del: sum.lessThan_Suc power_Suc intro: sum.cong) have"h * ?lhs = (z + h) ^ n - z ^ n - h * of_nat n * z ^ (n - Suc 0)" by (simp add: right_diff_distrib diff_divide_distrib h mult.assoc [symmetric]) alsohave"... = h * ((∑p by (simp add: Suc diff_power_eq_sum h right_diff_distrib [symmetric] mult.assoc
del: power_Suc sum.lessThan_Suc of_nat_Suc) alsohave"... = h * ((∑p by (subst sum.nat_diff_reindex[symmetric]) simp alsohave"... = h * (∑i by (simp add: sum_subtractf) alsohave"... = h * ?rhs" by (simp add: lemma_termdiff1 sum_distrib_left Suc *) finallyhave"h * ?lhs = h * ?rhs" . thenshow ?thesis by (simp add: h) qed auto
lemma real_sum_nat_ivl_bounded2: fixes K :: "'a::linordered_semidom" assumes f: "∧p::nat. p < n ==> f p ≤ K"and K: "0 ≤ K" shows"sum f {..≤ of_nat n * K" proof - have"sum f {..≤ (∑i by (rule sum_mono [OF f]) auto alsohave"... ≤ of_nat n * K" by (auto simp: mult_right_mono K) finallyshow ?thesis . qed
lemma lemma_termdiff3: fixes h z :: "'a::real_normed_field" assumes 1: "h ≠ 0" and 2: "norm z ≤ K" and 3: "norm (z + h) ≤ K" shows"norm (((z + h) ^ n - z ^ n) / h - of_nat n * z ^ (n - Suc 0)) ≤ of_nat n * of_nat (n - Suc 0) * K ^ (n - 2) * norm h" proof - have"norm (((z + h) ^ n - z ^ n) / h - of_nat n * z ^ (n - Suc 0)) = norm (∑p∑q by (metis (lifting, no_types) lemma_termdiff2 [OF 1] mult.commute norm_mult) alsohave"…≤ of_nat n * (of_nat (n - Suc 0) * K ^ (n - 2)) * norm h" proof (rule mult_right_mono [OF _ norm_ge_zero]) from norm_ge_zero 2 have K: "0 ≤ K" by (rule order_trans) have le_Kn: "norm ((z + h) ^ i * z ^ j) ≤ K ^ n"if"i + j = n"for i j n proof - have"norm (z + h) ^ i * norm z ^ j ≤ K ^ i * K ^ j" by (intro mult_mono power_mono 2 3 norm_ge_zero zero_le_power K) alsohave"... = K^n" by (metis power_add that) finallyshow ?thesis by (simp add: norm_mult norm_power) qed thenhave"∧p q. [p < n; q < n - Suc 0]==> norm ((z + h) ^ q * z ^ (n - 2 - q)) ≤ K ^ (n - 2)" by (simp del: subst_all) then show"norm (∑p∑q≤ of_nat n * (of_nat (n - Suc 0) * K ^ (n - 2))" by (intro order_trans [OF norm_sum]
real_sum_nat_ivl_bounded2 mult_nonneg_nonneg of_nat_0_le_iff zero_le_power K) qed alsohave"… = of_nat n * of_nat (n - Suc 0) * K ^ (n - 2) * norm h" by (simp only: mult.assoc) finallyshow ?thesis . qed
lemma lemma_termdiff4: fixes f :: "'a::real_normed_vector ==> 'b::real_normed_vector" and k :: real assumes k: "0 < k" and le: "∧h. h ≠ 0 ==> norm h < k ==> norm (f h) ≤ K * norm h" shows"f ←-0→ 0" proof (rule tendsto_norm_zero_cancel) show"(λh. norm (f h)) ←-0→ 0" proof (rule real_tendsto_sandwich) show"eventually (λh. 0 ≤ norm (f h)) (at 0)" by simp show"eventually (λh. norm (f h) ≤ K * norm h) (at 0)" using k by (auto simp: eventually_at dist_norm le) show"(λh. 0) ←-(0::'a)→ (0::real)" by (rule tendsto_const) have"(λh. K * norm h) ←-(0::'a)→ K * norm (0::'a)" by (intro tendsto_intros) thenshow"(λh. K * norm h) ←-(0::'a)→ 0" by simp qed qed
lemma lemma_termdiff5: fixes g :: "'a::real_normed_vector ==> nat ==> 'b::banach" and k :: real assumes k: "0 < k" and f: "summable f" and le: "∧h n. h ≠ 0 ==> norm h < k ==> norm (g h n) ≤ f n * norm h" shows"(λh. suminf (g h)) ←-0→ 0" proof (rule lemma_termdiff4 [OF k]) fix h :: 'a assume"h ≠ 0"and"norm h < k" thenhave 1: "∀n. norm (g h n) ≤ f n * norm h" by (simp add: le) thenhave"∃N. ∀n≥N. norm (norm (g h n)) ≤ f n * norm h" by simp moreoverfrom f have 2: "summable (λn. f n * norm h)" by (rule summable_mult2) ultimatelyhave 3: "summable (λn. norm (g h n))" by (rule summable_comparison_test) thenhave"norm (suminf (g h)) ≤ (∑n. norm (g h n))" by (rule summable_norm) alsofrom 1 3 2 have"(∑n. norm (g h n)) ≤ (∑n. f n * norm h)" by (simp add: suminf_le) alsofrom f have"(∑n. f n * norm h) = suminf f * norm h" by (rule suminf_mult2 [symmetric]) finallyshow"norm (suminf (g h)) ≤ suminf f * norm h" . qed
(* FIXME: Long proofs *)
lemma termdiffs_aux: fixes x :: "'a::{real_normed_field,banach}" assumes 1: "summable (λn. diffs (diffs c) n * K ^ n)" and 2: "norm x < norm K" shows"(λh. ∑n. c n * (((x + h) ^ n - x^n) / h - of_nat n * x ^ (n - Suc 0))) ←-0→ 0" proof - from dense [OF 2] obtain r where r1: "norm x < r"and r2: "r < norm K" by fast from norm_ge_zero r1 have r: "0 < r" by (rule order_le_less_trans) thenhave r_neq_0: "r ≠ 0"by simp show ?thesis proof (rule lemma_termdiff5) show"0 < r - norm x" using r1 by simp from r r2 have"norm (of_real r::'a) < norm K" by simp with 1 have"summable (λn. norm (diffs (diffs c) n * (of_real r ^ n)))" by (rule powser_insidea) thenhave"summable (λn. diffs (diffs (λn. norm (c n))) n * r ^ n)" using r by (simp add: diffs_def norm_mult norm_power del: of_nat_Suc) thenhave"summable (λn. of_nat n * diffs (λn. norm (c n)) n * r ^ (n - Suc 0))" by (rule diffs_equiv [THEN sums_summable]) alsohave"(λn. of_nat n * diffs (λn. norm (c n)) n * r ^ (n - Suc 0)) = (λn. diffs (λm. of_nat (m - Suc 0) * norm (c m) * inverse r) n * (r ^ n))" by (simp add: diffs_def r_neq_0 fun_eq_iff split: nat_diff_split) finallyhave"summable (λn. of_nat n * (of_nat (n - Suc 0) * norm (c n) * inverse r) * r ^ (n - Suc 0))" by (rule diffs_equiv [THEN sums_summable]) alsohave "(λn. of_nat n * (of_nat (n - Suc 0) * norm (c n) * inverse r) * r ^ (n - Suc 0)) = (λn. norm (c n) * of_nat n * of_nat (n - Suc 0) * r ^ (n - 2))" by (rule ext) (simp add: r_neq_0 split: nat_diff_split) finallyshow"summable (λn. norm (c n) * of_nat n * of_nat (n - Suc 0) * r ^ (n - 2))" . next fix h :: 'a and n assume h: "h ≠ 0" assume"norm h < r - norm x" thenhave"norm x + norm h < r"by simp with norm_triangle_ineq have xh: "norm (x + h) < r" by (rule order_le_less_trans) have"norm (((x + h) ^ n - x ^ n) / h - of_nat n * x ^ (n - Suc 0)) ≤ real n * (real (n - Suc 0) * (r ^ (n - 2) * norm h))" by (metis (mono_tags, lifting) h mult.assoc lemma_termdiff3 less_eq_real_def r1 xh) thenshow"norm (c n * (((x + h) ^ n - x^n) / h - of_nat n * x ^ (n - Suc 0))) ≤ norm (c n) * of_nat n * of_nat (n - Suc 0) * r ^ (n - 2) * norm h" by (simp only: norm_mult mult.assoc mult_left_mono [OF _ norm_ge_zero]) qed qed
lemma termdiffs: fixes K x :: "'a::{real_normed_field,banach}" assumes 1: "summable (λn. c n * K ^ n)" and 2: "summable (λn. (diffs c) n * K ^ n)" and 3: "summable (λn. (diffs (diffs c)) n * K ^ n)" and 4: "norm x < norm K" shows"DERIV (λx. ∑n. c n * x^n) x :> (∑n. (diffs c) n * x^n)" unfolding DERIV_def proof (rule LIM_zero_cancel) show"(λh. (suminf (λn. c n * (x + h) ^ n) - suminf (λn. c n * x^n)) / h - suminf (λn. diffs c n * x^n)) ←-0→ 0" proof (rule LIM_equal2) show"0 < norm K - norm x" using 4 by (simp add: less_diff_eq) next fix h :: 'a assume"norm (h - 0) < norm K - norm x" thenhave"norm x + norm h < norm K"by simp thenhave 5: "norm (x + h) < norm K" by (rule norm_triangle_ineq [THEN order_le_less_trans]) have"summable (λn. c n * x^n)" and"summable (λn. c n * (x + h) ^ n)" and"summable (λn. diffs c n * x^n)" using 1 2 4 5 by (auto elim: powser_inside) thenhave"((∑n. c n * (x + h) ^ n) - (∑n. c n * x^n)) / h - (∑n. diffs c n * x^n) = (∑n. (c n * (x + h) ^ n - c n * x^n) / h - of_nat n * c n * x ^ (n - Suc 0))" by (intro sums_unique sums_diff sums_divide diffs_equiv summable_sums) thenshow"((∑n. c n * (x + h) ^ n) - (∑n. c n * x^n)) / h - (∑n. diffs c n * x^n) = (∑n. c n * (((x + h) ^ n - x^n) / h - of_nat n * x ^ (n - Suc 0)))" by (simp add: algebra_simps) next show"(λh. ∑n. c n * (((x + h) ^ n - x^n) / h - of_nat n * x ^ (n - Suc 0))) ←-0→ 0" by (rule termdiffs_aux [OF 3 4]) qed qed
subsection‹The Derivative of a Power Series Has the Same Radius of Convergence›
lemma termdiff_converges: fixes x :: "'a::{real_normed_field,banach}" assumes K: "norm x < K" and sm: "∧x. norm x < K ==> summable(λn. c n * x ^ n)" shows"summable (λn. diffs c n * x ^ n)" proof (cases "x = 0") case True thenshow ?thesis using powser_sums_zero sums_summable by auto next case False thenhave"K > 0" using K less_trans zero_less_norm_iff by blast thenobtain r :: real where r: "norm x < norm r""norm r < K""r > 0" using K False by (auto simp: field_simps abs_less_iff add_pos_pos intro: that [of "(norm x + K) / 2"]) have to0: "(λn. of_nat n * (x / of_real r) ^ n) <---- 0" using r by (simp add: norm_divide powser_times_n_limit_0 [of "x / of_real r"]) obtain N where N: "∧n. n≥N ==> real_of_nat n * norm x ^ n < r ^ n" using r LIMSEQ_D [OF to0, of 1] by (auto simp: norm_divide norm_mult norm_power field_simps) have"summable (λn. (of_nat n * c n) * x ^ n)" proof (rule summable_comparison_test') show"summable (λn. norm (c n * of_real r ^ n))" apply (rule powser_insidea [OF sm [of "of_real ((r+K)/2)"]]) using N r norm_of_real [of "r + K", where 'a = 'a] by auto show"∧n. N ≤ n ==> norm (of_nat n * c n * x ^ n) ≤ norm (c n * of_real r ^ n)" using N r by (fastforce simp add: norm_mult norm_power less_eq_real_def) qed thenhave"summable (λn. (of_nat (Suc n) * c(Suc n)) * x ^ Suc n)" using summable_iff_shift [of "λn. of_nat n * c n * x ^ n" 1] by simp thenhave"summable (λn. (of_nat (Suc n) * c(Suc n)) * x ^ n)" using False summable_mult2 [of "λn. (of_nat (Suc n) * c(Suc n) * x ^ n) * x""inverse x"] by (simp add: mult.assoc) (auto simp: ac_simps) thenshow ?thesis by (simp add: diffs_def) qed
lemma termdiff_converges_all: fixes x :: "'a::{real_normed_field,banach}" assumes"∧x. summable (λn. c n * x^n)" shows"summable (λn. diffs c n * x^n)" by (rule termdiff_converges [where K = "1 + norm x"]) (use assms in auto)
lemma termdiffs_strong: fixes K x :: "'a::{real_normed_field,banach}" assumes sm: "summable (λn. c n * K ^ n)" and K: "norm x < norm K" shows"DERIV (λx. ∑n. c n * x^n) x :> (∑n. diffs c n * x^n)" proof - have"norm K + norm x < norm K + norm K" using K by force thenhave K2: "norm ((of_real (norm K) + of_real (norm x)) / 2 :: 'a) < norm K" by (auto simp: norm_triangle_lt norm_divide field_simps) thenhave [simp]: "norm ((of_real (norm K) + of_real (norm x)) :: 'a) < norm K * 2" by simp have"summable (λn. c n * (of_real (norm x + norm K) / 2) ^ n)" by (metis K2 summable_norm_cancel [OF powser_insidea [OF sm]] add.commute of_real_add) moreoverhave"∧x. norm x < norm K ==> summable (λn. diffs c n * x ^ n)" by (blast intro: sm termdiff_converges powser_inside) moreoverhave"∧x. norm x < norm K ==> summable (λn. diffs(diffs c) n * x ^ n)" by (blast intro: sm termdiff_converges powser_inside) ultimatelyshow ?thesis by (rule termdiffs [where K = "of_real (norm x + norm K) / 2"])
(use K in‹auto simp: field_simps simp flip: of_real_add›) qed
lemma termdiffs_strong_converges_everywhere: fixes K x :: "'a::{real_normed_field,banach}" assumes"∧y. summable (λn. c n * y ^ n)" shows"((λx. ∑n. c n * x^n) has_field_derivative (∑n. diffs c n * x^n)) (at x)" using termdiffs_strong[OF assms[of "of_real (norm x + 1)"], of x] by (force simp del: of_real_add)
lemma termdiffs_strong': fixes z :: "'a :: {real_normed_field,banach}" assumes"∧z. norm z < K ==> summable (λn. c n * z ^ n)" assumes"norm z < K" shows"((λz. ∑n. c n * z^n) has_field_derivative (∑n. diffs c n * z^n)) (at z)" proof (rule termdiffs_strong)
define L :: real where"L = (norm z + K) / 2" have"0 ≤ norm z"by simp alsonote‹norm z 🚫› finallyhave K: "K ≥ 0"by simp from assms K have L: "L ≥ 0""norm z < L""L < K"by (simp_all add: L_def) from L show"norm z < norm (of_real L :: 'a)"by simp from L show"summable (λn. c n * of_real L ^ n)"by (intro assms(1)) simp_all qed
lemma termdiffs_sums_strong: fixes z :: "'a :: {banach,real_normed_field}" assumes sums: "∧z. norm z < K ==> (λn. c n * z ^ n) sums f z" assumes deriv: "(f has_field_derivative f') (at z)" assumes norm: "norm z < K" shows"(λn. diffs c n * z ^ n) sums f'" proof - have summable: "summable (λn. diffs c n * z^n)" by (intro termdiff_converges[OF norm] sums_summable[OF sums]) from norm have"eventually (λz. z ∈ norm -` {.. by (intro eventually_nhds_in_open open_vimage)
(simp_all add: continuous_on_norm) hence eq: "eventually (λz. (∑n. c n * z^n) = f z) (nhds z)" by eventually_elim (insert sums, simp add: sums_iff)
have"((λz. ∑n. c n * z^n) has_field_derivative (∑n. diffs c n * z^n)) (at z)" by (intro termdiffs_strong'[OF _ norm] sums_summable[OF sums]) hence"(f has_field_derivative (∑n. diffs c n * z^n)) (at z)" by (subst (asm) DERIV_cong_ev[OF refl eq refl]) from this and deriv have"(∑n. diffs c n * z^n) = f'"by (rule DERIV_unique) with summable show ?thesis by (simp add: sums_iff) qed
lemma isCont_powser: fixes K x :: "'a::{real_normed_field,banach}" assumes"summable (λn. c n * K ^ n)" assumes"norm x < norm K" shows"isCont (λx. ∑n. c n * x^n) x" using termdiffs_strong[OF assms] by (blast intro!: DERIV_isCont)
lemma isCont_powser_converges_everywhere: fixes K x :: "'a::{real_normed_field,banach}" assumes"∧y. summable (λn. c n * y ^ n)" shows"isCont (λx. ∑n. c n * x^n) x" using termdiffs_strong[OF assms[of "of_real (norm x + 1)"], of x] by (force intro!: DERIV_isCont simp del: of_real_add)
lemma powser_limit_0: fixes a :: "nat ==> 'a::{real_normed_field,banach}" assumes s: "0 < s" and sm: "∧x. norm x < s ==> (λn. a n * x ^ n) sums (f x)" shows"(f ---> a 0) (at 0)" proof - have"norm (of_real s / 2 :: 'a) < s" using s by (auto simp: norm_divide) thenhave"summable (λn. a n * (of_real s / 2) ^ n)" by (rule sums_summable [OF sm]) thenhave"((λx. ∑n. a n * x ^ n) has_field_derivative (∑n. diffs a n * 0 ^ n)) (at 0)" by (rule termdiffs_strong) (use s in‹auto simp: norm_divide›) thenhave"isCont (λx. ∑n. a n * x ^ n) 0" by (blast intro: DERIV_continuous) thenhave"((λx. ∑n. a n * x ^ n) ---> a 0) (at 0)" by (simp add: continuous_within) moreoverhave"(λx. f x - (∑n. a n * x ^ n)) ←-0→ 0" apply (clarsimp simp: LIM_eq) apply (rule_tac x=s in exI) using s sm sums_unique by fastforce ultimatelyshow ?thesis by (rule Lim_transform) qed
lemma powser_limit_0_strong: fixes a :: "nat ==> 'a::{real_normed_field,banach}" assumes s: "0 < s" and sm: "∧x. x ≠ 0 ==> norm x < s ==> (λn. a n * x ^ n) sums (f x)" shows"(f ---> a 0) (at 0)" proof - have *: "((λx. if x = 0 then a 0 else f x) ---> a 0) (at 0)" by (rule powser_limit_0 [OF s]) (auto simp: powser_sums_zero sm) show ?thesis using"*"by (auto cong: Lim_cong_within) qed
subsection‹Derivability of power series›
lemma DERIV_series': fixes f :: "real ==> nat ==> real" assumes DERIV_f: "∧ n. DERIV (λ x. f x n) x0 :> (f' x0 n)" and allf_summable: "∧ x. x ∈ {a <..< b} ==> summable (f x)" and x0_in_I: "x0 ∈ {a <..< b}" and"summable (f' x0)" and"summable L" and L_def: "∧n x y. x ∈ {a <..< b} ==> y ∈ {a <..< b} ==>∣f x n - f y n∣≤ L n * ∣x - y∣" shows"DERIV (λ x. suminf (f x)) x0 :> (suminf (f' x0))" unfolding DERIV_def proof (rule LIM_I) fix r :: real assume"0 < r"thenhave"0 < r/3"by auto
obtain N_L where N_L: "∧ n. N_L ≤ n ==>∣∑ i. L (i + n) ∣ < r/3" using suminf_exist_split[OF ‹0 🚫/3›‹summable L›] by auto
obtain N_f' where N_f': "∧ n. N_f' ≤ n ==>∣∑ i. f' x0 (i + n) ∣ < r/3" using suminf_exist_split[OF ‹0 🚫/3›‹summable (f' x0)›] by auto
let ?N = "Suc (max N_L N_f')" have"∣∑ i. f' x0 (i + ?N) ∣ < r/3" (is"?f'_part < r/3") and L_estimate: "∣∑ i. L (i + ?N) ∣ < r/3" using N_L[of "?N"] and N_f' [of "?N"] by auto
let ?diff = "λi x. (f (x0 + x) i - f x0 i) / x"
let ?r = "r / (3 * real ?N)" from‹0 🚫›have"0 < ?r"by simp
let ?s = "λn. SOME s. 0 < s ∧ (∀ x. x ≠ 0 ∧∣ x ∣ < s ⟶∣ ?diff n x - f' x0 n ∣ < ?r)"
define S' where"S' = Min (?s ` {..< ?N })"
have"0 < S'" unfolding S'_def proof (rule iffD2[OF Min_gr_iff]) show"∀x ∈ (?s ` {..< ?N }). 0 < x" proof fix x assume"x ∈ ?s ` {.. thenobtain n where"x = ?s n"and"n ∈ {.. using image_iff[THEN iffD1] by blast from DERIV_D[OF DERIV_f[where n=n], THEN LIM_D, OF ‹0 🚫r›, unfolded real_norm_def] obtain s where s_bound: "0 < s ∧ (∀x. x ≠ 0 ∧∣x∣ < s ⟶∣?diff n x - f' x0 n∣ < ?r)" by auto have"0 < ?s n" by (rule someI2[where a=s]) (auto simp: s_bound simp del: of_nat_Suc) thenshow"0 < x"by (simp only: ‹x = ?s n›) qed qed auto
define S where"S = min (min (x0 - a) (b - x0)) S'" thenhave"0 < S"and S_a: "S ≤ x0 - a"and S_b: "S ≤ b - x0" and"S ≤ S'"using x0_in_I and‹0 🚫'› by auto
have"∣(suminf (f (x0 + x)) - suminf (f x0)) / x - suminf (f' x0)∣ < r" if"x ≠ 0"and"∣x∣ < S"for x proof - from that have x_in_I: "x0 + x ∈ {a <..< b}" using S_a S_b by auto
have 1: "∣(∣?diff (n + ?N) x∣)∣≤ L (n + ?N)"for n proof - have"∣?diff (n + ?N) x∣≤ L (n + ?N) * ∣(x0 + x) - x0∣ / ∣x∣" using divide_right_mono[OF L_def[OF x_in_I x0_in_I] abs_ge_zero] by (simp only: abs_divide) with‹x ≠ 0›show ?thesis by auto qed note 2 = summable_rabs_comparison_test[OF _ ign[OF ‹summable L›]] from 1 have"∣∑ i. ?diff (i + ?N) x ∣≤ (∑ i. L (i + ?N))" by (metis (lifting) abs_idempotent
order_trans[OF summable_rabs[OF 2] suminf_le[OF _ 2 ign[OF ‹summable L›]]]) thenhave"∣∑i. ?diff (i + ?N) x∣≤ r / 3" (is"?L_part ≤ r/3") using L_estimate by auto
have"∣∑n∣≤ (∑n∣?diff n x - f' x0 n∣)" .. alsohave"… < (∑n proof (rule sum_strict_mono) fix n assume"n ∈ {..< ?N}" have"∣x∣ < S"using‹∣x∣🚫› . alsohave"S ≤ S'"using‹S ≤ S'› . alsohave"S' ≤ ?s n" unfolding S'_def proof (rule Min_le_iff[THEN iffD2]) have"?s n ∈ (?s ` {..∧ ?s n ≤ ?s n" using‹n ∈ {..🚫N}›by auto thenshow"∃ a ∈ (?s ` {..≤ ?s n" by blast qed auto finallyhave"∣x∣ < ?s n" .
from DERIV_D[OF DERIV_f[where n=n], THEN LIM_D, OF ‹0 🚫r›,
unfolded real_norm_def diff_0_right, unfolded some_eq_ex[symmetric], THEN conjunct2] have"∀x. x ≠ 0 ∧∣x∣ < ?s n ⟶∣?diff n x - f' x0 n∣ < ?r" . with‹x ≠ 0›and‹∣x∣🚫s n›show"∣?diff n x - f' x0 n∣ < ?r" by blast qed auto alsohave"… = of_nat (card {.. by (rule sum_constant) alsohave"… = real ?N * ?r" by simp alsohave"… = r/3" by (auto simp del: of_nat_Suc) finallyhave"∣∑n∣ < r / 3" (is"?diff_part < r / 3") .
from suminf_diff[OF allf_summable[OF x_in_I] allf_summable[OF x0_in_I]] have"∣(suminf (f (x0 + x)) - (suminf (f x0))) / x - suminf (f' x0)∣ = ∣∑n. ?diff n x - f' x0 n∣" unfolding suminf_diff[OF div_smbl ‹summable (f' x0)›, symmetric] using suminf_divide[OF diff_smbl, symmetric] by auto alsohave"…≤ ?diff_part + ∣(∑n. ?diff (n + ?N) x) - (∑ n. f' x0 (n + ?N))∣" unfolding suminf_split_initial_segment[OF all_smbl, where k="?N"] unfolding suminf_diff[OF div_shft_smbl ign[OF ‹summable (f' x0)›]] apply (simp only: add.commute) using abs_triangle_ineq by blast alsohave"…≤ ?diff_part + ?L_part + ?f'_part" using abs_triangle_ineq4 by auto alsohave"… < r /3 + r/3 + r/3" using‹?diff_part 🚫/3›‹?L_part ≤ r/3›and‹?f'_part 🚫/3› by (rule add_strict_mono [OF add_less_le_mono]) finallyshow ?thesis by auto qed thenshow"∃s > 0. ∀ x. x ≠ 0 ∧ norm (x - 0) < s ⟶ norm (((∑n. f (x0 + x) n) - (∑n. f x0 n)) / x - (∑n. f' x0 n)) < r" using‹0 🚫›by auto qed
lemma DERIV_power_series': fixes f :: "nat ==> real" assumes converges: "∧x. x ∈ {-R <..< R} ==> summable (λn. f n * real (Suc n) * x^n)" and x0_in_I: "x0 ∈ {-R <..< R}" and"0 < R" shows"DERIV (λx. (∑n. f n * x^(Suc n))) x0 :> (∑n. f n * real (Suc n) * x0^n)"
(is"DERIV (λx. suminf (?f x)) x0 :> suminf (?f' x0)") proof - have for_subinterval: "DERIV (λx. suminf (?f x)) x0 :> suminf (?f' x0)" if"0 < R'"and"R' < R"and"-R' < x0"and"x0 < R'"for R' proof - from that have"x0 ∈ {-R' <..< R'}"and"R' ∈ {-R <..< R}"and"x0 ∈ {-R <..< R}" by auto show ?thesis proof (rule DERIV_series') show"summable (λ n. ∣f n * real (Suc n) * R'^n∣)" proof - have"(R' + R) / 2 < R"and"0 < (R' + R) / 2" using‹0 🚫'›‹0 🚫›‹R' 🚫›by (auto simp: field_simps) thenhave in_Rball: "(R' + R) / 2 ∈ {-R <..< R}" using‹R' 🚫›by auto have"norm R' < norm ((R' + R) / 2)" using‹0 🚫'›‹0 🚫›‹R' 🚫›by (auto simp: field_simps) from powser_insidea[OF converges[OF in_Rball] this] show ?thesis by auto qed next fix n x y assume"x ∈ {-R' <..< R'}"and"y ∈ {-R' <..< R'}" show"∣?f x n - ?f y n∣≤∣f n * real (Suc n) * R'^n∣ * ∣x-y∣" proof - have"∣f n * x ^ (Suc n) - f n * y ^ (Suc n)∣ = (∣f n∣ * ∣x-y∣) * ∣∑p∣" unfolding right_diff_distrib[symmetric] diff_power_eq_sum abs_mult by auto alsohave"…≤ (∣f n∣ * ∣x-y∣) * (∣real (Suc n)∣ * ∣R' ^ n∣)" proof (rule mult_left_mono) have"∣∑p∣≤ (∑p∣x ^ p * y ^ (n - p)∣)" by (rule sum_abs) alsohave"…≤ (∑p proof (rule sum_mono) fix p assume"p ∈ {.. thenhave"p ≤ n"by auto have"∣x^n∣≤ R'^n"if"x ∈ {-R'<..for n and x :: real proof - from that have"∣x∣≤ R'"by auto thenshow ?thesis unfolding power_abs by (rule power_mono) auto qed from mult_mono[OF this[OF ‹x ∈ {-R'🚫🚫}›, of p] this[OF ‹y ∈ {-R'🚫🚫}›, of "n-p"]] and‹0 🚫'› have"∣x^p * y^(n - p)∣≤ R'^p * R'^(n - p)" unfolding abs_mult by auto thenshow"∣x^p * y^(n - p)∣≤ R'^n" unfolding power_add[symmetric] using‹p ≤ n›by auto qed alsohave"… = real (Suc n) * R' ^ n" unfolding sum_constant card_atLeastLessThan by auto finallyshow"∣∑p∣≤∣real (Suc n)∣ * ∣R' ^ n∣" unfolding abs_of_nonneg[OF zero_le_power[OF less_imp_le[OF ‹0 🚫'›]]] by linarith show"0 ≤∣f n∣ * ∣x - y∣" unfolding abs_mult[symmetric] by auto qed alsohave"… = ∣f n * real (Suc n) * R' ^ n∣ * ∣x - y∣" unfolding abs_mult mult.assoc[symmetric] by algebra finallyshow ?thesis . qed next show"DERIV (λx. ?f x n) x0 :> ?f' x0 n"for n by (auto intro!: derivative_eq_intros simp del: power_Suc) next fix x assume"x ∈ {-R' <..< R'}" thenhave"R' ∈ {-R <..< R}"and"norm x < norm R'" using assms ‹R' 🚫›by auto have"summable (λn. f n * x^n)" proof (rule summable_comparison_test, intro exI allI impI) fix n have le: "∣f n∣ * 1 ≤∣f n∣ * real (Suc n)" by (rule mult_left_mono) auto show"norm (f n * x^n) ≤ norm (f n * real (Suc n) * x^n)" unfolding real_norm_def abs_mult using le mult_right_mono by fastforce qed (rule powser_insidea[OF converges[OF ‹R' ∈ {-R 🚫🚫}›] ‹norm x 🚫 R'›]) from this[THEN summable_mult2[where c=x], simplified mult.assoc, simplified mult.commute] show"summable (?f x)"by auto next show"summable (?f' x0)" using converges[OF ‹x0 ∈ {-R 🚫🚫}›] . show"x0 ∈ {-R' <..< R'}" using‹x0 ∈ {-R' 🚫🚫'}› . qed qed let ?R = "(R + ∣x0∣) / 2" have"∣x0∣ < ?R" using assms by (auto simp: field_simps) thenhave"- ?R < x0" proof (cases "x0 < 0") case True thenhave"- x0 < ?R" using‹∣x0∣🚫R›by auto thenshow ?thesis unfolding neg_less_iff_less[symmetric, of "- x0"] by auto next case False have"- ?R < 0"using assms by auto alsohave"…≤ x0"using False by auto finallyshow ?thesis . qed thenhave"0 < ?R""?R < R""- ?R < x0"and"x0 < ?R" using assms by (auto simp: field_simps) from for_subinterval[OF this] show ?thesis . qed
lemma geometric_deriv_sums: fixes z :: "'a :: {real_normed_field,banach}" assumes"norm z < 1" shows"(λn. of_nat (Suc n) * z ^ n) sums (1 / (1 - z)^2)" proof - have"(λn. diffs (λn. 1) n * z^n) sums (1 / (1 - z)^2)" proof (rule termdiffs_sums_strong) fix z :: 'a assume"norm z < 1" thus"(λn. 1 * z^n) sums (1 / (1 - z))"by (simp add: geometric_sums) qed (insert assms, auto intro!: derivative_eq_intros simp: power2_eq_square) thus ?thesis unfolding diffs_def by simp qed
lemma isCont_pochhammer [continuous_intros]: "isCont (λz. pochhammer z n) z" for z :: "'a::real_normed_field" by (induct n) (auto simp: pochhammer_rec')
lemma continuous_on_pochhammer [continuous_intros]: "continuous_on A (λz. pochhammer z n)" for A :: "'a::real_normed_field set" by (intro continuous_at_imp_continuous_on ballI isCont_pochhammer)
lemma summable_exp_generic: fixes x :: "'a::{real_normed_algebra_1,banach}" defines S_def: "S ≡ λn. x^n /🪙R fact n" shows"summable S" proof - have S_Suc: "∧n. S (Suc n) = (x * S n) /🪙R (Suc n)" unfolding S_def by (simp del: mult_Suc) obtain r :: real where r0: "0 < r"and r1: "r < 1" using dense [OF zero_less_one] by fast obtain N :: nat where N: "norm x < real N * r" using ex_less_of_nat_mult r0 by auto from r1 show ?thesis proof (rule summable_ratio_test [rule_format]) fix n :: nat assume n: "N ≤ n" have"norm x ≤ real N * r" using N by (rule order_less_imp_le) alsohave"real N * r ≤ real (Suc n) * r" using r0 n by (simp add: mult_right_mono) finallyhave"norm x * norm (S n) ≤ real (Suc n) * r * norm (S n)" using norm_ge_zero by (rule mult_right_mono) thenhave"norm (x * S n) ≤ real (Suc n) * r * norm (S n)" by (rule order_trans [OF norm_mult_ineq]) thenhave"norm (x * S n) / real (Suc n) ≤ r * norm (S n)" by (simp add: pos_divide_le_eq ac_simps) thenshow"norm (S (Suc n)) ≤ r * norm (S n)" by (simp add: S_Suc inverse_eq_divide) qed qed
lemma summable_norm_exp: "summable (λn. norm (x^n /🪙R fact n))" for x :: "'a::{real_normed_algebra_1,banach}" proof (rule summable_norm_comparison_test [OF exI, rule_format]) show"summable (λn. norm x^n /🪙R fact n)" by (rule summable_exp_generic) show"norm (x^n /🪙R fact n) ≤ norm x^n /🪙R fact n"for n by (simp add: norm_power_ineq) qed
lemma summable_exp: "summable (λn. inverse (fact n) * x^n)" for x :: "'a::{real_normed_field,banach}" using summable_exp_generic [where x=x] by (simp add: scaleR_conv_of_real nonzero_of_real_inverse)
lemma norm_exp: "norm (exp x) ≤ exp (norm x)" proof - from summable_norm[OF summable_norm_exp, of x] have"norm (exp x) ≤ (∑n. inverse (fact n) * norm (x^n))" by (simp add: exp_def) alsohave"…≤ exp (norm x)" using summable_exp_generic[of "norm x"] summable_norm_exp[of x] by (auto simp: exp_def intro!: suminf_le norm_power_ineq) finallyshow ?thesis . qed
lemma isCont_exp: "isCont exp x" for x :: "'a::{real_normed_field,banach}" by (rule DERIV_exp [THEN DERIV_isCont])
lemma isCont_exp' [simp]: "isCont f a ==> isCont (λx. exp (f x)) a" for f :: "_ ==>'a::{real_normed_field,banach}" by (rule isCont_o2 [OF _ isCont_exp])
lemma tendsto_exp [tendsto_intros]: "(f ---> a) F ==> ((λx. exp (f x)) ---> exp a) F" for f:: "_ ==>'a::{real_normed_field,banach}" by (rule isCont_tendsto_compose [OF isCont_exp])
lemma continuous_exp [continuous_intros]: "continuous F f ==> continuous F (λx. exp (f x))" for f :: "_ ==>'a::{real_normed_field,banach}" unfolding continuous_def by (rule tendsto_exp)
lemma continuous_on_exp [continuous_intros]: "continuous_on s f ==> continuous_on s (λx. exp (f x))" for f :: "_ ==>'a::{real_normed_field,banach}" unfolding continuous_on_def by (auto intro: tendsto_exp)
subsubsection ‹Properties of the Exponential Function›
lemma exp_series_add_commuting: fixes x y :: "'a::{real_normed_algebra_1,banach}" defines S_def: "S ≡ λx n. x^n /🪙R fact n" assumes comm: "x * y = y * x" shows"S (x + y) n = (∑i≤n. S x i * S y (n - i))" proof (induct n) case 0 show ?case unfolding S_def by simp next case (Suc n) have S_Suc: "∧x n. S x (Suc n) = (x * S x n) /🪙R real (Suc n)" unfolding S_def by (simp del: mult_Suc) thenhave times_S: "∧x n. x * S x n = real (Suc n) *🪙R S x (Suc n)" by simp have S_comm: "∧n. S x n * y = y * S x n" by (simp add: power_commuting_commutes comm S_def)
have"real (Suc n) *🪙R S (x + y) (Suc n) = (x + y) * (∑i≤n. S x i * S y (n - i))" by (metis Suc.hyps times_S) alsohave"… = x * (∑i≤n. S x i * S y (n - i)) + y * (∑i≤n. S x i * S y (n - i))" by (rule distrib_right) alsohave"… = (∑i≤n. x * S x i * S y (n - i)) + (∑i≤n. S x i * y * S y (n - i))" by (simp add: sum_distrib_left ac_simps S_comm) alsohave"… = (∑i≤n. x * S x i * S y (n - i)) + (∑i≤n. S x i * (y * S y (n - i)))" by (simp add: ac_simps) alsohave"… = (∑i≤n. real (Suc i) *🪙R (S x (Suc i) * S y (n - i))) + (∑i≤n. real (Suc n - i) *🪙R (S x i * S y (Suc n - i)))" by (simp add: times_S Suc_diff_le) alsohave"(∑i≤n. real (Suc i) *🪙R (S x (Suc i) * S y (n - i))) = (∑i≤Suc n. real i *🪙R (S x i * S y (Suc n - i)))" by (subst sum.atMost_Suc_shift) simp alsohave"(∑i≤n. real (Suc n - i) *🪙R (S x i * S y (Suc n - i))) = (∑i≤Suc n. real (Suc n - i) *🪙R (S x i * S y (Suc n - i)))" by simp alsohave"(∑i≤Suc n. real i *🪙R (S x i * S y (Suc n - i))) + (∑i≤Suc n. real (Suc n - i) *🪙R (S x i * S y (Suc n - i))) = (∑i≤Suc n. real (Suc n) *🪙R (S x i * S y (Suc n - i)))" by (simp flip: sum.distrib scaleR_add_left of_nat_add) alsohave"… = real (Suc n) *🪙R (∑i≤Suc n. S x i * S y (Suc n - i))" by (simp only: scaleR_right.sum) finallyshow"S (x + y) (Suc n) = (∑i≤Suc n. S x i * S y (Suc n - i))" by (simp del: sum.cl_ivl_Suc) qed
lemma exp_add_commuting: "x * y = y * x ==> exp (x + y) = exp x * exp y" by (simp only: exp_def Cauchy_product summable_norm_exp exp_series_add_commuting)
lemma exp_times_arg_commute: "exp A * A = A * exp A" by (simp add: exp_def suminf_mult[symmetric] summable_exp_generic power_commutes suminf_mult2)
lemma exp_add: "exp (x + y) = exp x * exp y" for x y :: "'a::{real_normed_field,banach}" by (rule exp_add_commuting) (simp add: ac_simps)
lemma exp_double: "exp(2 * z) = exp z ^ 2" by (simp add: exp_add_commuting mult_2 power2_eq_square)
corollary exp_in_Reals [simp]: "z ∈ℝ==> exp z ∈ℝ" by (metis Reals_cases Reals_of_real exp_of_real)
lemma exp_not_eq_zero [simp]: "exp x ≠ 0" proof have"exp x * exp (- x) = 1" by (simp add: exp_add_commuting[symmetric]) alsoassume"exp x = 0" finallyshow False by simp qed
lemma exp_minus_inverse: "exp x * exp (- x) = 1" by (simp add: exp_add_commuting[symmetric])
lemma exp_minus: "exp (- x) = inverse (exp x)" for x :: "'a::{real_normed_field,banach}" by (intro inverse_unique [symmetric] exp_minus_inverse)
lemma exp_diff: "exp (x - y) = exp x / exp y" for x :: "'a::{real_normed_field,banach}" using exp_add [of x "- y"] by (simp add: exp_minus divide_inverse)
lemma exp_of_nat_mult: "exp (of_nat n * x) = exp x ^ n" for x :: "'a::{real_normed_field,banach}" by (induct n) (auto simp: distrib_left exp_add mult.commute)
corollary exp_of_nat2_mult: "exp (x * of_nat n) = exp x ^ n" for x :: "'a::{real_normed_field,banach}" by (metis exp_of_nat_mult mult_of_nat_commute)
lemma exp_sum: "finite I ==> exp (sum f I) = prod (λx. exp (f x)) I" by (induct I rule: finite_induct) (auto simp: exp_add_commuting mult.commute)
lemma exp_divide_power_eq: fixes x :: "'a::{real_normed_field,banach}" assumes"n > 0" shows"exp (x / of_nat n) ^ n = exp x" using assms proof (induction n arbitrary: x) case (Suc n) show ?case proof (cases "n = 0") case True thenshow ?thesis by simp next case False have [simp]: "1 + (of_nat n * of_nat n + of_nat n * 2) ≠ (0::'a)" using of_nat_eq_iff [of "1 + n * n + n * 2""0"] by simp from False have [simp]: "x * of_nat n / (1 + of_nat n) / of_nat n = x / (1 + of_nat n)" by simp have [simp]: "x / (1 + of_nat n) + x * of_nat n / (1 + of_nat n) = x" using of_nat_neq_0 by (auto simp add: field_split_simps) show ?thesis using Suc.IH [of "x * of_nat n / (1 + of_nat n)"] False by (simp add: exp_add [symmetric]) qed qed simp
lemma exp_power_int: fixes x :: "'a::{real_normed_field,banach}" shows"exp x powi n = exp (of_int n * x)" proof (cases "n ≥ 0") case True have"exp x powi n = exp x ^ nat n" using True by (simp add: power_int_def) thus ?thesis using True by (subst (asm) exp_of_nat_mult [symmetric]) auto next case False have"exp x powi n = inverse (exp x ^ nat (-n))" using False by (simp add: power_int_def field_simps) alsohave"exp x ^ nat (-n) = exp (of_nat (nat (-n)) * x)" using False by (subst exp_of_nat_mult) auto alsohave"inverse … = exp (-(of_nat (nat (-n)) * x))" by (subst exp_minus) (auto simp: field_simps) alsohave"-(of_nat (nat (-n)) * x) = of_int n * x" using False by simp finallyshow ?thesis . qed
subsubsection ‹Properties of the Exponential Function on Reals›
text‹Comparisons of 🍋‹exp x› with zero.›
text‹Proof: because every exponential can be seen as a square.› lemma exp_ge_zero [simp]: "0 ≤ exp x" for x :: real proof - have"0 ≤ exp (x/2) * exp (x/2)" by simp thenshow ?thesis by (simp add: exp_add [symmetric]) qed
lemma exp_gt_zero [simp]: "0 < exp x" for x :: real by (simp add: order_less_le)
lemma not_exp_less_zero [simp]: "¬ exp x < 0" for x :: real by (simp add: not_less)
lemma not_exp_le_zero [simp]: "¬ exp x ≤ 0" for x :: real by (simp add: not_le)
lemma abs_exp_cancel [simp]: "∣exp x∣ = exp x" for x :: real by simp
text‹Strict monotonicity of exponential.›
lemma exp_ge_add_one_self_aux: fixes x :: real assumes"0 ≤ x" shows"1 + x ≤ exp x" using order_le_imp_less_or_eq [OF assms] proof assume"0 < x" have"1 + x ≤ (∑n<2. inverse (fact n) * x^n)" by (auto simp: numeral_2_eq_2) alsohave"…≤ (∑n. inverse (fact n) * x^n)" using‹0 🚫›by (auto simp add: zero_le_mult_iff intro: sum_le_suminf [OF summable_exp]) finallyshow"1 + x ≤ exp x" by (simp add: exp_def) qed auto
lemma exp_gt_one: "0 < x ==> 1 < exp x" for x :: real proof - assume x: "0 < x" thenhave"1 < 1 + x"by simp alsofrom x have"1 + x ≤ exp x" by (simp add: exp_ge_add_one_self_aux) finallyshow ?thesis . qed
lemma exp_less_mono: fixes x y :: real assumes"x < y" shows"exp x < exp y" proof - from‹x 🚫›have"0 < y - x"by simp thenhave"1 < exp (y - x)"by (rule exp_gt_one) thenhave"1 < exp y / exp x"by (simp only: exp_diff) thenshow"exp x < exp y"by simp qed
lemma exp_less_cancel: "exp x < exp y ==> x < y" for x y :: real unfolding linorder_not_le [symmetric] by (auto simp: order_le_less exp_less_mono)
lemma exp_less_cancel_iff [iff]: "exp x < exp y ⟷ x < y" for x y :: real by (auto intro: exp_less_mono exp_less_cancel)
lemma exp_le_cancel_iff [iff]: "exp x ≤ exp y ⟷ x ≤ y" for x y :: real by (auto simp: linorder_not_less [symmetric])
lemma exp_mono: fixes x y :: real assumes"x ≤ y" shows"exp x ≤ exp y" using assms exp_le_cancel_iff by fastforce
lemma exp_minus': "exp (-x) = 1 / (exp x)" for x :: "'a::{real_normed_field,banach}" by (simp add: exp_minus inverse_eq_divide)
lemma exp_inj_iff [iff]: "exp x = exp y ⟷ x = y" for x y :: real by (simp add: order_eq_iff)
text‹Comparisons of 🍋‹exp x› with one.›
lemma one_less_exp_iff [simp]: "1 < exp x ⟷ 0 < x" for x :: real using exp_less_cancel_iff [where x = 0 and y = x] by simp
lemma exp_less_one_iff [simp]: "exp x < 1 ⟷ x < 0" for x :: real using exp_less_cancel_iff [where x = x and y = 0] by simp
lemma one_le_exp_iff [simp]: "1 ≤ exp x ⟷ 0 ≤ x" for x :: real using exp_le_cancel_iff [where x = 0 and y = x] by simp
lemma exp_le_one_iff [simp]: "exp x ≤ 1 ⟷ x ≤ 0" for x :: real using exp_le_cancel_iff [where x = x and y = 0] by simp
lemma exp_eq_one_iff [simp]: "exp x = 1 ⟷ x = 0" for x :: real using exp_inj_iff [where x = x and y = 0] by simp
lemma lemma_exp_total: "1 ≤ y ==>∃x. 0 ≤ x ∧ x ≤ y - 1 ∧ exp x = y" for y :: real proof (rule IVT) assume"1 ≤ y" thenhave"0 ≤ y - 1"by simp thenhave"1 + (y - 1) ≤ exp (y - 1)" by (rule exp_ge_add_one_self_aux) thenshow"y ≤ exp (y - 1)"by simp qed (simp_all add: le_diff_eq)
lemma exp_total: "0 < y ==>∃x. exp x = y" for y :: real proof (rule linorder_le_cases [of 1 y]) assume"1 ≤ y" thenshow"∃x. exp x = y" by (fast dest: lemma_exp_total) next assume"0 < y"and"y ≤ 1" thenhave"1 ≤ inverse y" by (simp add: one_le_inverse_iff) thenobtain x where"exp x = inverse y" by (fast dest: lemma_exp_total) thenhave"exp (- x) = y" by (simp add: exp_minus) thenshow"∃x. exp x = y" .. qed
lemma ln_mult: "ln (x * y) = (if x≠0 ∧ y≠0 then ln x + ln y else 0)" for x :: real by (simp add: ln_real_def abs_mult raw_ln_mult)
lemma ln_mult_pos: "x>0 ==> y>0 ==> ln (x * y) = ln x + ln y" for x :: real by (simp add: ln_mult)
lemma ln_prod: "finite I ==> (∧i. i ∈ I ==> f i ≠ 0) ==> ln (prod f I) = sum (λx. ln(f x)) I" for f :: "'a ==> real" by (induct I rule: finite_induct) (auto simp: ln_mult prod_pos)
lemma ln_inverse: "ln (inverse x) = - ln x" for x :: real by (smt (verit) inverse_nonzero_iff_nonzero ln_mult ln_one ln_real_def right_inverse)
lemma ln_div: "ln (x/y) = (if x≠0 ∧ y≠0 then ln x - ln y else 0)" for x :: real by (simp add: divide_inverse ln_inverse ln_mult)
lemma ln_divide_pos: "x>0 ==> y>0 ==> ln (x/y) = ln x - ln y" for x :: real by (simp add: divide_inverse ln_inverse ln_mult)
lemma ln_realpow: "ln (x^n) = real n * ln x" proof (cases "x=0") case True thenshow ?thesis by (auto simp: power_0_left) next case False thenshow ?thesis by (induction n) (auto simp: ln_mult distrib_right) qed
lemma ln_less_cancel_iff [simp]: "0 < x ==> 0 < y ==> ln x < ln y ⟷ x < y" for x :: real by (subst exp_less_cancel_iff [symmetric]) simp
lemma ln_le_cancel_iff [simp]: "0 < x ==> 0 < y ==> ln x ≤ ln y ⟷ x ≤ y" for x :: real by (simp add: linorder_not_less [symmetric])
lemma ln_mono: "∧x::real. [x ≤ y; 0 < x]==> ln x ≤ ln y" by simp
lemma ln_strict_mono: "∧x::real. [x < y; 0 < x]==> ln x < ln y" by simp
lemma ln_inj_iff [simp]: "0 < x ==> 0 < y ==> ln x = ln y ⟷ x = y" for x :: real by (simp add: order_eq_iff)
lemma ln_add_one_self_le_self: "0 ≤ x ==> ln (1 + x) ≤ x" for x :: real by (rule exp_le_cancel_iff [THEN iffD1]) (simp add: exp_ge_add_one_self_aux)
lemma ln_less_self [simp]: "0 < x ==> ln x < x" for x :: real by (rule order_less_le_trans [where y = "ln (1 + x)"]) (simp_all add: ln_add_one_self_le_self)
lemma ln_ge_iff: "∧x::real. 0 < x ==> y ≤ ln x ⟷ exp y ≤ x" using exp_le_cancel_iff exp_total by force
lemma ln_ge_zero [simp]: "1 ≤ x ==> 0 ≤ ln x" for x :: real using ln_le_cancel_iff [of 1 x] by simp
lemma ln_ge_zero_imp_ge_one: "0 ≤ ln x ==> 0 < x ==> 1 ≤ x" for x :: real using ln_le_cancel_iff [of 1 x] by simp
lemma ln_ge_zero_iff [simp]: "0 < x ==> 0 ≤ ln x ⟷ 1 ≤ x" for x :: real using ln_le_cancel_iff [of 1 x] by simp
lemma ln_less_zero_iff [simp]: "0 < x ==> ln x < 0 ⟷ x < 1" for x :: real using ln_less_cancel_iff [of x 1] by simp
lemma ln_le_zero_iff [simp]: "0 < x ==> ln x ≤ 0 ⟷ x ≤ 1" for x :: real by (metis less_numeral_extra(1) ln_le_cancel_iff ln_one)
lemma ln_gt_zero: "1 < x ==> 0 < ln x" for x :: real using ln_less_cancel_iff [of 1 x] by simp
lemma ln_gt_zero_imp_gt_one: "0 < ln x ==> 0 < x ==> 1 < x" for x :: real using ln_less_cancel_iff [of 1 x] by simp
lemma ln_gt_zero_iff [simp]: "0 < x ==> 0 < ln x ⟷ 1 < x" for x :: real using ln_less_cancel_iff [of 1 x] by simp
lemma ln_eq_zero_iff [simp]: "0 < x ==> ln x = 0 ⟷ x = 1" for x :: real using ln_inj_iff [of x 1] by simp
lemma ln_less_zero: "0 < x ==> x < 1 ==> ln x < 0" for x :: real by simp
lemma powr_eq_one_iff [simp]: "a powr x = 1 ⟷ x = 0"if"a > 1"for a x :: real using that by (auto simp: powr_def split: if_splits)
text‹A consequence of our "totalising" of ln› lemma uminus_powr_eq: "(-a) powr x = a powr x"for x::real by (simp add: powr_def ln_minus)
lemma isCont_ln_pos: fixes x :: real assumes"x > 0" shows"isCont ln x" by (metis assms exp_ln isCont_exp isCont_inverse_function ln_exp)
lemma isCont_ln: fixes x :: real assumes"x ≠ 0" shows"isCont ln x" proof (cases "0 < x") case False thenhave"isCont (ln o uminus) x" using isCont_minus [OF continuous_ident] assms continuous_at_compose isCont_ln_pos by force thenshow ?thesis by (simp add: comp_def ln_minus) qed (simp add: isCont_ln_pos)
lemma tendsto_ln [tendsto_intros]: "(f ---> a) F ==> a ≠ 0 ==> ((λx. ln (f x)) --->ln a) F" for a :: real by (rule isCont_tendsto_compose [OF isCont_ln])
lemma continuous_ln: "continuous F f ==> f (Lim F (λx. x)) ≠ 0 ==> continuous F (λx. ln (f x :: real))" unfolding continuous_def by (rule tendsto_ln)
lemma isCont_ln' [continuous_intros]: "continuous (at x) f ==> f x ≠ 0 ==> continuous (at x) (λx. ln (f x :: real))" unfolding continuous_at by (rule tendsto_ln)
lemma continuous_within_ln [continuous_intros]: "continuous (at x within s) f ==> f x ≠ 0 ==> continuous (at x within s) (λx. ln (f x :: real))" unfolding continuous_within by (rule tendsto_ln)
lemma continuous_on_ln [continuous_intros]: "continuous_on s f ==> (∀x∈s. f x ≠ 0) ==> continuous_on s (λx. ln (f x :: real))" unfolding continuous_on_def by (auto intro: tendsto_ln)
lemma DERIV_ln: "0 < x ==> DERIV ln x :> inverse x" for x :: real by (rule DERIV_inverse_function [where f=exp and a=0 and b="x+1"])
(auto intro: DERIV_cong [OF DERIV_exp exp_ln] isCont_ln)
lemma DERIV_ln_divide: "0 < x ==> DERIV ln x :> 1/x" for x :: real by (rule DERIV_ln[THEN DERIV_cong]) (simp_all add: divide_inverse)
declare DERIV_ln_divide[THEN DERIV_chain2, derivative_intros] and DERIV_ln_divide[THEN DERIV_chain2, unfolded has_field_derivative_def, derivative_intros]
lemma ln_series: assumes"0 < x"and"x < 2" shows"ln x = (∑ n. (-1)^n * (1 / real (n + 1)) * (x - 1)^(Suc n))"
(is"ln x = suminf (?f (x - 1))") proof - let ?f' = "λx n. (-1)^n * (x - 1)^n"
have"ln x - suminf (?f (x - 1)) = ln 1 - suminf (?f (1 - 1))" proof (rule DERIV_isconst3 [where x = x]) fix x :: real assume"x ∈ {0 <..< 2}" thenhave"0 < x"and"x < 2"by auto have"norm (1 - x) < 1" using‹0 🚫›and‹x 🚫›by auto have"1/x = 1 / (1 - (1 - x))"by auto alsohave"… = (∑ n. (1 - x)^n)" using geometric_sums[OF ‹norm (1 - x) 🚫›] by (rule sums_unique) alsohave"… = suminf (?f' x)" unfolding power_mult_distrib[symmetric] by (rule arg_cong[where f=suminf], rule arg_cong[where f="(^)"], auto) finallyhave"DERIV ln x :> suminf (?f' x)" using DERIV_ln[OF ‹0 🚫›] unfolding divide_inverse by auto moreover have repos: "∧ h x :: real. h - 1 + x = h + x - 1"by auto have"DERIV (λx. suminf (?f x)) (x - 1) :> (∑n. (-1)^n * (1 / real (n + 1)) * real (Suc n) * (x - 1) ^ n)" proof (rule DERIV_power_series') show"x - 1 ∈ {- 1<..<1}"and"(0 :: real) < 1" using‹0 🚫›‹x 🚫›by auto next fix x :: real assume"x ∈ {- 1<..<1}" thenshow"summable (λn. (- 1) ^ n * (1 / real (n + 1)) * real (Suc n) * x^n)" by (simp add: abs_if flip: power_mult_distrib) qed thenhave"DERIV (λx. suminf (?f x)) (x - 1) :> suminf (?f' x)" unfolding One_nat_def by auto thenhave"DERIV (λx. suminf (?f (x - 1))) x :> suminf (?f' x)" unfolding DERIV_def repos . ultimatelyhave"DERIV (λx. ln x - suminf (?f (x - 1))) x :> suminf (?f' x) - suminf (?f' x)" by (rule DERIV_diff) thenshow"DERIV (λx. ln x - suminf (?f (x - 1))) x :> 0"by auto qed (auto simp: assms) thenshow ?thesis by auto qed
lemma exp_first_terms: fixes x :: "'a::{real_normed_algebra_1,banach}" shows"exp x = (∑n🪙R (x ^ n)) + (∑n. inverse(fact (n + k)) *🪙R (x ^ (n + k)))" proof - have"exp x = suminf (λn. inverse(fact n) *🪙R (x^n))" by (simp add: exp_def) alsofrom summable_exp_generic have"… = (∑ n. inverse(fact(n+k)) *🪙R (x ^ (n + k))) + (∑ n::nat🪙R (x^n))" (is"_ = _ + ?a") by (rule suminf_split_initial_segment) finallyshow ?thesis by simp qed
lemma exp_first_term: "exp x = 1 + (∑n. inverse (fact (Suc n)) *🪙R (x ^ Suc n))" for x :: "'a::{real_normed_algebra_1,banach}" using exp_first_terms[of x 1] by simp
lemma exp_first_two_terms: "exp x = 1 + x + (∑n. inverse (fact (n + 2)) *🪙R (x ^ (n + 2)))" for x :: "'a::{real_normed_algebra_1,banach}" using exp_first_terms[of x 2] by (simp add: eval_nat_numeral)
lemma exp_bound: fixes x :: real assumes a: "0 ≤ x" and b: "x ≤ 1" shows"exp x ≤ 1 + x + x🪙2" proof - have"suminf (λn. inverse(fact (n+2)) * (x ^ (n + 2))) ≤ x🪙2" proof - have"(λn. x🪙2 / 2 * (1/2) ^ n) sums (x🪙2 / 2 * (1 / (1 - 1/2)))" by (intro sums_mult geometric_sums) simp thenhave sumsx: "(λn. x🪙2 / 2 * (1/2) ^ n) sums x🪙2" by simp have"suminf (λn. inverse(fact (n+2)) * (x ^ (n + 2))) ≤ suminf (λn. (x🪙2/2) * ((1/2)^n))" proof (intro suminf_le allI) show"inverse (fact (n + 2)) * x ^ (n + 2) ≤ (x🪙2/2) * ((1/2)^n)"for n :: nat proof - have"(2::nat) * 2 ^ n ≤ fact (n + 2)" by (induct n) simp_all thenhave"real ((2::nat) * 2 ^ n) ≤ real_of_nat (fact (n + 2))" by (simp only: of_nat_le_iff) thenhave"((2::real) * 2 ^ n) ≤ fact (n + 2)" unfolding of_nat_fact by simp thenhave"inverse (fact (n + 2)) ≤ inverse ((2::real) * 2 ^ n)" by (rule le_imp_inverse_le) simp thenhave"inverse (fact (n + 2)) ≤ 1/(2::real) * (1/2)^n" by (simp add: power_inverse [symmetric]) thenhave"inverse (fact (n + 2)) * (x^n * x🪙2) ≤ 1/2 * (1/2)^n * (1 * x🪙2)" by (rule mult_mono) (rule mult_mono, simp_all add: power_le_one a b) thenshow ?thesis unfolding power_add by (simp add: ac_simps del: fact_Suc) qed show"summable (λn. inverse (fact (n + 2)) * x ^ (n + 2))" by (rule summable_exp [THEN summable_ignore_initial_segment]) show"summable (λn. x🪙2 / 2 * (1/2) ^ n)" by (rule sums_summable [OF sumsx]) qed alsohave"… = x🪙2" by (rule sums_unique [THEN sym]) (rule sumsx) finallyshow ?thesis . qed thenshow ?thesis unfolding exp_first_two_terms by auto qed
corollary exp_half_le2: "exp(1/2) ≤ (2::real)" using exp_bound [of "1/2"] by (simp add: field_simps)
corollary exp_le: "exp 1 ≤ (3::real)" using exp_bound [of 1] by (simp add: field_simps)
lemma exp_bound_half: "norm z ≤ 1/2 ==> norm (exp z) ≤ 2" by (blast intro: order_trans intro!: exp_half_le2 norm_exp)
lemma exp_bound_lemma: assumes"norm z ≤ 1/2" shows"norm (exp z) ≤ 1 + 2 * norm z" proof - have *: "(norm z)🪙2 ≤ norm z * 1" unfolding power2_eq_square by (rule mult_left_mono) (use assms in auto) have"norm (exp z) ≤ exp (norm z)" by (rule norm_exp) alsohave"…≤ 1 + (norm z) + (norm z)🪙2" using assms exp_bound by auto alsohave"…≤ 1 + 2 * norm z" using * by auto finallyshow ?thesis . qed
lemma real_exp_bound_lemma: "0 ≤ x ==> x ≤ 1/2 ==> exp x ≤ 1 + 2 * x" for x :: real using exp_bound_lemma [of x] by simp
lemma ln_one_minus_pos_upper_bound: fixes x :: real assumes a: "0 ≤ x"and b: "x < 1" shows"ln (1 - x) ≤ - x" proof - have"(1 - x) * (1 + x + x🪙2) = 1 - x^3" by (simp add: algebra_simps power2_eq_square power3_eq_cube) alsohave"…≤ 1" by (auto simp: a) finallyhave"(1 - x) * (1 + x + x🪙2) ≤ 1" . moreoverhave c: "0 < 1 + x + x🪙2" by (simp add: add_pos_nonneg a) ultimatelyhave"1 - x ≤ 1 / (1 + x + x🪙2)" by (elim mult_imp_le_div_pos) alsohave"…≤ 1 / exp x" by (metis a abs_one b exp_bound exp_gt_zero frac_le less_eq_real_def real_sqrt_abs
real_sqrt_pow2_iff real_sqrt_power) alsohave"… = exp (- x)" by (auto simp: exp_minus divide_inverse) finallyhave"1 - x ≤ exp (- x)" . alsohave"1 - x = exp (ln (1 - x))" by (metis b diff_0 exp_ln_iff less_iff_diff_less_0 minus_diff_eq) finallyhave"exp (ln (1 - x)) ≤ exp (- x)" . thenshow ?thesis by (auto simp only: exp_le_cancel_iff) qed
lemma exp_ge_add_one_self [simp]: "1 + x ≤ exp x" for x :: real proof (cases "0 ≤ x ∨ x ≤ -1") case True thenshow ?thesis by (meson exp_ge_add_one_self_aux exp_ge_zero order.trans real_add_le_0_iff) next case False thenhave ln1: "ln (1 + x) ≤ x" using ln_one_minus_pos_upper_bound [of "-x"] by simp have"1 + x = exp (ln (1 + x))" using False by auto alsohave"…≤ exp x" by (simp add: ln1) finallyshow ?thesis . qed
lemma exp_gt_self: "x < exp (x::real)" using exp_gt_zero ln_less_self by fastforce
lemma ln_one_plus_pos_lower_bound: fixes x :: real assumes a: "0 ≤ x"and b: "x ≤ 1" shows"x - x🪙2 ≤ ln (1 + x)" proof - have"exp (x - x🪙2) = exp x / exp (x🪙2)" by (rule exp_diff) alsohave"…≤ (1 + x + x🪙2) / exp (x 🪙2)" by (metis a b divide_right_mono exp_bound exp_ge_zero) alsohave"…≤ (1 + x + x🪙2) / (1 + x🪙2)" by (simp add: a divide_left_mono add_pos_nonneg) alsofrom a have"…≤ 1 + x" by (simp add: field_simps add_strict_increasing zero_le_mult_iff) finallyhave"exp (x - x🪙2) ≤ 1 + x" . alsohave"… = exp (ln (1 + x))" proof - from a have"0 < 1 + x"by auto thenshow ?thesis by (auto simp only: exp_ln_iff [THEN sym]) qed finallyhave"exp (x - x🪙2) ≤ exp (ln (1 + x))" . thenshow ?thesis by (metis exp_le_cancel_iff) qed
lemma ln_one_minus_pos_lower_bound: fixes x :: real assumes a: "0 ≤ x"and b: "x ≤ 1/2" shows"- x - 2 * x🪙2 ≤ ln (1 - x)" proof - from b have c: "x < 1"by auto thenhave"ln (1 - x) = - ln (1 + x / (1 - x))" by (auto simp: ln_inverse [symmetric] field_simps intro: arg_cong [where f=ln]) alsohave"- (x / (1 - x)) ≤…" proof - have"ln (1 + x / (1 - x)) ≤ x / (1 - x)" using a c by (intro ln_add_one_self_le_self) auto thenshow ?thesis by auto qed alsohave"- (x / (1 - x)) = - x / (1 - x)" by auto finallyhave d: "- x / (1 - x) ≤ ln (1 - x)" . have"0 < 1 - x"using a b by simp thenhave e: "- x - 2 * x🪙2 ≤ - x / (1 - x)" using mult_right_le_one_le[of "x * x""2 * x"] a b by (simp add: field_simps power2_eq_square) from e d show"- x - 2 * x🪙2 ≤ ln (1 - x)" by (rule order_trans) qed
lemma ln_add_one_self_le_self2: fixes x :: real shows"-1 < x ==> ln (1 + x) ≤ x" by (metis diff_gt_0_iff_gt diff_minus_eq_add exp_ge_add_one_self exp_le_cancel_iff exp_ln minus_less_iff)
lemma abs_ln_one_plus_x_minus_x_bound_nonneg: fixes x :: real assumes x: "0 ≤ x"and x1: "x ≤ 1" shows"∣ln (1 + x) - x∣≤ x🪙2" proof - from x have"ln (1 + x) ≤ x" by (rule ln_add_one_self_le_self) thenhave"ln (1 + x) - x ≤ 0" by simp thenhave"∣ln(1 + x) - x∣ = - (ln(1 + x) - x)" by (rule abs_of_nonpos) alsohave"… = x - ln (1 + x)" by simp alsohave"…≤ x🪙2" proof - from x x1 have"x - x🪙2 ≤ ln (1 + x)" by (intro ln_one_plus_pos_lower_bound) thenshow ?thesis by simp qed finallyshow ?thesis . qed
lemma abs_ln_one_plus_x_minus_x_bound_nonpos: fixes x :: real assumes a: "-(1/2) ≤ x"and b: "x ≤ 0" shows"∣ln (1 + x) - x∣≤ 2 * x🪙2" proof - have *: "- (-x) - 2 * (-x)🪙2 ≤ ln (1 - (- x))" by (metis a b diff_zero ln_one_minus_pos_lower_bound minus_diff_eq neg_le_iff_le) have"∣ln (1 + x) - x∣ = x - ln (1 - (- x))" using a ln_add_one_self_le_self2 [of x] by (simp add: abs_if) alsohave"…≤ 2 * x🪙2" using * by (simp add: algebra_simps) finallyshow ?thesis . qed
lemma abs_ln_one_plus_x_minus_x_bound: fixes x :: real assumes"∣x∣≤ 1/2" shows"∣ln (1 + x) - x∣≤ 2 * x🪙2" proof (cases "0 ≤ x") case True thenshow ?thesis using abs_ln_one_plus_x_minus_x_bound_nonneg assms by fastforce next case False thenshow ?thesis using abs_ln_one_plus_x_minus_x_bound_nonpos assms by auto qed
lemma ln_x_over_x_mono: fixes x :: real assumes x: "exp 1 ≤ x""x ≤ y" shows"ln y / y ≤ ln x / x" proof - note x moreoverhave"0 < exp (1::real)"by simp ultimatelyhave a: "0 < x"and b: "0 < y" by (fast intro: less_le_trans order_trans)+ have"x * ln y - x * ln x = x * (ln y - ln x)" by (simp add: algebra_simps) alsohave"… = x * ln (y / x)" using a b ln_div by force alsohave"y / x = (x + (y - x)) / x" by simp alsohave"… = 1 + (y - x) / x" using x a by (simp add: field_simps) alsohave"x * ln (1 + (y - x) / x) ≤ x * ((y - x) / x)" using x a by (intro mult_left_mono ln_add_one_self_le_self) simp_all alsohave"… = y - x" using a by simp alsohave"… = (y - x) * ln (exp 1)"by simp alsohave"…≤ (y - x) * ln x" using a x exp_total of_nat_1 x(1) by (fastforce intro: mult_left_mono) alsohave"… = y * ln x - x * ln x" by (rule left_diff_distrib) finallyhave"x * ln y ≤ y * ln x" by arith thenhave"ln y ≤ (y * ln x) / x" using a by (simp add: field_simps) alsohave"… = y * (ln x / x)"by simp finallyshow ?thesis using b by (simp add: field_simps) qed
lemma ln_le_minus_one: "0 < x ==> ln x ≤ x - 1" for x :: real using exp_ge_add_one_self[of "ln x"] by simp
corollary ln_diff_le: "0 < x ==> 0 < y ==> ln x - ln y ≤ (x - y) / y" for x :: real by (metis diff_divide_distrib divide_pos_pos divide_self ln_divide_pos ln_le_minus_one order_less_irrefl)
lemma ln_add1_ge: fixes t::real shows"t≥0 ==> ln (t+1) ≥ t / (1+t)" using ln_diff_le [of 1 "t+1"] by (simp add: add.commute)
lemma ln_eq_minus_one: fixes x :: real assumes"0 < x""ln x = x - 1" shows"x = 1" proof - let ?l = "λy. ln y - y + 1" have D: "∧x::real. 0 < x ==> DERIV ?l x :> (1/x - 1)" by (auto intro!: derivative_eq_intros) show ?thesis proof (cases rule: linorder_cases) assume"x < 1" from dense[OF ‹x 🚫›] obtain a where"x < a""a < 1"by blast from‹x 🚫›have"?l x < ?l a" proof (rule DERIV_pos_imp_increasing) fix y assume"x ≤ y""y ≤ a" with‹0 🚫›‹a 🚫›have"0 < 1 / y - 1""0 < y" by (auto simp: field_simps) with D show"∃z. DERIV ?l y :> z ∧ 0 < z"by blast qed alsohave"…≤ 0" using ln_le_minus_one ‹0 🚫›‹x 🚫›by (auto simp: field_simps) finallyshow"x = 1"using assms by auto next assume"1 < x" from dense[OF this] obtain a where"1 < a""a < x"by blast from‹a 🚫›have"?l x < ?l a" proof (rule DERIV_neg_imp_decreasing) fix y assume"a ≤ y""y ≤ x" with‹1 🚫›have"1 / y - 1 < 0""0 < y" by (auto simp: field_simps) with D show"∃z. DERIV ?l y :> z ∧ z < 0" by blast qed alsohave"…≤ 0" using ln_le_minus_one ‹1 🚫›by (auto simp: field_simps) finallyshow"x = 1"using assms by auto next assume"x = 1" thenshow ?thesis by simp qed qed
corollary ln_diff_less: "0 < x ==> 0 < y ==> x ≠ y ==> ln x - ln y < (x - y) / y"for x :: real using ln_eq_minus_one[of "x/y"] ln_diff_le[of x y] by (fastforce simp: diff_divide_distrib ln_divide_pos)
lemma exp_ge_one_plus_x_over_n_power_n: assumes"x ≥ - real n""n > 0" shows"(1 + x / of_nat n) ^ n ≤ exp x" proof (cases "x = - of_nat n") case False from assms False have"(1 + x / of_nat n) ^ n = exp (of_nat n * ln (1 + x / of_nat n))" by (subst exp_of_nat_mult, subst exp_ln) (simp_all add: field_simps) alsofrom assms False have"ln (1 + x / real n) ≤ x / real n" by (intro ln_add_one_self_le_self2) (simp_all add: field_simps) with assms have"exp (of_nat n * ln (1 + x / of_nat n)) ≤ exp x" by (simp add: field_simps) finallyshow ?thesis . next case True thenshow ?thesis by (simp add: zero_power) qed
lemma exp_ge_one_minus_x_over_n_power_n: assumes"x ≤ real n""n > 0" shows"(1 - x / of_nat n) ^ n ≤ exp (-x)" using exp_ge_one_plus_x_over_n_power_n[of n "-x"] assms by simp
lemma exp_at_bot: "(exp ---> (0::real)) at_bot" unfolding tendsto_Zfun_iff proof (rule ZfunI, simp add: eventually_at_bot_dense) fix r :: real assume"0 < r" have"exp x < r"if"x < ln r"for x by (metis ‹0 🚫› exp_less_mono exp_ln that) thenshow"∃k. ∀nby auto qed
lemma exp_at_top: "LIM x at_top. exp x :: real :> at_top" by (rule filterlim_at_top_at_top[where Q="λx. True"and P="λx. 0 < x"and g=ln])
(auto intro: eventually_gt_at_top)
lemma lim_exp_minus_1: "((λz::'a. (exp(z) - 1) / z) ---> 1) (at 0)" for x :: "'a::{real_normed_field,banach}" proof - have"((λz::'a. exp(z) - 1) has_field_derivative 1) (at 0)" by (intro derivative_eq_intros | simp)+ thenshow ?thesis by (simp add: Deriv.has_field_derivative_iff) qed
lemma tendsto_power_div_exp_0: "((λx. x ^ k / exp x) ---> (0::real)) at_top" proof (induct k) case 0 show"((λx. x ^ 0 / exp x) ---> (0::real)) at_top" by (simp add: inverse_eq_divide[symmetric])
(metis filterlim_compose[OF tendsto_inverse_0] exp_at_top filterlim_mono
at_top_le_at_infinity order_refl) next case (Suc k) show ?case proof (rule lhospital_at_top_at_top) show"eventually (λx. DERIV (λx. x ^ Suc k) x :> (real (Suc k) * x^k)) at_top" by eventually_elim (intro derivative_eq_intros, auto) show"eventually (λx. DERIV exp x :> exp x) at_top" by eventually_elim auto show"eventually (λx. exp x ≠ 0) at_top" by auto from tendsto_mult[OF tendsto_const Suc, of "real (Suc k)"] show"((λx. real (Suc k) * x ^ k / exp x) ---> 0) at_top" by simp qed (rule exp_at_top) qed
subsubsection‹ A couple of simple bounds›
lemma exp_plus_inverse_exp: fixes x::real shows"2 ≤ exp x + inverse (exp x)" proof - have"2 ≤ exp x + exp (-x)" using exp_ge_add_one_self [of x] exp_ge_add_one_self [of "-x"] by linarith thenshow ?thesis by (simp add: exp_minus) qed
lemma real_le_x_sinh: fixes x::real assumes"0 ≤ x" shows"x ≤ (exp x - inverse(exp x)) / 2" proof - have *: "exp a - inverse(exp a) - 2*a ≤ exp b - inverse(exp b) - 2*b"if"a ≤ b"for a b::real using exp_plus_inverse_exp by (fastforce intro: derivative_eq_intros DERIV_nonneg_imp_nondecreasing [OF that]) show ?thesis using*[OF assms] by simp qed
lemma real_le_abs_sinh: fixes x::real shows"abs x ≤ abs((exp x - inverse(exp x)) / 2)" proof (cases "0 ≤ x") case True show ?thesis using real_le_x_sinh [OF True] True by (simp add: abs_if) next case False have"-x ≤ (exp(-x) - inverse(exp(-x))) / 2" by (meson False linear neg_le_0_iff_le real_le_x_sinh) alsohave"…≤∣(exp x - inverse (exp x)) / 2∣" by (metis (no_types, opaque_lifting) abs_divide abs_le_iff abs_minus_cancel
add.inverse_inverse exp_minus minus_diff_eq order_refl) finallyshow ?thesis using False by linarith qed
subsection‹The general logarithm›
definition log :: "real ==> real ==> real" 🍋‹logarithm of 🍋‹x› to base 🍋‹a›\<close> where"log a x = ln x / ln a"
lemma log_exp [simp]: "log b (exp x) = x / ln b" by (simp add: log_def)
lemma tendsto_log [tendsto_intros]: "(f ---> a) F ==> (g ---> b) F ==> 0 < a ==> a ≠ 1 ==> b≠0 ==> ((λx. log (f x) (g x)) ---> log a b) F" unfolding log_def by (intro tendsto_intros) auto
lemma continuous_log: assumes"continuous F f" and"continuous F g" and"f (Lim F (λx. x)) > 0" and"f (Lim F (λx. x)) ≠ 1" and"g (Lim F (λx. x)) ≠ 0" shows"continuous F (λx. log (f x) (g x))" using assms by (simp add: continuous_def tendsto_log)
lemma continuous_at_within_log[continuous_intros]: assumes"continuous (at a within s) f" and"continuous (at a within s) g" and"0 < f a" and"f a ≠ 1" and"g a ≠ 0" shows"continuous (at a within s) (λx. log (f x) (g x))" using assms unfolding continuous_within by (rule tendsto_log)
lemma continuous_on_log[continuous_intros]: assumes"continuous_on S f""continuous_on S g" and"∀x∈S. 0 < f x""∀x∈S. f x ≠ 1""∀x∈S. g x ≠ 0" shows"continuous_on S (λx. log (f x) (g x))" using assms unfolding continuous_on_def by (fast intro: tendsto_log)
lemma exp_powr_real: fixes x::real shows"exp x powr y = exp (x*y)" by (simp add: powr_def)
lemma powr_one_eq_one [simp]: "1 powr a = 1" by (simp add: powr_def)
lemma powr_zero_eq_one [simp]: "x powr 0 = (if x = 0 then 0 else 1)" by (simp add: powr_def)
lemma powr_eq_one_iff_gen[simp]: "a powr x = 1 ⟷ x = 0"if"a > 0""a ≠ 1"for a x :: real using that by (simp add: powr_def)
lemma powr_one_gt_zero_iff [simp]: "x powr 1 = x ⟷ 0 ≤ x" for x :: real by (auto simp: powr_def) declare powr_one_gt_zero_iff [THEN iffD2, simp]
lemma powr_diff: fixes w:: "'a::{ln,real_normed_field}" shows"w powr (z1 - z2) = w powr z1 / w powr z2" by (simp add: powr_def algebra_simps exp_diff)
lemma powr_mult: "(x * y) powr a = (x powr a) * (y powr a)" for a x y :: real by (simp add: powr_def exp_add [symmetric] ln_mult distrib_left)
lemma prod_powr_distrib: fixes x :: "'a ==> real" shows"(prod x I) powr r = (∏i∈I. x i powr r)" by (induction I rule: infinite_finite_induct) (auto simp add: powr_mult prod_nonneg)
lemma powr_ge_zero [simp]: "0 ≤ x powr y" for x y :: real by (simp add: powr_def)
lemma powr_non_neg[simp]: "¬ a powr x < 0"for a x::real using powr_ge_zero[of a x] by arith
lemma inverse_powr: "∧y::real. inverse y powr a = inverse (y powr a)" by (simp add: exp_minus ln_inverse powr_def)
lemma powr_divide: "(x / y) powr a = (x powr a) / (y powr a)" for a b x :: real by (simp add: divide_inverse powr_mult inverse_powr)
lemma powr_add: "x powr (a + b) = (x powr a) * (x powr b)" for a b x :: "'a::{ln,real_normed_field}" by (simp add: powr_def exp_add [symmetric] distrib_right)
lemma powr_mult_base: "0 ≤ x ==>x * x powr y = x powr (1 + y)" for x :: real by (auto simp: powr_add)
lemma powr_mult_base': "abs x * x powr y = x powr (1 + y)" for x :: real by (smt (verit) powr_mult_base uminus_powr_eq)
lemma powr_powr: "(x powr a) powr b = x powr (a * b)" for a b x :: real by (simp add: powr_def)
lemma powr_power: fixes z:: "'a::{real_normed_field,ln}" shows"z ≠ 0 ==> (z powr u) ^ n = z powr (of_nat n * u)" by (induction n) (auto simp: algebra_simps powr_add)
lemma powr_powr_swap: "(x powr a) powr b = (x powr b) powr a" for a b x :: real by (simp add: powr_powr mult.commute)
lemma powr_minus: "x powr (- a) = inverse (x powr a)" for a x :: "'a::{ln,real_normed_field}" by (simp add: powr_def exp_minus [symmetric])
lemma powr_minus_divide: "x powr (- a) = 1/(x powr a)" for a x :: "'a::{ln,real_normed_field}" by (simp add: divide_inverse powr_minus)
lemma powr_sum: assumes"x ≠ 0" shows"x powr sum f A = (∏y∈A. x powr f y)" proof (cases "finite A") case True with assms show ?thesis by (simp add: powr_def exp_sum sum_distrib_right) next case False with assms show ?thesis by auto qed
lemma divide_powr_uminus: "a / b powr c = a * b powr (- c)" for a b c :: real by (simp add: powr_minus_divide)
lemma powr_less_mono: "a < b ==> 1 < x ==> x powr a < x powr b" for a b x :: real by (simp add: powr_def)
lemma powr_less_cancel: "x powr a < x powr b ==> 1 < x ==> a < b" for a b x :: real by (simp add: powr_def)
lemma powr_less_cancel_iff [simp]: "1 < x ==> x powr a < x powr b ⟷ a < b" for a b x :: real by (blast intro: powr_less_cancel powr_less_mono)
lemma powr_le_cancel_iff [simp]: "1 < x ==> x powr a ≤ x powr b ⟷ a ≤ b" for a b x :: real by (simp add: linorder_not_less [symmetric])
lemma powr_realpow: "0 < x ==> x powr (real n) = x^n" by (induction n) (simp_all add: ac_simps powr_add)
lemma powr_realpow': "(z :: real) ≥ 0 ==> n ≠ 0 ==> z powr of_nat n = z ^ n" by (cases "z = 0") (auto simp: powr_realpow)
lemma powr_real_of_int': assumes"x ≥ 0""x ≠ 0 ∨ n > 0" shows"x powr real_of_int n = power_int x n" by (metis assms exp_ln_iff exp_power_int nless_le power_int_eq_0_iff powr_def)
lemma exp_minus_ge: fixes x::real shows"1 - x ≤ exp (-x)" by (smt (verit) exp_ge_add_one_self)
lemma exp_minus_greater: fixes x::real shows"1 - x < exp (-x) ⟷ x ≠ 0" by (smt (verit) exp_minus_ge exp_eq_one_iff exp_gt_zero ln_eq_minus_one ln_exp)
lemma log_ln: "ln x = log (exp 1) x" by (simp add: log_def)
lemma DERIV_log: assumes"x > 0" shows"DERIV (λy. log b y) x :> 1 / (ln b * x)" proof -
define lb where"lb = 1 / ln b" moreoverhave"DERIV (λy. lb * ln y) x :> lb / x" using‹x > 0›by (auto intro!: derivative_eq_intros) ultimatelyshow ?thesis by (simp add: log_def) qed
lemmas DERIV_log[THEN DERIV_chain2, derivative_intros] and DERIV_log[THEN DERIV_chain2, unfolded has_field_derivative_def, derivative_intros]
lemma powr_log_cancel [simp]: "0 < a ==> a ≠ 1 ==> 0 < x ==> a powr (log a x) = x" by (simp add: powr_def log_def)
lemma log_powr_cancel [simp]: "0 < a ==> a ≠ 1 ==> log a (a powr x) = x" by (simp add: log_def powr_def)
lemma powr_eq_iff: "[y>0; a>1]==> a powr x = y ⟷ log a y = x" by auto
lemma log_mult: "log a (x * y) = (if x≠0 ∧ y≠0 then log a x + log a y else 0)" by (simp add: log_def ln_mult divide_inverse distrib_right)
lemma log_mult_pos: "x>0 ==> y>0 ==> log a (x * y) = log a x + log a y" by (simp add: log_def ln_mult divide_inverse distrib_right)
lemma log_eq_div_ln_mult_log: "0 < b ==> b ≠ 1 ==> 0 < x ==> log a x = (ln b/ln a) * log b x" by (simp add: log_def divide_inverse)
text‹Base 10 logarithms› lemma log_base_10_eq1: "0 < x ==> log 10 x = (ln (exp 1) / ln 10) * ln x" by (simp add: log_def)
lemma log_base_10_eq2: "0 < x ==> log 10 x = (log 10 (exp 1)) * ln x" by (simp add: log_def)
lemma log_one [simp]: "log a 1 = 0" by (simp add: log_def)
lemma log_eq_one [simp]: "0 < a ==> a ≠ 1 ==> log a a = 1" by (simp add: log_def)
lemma log_inverse: "log a (inverse x) = - log a x" by (simp add: ln_inverse log_def)
lemma log_recip: "log a (1/x) = - log a x" by (simp add: divide_inverse log_inverse)
lemma log_divide: "log a (x / y) = (if x≠0 ∧ y≠0 then log a x - log a y else 0)" by (simp add: diff_divide_distrib ln_div log_def)
lemma log_divide_pos: "x>0 ==> y>0 ==> log a (x / y) = log a x - log a y" using log_divide by auto
lemma powr_gt_zero [simp]: "0 < x powr a ⟷ x ≠ 0" for a x :: real by (simp add: powr_def)
lemma powr_nonneg_iff[simp]: "a powr x ≤ 0 ⟷ a = 0" for a x::real by (meson not_less powr_gt_zero)
lemma log_add_eq_powr: "0 < b ==> b ≠ 1 ==> x≠0 ==> log b x + y = log b (x * b powr y)" and add_log_eq_powr: "0 < b ==> b ≠ 1 ==> x≠0 ==> y + log b x = log b (b powr y * x)" and log_minus_eq_powr: "0 < b ==> b ≠ 1 ==> x≠0 ==> log b x - y = log b (x * b powr -y)" by (simp_all add: log_mult log_divide)
lemma minus_log_eq_powr: "0 < b ==> b ≠ 1 ==> x≠0 ==> y - log b x = log b (b powr y / x)" by (simp add: diff_divide_eq_iff ln_div log_def powr_def)
lemma log_less_cancel_iff [simp]: "1 < a ==> 0 < x ==> 0 < y ==> log a x < log a y ⟷ x < y" using powr_less_cancel_iff [of a] powr_log_cancel [of a x] powr_log_cancel [of a y] by (metis less_eq_real_def less_trans not_le zero_less_one)
lemma log_inj: assumes"1 < b" shows"inj_on (log b) {0 <..}" proof (rule inj_onI, simp) fix x y assume pos: "0 < x""0 < y"and *: "log b x = log b y" show"x = y" proof (cases rule: linorder_cases) assume"x = y" thenshow ?thesis by simp next assume"x < y" thenhave"log b x < log b y" using log_less_cancel_iff[OF ‹1 🚫›] pos by simp thenshow ?thesis using * by simp next assume"y < x" thenhave"log b y < log b x" using log_less_cancel_iff[OF ‹1 🚫›] pos by simp thenshow ?thesis using * by simp qed qed
lemma log_le_cancel_iff [simp]: "1 < a ==> 0 < x ==> 0 < y ==> log a x ≤ log a y ⟷ x ≤ y" by (simp flip: linorder_not_less)
lemma log_mono: "1 < a ==> 0 < x ==> x ≤ y ==> log a x ≤ log a y" by simp
lemma log_less: "1 < a ==> 0 < x ==> x < y ==> log a x < log a y" by simp
lemma zero_less_log_cancel_iff[simp]: "1 < a ==> 0 < x ==> 0 < log a x ⟷ 1 < x" using log_less_cancel_iff[of a 1 x] by simp
lemma zero_le_log_cancel_iff[simp]: "1 < a ==> 0 < x ==> 0 ≤ log a x ⟷ 1 ≤ x" using log_le_cancel_iff[of a 1 x] by simp
lemma log_less_zero_cancel_iff[simp]: "1 < a ==> 0 < x ==> log a x < 0 ⟷ x < 1" using log_less_cancel_iff[of a x 1] by simp
lemma log_le_zero_cancel_iff[simp]: "1 < a ==> 0 < x ==> log a x ≤ 0 ⟷ x ≤ 1" using log_le_cancel_iff[of a x 1] by simp
lemma one_less_log_cancel_iff[simp]: "1 < a ==> 0 < x ==> 1 < log a x ⟷ a < x" using log_less_cancel_iff[of a a x] by simp
lemma one_le_log_cancel_iff[simp]: "1 < a ==> 0 < x ==> 1 ≤ log a x ⟷ a ≤ x" using log_le_cancel_iff[of a a x] by simp
lemma log_less_one_cancel_iff[simp]: "1 < a ==> 0 < x ==> log a x < 1 ⟷ x < a" using log_less_cancel_iff[of a x a] by simp
lemma log_le_one_cancel_iff[simp]: "1 < a ==> 0 < x ==> log a x ≤ 1 ⟷ x ≤ a" using log_le_cancel_iff[of a x a] by simp
lemma le_log_iff: fixes b x y :: real assumes"1 < b""x > 0" shows"y ≤ log b x ⟷ b powr y ≤ x" using assms by (metis less_irrefl less_trans powr_le_cancel_iff powr_log_cancel zero_less_one)
lemma less_log_iff: assumes"1 < b""x > 0" shows"y < log b x ⟷ b powr y < x" by (metis assms dual_order.strict_trans less_irrefl powr_less_cancel_iff
powr_log_cancel zero_less_one)
lemma assumes"1 < b""x > 0" shows log_less_iff: "log b x < y ⟷ x < b powr y" and log_le_iff: "log b x ≤ y ⟷ x ≤ b powr y" using le_log_iff[OF assms, of y] less_log_iff[OF assms, of y] by auto
lemmas powr_le_iff = le_log_iff[symmetric] and powr_less_iff = less_log_iff[symmetric] and less_powr_iff = log_less_iff[symmetric] and le_powr_iff = log_le_iff[symmetric]
lemma le_log_of_power: assumes"b ^ n ≤ m""1 < b" shows"n ≤ log b m" proof - from assms have"0 < m"by (metis less_trans zero_less_power less_le_trans zero_less_one) thus ?thesis using assms by (simp add: le_log_iff powr_realpow) qed
lemma le_log2_of_power: "2 ^ n ≤ m ==> n ≤ log 2 m"for m n :: nat using le_log_of_power[of 2] by simp
lemma log_of_power_le: "[ m ≤ b ^ n; b > 1; m > 0 ]==> log b (real m) ≤ n" by (simp add: log_le_iff powr_realpow)
lemma log2_of_power_le: "[ m ≤ 2 ^ n; m > 0 ]==> log 2 m ≤ n"for m n :: nat using log_of_power_le[of _ 2] by simp
lemma log_of_power_less: "[ m < b ^ n; b > 1; m > 0 ]==> log b (real m) < n" by (simp add: log_less_iff powr_realpow)
lemma log2_of_power_less: "[ m < 2 ^ n; m > 0 ]==> log 2 m < n"for m n :: nat using log_of_power_less[of _ 2] by simp
lemma less_log_of_power: assumes"b ^ n < m""1 < b" shows"n < log b m" proof - have"0 < m"by (metis assms less_trans zero_less_power zero_less_one) thus ?thesis using assms by (simp add: less_log_iff powr_realpow) qed
lemma less_log2_of_power: "2 ^ n < m ==> n < log 2 m"for m n :: nat using less_log_of_power[of 2] by simp
lemma gr_one_powr[simp]: fixes x y :: real shows"[ x > 1; y > 0 ]==> 1 < x powr y" by(simp add: less_powr_iff)
lemma log_pow_cancel [simp]: "a > 0 ==> a ≠ 1 ==> log a (a ^ b) = b" by (simp add: ln_realpow log_def)
lemma floor_log_eq_powr_iff: "x > 0 ==> b > 1 ==>⌊log b x⌋ = k ⟷ b powr k ≤ x ∧ x < b powr (k + 1)" by (auto simp: floor_eq_iff powr_le_iff less_powr_iff)
lemma floor_log_nat_eq_powr_iff: fixes b n k :: nat shows"[ b ≥ 2; k > 0 ]==> floor (log b (real k)) = n ⟷ b^n ≤ k ∧ k < b^(n+1)" by (auto simp: floor_log_eq_powr_iff powr_add powr_realpow
of_nat_power[symmetric] of_nat_mult[symmetric] ac_simps
simp del: of_nat_power of_nat_mult)
lemma floor_log_nat_eq_if: fixes b n k :: nat assumes"b^n ≤ k""k < b^(n+1)""b ≥ 2" shows"floor (log b (real k)) = n" proof - have"k ≥ 1" using assms linorder_le_less_linear by force with assms show ?thesis by(simp add: floor_log_nat_eq_powr_iff) qed
lemma ceiling_log_eq_powr_iff: "[ x > 0; b > 1 ]==>⌈log b x⌉ = int k + 1 ⟷ b powr k < x ∧ x ≤ b powr (k + 1)" by (auto simp: ceiling_eq_iff powr_less_iff le_powr_iff)
lemma ceiling_log_nat_eq_powr_iff: fixes b n k :: nat shows"[ b ≥ 2; k > 0 ]==>⌈log b (real k)⌉ = int n + 1 ⟷ (b^n < k ∧ k ≤ b^(n+1))" using ceiling_log_eq_powr_iff by (auto simp: powr_add powr_realpow of_nat_power[symmetric] of_nat_mult[symmetric] ac_simps
simp del: of_nat_power of_nat_mult)
lemma ceiling_log_nat_eq_if: fixes b n k :: nat assumes"b^n < k""k ≤ b^(n+1)""b ≥ 2" shows"⌈log (real b) (real k)⌉ = int n + 1" using assms ceiling_log_nat_eq_powr_iff by force
lemma floor_log2_div2: fixes n :: nat assumes"n ≥ 2" shows"⌊log 2 (real n)⌋ = ⌊log 2 (n div 2)⌋ + 1" proof cases assume"n=2"thus ?thesis by simp next let ?m = "n div 2" assume"n≠2" hence"1 ≤ ?m"using assms by arith thenobtain i where i: "2 ^ i ≤ ?m""?m < 2 ^ (i + 1)" using ex_power_ivl1[of 2 ?m] by auto have"2^(i+1) ≤ 2*?m"using i(1) by simp alsohave"2*?m ≤ n"by arith finallyhave *: "2^(i+1) ≤…" . have"n < 2^(i+1+1)"using i(2) by simp from floor_log_nat_eq_if[OF * this] floor_log_nat_eq_if[OF i] show ?thesis by simp qed
lemma ceiling_log2_div2: assumes"n ≥ 2" shows"⌈log 2 (real n)⌉ = ⌈log 2 ((n-1) div 2 + 1)⌉ + 1" proof cases assume"n=2"thus ?thesis by simp next let ?m = "(n-1) div 2 + 1" assume"n≠2" hence"2 ≤ ?m"using assms by arith thenobtain i where i: "2 ^ i < ?m""?m ≤ 2 ^ (i + 1)" using ex_power_ivl2[of 2 ?m] by auto have"n ≤ 2*?m"by arith alsohave"2*?m ≤ 2 ^ ((i+1)+1)"using i(2) by simp finallyhave *: "n ≤…" . have"2^(i+1) < n"using i(1) by (auto simp: less_Suc_eq_0_disj) from ceiling_log_nat_eq_if[OF this *] ceiling_log_nat_eq_if[OF i] show ?thesis by simp qed
lemma powr_real_of_int: "x > 0 ==> x powr real_of_int n = (if n ≥ 0 then x ^ nat n else inverse (x ^ nat (- n)))" using powr_realpow[of x "nat n"] powr_realpow[of x "nat (-n)"] by (auto simp: field_simps powr_minus)
lemma powr_numeral [simp]: "0 ≤ x ==> x powr (numeral n :: real) = x ^ (numeral n)" by (metis less_le power_zero_numeral powr_0 of_nat_numeral powr_realpow)
lemma powr_int: assumes"x > 0" shows"x powr i = (if i ≥ 0 then x ^ nat i else 1/x ^ nat (-i))" by (simp add: assms inverse_eq_divide powr_real_of_int)
lemma power_of_nat_log_ge: "b > 1 ==> b ^ nat ⌈log b x⌉≥ x" by (smt (verit) less_log_of_power of_nat_ceiling)
lemma power_of_nat_log_le: assumes"b > 1""x≥1" shows"b ^ nat ⌊log b x⌋≤ x" proof - have"⌊log b x⌋≥ 0" using assms by auto thenshow ?thesis by (smt (verit) assms le_log_iff of_int_floor_le powr_int) qed
definition powr_real :: "real ==> real ==> real" where [code_abbrev, simp]: "powr_real = Transcendental.powr"
lemma compute_powr_real [code]: "powr_real b i = (if b ≤ 0 then Code.abort (STR ''powr_real with nonpositive base'') (λ_. powr_real b i) else if ⌊i⌋ = i then (if 0 ≤ i then b ^ nat ⌊i⌋ else 1 / b ^ nat ⌊- i⌋) else Code.abort (STR ''powr_real with non-integer exponent'') (λ_. powr_real b i))" for b i :: real by (auto simp: powr_int)
lemma powr_one: "0 ≤ x ==> x powr 1 = x" for x :: real using powr_realpow [of x 1] by simp
lemma powr_one' [simp]: "x powr 1 = ∣x∣" for x :: real by (simp add: ln_real_def powr_def)
lemma powr_neg_one: "0 < x ==> x powr -1 = 1/x" for x :: real using powr_int [of x "- 1"] by simp
lemma powr_neg_one' [simp]: "x powr -1 = 1/∣x∣" for x :: real by (simp add: powr_minus_divide)
lemma powr_neg_numeral: "0 < x ==> x powr - numeral n = 1/x ^ numeral n" for x :: real using powr_int [of x "- numeral n"] by simp
lemma root_powr_inverse: "0 < n ==> 0 ≤ x ==> root n x = x powr (1/n)" by (simp add: exp_divide_power_eq powr_def real_root_pos_unique)
lemma powr_inverse_root: "0 < n ==> x powr (1/n) = ∣root n x∣" by (metis abs_ge_zero mult_1 powr_one' powr_powr real_root_abs root_powr_inverse)
lemma ln_powr [simp]: "ln (x powr y) = y * ln x" for x :: real by (simp add: powr_def)
lemma ln_root: "n > 0 ==> ln (root n b) = ln b / n" by (metis ln_powr mult_1 powr_inverse_root powr_one' times_divide_eq_left)
lemma ln_sqrt: "0 ≤ x ==> ln (sqrt x) = ln x / 2" by (metis (full_types) divide_inverse inverse_eq_divide ln_powr mult.commute of_nat_numeral pos2 root_powr_inverse sqrt_def)
lemma log_root: "n > 0 ==> a ≥ 0 ==> log b (root n a) = log b a / n" by (simp add: log_def ln_root)
lemma log_powr: "log b (x powr y) = y * log b x" by (simp add: log_def)
(* [simp] is not worth it, interferes with some proofs *) lemma log_nat_power: "0 ≤ x ==> log b (x^n) = real n * log b x" by (simp add: ln_realpow log_def)
lemma log_of_power_eq: assumes"m = b ^ n""b > 1" shows"n = log b (real m)" proof - have"n = log b (b ^ n)"using assms(2) by (simp add: log_nat_power) alsohave"… = log b m"using assms by simp finallyshow ?thesis . qed
lemma log2_of_power_eq: "m = 2 ^ n ==> n = log 2 m"for m n :: nat using log_of_power_eq[of _ 2] by simp
lemma log_base_change: "0 < a ==> a ≠ 1 ==> log b x = log a x / log a b" by (simp add: log_def)
lemma log_base_pow: "0 < a ==> log (a ^ n) x = log a x / n" by (simp add: log_def ln_realpow)
lemma log_base_powr: "a ≠ 0 ==> log (a powr b) x = log a x / b" by (simp add: log_def ln_powr)
lemma log_base_root: "n > 0 ==> log (root n b) x = n * (log b x)" by (simp add: log_def ln_root)
lemma ln_bound: "0 < x ==> ln x ≤ x"for x :: real using ln_le_minus_one by force
lemma powr_less_one: fixes x::real assumes"1 < x""y < 0" shows"x powr y < 1" using assms less_log_iff by force
lemma powr_le_one_le: "∧x y::real. 0 < x ==> x ≤ 1 ==> 1 ≤ y ==> x powr y ≤ x" by (smt (verit) ln_gt_zero_imp_gt_one ln_le_cancel_iff ln_powr mult_le_cancel_right2)
lemma powr_mono: fixes x :: real assumes"a ≤ b"and"1 ≤ x"shows"x powr a ≤ x powr b" using assms less_eq_real_def by auto
lemma ge_one_powr_ge_zero: "1 ≤ x ==> 0 ≤ a ==> 1 ≤ x powr a" for x :: real using powr_mono by fastforce
lemma powr_less_mono2: "0 < a ==> 0 ≤ x ==> x < y ==> x powr a < y powr a" for x :: real by (simp add: powr_def)
lemma powr_less_mono2_neg: "a < 0 ==> 0 < x ==> x < y ==> y powr a < x powr a" for x :: real by (simp add: powr_def)
lemma powr_mono2: "x powr a ≤ y powr a"if"0 ≤ a""0 ≤ x""x ≤ y" for x :: real using less_eq_real_def powr_less_mono2 that by auto
lemma powr_less_cancel2: "0 < a ==> 0 < x ==> 0 < y ==> x powr a < y powr a ==> x < y" for a x y ::real by (metis less_le not_less_iff_gr_or_eq powr_less_mono2)
lemma powr01_less_one: fixes x::real assumes"0 < x""x < 1" shows"x powr a < 1 ⟷ a>0" proof show"x powr a < 1 ==> a>0" using assms not_less_iff_gr_or_eq powr_less_mono2_neg by fastforce show"a>0 ==> x powr a < 1" by (metis assms less_eq_real_def powr_less_mono2 powr_one_eq_one) qed
lemma powr_le1: "0 ≤ a ==>∣x∣≤ 1 ==> x powr a ≤ 1" for x :: real by (smt (verit, best) powr_mono2 powr_one_eq_one uminus_powr_eq)
lemma powr_mono2': fixes a x y :: real assumes"a ≤ 0""x > 0""x ≤ y" shows"x powr a ≥ y powr a" proof - from assms have"x powr - a ≤ y powr - a" by (intro powr_mono2) simp_all with assms show ?thesis by (auto simp: powr_minus field_simps) qed
lemma powr_mono': "a ≤ (b::real) ==> x ≥ 0 ==> x ≤ 1 ==> x powr b ≤ x powr a" using powr_mono[of "-b""-a""inverse x"] by (auto simp: powr_def ln_inverse ln_div field_split_simps)
lemma powr_mono_both: fixes x :: real assumes"0 ≤ a""a ≤ b""1 ≤ x""x ≤ y" shows"x powr a ≤ y powr b" by (meson assms order.trans powr_mono powr_mono2 zero_le_one)
lemma powr_mono_both': fixes x :: real assumes"a ≥ b""b≥0""0 < x""x ≤ y""y ≤ 1" shows"x powr a ≤ y powr b" by (meson assms nless_le order.trans powr_mono' powr_mono2)
lemma powr_less_mono': assumes"(x::real) > 0""x < 1""a < b" shows"x powr b < x powr a" by (metis assms log_powr_cancel order.strict_iff_order powr_mono')
lemma powr_inj: "0 < a ==> a ≠ 1 ==> a powr x = a powr y ⟷ x = y" for x :: real by (metis log_powr_cancel)
lemma powr_half_sqrt: "0 ≤ x ==> x powr (1/2) = sqrt x" by (simp add: powr_def root_powr_inverse sqrt_def)
lemma powr_half_sqrt_powr: "0 ≤ x ==> x powr (a/2) = sqrt(x powr a)" by (metis divide_inverse mult.left_neutral powr_ge_zero powr_half_sqrt powr_powr)
lemma ln_powr_bound: "1 ≤ x ==> 0 < a ==> ln x ≤ (x powr a) / a" for x :: real by (metis exp_gt_zero linear ln_eq_zero_iff ln_exp ln_less_self ln_powr mult.commute
mult_imp_le_div_pos not_less powr_gt_zero)
lemma ln_powr_bound2: fixes x :: real assumes"1 < x"and"0 < a" shows"(ln x) powr a ≤ (a powr a) * x" proof - from assms have"ln x ≤ (x powr (1 / a)) / (1 / a)" by (metis less_eq_real_def ln_powr_bound zero_less_divide_1_iff) alsohave"… = a * (x powr (1 / a))" by simp finallyhave"(ln x) powr a ≤ (a * (x powr (1 / a))) powr a" by (metis assms less_imp_le ln_gt_zero powr_mono2) alsohave"… = (a powr a) * ((x powr (1 / a)) powr a)" using assms powr_mult by auto alsohave"(x powr (1 / a)) powr a = x powr ((1 / a) * a)" by (rule powr_powr) alsohave"… = x"using assms by auto finallyshow ?thesis . qed
lemma tendsto_powr: fixes a b :: real assumes f: "(f ---> a) F" and g: "(g ---> b) F" and a: "a ≠ 0" shows"((λx. f x powr g x) ---> a powr b) F" unfolding powr_def proof (rule filterlim_If) show"((λx. 0) ---> (if a = 0 then 0 else exp (b * ln a))) (inf F (principal {x. f x = 0}))" using tendsto_imp_eventually_ne [OF f] a by (simp add: filterlim_iff eventually_inf_principal frequently_def) from f g a show"((λx. exp (g x * ln (f x))) ---> (if a = 0 then 0 else exp (b * ln a))) (inf F (principal {x. f x ≠ 0}))" by (auto intro!: tendsto_intros intro: tendsto_mono inf_le1) qed
lemma tendsto_powr'[tendsto_intros]: fixes a :: real assumes f: "(f ---> a) F" and g: "(g ---> b) F" and a: "a ≠ 0 ∨ (b > 0 ∧ eventually (λx. f x ≥ 0) F)" shows"((λx. f x powr g x) ---> a powr b) F" proof - from a consider "a ≠ 0" | "a = 0""b > 0""eventually (λx. f x ≥ 0) F" by auto thenshow ?thesis proof cases case 1 with f g show ?thesis by (rule tendsto_powr) next case 2 have"((λx. if f x = 0 then 0 else exp (g x * ln (f x))) ---> 0) F" proof (intro filterlim_If) have"filterlim f (principal {0<..}) (inf F (principal {z. f z ≠ 0}))" using‹eventually (λx. f x ≥ 0) F› by (auto simp: filterlim_iff eventually_inf_principal
eventually_principal elim: eventually_mono) moreoverhave"filterlim f (nhds a) (inf F (principal {z. f z ≠ 0}))" by (rule tendsto_mono[OF _ f]) simp_all ultimatelyhave f: "filterlim f (at_right 0) (inf F (principal {x. f x ≠ 0}))" by (simp add: at_within_def filterlim_inf ‹a = 0›) have g: "(g ---> b) (inf F (principal {z. f z ≠ 0}))" by (rule tendsto_mono[OF _ g]) simp_all show"((λx. exp (g x * ln (f x))) ---> 0) (inf F (principal {x. f x ≠ 0}))" by (rule filterlim_compose[OF exp_at_bot] filterlim_tendsto_pos_mult_at_bot
filterlim_compose[OF ln_at_0] f g ‹b > 0›)+ qed simp_all with‹a = 0›show ?thesis by (simp add: powr_def) qed qed
lemma continuous_powr: assumes"continuous F f" and"continuous F g" and"f (Lim F (λx. x)) ≠ 0" shows"continuous F (λx. (f x) powr (g x :: real))" using assms unfolding continuous_def by (rule tendsto_powr)
lemma continuous_at_within_powr[continuous_intros]: fixes f g :: "_ ==> real" assumes"continuous (at a within s) f" and"continuous (at a within s) g" and"f a ≠ 0" shows"continuous (at a within s) (λx. (f x) powr (g x))" using assms unfolding continuous_within by (rule tendsto_powr)
lemma continuous_on_powr[continuous_intros]: fixes f g :: "_ ==> real" assumes"continuous_on s f""continuous_on s g"and"∀x∈s. f x ≠ 0" shows"continuous_on s (λx. (f x) powr (g x))" using assms unfolding continuous_on_def by (fast intro: tendsto_powr)
lemma tendsto_powr2: fixes a :: real assumes f: "(f ---> a) F" and g: "(g ---> b) F" and"∀🪙F x in F. 0 ≤ f x" and b: "0 < b" shows"((λx. f x powr g x) ---> a powr b) F" using tendsto_powr'[of f a F g b] assms by auto
lemma has_derivative_powr[derivative_intros]: assumes g[derivative_intros]: "(g has_derivative g') (at x within X)" and f[derivative_intros]:"(f has_derivative f') (at x within X)" assumes pos: "0 < g x"and"x ∈ X" shows"((λx. g x powr f x::real) has_derivative (λh. (g x powr f x) * (f' h * ln (g x) + g' h * f x / g x))) (at x within X)" proof - have"∀🪙F x in at x within X. g x > 0" by (rule order_tendstoD[OF _ pos])
(rule has_derivative_continuous[OF g, unfolded continuous_within]) thenobtain d where"d > 0"and pos': "∧x'. x' ∈ X ==> dist x' x < d ==> 0 < g x'" using pos unfolding eventually_at by force have"((λx. exp (f x * ln (g x))) has_derivative (λh. (g x powr f x) * (f' h * ln (g x) + g' h * f x / g x))) (at x within X)" using pos by (auto intro!: derivative_eq_intros simp: field_split_simps powr_def) thenshow ?thesis by (rule has_derivative_transform_within[OF _ ‹d > 0›‹x ∈ X›]) (auto simp: powr_def dest: pos') qed
lemma has_derivative_const_powr [derivative_intros]: fixes a::real assumes"∧x. (f has_derivative f') (at x)" shows"((λx. a powr (f x)) has_derivative (λy. f' y * ln a * a powr (f x))) (at x)" using assms apply (simp add: powr_def) using DERIV_compose_FDERIV DERIV_exp has_derivative_mult_left by blast
lemma has_real_derivative_const_powr [derivative_intros]: fixes a::real assumes"∧x. (f has_real_derivative f' x) (at x)" shows"((λx. a powr (f x)) has_real_derivative (f' x * ln a * a powr (f x))) (at x)" using assms apply (simp add: powr_def) apply (rule assms impI derivative_eq_intros refl | simp)+ done
lemma DERIV_powr: fixes r :: real assumes g: "DERIV g x :> m" and pos: "g x > 0" and f: "DERIV f x :> r" shows"DERIV (λx. g x powr f x) x :> (g x powr f x) * (r * ln (g x) + m * f x / g x)" using assms by (auto intro!: derivative_eq_intros ext simp: has_field_derivative_def algebra_simps)
lemma DERIV_fun_powr: fixes r :: real assumes g: "DERIV g x :> m" and pos: "g x > 0" shows"DERIV (λx. (g x) powr r) x :> r * (g x) powr (r - of_nat 1) * m" using DERIV_powr[OF g pos DERIV_const, of r] pos by (simp add: powr_diff field_simps)
lemma has_real_derivative_powr: assumes"z > 0" shows"((λz. z powr r) has_real_derivative r * z powr (r - 1)) (at z)" proof (subst DERIV_cong_ev[OF refl _ refl]) from assms have"eventually (λz. z ≠ 0) (nhds z)" by (intro t1_space_nhds) auto thenshow"eventually (λz. z powr r = exp (r * ln z)) (nhds z)" unfolding powr_def by eventually_elim simp from assms show"((λz. exp (r * ln z)) has_real_derivative r * z powr (r - 1)) (at z)" by (auto intro!: derivative_eq_intros simp: powr_def field_simps exp_diff) qed
text‹A more general version, by Johannes Hölzl› lemma has_real_derivative_powr': fixes f g :: "real ==> real" assumes"(f has_real_derivative f') (at x)" assumes"(g has_real_derivative g') (at x)" assumes"f x > 0" defines"h ≡ λx. f x powr g x * (g' * ln (f x) + f' * g x / f x)" shows"((λx. f x powr g x) has_real_derivative h x) (at x)" proof (subst DERIV_cong_ev[OF refl _ refl]) from assms have"isCont f x" by (simp add: DERIV_continuous) hence"f ←-x→ f x"by (simp add: continuous_at) with‹f x > 0›have"eventually (λx. f x > 0) (nhds x)" by (auto simp: tendsto_at_iff_tendsto_nhds dest: order_tendstoD) thus"eventually (λx. f x powr g x = exp (g x * ln (f x))) (nhds x)" by eventually_elim (simp add: powr_def) next from assms show"((λx. exp (g x * ln (f x))) has_real_derivative h x) (at x)" by (auto intro!: derivative_eq_intros simp: h_def powr_def) qed
lemma tendsto_zero_powrI: assumes"(f ---> (0::real)) F""(g ---> b) F""∀🪙F x in F. 0 ≤ f x""0 < b" shows"((λx. f x powr g x) ---> 0) F" using tendsto_powr2[OF assms] by simp
lemma continuous_on_powr': fixes f g :: "_ ==> real" assumes"continuous_on s f""continuous_on s g" and"∀x∈s. f x ≥ 0 ∧ (f x = 0 ⟶ g x > 0)" shows"continuous_on s (λx. (f x) powr (g x))" unfolding continuous_on_def proof fix x assume x: "x ∈ s" from assms x show"((λx. f x powr g x) ---> f x powr g x) (at x within s)" proof (cases "f x = 0") case True from assms(3) have"eventually (λx. f x ≥ 0) (at x within s)" by (auto simp: at_within_def eventually_inf_principal) with True x assms show ?thesis by (auto intro!: tendsto_zero_powrI[of f _ g "g x"] simp: continuous_on_def) next case False with assms x show ?thesis by (auto intro!: tendsto_powr' simp: continuous_on_def) qed qed
lemma tendsto_neg_powr: assumes"s < 0" and f: "LIM x F. f x :> at_top" shows"((λx. f x powr s) ---> (0::real)) F" proof - have"((λx. exp (s * ln (f x))) ---> (0::real)) F" (is"?X") by (auto intro!: filterlim_compose[OF exp_at_bot] filterlim_compose[OF ln_at_top]
filterlim_tendsto_neg_mult_at_bot assms) alsohave"?X ⟷ ((λx. f x powr s) ---> (0::real)) F" using f filterlim_at_top_dense[of f F] by (intro filterlim_cong[OF refl refl]) (auto simp: neq_iff powr_def elim: eventually_mono) finallyshow ?thesis . qed
lemma tendsto_exp_limit_at_right: "((λy. (1 + x * y) powr (1 / y)) ---> exp x) (at_right 0)" for x :: real proof (cases "x = 0") case True thenshow ?thesis by simp next case False have"((λy. ln (1 + x * y)::real) has_real_derivative 1 * x) (at 0)" by (auto intro!: derivative_eq_intros) thenhave"((λy. ln (1 + x * y) / y) ---> x) (at 0)" by (auto simp: has_field_derivative_def field_has_derivative_at) thenhave *: "((λy. exp (ln (1 + x * y) / y)) ---> exp x) (at 0)" by (rule tendsto_intros) thenshow ?thesis proof (rule filterlim_mono_eventually) show"eventually (λxa. exp (ln (1 + x * xa) / xa) = (1 + x * xa) powr (1 / xa)) (at_right 0)" unfolding eventually_at_right[OF zero_less_one] using False by (intro exI[of _ "1 / ∣x∣"]) (auto simp: field_simps powr_def abs_if add_nonneg_eq_0_iff) qed (simp_all add: at_eq_sup_left_right) qed
lemma tendsto_exp_limit_at_top: "((λy. (1 + x / y) powr y) ---> exp x) at_top" for x :: real by (simp add: filterlim_at_top_to_right inverse_eq_divide tendsto_exp_limit_at_right)
lemma tendsto_exp_limit_sequentially: "(λn. (1 + x / n) ^ n) <---- exp x" for x :: real proof (rule filterlim_mono_eventually) from reals_Archimedean2 [of "∣x∣"] obtain n :: nat where *: "real n > ∣x∣" .. thenhave"eventually (λn :: nat. 0 < 1 + x / real n) at_top" by (intro eventually_sequentiallyI [of n]) (auto simp: field_split_simps) thenshow"eventually (λn. (1 + x / n) powr n = (1 + x / n) ^ n) at_top" by (rule eventually_mono) (erule powr_realpow) show"(λn. (1 + x / real n) powr real n) <---- exp x" by (rule filterlim_compose [OF tendsto_exp_limit_at_top filterlim_real_sequentially]) qed auto
subsection‹Sine and Cosine›
definition sin_coeff :: "nat ==> real" where"sin_coeff = (λn. if even n then 0 else (- 1) ^ ((n - Suc 0) div 2) / (fact n))"
definition cos_coeff :: "nat ==> real" where"cos_coeff = (λn. if even n then ((- 1) ^ (n div 2)) / (fact n) else 0)"
definition sin :: "'a ==> 'a::{real_normed_algebra_1,banach}" where"sin = (λx. ∑n. sin_coeff n *🪙R x^n)"
definition cos :: "'a ==> 'a::{real_normed_algebra_1,banach}" where"cos = (λx. ∑n. cos_coeff n *🪙R x^n)"
lemma sin_coeff_Suc: "sin_coeff (Suc n) = cos_coeff n / real (Suc n)" unfolding cos_coeff_def sin_coeff_def by (simp del: mult_Suc)
lemma cos_coeff_Suc: "cos_coeff (Suc n) = - sin_coeff n / real (Suc n)" unfolding cos_coeff_def sin_coeff_def by (simp del: mult_Suc) (auto elim: oddE)
lemma summable_norm_sin: "summable (λn. norm (sin_coeff n *🪙R x^n))" for x :: "'a::{real_normed_algebra_1,banach}" proof (rule summable_comparison_test [OF _ summable_norm_exp]) show"∃N. ∀n≥N. norm (norm (sin_coeff n *🪙R x ^ n)) ≤ norm (x ^ n /🪙R fact n)" unfolding sin_coeff_def by (auto simp: divide_inverse abs_mult power_abs [symmetric] zero_le_mult_iff) qed
lemma summable_norm_cos: "summable (λn. norm (cos_coeff n *🪙R x^n))" for x :: "'a::{real_normed_algebra_1,banach}" proof (rule summable_comparison_test [OF _ summable_norm_exp]) show"∃N. ∀n≥N. norm (norm (cos_coeff n *🪙R x ^ n)) ≤ norm (x ^ n /🪙R fact n)" unfolding cos_coeff_def by (auto simp: divide_inverse abs_mult power_abs [symmetric] zero_le_mult_iff) qed
lemma sin_converges: "(λn. sin_coeff n *🪙R x^n) sums sin x" unfolding sin_def by (metis (full_types) summable_norm_cancel summable_norm_sin summable_sums)
lemma cos_converges: "(λn. cos_coeff n *🪙R x^n) sums cos x" unfolding cos_def by (metis (full_types) summable_norm_cancel summable_norm_cos summable_sums)
lemma sin_of_real: "sin (of_real x) = of_real (sin x)" for x :: real proof - have"(λn. of_real (sin_coeff n *🪙R x^n)) = (λn. sin_coeff n *🪙R (of_real x)^n)" proof show"of_real (sin_coeff n *🪙R x^n) = sin_coeff n *🪙R of_real x^n"for n by (simp add: scaleR_conv_of_real) qed alsohave"… sums (sin (of_real x))" by (rule sin_converges) finallyhave"(λn. of_real (sin_coeff n *🪙R x^n)) sums (sin (of_real x))" . thenshow ?thesis using sums_unique2 sums_of_real [OF sin_converges] by blast qed
corollary sin_in_Reals [simp]: "z ∈ℝ==> sin z ∈ℝ" by (metis Reals_cases Reals_of_real sin_of_real)
lemma cos_of_real: "cos (of_real x) = of_real (cos x)" for x :: real proof - have"(λn. of_real (cos_coeff n *🪙R x^n)) = (λn. cos_coeff n *🪙R (of_real x)^n)" proof show"of_real (cos_coeff n *🪙R x^n) = cos_coeff n *🪙R of_real x^n"for n by (simp add: scaleR_conv_of_real) qed alsohave"… sums (cos (of_real x))" by (rule cos_converges) finallyhave"(λn. of_real (cos_coeff n *🪙R x^n)) sums (cos (of_real x))" . thenshow ?thesis using sums_unique2 sums_of_real [OF cos_converges] by blast qed
corollary cos_in_Reals [simp]: "z ∈ℝ==> cos z ∈ℝ" by (metis Reals_cases Reals_of_real cos_of_real)
lemma isCont_sin: "isCont sin x" for x :: "'a::{real_normed_field,banach}" by (rule DERIV_sin [THEN DERIV_isCont])
lemma continuous_on_sin_real: "continuous_on {a..b} sin"for a::real using continuous_at_imp_continuous_on isCont_sin by blast
lemma isCont_cos: "isCont cos x" for x :: "'a::{real_normed_field,banach}" by (rule DERIV_cos [THEN DERIV_isCont])
lemma continuous_on_cos_real: "continuous_on {a..b} cos"for a::real using continuous_at_imp_continuous_on isCont_cos by blast
context fixes f :: "'a::t2_space ==> 'b::{real_normed_field,banach}" begin
lemma isCont_sin' [simp]: "isCont f a ==> isCont (λx. sin (f x)) a" by (rule isCont_o2 [OF _ isCont_sin])
lemma isCont_cos' [simp]: "isCont f a ==> isCont (λx. cos (f x)) a" by (rule isCont_o2 [OF _ isCont_cos])
lemma tendsto_sin [tendsto_intros]: "(f ---> a) F ==> ((λx. sin (f x)) ---> sin a) F" by (rule isCont_tendsto_compose [OF isCont_sin])
lemma tendsto_cos [tendsto_intros]: "(f ---> a) F ==> ((λx. cos (f x)) ---> cos a) F" by (rule isCont_tendsto_compose [OF isCont_cos])
lemma continuous_sin [continuous_intros]: "continuous F f ==> continuous F (λx. sin (f x))" unfolding continuous_def by (rule tendsto_sin)
lemma continuous_on_sin [continuous_intros]: "continuous_on s f ==> continuous_on s (λx. sin (f x))" unfolding continuous_on_def by (auto intro: tendsto_sin)
lemma continuous_cos [continuous_intros]: "continuous F f ==> continuous F (λx. cos (f x))" unfolding continuous_def by (rule tendsto_cos)
lemma continuous_on_cos [continuous_intros]: "continuous_on s f ==> continuous_on s (λx. cos (f x))" unfolding continuous_on_def by (auto intro: tendsto_cos)
end
lemma continuous_within_sin: "continuous (at z within s) sin" for z :: "'a::{real_normed_field,banach}" by (simp add: continuous_within tendsto_sin)
lemma continuous_within_cos: "continuous (at z within s) cos" for z :: "'a::{real_normed_field,banach}" by (simp add: continuous_within tendsto_cos)
lemma DERIV_fun_sin: "DERIV g x :> m ==> DERIV (λx. sin (g x)) x :> cos (g x) * m" by (fact derivative_intros)
lemma DERIV_fun_cos: "DERIV g x :> m ==> DERIV (λx. cos(g x)) x :> - sin (g x) * m" by (fact derivative_intros)
subsection‹Deriving the Addition Formulas›
text‹The product of two cosine series.› lemma cos_x_cos_y: fixes x :: "'a::{real_normed_field,banach}" shows "(λp. ∑n≤p. if even p ∧ even n then ((-1) ^ (p div 2) * (p choose n) / (fact p)) *🪙R (x^n) * y^(p-n) else 0) sums (cos x * cos y)" proof - have"(cos_coeff n * cos_coeff (p - n)) *🪙R (x^n * y^(p - n)) = (if even p ∧ even n then ((-1) ^ (p div 2) * (p choose n) / (fact p)) *🪙R (x^n) * y^(p - n) else 0)" if"n ≤ p"for n p :: nat proof - from that have *: "even n ==> even p ==> (-1) ^ (n div 2) * (-1) ^ ((p - n) div 2) = (-1 :: real) ^ (p div 2)" by (metis div_add power_add le_add_diff_inverse odd_add) with that show ?thesis by (auto simp: algebra_simps cos_coeff_def binomial_fact) qed thenhave"(λp. ∑n≤p. if even p ∧ even n then ((-1) ^ (p div 2) * (p choose n) / (fact p)) *🪙R (x^n) * y^(p-n) else 0) = (λp. ∑n≤p. (cos_coeff n * cos_coeff (p - n)) *🪙R (x^n * y^(p-n)))" by simp alsohave"… = (λp. ∑n≤p. (cos_coeff n *🪙R x^n) * (cos_coeff (p - n) *🪙R y^(p-n)))" by (simp add: algebra_simps) alsohave"… sums (cos x * cos y)" using summable_norm_cos by (auto simp: cos_def scaleR_conv_of_real intro!: Cauchy_product_sums) finallyshow ?thesis . qed
text‹The product of two sine series.› lemma sin_x_sin_y: fixes x :: "'a::{real_normed_field,banach}" shows "(λp. ∑n≤p. if even p ∧ odd n then - ((-1) ^ (p div 2) * (p choose n) / (fact p)) *🪙R (x^n) * y^(p-n) else 0) sums (sin x * sin y)" proof - have"(sin_coeff n * sin_coeff (p - n)) *🪙R (x^n * y^(p-n)) = (if even p ∧ odd n then -((-1) ^ (p div 2) * (p choose n) / (fact p)) *🪙R (x^n) * y^(p-n) else 0)" if"n ≤ p"for n p :: nat proof - have"(-1) ^ ((n - Suc 0) div 2) * (-1) ^ ((p - Suc n) div 2) = - ((-1 :: real) ^ (p div 2))" if np: "odd n""even p" proof - have"p > 0" using‹n ≤ p› neq0_conv that(1) by blast thenhave🍋: "(- 1::real) ^ (p div 2 - Suc 0) = - ((- 1) ^ (p div 2))" using‹even p›by (auto simp add: dvd_def power_eq_if) from‹n ≤ p› np have *: "n - Suc 0 + (p - Suc n) = p - Suc (Suc 0)""Suc (Suc 0) ≤ p" by arith+ have"(p - Suc (Suc 0)) div 2 = p div 2 - Suc 0" by simp with‹n ≤ p› np 🍋 * show ?thesis by (simp add: flip: div_add power_add) qed thenshow ?thesis using‹n≤p›by (auto simp: algebra_simps sin_coeff_def binomial_fact) qed thenhave"(λp. ∑n≤p. if even p ∧ odd n then - ((-1) ^ (p div 2) * (p choose n) / (fact p)) *🪙R (x^n) * y^(p-n) else 0) = (λp. ∑n≤p. (sin_coeff n * sin_coeff (p - n)) *🪙R (x^n * y^(p-n)))" by simp alsohave"… = (λp. ∑n≤p. (sin_coeff n *🪙R x^n) * (sin_coeff (p - n) *🪙R y^(p-n)))" by (simp add: algebra_simps) alsohave"… sums (sin x * sin y)" using summable_norm_sin by (auto simp: sin_def scaleR_conv_of_real intro!: Cauchy_product_sums) finallyshow ?thesis . qed
lemma sums_cos_x_plus_y: fixes x :: "'a::{real_normed_field,banach}" shows "(λp. ∑n≤p. if even p then ((-1) ^ (p div 2) * (p choose n) / (fact p)) *🪙R (x^n) * y^(p-n) else 0) sums cos (x + y)" proof - have "(∑n≤p. if even p then ((-1) ^ (p div 2) * (p choose n) / (fact p)) *🪙R (x^n) * y^(p-n) else 0) = cos_coeff p *🪙R ((x + y) ^ p)" for p :: nat proof - have "(∑n≤p. if even p then ((-1) ^ (p div 2) * (p choose n) / (fact p)) *🪙R (x^n) * y^(p-n) else 0) = (if even p then ∑n≤p. ((-1) ^ (p div 2) * (p choose n) / (fact p)) *🪙R (x^n) * y^(p-n) else 0)" by simp alsohave"… = (if even p then of_real ((-1) ^ (p div 2) / (fact p)) * (∑n≤p. (p choose n) *🪙R (x^n) * y^(p-n)) else 0)" by (auto simp: sum_distrib_left field_simps scaleR_conv_of_real nonzero_of_real_divide) alsohave"… = cos_coeff p *🪙R ((x + y) ^ p)" by (simp add: cos_coeff_def binomial_ring [of x y] scaleR_conv_of_real atLeast0AtMost) finallyshow ?thesis . qed thenhave "(λp. ∑n≤p. if even p then ((-1) ^ (p div 2) * (p choose n) / (fact p)) *🪙R (x^n) * y^(p-n) else 0) = (λp. cos_coeff p *🪙R ((x+y)^p))" by simp alsohave"… sums cos (x + y)" by (rule cos_converges) finallyshow ?thesis . qed
theorem cos_add: fixes x :: "'a::{real_normed_field,banach}" shows"cos (x + y) = cos x * cos y - sin x * sin y" proof - have "(if even p ∧ even n then ((- 1) ^ (p div 2) * int (p choose n) / (fact p)) *🪙R (x^n) * y^(p-n) else 0) - (if even p ∧ odd n then - ((- 1) ^ (p div 2) * int (p choose n) / (fact p)) *🪙R (x^n) * y^(p-n) else 0) = (if even p then ((-1) ^ (p div 2) * (p choose n) / (fact p)) *🪙R (x^n) * y^(p-n) else 0)" if"n ≤ p"for n p :: nat by simp thenhave "(λp. ∑n≤p. (if even p then ((-1) ^ (p div 2) * (p choose n) / (fact p)) *🪙R (x^n) * y^(p-n) else 0)) sums (cos x * cos y - sin x * sin y)" using sums_diff [OF cos_x_cos_y [of x y] sin_x_sin_y [of x y]] by (simp add: sum_subtractf [symmetric]) thenshow ?thesis by (blast intro: sums_cos_x_plus_y sums_unique2) qed
lemma sin_minus_converges: "(λn. - (sin_coeff n *🪙R (-x)^n)) sums sin x" proof - have [simp]: "∧n. - (sin_coeff n *🪙R (-x)^n) = (sin_coeff n *🪙R x^n)" by (auto simp: sin_coeff_def elim!: oddE) show ?thesis by (simp add: sin_def summable_norm_sin [THEN summable_norm_cancel, THEN summable_sums]) qed
lemma sin_minus [simp]: "sin (- x) = - sin x" for x :: "'a::{real_normed_algebra_1,banach}" using sin_minus_converges [of x] by (auto simp: sin_def summable_norm_sin [THEN summable_norm_cancel]
suminf_minus sums_iff equation_minus_iff)
lemma cos_minus_converges: "(λn. (cos_coeff n *🪙R (-x)^n)) sums cos x" proof - have [simp]: "∧n. (cos_coeff n *🪙R (-x)^n) = (cos_coeff n *🪙R x^n)" by (auto simp: Transcendental.cos_coeff_def elim!: evenE) show ?thesis by (simp add: cos_def summable_norm_cos [THEN summable_norm_cancel, THEN summable_sums]) qed
lemma cos_minus [simp]: "cos (-x) = cos x" for x :: "'a::{real_normed_algebra_1,banach}" using cos_minus_converges [of x] by (metis cos_def sums_unique)
lemma cos_abs_real [simp]: "cos ∣x :: real∣ = cos x" by (simp add: abs_if)
lemma sin_cos_squared_add [simp]: "(sin x)🪙2 + (cos x)🪙2 = 1" for x :: "'a::{real_normed_field,banach}" using cos_add [of x "-x"] by (simp add: power2_eq_square algebra_simps)
lemma sin_cos_squared_add2 [simp]: "(cos x)🪙2 + (sin x)🪙2 = 1" for x :: "'a::{real_normed_field,banach}" by (subst add.commute, rule sin_cos_squared_add)
lemma sin_cos_squared_add3 [simp]: "cos x * cos x + sin x * sin x = 1" for x :: "'a::{real_normed_field,banach}" using sin_cos_squared_add2 [unfolded power2_eq_square] .
lemma sin_squared_eq: "(sin x)🪙2 = 1 - (cos x)🪙2" for x :: "'a::{real_normed_field,banach}" unfolding eq_diff_eq by (rule sin_cos_squared_add)
lemma cos_squared_eq: "(cos x)🪙2 = 1 - (sin x)🪙2" for x :: "'a::{real_normed_field,banach}" unfolding eq_diff_eq by (rule sin_cos_squared_add2)
lemma abs_sin_le_one [simp]: "∣sin x∣≤ 1" for x :: real by (rule power2_le_imp_le) (simp_all add: sin_squared_eq)
lemma sin_ge_minus_one [simp]: "- 1 ≤ sin x" for x :: real using abs_sin_le_one [of x] by (simp add: abs_le_iff)
lemma sin_le_one [simp]: "sin x ≤ 1" for x :: real using abs_sin_le_one [of x] by (simp add: abs_le_iff)
lemma abs_cos_le_one [simp]: "∣cos x∣≤ 1" for x :: real by (rule power2_le_imp_le) (simp_all add: cos_squared_eq)
lemma cos_ge_minus_one [simp]: "- 1 ≤ cos x" for x :: real using abs_cos_le_one [of x] by (simp add: abs_le_iff)
lemma cos_le_one [simp]: "cos x ≤ 1" for x :: real using abs_cos_le_one [of x] by (simp add: abs_le_iff)
lemma cos_diff: "cos (x - y) = cos x * cos y + sin x * sin y" for x :: "'a::{real_normed_field,banach}" using cos_add [of x "- y"] by simp
lemma cos_double: "cos(2*x) = (cos x)🪙2 - (sin x)🪙2" for x :: "'a::{real_normed_field,banach}" using cos_add [where x=x and y=x] by (simp add: power2_eq_square)
lemma sin_cos_le1: "∣sin x * sin y + cos x * cos y∣≤ 1" for x :: real using cos_diff [of x y] by (metis abs_cos_le_one add.commute)
lemma DERIV_fun_pow: "DERIV g x :> m ==> DERIV (λx. (g x) ^ n) x :> real n * (g x) ^ (n - 1) * m" by (auto intro!: derivative_eq_intros simp:)
lemma DERIV_fun_exp: "DERIV g x :> m ==> DERIV (λx. exp (g x)) x :> exp (g x) * m" by (auto intro!: derivative_intros)
subsection‹The Constant Pi›
definition pi :: real where"pi = 2 * (THE x. 0 ≤ x ∧ x ≤ 2 ∧ cos x = 0)"
text‹Show that there's a least positive 🍋‹x› with 🍋‹cos x = 0›; hence define pi.›
lemma sin_paired: "(λn. (- 1) ^ n / (fact (2 * n + 1)) * x ^ (2 * n + 1)) sums sin x" for x :: real proof - have"(λn. ∑k = n*2.. by (rule sums_group) (use sin_converges [of x, unfolded scaleR_conv_of_real] in auto) thenshow ?thesis by (simp add: sin_coeff_def ac_simps) qed
lemma sin_gt_zero_02: fixes x :: real assumes"0 < x"and"x < 2" shows"0 < sin x" proof - let ?f = "λn::nat. ∑k = n*2.. have pos: "∀n. 0 < ?f n" proof fix n :: nat let ?k2 = "real (Suc (Suc (4 * n)))" let ?k3 = "real (Suc (Suc (Suc (4 * n))))" have"x * x < ?k2 * ?k3" using assms by (intro mult_strict_mono', simp_all) thenhave"x * x * x * x ^ (n * 4) < ?k2 * ?k3 * x * x ^ (n * 4)" by (intro mult_strict_right_mono zero_less_power ‹0 🚫›) thenshow"0 < ?f n" by (simp add: ac_simps divide_less_eq) qed have sums: "?f sums sin x" by (rule sin_paired [THEN sums_group]) simp show"0 < sin x" unfolding sums_unique [OF sums] using sums_summable [OF sums] pos by (simp add: suminf_pos) qed
lemma cos_double_less_one: "0 < x ==> x < 2 ==> cos (2 * x) < 1" for x :: real using sin_gt_zero_02 [where x = x] by (auto simp: cos_squared_eq cos_double)
lemma cos_paired: "(λn. (- 1) ^ n / (fact (2 * n)) * x ^ (2 * n)) sums cos x" for x :: real proof - have"(λn. ∑k = n * 2.. by (rule sums_group) (use cos_converges [of x, unfolded scaleR_conv_of_real] in auto) thenshow ?thesis by (simp add: cos_coeff_def ac_simps) qed
lemma sum_pos_lt_pair: fixes f :: "nat ==> real" assumes f: "summable f"and fplus: "∧d. 0 < f (k + (Suc(Suc 0) * d)) + f (k + ((Suc (Suc 0) * d) + 1))" shows"sum f {.. proof - have"(λn. ∑n = n * Suc (Suc 0).. sums (∑n. f (n + k))" proof (rule sums_group) show"(λn. f (n + k)) sums (∑n. f (n + k))" by (simp add: f summable_iff_shift summable_sums) qed auto with fplus have"0 < (∑n. f (n + k))" apply (simp add: add.commute) apply (metis (no_types, lifting) suminf_pos summable_def sums_unique) done thenshow ?thesis by (simp add: f suminf_minus_initial_segment) qed
lemma cos_two_less_zero [simp]: "cos 2 < (0::real)" proof - note fact_Suc [simp del] from sums_minus [OF cos_paired] have *: "(λn. - ((- 1) ^ n * 2 ^ (2 * n) / fact (2 * n))) sums - cos (2::real)" by simp thenhave sm: "summable (λn. - ((- 1::real) ^ n * 2 ^ (2 * n) / (fact (2 * n))))" by (rule sums_summable) have"0 < (∑n by (simp add: fact_num_eq_if power_eq_if) moreoverhave"(∑n (∑n. - ((- 1) ^ n * 2 ^ (2 * n) / (fact (2 * n))))" proof -
{ fix d let ?six4d = "Suc (Suc (Suc (Suc (Suc (Suc (4 * d))))))" have"(4::real) * (fact (?six4d)) < (Suc (Suc (?six4d)) * fact (Suc (?six4d)))" unfolding of_nat_mult by (rule mult_strict_mono) (simp_all add: fact_less_mono) thenhave"(4::real) * (fact (?six4d)) < (fact (Suc (Suc (?six4d))))" by (simp only: fact_Suc [of "Suc (?six4d)"] of_nat_mult of_nat_fact) thenhave"(4::real) * inverse (fact (Suc (Suc (?six4d)))) < inverse (fact (?six4d))" by (simp add: inverse_eq_divide less_divide_eq)
} thenshow ?thesis by (force intro!: sum_pos_lt_pair [OF sm] simp add: divide_inverse algebra_simps) qed ultimatelyhave"0 < (∑n. - ((- 1::real) ^ n * 2 ^ (2 * n) / (fact (2 * n))))" by (rule order_less_trans) moreoverfrom * have"- cos 2 = (∑n. - ((- 1::real) ^ n * 2 ^ (2 * n) / (fact (2 * n))))" by (rule sums_unique) ultimatelyhave"(0::real) < - cos 2"by simp thenshow ?thesis by simp qed
lemma cos_is_zero: "∃!x::real. 0 ≤ x ∧ x ≤ 2 ∧ cos x = 0" proof (rule ex_ex1I) show"∃x::real. 0 ≤ x ∧ x ≤ 2 ∧ cos x = 0" by (rule IVT2) simp_all next fix a b :: real assume ab: "0 ≤ a ∧ a ≤ 2 ∧ cos a = 0""0 ≤ b ∧ b ≤ 2 ∧ cos b = 0" have cosd: "∧x::real. cos differentiable (at x)" unfolding real_differentiable_def by (auto intro: DERIV_cos) show"a = b" proof (cases a b rule: linorder_cases) case less thenobtain z where"a < z""z < b""(cos has_real_derivative 0) (at z)" using Rolle by (metis cosd continuous_on_cos_real ab) thenhave"sin z = 0" using DERIV_cos DERIV_unique neg_equal_0_iff_equal by blast thenshow ?thesis by (metis ‹a 🚫›‹z 🚫› ab order_less_le_trans less_le sin_gt_zero_02) next case greater thenobtain z where"b < z""z < a""(cos has_real_derivative 0) (at z)" using Rolle by (metis cosd continuous_on_cos_real ab) thenhave"sin z = 0" using DERIV_cos DERIV_unique neg_equal_0_iff_equal by blast thenshow ?thesis by (metis ‹b 🚫›‹z 🚫› ab order_less_le_trans less_le sin_gt_zero_02) qed auto qed
lemma pi_half: "pi/2 = (THE x. 0 ≤ x ∧ x ≤ 2 ∧ cos x = 0)" by (simp add: pi_def)
lemma sin_cos_eq: "sin x = cos (of_real pi/2 - x)" for x :: "'a::{real_normed_field,banach}" by (simp add: cos_diff)
lemma minus_sin_cos_eq: "- sin x = cos (x + of_real pi/2)" for x :: "'a::{real_normed_field,banach}" by (simp add: cos_add nonzero_of_real_divide)
lemma cos_sin_eq: "cos x = sin (of_real pi/2 - x)" for x :: "'a::{real_normed_field,banach}" using sin_cos_eq [of "of_real pi/2 - x"] by simp
lemma sin_add: "sin (x + y) = sin x * cos y + cos x * sin y" for x :: "'a::{real_normed_field,banach}" using cos_add [of "of_real pi/2 - x""-y"] by (simp add: cos_sin_eq) (simp add: sin_cos_eq)
lemma sin_diff: "sin (x - y) = sin x * cos y - cos x * sin y" for x :: "'a::{real_normed_field,banach}" using sin_add [of x "- y"] by simp
lemma sin_double: "sin(2 * x) = 2 * sin x * cos x" for x :: "'a::{real_normed_field,banach}" using sin_add [where x=x and y=x] by simp
lemma cos_of_real_pi [simp]: "cos (of_real pi) = -1" using cos_add [where x = "pi/2"and y = "pi/2"] by (simp add: cos_of_real)
lemma sin_of_real_pi [simp]: "sin (of_real pi) = 0" using sin_add [where x = "pi/2"and y = "pi/2"] by (simp add: sin_of_real)
lemma cos_pi [simp]: "cos pi = -1" using cos_add [where x = "pi/2"and y = "pi/2"] by simp
lemma sin_pi [simp]: "sin pi = 0" using sin_add [where x = "pi/2"and y = "pi/2"] by simp
lemma sin_periodic_pi [simp]: "sin (x + pi) = - sin x" by (simp add: sin_add)
lemma sin_periodic_pi2 [simp]: "sin (pi + x) = - sin x" by (simp add: sin_add)
lemma cos_periodic_pi [simp]: "cos (x + pi) = - cos x" by (simp add: cos_add)
lemma cos_periodic_pi2 [simp]: "cos (pi + x) = - cos x" by (simp add: cos_add)
lemma sin_periodic [simp]: "sin (x + 2 * pi) = sin x" by (simp add: sin_add sin_double cos_double)
lemma cos_periodic [simp]: "cos (x + 2 * pi) = cos x" by (simp add: cos_add sin_double cos_double)
lemma cos_npi [simp]: "cos (real n * pi) = (- 1) ^ n" by (induct n) (auto simp: distrib_right)
lemma cos_npi2 [simp]: "cos (pi * real n) = (- 1) ^ n" by (metis cos_npi mult.commute)
lemma sin_npi [simp]: "sin (real n * pi) = 0" for n :: nat by (induct n) (auto simp: distrib_right)
lemma sin_npi2 [simp]: "sin (pi * real n) = 0" for n :: nat by (simp add: mult.commute [of pi])
lemma sin_npi_numeral [simp]: "sin(Num.numeral n * pi) = 0" by (metis of_nat_numeral sin_npi)
lemma sin_2pi_minus [simp]: "sin (2 * pi - x) = - (sin x)" by (metis sin_periodic_pi2 add_diff_eq mult_2 sin_pi_minus)
lemma cos_2pi_minus [simp]: "cos (2 * pi - x) = cos x" by (metis (no_types, opaque_lifting) cos_add cos_minus cos_two_pi sin_minus sin_two_pi
diff_0_right minus_diff_eq mult_1 mult_zero_left uminus_add_conv_diff)
lemma sin_gt_zero2: "0 < x ==> x < pi/2 ==> 0 < sin x" by (metis sin_gt_zero_02 order_less_trans pi_half_less_two)
lemma sin_less_zero: assumes"- pi/2 < x"and"x < 0" shows"sin x < 0" proof - have"0 < sin (- x)" using assms by (simp only: sin_gt_zero2) thenshow ?thesis by simp qed
lemma pi_less_4: "pi < 4" using pi_half_less_two by auto
lemma cos_gt_zero: "0 < x ==> x < pi/2 ==> 0 < cos x" by (simp add: cos_sin_eq sin_gt_zero2)
lemma cos_gt_zero_pi: "-(pi/2) < x ==> x < pi/2 ==> 0 < cos x" using cos_gt_zero [of x] cos_gt_zero [of "-x"] by (cases rule: linorder_cases [of x 0]) auto
lemma cos_ge_zero: "-(pi/2) ≤ x ==> x ≤ pi/2 ==> 0 ≤ cos x" by (auto simp: order_le_less cos_gt_zero_pi)
(metis cos_pi_half eq_divide_eq eq_numeral_simps(4))
lemma sin_gt_zero: "0 < x ==> x < pi ==> 0 < sin x" by (simp add: sin_cos_eq cos_gt_zero_pi)
lemma sin_lt_zero: "pi < x ==> x < 2 * pi ==> sin x < 0" using sin_gt_zero [of "x - pi"] by (simp add: sin_diff)
lemma pi_ge_two: "2 ≤ pi" proof (rule ccontr) assume"¬ ?thesis" thenhave"pi < 2"by auto have"∃y > pi. y < 2 ∧ y < 2 * pi" proof (cases "2 < 2 * pi") case True with dense[OF ‹pi 🚫›] show ?thesis by auto next case False have"pi < 2 * pi"by auto from dense[OF this] and False show ?thesis by auto qed thenobtain y where"pi < y"and"y < 2"and"y < 2 * pi" by blast thenhave"0 < sin y" using sin_gt_zero_02 by auto moreoverhave"sin y < 0" using sin_gt_zero[of "y - pi"] ‹pi 🚫›and‹y 🚫 * pi› sin_periodic_pi[of "y - pi"] by auto ultimatelyshow False by auto qed
lemma sin_ge_zero: "0 ≤ x ==> x ≤ pi ==> 0 ≤ sin x" by (auto simp: order_le_less sin_gt_zero)
lemma sin_le_zero: "pi ≤ x ==> x < 2 * pi ==> sin x ≤ 0" using sin_ge_zero [of "x - pi"] by (simp add: sin_diff)
lemma sin_pi_divide_n_ge_0 [simp]: assumes"n ≠ 0" shows"0 ≤ sin (pi/real n)" by (rule sin_ge_zero) (use assms in‹simp_all add: field_split_simps›)
lemma sin_pi_divide_n_gt_0: assumes"2 ≤ n" shows"0 < sin (pi/real n)" by (rule sin_gt_zero) (use assms in‹simp_all add: field_split_simps›)
text‹Proof resembles that of ‹cos_is_zero› but with🍋‹pi›for the upper bound› lemma cos_total: assumes y: "-1 ≤ y""y ≤ 1" shows"∃!x. 0 ≤ x ∧ x ≤ pi ∧ cos x = y" proof (rule ex_ex1I) show"∃x::real. 0 ≤ x ∧ x ≤ pi ∧ cos x = y" by (rule IVT2) (simp_all add: y) next fix a b :: real assume ab: "0 ≤ a ∧ a ≤ pi ∧ cos a = y""0 ≤ b ∧ b ≤ pi ∧ cos b = y" have cosd: "∧x::real. cos differentiable (at x)" unfolding real_differentiable_def by (auto intro: DERIV_cos) show"a = b" proof (cases a b rule: linorder_cases) case less thenobtain z where"a < z""z < b""(cos has_real_derivative 0) (at z)" using Rolle by (metis cosd continuous_on_cos_real ab) thenhave"sin z = 0" using DERIV_cos DERIV_unique neg_equal_0_iff_equal by blast thenshow ?thesis by (metis ‹a 🚫›‹z 🚫› ab order_less_le_trans less_le sin_gt_zero) next case greater thenobtain z where"b < z""z < a""(cos has_real_derivative 0) (at z)" using Rolle by (metis cosd continuous_on_cos_real ab) thenhave"sin z = 0" using DERIV_cos DERIV_unique neg_equal_0_iff_equal by blast thenshow ?thesis by (metis ‹b 🚫›‹z 🚫› ab order_less_le_trans less_le sin_gt_zero) qed auto qed
lemma sin_total: assumes y: "-1 ≤ y""y ≤ 1" shows"∃!x. - (pi/2) ≤ x ∧ x ≤ pi/2 ∧ sin x = y" proof - from cos_total [OF y] obtain x where x: "0 ≤ x""x ≤ pi""cos x = y" and uniq: "∧x'. 0 ≤ x' ==> x' ≤ pi ==> cos x' = y ==> x' = x " by blast show ?thesis unfolding sin_cos_eq proof (rule ex1I [where a="pi/2 - x"]) show"- (pi/2) ≤ z ∧ z ≤ pi/2 ∧ cos (of_real pi/2 - z) = y ==> z = pi/2 - x"for z using uniq [of "pi/2 -z"] by auto qed (use x in auto) qed
lemma cos_zero_lemma: assumes"0 ≤ x""cos x = 0" shows"∃n. odd n ∧ x = of_nat n * (pi/2)" proof - have xle: "x < (1 + real_of_int ⌊x/pi⌋) * pi" using floor_correct [of "x/pi"] by (simp add: add.commute divide_less_eq) obtain n where"real n * pi ≤ x""x < real (Suc n) * pi" proof show"real (nat ⌊x / pi⌋) * pi ≤ x" using assms floor_divide_lower [of pi x] by auto show"x < real (Suc (nat ⌊x / pi⌋)) * pi" using assms floor_divide_upper [of pi x] by (simp add: xle) qed thenhave x: "0 ≤ x - n * pi""(x - n * pi) ≤ pi""cos (x - n * pi) = 0" by (auto simp: algebra_simps cos_diff assms) thenhave"∃!x. 0 ≤ x ∧ x ≤ pi ∧ cos x = 0" by (auto simp: intro!: cos_total) thenobtain θ where θ: "0 ≤ θ""θ ≤ pi""cos θ = 0" and uniq: "∧φ. 0 ≤ φ ==> φ ≤ pi ==> cos φ = 0 ==> φ = θ" by blast thenhave"x - real n * pi = θ" using x by blast moreoverhave"pi/2 = θ" using pi_half_ge_zero uniq by fastforce ultimatelyshow ?thesis by (rule_tac x = "Suc (2 * n)"in exI) (simp add: algebra_simps) qed
lemma sin_zero_lemma: assumes"0 ≤ x""sin x = 0" shows"∃n::nat. even n ∧ x = real n * (pi/2)" proof - obtain n where"odd n"and n: "x + pi/2 = of_nat n * (pi/2)""n > 0" using cos_zero_lemma [of "x + pi/2"] assms by (auto simp add: cos_add) thenhave"x = real (n - 1) * (pi/2)" by (simp add: algebra_simps of_nat_diff) thenshow ?thesis by (simp add: ‹odd n›) qed
lemma cos_zero_iff: "cos x = 0 ⟷ ((∃n. odd n ∧ x = real n * (pi/2)) ∨ (∃n. odd n ∧ x = - (real n * (pi/2))))"
(is"?lhs = ?rhs") proof - have *: "cos (real n * pi/2) = 0"if"odd n"for n :: nat proof - from that obtain m where"n = 2 * m + 1" .. thenshow ?thesis by (simp add: field_simps) (simp add: cos_add add_divide_distrib) qed show ?thesis proof show ?rhs if ?lhs using that cos_zero_lemma [of x] cos_zero_lemma [of "-x"] by force show ?lhs if ?rhs using that by (auto dest: * simp del: eq_divide_eq_numeral1) qed qed
lemma sin_zero_iff: "sin x = 0 ⟷ ((∃n. even n ∧ x = real n * (pi/2)) ∨ (∃n. even n ∧ x = - (real n * (pi/2))))"
(is"?lhs = ?rhs") proof show ?rhs if ?lhs using that sin_zero_lemma [of x] sin_zero_lemma [of "-x"] by force show ?lhs if ?rhs using that by (auto elim: evenE) qed
lemma sin_zero_pi_iff: fixes x::real assumes"∣x∣ < pi" shows"sin x = 0 ⟷ x = 0" proof show"x = 0"if"sin x = 0" using that assms by (auto simp: sin_zero_iff) qed auto
lemma cos_zero_iff_int: "cos x = 0 ⟷ (∃i. odd i ∧ x = of_int i * (pi/2))" proof - have 1: "∧n. odd n ==>∃i. odd i ∧ int n = i" by (metis even_of_nat_iff) have 2: "∧n. odd n ==>∃i. odd i ∧ - (real n * pi) = real_of_int i * pi" by (metis even_minus even_of_nat_iff mult.commute mult_minus_right of_int_minus of_int_of_nat_eq) have 3: "[odd i; ∀n. even n ∨ i ≠ - (int n)]==>∃n. odd n ∧ i = int n"for i by (cases i rule: int_cases2) auto show ?thesis by (force simp: of_nat_of_int_iff cos_zero_iff intro!: 1 2 3) qed
lemma sin_zero_iff_int: "sin x = 0 ⟷ (∃i. even i ∧ x = of_int i * (pi/2))" (is"?lhs = ?rhs") proof safe assume ?lhs then consider (plus) n where"even n""x = real n * (pi/2)" | (minus) n where"even n""x = - (real n * (pi/2))" using sin_zero_iff by auto thenshow"∃n. even n ∧ x = of_int n * (pi/2)" proof cases case plus thenshow ?rhs by (metis even_of_nat_iff of_int_of_nat_eq) next case minus thenshow ?thesis by (rule_tac x="- (int n)"in exI) simp qed next fix i :: int assume"even i" thenshow"sin (of_int i * (pi/2)) = 0" by (cases i rule: int_cases2, simp_all add: sin_zero_iff) qed
lemma sin_zero_iff_int2: "sin x = 0 ⟷ (∃i::int. x = of_int i * pi)" proof - have"sin x = 0 ⟷ (∃i. even i ∧ x = real_of_int i * (pi/2))" by (auto simp: sin_zero_iff_int) alsohave"... = (∃j. x = real_of_int (2*j) * (pi/2))" using dvd_triv_left by blast alsohave"... = (∃i::int. x = of_int i * pi)" by auto finallyshow ?thesis . qed
lemma cos_zero_iff_int2: fixes x::real shows"cos x = 0 ⟷ (∃n::int. x = n * pi + pi/2)" using sin_zero_iff_int2[of "x-pi/2"] unfolding sin_cos_eq by (auto simp add: algebra_simps)
lemma cos_monotone_0_pi: assumes"0 ≤ y"and"y < x"and"x ≤ pi" shows"cos x < cos y" proof - have"- (x - y) < 0"using assms by auto from MVT2[OF ‹y 🚫› DERIV_cos] obtain z where"y < z"and"z < x"and cos_diff: "cos x - cos y = (x - y) * - sin z" by auto thenhave"0 < z"and"z < pi" using assms by auto thenhave"0 < sin z" using sin_gt_zero by auto thenhave"cos x - cos y < 0" unfolding cos_diff minus_mult_commute[symmetric] using‹- (x - y) 🚫› using mult_neg_pos by blast thenshow ?thesis by auto qed
lemma cos_monotone_0_pi_le: assumes"0 ≤ y"and"y ≤ x"and"x ≤ pi" shows"cos x ≤ cos y" proof (cases "y < x") case True show ?thesis using cos_monotone_0_pi[OF ‹0 ≤ y› True ‹x ≤ pi›] by auto next case False thenhave"y = x"using‹y ≤ x›by auto thenshow ?thesis by auto qed
lemma cos_monotone_minus_pi_0: assumes"- pi ≤ y"and"y < x"and"x ≤ 0" shows"cos y < cos x" proof - have"0 ≤ - x"and"- x < - y"and"- y ≤ pi" using assms by auto from cos_monotone_0_pi[OF this] show ?thesis unfolding cos_minus . qed
lemma cos_monotone_minus_pi_0': assumes"- pi ≤ y"and"y ≤ x"and"x ≤ 0" shows"cos y ≤ cos x" proof (cases "y < x") case True show ?thesis using cos_monotone_minus_pi_0[OF ‹-pi ≤ y› True ‹x ≤ 0›] by auto next case False thenhave"y = x"using‹y ≤ x›by auto thenshow ?thesis by auto qed
lemma sin_monotone_2pi: assumes"- (pi/2) ≤ y"and"y < x"and"x ≤ pi/2" shows"sin y < sin x" unfolding sin_cos_eq using assms by (auto intro: cos_monotone_0_pi)
lemma sin_monotone_2pi_le: assumes"- (pi/2) ≤ y"and"y ≤ x"and"x ≤ pi/2" shows"sin y ≤ sin x" by (metis assms le_less sin_monotone_2pi)
lemma sin_x_le_x: fixes x :: real assumes"x ≥ 0" shows"sin x ≤ x" proof - let ?f = "λx. x - sin x" have"∧u. [0 ≤ u; u ≤ x]==>∃y. (?f has_real_derivative 1 - cos u) (at u)" by (auto intro!: derivative_eq_intros simp: field_simps) thenhave"?f x ≥ ?f 0" by (metis cos_le_one diff_ge_0_iff_ge DERIV_nonneg_imp_nondecreasing [OF assms]) thenshow"sin x ≤ x"by simp qed
lemma sin_x_ge_neg_x: fixes x :: real assumes x: "x ≥ 0" shows"sin x ≥ - x" proof - let ?f = "λx. x + sin x" have🍋: "∧u. [0 ≤ u; u ≤ x]==>∃y. (?f has_real_derivative 1 + cos u) (at u)" by (auto intro!: derivative_eq_intros simp: field_simps) have"?f x ≥ ?f 0" by (rule DERIV_nonneg_imp_nondecreasing [OF assms]) (use🍋 real_0_le_add_iff in force) thenshow"sin x ≥ -x"by simp qed
lemma abs_sin_x_le_abs_x: "∣sin x∣≤∣x∣" for x :: real using sin_x_ge_neg_x [of x] sin_x_le_x [of x] sin_x_ge_neg_x [of "-x"] sin_x_le_x [of "-x"] by (auto simp: abs_real_def)
subsection‹More Corollaries about Sine and Cosine›
lemma sin_cos_npi [simp]: "sin (real (Suc (2 * n)) * pi/2) = (-1) ^ n" proof - have"sin ((real n + 1/2) * pi) = cos (real n * pi)" by (auto simp: algebra_simps sin_add) thenshow ?thesis by (simp add: distrib_right add_divide_distrib add.commute mult.commute [of pi]) qed
lemma cos_2npi [simp]: "cos (2 * real n * pi) = 1" for n :: nat by (cases "even n") (simp_all add: cos_double mult.assoc)
lemma cos_3over2_pi [simp]: "cos (3/2*pi) = 0" proof - have"cos (3/2*pi) = cos (pi + pi/2)" by simp alsohave"... = 0" by (subst cos_add, simp) finallyshow ?thesis . qed
lemma sin_2npi [simp]: "sin (2 * real n * pi) = 0" for n :: nat by (auto simp: mult.assoc sin_double)
lemma sin_3over2_pi [simp]: "sin (3/2*pi) = - 1" proof - have"sin (3/2*pi) = sin (pi + pi/2)" by simp alsohave"... = -1" by (subst sin_add, simp) finallyshow ?thesis . qed
lemma DERIV_cos_add [simp]: "DERIV (λx. cos (x + k)) xa :> - sin (xa + k)" by (auto intro!: derivative_eq_intros)
lemma sin_zero_norm_cos_one: fixes x :: "'a::{real_normed_field,banach}" assumes"sin x = 0" shows"norm (cos x) = 1" using sin_cos_squared_add [of x, unfolded assms] by (simp add: square_norm_one)
lemma sin_zero_abs_cos_one: "sin x = 0 ==>∣cos x∣ = (1::real)" using sin_zero_norm_cos_one by fastforce
lemma cos_one_sin_zero: fixes x :: "'a::{real_normed_field,banach}" assumes"cos x = 1" shows"sin x = 0" using sin_cos_squared_add [of x, unfolded assms] by simp
lemma sin_times_pi_eq_0: "sin (x * pi) = 0 ⟷ x ∈ℤ" by (simp add: sin_zero_iff_int2) (metis Ints_cases Ints_of_int)
lemma cos_one_2pi: "cos x = 1 ⟷ (∃n::nat. x = n * 2 * pi) ∨ (∃n::nat. x = - (n * 2 * pi))"
(is"?lhs = ?rhs") proof assume ?lhs thenhave"sin x = 0" by (simp add: cos_one_sin_zero) thenshow ?rhs proof (simp only: sin_zero_iff, elim exE disjE conjE) fix n :: nat assume n: "even n""x = real n * (pi/2)" thenobtain m where m: "n = 2 * m" using dvdE by blast thenhave me: "even m"using‹?lhs› n by (auto simp: field_simps) (metis one_neq_neg_one power_minus_odd power_one) show ?rhs using m me n by (auto simp: field_simps elim!: evenE) next fix n :: nat assume n: "even n""x = - (real n * (pi/2))" thenobtain m where m: "n = 2 * m" using dvdE by blast thenhave me: "even m"using‹?lhs› n by (auto simp: field_simps) (metis one_neq_neg_one power_minus_odd power_one) show ?rhs using m me n by (auto simp: field_simps elim!: evenE) qed next assume ?rhs thenshow"cos x = 1" by (metis cos_2npi cos_minus mult.assoc mult.left_commute) qed
lemma cos_one_2pi_int: "cos x = 1 ⟷ (∃n::int. x = n * 2 * pi)" (is"?lhs = ?rhs") proof assume"cos x = 1" thenshow ?rhs by (metis cos_one_2pi mult.commute mult_minus_right of_int_minus of_int_of_nat_eq) next assume ?rhs thenobtain i where"x = real_of_int i * 2 * pi" by blast thenshow"cos x = 1" using int_cases2 [of i] unfolding cos_one_2pi by fastforce qed
lemma cos_npi_int [simp]: fixes n::int shows"cos (pi * of_int n) = (if even n then 1 else -1)" by (auto simp: algebra_simps cos_one_2pi_int elim!: oddE evenE)
lemma sin_cos_sqrt: "0 ≤ sin x ==> sin x = sqrt (1 - (cos(x) ^ 2))" using sin_squared_eq real_sqrt_unique by fastforce
lemma sin_eq_0_pi: "- pi < x ==> x < pi ==> sin x = 0 ==> x = 0" by (metis sin_gt_zero sin_minus minus_less_iff neg_0_less_iff_less not_less_iff_gr_or_eq)
lemma cos_treble_cos: "cos (3 * x) = 4 * cos x ^ 3 - 3 * cos x" for x :: "'a::{real_normed_field,banach}" proof - have *: "(sin x * (sin x * 3)) = 3 - (cos x * (cos x * 3))" by (simp add: mult.assoc [symmetric] sin_squared_eq [unfolded power2_eq_square]) have"cos(3 * x) = cos(2*x + x)" by simp alsohave"… = 4 * cos x ^ 3 - 3 * cos x" unfolding cos_add cos_double sin_double by (simp add: * field_simps power2_eq_square power3_eq_cube) finallyshow ?thesis . qed
lemma cos_45: "cos (pi/4) = sqrt 2 / 2" proof - let ?c = "cos (pi/4)" let ?s = "sin (pi/4)" have nonneg: "0 ≤ ?c" by (simp add: cos_ge_zero) have"0 = cos (pi/4 + pi/4)" by simp alsohave"cos (pi/4 + pi/4) = ?c🪙2 - ?s🪙2" by (simp only: cos_add power2_eq_square) alsohave"… = 2 * ?c🪙2 - 1" by (simp add: sin_squared_eq) finallyhave"?c🪙2 = (sqrt 2 / 2)🪙2" by (simp add: power_divide) thenshow ?thesis using nonneg by (rule power2_eq_imp_eq) simp qed
lemma cos_30: "cos (pi/6) = sqrt 3/2" proof - let ?c = "cos (pi/6)" let ?s = "sin (pi/6)" have pos_c: "0 < ?c" by (rule cos_gt_zero) simp_all have"0 = cos (pi/6 + pi/6 + pi/6)" by simp alsohave"… = (?c * ?c - ?s * ?s) * ?c - (?s * ?c + ?c * ?s) * ?s" by (simp only: cos_add sin_add) alsohave"… = ?c * (?c🪙2 - 3 * ?s🪙2)" by (simp add: algebra_simps power2_eq_square) finallyhave"?c🪙2 = (sqrt 3/2)🪙2" using pos_c by (simp add: sin_squared_eq power_divide) thenshow ?thesis using pos_c [THEN order_less_imp_le] by (rule power2_eq_imp_eq) simp qed
lemma sin_cos_eq_iff: "sin y = sin x ∧ cos y = cos x ⟷ (∃n::int. y = x + 2 * pi * n)" (is"?L=?R") proof assume ?L thenhave"cos (y-x) = 1" using cos_add [of y "-x"] by simp thenshow ?R by (metis cos_one_2pi_int add.commute diff_add_cancel mult.assoc mult.commute) next assume ?R thenshow ?L by (auto simp: sin_add cos_add) qed
lemma sincos_principal_value: "∃y. (- pi < y ∧ y ≤ pi) ∧ (sin y = sin x ∧ cos y = cos x)" proof -
define y where"y ≡ pi - (2 * pi) * frac ((pi - x) / (2 * pi))" have"-pi < y"" y ≤ pi" by (auto simp: field_simps frac_lt_1 y_def) moreover have"sin y = sin x""cos y = cos x" by (simp_all add: y_def frac_def divide_simps sin_add cos_add mult_of_int_commute) ultimately show ?thesis by metis qed
subsection‹Tangent›
definition tan :: "'a ==> 'a::{real_normed_field,banach}" where"tan = (λx. sin x / cos x)"
lemma tan_minus [simp]: "tan (- x) = - tan x" by (simp add: tan_def)
lemma tan_periodic [simp]: "tan (x + 2 * pi) = tan x" by (simp add: tan_def)
lemma lemma_tan_add1: "cos x ≠ 0 ==> cos y ≠ 0 ==> 1 - tan x * tan y = cos (x + y)/(cos x * cos y)" by (simp add: tan_def cos_add field_simps)
lemma add_tan_eq: "cos x ≠ 0 ==> cos y ≠ 0 ==> tan x + tan y = sin(x + y)/(cos x * cos y)" for x :: "'a::{real_normed_field,banach}" by (simp add: tan_def sin_add field_simps)
lemma tan_eq_0_cos_sin: "tan x = 0 ⟷ cos x = 0 ∨ sin x = 0" by (auto simp: tan_def)
text‹Note: half of these zeros would normally be regarded as undefined cases.› lemma tan_eq_0_Ex: assumes"tan x = 0" obtains k::int where"x = (k/2) * pi" using assms by (metis cos_zero_iff_int mult.commute sin_zero_iff_int tan_eq_0_cos_sin times_divide_eq_left)
lemma tan_add: "cos x ≠ 0 ==> cos y ≠ 0 ==> cos (x + y) ≠ 0 ==> tan (x + y) = (tan x + tan y)/(1 - tan x * tan y)" for x :: "'a::{real_normed_field,banach}" by (simp add: add_tan_eq lemma_tan_add1 field_simps) (simp add: tan_def)
lemma tan_double: "cos x ≠ 0 ==> cos (2 * x) ≠ 0 ==> tan (2 * x) = (2 * tan x) / (1 - (tan x)🪙2)" for x :: "'a::{real_normed_field,banach}" using tan_add [of x x] by (simp add: power2_eq_square)
lemma tan_gt_zero: "0 < x ==> x < pi/2 ==> 0 < tan x" by (simp add: tan_def zero_less_divide_iff sin_gt_zero2 cos_gt_zero_pi)
lemma tan_less_zero: assumes"- pi/2 < x"and"x < 0" shows"tan x < 0" proof - have"0 < tan (- x)" using assms by (simp only: tan_gt_zero) thenshow ?thesis by simp qed
lemma tan_half: "tan x = sin (2 * x) / (cos (2 * x) + 1)" for x :: "'a::{real_normed_field,banach,field}" unfolding tan_def sin_double cos_double sin_squared_eq by (simp add: power2_eq_square)
lemma DERIV_tan [simp]: "cos x ≠ 0 ==> DERIV tan x :> inverse ((cos x)🪙2)" for x :: "'a::{real_normed_field,banach}" unfolding tan_def by (auto intro!: derivative_eq_intros, simp add: divide_inverse power2_eq_square)
declare DERIV_tan[THEN DERIV_chain2, derivative_intros] and DERIV_tan[THEN DERIV_chain2, unfolded has_field_derivative_def, derivative_intros]
lemma isCont_tan: "cos x ≠ 0 ==> isCont tan x" for x :: "'a::{real_normed_field,banach}" by (rule DERIV_tan [THEN DERIV_isCont])
lemma isCont_tan' [simp,continuous_intros]: fixes a :: "'a::{real_normed_field,banach}"and f :: "'a ==> 'a" shows"isCont f a ==> cos (f a) ≠ 0 ==> isCont (λx. tan (f x)) a" by (rule isCont_o2 [OF _ isCont_tan])
lemma tendsto_tan [tendsto_intros]: fixes f :: "'a ==> 'a::{real_normed_field,banach}" shows"(f ---> a) F ==> cos a ≠ 0 ==> ((λx. tan (f x)) ---> tan a) F" by (rule isCont_tendsto_compose [OF isCont_tan])
lemma continuous_tan: fixes f :: "'a ==> 'a::{real_normed_field,banach}" shows"continuous F f ==> cos (f (Lim F (λx. x))) ≠ 0 ==> continuous F (λx. tan (f x))" unfolding continuous_def by (rule tendsto_tan)
lemma continuous_on_tan [continuous_intros]: fixes f :: "'a ==> 'a::{real_normed_field,banach}" shows"continuous_on s f ==> (∀x∈s. cos (f x) ≠ 0) ==> continuous_on s (λx. tan (f x))" unfolding continuous_on_def by (auto intro: tendsto_tan)
lemma continuous_within_tan [continuous_intros]: fixes f :: "'a ==> 'a::{real_normed_field,banach}" shows"continuous (at x within s) f ==> cos (f x) ≠ 0 ==> continuous (at x within s) (λx. tan (f x))" unfolding continuous_within by (rule tendsto_tan)
lemma lemma_tan_total: assumes"0 < y"shows"∃x. 0 < x ∧ x < pi/2 ∧ y < tan x" proof - obtain s where"0 < s" and s: "∧x. [x ≠ pi/2; norm (x - pi/2) < s]==> norm (cos x / sin x - 0) < inverse y" using LIM_D [OF LIM_cos_div_sin, of "inverse y"] that assms by force obtain e where e: "0 < e""e < s""e < pi/2" using‹0 🚫› field_lbound_gt_zero pi_half_gt_zero by blast show ?thesis proof (intro exI conjI) have"0 < sin e""0 < cos e" using e by (auto intro: cos_gt_zero sin_gt_zero2 simp: mult.commute) then show"y < tan (pi/2 - e)" using s [of "pi/2 - e"] e assms by (simp add: tan_def sin_diff cos_diff) (simp add: field_simps split: if_split_asm) qed (use e in auto) qed
lemma tan_total_pos: assumes"0 ≤ y"shows"∃x. 0 ≤ x ∧ x < pi/2 ∧ tan x = y" proof (cases "y = 0") case True thenshow ?thesis using pi_half_gt_zero tan_zero by blast next case False with assms have"y > 0" by linarith obtain x where x: "0 < x""x < pi/2""y < tan x" using lemma_tan_total ‹0 🚫›by blast have"∃u≥0. u ≤ x ∧ tan u = y" proof (intro IVT allI impI) show"isCont tan u"if"0 ≤ u ∧ u ≤ x"for u proof - have"cos u ≠ 0" using antisym_conv2 cos_gt_zero that x(2) by fastforce with assms show ?thesis by (auto intro!: DERIV_tan [THEN DERIV_isCont]) qed qed (use assms x in auto) thenshow ?thesis using x(2) by auto qed
lemma lemma_tan_total1: "∃x. -(pi/2) < x ∧ x < (pi/2) ∧ tan x = y" proof (cases "0::real" y rule: le_cases) case le thenshow ?thesis by (meson less_le_trans minus_pi_half_less_zero tan_total_pos) next case ge with tan_total_pos [of "-y"] obtain x where"0 ≤ x""x < pi/2""tan x = - y" by force thenshow ?thesis by (rule_tac x="-x"in exI) auto qed
proposition tan_total: "∃! x. -(pi/2) < x ∧ x < (pi/2) ∧ tan x = y" proof - have"u = v"if u: "- (pi/2) < u""u < pi/2"and v: "- (pi/2) < v""v < pi/2" and eq: "tan u = tan v"for u v proof (cases u v rule: linorder_cases) case less have"∧x. u ≤ x ∧ x ≤ v ⟶ isCont tan x" by (metis cos_gt_zero_pi isCont_tan le_less_trans less_irrefl less_le_trans u(1) v(2)) thenhave"continuous_on {u..v} tan" by (simp add: continuous_at_imp_continuous_on) moreoverhave"∧x. u < x ∧ x < v ==> tan differentiable (at x)" by (metis DERIV_tan cos_gt_zero_pi real_differentiable_def less_numeral_extra(3) order.strict_trans u(1) v(2)) ultimatelyobtain z where"u < z""z < v""DERIV tan z :> 0" by (metis less Rolle eq) moreoverhave"cos z ≠ 0" by (metis (no_types) ‹u 🚫›‹z 🚫› cos_gt_zero_pi less_le_trans linorder_not_less not_less_iff_gr_or_eq u(1) v(2)) ultimatelyshow ?thesis using DERIV_unique [OF _ DERIV_tan] by fastforce next case greater have"∧x. v ≤ x ∧ x ≤ u ==> isCont tan x" by (metis cos_gt_zero_pi isCont_tan le_less_trans less_irrefl less_le_trans u(2) v(1)) thenhave"continuous_on {v..u} tan" by (simp add: continuous_at_imp_continuous_on) moreoverhave"∧x. v < x ∧ x < u ==> tan differentiable (at x)" by (metis DERIV_tan cos_gt_zero_pi real_differentiable_def less_numeral_extra(3) order.strict_trans u(2) v(1)) ultimatelyobtain z where"v < z""z < u""DERIV tan z :> 0" by (metis greater Rolle eq) moreoverhave"cos z ≠ 0" by (metis ‹v 🚫›‹z 🚫› cos_gt_zero_pi less_eq_real_def less_le_trans order_less_irrefl u(2) v(1)) ultimatelyshow ?thesis using DERIV_unique [OF _ DERIV_tan] by fastforce qed auto thenhave"∃!x. - (pi/2) < x ∧ x < pi/2 ∧ tan x = y" if x: "- (pi/2) < x""x < pi/2""tan x = y"for x using that by auto thenshow ?thesis using lemma_tan_total1 [where y = y] by auto qed
lemma tan_monotone: assumes"- (pi/2) < y"and"y < x"and"x < pi/2" shows"tan y < tan x" proof - have"DERIV tan x' :> inverse ((cos x')🪙2)"if"y ≤ x'""x' ≤ x"for x' proof - have"-(pi/2) < x'"and"x' < pi/2" using that assms by auto with cos_gt_zero_pi have"cos x' ≠ 0"by force thenshow"DERIV tan x' :> inverse ((cos x')🪙2)" by (rule DERIV_tan) qed from MVT2[OF ‹y 🚫› this] obtain z where"y < z"and"z < x" and tan_diff: "tan x - tan y = (x - y) * inverse ((cos z)🪙2)"by auto thenhave"- (pi/2) < z"and"z < pi/2" using assms by auto thenhave"0 < cos z" using cos_gt_zero_pi by auto thenhave inv_pos: "0 < inverse ((cos z)🪙2)" by auto have"0 < x - y"using‹y 🚫›by auto with inv_pos have"0 < tan x - tan y" unfolding tan_diff by auto thenshow ?thesis by auto qed
lemma tan_monotone': assumes"- (pi/2) < y" and"y < pi/2" and"- (pi/2) < x" and"x < pi/2" shows"y < x ⟷ tan y < tan x" proof assume"y < x" thenshow"tan y < tan x" using tan_monotone and‹- (pi/2) 🚫›and‹x 🚫/2›by auto next assume"tan y < tan x" show"y < x" proof (rule ccontr) assume"¬ ?thesis" thenhave"x ≤ y"by auto thenhave"tan x ≤ tan y" proof (cases "x = y") case True thenshow ?thesis by auto next case False thenhave"x < y"using‹x ≤ y›by auto from tan_monotone[OF ‹- (pi/2) 🚫› this ‹y 🚫/2›] show ?thesis by auto qed thenshow False using‹tan y 🚫 x›by auto qed qed
lemma tan_inverse: "1 / (tan y) = tan (pi/2 - y)" unfolding tan_def sin_cos_eq[of y] cos_sin_eq[of y] by auto
lemma tan_periodic_pi[simp]: "tan (x + pi) = tan x" by (simp add: tan_def)
lemma tan_periodic_nat[simp]: "tan (x + real n * pi) = tan x" proof (induct n arbitrary: x) case 0 thenshow ?caseby simp next case (Suc n) have split_pi_off: "x + real (Suc n) * pi = (x + real n * pi) + pi" unfolding Suc_eq_plus1 of_nat_add distrib_right by auto show ?case unfolding split_pi_off using Suc by auto qed
lemma tan_periodic_int[simp]: "tan (x + of_int i * pi) = tan x" proof (cases "0 ≤ i") case False thenhave i_nat: "of_int i = - of_int (nat (- i))"by auto thenshow ?thesis by (smt (verit, best) mult_minus_left of_int_of_nat_eq tan_periodic_nat) qed (use zero_le_imp_eq_int in fastforce)
lemma tan_periodic_n[simp]: "tan (x + numeral n * pi) = tan x" using tan_periodic_int[of _ "numeral n" ] by simp
lemma tan_diff: "cos x ≠ 0 ==> cos y ≠ 0 ==> cos (x - y) ≠ 0 ==> tan (x - y) = (tan x - tan y)/(1 + tan x * tan y)" for x :: "'a::{real_normed_field,banach}" using tan_add [of x "-y"] by simp
lemma tan_pos_pi2_le: "0 ≤ x ==> x < pi/2 ==> 0 ≤ tan x" using less_eq_real_def tan_gt_zero by auto
lemma cos_tan: "∣x∣ < pi/2 ==> cos x = 1 / sqrt (1 + tan x ^ 2)" using cos_gt_zero_pi [of x] by (simp add: field_split_simps tan_def real_sqrt_divide abs_if split: if_split_asm)
lemma cos_tan_half: "cos x ≠0 ==> cos (2*x) = (1 - (tan x)^2) / (1 + (tan x)^2)" unfolding cos_double tan_def by (auto simp add:field_simps )
lemma sin_tan: "∣x∣ < pi/2 ==> sin x = tan x / sqrt (1 + tan x ^ 2)" using cos_gt_zero [of "x"] cos_gt_zero [of "-x"] by (force simp: field_split_simps tan_def real_sqrt_divide abs_if split: if_split_asm)
lemma sin_tan_half: "sin (2*x) = 2 * tan x / (1 + (tan x)^2)" unfolding sin_double tan_def by (cases "cos x=0") (auto simp add:field_simps power2_eq_square)
lemma tan_mono_le: "-(pi/2) < x ==> x ≤ y ==> y < pi/2 ==> tan x ≤ tan y" using less_eq_real_def tan_monotone by auto
lemma tan_mono_lt_eq: "-(pi/2) < x ==> x < pi/2 ==> -(pi/2) < y ==> y < pi/2 ==> tan x < tan y ⟷ x < y" using tan_monotone' by blast
lemma tan_mono_le_eq: "-(pi/2) < x ==> x < pi/2 ==> -(pi/2) < y ==> y < pi/2 ==> tan x ≤ tan y ⟷ x ≤ y" by (meson tan_mono_le not_le tan_monotone)
lemma tan_bound_pi2: "∣x∣ < pi/4 ==>∣tan x∣ < 1" using tan_45 tan_monotone [of x "pi/4"] tan_monotone [of "-x""pi/4"] by (auto simp: abs_if split: if_split_asm)
lemma DERIV_cot [simp]: "sin x ≠ 0 ==> DERIV cot x :> -inverse ((sin x)🪙2)" for x :: "'a::{real_normed_field,banach}" unfolding cot_def using cos_squared_eq[of x] by (auto intro!: derivative_eq_intros) (simp add: divide_inverse power2_eq_square)
lemma isCont_cot: "sin x ≠ 0 ==> isCont cot x" for x :: "'a::{real_normed_field,banach}" by (rule DERIV_cot [THEN DERIV_isCont])
lemma isCont_cot' [simp,continuous_intros]: "isCont f a ==> sin (f a) ≠ 0 ==> isCont (λx. cot (f x)) a" for a :: "'a::{real_normed_field,banach}"and f :: "'a ==> 'a" by (rule isCont_o2 [OF _ isCont_cot])
lemma tendsto_cot [tendsto_intros]: "(f ---> a) F ==> sin a ≠ 0 ==> ((λx. cot (f x))---> cot a) F" for f :: "'a ==> 'a::{real_normed_field,banach}" by (rule isCont_tendsto_compose [OF isCont_cot])
lemma continuous_cot: "continuous F f ==> sin (f (Lim F (λx. x))) ≠ 0 ==> continuous F (λx. cot (f x))" for f :: "'a ==> 'a::{real_normed_field,banach}" unfolding continuous_def by (rule tendsto_cot)
lemma continuous_on_cot [continuous_intros]: fixes f :: "'a ==> 'a::{real_normed_field,banach}" shows"continuous_on s f ==> (∀x∈s. sin (f x) ≠ 0) ==> continuous_on s (λx. cot (f x))" unfolding continuous_on_def by (auto intro: tendsto_cot)
lemma continuous_within_cot [continuous_intros]: fixes f :: "'a ==> 'a::{real_normed_field,banach}" shows"continuous (at x within s) f ==> sin (f x) ≠ 0 ==> continuous (at x within s) (λx. cot (f x))" unfolding continuous_within by (rule tendsto_cot)
subsection‹Inverse Trigonometric Functions›
definition arcsin :: "real ==> real" where"arcsin y = (THE x. -(pi/2) ≤ x ∧ x ≤ pi/2 ∧ sin x = y)"
definition arccos :: "real ==> real" where"arccos y = (THE x. 0 ≤ x ∧ x ≤ pi ∧ cos x = y)"
definition arctan :: "real ==> real" where"arctan y = (THE x. -(pi/2) < x ∧ x < pi/2 ∧ tan x = y)"
lemma arcsin: "- 1 ≤ y ==> y ≤ 1 ==> - (pi/2) ≤ arcsin y ∧ arcsin y ≤ pi/2 ∧ sin (arcsin y) = y" unfolding arcsin_def by (rule theI' [OF sin_total])
lemma arcsin_pi: "- 1 ≤ y ==> y ≤ 1 ==> - (pi/2) ≤ arcsin y ∧ arcsin y ≤ pi ∧ sin (arcsin y) = y" by (drule (1) arcsin) (force intro: order_trans)
lemma sin_arcsin [simp]: "- 1 ≤ y ==> y ≤ 1 ==> sin (arcsin y) = y" by (blast dest: arcsin)
lemma arcsin_bounded: "- 1 ≤ y ==> y ≤ 1 ==> - (pi/2) ≤ arcsin y ∧ arcsin y ≤ pi/2" by (blast dest: arcsin)
lemma arcsin_lbound: "- 1 ≤ y ==> y ≤ 1 ==> - (pi/2) ≤ arcsin y" by (blast dest: arcsin)
lemma arcsin_ubound: "- 1 ≤ y ==> y ≤ 1 ==> arcsin y ≤ pi/2" by (blast dest: arcsin)
lemma arcsin_lt_bounded: assumes"- 1 < y""y < 1" shows"- (pi/2) < arcsin y ∧ arcsin y < pi/2" proof - have"arcsin y ≠ pi/2" by (metis arcsin assms not_less not_less_iff_gr_or_eq sin_pi_half) moreoverhave"arcsin y ≠ - pi/2" by (metis arcsin assms minus_divide_left not_less not_less_iff_gr_or_eq sin_minus sin_pi_half) ultimatelyshow ?thesis using arcsin_bounded [of y] assms by auto qed
lemma arcsin_sin: "- (pi/2) ≤ x ==> x ≤ pi/2 ==> arcsin (sin x) = x" unfolding arcsin_def using the1_equality [OF sin_total] by simp
lemma arcsin_unique: assumes"-pi/2 ≤ x"and"x ≤ pi/2"and"sin x = y"shows"arcsin y = x" using arcsin_sin[of x] assms by force
lemma arcsin_0 [simp]: "arcsin 0 = 0" using arcsin_sin [of 0] by simp
lemma arcsin_1 [simp]: "arcsin 1 = pi/2" using arcsin_sin [of "pi/2"] by simp
lemma arcsin_minus_1 [simp]: "arcsin (- 1) = - (pi/2)" using arcsin_sin [of "- pi/2"] by simp
lemma arcsin_minus: "- 1 ≤ x ==> x ≤ 1 ==> arcsin (- x) = - arcsin x" by (metis (no_types, opaque_lifting) arcsin arcsin_sin minus_minus neg_le_iff_le sin_minus)
lemma arcsin_one_half [simp]: "arcsin (1/2) = pi / 6" and arcsin_minus_one_half [simp]: "arcsin (-(1/2)) = -pi / 6" by (intro arcsin_unique; simp add: sin_30 field_simps)+
lemma arcsin_one_over_sqrt_2: "arcsin (1 / sqrt 2) = pi / 4" by (rule arcsin_unique) (auto simp: sin_45 field_simps)
lemma arcsin_eq_iff: "∣x∣≤ 1 ==>∣y∣≤ 1 ==> arcsin x = arcsin y ⟷ x = y" by (metis abs_le_iff arcsin minus_le_iff)
lemma cos_arcsin_nonzero: "- 1 < x ==> x < 1 ==> cos (arcsin x) ≠ 0" using arcsin_lt_bounded cos_gt_zero_pi by force
lemma arccos: "- 1 ≤ y ==> y ≤ 1 ==> 0 ≤ arccos y ∧ arccos y ≤ pi ∧ cos (arccos y) = y" unfolding arccos_def by (rule theI' [OF cos_total])
lemma cos_arccos [simp]: "- 1 ≤ y ==> y ≤ 1 ==> cos (arccos y) = y" by (blast dest: arccos)
lemma arccos_bounded: "- 1 ≤ y ==> y ≤ 1 ==> 0 ≤ arccos y ∧ arccos y ≤ pi" by (blast dest: arccos)
lemma arccos_lbound: "- 1 ≤ y ==> y ≤ 1 ==> 0 ≤ arccos y" by (blast dest: arccos)
lemma arccos_ubound: "- 1 ≤ y ==> y ≤ 1 ==> arccos y ≤ pi" by (blast dest: arccos)
lemma arccos_lt_bounded: assumes"- 1 < y""y < 1" shows"0 < arccos y ∧ arccos y < pi" proof - have"arccos y ≠ 0" by (metis (no_types) arccos assms(1) assms(2) cos_zero less_eq_real_def less_irrefl) moreoverhave"arccos y ≠ -pi" by (metis arccos assms(1) assms(2) cos_minus cos_pi not_less not_less_iff_gr_or_eq) ultimatelyshow ?thesis using arccos_bounded [of y] assms by (metis arccos cos_pi not_less not_less_iff_gr_or_eq) qed
lemma arccos_cos: "0 ≤ x ==> x ≤ pi ==> arccos (cos x) = x" by (auto simp: arccos_def intro!: the1_equality cos_total)
lemma arccos_cos2: "x ≤ 0 ==> - pi ≤ x ==> arccos (cos x) = -x" by (auto simp: arccos_def intro!: the1_equality cos_total)
lemma arccos_unique: assumes"0 ≤ x"and"x ≤ pi"and"cos x = y"shows"arccos y = x" using arccos_cos assms by blast
lemma cos_arcsin: assumes"- 1 ≤ x""x ≤ 1" shows"cos (arcsin x) = sqrt (1 - x🪙2)" proof (rule power2_eq_imp_eq) show"(cos (arcsin x))🪙2 = (sqrt (1 - x🪙2))🪙2" by (simp add: square_le_1 assms cos_squared_eq) show"0 ≤ cos (arcsin x)" using arcsin assms cos_ge_zero by blast show"0 ≤ sqrt (1 - x🪙2)" by (simp add: square_le_1 assms) qed
lemma tan_eq_arctan_Ex: shows"tan x = y ⟷ (∃k::int. x = arctan y + k*pi ∨ (x = pi/2 + k*pi ∧ y=0))" proof assume lhs: "tan x = y" obtain k::int where k:"-pi/2 < x-k*pi""x-k*pi ≤ pi/2" proof
define k where"k ≡ ceiling (x/pi - 1/2)" show"- pi / 2 < x - real_of_int k * pi" using ceiling_divide_lower [of "pi*2""(x * 2 - pi)"] by (auto simp: k_def field_simps) show"x-k*pi ≤ pi/2" using ceiling_divide_upper [of "pi*2""(x * 2 - pi)"] by (auto simp: k_def field_simps) qed have"x = arctan y + of_int k * pi" when "x ≠ pi/2 + k*pi" proof - have"tan (x - k * pi) = y"using lhs tan_periodic_int[of _ "-k"] by auto thenhave"arctan y = x - real_of_int k * pi" by (smt (verit) arctan_tan lhs divide_minus_left k mult_minus_left of_int_minus tan_periodic_int that) thenshow ?thesis by auto qed thenshow"∃k. x = arctan y + of_int k * pi ∨ (x = pi/2 + k*pi ∧ y=0)" using lhs k by force qed (auto simp: arctan)
lemma arctan_tan_eq_abs_pi: assumes"cos θ ≠ 0" obtains k where"arctan (tan θ) = θ - of_int k * pi" by (metis add.commute assms cos_zero_iff_int2 eq_diff_eq tan_eq_arctan_Ex)
lemma tan_eq: assumes"tan x = tan y""tan x ≠ 0" obtains k::int where"x = y + k * pi" proof - obtain k0 where k0: "x = arctan (tan y) + real_of_int k0 * pi" using assms tan_eq_arctan_Ex[of x "tan y"] by auto obtain k1 where k1: "arctan (tan y) = y - of_int k1 * pi" using arctan_tan_eq_abs_pi assms tan_eq_0_cos_sin by auto have"x = y + (k0-k1)*pi" using k0 k1 by (auto simp: algebra_simps) with that show ?thesis by blast qed
lemma sin_arctan: "sin (arctan x) = x / sqrt (1 + x🪙2)" using add_pos_nonneg [OF zero_less_one zero_le_power2 [of x]] using tan_arctan [of x] unfolding tan_def cos_arctan by (simp add: eq_divide_eq)
lemma tan_sec: "cos x ≠ 0 ==> 1 + (tan x)🪙2 = (inverse (cos x))🪙2" for x :: "'a::{real_normed_field,banach,field}" by (simp add: add_divide_eq_iff inverse_eq_divide power2_eq_square tan_def)
lemma arctan_less_iff: "arctan x < arctan y ⟷ x < y" by (metis tan_monotone' arctan_lbound arctan_ubound tan_arctan)
lemma arctan_le_iff: "arctan x ≤ arctan y ⟷ x ≤ y" by (simp only: not_less [symmetric] arctan_less_iff)
lemma arctan_eq_iff: "arctan x = arctan y ⟷ x = y" by (simp only: eq_iff [where 'a=real] arctan_le_iff)
lemma zero_less_arctan_iff [simp]: "0 < arctan x ⟷ 0 < x" using arctan_less_iff [of 0 x] by simp
lemma arctan_less_zero_iff [simp]: "arctan x < 0 ⟷ x < 0" using arctan_less_iff [of x 0] by simp
lemma zero_le_arctan_iff [simp]: "0 ≤ arctan x ⟷ 0 ≤ x" using arctan_le_iff [of 0 x] by simp
lemma arctan_le_zero_iff [simp]: "arctan x ≤ 0 ⟷ x ≤ 0" using arctan_le_iff [of x 0] by simp
lemma arctan_eq_zero_iff [simp]: "arctan x = 0 ⟷ x = 0" using arctan_eq_iff [of x 0] by simp
lemma continuous_on_arcsin': "continuous_on {-1 .. 1} arcsin" proof - have"continuous_on (sin ` {- pi/2 .. pi/2}) arcsin" by (rule continuous_on_inv) (auto intro: continuous_intros simp: arcsin_sin) alsohave"sin ` {- pi/2 .. pi/2} = {-1 .. 1}" proof safe fix x :: real assume"x ∈ {-1..1}" thenshow"x ∈ sin ` {- pi/2..pi/2}" using arcsin_lbound arcsin_ubound by (intro image_eqI[where x="arcsin x"]) auto qed simp finallyshow ?thesis . qed
lemma continuous_on_arcsin [continuous_intros]: "continuous_on s f ==> (∀x∈s. -1 ≤ f x ∧ f x ≤ 1) ==> continuous_on s (λx. arcsin (f x))" using continuous_on_compose[of s f, OF _ continuous_on_subset[OF continuous_on_arcsin']] by (auto simp: comp_def subset_eq)
lemma isCont_arcsin: "-1 < x ==> x < 1 ==> isCont arcsin x" using continuous_on_arcsin'[THEN continuous_on_subset, of "{ -1 <..< 1 }"] by (auto simp: continuous_on_eq_continuous_at subset_eq)
lemma continuous_on_arccos': "continuous_on {-1 .. 1} arccos" proof - have"continuous_on (cos ` {0 .. pi}) arccos" by (rule continuous_on_inv) (auto intro: continuous_intros simp: arccos_cos) alsohave"cos ` {0 .. pi} = {-1 .. 1}" proof safe fix x :: real assume"x ∈ {-1..1}" thenshow"x ∈ cos ` {0..pi}" using arccos_lbound arccos_ubound by (intro image_eqI[where x="arccos x"]) auto qed simp finallyshow ?thesis . qed
lemma continuous_on_arccos [continuous_intros]: "continuous_on s f ==> (∀x∈s. -1 ≤ f x ∧ f x ≤ 1) ==> continuous_on s (λx. arccos (f x))" using continuous_on_compose[of s f, OF _ continuous_on_subset[OF continuous_on_arccos']] by (auto simp: comp_def subset_eq)
lemma isCont_arccos: "-1 < x ==> x < 1 ==> isCont arccos x" using continuous_on_arccos'[THEN continuous_on_subset, of "{ -1 <..< 1 }"] by (auto simp: continuous_on_eq_continuous_at subset_eq)
lemma isCont_arctan: "isCont arctan x" proof - obtain u where u: "- (pi/2) < u""u < arctan x" by (meson arctan arctan_less_iff linordered_field_no_lb) obtain v where v: "arctan x < v""v < pi/2" by (meson arctan_less_iff arctan_ubound linordered_field_no_ub) have"isCont arctan (tan (arctan x))" proof (rule isCont_inverse_function2 [of u "arctan x" v]) show"∧z. [u ≤ z; z ≤ v]==> arctan (tan z) = z" using arctan_unique u(1) v(2) by auto thenshow"∧z. [u ≤ z; z ≤ v]==> isCont tan z" by (metis arctan cos_gt_zero_pi isCont_tan less_irrefl) qed (use u v in auto) thenshow ?thesis by (simp add: arctan) qed
lemma continuous_arctan [continuous_intros]: "continuous F f ==> continuous F (λx. arctan (f x))" unfolding continuous_def by (rule tendsto_arctan)
lemma continuous_on_arctan [continuous_intros]: "continuous_on s f ==> continuous_on s (λx. arctan (f x))" unfolding continuous_on_def by (auto intro: tendsto_arctan)
lemma DERIV_arcsin: assumes"- 1 < x""x < 1" shows"DERIV arcsin x :> inverse (sqrt (1 - x🪙2))" proof (rule DERIV_inverse_function) show"(sin has_real_derivative sqrt (1 - x🪙2)) (at (arcsin x))" by (rule derivative_eq_intros | use assms cos_arcsin in force)+ show"sqrt (1 - x🪙2) ≠ 0" using abs_square_eq_1 assms by force qed (use assms isCont_arcsin in auto)
lemma DERIV_arccos: assumes"- 1 < x""x < 1" shows"DERIV arccos x :> inverse (- sqrt (1 - x🪙2))" proof (rule DERIV_inverse_function) show"(cos has_real_derivative - sqrt (1 - x🪙2)) (at (arccos x))" by (rule derivative_eq_intros | use assms sin_arccos in force)+ show"- sqrt (1 - x🪙2) ≠ 0" using abs_square_eq_1 assms by force qed (use assms isCont_arccos in auto)
lemma DERIV_arctan: "DERIV arctan x :> inverse (1 + x🪙2)" proof (rule DERIV_inverse_function) have"inverse ((cos (arctan x))🪙2) = 1 + x🪙2" by (metis arctan cos_arctan_not_zero power_inverse tan_sec) thenshow"(tan has_real_derivative 1 + x🪙2) (at (arctan x))" by (auto intro!: derivative_eq_intros) show"∧y. [x - 1 < y; y < x + 1]==> tan (arctan y) = y" using tan_arctan by blast show"1 + x🪙2 ≠ 0" by (metis power_one sum_power2_eq_zero_iff zero_neq_one) qed (use isCont_arctan in auto)
lemma sin_multiple_reduce: "sin (x * numeral n :: 'a :: {real_normed_field, banach}) = sin x * cos (x * of_nat (pred_numeral n)) + cos x * sin (x * of_nat (pred_numeral n))" proof - have"numeral n = of_nat (pred_numeral n) + (1 :: 'a)" by (metis add.commute numeral_eq_Suc of_nat_Suc of_nat_numeral) alsohave"sin (x * …) = sin (x * of_nat (pred_numeral n) + x)" unfolding of_nat_Suc by (simp add: ring_distribs) finallyshow ?thesis by (simp add: sin_add) qed
lemma cos_multiple_reduce: "cos (x * numeral n :: 'a :: {real_normed_field, banach}) = cos (x * of_nat (pred_numeral n)) * cos x - sin (x * of_nat (pred_numeral n)) * sin x" proof - have"numeral n = of_nat (pred_numeral n) + (1 :: 'a)" by (metis add.commute numeral_eq_Suc of_nat_Suc of_nat_numeral) alsohave"cos (x * …) = cos (x * of_nat (pred_numeral n) + x)" unfolding of_nat_Suc by (simp add: ring_distribs) finallyshow ?thesis by (simp add: cos_add) qed
lemma arccos_eq_pi_iff: "x ∈ {-1..1} ==> arccos x = pi ⟷ x = -1" by (metis arccos arccos_minus_1 atLeastAtMost_iff cos_pi)
lemma arccos_eq_0_iff: "x ∈ {-1..1} ==> arccos x = 0 ⟷ x = 1" by (metis arccos arccos_1 atLeastAtMost_iff cos_zero)
subsection‹Prove Totality of the Trigonometric Functions›
lemma cos_arccos_abs: "∣y∣≤ 1 ==> cos (arccos y) = y" by (simp add: abs_le_iff)
lemma sin_arccos_abs: "∣y∣≤ 1 ==> sin (arccos y) = sqrt (1 - y🪙2)" by (simp add: sin_arccos abs_le_iff)
lemma sin_mono_less_eq: "- (pi/2) ≤ x ==> x ≤ pi/2 ==> - (pi/2) ≤ y ==> y ≤ pi/2 ==> sin x < sin y ⟷ x < y" by (metis not_less_iff_gr_or_eq sin_monotone_2pi)
lemma sin_mono_le_eq: "- (pi/2) ≤ x ==> x ≤ pi/2 ==> - (pi/2) ≤ y ==> y ≤ pi/2 ==> sin x ≤ sin y ⟷ x ≤ y" by (meson leD le_less_linear sin_monotone_2pi sin_monotone_2pi_le)
lemma sin_inj_pi: "- (pi/2) ≤ x ==> x ≤ pi/2 ==> - (pi/2) ≤ y ==> y ≤ pi/2 ==> sin x = sin y ==> x = y" by (metis arcsin_sin)
lemma arcsin_le_iff: assumes"x ≥ -1""x ≤ 1""y ≥ -pi/2""y ≤ pi/2" shows"arcsin x ≤ y ⟷ x ≤ sin y" proof - have"arcsin x ≤ y ⟷ sin (arcsin x) ≤ sin y" using arcsin_bounded[of x] assms by (subst sin_mono_le_eq) auto alsofrom assms have"sin (arcsin x) = x"by simp finallyshow ?thesis . qed
lemma le_arcsin_iff: assumes"x ≥ -1""x ≤ 1""y ≥ -pi/2""y ≤ pi/2" shows"arcsin x ≥ y ⟷ x ≥ sin y" proof - have"arcsin x ≥ y ⟷ sin (arcsin x) ≥ sin y" using arcsin_bounded[of x] assms by (subst sin_mono_le_eq) auto alsofrom assms have"sin (arcsin x) = x"by simp finallyshow ?thesis . qed
lemma cos_mono_less_eq: "0 ≤ x ==> x ≤ pi ==> 0 ≤ y ==> y ≤ pi ==> cos x < cos y ⟷ y < x" by (meson cos_monotone_0_pi cos_monotone_0_pi_le leD le_less_linear)
lemma cos_mono_le_eq: "0 ≤ x ==> x ≤ pi ==> 0 ≤ y ==> y ≤ pi ==> cos x ≤ cos y ⟷ y≤ x" by (metis arccos_cos cos_monotone_0_pi_le eq_iff linear)
lemma cos_inj_pi: "0 ≤ x ==> x ≤ pi ==> 0 ≤ y ==> y ≤ pi ==> cos x = cos y ==> x = y" by (metis arccos_cos)
lemma arccos_le_pi2: "[0 ≤ y; y ≤ 1]==> arccos y ≤ pi/2" by (metis (mono_tags) arccos_0 arccos cos_le_one cos_monotone_0_pi_le
cos_pi cos_pi_half pi_half_ge_zero antisym_conv less_eq_neg_nonpos linear minus_minus order.trans order_refl)
lemma sincos_total_pi_half: assumes"0 ≤ x""0 ≤ y""x🪙2 + y🪙2 = 1" shows"∃t. 0 ≤ t ∧ t ≤ pi/2 ∧ x = cos t ∧ y = sin t" proof - have x1: "x ≤ 1" using assms by (metis le_add_same_cancel1 power2_le_imp_le power_one zero_le_power2) with assms have *: "0 ≤ arccos x""cos (arccos x) = x" by (auto simp: arccos) from assms have"y = sqrt (1 - x🪙2)" by (metis abs_of_nonneg add.commute add_diff_cancel real_sqrt_abs) with x1 * assms arccos_le_pi2 [of x] show ?thesis by (rule_tac x="arccos x"in exI) (auto simp: sin_arccos) qed
lemma sincos_total_pi: assumes"0 ≤ y""x🪙2 + y🪙2 = 1" shows"∃t. 0 ≤ t ∧ t ≤ pi ∧ x = cos t ∧ y = sin t" proof (cases rule: le_cases [of 0 x]) case le from sincos_total_pi_half [OF le] show ?thesis by (metis pi_ge_two pi_half_le_two add.commute add_le_cancel_left add_mono assms) next case ge thenhave"0 ≤ -x" by simp thenobtain t where t: "t≥0""t ≤ pi/2""-x = cos t""y = sin t" using sincos_total_pi_half assms by auto (metis ‹0 ≤ - x› power2_minus) show ?thesis by (rule exI [where x = "pi -t"]) (use t in auto) qed
lemma sincos_total_2pi_le: assumes"x🪙2 + y🪙2 = 1" shows"∃t. 0 ≤ t ∧ t ≤ 2 * pi ∧ x = cos t ∧ y = sin t" proof (cases rule: le_cases [of 0 y]) case le from sincos_total_pi [OF le] show ?thesis by (metis assms le_add_same_cancel1 mult.commute mult_2_right order.trans) next case ge thenhave"0 ≤ -y" by simp thenobtain t where t: "t≥0""t ≤ pi""x = cos t""-y = sin t" using sincos_total_pi assms by auto (metis ‹0 ≤ - y› power2_minus) show ?thesis by (rule exI [where x = "2 * pi - t"]) (use t in auto) qed
lemma sincos_total_2pi: assumes"x🪙2 + y🪙2 = 1" obtains t where"0 ≤ t""t < 2*pi""x = cos t""y = sin t" proof - from sincos_total_2pi_le [OF assms] obtain t where t: "0 ≤ t""t ≤ 2*pi""x = cos t""y = sin t" by blast show ?thesis by (cases "t = 2 * pi") (use t that in‹force+›) qed
lemma arcsin_less_mono: "∣x∣≤ 1 ==>∣y∣≤ 1 ==> arcsin x < arcsin y ⟷ x < y" by (rule trans [OF sin_mono_less_eq [symmetric]]) (use arcsin_ubound arcsin_lbound in auto)
lemma arcsin_le_mono: "∣x∣≤ 1 ==>∣y∣≤ 1 ==> arcsin x ≤ arcsin y ⟷ x ≤ y" using arcsin_less_mono not_le by blast
lemma arcsin_less_arcsin: "- 1 ≤ x ==> x < y ==> y ≤ 1 ==> arcsin x < arcsin y" using arcsin_less_mono by auto
lemma arcsin_le_arcsin: "- 1 ≤ x ==> x ≤ y ==> y ≤ 1 ==> arcsin x ≤ arcsin y" using arcsin_le_mono by auto
lemma arcsin_nonneg: "x ∈ {0..1} ==> arcsin x ≥ 0" using arcsin_le_arcsin[of 0 x] by simp
lemma arccos_less_mono: "∣x∣≤ 1 ==>∣y∣≤ 1 ==> arccos x < arccos y ⟷ y < x" by (rule trans [OF cos_mono_less_eq [symmetric]]) (use arccos_ubound arccos_lbound in auto)
lemma arccos_le_mono: "∣x∣≤ 1 ==>∣y∣≤ 1 ==> arccos x ≤ arccos y ⟷ y ≤ x" using arccos_less_mono [of y x] by (simp add: not_le [symmetric])
lemma arccos_less_arccos: "- 1 ≤ x ==> x < y ==> y ≤ 1 ==> arccos y < arccos x" using arccos_less_mono by auto
lemma arccos_le_arccos: "- 1 ≤ x ==> x ≤ y ==> y ≤ 1 ==> arccos y ≤ arccos x" using arccos_le_mono by auto
lemma arccos_eq_iff: "∣x∣≤ 1 ∧∣y∣≤ 1 ==> arccos x = arccos y ⟷ x = y" using cos_arccos_abs by fastforce
lemma arccos_cos_eq_abs: assumes"∣θ∣≤ pi" shows"arccos (cos θ) = ∣θ∣" unfolding arccos_def proof (intro the_equality conjI; clarify?) show"cos ∣θ∣ = cos θ" by (simp add: abs_real_def) show"x = ∣θ∣"if"cos x = cos θ""0 ≤ x""x ≤ pi"for x by (simp add: ‹cos ∣θ∣ = cos θ› assms cos_inj_pi that) qed (use assms in auto)
lemma arccos_cos_eq_abs_2pi: obtains k where"arccos (cos θ) = ∣θ - of_int k * (2 * pi)∣" proof -
define k where"k ≡⌊(θ + pi) / (2 * pi)⌋" have lepi: "∣θ - of_int k * (2 * pi)∣≤ pi" using floor_divide_lower [of "2*pi""θ + pi"] floor_divide_upper [of "2*pi""θ + pi"] by (auto simp: k_def abs_if algebra_simps) have"arccos (cos θ) = arccos (cos (θ - of_int k * (2 * pi)))" using cos_int_2pin sin_int_2pin by (simp add: cos_diff mult.commute) alsohave"… = ∣θ - of_int k * (2 * pi)∣" using arccos_cos_eq_abs lepi by blast finallyshow ?thesis using that by metis qed
lemma arcsin_plus_arccos: assumes"-1 ≤ x""x ≤ 1" shows"arcsin x + arccos x = pi/2" proof - have"arcsin x = pi/2 - arccos x" apply (rule sin_inj_pi) using assms arcsin [OF assms] arccos [OF assms] by (auto simp: algebra_simps sin_diff) thenshow ?thesis by (simp add: algebra_simps) qed
lemma arcsin_arccos_eq: "-1 ≤ x ==> x ≤ 1 ==> arcsin x = pi/2 - arccos x" using arcsin_plus_arccos by force
lemma arccos_arcsin_eq: "-1 ≤ x ==> x ≤ 1 ==> arccos x = pi/2 - arcsin x" using arcsin_plus_arccos by force
lemma arcsin_arctan: "-1 < x ==> x < 1 ==> arcsin x = arctan(x / sqrt(1 - x🪙2))" by (simp add: arccos_arctan arcsin_arccos_eq)
lemma arcsin_arccos_sqrt_pos: "0 ≤ x ==> x ≤ 1 ==> arcsin x = arccos(sqrt(1 - x🪙2))" by (smt (verit, del_insts) arccos_cos arcsin_0 arcsin_le_arcsin arcsin_pi cos_arcsin)
lemma arcsin_arccos_sqrt_neg: "-1 ≤ x ==> x ≤ 0 ==> arcsin x = -arccos(sqrt(1 - x??2))" using arcsin_arccos_sqrt_pos [of "-x"] by (simp add: arcsin_minus)
lemma arccos_arcsin_sqrt_pos: "0 ≤ x ==> x ≤ 1 ==> arccos x = arcsin(sqrt(1 - x🪙2))" by (smt (verit, del_insts) arccos_lbound arccos_le_pi2 arcsin_sin sin_arccos)
lemma arccos_arcsin_sqrt_neg: "-1 ≤ x ==> x ≤ 0 ==> arccos x = pi - arcsin(sqrt(1 - x🪙2))" using arccos_arcsin_sqrt_pos [of "-x"] by (simp add: arccos_minus)
lemma cos_limit_1: assumes"(λj. cos (θ j)) <---- 1" shows"∃k. (λj. θ j - of_int (k j) * (2 * pi)) <---- 0" proof - have"∀🪙F j in sequentially. cos (θ j) ∈ {- 1..1}" by auto thenhave"(λj. arccos (cos (θ j))) <---- arccos 1" using continuous_on_tendsto_compose [OF continuous_on_arccos' assms] by auto moreoverhave"∧j. ∃k. arccos (cos (θ j)) = ∣θ j - of_int k * (2 * pi)∣" using arccos_cos_eq_abs_2pi by metis thenhave"∃k. ∀j. arccos (cos (θ j)) = ∣θ j - of_int (k j) * (2 * pi)∣" by metis ultimatelyhave"∃k. (λj. ∣θ j - of_int (k j) * (2 * pi)∣) <---- 0" by auto thenshow ?thesis by (simp add: tendsto_rabs_zero_iff) qed
lemma cos_diff_limit_1: assumes"(λj. cos (θ j - Θ)) <---- 1" obtains k where"(λj. θ j - of_int (k j) * (2 * pi)) <---- Θ" proof - obtain k where"(λj. (θ j - Θ) - of_int (k j) * (2 * pi)) <---- 0" using cos_limit_1 [OF assms] by auto thenhave"(λj. Θ + ((θ j - Θ) - of_int (k j) * (2 * pi))) <---- Θ + 0" by (rule tendsto_add [OF tendsto_const]) with that show ?thesis by auto qed
lemma tan_total_pi4: assumes"∣x∣ < 1" shows"∃z. - (pi/4) < z ∧ z < pi/4 ∧ tan z = x" proof show"- (pi/4) < arctan x ∧ arctan x < pi/4 ∧ tan (arctan x) = x" unfolding arctan_one [symmetric] arctan_minus [symmetric] unfolding arctan_less_iff using assms by (auto simp: arctan) qed
lemma arctan_add: assumes"∣x∣≤ 1""∣y∣ < 1" shows"arctan x + arctan y = arctan ((x + y) / (1 - x * y))" proof (rule arctan_unique [symmetric]) have"- (pi/4) ≤ arctan x""- (pi/4) < arctan y" unfolding arctan_one [symmetric] arctan_minus [symmetric] unfolding arctan_le_iff arctan_less_iff using assms by auto from add_le_less_mono [OF this] show 1: "- (pi/2) < arctan x + arctan y" by simp have"arctan x ≤ pi/4""arctan y < pi/4" unfolding arctan_one [symmetric] unfolding arctan_le_iff arctan_less_iff using assms by auto from add_le_less_mono [OF this] show 2: "arctan x + arctan y < pi/2" by simp show"tan (arctan x + arctan y) = (x + y) / (1 - x * y)" using cos_gt_zero_pi [OF 1 2] by (simp add: arctan tan_add) qed
lemma arctan_double: "∣x∣ < 1 ==> 2 * arctan x = arctan ((2 * x) / (1 - x🪙2))" by (metis arctan_add linear mult_2 not_less power2_eq_square)
theorem machin: "pi/4 = 4 * arctan (1 / 5) - arctan (1/239)" proof - have"∣1 / 5∣ < (1 :: real)" by auto from arctan_add[OF less_imp_le[OF this] this] have"2 * arctan (1 / 5) = arctan (5 / 12)" by auto moreover have"∣5 / 12∣ < (1 :: real)" by auto from arctan_add[OF less_imp_le[OF this] this] have"2 * arctan (5 / 12) = arctan (120 / 119)" by auto moreover have"∣1∣≤ (1::real)"and"∣1/239∣ < (1::real)" by auto from arctan_add[OF this] have"arctan 1 + arctan (1/239) = arctan (120 / 119)" by auto ultimatelyhave"arctan 1 + arctan (1/239) = 4 * arctan (1 / 5)" by auto thenshow ?thesis unfolding arctan_one by algebra qed
lemma machin_Euler: "5 * arctan (1 / 7) + 2 * arctan (3 / 79) = pi/4" proof - have 17: "∣1 / 7∣ < (1 :: real)"by auto with arctan_double have"2 * arctan (1 / 7) = arctan (7 / 24)" by simp (simp add: field_simps) moreover have"∣7 / 24∣ < (1 :: real)"by auto with arctan_double have"2 * arctan (7 / 24) = arctan (336 / 527)" by simp (simp add: field_simps) moreover have"∣336 / 527∣ < (1 :: real)"by auto from arctan_add[OF less_imp_le[OF 17] this] have"arctan(1/7) + arctan (336 / 527) = arctan (2879 / 3353)" by auto ultimatelyhave I: "5 * arctan (1 / 7) = arctan (2879 / 3353)"by auto have 379: "∣3 / 79∣ < (1 :: real)"by auto with arctan_double have II: "2 * arctan (3 / 79) = arctan (237 / 3116)" by simp (simp add: field_simps) have *: "∣2879 / 3353∣ < (1 :: real)"by auto have"∣237 / 3116∣ < (1 :: real)"by auto from arctan_add[OF less_imp_le[OF *] this] have"arctan (2879/3353) + arctan (237/3116) = pi/4" by (simp add: arctan_one) with I II show ?thesis by auto qed
(*But could also prove MACHIN_GAUSS: 12 * arctan(1/18) + 8 * arctan(1/57) - 5 * arctan(1/239) = pi/4*)
subsection‹Introducing the inverse tangent power series›
lemma monoseq_arctan_series: fixes x :: real assumes"∣x∣≤ 1" shows"monoseq (λn. 1 / real (n * 2 + 1) * x^(n * 2 + 1))"
(is"monoseq ?a") proof (cases "x = 0") case True thenshow ?thesis by (auto simp: monoseq_def) next case False have"norm x ≤ 1"and"x ≤ 1"and"-1 ≤ x" using assms by auto show"monoseq ?a" proof - have mono: "1 / real (Suc (Suc n * 2)) * x ^ Suc (Suc n * 2) ≤ 1 / real (Suc (n * 2)) * x ^ Suc (n * 2)" if"0 ≤ x"and"x ≤ 1"for n and x :: real proof (rule mult_mono) show"1 / real (Suc (Suc n * 2)) ≤ 1 / real (Suc (n * 2))" by (rule frac_le) simp_all show"0 ≤ 1 / real (Suc (n * 2))" by auto show"x ^ Suc (Suc n * 2) ≤ x ^ Suc (n * 2)" by (rule power_decreasing) (simp_all add: ‹0 ≤ x›‹x ≤ 1›) show"0 ≤ x ^ Suc (Suc n * 2)" by (rule zero_le_power) (simp add: ‹0 ≤ x›) qed show ?thesis proof (cases "0 ≤ x") case True from mono[OF this ‹x ≤ 1›, THEN allI] show ?thesis unfolding Suc_eq_plus1[symmetric] by (rule mono_SucI2) next case False thenhave"0 ≤ - x"and"- x ≤ 1" using‹-1 ≤ x›by auto from mono[OF this] have"1 / real (Suc (Suc n * 2)) * x ^ Suc (Suc n * 2) ≥ 1 / real (Suc (n * 2)) * x ^ Suc (n * 2)"for n using‹0 ≤ -x›by auto thenshow ?thesis unfolding Suc_eq_plus1[symmetric] by (rule mono_SucI1[OF allI]) qed qed qed
lemma zeroseq_arctan_series: fixes x :: real assumes"∣x∣≤ 1" shows"(λn. 1 / real (n * 2 + 1) * x^(n * 2 + 1)) <---- 0"
(is"?a <---- 0") proof (cases "x = 0") case True thenshow ?thesis by simp next case False have"norm x ≤ 1"and"x ≤ 1"and"-1 ≤ x" using assms by auto show"?a <---- 0" proof (cases "∣x∣ < 1") case True thenhave"norm x < 1"by auto from tendsto_mult[OF LIMSEQ_inverse_real_of_nat LIMSEQ_power_zero[OF ‹norm x 🚫›, THEN LIMSEQ_Suc]] have"(λn. 1 / real (n + 1) * x ^ (n + 1)) <---- 0" unfolding inverse_eq_divide Suc_eq_plus1 by simp thenshow ?thesis using pos2 by (rule LIMSEQ_linear) next case False thenhave"x = -1 ∨ x = 1" using‹∣x∣≤ 1›by auto thenhave n_eq: "∧ n. x ^ (n * 2 + 1) = x" unfolding One_nat_def by auto from tendsto_mult[OF LIMSEQ_inverse_real_of_nat[THEN LIMSEQ_linear, OF pos2, unfolded inverse_eq_divide] tendsto_const[of x]] show ?thesis unfolding n_eq Suc_eq_plus1 by auto qed qed
lemma summable_arctan_series: fixes n :: nat assumes"∣x∣≤ 1" shows"summable (λ k. (-1)^k * (1 / real (k*2+1) * x ^ (k*2+1)))"
(is"summable (?c x)") by (rule summable_Leibniz(1),
rule zeroseq_arctan_series[OF assms],
rule monoseq_arctan_series[OF assms])
lemma DERIV_arctan_series: assumes"∣x∣ < 1" shows"DERIV (λx'. ∑k. (-1)^k * (1 / real (k * 2 + 1) * x' ^ (k * 2 + 1))) x :> (∑k. (-1)^k * x^(k * 2))"
(is"DERIV ?arctan _ :> ?Int") proof - let ?f = "λn. if even n then (-1)^(n div 2) * 1 / real (Suc n) else 0"
have n_even: "even n ==> 2 * (n div 2) = n"for n :: nat by presburger thenhave if_eq: "?f n * real (Suc n) * x'^n = (if even n then (-1)^(n div 2) * x'^(2 * (n div 2)) else 0)" for n x' by auto
have summable_Integral: "summable (λ n. (- 1) ^ n * x^(2 * n))"if"∣x∣ < 1"for x :: real proof - from that have"x🪙2 < 1" by (simp add: abs_square_less_1) have"summable (λ n. (- 1) ^ n * (x🪙2) ^n)" by (rule summable_Leibniz(1))
(auto intro!: LIMSEQ_realpow_zero monoseq_realpow ‹x🪙2 🚫› order_less_imp_le[OF ‹x🪙2 🚫›]) thenshow ?thesis by (simp only: power_mult) qed
have sums_even: "(sums) f = (sums) (λ n. if even n then f (n div 2) else 0)" for f :: "nat ==> real" proof - have"f sums x = (λ n. if even n then f (n div 2) else 0) sums x"for x :: real proof assume"f sums x" from sums_if[OF sums_zero this] show"(λn. if even n then f (n div 2) else 0) sums x" by auto next assume"(λ n. if even n then f (n div 2) else 0) sums x" from LIMSEQ_linear[OF this[simplified sums_def] pos2, simplified sum_split_even_odd[simplified mult.commute]] show"f sums x" unfolding sums_def by auto qed thenshow ?thesis .. qed
have Int_eq: "(∑n. ?f n * real (Suc n) * x^n) = ?Int" unfolding if_eq mult.commute[of _ 2]
suminf_def sums_even[of "λ n. (- 1) ^ n * x ^ (2 * n)", symmetric] by auto
have arctan_eq: "(∑n. ?f n * x^(Suc n)) = ?arctan x"for x proof - have if_eq': "∧n. (if even n then (- 1) ^ (n div 2) * 1 / real (Suc n) else 0) * x ^ Suc n = (if even n then (- 1) ^ (n div 2) * (1 / real (Suc (2 * (n div 2))) * x ^ Suc (2 * (n div 2))) else 0)" using n_even by auto have idx_eq: "∧n. n * 2 + 1 = Suc (2 * n)" by auto thenshow ?thesis unfolding if_eq' idx_eq suminf_def
sums_even[of "λ n. (- 1) ^ n * (1 / real (Suc (2 * n)) * x ^ Suc (2 * n))", symmetric] by auto qed
have"DERIV (λ x. ∑ n. ?f n * x^(Suc n)) x :> (∑n. ?f n * real (Suc n) * x^n)" proof (rule DERIV_power_series') show"x ∈ {- 1 <..< 1}" using‹∣ x ∣🚫›by auto show"summable (λ n. ?f n * real (Suc n) * x'^n)" if x'_bounds: "x' ∈ {- 1 <..< 1}"for x' :: real proof - from that have"∣x'∣ < 1"by auto thenshow ?thesis using that sums_summable sums_if [OF sums_0 [of "λx. 0"] summable_sums [OF summable_Integral]] by (auto simp add: if_distrib [of "λx. x * y"for y] cong: if_cong) qed qed auto thenshow ?thesis by (simp only: Int_eq arctan_eq) qed
lemma arctan_series: assumes"∣x∣≤ 1" shows"arctan x = (∑k. (-1)^k * (1 / real (k * 2 + 1) * x ^ (k * 2 + 1)))"
(is"_ = suminf (λ n. ?c x n)") proof - let ?c' = "λx n. (-1)^n * x^(n*2)"
have DERIV_arctan_suminf: "DERIV (λ x. suminf (?c x)) x :> (suminf (?c' x))" if"0 < r"and"r < 1"and"∣x∣ < r"for r x :: real proof (rule DERIV_arctan_series) from that show"∣x∣ < 1" using‹r 🚫›and‹∣x∣🚫›by auto qed
{ fix x :: real assume"∣x∣≤ 1" note summable_Leibniz[OF zeroseq_arctan_series[OF this] monoseq_arctan_series[OF this]]
} note arctan_series_borders = this
have when_less_one: "arctan x = (∑k. ?c x k)"if"∣x∣ < 1"for x :: real proof - obtain r where"∣x∣ < r"and"r < 1" using dense[OF ‹∣x∣🚫›] by blast thenhave"0 < r"and"- r < x"and"x < r"by auto
have suminf_eq_arctan_bounded: "suminf (?c x) - arctan x = suminf (?c a) - arctan a" if"-r < a"and"b < r"and"a < b"and"a ≤ x"and"x ≤ b"for x a b proof - from that have"∣x∣ < r"by auto show"suminf (?c x) - arctan x = suminf (?c a) - arctan a" proof (rule DERIV_isconst2[of "a""b"]) show"a < b"and"a ≤ x"and"x ≤ b" using‹a 🚫›‹a ≤ x›‹x ≤ b›by auto have"∀x. - r < x ∧ x < r ⟶ DERIV (λ x. suminf (?c x) - arctan x) x :> 0" proof (rule allI, rule impI) fix x assume"-r < x ∧ x < r" thenhave"∣x∣ < r"by auto with‹r 🚫›have"∣x∣ < 1"by auto have"∣- (x🪙2)∣ < 1"using abs_square_less_1 ‹∣x∣🚫›by auto thenhave"(λn. (- (x🪙2)) ^ n) sums (1 / (1 - (- (x🪙2))))" unfolding real_norm_def[symmetric] by (rule geometric_sums) thenhave"(?c' x) sums (1 / (1 - (- (x🪙2))))" unfolding power_mult_distrib[symmetric] power_mult mult.commute[of _ 2] by auto thenhave suminf_c'_eq_geom: "inverse (1 + x🪙2) = suminf (?c' x)" using sums_unique unfolding inverse_eq_divide by auto have"DERIV (λ x. suminf (?c x)) x :> (inverse (1 + x🪙2))" unfolding suminf_c'_eq_geom by (rule DERIV_arctan_suminf[OF ‹0 🚫›‹r 🚫›‹∣x∣🚫›]) from DERIV_diff [OF this DERIV_arctan] show"DERIV (λx. suminf (?c x) - arctan x) x :> 0" by auto qed thenhave DERIV_in_rball: "∀y. a ≤ y ∧ y ≤ b ⟶ DERIV (λx. suminf (?c x) - arctan x) y :> 0" using‹-r 🚫›‹b 🚫›by auto thenshow"∧y. [a < y; y < b]==> DERIV (λx. suminf (?c x) - arctan x) y :> 0" using‹∣x∣🚫›by auto show"continuous_on {a..b} (λx. suminf (?c x) - arctan x)" using DERIV_in_rball DERIV_atLeastAtMost_imp_continuous_on by blast qed qed
have suminf_arctan_zero: "suminf (?c 0) - arctan 0 = 0" unfolding Suc_eq_plus1[symmetric] power_Suc2 mult_zero_right arctan_zero_zero suminf_zero by auto
have"suminf (?c x) - arctan x = 0" proof (cases "x = 0") case True thenshow ?thesis using suminf_arctan_zero by auto next case False thenhave"0 < ∣x∣"and"- ∣x∣ < ∣x∣" by auto have"suminf (?c (- ∣x∣)) - arctan (- ∣x∣) = suminf (?c 0) - arctan 0" by (rule suminf_eq_arctan_bounded[where x1=0 and a1="-∣x∣"and b1="∣x∣", symmetric])
(simp_all only: ‹∣x∣🚫›‹-∣x∣🚫∣x∣› neg_less_iff_less) moreover have"suminf (?c x) - arctan x = suminf (?c (- ∣x∣)) - arctan (- ∣x∣)" by (rule suminf_eq_arctan_bounded[where x1=x and a1="- ∣x∣"and b1="∣x∣"])
(simp_all only: ‹∣x∣🚫›‹- ∣x∣🚫∣x∣› neg_less_iff_less) ultimatelyshow ?thesis using suminf_arctan_zero by auto qed thenshow ?thesis by auto qed
show"arctan x = suminf (λn. ?c x n)" proof (cases "∣x∣ < 1") case True thenshow ?thesis by (rule when_less_one) next case False thenhave"∣x∣ = 1"using‹∣x∣≤ 1›by auto let ?a = "λx n. ∣1 / real (n * 2 + 1) * x^(n * 2 + 1)∣" let ?diff = "λx n. ∣arctan x - (∑i∣" have"?diff 1 n ≤ ?a 1 n"for n :: nat proof - have"0 < (1 :: real)"by auto moreover have"?diff x n ≤ ?a x n"if"0 < x"and"x < 1"for x :: real proof - from that have"∣x∣≤ 1"and"∣x∣ < 1" by auto from‹0 🚫›have"0 < 1 / real (0 * 2 + (1::nat)) * x ^ (0 * 2 + 1)" by auto note bounds = mp[OF arctan_series_borders(2)[OF ‹∣x∣≤ 1›] this, unfolded when_less_one[OF ‹∣x∣🚫›, symmetric], THEN spec] have"0 < 1 / real (n*2+1) * x^(n*2+1)" by (rule mult_pos_pos) (simp_all only: zero_less_power[OF ‹0 🚫›], auto) thenhave a_pos: "?a x n = 1 / real (n*2+1) * x^(n*2+1)" by (rule abs_of_pos) show ?thesis proof (cases "even n") case True thenhave sgn_pos: "(-1)^n = (1::real)"by auto from‹even n›obtain m where"n = 2 * m" .. thenhave"2 * m = n" .. from bounds[of m, unfolded this atLeastAtMost_iff] have"∣arctan x - (∑i∣≤ (∑i∑i by auto alsohave"… = ?c x n"by auto alsohave"… = ?a x n"unfolding sgn_pos a_pos by auto finallyshow ?thesis . next case False thenhave sgn_neg: "(-1)^n = (-1::real)"by auto from‹odd n›obtain m where"n = 2 * m + 1" .. thenhave m_def: "2 * m + 1 = n" .. thenhave m_plus: "2 * (m + 1) = n + 1"by auto from bounds[of "m + 1", unfolded this atLeastAtMost_iff, THEN conjunct1] bounds[of m, unfolded m_def atLeastAtMost_iff, THEN conjunct2] have"∣arctan x - (∑i∣≤ (∑i∑iby auto alsohave"… = - ?c x n"by auto alsohave"… = ?a x n"unfolding sgn_neg a_pos by auto finallyshow ?thesis . qed qed hence"∀x ∈ { 0 <..< 1 }. 0 ≤ ?a x n - ?diff x n"by auto moreoverhave"isCont (λ x. ?a x n - ?diff x n) x"for x unfolding diff_conv_add_uminus divide_inverse by (auto intro!: isCont_add isCont_rabs continuous_ident isCont_minus isCont_arctan
continuous_at_within_inverse isCont_mult isCont_power continuous_const isCont_sum
simp del: add_uminus_conv_diff) ultimatelyhave"0 ≤ ?a 1 n - ?diff 1 n" by (rule LIM_less_bound) thenshow ?thesis by auto qed have"?a 1 <---- 0" unfolding tendsto_rabs_zero_iff power_one divide_inverse One_nat_def by (auto intro!: tendsto_mult LIMSEQ_linear LIMSEQ_inverse_real_of_nat simp del: of_nat_Suc) have"?diff 1 <---- 0" proof (rule LIMSEQ_I) fix r :: real assume"0 < r" obtain N :: nat where N_I: "N ≤ n ==> ?a 1 n < r"for n using LIMSEQ_D[OF ‹?a 1 <---- 0›‹0 🚫›] by auto have"norm (?diff 1 n - 0) < r"if"N ≤ n"for n using‹?diff 1 n ≤ ?a 1 n› N_I[OF that] by auto thenshow"∃N. ∀ n ≥ N. norm (?diff 1 n - 0) < r"by blast qed from this [unfolded tendsto_rabs_zero_iff, THEN tendsto_add [OF _ tendsto_const], of "- arctan 1", THEN tendsto_minus] have"(?c 1) sums (arctan 1)"unfolding sums_def by auto thenhave"arctan 1 = (∑i. ?c 1 i)"by (rule sums_unique)
show ?thesis proof (cases "x = 1") case True thenshow ?thesis by (simp add: ‹arctan 1 = (∑ i. ?c 1 i)›) next case False thenhave"x = -1"using‹∣x∣ = 1›by auto
have"- (pi/2) < 0"using pi_gt_zero by auto have"- (2 * pi) < 0"using pi_gt_zero by auto
have c_minus_minus: "?c (- 1) i = - ?c 1 i"for i by auto
have"arctan (- 1) = arctan (tan (-(pi/4)))" unfolding tan_45 tan_minus .. alsohave"… = - (pi/4)" by (rule arctan_tan) (auto simp: order_less_trans[OF ‹- (pi/2) 🚫› pi_gt_zero]) alsohave"… = - (arctan (tan (pi/4)))" unfolding neg_equal_iff_equal by (rule arctan_tan[symmetric]) (auto simp: order_less_trans[OF ‹- (2 * pi) 🚫› pi_gt_zero]) alsohave"… = - (arctan 1)" unfolding tan_45 .. alsohave"… = - (∑ i. ?c 1 i)" using‹arctan 1 = (∑ i. ?c 1 i)›by auto alsohave"… = (∑ i. ?c (- 1) i)" using suminf_minus[OF sums_summable[OF ‹(?c 1) sums (arctan 1)›]] unfolding c_minus_minus by auto finallyshow ?thesis using‹x = -1›by auto qed qed qed
lemma arctan_half: "arctan x = 2 * arctan (x / (1 + sqrt(1 + x🪙2)))" for x :: real proof - obtain y where low: "- (pi/2) < y"and high: "y < pi/2"and y_eq: "tan y = x" using tan_total by blast thenhave low2: "- (pi/2) < y / 2"and high2: "y / 2 < pi/2" by auto
have"0 < cos y"by (rule cos_gt_zero_pi[OF low high]) thenhave"cos y ≠ 0"and cos_sqrt: "sqrt ((cos y)🪙2) = cos y" by auto
have"sin y / (cos y + 1) = tan y / ((cos y + 1) / cos y)" unfolding tan_def using‹cos y ≠ 0›by (simp add: field_simps) alsohave"… = tan y / (1 + 1 / cos y)" using‹cos y ≠ 0›unfolding add_divide_distrib by auto alsohave"… = tan y / (1 + 1 / sqrt ((cos y)🪙2))" unfolding cos_sqrt .. alsohave"… = tan y / (1 + sqrt (1 / (cos y)🪙2))" unfolding real_sqrt_divide by auto finallyhave eq: "sin y / (cos y + 1) = tan y / (1 + sqrt(1 + (tan y)🪙2))" unfolding‹1 + (tan y)🪙2 = 1 / (cos y)🪙2› .
have"arctan x = y" using arctan_tan low high y_eq by auto alsohave"… = 2 * (arctan (tan (y/2)))" using arctan_tan[OF low2 high2] by auto alsohave"… = 2 * (arctan (sin y / (cos y + 1)))" unfolding tan_half by auto finallyshow ?thesis unfolding eq ‹tan y = x› . qed
lemma arctan_monotone: "x < y ==> arctan x < arctan y" by (simp only: arctan_less_iff)
lemma arctan_monotone': "x ≤ y ==> arctan x ≤ arctan y" by (simp only: arctan_le_iff)
lemma arctan_inverse: assumes"x ≠ 0" shows"arctan (1/x) = sgn x * pi/2 - arctan x" proof (rule arctan_unique) have🍋: "x > 0 ==> arctan x < pi" using arctan_bounded [of x] by linarith show"- (pi/2) < sgn x * pi/2 - arctan x" using assms by (auto simp: sgn_real_def arctan algebra_simps 🍋) show"sgn x * pi/2 - arctan x < pi/2" using arctan_bounded [of "- x"] assms by (auto simp: algebra_simps sgn_real_def arctan_minus) show"tan (sgn x * pi/2 - arctan x) = 1/x" unfolding tan_inverse [of "arctan x", unfolded tan_arctan] sgn_real_def by (simp add: tan_def cos_arctan sin_arctan sin_diff cos_diff) qed
theorem pi_series: "pi/4 = (∑k. (-1)^k * 1 / real (k * 2 + 1))"
(is"_ = ?SUM") proof - have"pi/4 = arctan 1" using arctan_one by auto alsohave"… = ?SUM" using arctan_series[of 1] by auto finallyshow ?thesis by auto qed
lemma polar_Ex: "∃r::real. ∃a. x = r * cos a ∧ y = r * sin a" proof - have polar_ex1: "∃r a. x = r * cos a ∧ y = r * sin a"if"0 < y"for y proof - have"x = sqrt (x🪙2 + y🪙2) * cos (arccos (x / sqrt (x🪙2 + y🪙2)))" by (simp add: cos_arccos_abs [OF cos_x_y_le_one]) moreoverhave"y = sqrt (x🪙2 + y🪙2) * sin (arccos (x / sqrt (x🪙2 + y🪙2)))" using that by (simp add: sin_arccos_abs [OF cos_x_y_le_one] power_divide right_diff_distrib flip: real_sqrt_mult) ultimatelyshow ?thesis by blast qed show ?thesis proof (cases "0::real" y rule: linorder_cases) case less thenshow ?thesis by (rule polar_ex1) next case equal thenshow ?thesis by (force simp: intro!: cos_zero sin_zero) next case greater with polar_ex1 [where y="-y"] show ?thesis by auto (metis cos_minus minus_minus minus_mult_right sin_minus) qed qed
subsection‹Basics about polynomial functions: products, extremal behaviour and root counts›
lemma polynomial_product_nat: fixes x :: nat assumes m: "∧i. i > m ==> int (a i) = 0" and n: "∧j. j > n ==> int (b j) = 0" shows"(∑i≤m. (a i) * x ^ i) * (∑j≤n. (b j) * x ^ j) = (∑r≤m + n. (∑k≤r. (a k) * (b (r - k))) * x ^ r)" using polynomial_product [of m a n b x] assms by (simp only: of_nat_mult [symmetric] of_nat_power [symmetric]
of_nat_eq_iff Int.int_sum [symmetric])
lemma polyfun_diff: (*COMPLEX_SUB_POLYFUN in HOL Light*) fixes x :: "'a::idom" assumes"1 ≤ n" shows"(∑i≤n. a i * x^i) - (∑i≤n. a i * y^i) = (x - y) * (∑j∑i=Suc j..n. a i * y^(i - j - 1)) * x^j)" proof - have h: "bij_betw (λ(i,j). (j,i)) ((SIGMA i : atMost n. lessThan i)) (SIGMA j : lessThan n. {Suc j..n})" by (auto simp: bij_betw_def inj_on_def) have"(∑i≤n. a i * x^i) - (∑i≤n. a i * y^i) = (∑i≤n. a i * (x^i - y^i))" by (simp add: right_diff_distrib sum_subtractf) alsohave"… = (∑i≤n. a i * (x - y) * (∑j by (simp add: power_diff_sumr2 mult.assoc) alsohave"… = (∑i≤n. ∑j by (simp add: sum_distrib_left) alsohave"… = (∑(i,j) ∈ (SIGMA i : atMost n. lessThan i). a i * (x - y) * (y^(i - Suc j) * x^j))" by (simp add: sum.Sigma) alsohave"… = (∑(j,i) ∈ (SIGMA j : lessThan n. {Suc j..n}). a i * (x - y) * (y^(i - Suc j) * x^j))" by (auto simp: sum.reindex_bij_betw [OF h, symmetric] intro: sum.cong_simp) alsohave"… = (∑j∑i=Suc j..n. a i * (x - y) * (y^(i - Suc j) * x^j))" by (simp add: sum.Sigma) alsohave"… = (x - y) * (∑j∑i=Suc j..n. a i * y^(i - j - 1)) * x^j)" by (simp add: sum_distrib_left mult_ac) finallyshow ?thesis . qed
lemma polyfun_diff_alt: (*COMPLEX_SUB_POLYFUN_ALT in HOL Light*) fixes x :: "'a::idom" assumes"1 ≤ n" shows"(∑i≤n. a i * x^i) - (∑i≤n. a i * y^i) = (x - y) * ((∑j∑k proof - have"(∑i=Suc j..n. a i * y^(i - j - 1)) = (∑k if"j < n"for j :: nat proof - have"∧k. k < n - j ==> k ∈ (λi. i - Suc j) ` {Suc j..n}" by (rule_tac x="k + Suc j"in image_eqI, auto) thenhave h: "bij_betw (λi. i - (j + 1)) {Suc j..n} (lessThan (n-j))" by (auto simp: bij_betw_def inj_on_def) thenshow ?thesis by (auto simp: sum.reindex_bij_betw [OF h, symmetric] intro: sum.cong_simp) qed thenshow ?thesis by (simp add: polyfun_diff [OF assms] sum_distrib_right) qed
lemma polyfun_linear_factor: (*COMPLEX_POLYFUN_LINEAR_FACTOR in HOL Light*) fixes a :: "'a::idom" shows"∃b. ∀z. (∑i≤n. c(i) * z^i) = (z - a) * (∑i∑i≤n. c(i) * a^i)" proof (cases "n = 0") case True thenshow ?thesis by simp next case False have"(∃b. ∀z. (∑i≤n. c i * z^i) = (z - a) * (∑i∑i≤n. c i * a^i)) ⟷ (∃b. ∀z. (∑i≤n. c i * z^i) - (∑i≤n. c i * a^i) = (z - a) * (∑i by (simp add: algebra_simps) alsohave"…⟷ (∃b. ∀z. (z - a) * (∑j∑i = Suc j..n. c i * a^(i - Suc j)) * z^j) = (z - a) * (∑i using False by (simp add: polyfun_diff) alsohave"… = True"by auto finallyshow ?thesis by simp qed
lemma polyfun_linear_factor_root: (*COMPLEX_POLYFUN_LINEAR_FACTOR_ROOT in HOL Light*) fixes a :: "'a::idom" assumes"(∑i≤n. c(i) * a^i) = 0" obtains b where"∧z. (∑i≤n. c i * z^i) = (z - a) * (∑i using polyfun_linear_factor [of c n a] assms by auto
(*The material of this section, up until this point, could go into a new theory of polynomials based on Main alone. The remaining material involves limits, continuity, series, etc.*)
lemma isCont_polynom: "isCont (λw. ∑i≤n. c i * w^i) a" for c :: "nat ==> 'a::real_normed_div_algebra" by simp
lemma zero_polynom_imp_zero_coeffs: fixes c :: "nat ==> 'a::{ab_semigroup_mult,real_normed_div_algebra}" assumes"∧w. (∑i≤n. c i * w^i) = 0""k ≤ n" shows"c k = 0" using assms proof (induction n arbitrary: c k) case 0 thenshow ?case by simp next case (Suc n c k) have [simp]: "c 0 = 0"using Suc.prems(1) [of 0] by simp have"(∑i≤Suc n. c i * w^i) = w * (∑i≤n. c (Suc i) * w^i)"for w proof - have"(∑i≤Suc n. c i * w^i) = (∑i≤n. c (Suc i) * w ^ Suc i)" unfolding Set_Interval.sum.atMost_Suc_shift by simp alsohave"… = w * (∑i≤n. c (Suc i) * w^i)" by (simp add: sum_distrib_left ac_simps) finallyshow ?thesis . qed thenhave w: "∧w. w ≠ 0 ==> (∑i≤n. c (Suc i) * w^i) = 0" using Suc by auto thenhave"(λh. ∑i≤n. c (Suc i) * h^i) ←-0→ 0" by (simp cong: LIM_cong) 🍋‹the case ‹w = 0›by continuity› thenhave"(∑i≤n. c (Suc i) * 0^i) = 0" using isCont_polynom [of 0 "λi. c (Suc i)" n] LIM_unique by (force simp: Limits.isCont_iff) thenhave"∧w. (∑i≤n. c (Suc i) * w^i) = 0" using w by metis thenhave"∧i. i ≤ n ==> c (Suc i) = 0" using Suc.IH [of "λi. c (Suc i)"] by blast thenshow ?caseusing‹k ≤ Suc n› by (cases k) auto qed
lemma polyfun_rootbound: (*COMPLEX_POLYFUN_ROOTBOUND in HOL Light*) fixes c :: "nat ==> 'a::{idom,real_normed_div_algebra}" assumes"c k ≠ 0""k≤n" shows"finite {z. (∑i≤n. c(i) * z^i) = 0} ∧ card {z. (∑i≤n. c(i) * z^i) = 0} ≤ n" using assms proof (induction n arbitrary: c k) case 0 thenshow ?case by simp next case (Suc m c k) let ?succase = ?case show ?case proof (cases "{z. (∑i≤Suc m. c(i) * z^i) = 0} = {}") case True thenshow ?succase by simp next case False thenobtain z0 where z0: "(∑i≤Suc m. c(i) * z0^i) = 0" by blast thenobtain b where b: "∧w. (∑i≤Suc m. c i * w^i) = (w - z0) * (∑i≤m. b i * w^i)" using polyfun_linear_factor_root [OF z0, unfolded lessThan_Suc_atMost] by blast thenhave eq: "{z. (∑i≤Suc m. c i * z^i) = 0} = insert z0 {z. (∑i≤m. b i * z^i) = 0}" by auto have"¬ (∀k≤m. b k = 0)" proof assume [simp]: "∀k≤m. b k = 0" thenhave"∧w. (∑i≤m. b i * w^i) = 0" by simp thenhave"∧w. (∑i≤Suc m. c i * w^i) = 0" using b by simp thenhave"∧k. k ≤ Suc m ==> c k = 0" using zero_polynom_imp_zero_coeffs by blast thenshow False using Suc.prems by blast qed thenobtain k' where bk': "b k' ≠ 0""k' ≤ m" by blast show ?succase using Suc.IH [of b k'] bk' by (simp add: eq card_insert_if del: sum.atMost_Suc) qed qed
lemma fixes c :: "nat ==> 'a::{idom,real_normed_div_algebra}" assumes"c k ≠ 0""k≤n" shows polyfun_roots_finite: "finite {z. (∑i≤n. c(i) * z^i) = 0}" and polyfun_roots_card: "card {z. (∑i≤n. c(i) * z^i) = 0} ≤ n" using polyfun_rootbound assms by auto
lemma polyfun_finite_roots: (*COMPLEX_POLYFUN_FINITE_ROOTS in HOL Light*) fixes c :: "nat ==> 'a::{idom,real_normed_div_algebra}" shows"finite {x. (∑i≤n. c i * x^i) = 0} ⟷ (∃i≤n. c i ≠ 0)"
(is"?lhs = ?rhs") proof assume ?lhs moreoverhave"¬ finite {x. (∑i≤n. c i * x^i) = 0}"if"∀i≤n. c i = 0" proof - from that have"∧x. (∑i≤n. c i * x^i) = 0" by simp thenshow ?thesis using ex_new_if_finite [OF infinite_UNIV_char_0 [where 'a='a]] by auto qed ultimatelyshow ?rhs by metis next assume ?rhs with polyfun_rootbound show ?lhs by blast qed
lemma polyfun_eq_0: "(∀x. (∑i≤n. c i * x^i) = 0) ⟷ (∀i≤n. c i = 0)" for c :: "nat ==> 'a::{idom,real_normed_div_algebra}" (*COMPLEX_POLYFUN_EQ_0 in HOL Light*) using zero_polynom_imp_zero_coeffs by auto
lemma polyfun_eq_coeffs: "(∀x. (∑i≤n. c i * x^i) = (∑i≤n. d i * x^i)) ⟷ (∀i≤n. c i = d i)" for c :: "nat ==> 'a::{idom,real_normed_div_algebra}" proof - have"(∀x. (∑i≤n. c i * x^i) = (∑i≤n. d i * x^i)) ⟷ (∀x. (∑i≤n. (c i - d i) * x^i) = 0)" by (simp add: left_diff_distrib Groups_Big.sum_subtractf) alsohave"…⟷ (∀i≤n. c i - d i = 0)" by (rule polyfun_eq_0) finallyshow ?thesis by simp qed
lemma polyfun_eq_const: (*COMPLEX_POLYFUN_EQ_CONST in HOL Light*) fixes c :: "nat ==> 'a::{idom,real_normed_div_algebra}" shows"(∀x. (∑i≤n. c i * x^i) = k) ⟷ c 0 = k ∧ (∀i ∈ {1..n}. c i = 0)"
(is"?lhs = ?rhs") proof - have *: "∀x. (∑i≤n. (if i=0 then k else 0) * x^i) = k" by (induct n) auto show ?thesis proof assume ?lhs with * have"(∀i≤n. c i = (if i=0 then k else 0))" by (simp add: polyfun_eq_coeffs [symmetric]) thenshow ?rhs by simp next assume ?rhs thenshow ?lhs by (induct n) auto qed qed
lemma root_polyfun: fixes z :: "'a::idom" assumes"1 ≤ n" shows"z^n = a ⟷ (∑i≤n. (if i = 0 then -a else if i=n then 1 else 0) * z^i) = 0" using assms by (cases n) (simp_all add: sum.atLeast_Suc_atMost atLeast0AtMost [symmetric])
lemma assumes"SORT_CONSTRAINT('a::{idom,real_normed_div_algebra})" and"1 ≤ n" shows finite_roots_unity: "finite {z::'a. z^n = 1}" and card_roots_unity: "card {z::'a. z^n = 1} ≤ n" using polyfun_rootbound [of "λi. if i = 0 then -1 else if i=n then 1 else 0" n n] assms(2) by (auto simp: root_polyfun [OF assms(2)])
subsection‹Hyperbolic functions›
definition sinh :: "'a :: {banach, real_normed_algebra_1} ==> 'a"where "sinh x = (exp x - exp (-x)) /🪙R 2"
definition cosh :: "'a :: {banach, real_normed_algebra_1} ==> 'a"where "cosh x = (exp x + exp (-x)) /🪙R 2"
definition tanh :: "'a :: {banach, real_normed_field} ==> 'a"where "tanh x = sinh x / cosh x"
lemma tanh_altdef: "tanh x = (exp x - exp (-x)) / (exp x + exp (-x))" proof - have"tanh x = (2 *🪙R sinh x) / (2 *🪙R cosh x)" by (simp add: tanh_def scaleR_conv_of_real) alsohave"2 *🪙R sinh x = exp x - exp (-x)" by (simp add: sinh_def) alsohave"2 *🪙R cosh x = exp x + exp (-x)" by (simp add: cosh_def) finallyshow ?thesis . qed
lemma tanh_real_altdef: "tanh (x::real) = (1 - exp (- 2 * x)) / (1 + exp (- 2 * x))" proof - have [simp]: "exp (2 * x) = exp x * exp x""exp (x * 2) = exp x * exp x" by (subst exp_add [symmetric]; simp)+ have"tanh x = (2 * exp (-x) * sinh x) / (2 * exp (-x) * cosh x)" by (simp add: tanh_def) alsohave"2 * exp (-x) * sinh x = 1 - exp (-2*x)" by (simp add: exp_minus field_simps sinh_def) alsohave"2 * exp (-x) * cosh x = 1 + exp (-2*x)" by (simp add: exp_minus field_simps cosh_def) finallyshow ?thesis . qed
lemma sinh_converges: "(λn. if even n then 0 else x ^ n /🪙R fact n) sums sinh x" proof - have"(λn. (x ^ n /🪙R fact n - (-x) ^ n /🪙R fact n) /🪙R 2) sums sinh x" unfolding sinh_def by (intro sums_scaleR_right sums_diff exp_converges) alsohave"(λn. (x ^ n /🪙R fact n - (-x) ^ n /🪙R fact n) /🪙R 2) = (λn. if even n then 0 else x ^ n /🪙R fact n)"by auto finallyshow ?thesis . qed
lemma cosh_converges: "(λn. if even n then x ^ n /🪙R fact n else 0) sums cosh x" proof - have"(λn. (x ^ n /🪙R fact n + (-x) ^ n /🪙R fact n) /🪙R 2) sums cosh x" unfolding cosh_def by (intro sums_scaleR_right sums_add exp_converges) alsohave"(λn. (x ^ n /🪙R fact n + (-x) ^ n /🪙R fact n) /🪙R 2) = (λn. if even n then x ^ n /🪙R fact n else 0)"by auto finallyshow ?thesis . qed
lemma tanh_ln_real: "tanh (ln x :: real) = (x ^ 2 - 1) / (x ^ 2 + 1)"if"x > 0" proof - from that have"(x * 2 - inverse x * 2) * (x🪙2 + 1) = (x🪙2 - 1) * (2 * x + 2 * inverse x)" by (simp add: field_simps power2_eq_square) moreoverhave"x🪙2 + 1 > 0" using that by (simp add: ac_simps add_pos_nonneg) moreoverhave"2 * x + 2 * inverse x > 0" using that by (simp add: add_pos_pos) ultimatelyhave"(x * 2 - inverse x * 2) / (2 * x + 2 * inverse x) = (x🪙2 - 1) / (x🪙2 + 1)" by (simp add: frac_eq_eq) with that show ?thesis by (simp add: tanh_def sinh_ln_real cosh_ln_real) qed
lemma has_field_derivative_scaleR_right [derivative_intros]: "(f has_field_derivative D) F ==> ((λx. c *🪙R f x) has_field_derivative (c *🪙R D)) F" unfolding has_field_derivative_def using has_derivative_scaleR_right[of f "λx. D * x" F c] by (simp add: mult_scaleR_left [symmetric] del: mult_scaleR_left)
lemma has_field_derivative_cosh [THEN DERIV_chain2, derivative_intros]: "(cosh has_field_derivative sinh x) (at (x :: 'a :: {banach, real_normed_field}))" unfolding sinh_def cosh_def by (auto intro!: derivative_eq_intros)
lemma has_field_derivative_tanh [THEN DERIV_chain2, derivative_intros]: "cosh x ≠ 0 ==> (tanh has_field_derivative 1 - tanh x ^ 2) (at (x :: 'a :: {banach, real_normed_field}))" unfolding tanh_def by (auto intro!: derivative_eq_intros simp: power2_eq_square field_split_simps)
lemma has_derivative_sinh [derivative_intros]: fixes g :: "'a ==> ('a :: {banach, real_normed_field})" assumes"(g has_derivative (λx. Db * x)) (at x within s)" shows"((λx. sinh (g x)) has_derivative (λy. (cosh (g x) * Db) * y)) (at x within s)" proof - have"((λx. - g x) has_derivative (λy. -(Db * y))) (at x within s)" using assms by (intro derivative_intros) alsohave"(λy. -(Db * y)) = (λx. (-Db) * x)"by (simp add: fun_eq_iff) finallyhave"((λx. sinh (g x)) has_derivative (λy. (exp (g x) * Db * y - exp (-g x) * (-Db) * y) /🪙R 2)) (at x within s)" unfolding sinh_def by (intro derivative_intros assms) alsohave"(λy. (exp (g x) * Db * y - exp (-g x) * (-Db) * y) /🪙R 2) = (λy. (cosh (g x) * Db) * y)" by (simp add: fun_eq_iff cosh_def algebra_simps) finallyshow ?thesis . qed
lemma has_derivative_cosh [derivative_intros]: fixes g :: "'a ==> ('a :: {banach, real_normed_field})" assumes"(g has_derivative (λy. Db * y)) (at x within s)" shows"((λx. cosh (g x)) has_derivative (λy. (sinh (g x) * Db) * y)) (at x within s)" proof - have"((λx. - g x) has_derivative (λy. -(Db * y))) (at x within s)" using assms by (intro derivative_intros) alsohave"(λy. -(Db * y)) = (λy. (-Db) * y)"by (simp add: fun_eq_iff) finallyhave"((λx. cosh (g x)) has_derivative (λy. (exp (g x) * Db * y + exp (-g x) * (-Db) * y) /🪙R 2)) (at x within s)" unfolding cosh_def by (intro derivative_intros assms) alsohave"(λy. (exp (g x) * Db * y + exp (-g x) * (-Db) * y) /🪙R 2) = (λy. (sinh (g x) * Db) * y)" by (simp add: fun_eq_iff sinh_def algebra_simps) finallyshow ?thesis . qed
lemma sinh_plus_cosh: "sinh x + cosh x = exp x" proof - have"sinh x + cosh x = (1/2) *🪙R (exp x + exp x)" by (simp add: sinh_def cosh_def algebra_simps) alsohave"… = exp x"by (rule scaleR_half_double) finallyshow ?thesis . qed
lemma cosh_plus_sinh: "cosh x + sinh x = exp x" by (subst add.commute) (rule sinh_plus_cosh)
lemma cosh_minus_sinh: "cosh x - sinh x = exp (-x)" proof - have"cosh x - sinh x = (1/2) *🪙R (exp (-x) + exp (-x))" by (simp add: sinh_def cosh_def algebra_simps) alsohave"… = exp (-x)"by (rule scaleR_half_double) finallyshow ?thesis . qed
lemma sinh_minus_cosh: "sinh x - cosh x = -exp (-x)" using cosh_minus_sinh[of x] by (simp add: algebra_simps)
context fixes x :: "'a :: {real_normed_field, banach}" begin
lemma sinh_zero_iff: "sinh x = 0 ⟷ exp x ∈ {1, -1}" by (auto simp: sinh_def field_simps exp_minus power2_eq_square square_eq_1_iff)
lemma cosh_zero_iff: "cosh x = 0 ⟷ exp x ^ 2 = -1" by (auto simp: cosh_def exp_minus field_simps power2_eq_square eq_neg_iff_add_eq_0)
lemma cosh_square_eq: "cosh x ^ 2 = sinh x ^ 2 + 1" by (simp add: cosh_def sinh_def algebra_simps power2_eq_square exp_add [symmetric]
scaleR_conv_of_real)
lemma sinh_square_eq: "sinh x ^ 2 = cosh x ^ 2 - 1" by (simp add: cosh_square_eq)
lemma hyperbolic_pythagoras: "cosh x ^ 2 - sinh x ^ 2 = 1" by (simp add: cosh_square_eq)
lemma sinh_add: "sinh (x + y) = sinh x * cosh y + cosh x * sinh y" by (simp add: sinh_def cosh_def algebra_simps scaleR_conv_of_real exp_add [symmetric])
lemma sinh_diff: "sinh (x - y) = sinh x * cosh y - cosh x * sinh y" by (simp add: sinh_def cosh_def algebra_simps scaleR_conv_of_real exp_add [symmetric])
lemma cosh_add: "cosh (x + y) = cosh x * cosh y + sinh x * sinh y" by (simp add: sinh_def cosh_def algebra_simps scaleR_conv_of_real exp_add [symmetric])
lemma cosh_diff: "cosh (x - y) = cosh x * cosh y - sinh x * sinh y" by (simp add: sinh_def cosh_def algebra_simps scaleR_conv_of_real exp_add [symmetric])
lemma tanh_add: "tanh (x + y) = (tanh x + tanh y) / (1 + tanh x * tanh y)" if"cosh x ≠ 0""cosh y ≠ 0" proof - have"(sinh x * cosh y + cosh x * sinh y) * (1 + sinh x * sinh y / (cosh x * cosh y)) = (cosh x * cosh y + sinh x * sinh y) * ((sinh x * cosh y + sinh y * cosh x) / (cosh y * cosh x))" using that by (simp add: field_split_simps) alsohave"(sinh x * cosh y + sinh y * cosh x) / (cosh y * cosh x) = sinh x / cosh x + sinh y / cosh y" using that by (simp add: field_split_simps) finallyhave"(sinh x * cosh y + cosh x * sinh y) * (1 + sinh x * sinh y / (cosh x * cosh y)) = (sinh x / cosh x + sinh y / cosh y) * (cosh x * cosh y + sinh x * sinh y)" by simp thenshow ?thesis using that by (auto simp add: tanh_def sinh_add cosh_add eq_divide_eq)
(simp_all add: field_split_simps) qed
lemma sinh_double: "sinh (2 * x) = 2 * sinh x * cosh x" using sinh_add[of x] by simp
lemma cosh_double: "cosh (2 * x) = cosh x ^ 2 + sinh x ^ 2" using cosh_add[of x] by (simp add: power2_eq_square)
end
lemma sinh_field_def: "sinh z = (exp z - exp (-z)) / (2 :: 'a :: {banach, real_normed_field})" by (simp add: sinh_def scaleR_conv_of_real)
lemma cosh_field_def: "cosh z = (exp z + exp (-z)) / (2 :: 'a :: {banach, real_normed_field})" by (simp add: cosh_def scaleR_conv_of_real)
subsubsection ‹More specific properties of the real functions›
lemma plus_inverse_ge_2: fixes x :: real assumes"x > 0" shows"x + inverse x ≥ 2" proof - have"0 ≤ (x - 1) ^ 2"by simp alsohave"… = x^2 - 2*x + 1"by (simp add: power2_eq_square algebra_simps) finallyshow ?thesis using assms by (simp add: field_simps power2_eq_square) qed
lemma sinh_real_nonneg_iff [simp]: "sinh (x :: real) ≥ 0 ⟷ x ≥ 0" by (simp add: sinh_def)
lemma sinh_real_pos_iff [simp]: "sinh (x :: real) > 0 ⟷ x > 0" by (simp add: sinh_def)
lemma sinh_real_nonpos_iff [simp]: "sinh (x :: real) ≤ 0 ⟷ x ≤ 0" by (simp add: sinh_def)
lemma sinh_real_neg_iff [simp]: "sinh (x :: real) < 0 ⟷ x < 0" by (simp add: sinh_def)
lemma cosh_real_ge_1: "cosh (x :: real) ≥ 1" using plus_inverse_ge_2[of "exp x"] by (simp add: cosh_def exp_minus)
lemma cosh_real_pos [simp]: "cosh (x :: real) > 0" using cosh_real_ge_1[of x] by simp
lemma cosh_real_nonneg[simp]: "cosh (x :: real) ≥ 0" using cosh_real_ge_1[of x] by simp
lemma cosh_real_nonzero [simp]: "cosh (x :: real) ≠ 0" using cosh_real_ge_1[of x] by simp
lemma artanh_tanh_real: "artanh (tanh x) = x" proof - have"artanh (tanh x) = ln (cosh x * (cosh x + sinh x) / (cosh x * (cosh x - sinh x))) / 2" by (simp add: artanh_def tanh_def field_split_simps) alsohave"cosh x * (cosh x + sinh x) / (cosh x * (cosh x - sinh x)) = (cosh x + sinh x) / (cosh x - sinh x)"by simp alsohave"… = (exp x)^2" by (simp add: cosh_plus_sinh cosh_minus_sinh exp_minus field_simps power2_eq_square) alsohave"ln ((exp x)^2) / 2 = x"by (simp add: ln_realpow) finallyshow ?thesis . qed
lemma sinh_real_zero_iff [simp]: "sinh x = 0 ⟷ x = 0" by (metis arsinh_0 arsinh_sinh_real sinh_0)
lemma cosh_real_one_iff [simp]: "cosh x = 1 ⟷ x = 0" by (smt (verit, best) Transcendental.arcosh_cosh_real cosh_0 cosh_minus)
lemma tanh_real_nonneg_iff [simp]: "tanh x ≥ 0 ⟷ x ≥ 0" by (simp add: tanh_def field_simps)
lemma tanh_real_pos_iff [simp]: "tanh x > 0 ⟷ x > 0" by (simp add: tanh_def field_simps)
lemma tanh_real_nonpos_iff [simp]: "tanh x ≤ 0 ⟷ x ≤ 0" by (simp add: tanh_def field_simps)
lemma tanh_real_neg_iff [simp]: "tanh x < 0 ⟷ x < 0" by (simp add: tanh_def field_simps)
lemma tanh_real_zero_iff [simp]: "tanh x = 0 ⟷ x = 0" by (simp add: tanh_def field_simps)
end
lemma sinh_real_strict_mono: "strict_mono (sinh :: real ==> real)" by (force intro: strict_monoI DERIV_pos_imp_increasing [where f=sinh] derivative_intros)
lemma cosh_real_strict_mono: assumes"0 ≤ x"and"x < (y::real)" shows"cosh x < cosh y" proof - from assms have"∃z>x. z < y ∧ cosh y - cosh x = (y - x) * sinh z" by (intro MVT2) (auto dest: connectedD_interval intro!: derivative_eq_intros) thenobtain z where z: "z > x""z < y""cosh y - cosh x = (y - x) * sinh z"by blast note‹cosh y - cosh x = (y - x) * sinh z› alsofrom‹z > x›and assms have"(y - x) * sinh z > 0"by (intro mult_pos_pos) auto finallyshow"cosh x < cosh y"by simp qed
lemma tanh_real_strict_mono: "strict_mono (tanh :: real ==> real)" proof - have"tanh x ^ 2 < 1"for x :: real using tanh_real_bounds[of x] by (simp add: abs_square_less_1 abs_if) thenshow ?thesis by (force intro!: strict_monoI DERIV_pos_imp_increasing [where f=tanh] derivative_intros) qed
lemma sinh_real_abs [simp]: "sinh (abs x :: real) = abs (sinh x)" by (simp add: abs_if)
lemma cosh_real_abs [simp]: "cosh (abs x :: real) = cosh x" by (simp add: abs_if)
lemma tanh_real_abs [simp]: "tanh (abs x :: real) = abs (tanh x)" by (auto simp: abs_if)
lemma sinh_real_eq_iff [simp]: "sinh x = sinh y ⟷ x = (y :: real)" using sinh_real_strict_mono by (simp add: strict_mono_eq)
lemma tanh_real_eq_iff [simp]: "tanh x = tanh y ⟷ x = (y :: real)" using tanh_real_strict_mono by (simp add: strict_mono_eq)
lemma cosh_real_eq_iff [simp]: "cosh x = cosh y ⟷ abs x = abs (y :: real)" proof - have"cosh x = cosh y ⟷ x = y"if"x ≥ 0""y ≥ 0"for x y :: real using cosh_real_strict_mono[of x y] cosh_real_strict_mono[of y x] that by (cases x y rule: linorder_cases) auto from this[of "abs x""abs y"] show ?thesis by simp qed
lemma sinh_real_le_iff [simp]: "sinh x ≤ sinh y ⟷ x ≤ (y::real)" using sinh_real_strict_mono by (simp add: strict_mono_less_eq)
lemma cosh_real_nonneg_le_iff: "x ≥ 0 ==> y ≥ 0 ==> cosh x ≤ cosh y ⟷ x ≤ (y::real)" using cosh_real_strict_mono[of x y] cosh_real_strict_mono[of y x] by (cases x y rule: linorder_cases) auto
lemma cosh_real_nonpos_le_iff: "x ≤ 0 ==> y ≤ 0 ==> cosh x ≤ cosh y ⟷ x ≥ (y::real)" using cosh_real_nonneg_le_iff[of "-x""-y"] by simp
lemma tanh_real_le_iff [simp]: "tanh x ≤ tanh y ⟷ x ≤ (y::real)" using tanh_real_strict_mono by (simp add: strict_mono_less_eq)
lemma sinh_real_less_iff [simp]: "sinh x < sinh y ⟷ x < (y::real)" using sinh_real_strict_mono by (simp add: strict_mono_less)
lemma cosh_real_nonneg_less_iff: "x ≥ 0 ==> y ≥ 0 ==> cosh x < cosh y ⟷ x < (y::real)" using cosh_real_strict_mono[of x y] cosh_real_strict_mono[of y x] by (cases x y rule: linorder_cases) auto
lemma cosh_real_nonpos_less_iff: "x ≤ 0 ==> y ≤ 0 ==> cosh x < cosh y ⟷ x > (y::real)" using cosh_real_nonneg_less_iff[of "-x""-y"] by simp
lemma tanh_real_less_iff [simp]: "tanh x < tanh y ⟷ x < (y::real)" using tanh_real_strict_mono by (simp add: strict_mono_less)
lemma tanh_real_at_bot: "(tanh ---> (-1::real)) at_bot" proof - have"((λx::real. -tanh x) ---> -1) at_top" by (intro tendsto_minus tanh_real_at_top) alsohave"(λx. -tanh x :: real) = (λx. tanh (-x))"by simp finallyshow ?thesis by (subst filterlim_at_bot_mirror) qed
subsubsection ‹Properties of the inverse hyperbolic functions›
lemma isCont_sinh: "isCont sinh (x :: 'a :: {real_normed_field, banach})" unfolding sinh_def [abs_def] by (auto intro!: continuous_intros)
lemma isCont_cosh: "isCont cosh (x :: 'a :: {real_normed_field, banach})" unfolding cosh_def [abs_def] by (auto intro!: continuous_intros)
lemma isCont_tanh: "cosh x ≠ 0 ==> isCont tanh (x :: 'a :: {real_normed_field, banach})" unfolding tanh_def [abs_def] by (auto intro!: continuous_intros isCont_divide isCont_sinh isCont_cosh)
lemma continuous_on_sinh [continuous_intros]: fixes f :: "_ ==>'a::{real_normed_field,banach}" assumes"continuous_on A f" shows"continuous_on A (λx. sinh (f x))" unfolding sinh_def using assms by (intro continuous_intros)
lemma continuous_on_cosh [continuous_intros]: fixes f :: "_ ==>'a::{real_normed_field,banach}" assumes"continuous_on A f" shows"continuous_on A (λx. cosh (f x))" unfolding cosh_def using assms by (intro continuous_intros)
lemma continuous_sinh [continuous_intros]: fixes f :: "_ ==>'a::{real_normed_field,banach}" assumes"continuous F f" shows"continuous F (λx. sinh (f x))" unfolding sinh_def using assms by (intro continuous_intros)
lemma continuous_cosh [continuous_intros]: fixes f :: "_ ==>'a::{real_normed_field,banach}" assumes"continuous F f" shows"continuous F (λx. cosh (f x))" unfolding cosh_def using assms by (intro continuous_intros)
lemma continuous_on_tanh [continuous_intros]: fixes f :: "_ ==>'a::{real_normed_field,banach}" assumes"continuous_on A f""∧x. x ∈ A ==> cosh (f x) ≠ 0" shows"continuous_on A (λx. tanh (f x))" unfolding tanh_def using assms by (intro continuous_intros) auto
lemma continuous_at_within_tanh [continuous_intros]: fixes f :: "_ ==>'a::{real_normed_field,banach}" assumes"continuous (at x within A) f""cosh (f x) ≠ 0" shows"continuous (at x within A) (λx. tanh (f x))" unfolding tanh_def using assms by (intro continuous_intros continuous_divide) auto
lemma continuous_tanh [continuous_intros]: fixes f :: "_ ==>'a::{real_normed_field,banach}" assumes"continuous F f""cosh (f (Lim F (λx. x))) ≠ 0" shows"continuous F (λx. tanh (f x))" unfolding tanh_def using assms by (intro continuous_intros continuous_divide) auto
lemma tendsto_sinh [tendsto_intros]: fixes f :: "_ ==>'a::{real_normed_field,banach}" shows"(f ---> a) F ==> ((λx. sinh (f x)) ---> sinh a) F" by (rule isCont_tendsto_compose [OF isCont_sinh])
lemma tendsto_cosh [tendsto_intros]: fixes f :: "_ ==>'a::{real_normed_field,banach}" shows"(f ---> a) F ==> ((λx. cosh (f x)) ---> cosh a) F" by (rule isCont_tendsto_compose [OF isCont_cosh])
lemma tendsto_tanh [tendsto_intros]: fixes f :: "_ ==>'a::{real_normed_field,banach}" shows"(f ---> a) F ==> cosh a ≠ 0 ==> ((λx. tanh (f x)) ---> tanh a) F" by (rule isCont_tendsto_compose [OF isCont_tanh])
lemma arsinh_real_has_field_derivative [derivative_intros]: fixes x :: real shows"(arsinh has_field_derivative (1 / (sqrt (x ^ 2 + 1)))) (at x within A)" proof - have pos: "1 + x ^ 2 > 0"by (intro add_pos_nonneg) auto from pos arsinh_real_aux[of x] show ?thesis unfolding arsinh_def [abs_def] by (auto intro!: derivative_eq_intros simp: powr_minus powr_half_sqrt field_split_simps) qed
lemma arcosh_real_has_field_derivative [derivative_intros]: fixes x :: real assumes"x > 1" shows"(arcosh has_field_derivative (1 / (sqrt (x ^ 2 - 1)))) (at x within A)" proof - from assms have"x + sqrt (x🪙2 - 1) > 0"by (simp add: add_pos_pos) thus ?thesis using assms unfolding arcosh_def [abs_def] by (auto intro!: derivative_eq_intros
simp: powr_minus powr_half_sqrt field_split_simps power2_eq_1_iff) qed
lemma artanh_real_has_field_derivative [derivative_intros]: "(artanh has_field_derivative (1 / (1 - x ^ 2))) (at x within A)"if "∣x∣ < 1"for x :: real proof - from that have"- 1 < x""x < 1"by linarith+ hence"(artanh has_field_derivative (4 - 4 * x) / ((1 + x) * (1 - x) * (1 - x) * 4)) (at x within A)"unfolding artanh_def [abs_def] by (auto intro!: derivative_eq_intros simp: powr_minus powr_half_sqrt) alsohave"(4 - 4 * x) / ((1 + x) * (1 - x) * (1 - x) * 4) = 1 / ((1 + x) * (1 - x))" using‹-1 🚫›‹x 🚫›by (simp add: frac_eq_eq) alsohave"(1 + x) * (1 - x) = 1 - x ^ 2" by (simp add: algebra_simps power2_eq_square) finallyshow ?thesis . qed
lemma cosh_double_cosh: "cosh (2 * x :: 'a :: {banach, real_normed_field}) = 2 * (cosh x)🪙2 - 1" using cosh_double[of x] by (simp add: sinh_square_eq)
lemma sinh_multiple_reduce: "sinh (x * numeral n :: 'a :: {real_normed_field, banach}) = sinh x * cosh (x * of_nat (pred_numeral n)) + cosh x * sinh (x * of_nat (pred_numeral n))" proof - have"numeral n = of_nat (pred_numeral n) + (1 :: 'a)" by (metis add.commute numeral_eq_Suc of_nat_Suc of_nat_numeral) alsohave"sinh (x * …) = sinh (x * of_nat (pred_numeral n) + x)" unfolding of_nat_Suc by (simp add: ring_distribs) finallyshow ?thesis by (simp add: sinh_add) qed
lemma cosh_multiple_reduce: "cosh (x * numeral n :: 'a :: {real_normed_field, banach}) = cosh (x * of_nat (pred_numeral n)) * cosh x + sinh (x * of_nat (pred_numeral n)) * sinh x" proof - have"numeral n = of_nat (pred_numeral n) + (1 :: 'a)" by (metis add.commute numeral_eq_Suc of_nat_Suc of_nat_numeral) alsohave"cosh (x * …) = cosh (x * of_nat (pred_numeral n) + x)" unfolding of_nat_Suc by (simp add: ring_distribs) finallyshow ?thesis by (simp add: cosh_add) qed
lemma cosh_arcosh_real [simp]: assumes"x ≥ (1 :: real)" shows"cosh (arcosh x) = x" proof - have"eventually (λt::real. cosh t ≥ x) at_top" using cosh_real_at_top by (simp add: filterlim_at_top) thenobtain t where"t ≥ 1""cosh t ≥ x" by (metis eventually_at_top_linorder linorder_not_le order_le_less) moreoverhave"isCont cosh (y :: real)"for y by (intro continuous_intros) ultimatelyobtain y where"y ≥ 0""x = cosh y" using IVT[of cosh 0 x t] assms by auto thus ?thesis by (simp add: arcosh_cosh_real) qed
lemma arcosh_eq_0_iff_real [simp]: "x ≥ 1 ==> arcosh x = 0 ⟷ x = (1 :: real)" using cosh_arcosh_real by fastforce
lemma arcosh_nonneg_real [simp]: assumes"x ≥ 1" shows"arcosh (x :: real) ≥ 0" proof - have"1 + 0 ≤ x + (x🪙2 - 1) powr (1 / 2)" using assms by (intro add_mono) auto thus ?thesis unfolding arcosh_def by simp qed
lemma arcosh_real_strict_mono: fixes x y :: real assumes"1 ≤ x""x < y" shows"arcosh x < arcosh y" proof - have"cosh (arcosh x) < cosh (arcosh y)" by (subst (1 2) cosh_arcosh_real) (use assms in auto) thus ?thesis using assms by (subst (asm) cosh_real_nonneg_less_iff) auto qed
lemma arcosh_less_iff_real [simp]: fixes x y :: real assumes"1 ≤ x""1 ≤ y" shows"arcosh x < arcosh y ⟷ x < y" using arcosh_real_strict_mono[of x y] arcosh_real_strict_mono[of y x] assms by (cases x y rule: linorder_cases) auto
lemma arcosh_real_gt_1_iff [simp]: "x ≥ 1 ==> arcosh x > 0 ⟷ x ≠ (1 :: real)" using arcosh_less_iff_real[of 1 x] by (auto simp del: arcosh_less_iff_real)
lemma sinh_arsinh_real [simp]: "sinh (arsinh x :: real) = x" proof - have"eventually (λt::real. sinh t ≥ x) at_top" using sinh_real_at_top by (simp add: filterlim_at_top) thenobtain t where"sinh t ≥ x" by (metis eventually_at_top_linorder linorder_not_le order_le_less) moreoverhave"eventually (λt::real. sinh t ≤ x) at_bot" using sinh_real_at_bot by (simp add: filterlim_at_bot) thenobtain t' where"t' ≤ t""sinh t' ≤ x" by (metis eventually_at_bot_linorder nle_le) moreoverhave"isCont sinh (y :: real)"for y by (intro continuous_intros) ultimatelyobtain y where"x = sinh y" using IVT[of sinh t' x t] by auto thus ?thesis by (simp add: arsinh_sinh_real) qed
lemma arsinh_real_strict_mono: fixes x y :: real assumes"x < y" shows"arsinh x < arsinh y" proof - have"sinh (arsinh x) < sinh (arsinh y)" by (subst (1 2) sinh_arsinh_real) (use assms in auto) thus ?thesis using assms by (subst (asm) sinh_real_less_iff) auto qed
lemma arsinh_less_iff_real [simp]: fixes x y :: real shows"arsinh x < arsinh y ⟷ x < y" using arsinh_real_strict_mono[of x y] arsinh_real_strict_mono[of y x] by (cases x y rule: linorder_cases) auto
lemma arsinh_real_eq_0_iff [simp]: "arsinh x = 0 ⟷ x = (0 :: real)" by (metis arsinh_0 sinh_arsinh_real)
lemma arsinh_real_pos_iff [simp]: "arsinh x > 0 ⟷ x > (0 :: real)" using arsinh_less_iff_real[of 0 x] by (simp del: arsinh_less_iff_real)
lemma arsinh_real_neg_iff [simp]: "arsinh x < 0 ⟷ x < (0 :: real)" using arsinh_less_iff_real[of x 0] by (simp del: arsinh_less_iff_real)
lemma continuous_on_arsinh [continuous_intros]: "continuous_on A (arsinh :: real ==> real)" by (rule DERIV_continuous_on derivative_intros)+
lemma continuous_on_arcosh [continuous_intros]: assumes"A ⊆ {1..}" shows"continuous_on A (arcosh :: real ==> real)" proof - have pos: "x + sqrt (x ^ 2 - 1) > 0"if"x ≥ 1"for x using that by (intro add_pos_nonneg) auto show ?thesis unfolding arcosh_def [abs_def] by (intro continuous_on_subset [OF _ assms] continuous_on_ln continuous_on_add
continuous_on_id continuous_on_powr')
(auto dest: pos simp: powr_half_sqrt intro!: continuous_intros) qed
lemma continuous_on_artanh [continuous_intros]: assumes"A ⊆ {-1<..<1}" shows"continuous_on A (artanh :: real ==> real)" unfolding artanh_def [abs_def] by (intro continuous_on_subset [OF _ assms]) (auto intro!: continuous_intros)
lemma continuous_on_arsinh' [continuous_intros]: fixes f :: "real ==> real" assumes"continuous_on A f" shows"continuous_on A (λx. arsinh (f x))" by (rule continuous_on_compose2[OF continuous_on_arsinh assms]) auto
lemma continuous_on_arcosh' [continuous_intros]: fixes f :: "real ==> real" assumes"continuous_on A f""∧x. x ∈ A ==> f x ≥ 1" shows"continuous_on A (λx. arcosh (f x))" by (rule continuous_on_compose2[OF continuous_on_arcosh assms(1) order.refl])
(use assms(2) in auto)
lemma continuous_on_artanh' [continuous_intros]: fixes f :: "real ==> real" assumes"continuous_on A f""∧x. x ∈ A ==> f x ∈ {-1<..<1}" shows"continuous_on A (λx. artanh (f x))" by (rule continuous_on_compose2[OF continuous_on_artanh assms(1) order.refl])
(use assms(2) in auto)
lemma isCont_arsinh [continuous_intros]: "isCont arsinh (x :: real)" using continuous_on_arsinh[of UNIV] by (auto simp: continuous_on_eq_continuous_at)
lemma isCont_arcosh [continuous_intros]: assumes"x > 1" shows"isCont arcosh (x :: real)" proof - have"continuous_on {1::real<..} arcosh" by (rule continuous_on_arcosh) auto with assms show ?thesis by (auto simp: continuous_on_eq_continuous_at) qed
lemma isCont_artanh [continuous_intros]: assumes"x > -1""x < 1" shows"isCont artanh (x :: real)" proof - have"continuous_on {-1<..<(1::real)} artanh" by (rule continuous_on_artanh) auto with assms show ?thesis by (auto simp: continuous_on_eq_continuous_at) qed
lemma tendsto_arsinh [tendsto_intros]: "(f ---> a) F ==> ((λx. arsinh (f x)) ---> arsinh a) F" for f :: "_ ==> real" by (rule isCont_tendsto_compose [OF isCont_arsinh])
lemma tendsto_arcosh_strong [tendsto_intros]: fixes f :: "_ ==> real" assumes"(f ---> a) F""a ≥ 1""eventually (λx. f x ≥ 1) F" shows"((λx. arcosh (f x)) ---> arcosh a) F" by (rule continuous_on_tendsto_compose[OF continuous_on_arcosh[OF order.refl]])
(use assms in auto)
lemma tendsto_arcosh: fixes f :: "_ ==> real" assumes"(f ---> a) F""a > 1" shows"((λx. arcosh (f x)) ---> arcosh a) F" by (rule isCont_tendsto_compose [OF isCont_arcosh]) (use assms in auto)
lemma tendsto_arcosh_at_left_1: "(arcosh ---> 0) (at_right (1::real))" proof - have"(arcosh ---> arcosh 1) (at_right (1::real))" by (rule tendsto_arcosh_strong) (auto simp: eventually_at intro!: exI[of _ 1]) thus ?thesis by simp qed
lemma tendsto_artanh [tendsto_intros]: fixes f :: "'a ==> real" assumes"(f ---> a) F""a > -1""a < 1" shows"((λx. artanh (f x)) ---> artanh a) F" by (rule isCont_tendsto_compose [OF isCont_artanh]) (use assms in auto)
lemma continuous_arsinh [continuous_intros]: "continuous F f ==> continuous F (λx. arsinh (f x :: real))" unfolding continuous_def by (rule tendsto_arsinh)
(* TODO: This rule does not work for one-sided continuity at 1 *) lemma continuous_arcosh_strong [continuous_intros]: assumes"continuous F f""eventually (λx. f x ≥ 1) F" shows"continuous F (λx. arcosh (f x :: real))" proof (cases "F = bot") case False show ?thesis unfolding continuous_def proof (intro tendsto_arcosh_strong) show"1 ≤ f (Lim F (λx. x))" using assms False unfolding continuous_def by (rule tendsto_lowerbound) qed (insert assms, auto simp: continuous_def) qed auto
lemma continuous_arcosh: "continuous F f ==> f (Lim F (λx. x)) > 1 ==> continuous F (λx. arcosh (f x :: real))" unfolding continuous_def by (rule tendsto_arcosh) auto
lemma continuous_artanh [continuous_intros]: "continuous F f ==> f (Lim F (λx. x)) ∈ {-1<..<1} ==> continuous F (λx. artanh (f x :: real))" unfolding continuous_def by (rule tendsto_artanh) auto
lemma artanh_real_at_right_1: "filterlim (artanh :: real ==> real) at_bot (at_right (-1))" proof - have"?thesis ⟷ filterlim (λx::real. -artanh x) at_top (at_right (-1))" by (simp add: filterlim_uminus_at_bot) alsohave"…⟷ filterlim (λx::real. artanh (-x)) at_top (at_right (-1))" by (intro filterlim_cong refl eventually_mono[OF eventually_at_right_real[of "-1""1"]]) auto alsohave"…⟷ filterlim (artanh :: real ==> real) at_top (at_left 1)" by (simp add: filterlim_at_left_to_right) alsohave…by (rule artanh_real_at_left_1) finallyshow ?thesis . qed
subsection‹Simprocs for root and power literals›
lemma numeral_powr_numeral_real [simp]: "numeral m powr numeral n = (numeral m ^ numeral n :: real)" by (simp add: powr_numeral)
context begin
private lemma sqrt_numeral_simproc_aux: assumes"m * m ≡ n" shows"sqrt (numeral n :: real) ≡ numeral m" proof - have"numeral n ≡ numeral m * (numeral m :: real)"by (simp add: assms [symmetric]) moreoverhave"sqrt …≡ numeral m"by (subst real_sqrt_abs2) simp ultimatelyshow"sqrt (numeral n :: real) ≡ numeral m"by simp qed
private lemma root_numeral_simproc_aux: assumes"Num.pow m n ≡ x" shows"root (numeral n) (numeral x :: real) ≡ numeral m" by (subst assms [symmetric], subst numeral_pow, subst real_root_pos2) simp_all
private lemma powr_numeral_simproc_aux: assumes"Num.pow y n = x" shows"numeral x powr (m / numeral n :: real) ≡ numeral y powr m" by (subst assms [symmetric], subst numeral_pow, subst powr_numeral [symmetric])
(simp, subst powr_powr, simp_all)
private lemma numeral_powr_inverse_eq: "numeral x powr (inverse (numeral n)) = numeral x powr (1 / numeral n :: real)" by simp
ML ‹ signature ROOT_NUMERAL_SIMPROC = sig val sqrt : int option -> int -> int option val sqrt' : int option -> int -> int option val nth_root : int option -> int -> int -> int option val nth_root' : int option -> int -> int -> int option val sqrt_proc : Simplifier.proc val root_proc : int * int -> Simplifier.proc val powr_proc : int * int -> Simplifier.proc end structure Root_Numeral_Simproc : ROOT_NUMERAL_SIMPROC = struct fun iterate NONE p f x = let fun go x = if p x then x else go (f x) in SOME (go x) end | iterate (SOME threshold) p f x = let fun go (threshold, x) = if p x then SOME x else if threshold = 0 then NONE else go (threshold - 1, f x) in go (threshold, x) end fun nth_root _ 1 x = SOME x | nth_root _ _ 0 = SOME 0 | nth_root _ _ 1 = SOME 1 | nth_root threshold n x = let fun newton_step y = ((n - 1) * y + x div Integer.pow (n - 1) y) div n fun is_root y = Integer.pow n y 🚫x andalso x 🚫.pow n (y + 1) in if x 🚫 then SOME 1 else if x 🚫.pow n 2 then SOME 1 else let val y = Real.floor (Math.pow (Real.fromInt x, Real.fromInt 1 / Real.fromInt n)) in if is_root y then SOME y else iterate threshold is_root newton_step ((x + n - 1) div n) end end fun nth_root' _ 1 x = SOME x | nth_root' _ _ 0 = SOME 0 | nth_root' _ _ 1 = SOME 1 | nth_root' threshold n x = if x 🚫 then NONE else if x 🚫.pow n 2 then NONE else case nth_root threshold n x of NONE => NONE | SOME y => if Integer.pow n y = x then SOME y else NONE fun sqrt _ 0 = SOME 0 | sqrt _ 1 = SOME 1 | sqrt threshold n = let fun aux (a, b) = if n >= b * b then aux (b, b * b) else (a, b) val (lower_root, lower_n) = aux (1, 2) fun newton_step x = (x + n div x) div 2 fun is_sqrt r = r*r 🚫n andalso n 🚫r+1)*(r+1) val y = Real.floor (Math.sqrt (Real.fromInt n)) in if is_sqrt y then SOME y else Option.mapPartial (iterate threshold is_sqrt newton_step o (fn x => x * lower_root)) (sqrt threshold (n div lower_n)) end fun sqrt' threshold x = case sqrt threshold x of NONE => NONE | SOME y => if y * y = x then SOME y else NONE fun sqrt_proc ctxt ct = let val n = ct |> Thm.term_of |> dest_comb |> snd |> dest_comb |> snd |> HOLogic.dest_numeral in case sqrt' (SOME 10000) n of NONE => NONE | SOME m => SOME (Thm.instantiate' [] (map (SOME o Thm.cterm_of ctxt o HOLogic.mk_numeral) [m, n]) @{thm sqrt_numeral_simproc_aux}) end handle TERM _ => NONE fun root_proc (threshold1, threshold2) ctxt ct = let val [n, x] = ct |> Thm.term_of |> strip_comb |> snd |> map (dest_comb #> snd #> HOLogic.dest_numeral) in if n > threshold1 orelse x > threshold2 then NONE else case nth_root' (SOME 100) n x of NONE => NONE | SOME m => SOME (Thm.instantiate' [] (map (SOME o Thm.cterm_of ctxt o HOLogic.mk_numeral) [m, n, x]) @{thm root_numeral_simproc_aux}) end handle TERM _ => NONE | Match => NONE fun powr_proc (threshold1, threshold2) ctxt ct = let val eq_thm = Conv.try_conv (Conv.rewr_conv @{thm numeral_powr_inverse_eq}) ct val ct = Thm.dest_equals_rhs (Thm.cprop_of eq_thm) val (_, [x, t]) = strip_comb (Thm.term_of ct) val (_, [m, n]) = strip_comb t val [x, n] = map (dest_comb #> snd #> HOLogic.dest_numeral) [x, n] in if n > threshold1 orelse x > threshold2 then NONE else case nth_root' (SOME 100) n x of NONE => NONE | SOME y => let val [y, n, x] = map HOLogic.mk_numeral [y, n, x] val thm = Thm.instantiate' [] (map (SOME o Thm.cterm_of ctxt) [y, n, x, m]) @{thm powr_numeral_simproc_aux} in SOME (@{thm transitive} OF [eq_thm, thm]) end end handle TERM _ => NONE | Match => NONE end ›
simproc_setup powr_divide_numeral
("numeral x powr (m / numeral n :: real)" | "numeral x powr (inverse (numeral n) :: real)") = ‹K (Root_Numeral_Simproc.powr_proc (200, Integer.pow 200 2))›
lemma"root 100 1267650600228229401496703205376 = 2" by simp
lemma"sqrt 196 = 14" by simp
lemma"256 powr (7 / 4 :: real) = 16384" by simp
lemma"27 powr (inverse 3) = (3::real)" by simp
end
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Bemerkung:
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