(* Title: HOL/Transcendental.thy Author: Jacques D. Fleuriot, University of Cambridge, University of Edinburgh Author: Lawrence C Paulson Author: Jeremy Avigad *) section \Power Series, Transcendental Functions etc.\ theory Transcendental imports Series Deriv NthRoot begin text \A theorem about the factcorial function on the reals.\ lemma square_fact_le_2_fact: "fact n * fact n \ (fact (2 * n) :: real)" proof (induct n) case 0 then show ?case by simp next case (Suc n) have "(fact (Suc n)) * (fact (Suc n)) = of_nat (Suc n) * of_nat (Suc n) * (fact n * fact n :: real)" by (simp add: field_simps) also have "\ \ of_nat (Suc n) * of_nat (Suc n) * fact (2 * n)" by (rule mult_left_mono [OF Suc]) simp also have "\ \ of_nat (Suc (Suc (2 * n))) * of_nat (Suc (2 * n)) * fact (2 * n)" by (rule mult_right_mono)+ (auto simp: field_simps) also have "\ = fact (2 * Suc n)" by (simp add: field_simps) finally show ?case . qed lemma fact_in_Reals: "fact n \ \" by (induction n) auto lemma of_real_fact [simp]: "of_real (fact n) = fact n" by (metis of_nat_fact of_real_of_nat_eq) 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 also have "norm \ = fact n" by (subst norm_of_real) simp finally show ?thesis . qed lemma root_test_convergence: fixes f :: "nat \ 'a::banach" assumes f: "(\n. 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 < 1\ obtain z where z: "x < z" "z < 1" by (metis dense) from f \x < z\ have "eventually (\n. root n (norm (f n)) < z) sequentially" by (rule order_tendstoD) then have "eventually (\n. 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 then show "summable f" unfolding eventually_sequentially using z \0 \ x\ by (auto intro!: summable_comparison_test[OF _ summable_geometric]) qed subsection \More facts about binomial coefficients\ text \ These facts could have been proven before, but having real numbers makes the proofs a lot easier. \ lemma central_binomial_odd: "odd n \ n choose (Suc (n div 2)) = n choose (n div 2)" proof - assume "odd n" hence "Suc (n div 2) \ n" by presburger hence "n choose (Suc (n div 2)) = n choose (n - Suc (n div 2))" by (rule binomial_symmetric) also from \odd n\ have "n - Suc (n div 2) = n div 2" by presburger finally show ?thesis . qed lemma binomial_less_binomial_Suc: assumes k: "k < n div 2" shows "n choose k < n choose (Suc k)" proof - from k have k': "k \ n" "Suc k \ n" by simp_all from k' have "real (n choose k) = fact n / (fact k * fact (n - k))" by (simp add: binomial_fact) also from k' have "n - k = Suc (n - Suc k)" by simp also from k' have "fact \ = (real n - real k) * fact (n - Suc k)" by (subst fact_Suc) (simp_all add: of_nat_diff) also from k have "fact k = fact (Suc k) / (real k + 1)" by (simp add: field_simps) also have "fact n / (fact (Suc k) / (real k + 1) * ((real n - real k) * fact (n - Suc k))) = (n choose (Suc k)) * ((real k + 1) / (real n - real k))" using k by (simp add: field_split_simps binomial_fact) also from assms have "(real k + 1) / (real n - real k) < 1" by simp finally show ?thesis using k by (simp add: mult_less_cancel_left) qed lemma binomial_strict_mono: assumes "k < k'" "2*k' \ n" shows "n choose k < n choose k'" proof - from assms have "k \ k' - 1" by simp thus ?thesis proof (induction rule: inc_induct) case base with assms binomial_less_binomial_Suc[of "k' - 1" n] show ?case by simp next case (step k) from step.prems step.hyps assms have "n choose k < n choose (Suc k)" by (intro binomial_less_binomial_Suc) simp_all also have "\ < n choose k'" by (rule step.IH) finally show ?case . qed qed lemma binomial_mono: assumes "k \ k'" "2*k' \ n" shows "n choose k \ n choose k'" using assms binomial_strict_mono[of k k' n] by (cases "k = k'") simp_all lemma binomial_strict_antimono: assumes "k < k'" "2 * k \ n" "k' \ n" shows "n choose k > n choose k'" proof - from assms have "n choose (n - k) > n choose (n - k')" by (intro binomial_strict_mono) (simp_all add: algebra_simps) with assms show ?thesis by (simp add: binomial_symmetric [symmetric]) qed lemma binomial_antimono: assumes "k \ k'" "k \ n div 2" "k' \ n" shows "n choose k \ n choose k'" proof (cases "k = k'") case False note not_eq = False show ?thesis proof (cases "k = n div 2 \ odd n") case False with assms(2) have "2*k \ n" by presburger with not_eq assms binomial_strict_antimono[of k k' n] show ?thesis by simp next case True have "n choose k' \ n choose (Suc (n div 2))" proof (cases "k' = Suc (n div 2)") case False with assms True not_eq have "Suc (n div 2) < k'" by simp with assms binomial_strict_antimono[of "Suc (n div 2)" k' n] True show ?thesis by auto qed simp_all also from True have "\ = n choose k" by (simp add: central_binomial_odd) finally show ?thesis . qed qed simp_all lemma binomial_maximum: "n choose k \ n choose (n div 2)" proof - have "k \ n div 2 \ 2*k \ n" by linarith consider "2*k \ n" | "2*k \ n" "k \ n" | "k > n" by linarith thus ?thesis proof cases case 1 thus ?thesis by (intro binomial_mono) linarith+ next case 2 thus ?thesis by (intro binomial_antimono) simp_all qed (simp_all add: binomial_eq_0) qed lemma binomial_maximum': "(2*n) choose k \ (2*n) choose n" using binomial_maximum[of "2*n"] by simp lemma central_binomial_lower_bound: assumes "n > 0" shows "4^n / (2*real n) \ real ((2*n) choose n)" proof - from binomial[of 1 1 "2*n"] have "4 ^ n = (\k\2*n. (2*n) choose k)" by (simp add: power_mult power2_eq_square One_nat_def [symmetric] del: One_nat_def) also have "{..2*n} = {0<..<2*n} \ {0,2*n}" by auto also have "(\k\\. (2*n) choose k) = (\k\{0<..<2*n}. (2*n) choose k) + (\k\{0,2*n}. (2*n) choose k)" by (subst sum.union_disjoint) auto also have "(\k\{0,2*n}. (2*n) choose k) \ (\k\1. (n choose k)\<^sup>2)" by (cases n) simp_all also from assms have "\ \ (\k\n. (n choose k)\<^sup>2)" by (intro sum_mono2) auto also have "\ = (2*n) choose n" by (rule choose_square_sum) also have "(\k\{0<..<2*n}. (2*n) choose k) \ (\k\{0<..<2*n}. (2*n) choose n)" by (intro sum_mono binomial_maximum') also have "\ = card {0<..<2*n} * ((2*n) choose n)" by simp also have "card {0<..<2*n} \ 2*n - 1" by (cases n) simp_all also have "(2 * n - 1) * (2 * n choose n) + (2 * n choose n) = ((2*n) choose n) * (2*n)" using assms by (simp add: algebra_simps) finally have "4 ^ n \ (2 * n choose n) * (2 * n)" by simp_all hence "real (4 ^ n) \ real ((2 * n choose n) * (2 * n))" by (subst of_nat_le_iff) with assms show ?thesis by (simp add: field_simps) 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) then show ?thesis by simp qed lemma powser_sums_zero: "(\n. a n * 0^n) sums a 0" for a :: "nat \ 'a::real_normed_div_algebra" using sums_finite [of "{0}" "\n. a n * 0 ^ n"] by simp lemma powser_sums_zero_iff [simp]: "(\n. 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 \<^term>\\z\ < \x\\.\ lemma powser_insidea: fixes x z :: "'a::real_normed_div_algebra" assumes 1: "summable (\n. f n * x^n)" and 2: "norm z < norm x" shows "summable (\n. norm (f n * z ^ n))" proof - from 2 have x_neq_0: "x \ 0" by clarsimp from 1 have "(\n. f n * x^n) \ 0" by (rule summable_LIMSEQ_zero) then have "convergent (\n. f n * x^n)" by (rule convergentI) then have "Cauchy (\n. f n * x^n)" by (rule convergent_Cauchy) then have "Bseq (\n. f n * x^n)" by (rule Cauchy_Bseq) then obtain 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) also have "\ \ K * norm (z ^ n)" by (simp only: mult_right_mono 4 norm_ge_zero) also have "\ = K * norm (z ^ n) * (inverse (norm (x^n)) * norm (x^n))" by (simp add: x_neq_0) also have "\ = K * norm (z ^ n) * inverse (norm (x^n)) * norm (x^n)" by (simp only: mult.assoc) finally show "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 moreover have "summable (\n. 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]) then have "summable (\n. norm (z * inverse x) ^ n)" by (rule summable_geometric) then have "summable (\n. K * norm (z * inverse x) ^ n)" by (rule summable_mult) then show "summable (\n. 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 ultimately show "summable (\n. 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 (\n. f n * (x^n)) \ norm z < norm x \ summable (\n. 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 "(\n. of_nat n * x ^ n) \ 0" proof - have "norm x / (1 - norm x) \ 0" using assms by (auto simp: field_split_simps) moreover obtain N where N: "norm x / (1 - norm x) < of_int N" using ex_le_of_int by (meson ex_less_of_int) ultimately have N0: "N>0" by auto then have *: "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) then have "(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 then show ?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 \ ((\n. 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) = (\iii<2 * Suc n. if even i then f i else g i) = (\ii = (\ii real" assumes "g sums x" shows "(\ 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\[unfolded sums_def, THEN LIMSEQ_D, OF this] obtain no where no_eq: "\n. n \ no \ (norm (sum g {.. 2 * no" for m proof - from that have "m div 2 \ no" by auto have sum_eq: "?SUM (2 * (m div 2)) = sum g {..< m div 2}" using sum_split_even_odd by auto then have "(norm (?SUM (2 * (m div 2)) - x) < r)" using no_eq unfolding sum_eq using \m div 2 \ no\ by auto moreover have "?SUM (2 * (m div 2)) = ?SUM m" proof (cases "even m") case True then show ?thesis by (auto simp: even_two_times_div_two) next case False then have eq: "Suc (2 * (m div 2)) = m" by simp then have "even (2 * (m div 2))" using \odd m\ by auto have "?SUM m = ?SUM (Suc (2 * (m div 2)))" unfolding eq .. also have "\ = ?SUM (2 * (m div 2))" using \even (2 * (m div 2))\ by auto finally show ?thesis by auto qed ultimately show ?thesis by auto qed then show "\no. \ m \ no. norm (?SUM m - x) < r" by blast qed lemma sums_if: fixes g :: "nat \ real" assumes "g sums x" and "f sums y" shows "(\ n. if even n then f (n div 2) else g ((n - 1) div 2)) sums (x + y)" proof - let ?s = "\ n. if even n then 0 else f ((n - 1) div 2)" have if_sum: "(if B then (0 :: real) else E) + (if B then T else 0) = (if B then T else E)" for B T E by (cases B) auto have g_sums: "(\ n. if even n then 0 else g ((n - 1) div 2)) sums x" using sums_if'[OF \g sums x\] . 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 "(\n. 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) \ (\ n. \i<2*n. (- 1)^i*a i) \ l) \ ((\n. l \ (\i<2*n + 1. (- 1)^i*a i)) \ (\ 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 "(\n. ?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 then have "\n \ N. norm (- a (2 * n) - 0) < r" by auto then show "\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 (\ n. (-1)^n * a n)" and "\n. (\i<2*n. (-1)^i*a i) \ (\i. (-1)^i*a i)" and "(\n. \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 "(\n. \i<2*n+1. (-1)^i*a i) \ (\i. (-1)^i*a i)" proof - let ?S = "\n. (-1)^n * a n" let ?P = "\n. \i 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 = "\m. \n 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 < r\ \?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 then have 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 then have "even (n - 1)" by simp then have n_eq: "2 * ((n - 1) div 2) = n - 1" by (simp add: even_two_times_div_two) then have 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 then show "\no. \n \ no. norm (?Sa n - l) < r" by blast qed then have sums_l: "(\i. (-1)^i * a i) sums l" by (simp only: sums_def) then show "summable ?S" by (auto simp: summable_def) have "l = suminf ?S" by (rule sums_unique[OF sums_l]) 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 (\ 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 "(\n. \i<2*n. (- 1)^i*a i) \ (\i. (- 1)^i*a i)" (is "?f") and "(\n. \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 then have 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 = "\n. - 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 then have 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 "\x. x", OF tendsto_minus[OF \a \ 0\, unfolded minus_zero] monotone] have "summable (\ n. (-1)^n * ?a n)" using leibniz(1) by auto then obtain l where "(\ n. (-1)^n * ?a n) sums l" unfolding summable_def by auto from this[THEN sums_minus] have "(\ n. (-1)^n * a n) sums -l" by auto then have ?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 moreover have ?neg using leibniz(2,4) unfolding mult_minus_right sum_negf move_minus neg_le_iff_le by auto moreover have ?f and ?g using leibniz(3,5)[unfolded mult_minus_right sum_negf move_minus, THEN tendsto_minus_cancel] by auto ultimately show ?thesis by auto qed then show ?summable and ?pos and ?neg and ?f and ?g by safe qed subsection \Term-by-Term Differentiability of Power Series\ definition diffs :: "(nat \ 'a::ring_1) \ nat \ 'a" where "diffs c = (\n. of_nat (Suc n) * c (Suc n))" text \Lemma about distributing negation over it.\ lemma diffs_minus: "diffs (\n. - c n) = (\n. - diffs c n)" by (simp add: diffs_def) lemma diffs_equiv: fixes x :: "'a::{real_normed_vector,ring_1}" shows "summable (\n. diffs c n * x^n) \ (\n. 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 "(\ppipp 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 n) have 0: "\x k. (\njiijp::nat. p < n \ f p \ K" and K: "0 \ K" shows "sum f {.. of_nat n * K" apply (rule order_trans [OF sum_mono [OF f]]) apply (auto simp: mult_right_mono K) done 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 (\pq \ 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: "\i j n. i + j = n \ norm ((z + h) ^ i * z ^ j) \ K ^ n" apply (erule subst) apply (simp only: norm_mult norm_power power_add) apply (intro mult_mono power_mono 2 3 norm_ge_zero zero_le_power K) done show "norm (\pq of_nat n * (of_nat (n - Suc 0) * K ^ (n - 2))" apply (intro order_trans [OF norm_sum] real_sum_nat_ivl_bounded2 mult_nonneg_nonneg of_nat_0_le_iff zero_le_power K) apply (rule le_Kn, simp) done qed also have "\ = of_nat n * of_nat (n - Suc 0) * K ^ (n - 2) * norm h" by (simp only: mult.assoc) finally show ?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 "(\h. norm (f h)) \0\ 0" proof (rule real_tendsto_sandwich) show "eventually (\h. 0 \ norm (f h)) (at 0)" by simp show "eventually (\h. norm (f h) \ K * norm h) (at 0)" using k by (auto simp: eventually_at dist_norm le) show "(\h. 0) \(0::'a)\ (0::real)" by (rule tendsto_const) have "(\h. K * norm h) \(0::'a)\ K * norm (0::'a)" by (intro tendsto_intros) then show "(\h. 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 "(\h. suminf (g h)) \0\ 0" proof (rule lemma_termdiff4 [OF k]) fix h :: 'a assume "h \ 0" and "norm h < k" then have 1: "\n. norm (g h n) \ f n * norm h" by (simp add: le) then have "\N. \n\N. norm (norm (g h n)) \ f n * norm h" by simp moreover from f have 2: "summable (\n. f n * norm h)" by (rule summable_mult2) ultimately have 3: "summable (\n. norm (g h n))" by (rule summable_comparison_test) then have "norm (suminf (g h)) \ (\n. norm (g h n))" by (rule summable_norm) also from 1 3 2 have "(\n. norm (g h n)) \ (\n. f n * norm h)" by (rule suminf_le) also from f have "(\n. f n * norm h) = suminf f * norm h" by (rule suminf_mult2 [symmetric]) finally show "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 (\n. diffs (diffs c) n * K ^ n)" and 2: "norm x < norm K" shows "(\h. \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) then have 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 (\n. norm (diffs (diffs c) n * (of_real r ^ n)))" by (rule powser_insidea) then have "summable (\n. diffs (diffs (\n. norm (c n))) n * r ^ n)" using r by (simp add: diffs_def norm_mult norm_power del: of_nat_Suc) then have "summable (\n. of_nat n * diffs (\n. norm (c n)) n * r ^ (n - Suc 0))" by (rule diffs_equiv [THEN sums_summable]) also have "(\n. of_nat n * diffs (\n. norm (c n)) n * r ^ (n - Suc 0)) = (\n. diffs (\m. of_nat (m - Suc 0) * norm (c m) * inverse r) n * (r ^ n))" apply (rule ext) apply (case_tac n) apply (simp_all add: diffs_def r_neq_0) done finally have "summable (\n. of_nat n * (of_nat (n - Suc 0) * norm (c n) * inverse r) * r ^ (n - Suc 0))" by (rule diffs_equiv [THEN sums_summable]) also have "(\n. of_nat n * (of_nat (n - Suc 0) * norm (c n) * inverse r) * r ^ (n - Suc 0)) = (\n. norm (c n) * of_nat n * of_nat (n - Suc 0) * r ^ (n - 2))" apply (rule ext) apply (case_tac n, simp) apply (rename_tac nat) apply (case_tac nat, simp) apply (simp add: r_neq_0) done finally show "summable (\n. norm (c n) * of_nat n * of_nat (n - Suc 0) * r ^ (n - 2))" . next fix h :: 'a fix n :: nat assume h: "h \ 0" assume "norm h < r - norm x" then have "norm x + norm h < r" by simp with norm_triangle_ineq have xh: "norm (x + h) < r" by (rule order_le_less_trans) show "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" apply (simp only: norm_mult mult.assoc) apply (rule mult_left_mono [OF _ norm_ge_zero]) apply (simp add: mult.assoc [symmetric]) apply (metis h lemma_termdiff3 less_eq_real_def r1 xh) done qed qed lemma termdiffs: fixes K x :: "'a::{real_normed_field,banach}" assumes 1: "summable (\n. c n * K ^ n)" and 2: "summable (\n. (diffs c) n * K ^ n)" and 3: "summable (\n. (diffs (diffs c)) n * K ^ n)" and 4: "norm x < norm K" shows "DERIV (\x. \n. c n * x^n) x :> (\n. (diffs c) n * x^n)" unfolding DERIV_def proof (rule LIM_zero_cancel) show "(\h. (suminf (\n. c n * (x + h) ^ n) - suminf (\n. c n * x^n)) / h - suminf (\n. 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" then have "norm x + norm h < norm K" by simp then have 5: "norm (x + h) < norm K" by (rule norm_triangle_ineq [THEN order_le_less_trans]) have "summable (\n. c n * x^n)" and "summable (\n. c n * (x + h) ^ n)" and "summable (\n. diffs c n * x^n)" using 1 2 4 5 by (auto elim: powser_inside) then have "((\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) then show "((\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 "(\h. \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(\n. c n * x ^ n)" shows "summable (\n. diffs c n * x ^ n)" proof (cases "x = 0") case True then show ?thesis using powser_sums_zero sums_summable by auto next case False then have "K > 0" using K less_trans zero_less_norm_iff by blast then obtain 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: "(\n. 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 (\n. (of_nat n * c n) * x ^ n)" proof (rule summable_comparison_test') show "summable (\n. 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 then have "summable (\n. (of_nat (Suc n) * c(Suc n)) * x ^ Suc n)" using summable_iff_shift [of "\n. of_nat n * c n * x ^ n" 1] by simp then have "summable (\n. (of_nat (Suc n) * c(Suc n)) * x ^ n)" using False summable_mult2 [of "\n. (of_nat (Suc n) * c(Suc n) * x ^ n) * x" "inverse x"] by (simp add: mult.assoc) (auto simp: ac_simps) then show ?thesis by (simp add: diffs_def) qed lemma termdiff_converges_all: fixes x :: "'a::{real_normed_field,banach}" assumes "\x. summable (\n. c n * x^n)" shows "summable (\n. 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 (\n. c n * K ^ n)" and K: "norm x < norm K" shows "DERIV (\x. \n. c n * x^n) x :> (\n. diffs c n * x^n)" proof - have K2: "norm ((of_real (norm K) + of_real (norm x)) / 2 :: 'a) < norm K" using K apply (auto simp: norm_divide field_simps) apply (rule le_less_trans [of _ "of_real (norm K) + of_real (norm x)"]) apply (auto simp: mult_2_right norm_triangle_mono) done then have [simp]: "norm ((of_real (norm K) + of_real (norm x)) :: 'a) < norm K * 2" by simp have "summable (\n. 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) moreover have "\x. norm x < norm K \ summable (\n. diffs c n * x ^ n)" by (blast intro: sm termdiff_converges powser_inside) moreover have "\x. norm x < norm K \ summable (\n. diffs(diffs c) n * x ^ n)" by (blast intro: sm termdiff_converges powser_inside) ultimately show ?thesis apply (rule termdiffs [where K = "of_real (norm x + norm K) / 2"]) using K apply (auto simp: field_simps) apply (simp flip: of_real_add) done qed lemma termdiffs_strong_converges_everywhere: fixes K x :: "'a::{real_normed_field,banach}" assumes "\y. summable (\n. c n * y ^ n)" shows "((\x. \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 (\n. c n * z ^ n)" assumes "norm z < K" shows "((\z. \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 also note \norm z < K\ finally have 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 (\n. 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 \ (\n. c n * z ^ n) sums f z" assumes deriv: "(f has_field_derivative f') (at z)" assumes norm: "norm z < K" shows "(\n. diffs c n * z ^ n) sums f'" proof - have summable: "summable (\n. diffs c n * z^n)" by (intro termdiff_converges[OF norm] sums_summable[OF sums]) from norm have "eventually (\z. z \ norm -` {..z. (\n. c n * z^n) = f z) (nhds z)" by eventually_elim (insert sums, simp add: sums_iff) have "((\z. \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 (\n. c n * K ^ n)" assumes "norm x < norm K" shows "isCont (\x. \n. c n * x^n) x" using termdiffs_strong[OF assms] by (blast intro!: DERIV_isCont) lemmas isCont_powser' = isCont_o2[OF _ isCont_powser] lemma isCont_powser_converges_everywhere: fixes K x :: "'a::{real_normed_field,banach}" assumes "\y. summable (\n. c n * y ^ n)" shows "isCont (\x. \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 \ (\n. 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) then have "summable (\n. a n * (of_real s / 2) ^ n)" by (rule sums_summable [OF sm]) then have "((\x. \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\) then have "isCont (\x. \n. a n * x ^ n) 0" by (blast intro: DERIV_continuous) then have "((\x. \n. a n * x ^ n) \ a 0) (at 0)" by (simp add: continuous_within) then show ?thesis apply (rule Lim_transform) apply (clarsimp simp: LIM_eq) apply (rule_tac x=s in exI) using s sm sums_unique by fastforce 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 \ (\n. a n * x ^ n) sums (f x)" shows "(f \ a 0) (at 0)" proof - have *: "((\x. 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 apply (subst LIM_equal [where g = "(\x. if x = 0 then a 0 else f x)"]) apply (simp_all add: *) done qed subsection \Derivability of power series\ lemma DERIV_series': fixes f :: "real \ nat \ real" assumes DERIV_f: "\ n. DERIV (\ 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 (\ x. suminf (f x)) x0 :> (suminf (f' x0))" unfolding DERIV_def proof (rule LIM_I) fix r :: real assume "0 < r" then have "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 < r/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 < r/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 = "\i x. (f (x0 + x) i - f x0 i) / x" let ?r = "r / (3 * real ?N)" from \0 < r\ have "0 < ?r" by simp let ?s = "\n. 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 ` {.. {..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) then show "0 < x" by (simp only: \x = ?s n\) qed qed auto define S where "S = min (min (x0 - a) (b - x0)) S'" then have "0 < S" and S_a: "S \ x0 - a" and S_b: "S \ b - x0" and "S \ S'" using x0_in_I and \0 < S'\ 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 note diff_smbl = summable_diff[OF allf_summable[OF x_in_I] allf_summable[OF x0_in_I]] note div_smbl = summable_divide[OF diff_smbl] note all_smbl = summable_diff[OF div_smbl \summable (f' x0)\] note ign = summable_ignore_initial_segment[where k="?N"] note diff_shft_smbl = summable_diff[OF ign[OF allf_summable[OF x_in_I]] ign[OF allf_summable[OF x0_in_I]]] note div_shft_smbl = summable_divide[OF diff_shft_smbl] note all_shft_smbl = summable_diff[OF div_smbl ign[OF \summable (f' x0)\]] 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\]]]) then have "\\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\)" .. also have "\ < (\n {..< ?N}" have "\x\ < S" using \\x\ < S\ . also have "S \ S'" using \S \ S'\ . also have "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 then show "\ a \ (?s ` {.. ?s n" by blast qed auto finally have "\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 also have "\ = of_nat (card {.. = real ?N * ?r" by simp also have "\ = r/3" by (auto simp del: of_nat_Suc) finally have "\\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 also have "\ \ ?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 also have "\ \ ?diff_part + ?L_part + ?f'_part" using abs_triangle_ineq4 by auto also have "\ < r /3 + r/3 + r/3" using \?diff_part < r/3\ \?L_part \ r/3\ and \?f'_part < r/3\ by (rule add_strict_mono [OF add_less_le_mono]) finally show ?thesis by auto qed then show "\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 < S\ by auto qed lemma DERIV_power_series': fixes f :: "nat \ real" assumes converges: "\x. x \ {-R <..< R} \ summable (\n. f n * real (Suc n) * x^n)" and x0_in_I: "x0 \ {-R <..< R}" and "0 < R" shows "DERIV (\x. (\n. f n * x^(Suc n))) x0 :> (\n. f n * real (Suc n) * x0^n)" (is "DERIV (\x. suminf (?f x)) x0 :> suminf (?f' x0)") proof - have for_subinterval: "DERIV (\x. 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 (\ n. \f n * real (Suc n) * R'^n\)" proof - have "(R' + R) / 2 < R" and "0 < (R' + R) / 2" using \0 < R'\ \0 < R\ \R' < R\ by (auto simp: field_simps) then have in_Rball: "(R' + R) / 2 \ {-R <..< R}" using \R' < R\ by auto have "norm R' < norm ((R' + R) / 2)" using \0 < R'\ \0 < R\ \R' < 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 also have "\ \ (\f n\ * \x-y\) * (\real (Suc n)\ * \R' ^ n\)" proof (rule mult_left_mono) have "\\p \ (\px ^ p * y ^ (n - p)\)" by (rule sum_abs) also have "\ \ (\p {.. n" by auto have "\x^n\ \ R'^n" if "x \ {-R'<..x\ \ R'" by auto then show ?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 < R'\ have "\x^p * y^(n - p)\ \ R'^p * R'^(n - p)" unfolding abs_mult by auto then show "\x^p * y^(n - p)\ \ R'^n" unfolding power_add[symmetric] using \p \ n\ by auto qed also have "\ = real (Suc n) * R' ^ n" unfolding sum_constant card_atLeastLessThan by auto finally show "\\p \ \real (Suc n)\ * \R' ^ n\" unfolding abs_of_nonneg[OF zero_le_power[OF less_imp_le[OF \0 < R'\]]] by linarith show "0 \ \f n\ * \x - y\" unfolding abs_mult[symmetric] by auto qed also have "\ = \f n * real (Suc n) * R' ^ n\ * \x - y\" unfolding abs_mult mult.assoc[symmetric] by algebra finally show ?thesis . qed next show "DERIV (\x. ?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'}" then have "R' \ {-R <..< R}" and "norm x < norm R'" using assms \R' < R\ by auto have "summable (\n. 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 <..< R}\] \norm x < norm 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 <..< R}\] . show "x0 \ {-R' <..< R'}" using \x0 \ {-R' <..< R'}\ . qed qed let ?R = "(R + \x0\) / 2" have "\x0\ < ?R" using assms by (auto simp: field_simps) then have "- ?R < x0" proof (cases "x0 < 0") case True then have "- x0 < ?R" using \\x0\ < ?R\ by auto then show ?thesis unfolding neg_less_iff_less[symmetric, of "- x0"] by auto next case False have "- ?R < 0" using assms by auto also have "\ \ x0" using False by auto finally show ?thesis . qed then have "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 "(\n. of_nat (Suc n) * z ^ n) sums (1 / (1 - z)^2)" proof - have "(\n. diffs (\n. 1) n * z^n) sums (1 / (1 - z)^2)" proof (rule termdiffs_sums_strong) fix z :: 'a assume "norm z < 1" thus "(\n. 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 (\z. 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 (\z. pochhammer z n)" for A :: "'a::real_normed_field set" by (intro continuous_at_imp_continuous_on ballI isCont_pochhammer) lemmas continuous_on_pochhammer' [continuous_intros] = continuous_on_compose2[OF continuous_on_pochhammer _ subset_UNIV] subsection \Exponential Function\ definition exp :: "'a \ 'a::{real_normed_algebra_1,banach}" where "exp = (\x. \n. x^n /\<^sub>R fact n)" lemma summable_exp_generic: fixes x :: "'a::{real_normed_algebra_1,banach}" defines S_def: "S \ \n. x^n /\<^sub>R fact n" shows "summable S" proof - have S_Suc: "\n. S (Suc n) = (x * S n) /\<^sub>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) also have "real N * r \ real (Suc n) * r" using r0 n by (simp add: mult_right_mono) finally have "norm x * norm (S n) \ real (Suc n) * r * norm (S n)" using norm_ge_zero by (rule mult_right_mono) then have "norm (x * S n) \ real (Suc n) * r * norm (S n)" by (rule order_trans [OF norm_mult_ineq]) then have "norm (x * S n) / real (Suc n) \ r * norm (S n)" by (simp add: pos_divide_le_eq ac_simps) then show "norm (S (Suc n)) \ r * norm (S n)" by (simp add: S_Suc inverse_eq_divide) qed qed lemma summable_norm_exp: "summable (\n. norm (x^n /\<^sub>R fact n))" for x :: "'a::{real_normed_algebra_1,banach}" proof (rule summable_norm_comparison_test [OF exI, rule_format]) show "summable (\n. norm x^n /\<^sub>R fact n)" by (rule summable_exp_generic) show "norm (x^n /\<^sub>R fact n) \ norm x^n /\<^sub>R fact n" for n by (simp add: norm_power_ineq) qed lemma summable_exp: "summable (\n. 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 exp_converges: "(\n. x^n /\<^sub>R fact n) sums exp x" unfolding exp_def by (rule summable_exp_generic [THEN summable_sums]) lemma exp_fdiffs: "diffs (\n. inverse (fact n)) = (\n. inverse (fact n :: 'a::{real_normed_field,banach}))" by (simp add: diffs_def mult_ac nonzero_inverse_mult_distrib nonzero_of_real_inverse del: mult_Suc of_nat_Suc) lemma diffs_of_real: "diffs (\n. of_real (f n)) = (\n. of_real (diffs f n))" by (simp add: diffs_def) lemma DERIV_exp [simp]: "DERIV exp x :> exp x" unfolding exp_def scaleR_conv_of_real proof (rule DERIV_cong) have sinv: "summable (\n. of_real (inverse (fact n)) * x ^ n)" for x::'a by (rule exp_converges [THEN sums_summable, unfolded scaleR_conv_of_real]) note xx = exp_converges [THEN sums_summable, unfolded scaleR_conv_of_real] show "((\x. \n. of_real (inverse (fact n)) * x ^ n) has_field_derivative (\n. diffs (\n. of_real (inverse (fact n))) n * x ^ n)) (at x)" by (rule termdiffs [where K="of_real (1 + norm x)"]) (simp_all only: diffs_of_real exp_fdiffs sinv norm_of_real) show "(\n. diffs (\n. of_real (inverse (fact n))) n * x ^ n) = (\n. of_real (inverse (fact n)) * x ^ n)" by (simp add: diffs_of_real exp_fdiffs) qed declare DERIV_exp[THEN DERIV_chain2, derivative_intros] and DERIV_exp[THEN DERIV_chain2, unfolded has_field_derivative_def, derivative_intros] lemmas has_derivative_exp[derivative_intros] = DERIV_exp[THEN DERIV_compose_FDERIV] 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) also have "\ \ 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) finally show ?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 (\x. 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 \ ((\x. 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 (\x. 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 (\x. 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_zero [simp]: "exp 0 = 1" unfolding exp_def by (simp add: scaleR_conv_of_real) lemma exp_series_add_commuting: fixes x y :: "'a::{real_normed_algebra_1,banach}" defines S_def: "S \ \x n. x^n /\<^sub>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) /\<^sub>R real (Suc n)" unfolding S_def by (simp del: mult_Suc) then have times_S: "\x n. x * S x n = real (Suc n) *\<^sub>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) *\<^sub>R S (x + y) (Suc n) = (x + y) * S (x + y) n" by (simp only: times_S) also have "\ = (x + y) * (\i\n. S x i * S y (n - i))" by (simp only: Suc) also have "\ = x * (\i\n. S x i * S y (n - i)) + y * (\i\n. S x i * S y (n - i))" by (rule distrib_right) also have "\ = (\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) also have "\ = (\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) also have "\ = (\i\n. real (Suc i) *\<^sub>R (S x (Suc i) * S y (n - i))) + (\i\n. real (Suc n - i) *\<^sub>R (S x i * S y (Suc n - i)))" by (simp add: times_S Suc_diff_le) also have "(\i\n. real (Suc i) *\<^sub>R (S x (Suc i) * S y (n - i))) = (\i\Suc n. real i *\<^sub>R (S x i * S y (Suc n - i)))" by (subst sum.atMost_Suc_shift) simp also have "(\i\n. real (Suc n - i) *\<^sub>R (S x i * S y (Suc n - i))) = (\i\Suc n. real (Suc n - i) *\<^sub>R (S x i * S y (Suc n - i)))" by simp also have "(\i\Suc n. real i *\<^sub>R (S x i * S y (Suc n - i))) + (\i\Suc n. real (Suc n - i) *\<^sub>R (S x i * S y (Suc n - i))) = (\i\Suc n. real (Suc n) *\<^sub>R (S x i * S y (Suc n - i)))" by (simp only: sum.distrib [symmetric] scaleR_left_distrib [symmetric] of_nat_add [symmetric]) simp also have "\ = real (Suc n) *\<^sub>R (\i\Suc n. S x i * S y (Suc n - i))" by (simp only: scaleR_right.sum) finally show "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) lemmas mult_exp_exp = exp_add [symmetric] lemma exp_of_real: "exp (of_real x) = of_real (exp x)" unfolding exp_def apply (subst suminf_of_real [OF summable_exp_generic]) apply (simp add: scaleR_conv_of_real) done lemmas of_real_exp = exp_of_real[symmetric] corollary exp_in_Reals [simp]: "z \ \ \ exp z \ \" 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]) also assume "exp x = 0" finally show 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 (\x. 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 then show ?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 subsubsection \Properties of the Exponential Function on Reals\ text \Comparisons of \<^term>\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 then show ?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) also have "\ \ (\n. inverse (fact n) * x^n)" apply (rule sum_le_suminf [OF summable_exp]) using \0 < x\ apply (auto simp add: zero_le_mult_iff) done finally show "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" then have "1 < 1 + x" by simp also from x have "1 + x \ exp x" by (simp add: exp_ge_add_one_self_aux) finally show ?thesis . qed lemma exp_less_mono: fixes x y :: real assumes "x < y" shows "exp x < exp y" proof - from \x < y\ have "0 < y - x" by simp then have "1 < exp (y - x)" by (rule exp_gt_one) then have "1 < exp y / exp x" by (simp only: exp_diff) then show "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_inj_iff [iff]: "exp x = exp y \ x = y" for x y :: real by (simp add: order_eq_iff) text \Comparisons of \<^term>\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" then have "0 \ y - 1" by simp then have "1 + (y - 1) \ exp (y - 1)" by (rule exp_ge_add_one_self_aux) then show "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" then show "\x. exp x = y" by (fast dest: lemma_exp_total) next assume "0 < y" and "y \ 1" then have "1 \ inverse y" by (simp add: one_le_inverse_iff) then obtain x where "exp x = inverse y" by (fast dest: lemma_exp_total) then have "exp (- x) = y" by (simp add: exp_minus) then show "\x. exp x = y" .. qed subsection \Natural Logarithm\ class ln = real_normed_algebra_1 + banach + fixes ln :: "'a \ 'a" assumes ln_one [simp]: "ln 1 = 0" definition powr :: "'a \ 'a \ 'a::ln" (infixr "powr" 80) \ \exponentation via ln and exp\ where "x powr a \ if x = 0 then 0 else exp (a * ln x)" lemma powr_0 [simp]: "0 powr z = 0" by (simp add: powr_def) instantiation real :: ln begin definition ln_real :: "real \ real" where "ln_real x = (THE u. exp u = x)" instance by intro_classes (simp add: ln_real_def) end lemma powr_eq_0_iff [simp]: "w powr z = 0 \ w = 0" by (simp add: powr_def) lemma ln_exp [simp]: "ln (exp x) = x" for x :: real by (simp add: ln_real_def) lemma exp_ln [simp]: "0 < x \ exp (ln x) = x" for x :: real by (auto dest: exp_total) lemma exp_ln_iff [simp]: "exp (ln x) = x \ 0 < x" for x :: real by (metis exp_gt_zero exp_ln) lemma ln_unique: "exp y = x \ ln x = y" for x :: real by (erule subst) (rule ln_exp) lemma ln_mult: "0 < x \ 0 < y \ ln (x * y) = ln x + ln y" for x :: real by (rule ln_unique) (simp add: exp_add) lemma ln_prod: "finite I \ (\i. i \ I \ f i > 0) \ ln (prod f I) = sum (\x. ln(f x)) I" for f :: "'a \ real" by (induct I rule: finite_induct) (auto simp: ln_mult prod_pos) lemma ln_inverse: "0 < x \ ln (inverse x) = - ln x" for x :: real by (rule ln_unique) (simp add: exp_minus) lemma ln_div: "0 < x \ 0 < y \ ln (x / y) = ln x - ln y" for x :: real by (rule ln_unique) (simp add: exp_diff) lemma ln_realpow: "0 < x \ ln (x^n) = real n * ln x" by (rule ln_unique) (simp add: exp_of_nat_mult) 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_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 ln_neg_is_const: "x \ 0 \ ln x = (THE x. False)" for x :: real by (auto simp: ln_real_def intro!: arg_cong[where f = The]) 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) lemma isCont_ln: fixes x :: real assumes "x \ 0" shows "isCont ln x" proof (cases "0 < x") case True then have "isCont ln (exp (ln x))" by (intro isCont_inverse_function[where d = "\x\" and f = exp]) auto with True show ?thesis by simp next case False with \x \ 0\ show "isCont ln x" unfolding isCont_def by (subst filterlim_cong[OF _ refl, of _ "nhds (ln 0)" _ "\_. ln 0"]) (auto simp: ln_neg_is_const not_less eventually_at dist_real_def intro!: exI[of _ "\x\"]) qed lemma tendsto_ln [tendsto_intros]: "(f \ a) F \ a \ 0 \ ((\x. 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 (\x. x)) \ 0 \ continuous F (\x. 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) (\x. 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) (\x. 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 (\x. 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] lemmas has_derivative_ln[derivative_intros] = DERIV_ln[THEN DERIV_compose_FDERIV] 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' = "\x 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}" then have "0 < x" and "x < 2" by auto have "norm (1 - x) < 1" using \0 < x\ and \x < 2\ by auto have "1 / x = 1 / (1 - (1 - x))" by auto also have "\ = (\ n. (1 - x)^n)" using geometric_sums[OF \norm (1 - x) < 1\] by (rule sums_unique) also have "\ = suminf (?f' x)" unfolding power_mult_distrib[symmetric] by (rule arg_cong[where f=suminf], rule arg_cong[where f="(^)"], auto) finally have "DERIV ln x :> suminf (?f' x)" using DERIV_ln[OF \0 < x\] unfolding divide_inverse by auto moreover have repos: "\ h x :: real. h - 1 + x = h + x - 1" by auto have "DERIV (\x. 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\ \x < 2\ by auto next fix x :: real assume "x \ {- 1<..<1}" then have "norm (-x) < 1" by auto show "summable (\n. (- 1) ^ n * (1 / real (n + 1)) * real (Suc n) * x^n)" unfolding One_nat_def by (auto simp: power_mult_distrib[symmetric] summable_geometric[OF \norm (-x) < 1\]) qed then have "DERIV (\x. suminf (?f x)) (x - 1) :> suminf (?f' x)" unfolding One_nat_def by auto then have "DERIV (\x. suminf (?f (x - 1))) x :> suminf (?f' x)" unfolding DERIV_def repos . ultimately have "DERIV (\x. ln x - suminf (?f (x - 1))) x :> suminf (?f' x) - suminf (?f' x)" by (rule DERIV_diff) then show "DERIV (\x. ln x - suminf (?f (x - 1))) x :> 0" by auto qed (auto simp: assms) then show ?thesis by auto qed lemma exp_first_terms: fixes x :: "'a::{real_normed_algebra_1,banach}" shows "exp x = (\nR (x ^ n)) + (\n. inverse(fact (n + k)) *\<^sub>R (x ^ (n + k)))" proof - have "exp x = suminf (\n. inverse(fact n) *\<^sub>R (x^n))" by (simp add: exp_def) also from summable_exp_generic have "\ = (\ n. inverse(fact(n+k)) *\<^sub>R (x ^ (n + k))) + (\ n::natR (x^n))" (is "_ = _ + ?a") by (rule suminf_split_initial_segment) finally show ?thesis by simp qed lemma exp_first_term: "exp x = 1 + (\n. inverse (fact (Suc n)) *\<^sub>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)) *\<^sub>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\<^sup>2" proof - have "suminf (\n. inverse(fact (n+2)) * (x ^ (n + 2))) \ x\<^sup>2" proof - have "(\n. x\<^sup>2 / 2 * (1 / 2) ^ n) sums (x\<^sup>2 / 2 * (1 / (1 - 1 / 2)))" by (intro sums_mult geometric_sums) simp then have sumsx: "(\n. x\<^sup>2 / 2 * (1 / 2) ^ n) sums x\<^sup>2" by simp have "suminf (\n. inverse(fact (n+2)) * (x ^ (n + 2))) \ suminf (\n. (x\<^sup>2/2) * ((1/2)^n))" proof (intro suminf_le allI) show "inverse (fact (n + 2)) * x ^ (n + 2) \ (x\<^sup>2/2) * ((1/2)^n)" for n :: nat proof - have "(2::nat) * 2 ^ n \ fact (n + 2)" by (induct n) simp_all then have "real ((2::nat) * 2 ^ n) \ real_of_nat (fact (n + 2))" by (simp only: of_nat_le_iff) then have "((2::real) * 2 ^ n) \ fact (n + 2)" unfolding of_nat_fact by simp then have "inverse (fact (n + 2)) \ inverse ((2::real) * 2 ^ n)" by (rule le_imp_inverse_le) simp then have "inverse (fact (n + 2)) \ 1/(2::real) * (1/2)^n" by (simp add: power_inverse [symmetric]) then have "inverse (fact (n + 2)) * (x^n * x\<^sup>2) \ 1/2 * (1/2)^n * (1 * x\<^sup>2)" by (rule mult_mono) (rule mult_mono, simp_all add: power_le_one a b) then show ?thesis unfolding power_add by (simp add: ac_simps del: fact_Suc) qed show "summable (\n. inverse (fact (n + 2)) * x ^ (n + 2))" by (rule summable_exp [THEN summable_ignore_initial_segment]) show "summable (\n. x\<^sup>2 / 2 * (1 / 2) ^ n)" by (rule sums_summable [OF sumsx]) qed also have "\ = x\<^sup>2" by (rule sums_unique [THEN sym]) (rule sumsx) finally show ?thesis . qed then show ?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)\<^sup>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) also have "\ \ 1 + (norm z) + (norm z)\<^sup>2" using assms exp_bound by auto also have "\ \ 1 + 2 * norm z" using * by auto finally show ?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\<^sup>2) = 1 - x^3" by (simp add: algebra_simps power2_eq_square power3_eq_cube) also have "\ \ 1" by (auto simp: a) finally have "(1 - x) * (1 + x + x\<^sup>2) \ 1" . moreover have c: "0 < 1 + x + x\<^sup>2" by (simp add: add_pos_nonneg a) ultimately have "1 - x \ 1 / (1 + x + x\<^sup>2)" by (elim mult_imp_le_div_pos) also have "\ \ 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) also have "\ = exp (- x)" by (auto simp: exp_minus divide_inverse) finally have "1 - x \ exp (- x)" . also have "1 - x = exp (ln (1 - x))" by (metis b diff_0 exp_ln_iff less_iff_diff_less_0 minus_diff_eq) finally have "exp (ln (1 - x)) \ exp (- x)" . then show ?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 then show ?thesis apply (rule disjE) apply (simp add: exp_ge_add_one_self_aux) using exp_ge_zero order_trans real_add_le_0_iff by blast next case False then have 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 also have "\ \ exp x" by (simp add: ln1) finally show ?thesis . qed lemma ln_one_plus_pos_lower_bound: fixes x :: real assumes a: "0 \ x" and b: "x \ 1" shows "x - x\<^sup>2 \ ln (1 + x)" proof - have "exp (x - x\<^sup>2) = exp x / exp (x\<^sup>2)" by (rule exp_diff) also have "\ \ (1 + x + x\<^sup>2) / exp (x \<^sup>2)" by (metis a b divide_right_mono exp_bound exp_ge_zero) also have "\ \ (1 + x + x\<^sup>2) / (1 + x\<^sup>2)" by (simp add: a divide_left_mono add_pos_nonneg) also from a have "\ \ 1 + x" by (simp add: field_simps add_strict_increasing zero_le_mult_iff) finally have "exp (x - x\<^sup>2) \ 1 + x" . also have "\ = exp (ln (1 + x))" proof - from a have "0 < 1 + x" by auto then show ?thesis by (auto simp only: exp_ln_iff [THEN sym]) qed finally have "exp (x - x\<^sup>2) \ exp (ln (1 + x))" . then show ?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\<^sup>2 \ ln (1 - x)" proof - from b have c: "x < 1" by auto then have "ln (1 - x) = - ln (1 + x / (1 - x))" by (auto simp: ln_inverse [symmetric] field_simps intro: arg_cong [where f=ln]) also have "- (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 then show ?thesis by auto qed also have "- (x / (1 - x)) = - x / (1 - x)" by auto finally have d: "- x / (1 - x) \ ln (1 - x)" . have "0 < 1 - x" using a b by simp then have e: "- x - 2 * x\<^sup>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\<^sup>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\<^sup>2" proof - from x have "ln (1 + x) \ x" by (rule ln_add_one_self_le_self) then have "ln (1 + x) - x \ 0" by simp then have "\ln(1 + x) - x\ = - (ln(1 + x) - x)" by (rule abs_of_nonpos) also have "\ = x - ln (1 + x)" by simp also have "\ \ x\<^sup>2" proof - from x x1 have "x - x\<^sup>2 \ ln (1 + x)" by (intro ln_one_plus_pos_lower_bound) then show ?thesis by simp qed finally show ?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\<^sup>2" proof - have *: "- (-x) - 2 * (-x)\<^sup>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) also have "\ \ 2 * x\<^sup>2" using * by (simp add: algebra_simps) finally show ?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\<^sup>2" proof (cases "0 \ x") case True then show ?thesis using abs_ln_one_plus_x_minus_x_bound_nonneg assms by fastforce next case False then show ?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 moreover have "0 < exp (1::real)" by simp ultimately have 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) also have "\ = x * ln (y / x)" by (simp only: ln_div a b) also have "y / x = (x + (y - x)) / x" by simp also have "\ = 1 + (y - x) / x" using x a by (simp add: field_simps) also have "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 also have "\ = y - x" using a by simp also have "\ = (y - x) * ln (exp 1)" by simp also have "\ \ (y - x) * ln x" using a x exp_total of_nat_1 x(1) by (fastforce intro: mult_left_mono) also have "\ = y * ln x - x * ln x" by (rule left_diff_distrib) finally have "x * ln y \ y * ln x" by arith then have "ln y \ (y * ln x) / x" using a by (simp add: field_simps) also have "\ = y * (ln x / x)" by simp finally show ?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 (simp add: ln_div [symmetric] diff_divide_distrib ln_le_minus_one) lemma ln_eq_minus_one: fixes x :: real assumes "0 < x" "ln x = x - 1" shows "x = 1" proof - let ?l = "\y. 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 < 1\] obtain a where "x < a" "a < 1" by blast from \x < a\ have "?l x < ?l a" proof (rule DERIV_pos_imp_increasing) fix y assume "x \ y" "y \ a" with \0 < x\ \a < 1\ 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 also have "\ \ 0" using ln_le_minus_one \0 < x\ \x < a\ by (auto simp: field_simps) finally show "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 < x\ have "?l x < ?l a" proof (rule DERIV_neg_imp_decreasing) fix y assume "a \ y" "y \ x" with \1 < a\ 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 also have "\ \ 0" using ln_le_minus_one \1 < a\ by (auto simp: field_simps) finally show "x = 1" using assms by auto next assume "x = 1" then show ?thesis by simp qed qed lemma ln_x_over_x_tendsto_0: "((\x::real. ln x / x) \ 0) at_top" proof (rule lhospital_at_top_at_top[where f' = inverse and g' = "\_. 1"]) from eventually_gt_at_top[of "0::real"] show "\\<^sub>F x in at_top. (ln has_real_derivative inverse x) (at x)" by eventually_elim (auto intro!: derivative_eq_intros simp: field_simps) qed (use tendsto_inverse_0 in \auto simp: filterlim_ident dest!: tendsto_mono[OF at_top_le_at_infinity]\) 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) also from 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) finally show ?thesis . next case True then show ?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 < r\ exp_less_mono exp_ln that) then show "\k. \n at_top" by (rule filterlim_at_top_at_top[where Q="\x. True" and P="\x. 0 < x" and g=ln]) (auto intro: eventually_gt_at_top) lemma lim_exp_minus_1: "((\z::'a. (exp(z) - 1) / z) \ 1) (at 0)" for x :: "'a::{real_normed_field,banach}" proof - have "((\z::'a. exp(z) - 1) has_field_derivative 1) (at 0)" by (intro derivative_eq_intros | simp)+ then show ?thesis by (simp add: Deriv.has_field_derivative_iff) qed lemma ln_at_0: "LIM x at_right 0. ln (x::real) :> at_bot" by (rule filterlim_at_bot_at_right[where Q="\x. 0 < x" and P="\x. True" and g=exp]) (auto simp: eventually_at_filter) lemma ln_at_top: "LIM x at_top. ln (x::real) :> at_top" by (rule filterlim_at_top_at_top[where Q="\x. 0 < x" and P="\x. True" and g=exp]) (auto intro: eventually_gt_at_top) lemma filtermap_ln_at_top: "filtermap (ln::real \ real) at_top = at_top" by (intro filtermap_fun_inverse[of exp] exp_at_top ln_at_top) auto lemma filtermap_exp_at_top: "filtermap (exp::real \ real) at_top = at_top" by (intro filtermap_fun_inverse[of ln] exp_at_top ln_at_top) (auto simp: eventually_at_top_dense) lemma filtermap_ln_at_right: "filtermap ln (at_right (0::real)) = at_bot" by (auto intro!: filtermap_fun_inverse[where g="\x. exp x"] ln_at_0 simp: filterlim_at exp_at_bot) lemma tendsto_power_div_exp_0: "((\x. x ^ k / exp x) \ (0::real)) at_top" proof (induct k) case 0 show "((\x. 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 (\x. DERIV (\x. x ^ Suc k) x :> (real (Suc k) * x^k)) at_top" by eventually_elim (intro derivative_eq_intros, auto) show "eventually (\x. DERIV exp x :> exp x) at_top" by eventually_elim auto show "eventually (\x. exp x \ 0) at_top" by auto from tendsto_mult[OF tendsto_const Suc, of "real (Suc k)"] show "((\x. 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 then show ?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) also have "\ \ \(exp x - inverse (exp x)) / 2\" by (metis (no_types, hide_lams) abs_divide abs_le_iff abs_minus_cancel add.inverse_inverse exp_minus minus_diff_eq order_refl) finally show ?thesis using False by linarith qed subsection\The general logarithm\ definition log :: "real \ real \ real" \ \logarithm of \<^term>\x\ to base \<^term>\a\\ where "log a x = ln x / ln a" lemma tendsto_log [tendsto_intros]: "(f \ a) F \ (g \ b) F \ 0 < a \ a \ 1 \ 0 < b \ ((\x. 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 "0 < f (Lim F (\x. x))" and "f (Lim F (\x. x)) \ 1" and "0 < g (Lim F (\x. x))" shows "continuous F (\x. log (f x) (g x))" using assms unfolding continuous_def by (rule 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 "0 < g a" shows "continuous (at a within s) (\x. log (f x) (g x))" using assms unfolding continuous_within by (rule tendsto_log) lemma isCont_log[continuous_intros, simp]: assumes "isCont f a" "isCont g a" "0 < f a" "f a \ 1" "0 < g a" shows "isCont (\x. log (f x) (g x)) a" using assms unfolding continuous_at 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. 0 < g x" shows "continuous_on s (\x. log (f x) (g x))" using assms unfolding continuous_on_def by (fast intro: tendsto_log) 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_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: "0 \ x \ 0 \ y \ (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 powr_ge_pzero [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_pzero[of a x] by arith lemma powr_divide: "\0 \ x; 0 \ y\ \ (x / y) powr a = (x powr a) / (y powr a)" for a b x :: real apply (simp add: divide_inverse positive_imp_inverse_positive powr_mult) apply (simp add: powr_def exp_minus [symmetric] exp_add [symmetric] ln_inverse) done 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_powr: "(x powr a) powr b = x powr (a * b)" for a b x :: real by (simp add: powr_def) 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 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 log_ln: "ln x = log (exp(1)) x" by (simp add: log_def) lemma DERIV_log: assumes "x > 0" shows "DERIV (\y. log b y) x :> 1 / (ln b * x)" proof - define lb where "lb = 1 / ln b" moreover have "DERIV (\y. lb * ln y) x :> lb / x" using \x > 0\ by (auto intro!: derivative_eq_intros) ultimately show ?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 y) = y" by (simp add: log_def powr_def) lemma log_mult: "0 < a \ a \ 1 \ 0 < x \ 0 < y \ 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 < a \ a \ 1 \ 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: "0 < a \ a \ 1 \ 0 < x \ log a (inverse x) = - log a x" using ln_inverse log_def by auto lemma log_divide: "0 < a \ a \ 1 \ 0 < x \ 0 < y \ log a (x/y) = log a x - log a y" by (simp add: log_mult divide_inverse log_inverse) 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 \ 0 < x \ log b x + y = log b (x * b powr y)" and add_log_eq_powr: "0 < b \ b \ 1 \ 0 < x \ y + log b x = log b (b powr y * x)" and log_minus_eq_powr: "0 < b \ b \ 1 \ 0 < x \ log b x - y = log b (x * b powr -y)" and minus_log_eq_powr: "0 < b \ b \ 1 \ 0 < x \ y - log b x = log b (b powr y / x)" by (simp_all add: log_mult log_divide) 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" then show ?thesis by simp next assume "x < y" then have "log b x < log b y" using log_less_cancel_iff[OF \1 < b\] pos by simp then show ?thesis using * by simp next assume "y < x" then have "log b y < log b x" using log_less_cancel_iff[OF \1 < b\] pos by simp then show ?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 add: linorder_not_less [symmetric]) 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(1,3) one_le_power[of b n] by linarith 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 \ \ ceiling (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 "ceiling (log b (real k)) = int n + 1" proof - have "k \ 1" using assms(1,3) one_le_power[of b n] by linarith with assms show ?thesis by(simp add: ceiling_log_nat_eq_powr_iff) qed lemma floor_log2_div2: fixes n :: nat assumes "n \ 2" shows "floor(log 2 n) = floor(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 then obtain 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 also have "2*?m \ n" by arith finally have *: "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 "ceiling(log 2 (real n)) = ceiling(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 then obtain 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 also have "2*?m \ 2 ^ ((i+1)+1)" using i(2) by simp finally have *: "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))" proof (cases "i < 0") case True have r: "x powr i = 1 / x powr (- i)" by (simp add: powr_minus field_simps) show ?thesis using \i < 0\ \x > 0\ by (simp add: r field_simps powr_realpow[symmetric]) next case False then show ?thesis by (simp add: assms powr_realpow[symmetric]) 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'') (\_. 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'') (\_. 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_neg_one: "0 < x \ x powr - 1 = 1 / x" for x :: real using powr_int [of x "- 1"] by simp 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 (rule real_root_pos_unique) (auto simp: powr_realpow[symmetric] powr_powr) lemma ln_powr: "x \ 0 \ ln (x powr y) = y * ln x" for x :: real by (simp add: powr_def) lemma ln_root: "n > 0 \ b > 0 \ ln (root n b) = ln b / n" by (simp add: root_powr_inverse ln_powr) lemma ln_sqrt: "0 < x \ ln (sqrt x) = ln x / 2" by (simp add: ln_powr ln_powr[symmetric] mult.commute) 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: "x \ 0 \ log b (x powr y) = y * log b x" by (simp add: log_def ln_powr) (* [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: log_powr powr_realpow [symmetric]) 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) also have "\ = log b m" using assms by simp finally show ?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 \ b > 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_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_le1: "0 \ a \ 0 \ x \ x \ 1 \ x powr a \ 1" for x :: real using powr_mono2 by fastforce 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_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_inj: "0 < a \ a \ 1 \ a powr x = a powr y \ x = y" for x :: real unfolding powr_def exp_inj_iff by simp lemma powr_half_sqrt: "0 \ x \ x powr (1/2) = sqrt x" by (simp add: powr_def root_powr_inverse sqrt_def) lemma square_powr_half [simp]: fixes x::real shows "x\<^sup>2 powr (1/2) = \x\" by (simp add: powr_half_sqrt) 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) also have "\ = a * (x powr (1 / a))" by simp finally have "(ln x) powr a \ (a * (x powr (1 / a))) powr a" by (metis assms less_imp_le ln_gt_zero powr_mono2) also have "\ = (a powr a) * ((x powr (1 / a)) powr a)" using assms powr_mult by auto also have "(x powr (1 / a)) powr a = x powr ((1 / a) * a)" by (rule powr_powr) also have "\ = x" using assms by auto finally show ?thesis . qed lemma tendsto_powr: fixes a b :: real assumes f: "(f \ a) F" and g: "(g \ b) F" and a: "a \ 0" shows "((\x. f x powr g x) \ a powr b) F" unfolding powr_def proof (rule filterlim_If) from f show "((\x. 0) \ (if a = 0 then 0 else exp (b * ln a))) (inf F (principal {x. f x = 0}))" by simp (auto simp: filterlim_iff eventually_inf_principal elim: eventually_mono dest: t1_space_nhds) from f g a show "((\x. 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 (\x. f x \ 0) F)" shows "((\x. f x powr g x) \ a powr b) F" proof - from a consider "a \ 0" | "a = 0" "b > 0" "eventually (\x. f x \ 0) F" by auto then show ?thesis proof cases case 1 with f g show ?thesis by (rule tendsto_powr) next case 2 have "((\x. 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 (\x. f x \ 0) F\ by (auto simp: filterlim_iff eventually_inf_principal eventually_principal elim: eventually_mono) moreover have "filterlim f (nhds a) (inf F (principal {z. f z \ 0}))" by (rule tendsto_mono[OF _ f]) simp_all ultimately have 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 "((\x. 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 (\x. x)) \ 0" shows "continuous F (\x. (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) (\x. (f x) powr (g x))" using assms unfolding continuous_within by (rule tendsto_powr) lemma isCont_powr[continuous_intros, simp]: fixes f g :: "_ \ real" assumes "isCont f a" "isCont g a" "f a \ 0" shows "isCont (\x. (f x) powr g x) a" using assms unfolding continuous_at 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 (\x. (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 "\\<^sub>F x in F. 0 \ f x" and b: "0 < b" shows "((\x. 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 "((\x. g x powr f x::real) has_derivative (\h. (g x powr f x) * (f' h * ln (g x) + g' h * f x / g x))) (at x within X)" proof - have "\\<^sub>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]) then obtain d where "d > 0" and pos': "\x'. x' \ X \ dist x' x < d \ 0 < g x'" using pos unfolding eventually_at by force have "((\x. exp (f x * ln (g x))) has_derivative (\h. (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) then show ?thesis by (rule has_derivative_transform_within[OF _ \d > 0\ \x \ X\]) (auto simp: powr_def dest: pos') qed 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 (\x. 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 (\x. (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 "((\z. 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 (\z. z \ 0) (nhds z)" by (intro t1_space_nhds) auto then show "eventually (\z. z powr r = exp (r * ln z)) (nhds z)" unfolding powr_def by eventually_elim simp from assms show "((\z. 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 declare has_real_derivative_powr[THEN DERIV_chain2, derivative_intros] lemma tendsto_zero_powrI: assumes "(f \ (0::real)) F" "(g \ b) F" "\\<^sub>F x in F. 0 \ f x" "0 < b" shows "((\x. 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 (\x. (f x) powr (g x))" unfolding continuous_on_def proof fix x assume x: "x \ s" from assms x show "((\x. 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 (\x. 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 "((\x. f x powr s) \ (0::real)) F" proof - have "((\x. 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) also have "?X \ ((\x. 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) finally show ?thesis . qed lemma tendsto_exp_limit_at_right: "((\y. (1 + x * y) powr (1 / y)) \ exp x) (at_right 0)" for x :: real proof (cases "x = 0") case True then show ?thesis by simp next case False have "((\y. ln (1 + x * y)::real) has_real_derivative 1 * x) (at 0)" by (auto intro!: derivative_eq_intros) then have "((\y. ln (1 + x * y) / y) \ x) (at 0)" by (auto simp: has_field_derivative_def field_has_derivative_at) then have *: "((\y. exp (ln (1 + x * y) / y)) \ exp x) (at 0)" by (rule tendsto_intros) then show ?thesis proof (rule filterlim_mono_eventually) show "eventually (\xa. 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: "((\y. (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: "(\n. (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\" .. then have "eventually (\n :: nat. 0 < 1 + x / real n) at_top" by (intro eventually_sequentiallyI [of n]) (auto simp: field_split_simps) then show "eventually (\n. (1 + x / n) powr n = (1 + x / n) ^ n) at_top" by (rule eventually_mono) (erule powr_realpow) show "(\n. (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 = (\n. if even n then 0 else (- 1) ^ ((n - Suc 0) div 2) / (fact n))" definition cos_coeff :: "nat \ real" where "cos_coeff = (\n. if even n then ((- 1) ^ (n div 2)) / (fact n) else 0)" definition sin :: "'a \ 'a::{real_normed_algebra_1,banach}" where "sin = (\x. \n. sin_coeff n *\<^sub>R x^n)" definition cos :: "'a \ 'a::{real_normed_algebra_1,banach}" where "cos = (\x. \n. cos_coeff n *\<^sub>R x^n)" lemma sin_coeff_0 [simp]: "sin_coeff 0 = 0" unfolding sin_coeff_def by simp lemma cos_coeff_0 [simp]: "cos_coeff 0 = 1" unfolding cos_coeff_def by simp 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 (\n. norm (sin_coeff n *\<^sub>R x^n))" for x :: "'a::{real_normed_algebra_1,banach}" unfolding sin_coeff_def apply (rule summable_comparison_test [OF _ summable_norm_exp [where x=x]]) apply (auto simp: divide_inverse abs_mult power_abs [symmetric] zero_le_mult_iff) done lemma summable_norm_cos: "summable (\n. norm (cos_coeff n *\<^sub>R x^n))" for x :: "'a::{real_normed_algebra_1,banach}" unfolding cos_coeff_def apply (rule summable_comparison_test [OF _ summable_norm_exp [where x=x]]) apply (auto simp: divide_inverse abs_mult power_abs [symmetric] zero_le_mult_iff) done lemma sin_converges: "(\n. sin_coeff n *\<^sub>R x^n) sums sin x" unfolding sin_def by (metis (full_types) summable_norm_cancel summable_norm_sin summable_sums) lemma cos_converges: "(\n. cos_coeff n *\<^sub>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 "(\n. of_real (sin_coeff n *\<^sub>R x^n)) = (\n. sin_coeff n *\<^sub>R (of_real x)^n)" proof show "of_real (sin_coeff n *\<^sub>R x^n) = sin_coeff n *\<^sub>R of_real x^n" for n by (simp add: scaleR_conv_of_real) qed also have "\ sums (sin (of_real x))" by (rule sin_converges) finally have "(\n. of_real (sin_coeff n *\<^sub>R x^n)) sums (sin (of_real x))" . then show ?thesis using sums_unique2 sums_of_real [OF sin_converges] by blast qed corollary sin_in_Reals [simp]: "z \ \ \ sin z \ \" 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 "(\n. of_real (cos_coeff n *\<^sub>R x^n)) = (\n. cos_coeff n *\<^sub>R (of_real x)^n)" proof show "of_real (cos_coeff n *\<^sub>R x^n) = cos_coeff n *\<^sub>R of_real x^n" for n by (simp add: scaleR_conv_of_real) qed also have "\ sums (cos (of_real x))" by (rule cos_converges) finally have "(\n. of_real (cos_coeff n *\<^sub>R x^n)) sums (cos (of_real x))" . then show ?thesis using sums_unique2 sums_of_real [OF cos_converges] by blast qed corollary cos_in_Reals [simp]: "z \ \ \ cos z \ \" by (metis Reals_cases Reals_of_real cos_of_real) lemma diffs_sin_coeff: "diffs sin_coeff = cos_coeff" by (simp add: diffs_def sin_coeff_Suc del: of_nat_Suc) lemma diffs_cos_coeff: "diffs cos_coeff = (\n. - sin_coeff n)" by (simp add: diffs_def cos_coeff_Suc del: of_nat_Suc) lemma sin_int_times_real: "sin (of_int m * of_real x) = of_real (sin (of_int m * x))" by (metis sin_of_real of_real_mult of_real_of_int_eq) lemma cos_int_times_real: "cos (of_int m * of_real x) = of_real (cos (of_int m * x))" by (metis cos_of_real of_real_mult of_real_of_int_eq) text \Now at last we can get the derivatives of exp, sin and cos.\ lemma DERIV_sin [simp]: "DERIV sin x :> cos x" for x :: "'a::{real_normed_field,banach}" unfolding sin_def cos_def scaleR_conv_of_real apply (rule DERIV_cong) apply (rule termdiffs [where K="of_real (norm x) + 1 :: 'a"]) apply (simp_all add: norm_less_p1 diffs_of_real diffs_sin_coeff diffs_cos_coeff summable_minus_iff scaleR_conv_of_real [symmetric] summable_norm_sin [THEN summable_norm_cancel] summable_norm_cos [THEN summable_norm_cancel]) done declare DERIV_sin[THEN DERIV_chain2, derivative_intros] and DERIV_sin[THEN DERIV_chain2, unfolded has_field_derivative_def, derivative_intros] lemmas has_derivative_sin[derivative_intros] = DERIV_sin[THEN DERIV_compose_FDERIV] lemma DERIV_cos [simp]: "DERIV cos x :> - sin x" for x :: "'a::{real_normed_field,banach}" unfolding sin_def cos_def scaleR_conv_of_real apply (rule DERIV_cong) apply (rule termdiffs [where K="of_real (norm x) + 1 :: 'a"]) apply (simp_all add: norm_less_p1 diffs_of_real diffs_minus suminf_minus diffs_sin_coeff diffs_cos_coeff summable_minus_iff scaleR_conv_of_real [symmetric] summable_norm_sin [THEN summable_norm_cancel] summable_norm_cos [THEN summable_norm_cancel]) done declare DERIV_cos[THEN DERIV_chain2, derivative_intros] and DERIV_cos[THEN DERIV_chain2, unfolded has_field_derivative_def, derivative_intros] lemmas has_derivative_cos[derivative_intros] = DERIV_cos[THEN DERIV_compose_FDERIV] 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 lemma isCont_sin' [simp]: "isCont f a \ isCont (\x. sin (f x)) a" for f :: "_ \ 'a::{real_normed_field,banach}" by (rule isCont_o2 [OF _ isCont_sin]) (* FIXME a context for f would be better *) lemma isCont_cos' [simp]: "isCont f a \ isCont (\x. cos (f x)) a" for f :: "_ \ 'a::{real_normed_field,banach}" by (rule isCont_o2 [OF _ isCont_cos]) lemma tendsto_sin [tendsto_intros]: "(f \ a) F \ ((\x. sin (f x)) \ sin a) F" for f :: "_ \ 'a::{real_normed_field,banach}" by (rule isCont_tendsto_compose [OF isCont_sin]) lemma tendsto_cos [tendsto_intros]: "(f \ a) F \ ((\x. cos (f x)) \ cos a) F" for f :: "_ \ 'a::{real_normed_field,banach}" by (rule isCont_tendsto_compose [OF isCont_cos]) lemma continuous_sin [continuous_intros]: "continuous F f \ continuous F (\x. sin (f x))" for f :: "_ \ 'a::{real_normed_field,banach}" unfolding continuous_def by (rule tendsto_sin) lemma continuous_on_sin [continuous_intros]: "continuous_on s f \ continuous_on s (\x. sin (f x))" for f :: "_ \ 'a::{real_normed_field,banach}" unfolding continuous_on_def by (auto intro: tendsto_sin) 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_cos [continuous_intros]: "continuous F f \ continuous F (\x. cos (f x))" for f :: "_ \ 'a::{real_normed_field,banach}" unfolding continuous_def by (rule tendsto_cos) lemma continuous_on_cos [continuous_intros]: "continuous_on s f \ continuous_on s (\x. cos (f x))" for f :: "_ \ 'a::{real_normed_field,banach}" unfolding continuous_on_def by (auto intro: tendsto_cos) lemma continuous_within_cos: "continuous (at z within s) cos" for z :: "'a::{real_normed_field,banach}" by (simp add: continuous_within tendsto_cos) subsection \Properties of Sine and Cosine\ lemma sin_zero [simp]: "sin 0 = 0" by (simp add: sin_def sin_coeff_def scaleR_conv_of_real) lemma cos_zero [simp]: "cos 0 = 1" by (simp add: cos_def cos_coeff_def scaleR_conv_of_real) lemma DERIV_fun_sin: "DERIV g x :> m \ DERIV (\x. sin (g x)) x :> cos (g x) * m" by (auto intro!: derivative_intros) lemma DERIV_fun_cos: "DERIV g x :> m \ DERIV (\x. cos(g x)) x :> - sin (g x) * m" by (auto intro!: derivative_eq_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 "(\p. \n\p. if even p \ even n then ((-1) ^ (p div 2) * (p choose n) / (fact p)) *\<^sub>R (x^n) * y^(p-n) else 0) sums (cos x * cos y)" proof - have "(cos_coeff n * cos_coeff (p - n)) *\<^sub>R (x^n * y^(p - n)) = (if even p \ even n then ((-1) ^ (p div 2) * (p choose n) / (fact p)) *\<^sub>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 then have "(\p. \n\p. if even p \ even n then ((-1) ^ (p div 2) * (p choose n) / (fact p)) *\<^sub>R (x^n) * y^(p-n) else 0) = (\p. \n\p. (cos_coeff n * cos_coeff (p - n)) *\<^sub>R (x^n * y^(p-n)))" by simp also have "\ = (\p. \n\p. (cos_coeff n *\<^sub>R x^n) * (cos_coeff (p - n) *\<^sub>R y^(p-n)))" by (simp add: algebra_simps) also have "\ sums (cos x * cos y)" using summable_norm_cos by (auto simp: cos_def scaleR_conv_of_real intro!: Cauchy_product_sums) finally show ?thesis . qed text \The product of two sine series.\ lemma sin_x_sin_y: fixes x :: "'a::{real_normed_field,banach}" shows "(\p. \n\p. if even p \ odd n then - ((-1) ^ (p div 2) * (p choose n) / (fact p)) *\<^sub>R (x^n) * y^(p-n) else 0) sums (sin x * sin y)" proof - have "(sin_coeff n * sin_coeff (p - n)) *\<^sub>R (x^n * y^(p-n)) = (if even p \ odd n then -((-1) ^ (p div 2) * (p choose n) / (fact p)) *\<^sub>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 - 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 apply (simp add: power_add [symmetric] div_add [symmetric] del: div_add) apply (metis (no_types) One_nat_def Suc_1 le_div_geq minus_minus mult.left_neutral mult_minus_left power.simps(2) zero_less_Suc) done qed then show ?thesis using \n\p\ by (auto simp: algebra_simps sin_coeff_def binomial_fact) qed then have "(\p. \n\p. if even p \ odd n then - ((-1) ^ (p div 2) * (p choose n) / (fact p)) *\<^sub>R (x^n) * y^(p-n) else 0) = (\p. \n\p. (sin_coeff n * sin_coeff (p - n)) *\<^sub>R (x^n * y^(p-n)))" by simp also have "\ = (\p. \n\p. (sin_coeff n *\<^sub>R x^n) * (sin_coeff (p - n) *\<^sub>R y^(p-n)))" by (simp add: algebra_simps) also have "\ sums (sin x * sin y)" using summable_norm_sin by (auto simp: sin_def scaleR_conv_of_real intro!: Cauchy_product_sums) finally show ?thesis . qed lemma sums_cos_x_plus_y: fixes x :: "'a::{real_normed_field,banach}" shows "(\p. \n\p. if even p then ((-1) ^ (p div 2) * (p choose n) / (fact p)) *\<^sub>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)) *\<^sub>R (x^n) * y^(p-n) else 0) = cos_coeff p *\<^sub>R ((x + y) ^ p)" for p :: nat proof - have "(\n\p. if even p then ((-1) ^ (p div 2) * (p choose n) / (fact p)) *\<^sub>R (x^n) * y^(p-n) else 0) = (if even p then \n\p. ((-1) ^ (p div 2) * (p choose n) / (fact p)) *\<^sub>R (x^n) * y^(p-n) else 0)" by simp also have "\ = (if even p then of_real ((-1) ^ (p div 2) / (fact p)) * (\n\p. (p choose n) *\<^sub>R (x^n) * y^(p-n)) else 0)" by (auto simp: sum_distrib_left field_simps scaleR_conv_of_real nonzero_of_real_divide) also have "\ = cos_coeff p *\<^sub>R ((x + y) ^ p)" by (simp add: cos_coeff_def binomial_ring [of x y] scaleR_conv_of_real atLeast0AtMost) finally show ?thesis . qed then have "(\p. \n\p. if even p then ((-1) ^ (p div 2) * (p choose n) / (fact p)) *\<^sub>R (x^n) * y^(p-n) else 0) = (\p. cos_coeff p *\<^sub>R ((x+y)^p))" by simp also have "\ sums cos (x + y)" by (rule cos_converges) finally show ?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)) *\<^sub>R (x^n) * y^(p-n) else 0) - (if even p \ odd n then - ((- 1) ^ (p div 2) * int (p choose n) / (fact p)) *\<^sub>R (x^n) * y^(p-n) else 0) = (if even p then ((-1) ^ (p div 2) * (p choose n) / (fact p)) *\<^sub>R (x^n) * y^(p-n) else 0)" if "n \ p" for n p :: nat by simp then have "(\p. \n\p. (if even p then ((-1) ^ (p div 2) * (p choose n) / (fact p)) *\<^sub>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]) then show ?thesis by (blast intro: sums_cos_x_plus_y sums_unique2) qed lemma sin_minus_converges: "(\n. - (sin_coeff n *\<^sub>R (-x)^n)) sums sin x" proof - have [simp]: "\n. - (sin_coeff n *\<^sub>R (-x)^n) = (sin_coeff n *\<^sub>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: "(\n. (cos_coeff n *\<^sub>R (-x)^n)) sums cos x" proof - have [simp]: "\n. (cos_coeff n *\<^sub>R (-x)^n) = (cos_coeff n *\<^sub>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 (simp add: cos_def summable_norm_cos [THEN summable_norm_cancel] suminf_minus sums_iff equation_minus_iff) lemma sin_cos_squared_add [simp]: "(sin x)\<^sup>2 + (cos x)\<^sup>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)\<^sup>2 + (sin x)\<^sup>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)\<^sup>2 = 1 - (cos x)\<^sup>2" for x :: "'a::{real_normed_field,banach}" unfolding eq_diff_eq by (rule sin_cos_squared_add) lemma cos_squared_eq: "(cos x)\<^sup>2 = 1 - (sin x)\<^sup>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)\<^sup>2 - (sin x)\<^sup>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 (\x. (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 (\x. 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 \<^term>\x\ with \<^term>\cos x = 0\; hence define pi.\ lemma sin_paired: "(\n. (- 1) ^ n / (fact (2 * n + 1)) * x ^ (2 * n + 1)) sums sin x" for x :: real proof - have "(\n. \k = n*2..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) then have "x * x * x * x ^ (n * 4) < ?k2 * ?k3 * x * x ^ (n * 4)" by (intro mult_strict_right_mono zero_less_power \0 < x\) then show "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 (rule 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: "(\n. (- 1) ^ n / (fact (2 * n)) * x ^ (2 * n)) sums cos x" for x :: real proof - have "(\n. \k = n * 2.. 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 {..n. \n = n * Suc (Suc 0)..n. f (n + k))" proof (rule sums_group) show "(\n. 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 then show ?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 *: "(\n. - ((- 1) ^ n * 2 ^ (2 * n) / fact (2 * n))) sums - cos (2::real)" by simp then have sm: "summable (\n. - ((- 1::real) ^ n * 2 ^ (2 * n) / (fact (2 * n))))" by (rule sums_summable) have "0 < (\nnn. - ((- 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) then have "(4::real) * (fact (?six4d)) < (fact (Suc (Suc (?six4d))))" by (simp only: fact_Suc [of "Suc (?six4d)"] of_nat_mult of_nat_fact) then have "(4::real) * inverse (fact (Suc (Suc (?six4d)))) < inverse (fact (?six4d))" by (simp add: inverse_eq_divide less_divide_eq) } then show ?thesis by (force intro!: sum_pos_lt_pair [OF sm] simp add: divide_inverse algebra_simps) qed ultimately have "0 < (\n. - ((- 1::real) ^ n * 2 ^ (2 * n) / (fact (2 * n))))" by (rule order_less_trans) moreover from * have "- cos 2 = (\n. - ((- 1::real) ^ n * 2 ^ (2 * n) / (fact (2 * n))))" by (rule sums_unique) ultimately have "(0::real) < - cos 2" by simp then show ?thesis by simp qed lemmas cos_two_neq_zero [simp] = cos_two_less_zero [THEN less_imp_neq] lemmas cos_two_le_zero [simp] = cos_two_less_zero [THEN order_less_imp_le] 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 then obtain z where "a < z" "z < b" "(cos has_real_derivative 0) (at z)" using Rolle by (metis cosd continuous_on_cos_real ab) then have "sin z = 0" using DERIV_cos DERIV_unique neg_equal_0_iff_equal by blast then show ?thesis by (metis \a < z\ \z < b\ ab order_less_le_trans less_le sin_gt_zero_02) next case greater then obtain z where "b < z" "z < a" "(cos has_real_derivative 0) (at z)" using Rolle by (metis cosd continuous_on_cos_real ab) then have "sin z = 0" using DERIV_cos DERIV_unique neg_equal_0_iff_equal by blast then show ?thesis by (metis \b < z\ \z < a\ 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 cos_pi_half [simp]: "cos (pi/2) = 0" by (simp add: pi_half cos_is_zero [THEN theI']) lemma cos_of_real_pi_half [simp]: "cos ((of_real pi/2) :: 'a) = 0" if "SORT_CONSTRAINT('a::{real_field,banach,real_normed_algebra_1})" by (metis cos_pi_half cos_of_real eq_numeral_simps(4) nonzero_of_real_divide of_real_0 of_real_numeral) lemma pi_half_gt_zero [simp]: "0 < pi/2" proof - have "0 \ pi/2" by (simp add: pi_half cos_is_zero [THEN theI']) then show ?thesis by (metis cos_pi_half cos_zero less_eq_real_def one_neq_zero) qed lemmas pi_half_neq_zero [simp] = pi_half_gt_zero [THEN less_imp_neq, symmetric] lemmas pi_half_ge_zero [simp] = pi_half_gt_zero [THEN order_less_imp_le] lemma pi_half_less_two [simp]: "pi/2 < 2" proof - have "pi/2 \ 2" by (simp add: pi_half cos_is_zero [THEN theI']) then show ?thesis by (metis cos_pi_half cos_two_neq_zero le_less) qed lemmas pi_half_neq_two [simp] = pi_half_less_two [THEN less_imp_neq] lemmas pi_half_le_two [simp] = pi_half_less_two [THEN order_less_imp_le] lemma pi_gt_zero [simp]: "0 < pi" using pi_half_gt_zero by simp lemma pi_ge_zero [simp]: "0 \ pi" by (rule pi_gt_zero [THEN order_less_imp_le]) lemma pi_neq_zero [simp]: "pi \ 0" by (rule pi_gt_zero [THEN less_imp_neq, symmetric]) lemma pi_not_less_zero [simp]: "\ pi < 0" by (simp add: linorder_not_less) lemma minus_pi_half_less_zero: "-(pi/2) < 0" by simp lemma m2pi_less_pi: "- (2*pi) < pi" by simp lemma sin_pi_half [simp]: "sin(pi/2) = 1" using sin_cos_squared_add2 [where x = "pi/2"] using sin_gt_zero_02 [OF pi_half_gt_zero pi_half_less_two] by (simp add: power2_eq_1_iff) lemma sin_of_real_pi_half [simp]: "sin ((of_real pi/2) :: 'a) = 1" if "SORT_CONSTRAINT('a::{real_field,banach,real_normed_algebra_1})" using sin_pi_half by (metis sin_pi_half eq_numeral_simps(4) nonzero_of_real_divide of_real_1 of_real_numeral sin_of_real) 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 cos_two_pi [simp]: "cos (2 * pi) = 1" by (simp add: cos_double) lemma sin_two_pi [simp]: "sin (2 * pi) = 0" by (simp add: sin_double) lemma sin_times_sin: "sin w * sin z = (cos (w - z) - cos (w + z)) / 2" for w :: "'a::{real_normed_field,banach}" by (simp add: cos_diff cos_add) lemma sin_times_cos: "sin w * cos z = (sin (w + z) + sin (w - z)) / 2" for w :: "'a::{real_normed_field,banach}" by (simp add: sin_diff sin_add) lemma cos_times_sin: "cos w * sin z = (sin (w + z) - sin (w - z)) / 2" for w :: "'a::{real_normed_field,banach}" by (simp add: sin_diff sin_add) lemma cos_times_cos: "cos w * cos z = (cos (w - z) + cos (w + z)) / 2" for w :: "'a::{real_normed_field,banach}" by (simp add: cos_diff cos_add) lemma sin_plus_sin: "sin w + sin z = 2 * sin ((w + z) / 2) * cos ((w - z) / 2)" for w :: "'a::{real_normed_field,banach}" apply (simp add: mult.assoc sin_times_cos) apply (simp add: field_simps) done lemma sin_diff_sin: "sin w - sin z = 2 * sin ((w - z) / 2) * cos ((w + z) / 2)" for w :: "'a::{real_normed_field,banach}" apply (simp add: mult.assoc sin_times_cos) apply (simp add: field_simps) done lemma cos_plus_cos: "cos w + cos z = 2 * cos ((w + z) / 2) * cos ((w - z) / 2)" for w :: "'a::{real_normed_field,banach,field}" apply (simp add: mult.assoc cos_times_cos) apply (simp add: field_simps) done lemma cos_diff_cos: "cos w - cos z = 2 * sin ((w + z) / 2) * sin ((z - w) / 2)" for w :: "'a::{real_normed_field,banach,field}" apply (simp add: mult.assoc sin_times_sin) apply (simp add: field_simps) done lemma cos_double_cos: "cos (2 * z) = 2 * cos z ^ 2 - 1" for z :: "'a::{real_normed_field,banach}" by (simp add: cos_double sin_squared_eq) lemma cos_double_sin: "cos (2 * z) = 1 - 2 * sin z ^ 2" for z :: "'a::{real_normed_field,banach}" by (simp add: cos_double sin_squared_eq) lemma sin_pi_minus [simp]: "sin (pi - x) = sin x" by (metis sin_minus sin_periodic_pi minus_minus uminus_add_conv_diff) lemma cos_pi_minus [simp]: "cos (pi - x) = - (cos x)" by (metis cos_minus cos_periodic_pi uminus_add_conv_diff) lemma sin_minus_pi [simp]: "sin (x - pi) = - (sin x)" by (simp add: sin_diff) lemma cos_minus_pi [simp]: "cos (x - pi) = - (cos x)" by (simp add: cos_diff) 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, hide_lams) 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) then show ?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" then have "pi < 2" by auto have "\y > pi. y < 2 \ y < 2 * pi" proof (cases "2 < 2 * pi") case True with dense[OF \pi < 2\] show ?thesis by auto next case False have "pi < 2 * pi" by auto from dense[OF this] and False show ?thesis by auto qed then obtain y where "pi < y" and "y < 2" and "y < 2 * pi" by blast then have "0 < sin y" using sin_gt_zero_02 by auto moreover have "sin y < 0" using sin_gt_zero[of "y - pi"] \pi < y\ and \y < 2 * pi\ sin_periodic_pi[of "y - pi"] by auto ultimately show 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 \<^term>\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 then obtain z where "a < z" "z < b" "(cos has_real_derivative 0) (at z)" using Rolle by (metis cosd continuous_on_cos_real ab) then have "sin z = 0" using DERIV_cos DERIV_unique neg_equal_0_iff_equal by blast then show ?thesis by (metis \a < z\ \z < b\ ab order_less_le_trans less_le sin_gt_zero) next case greater then obtain z where "b < z" "z < a" "(cos has_real_derivative 0) (at z)" using Rolle by (metis cosd continuous_on_cos_real ab) then have "sin z = 0" using DERIV_cos DERIV_unique neg_equal_0_iff_equal by blast then show ?thesis by (metis \b < z\ \z < a\ 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) \ n > 0" 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 then have x: "0 \ x - n * pi" "(x - n * pi) \ pi" "cos (x - n * pi) = 0" by (auto simp: algebra_simps cos_diff assms) then have "\!x. 0 \ x \ x \ pi \ cos x = 0" by (auto simp: intro!: cos_total) then obtain \ where \: "0 \ \" "\ \ pi" "cos \ = 0" and uniq: "\\. 0 \ \ \ \ \ pi \ cos \ = 0 \ \ = \" by blast then have "x - real n * pi = \" using x by blast moreover have "pi/2 = \" using pi_half_ge_zero uniq by fastforce ultimately show ?thesis by (rule_tac x = "Suc (2 * n)" in exI) (simp add: algebra_simps) qed lemma sin_zero_lemma: "0 \ x \ sin x = 0 \ \n::nat. even n \ x = real n * (pi/2)" using cos_zero_lemma [of "x + pi/2"] apply (clarsimp simp add: cos_add) apply (rule_tac x = "n - 1" in exI) apply (simp add: algebra_simps of_nat_diff) done 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" .. then show ?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 \ (\n. odd n \ x = of_int n * (pi/2))" proof - have 1: "\n. odd n \ \i. odd i \ real n = real_of_int i" by (metis even_of_nat of_int_of_nat_eq) have 2: "\n. odd n \ \i. odd i \ - (real n * pi) = real_of_int i * pi" by (metis even_minus even_of_nat mult.commute mult_minus_right of_int_minus of_int_of_nat_eq) have 3: "\odd i; \n. even n \ real_of_int i \ - (real n)\ \ \n. odd n \ real_of_int i = real n" for i by (cases i rule: int_cases2) auto show ?thesis by (force simp: cos_zero_iff intro!: 1 2 3) qed lemma sin_zero_iff_int: "sin x = 0 \ (\n. even n \ x = of_int n * (pi/2))" proof safe assume "sin x = 0" then show "\n. even n \ x = of_int n * (pi/2)" apply (simp add: sin_zero_iff, safe) apply (metis even_of_nat of_int_of_nat_eq) apply (rule_tac x="- (int n)" in exI) apply simp done next fix i :: int assume "even i" then show "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 \ (\n::int. x = of_int n * pi)" apply (simp only: sin_zero_iff_int) apply (safe elim!: evenE) apply (simp_all add: field_simps) using dvd_triv_left apply fastforce done lemma sin_npi_int [simp]: "sin (pi * of_int n) = 0" by (simp add: sin_zero_iff_int2) 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 < x\ DERIV_cos] obtain z where "y < z" and "z < x" and cos_diff: "cos x - cos y = (x - y) * - sin z" by auto then have "0 < z" and "z < pi" using assms by auto then have "0 < sin z" using sin_gt_zero by auto then have "cos x - cos y < 0" unfolding cos_diff minus_mult_commute[symmetric] using \- (x - y) < 0\ by (rule mult_pos_neg2) then show ?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 then have "y = x" using \y \ x\ by auto then show ?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 then have "y = x" using \y \ x\ by auto then show ?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: "x \ 0" shows "sin x \ x" proof - let ?f = "\x. x - sin x" from x have "?f x \ ?f 0" apply (rule DERIV_nonneg_imp_nondecreasing) apply (intro allI impI exI[of _ "1 - cos x" for x]) apply (auto intro!: derivative_eq_intros simp: field_simps) done then show "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 = "\x. x + sin x" from x have "?f x \ ?f 0" apply (rule DERIV_nonneg_imp_nondecreasing) apply (intro allI impI exI[of _ "1 + cos x" for x]) apply (auto intro!: derivative_eq_intros simp: field_simps real_0_le_add_iff) done then show "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) then show ?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 also have "... = 0" by (subst cos_add, simp) finally show ?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 also have "... = -1" by (subst sin_add, simp) finally show ?thesis . qed lemma cos_pi_eq_zero [simp]: "cos (pi * real (Suc (2 * m)) / 2) = 0" by (simp only: cos_add sin_add of_nat_Suc distrib_right distrib_left add_divide_distrib, auto) lemma DERIV_cos_add [simp]: "DERIV (\x. 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 \ \" 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 then have "sin x = 0" by (simp add: cos_one_sin_zero) then show ?rhs proof (simp only: sin_zero_iff, elim exE disjE conjE) fix n :: nat assume n: "even n" "x = real n * (pi/2)" then obtain m where m: "n = 2 * m" using dvdE by blast then have 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))" then obtain m where m: "n = 2 * m" using dvdE by blast then have 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 then show "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" then show ?rhs by (metis cos_one_2pi mult.commute mult_minus_right of_int_minus of_int_of_nat_eq) next assume ?rhs then show "cos x = 1" by (clarsimp simp add: cos_one_2pi) (metis mult_minus_right of_int_of_nat) 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 also have "\ = 4 * cos x ^ 3 - 3 * cos x" apply (simp only: cos_add cos_double sin_double) apply (simp add: * field_simps power2_eq_square power3_eq_cube) done finally show ?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 also have "cos (pi / 4 + pi / 4) = ?c\<^sup>2 - ?s\<^sup>2" by (simp only: cos_add power2_eq_square) also have "\ = 2 * ?c\<^sup>2 - 1" by (simp add: sin_squared_eq) finally have "?c\<^sup>2 = (sqrt 2 / 2)\<^sup>2" by (simp add: power_divide) then show ?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 also have "\ = (?c * ?c - ?s * ?s) * ?c - (?s * ?c + ?c * ?s) * ?s" by (simp only: cos_add sin_add) also have "\ = ?c * (?c\<^sup>2 - 3 * ?s\<^sup>2)" by (simp add: algebra_simps power2_eq_square) finally have "?c\<^sup>2 = (sqrt 3/2)\<^sup>2" using pos_c by (simp add: sin_squared_eq power_divide) then show ?thesis using pos_c [THEN order_less_imp_le] by (rule power2_eq_imp_eq) simp qed lemma sin_45: "sin (pi / 4) = sqrt 2 / 2" by (simp add: sin_cos_eq cos_45) lemma sin_60: "sin (pi / 3) = sqrt 3/2" by (simp add: sin_cos_eq cos_30) lemma cos_60: "cos (pi / 3) = 1 / 2" proof - have "0 \ cos (pi / 3)" by (rule cos_ge_zero) (use pi_half_ge_zero in \linarith+\) then show ?thesis by (simp add: cos_squared_eq sin_60 power_divide power2_eq_imp_eq) qed lemma sin_30: "sin (pi / 6) = 1 / 2" by (simp add: sin_cos_eq cos_60) lemma cos_integer_2pi: "n \ \ \ cos(2 * pi * n) = 1" by (metis Ints_cases cos_one_2pi_int mult.assoc mult.commute) lemma sin_integer_2pi: "n \ \ \ sin(2 * pi * n) = 0" by (metis sin_two_pi Ints_mult mult.assoc mult.commute sin_times_pi_eq_0) lemma cos_int_2pin [simp]: "cos ((2 * pi) * of_int n) = 1" by (simp add: cos_one_2pi_int) lemma sin_int_2pin [simp]: "sin ((2 * pi) * of_int n) = 0" by (metis Ints_of_int sin_integer_2pi) lemma sincos_principal_value: "\y. (- pi < y \ y \ pi) \ (sin y = sin x \ cos y = cos x)" apply (rule exI [where x="pi - (2 * pi) * frac ((pi - x) / (2 * pi))"]) apply (auto simp: field_simps frac_lt_1) apply (simp_all add: frac_def field_simps) apply (simp_all add: add_divide_distrib diff_divide_distrib) apply (simp_all add: sin_add cos_add mult.assoc [symmetric]) done subsection \Tangent\ definition tan :: "'a \ 'a::{real_normed_field,banach}" where "tan = (\x. sin x / cos x)" lemma tan_of_real: "of_real (tan x) = (tan (of_real x) :: 'a::{real_normed_field,banach})" by (simp add: tan_def sin_of_real cos_of_real) lemma tan_in_Reals [simp]: "z \ \ \ tan z \ \" for z :: "'a::{real_normed_field,banach}" by (simp add: tan_def) lemma tan_zero [simp]: "tan 0 = 0" by (simp add: tan_def) lemma tan_pi [simp]: "tan pi = 0" by (simp add: tan_def) lemma tan_npi [simp]: "tan (real n * pi) = 0" for n :: nat by (simp add: tan_def) 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_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)\<^sup>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) then show ?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 tan_30: "tan (pi / 6) = 1 / sqrt 3" unfolding tan_def by (simp add: sin_30 cos_30) lemma tan_45: "tan (pi / 4) = 1" unfolding tan_def by (simp add: sin_45 cos_45) lemma tan_60: "tan (pi / 3) = sqrt 3" unfolding tan_def by (simp add: sin_60 cos_60) lemma DERIV_tan [simp]: "cos x \ 0 \ DERIV tan x :> inverse ((cos x)\<^sup>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] lemmas has_derivative_tan[derivative_intros] = DERIV_tan[THEN DERIV_compose_FDERIV] 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 (\x. 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 \ ((\x. 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 (\x. x))) \ 0 \ continuous F (\x. 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 (\x. 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) (\x. tan (f x))" unfolding continuous_within by (rule tendsto_tan) lemma LIM_cos_div_sin: "(\x. cos(x)/sin(x)) \pi/2\ 0" by (rule tendsto_cong_limit, (rule tendsto_intros)+, simp_all) 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 < s\ 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 then show ?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 < y\ 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) then show ?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 then show ?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 then show ?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)) then have "continuous_on {u..v} tan" by (simp add: continuous_at_imp_continuous_on) moreover have "\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)) ultimately obtain z where "u < z" "z < v" "DERIV tan z :> 0" by (metis less Rolle eq) moreover have "cos z \ 0" by (metis (no_types) \u < z\ \z < v\ cos_gt_zero_pi less_le_trans linorder_not_less not_less_iff_gr_or_eq u(1) v(2)) ultimately show ?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)) then have "continuous_on {v..u} tan" by (simp add: continuous_at_imp_continuous_on) moreover have "\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)) ultimately obtain z where "v < z" "z < u" "DERIV tan z :> 0" by (metis greater Rolle eq) moreover have "cos z \ 0" by (metis \v < z\ \z < u\ cos_gt_zero_pi less_eq_real_def less_le_trans order_less_irrefl u(2) v(1)) ultimately show ?thesis using DERIV_unique [OF _ DERIV_tan] by fastforce qed auto then have "\!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 then show ?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')\<^sup>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 then show "DERIV tan x' :> inverse ((cos x')\<^sup>2)" by (rule DERIV_tan) qed from MVT2[OF \y < x\ this] obtain z where "y < z" and "z < x" and tan_diff: "tan x - tan y = (x - y) * inverse ((cos z)\<^sup>2)" by auto then have "- (pi/2) < z" and "z < pi/2" using assms by auto then have "0 < cos z" using cos_gt_zero_pi by auto then have inv_pos: "0 < inverse ((cos z)\<^sup>2)" by auto have "0 < x - y" using \y < x\ by auto with inv_pos have "0 < tan x - tan y" unfolding tan_diff by auto then show ?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" then show "tan y < tan x" using tan_monotone and \- (pi/2) < y\ and \x < pi/2\ by auto next assume "tan y < tan x" show "y < x" proof (rule ccontr) assume "\ ?thesis" then have "x \ y" by auto then have "tan x \ tan y" proof (cases "x = y") case True then show ?thesis by auto next case False then have "x < y" using \x \ y\ by auto from tan_monotone[OF \- (pi/2) < x\ this \y < pi/2\] show ?thesis by auto qed then show False using \tan y < tan 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" for n :: nat proof (induct n arbitrary: x) case 0 then show ?case by 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 True then have i_nat: "of_int i = of_int (nat i)" by auto show ?thesis unfolding i_nat by (metis of_int_of_nat_eq tan_periodic_nat) next case False then have i_nat: "of_int i = - of_int (nat (- i))" by auto have "tan x = tan (x + of_int i * pi - of_int i * pi)" by auto also have "\ = tan (x + of_int i * pi)" unfolding i_nat mult_minus_left diff_minus_eq_add by (metis of_int_of_nat_eq tan_periodic_nat) finally show ?thesis by auto qed lemma tan_periodic_n[simp]: "tan (x + numeral n * pi) = tan x" using tan_periodic_int[of _ "numeral n" ] by simp lemma tan_minus_45: "tan (-(pi/4)) = -1" unfolding tan_def by (simp add: sin_45 cos_45) 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 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 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 tan_cot: "tan(pi/2 - x) = inverse(tan x)" by (simp add: tan_def sin_diff cos_diff) subsection \Cotangent\ definition cot :: "'a \ 'a::{real_normed_field,banach}" where "cot = (\x. cos x / sin x)" lemma cot_of_real: "of_real (cot x) = (cot (of_real x) :: 'a::{real_normed_field,banach})" by (simp add: cot_def sin_of_real cos_of_real) lemma cot_in_Reals [simp]: "z \ \ \ cot z \ \" for z :: "'a::{real_normed_field,banach}" by (simp add: cot_def) lemma cot_zero [simp]: "cot 0 = 0" by (simp add: cot_def) lemma cot_pi [simp]: "cot pi = 0" by (simp add: cot_def) lemma cot_npi [simp]: "cot (real n * pi) = 0" for n :: nat by (simp add: cot_def) lemma cot_minus [simp]: "cot (- x) = - cot x" by (simp add: cot_def) lemma cot_periodic [simp]: "cot (x + 2 * pi) = cot x" by (simp add: cot_def) lemma cot_altdef: "cot x = inverse (tan x)" by (simp add: cot_def tan_def) lemma tan_altdef: "tan x = inverse (cot x)" by (simp add: cot_def tan_def) lemma tan_cot': "tan (pi/2 - x) = cot x" by (simp add: tan_cot cot_altdef) lemma cot_gt_zero: "0 < x \ x < pi/2 \ 0 < cot x" by (simp add: cot_def zero_less_divide_iff sin_gt_zero2 cos_gt_zero_pi) lemma cot_less_zero: assumes lb: "- pi/2 < x" and "x < 0" shows "cot x < 0" proof - have "0 < cot (- x)" using assms by (simp only: cot_gt_zero) then show ?thesis by simp qed lemma DERIV_cot [simp]: "sin x \ 0 \ DERIV cot x :> -inverse ((sin x)\<^sup>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 (\x. 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 \ ((\x. 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 (\x. x))) \ 0 \ continuous F (\x. 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 (\x. 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) (\x. 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) moreover have "arcsin y \ - pi/2" by (metis arcsin assms minus_divide_left not_less not_less_iff_gr_or_eq sin_minus sin_pi_half) ultimately show ?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_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, hide_lams) arcsin arcsin_sin minus_minus neg_le_iff_le sin_minus) 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) moreover have "arccos y \ -pi" by (metis arccos assms(1) assms(2) cos_minus cos_pi not_less not_less_iff_gr_or_eq) ultimately show ?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 cos_arcsin: assumes "- 1 \ x" "x \ 1" shows "cos (arcsin x) = sqrt (1 - x\<^sup>2)" proof (rule power2_eq_imp_eq) show "(cos (arcsin x))\<^sup>2 = (sqrt (1 - x\<^sup>2))\<^sup>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\<^sup>2)" by (simp add: square_le_1 assms) qed lemma sin_arccos: assumes "- 1 \ x" "x \ 1" shows "sin (arccos x) = sqrt (1 - x\<^sup>2)" proof (rule power2_eq_imp_eq) show "(sin (arccos x))\<^sup>2 = (sqrt (1 - x\<^sup>2))\<^sup>2" by (simp add: square_le_1 assms sin_squared_eq) show "0 \ sin (arccos x)" by (simp add: arccos_bounded assms sin_ge_zero) show "0 \ sqrt (1 - x\<^sup>2)" by (simp add: square_le_1 assms) qed lemma arccos_0 [simp]: "arccos 0 = pi/2" by (metis arccos_cos cos_gt_zero cos_pi cos_pi_half pi_gt_zero pi_half_ge_zero not_le not_zero_less_neg_numeral numeral_One) lemma arccos_1 [simp]: "arccos 1 = 0" using arccos_cos by force lemma arccos_minus_1 [simp]: "arccos (- 1) = pi" by (metis arccos_cos cos_pi order_refl pi_ge_zero) lemma arccos_minus: "-1 \ x \ x \ 1 \ arccos (- x) = pi - arccos x" by (metis arccos_cos arccos_cos2 cos_minus_pi cos_total diff_le_0_iff_le le_add_same_cancel1 minus_diff_eq uminus_add_conv_diff) corollary arccos_minus_abs: assumes "\x\ \ 1" shows "arccos (- x) = pi - arccos x" using assms by (simp add: arccos_minus) lemma sin_arccos_nonzero: "- 1 < x \ x < 1 \ sin (arccos x) \ 0" using arccos_lt_bounded sin_gt_zero by force lemma arctan: "- (pi/2) < arctan y \ arctan y < pi/2 \ tan (arctan y) = y" unfolding arctan_def by (rule theI' [OF tan_total]) lemma tan_arctan: "tan (arctan y) = y" by (simp add: arctan) lemma arctan_bounded: "- (pi/2) < arctan y \ arctan y < pi/2" by (auto simp only: arctan) lemma arctan_lbound: "- (pi/2) < arctan y" by (simp add: arctan) lemma arctan_ubound: "arctan y < pi/2" by (auto simp only: arctan) lemma arctan_unique: assumes "-(pi/2) < x" and "x < pi/2" and "tan x = y" shows "arctan y = x" using assms arctan [of y] tan_total [of y] by (fast elim: ex1E) lemma arctan_tan: "-(pi/2) < x \ x < pi/2 \ arctan (tan x) = x" by (rule arctan_unique) simp_all lemma arctan_zero_zero [simp]: "arctan 0 = 0" by (rule arctan_unique) simp_all lemma arctan_minus: "arctan (- x) = - arctan x" using arctan [of "x"] by (auto simp: arctan_unique) lemma cos_arctan_not_zero [simp]: "cos (arctan x) \ 0" by (intro less_imp_neq [symmetric] cos_gt_zero_pi arctan_lbound arctan_ubound) lemma cos_arctan: "cos (arctan x) = 1 / sqrt (1 + x\<^sup>2)" proof (rule power2_eq_imp_eq) have "0 < 1 + x\<^sup>2" by (simp add: add_pos_nonneg) show "0 \ 1 / sqrt (1 + x\<^sup>2)" by simp show "0 \ cos (arctan x)" by (intro less_imp_le cos_gt_zero_pi arctan_lbound arctan_ubound) have "(cos (arctan x))\<^sup>2 * (1 + (tan (arctan x))\<^sup>2) = 1" unfolding tan_def by (simp add: distrib_left power_divide) then show "(cos (arctan x))\<^sup>2 = (1 / sqrt (1 + x\<^sup>2))\<^sup>2" using \0 < 1 + x\<^sup>2\ by (simp add: arctan power_divide eq_divide_eq) qed lemma sin_arctan: "sin (arctan x) = x / sqrt (1 + x\<^sup>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)\<^sup>2 = (inverse (cos x))\<^sup>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) also have "sin ` {- pi/2 .. pi/2} = {-1 .. 1}" proof safe fix x :: real assume "x \ {-1..1}" then show "x \ sin ` {- pi/2..pi/2}" using arcsin_lbound arcsin_ubound by (intro image_eqI[where x="arcsin x"]) auto qed simp finally show ?thesis . qed lemma continuous_on_arcsin [continuous_intros]: "continuous_on s f \ (\x\s. -1 \ f x \ f x \ 1) \ continuous_on s (\x. 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) also have "cos ` {0 .. pi} = {-1 .. 1}" proof safe fix x :: real assume "x \ {-1..1}" then show "x \ cos ` {0..pi}" using arccos_lbound arccos_ubound by (intro image_eqI[where x="arccos x"]) auto qed simp finally show ?thesis . qed lemma continuous_on_arccos [continuous_intros]: "continuous_on s f \ (\x\s. -1 \ f x \ f x \ 1) \ continuous_on s (\x. 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 then show "\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) then show ?thesis by (simp add: arctan) qed lemma tendsto_arctan [tendsto_intros]: "(f \ x) F \ ((\x. arctan (f x)) \ arctan x) F" by (rule isCont_tendsto_compose [OF isCont_arctan]) lemma continuous_arctan [continuous_intros]: "continuous F f \ continuous F (\x. arctan (f x))" unfolding continuous_def by (rule tendsto_arctan) lemma continuous_on_arctan [continuous_intros]: "continuous_on s f \ continuous_on s (\x. 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\<^sup>2))" proof (rule DERIV_inverse_function) show "(sin has_real_derivative sqrt (1 - x\<^sup>2)) (at (arcsin x))" by (rule derivative_eq_intros | use assms cos_arcsin in force)+ show "sqrt (1 - x\<^sup>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\<^sup>2))" proof (rule DERIV_inverse_function) show "(cos has_real_derivative - sqrt (1 - x\<^sup>2)) (at (arccos x))" by (rule derivative_eq_intros | use assms sin_arccos in force)+ show "- sqrt (1 - x\<^sup>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\<^sup>2)" proof (rule DERIV_inverse_function [where f=tan and a="x - 1" and b="x + 1"]) show "(tan has_real_derivative 1 + x\<^sup>2) (at (arctan x))" apply (rule derivative_eq_intros | simp)+ by (metis arctan cos_arctan_not_zero power_inverse tan_sec) show "\y. \x - 1 < y; y < x + 1\ \ tan (arctan y) = y" using tan_arctan by blast show "1 + x\<^sup>2 \ 0" by (metis power_one sum_power2_eq_zero_iff zero_neq_one) qed (use isCont_arctan in auto) declare DERIV_arcsin[THEN DERIV_chain2, derivative_intros] DERIV_arcsin[THEN DERIV_chain2, unfolded has_field_derivative_def, derivative_intros] DERIV_arccos[THEN DERIV_chain2, derivative_intros] DERIV_arccos[THEN DERIV_chain2, unfolded has_field_derivative_def, derivative_intros] DERIV_arctan[THEN DERIV_chain2, derivative_intros] DERIV_arctan[THEN DERIV_chain2, unfolded has_field_derivative_def, derivative_intros] lemmas has_derivative_arctan[derivative_intros] = DERIV_arctan[THEN DERIV_compose_FDERIV] and has_derivative_arccos[derivative_intros] = DERIV_arccos[THEN DERIV_compose_FDERIV] and has_derivative_arcsin[derivative_intros] = DERIV_arcsin[THEN DERIV_compose_FDERIV] lemma filterlim_tan_at_right: "filterlim tan at_bot (at_right (- (pi/2)))" by (rule filterlim_at_bot_at_right[where Q="\x. - pi/2 < x \ x < pi/2" and P="\x. True" and g=arctan]) (auto simp: arctan le_less eventually_at dist_real_def simp del: less_divide_eq_numeral1 intro!: tan_monotone exI[of _ "pi/2"]) lemma filterlim_tan_at_left: "filterlim tan at_top (at_left (pi/2))" by (rule filterlim_at_top_at_left[where Q="\x. - pi/2 < x \ x < pi/2" and P="\x. True" and g=arctan]) (auto simp: arctan le_less eventually_at dist_real_def simp del: less_divide_eq_numeral1 intro!: tan_monotone exI[of _ "pi/2"]) lemma tendsto_arctan_at_top: "(arctan \ (pi/2)) at_top" proof (rule tendstoI) fix e :: real assume "0 < e" define y where "y = pi/2 - min (pi/2) e" then have y: "0 \ y" "y < pi/2" "pi/2 \ e + y" using \0 < e\ by auto show "eventually (\x. dist (arctan x) (pi/2) < e) at_top" proof (intro eventually_at_top_dense[THEN iffD2] exI allI impI) fix x assume "tan y < x" then have "arctan (tan y) < arctan x" by (simp add: arctan_less_iff) with y have "y < arctan x" by (subst (asm) arctan_tan) simp_all with arctan_ubound[of x, arith] y \0 < e\ show "dist (arctan x) (pi/2) < e" by (simp add: dist_real_def) qed qed lemma tendsto_arctan_at_bot: "(arctan \ - (pi/2)) at_bot" unfolding filterlim_at_bot_mirror arctan_minus by (intro tendsto_minus tendsto_arctan_at_top) 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\<^sup>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 also from assms have "sin (arcsin x) = x" by simp finally show ?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 also from assms have "sin (arcsin x) = x" by simp finally show ?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\<^sup>2 + y\<^sup>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\<^sup>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\<^sup>2 + y\<^sup>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 then have "0 \ -x" by simp then obtain 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\<^sup>2 + y\<^sup>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 then have "0 \ -y" by simp then obtain 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\<^sup>2 + y\<^sup>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 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 "\\\ \ pi" shows "arccos (cos \) = \\\" unfolding arccos_def proof (intro the_equality conjI; clarify?) show "cos \\\ = cos \" by (simp add: abs_real_def) show "x = \\\" if "cos x = cos \" "0 \ x" "x \ pi" for x by (simp add: \cos \\\ = cos \\ assms cos_inj_pi that) qed (use assms in auto) lemma arccos_cos_eq_abs_2pi: obtains k where "arccos (cos \) = \\ - of_int k * (2 * pi)\" proof - define k where "k \ \(\ + pi) / (2 * pi)\" have lepi: "\\ - of_int k * (2 * pi)\ \ pi" using floor_divide_lower [of "2*pi" "\ + pi"] floor_divide_upper [of "2*pi" "\ + pi"] by (auto simp: k_def abs_if algebra_simps) have "arccos (cos \) = arccos (cos (\ - of_int k * (2 * pi)))" using cos_int_2pin sin_int_2pin by (simp add: cos_diff mult.commute) also have "\ = \\ - of_int k * (2 * pi)\" using arccos_cos_eq_abs lepi by blast finally show ?thesis using that by metis qed lemma cos_limit_1: assumes "(\j. cos (\ j)) \ 1" shows "\k. (\j. \ j - of_int (k j) * (2 * pi)) \ 0" proof - have "\\<^sub>F j in sequentially. cos (\ j) \ {- 1..1}" by auto then have "(\j. arccos (cos (\ j))) \ arccos 1" using continuous_on_tendsto_compose [OF continuous_on_arccos' assms] by auto moreover have "\j. \k. arccos (cos (\ j)) = \\ j - of_int k * (2 * pi)\" using arccos_cos_eq_abs_2pi by metis then have "\k. \j. arccos (cos (\ j)) = \\ j - of_int (k j) * (2 * pi)\" by metis ultimately have "\k. (\j. \\ j - of_int (k j) * (2 * pi)\) \ 0" by auto then show ?thesis by (simp add: tendsto_rabs_zero_iff) qed lemma cos_diff_limit_1: assumes "(\j. cos (\ j - \)) \ 1" obtains k where "(\j. \ j - of_int (k j) * (2 * pi)) \ \" proof - obtain k where "(\j. (\ j - \) - of_int (k j) * (2 * pi)) \ 0" using cos_limit_1 [OF assms] by auto then have "(\j. \ + ((\ j - \) - of_int (k j) * (2 * pi))) \ \ + 0" by (rule tendsto_add [OF tendsto_const]) with that show ?thesis by auto qed subsection \Machin's formula\ lemma arctan_one: "arctan 1 = pi / 4" by (rule arctan_unique) (simp_all add: tan_45 m2pi_less_pi) 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\<^sup>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 ultimately have "arctan 1 + arctan (1 / 239) = 4 * arctan (1 / 5)" by auto then show ?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 ultimately have 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 (\n. 1 / real (n * 2 + 1) * x^(n * 2 + 1))" (is "monoseq ?a") proof (cases "x = 0") case True then show ?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 then have "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 then show ?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 "(\n. 1 / real (n * 2 + 1) * x^(n * 2 + 1)) \ 0" (is "?a \ 0") proof (cases "x = 0") case True then show ?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 then have "norm x < 1" by auto from tendsto_mult[OF LIMSEQ_inverse_real_of_nat LIMSEQ_power_zero[OF \norm x < 1\, THEN LIMSEQ_Suc]] have "(\n. 1 / real (n + 1) * x ^ (n + 1)) \ 0" unfolding inverse_eq_divide Suc_eq_plus1 by simp then show ?thesis using pos2 by (rule LIMSEQ_linear) next case False then have "x = -1 \ x = 1" using \\x\ \ 1\ by auto then have 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 (\ 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 (\x'. \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 = "\n. 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 then have 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 (\ n. (- 1) ^ n * x^(2 * n))" if "\x\ < 1" for x :: real proof - from that have "x\<^sup>2 < 1" by (simp add: abs_square_less_1) have "summable (\ n. (- 1) ^ n * (x\<^sup>2) ^n)" by (rule summable_Leibniz(1)) (auto intro!: LIMSEQ_realpow_zero monoseq_realpow \x\<^sup>2 < 1\ order_less_imp_le[OF \x\<^sup>2 < 1\]) then show ?thesis by (simp only: power_mult) qed have sums_even: "(sums) f = (sums) (\ n. if even n then f (n div 2) else 0)" for f :: "nat \ real" proof - have "f sums x = (\ 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 "(\n. if even n then f (n div 2) else 0) sums x" by auto next assume "(\ 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 then show ?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 "\ 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 then show ?thesis unfolding if_eq' idx_eq suminf_def sums_even[of "\ n. (- 1) ^ n * (1 / real (Suc (2 * n)) * x ^ Suc (2 * n))", symmetric] by auto qed have "DERIV (\ 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 \ < 1\ by auto show "summable (\ 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 then show ?thesis using that sums_summable sums_if [OF sums_0 [of "\x. 0"] summable_sums [OF summable_Integral]] by (auto simp add: if_distrib [of "\x. x * y" for y] cong: if_cong) qed qed auto then show ?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 (\ n. ?c x n)") proof - let ?c' = "\x n. (-1)^n * x^(n*2)" have DERIV_arctan_suminf: "DERIV (\ 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 < 1\ and \\x\ < r\ 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\ < 1\] by blast then have "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 < b\ \a \ x\ \x \ b\ by auto have "\x. - r < x \ x < r \ DERIV (\ x. suminf (?c x) - arctan x) x :> 0" proof (rule allI, rule impI) fix x assume "-r < x \ x < r" then have "\x\ < r" by auto with \r < 1\ have "\x\ < 1" by auto have "\- (x\<^sup>2)\ < 1" using abs_square_less_1 \\x\ < 1\ by auto then have "(\n. (- (x\<^sup>2)) ^ n) sums (1 / (1 - (- (x\<^sup>2))))" unfolding real_norm_def[symmetric] by (rule geometric_sums) then have "(?c' x) sums (1 / (1 - (- (x\<^sup>2))))" unfolding power_mult_distrib[symmetric] power_mult mult.commute[of _ 2] by auto then have suminf_c'_eq_geom: "inverse (1 + x\<^sup>2) = suminf (?c' x)" using sums_unique unfolding inverse_eq_divide by auto have "DERIV (\ x. suminf (?c x)) x :> (inverse (1 + x\<^sup>2))" unfolding suminf_c'_eq_geom by (rule DERIV_arctan_suminf[OF \0 < r\ \r < 1\ \\x\ < r\]) from DERIV_diff [OF this DERIV_arctan] show "DERIV (\x. suminf (?c x) - arctan x) x :> 0" by auto qed then have DERIV_in_rball: "\y. a \ y \ y \ b \ DERIV (\x. suminf (?c x) - arctan x) y :> 0" using \-r < a\ \b < r\ by auto then show "\y. \a < y; y < b\ \ DERIV (\x. suminf (?c x) - arctan x) y :> 0" using \\x\ < r\ by auto show "continuous_on {a..b} (\x. 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 then show ?thesis using suminf_arctan_zero by auto next case False then have "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\ < r\ \-\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\ < r\ \- \x\ < \x\\ neg_less_iff_less) ultimately show ?thesis using suminf_arctan_zero by auto qed then show ?thesis by auto qed show "arctan x = suminf (\n. ?c x n)" proof (cases "\x\ < 1") case True then show ?thesis by (rule when_less_one) next case False then have "\x\ = 1" using \\x\ \ 1\ by auto let ?a = "\x n. \1 / real (n * 2 + 1) * x^(n * 2 + 1)\" let ?diff = "\x 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 < x\ 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\ < 1\, 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 < x\], auto) then have 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 then have sgn_pos: "(-1)^n = (1::real)" by auto from \even n\ obtain m where "n = 2 * m" .. then have "2 * m = n" .. from bounds[of m, unfolded this atLeastAtMost_iff] have "\arctan x - (\i \ (\ii = ?c x n" by auto also have "\ = ?a x n" unfolding sgn_pos a_pos by auto finally show ?thesis . next case False then have sgn_neg: "(-1)^n = (-1::real)" by auto from \odd n\ obtain m where "n = 2 * m + 1" .. then have m_def: "2 * m + 1 = n" .. then have 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 \ (\ii = - ?c x n" by auto also have "\ = ?a x n" unfolding sgn_neg a_pos by auto finally show ?thesis . qed qed hence "\x \ { 0 <..< 1 }. 0 \ ?a x n - ?diff x n" by auto moreover have "isCont (\ 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) ultimately have "0 \ ?a 1 n - ?diff 1 n" by (rule LIM_less_bound) then show ?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 < r\] 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 then show "\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 then have "arctan 1 = (\i. ?c 1 i)" by (rule sums_unique) show ?thesis proof (cases "x = 1") case True then show ?thesis by (simp add: \arctan 1 = (\ i. ?c 1 i)\) next case False then have "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 .. also have "\ = - (pi / 4)" by (rule arctan_tan) (auto simp: order_less_trans[OF \- (pi/2) < 0\ pi_gt_zero]) also have "\ = - (arctan (tan (pi / 4)))" unfolding neg_equal_iff_equal by (rule arctan_tan[symmetric]) (auto simp: order_less_trans[OF \- (2 * pi) < 0\ pi_gt_zero]) also have "\ = - (arctan 1)" unfolding tan_45 .. also have "\ = - (\ i. ?c 1 i)" using \arctan 1 = (\ i. ?c 1 i)\ by auto also have "\ = (\ i. ?c (- 1) i)" using suminf_minus[OF sums_summable[OF \(?c 1) sums (arctan 1)\]] unfolding c_minus_minus by auto finally show ?thesis using \x = -1\ by auto qed qed qed lemma arctan_half: "arctan x = 2 * arctan (x / (1 + sqrt(1 + x\<^sup>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 then have 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]) then have "cos y \ 0" and cos_sqrt: "sqrt ((cos y)\<^sup>2) = cos y" by auto have "1 + (tan y)\<^sup>2 = 1 + (sin y)\<^sup>2 / (cos y)\<^sup>2" unfolding tan_def power_divide .. also have "\ = (cos y)\<^sup>2 / (cos y)\<^sup>2 + (sin y)\<^sup>2 / (cos y)\<^sup>2" using \cos y \ 0\ by auto also have "\ = 1 / (cos y)\<^sup>2" unfolding add_divide_distrib[symmetric] sin_cos_squared_add2 .. finally have "1 + (tan y)\<^sup>2 = 1 / (cos y)\<^sup>2" . 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) also have "\ = tan y / (1 + 1 / cos y)" using \cos y \ 0\ unfolding add_divide_distrib by auto also have "\ = tan y / (1 + 1 / sqrt ((cos y)\<^sup>2))" unfolding cos_sqrt .. also have "\ = tan y / (1 + sqrt (1 / (cos y)\<^sup>2))" unfolding real_sqrt_divide by auto finally have eq: "sin y / (cos y + 1) = tan y / (1 + sqrt(1 + (tan y)\<^sup>2))" unfolding \1 + (tan y)\<^sup>2 = 1 / (cos y)\<^sup>2\ . have "arctan x = y" using arctan_tan low high y_eq by auto also have "\ = 2 * (arctan (tan (y/2)))" using arctan_tan[OF low2 high2] by auto also have "\ = 2 * (arctan (sin y / (cos y + 1)))" unfolding tan_half by auto finally show ?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) show "- (pi/2) < sgn x * pi/2 - arctan x" using arctan_bounded [of x] assms unfolding sgn_real_def apply (auto simp: arctan algebra_simps) apply (drule zero_less_arctan_iff [THEN iffD2], arith) done show "sgn x * pi/2 - arctan x < pi/2" using arctan_bounded [of "- x"] assms unfolding sgn_real_def arctan_minus by (auto simp: algebra_simps) show "tan (sgn x * pi/2 - arctan x) = 1 / x" unfolding tan_inverse [of "arctan x", unfolded tan_arctan] unfolding 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 also have "\ = ?SUM" using arctan_series[of 1] by auto finally show ?thesis by auto qed subsection \Existence of Polar Coordinates\ lemma cos_x_y_le_one: "\x / sqrt (x\<^sup>2 + y\<^sup>2)\ \ 1" by (rule power2_le_imp_le [OF _ zero_le_one]) (simp add: power_divide divide_le_eq not_sum_power2_lt_zero) lemmas cos_arccos_lemma1 = cos_arccos_abs [OF cos_x_y_le_one] lemmas sin_arccos_lemma1 = sin_arccos_abs [OF cos_x_y_le_one] lemma polar_Ex: "\r::real. \a. x = r * cos a \ y = r * sin a" proof - have polar_ex1: "0 < y \ \r a. x = r * cos a \ y = r * sin a" for y apply (rule exI [where x = "sqrt (x\<^sup>2 + y\<^sup>2)"]) apply (rule exI [where x = "arccos (x / sqrt (x\<^sup>2 + y\<^sup>2))"]) apply (simp add: cos_arccos_lemma1 sin_arccos_lemma1 power_divide real_sqrt_mult [symmetric] right_diff_distrib) done show ?thesis proof (cases "0::real" y rule: linorder_cases) case less then show ?thesis by (rule polar_ex1) next case equal then show ?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 pairs_le_eq_Sigma: "{(i, j). i + j \ m} = Sigma (atMost m) (\r. atMost (m - r))" for m :: nat by auto lemma sum_up_index_split: "(\k\m + n. f k) = (\k\m. f k) + (\k = Suc m..m + n. f k)" by (metis atLeast0AtMost Suc_eq_plus1 le0 sum.ub_add_nat) lemma Sigma_interval_disjoint: "(SIGMA i:A. {..v i}) \ (SIGMA i:A.{v i<..w}) = {}" for w :: "'a::order" by auto lemma product_atMost_eq_Un: "A \ {..m} = (SIGMA i:A.{..m - i}) \ (SIGMA i:A.{m - i<..m})" for m :: nat by auto lemma polynomial_product: (*with thanks to Chaitanya Mangla*) fixes x :: "'a::idom" assumes m: "\i. i > m \ a i = 0" and n: "\j. j > n \ 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)" proof - have "(\i\m. (a i) * x ^ i) * (\j\n. (b j) * x ^ j) = (\i\m. \j\n. (a i * x ^ i) * (b j * x ^ j))" by (rule sum_product) also have "\ = (\i\m + n. \j\n + m. a i * x ^ i * (b j * x ^ j))" using assms by (auto simp: sum_up_index_split) also have "\ = (\r\m + n. \j\m + n - r. a r * x ^ r * (b j * x ^ j))" apply (simp add: add_ac sum.Sigma product_atMost_eq_Un) apply (clarsimp simp add: sum_Un Sigma_interval_disjoint intro!: sum.neutral) apply (metis add_diff_assoc2 add.commute add_lessD1 leD m n nat_le_linear neqE) done also have "\ = (\(i,j)\{(i,j). i+j \ m+n}. (a i * x ^ i) * (b j * x ^ j))" by (auto simp: pairs_le_eq_Sigma sum.Sigma) also have "\ = (\r\m + n. (\k\r. (a k) * (b (r - k))) * x ^ r)" apply (subst sum.triangle_reindex_eq) apply (auto simp: algebra_simps sum_distrib_left intro!: sum.cong) apply (metis le_add_diff_inverse power_add) done finally show ?thesis . qed lemma polynomial_product_nat: fixes x :: nat assumes m: "\i. i > m \ a i = 0" and n: "\j. j > n \ 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) * (\ji=Suc j..n. a i * y^(i - j - 1)) * x^j)" proof - have h: "bij_betw (\(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) also have "\ = (\i\n. a i * (x - y) * (\j = (\i\n. \j = (\(i,j) \ (SIGMA i : atMost n. lessThan i). a i * (x - y) * (y^(i - Suc j) * x^j))" by (simp add: sum.Sigma) also have "\ = (\(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) also have "\ = (\ji=Suc j..n. a i * (x - y) * (y^(i - Suc j) * x^j))" by (simp add: sum.Sigma) also have "\ = (x - y) * (\ji=Suc j..n. a i * y^(i - j - 1)) * x^j)" by (simp add: sum_distrib_left mult_ac) finally show ?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) * ((\jki=Suc j..n. a i * y^(i - j - 1)) = (\ki. i - (j + 1)) {Suc j..n} (lessThan (n-j))" apply (auto simp: bij_betw_def inj_on_def) apply (rule_tac x="x + Suc j" in image_eqI, auto) done then show ?thesis by (auto simp: sum.reindex_bij_betw [OF h, symmetric] intro: sum.cong_simp) qed then show ?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) * (\ii\n. c(i) * a^i)" proof (cases "n = 0") case True then show ?thesis by simp next case False have "(\b. \z. (\i\n. c i * z^i) = (z - a) * (\ii\n. c i * a^i)) \ (\b. \z. (\i\n. c i * z^i) - (\i\n. c i * a^i) = (z - a) * (\i \ (\b. \z. (z - a) * (\ji = Suc j..n. c i * a^(i - Suc j)) * z^j) = (z - a) * (\i = True" by auto finally show ?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) * (\iw. \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 then show ?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 also have "\ = w * (\i\n. c (Suc i) * w^i)" by (simp add: sum_distrib_left ac_simps) finally show ?thesis . qed then have w: "\w. w \ 0 \ (\i\n. c (Suc i) * w^i) = 0" using Suc by auto then have "(\h. \i\n. c (Suc i) * h^i) \0\ 0" by (simp cong: LIM_cong) \ \the case \w = 0\ by continuity\ then have "(\i\n. c (Suc i) * 0^i) = 0" using isCont_polynom [of 0 "\i. c (Suc i)" n] LIM_unique by (force simp: Limits.isCont_iff) then have "\w. (\i\n. c (Suc i) * w^i) = 0" using w by metis then have "\i. i \ n \ c (Suc i) = 0" using Suc.IH [of "\i. c (Suc i)"] by blast then show ?case using \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 then show ?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 then show ?succase by simp next case False then obtain z0 where z0: "(\i\Suc m. c(i) * z0^i) = 0" by blast then obtain 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 then have 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" then have "\w. (\i\m. b i * w^i) = 0" by simp then have "\w. (\i\Suc m. c i * w^i) = 0" using b by simp then have "\k. k \ Suc m \ c k = 0" using zero_polynom_imp_zero_coeffs by blast then show False using Suc.prems by blast qed then obtain 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 moreover have "\ 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 then show ?thesis using ex_new_if_finite [OF infinite_UNIV_char_0 [where 'a='a]] by auto qed ultimately show ?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) also have "\ \ (\i\n. c i - d i = 0)" by (rule polyfun_eq_0) finally show ?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]) then show ?rhs by simp next assume ?rhs then show ?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 "\i. 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)) /\<^sub>R 2" definition cosh :: "'a :: {banach, real_normed_algebra_1} \ 'a" where "cosh x = (exp x + exp (-x)) /\<^sub>R 2" definition tanh :: "'a :: {banach, real_normed_field} \ 'a" where "tanh x = sinh x / cosh x" definition arsinh :: "'a :: {banach, real_normed_algebra_1, ln} \ 'a" where "arsinh x = ln (x + (x^2 + 1) powr of_real (1/2))" definition arcosh :: "'a :: {banach, real_normed_algebra_1, ln} \ 'a" where "arcosh x = ln (x + (x^2 - 1) powr of_real (1/2))" definition artanh :: "'a :: {banach, real_normed_field, ln} \ 'a" where "artanh x = ln ((1 + x) / (1 - x)) / 2" lemma arsinh_0 [simp]: "arsinh 0 = 0" by (simp add: arsinh_def) lemma arcosh_1 [simp]: "arcosh 1 = 0" by (simp add: arcosh_def) lemma artanh_0 [simp]: "artanh 0 = 0" by (simp add: artanh_def) lemma tanh_altdef: "tanh x = (exp x - exp (-x)) / (exp x + exp (-x))" proof - have "tanh x = (2 *\<^sub>R sinh x) / (2 *\<^sub>R cosh x)" by (simp add: tanh_def scaleR_conv_of_real) also have "2 *\<^sub>R sinh x = exp x - exp (-x)" by (simp add: sinh_def) also have "2 *\<^sub>R cosh x = exp x + exp (-x)" by (simp add: cosh_def) finally show ?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) also have "2 * exp (-x) * sinh x = 1 - exp (-2*x)" by (simp add: exp_minus field_simps sinh_def) also have "2 * exp (-x) * cosh x = 1 + exp (-2*x)" by (simp add: exp_minus field_simps cosh_def) finally show ?thesis . qed lemma sinh_converges: "(\n. if even n then 0 else x ^ n /\<^sub>R fact n) sums sinh x" proof - have "(\n. (x ^ n /\<^sub>R fact n - (-x) ^ n /\<^sub>R fact n) /\<^sub>R 2) sums sinh x" unfolding sinh_def by (intro sums_scaleR_right sums_diff exp_converges) also have "(\n. (x ^ n /\<^sub>R fact n - (-x) ^ n /\<^sub>R fact n) /\<^sub>R 2) = (\n. if even n then 0 else x ^ n /\<^sub>R fact n)" by auto finally show ?thesis . qed lemma cosh_converges: "(\n. if even n then x ^ n /\<^sub>R fact n else 0) sums cosh x" proof - have "(\n. (x ^ n /\<^sub>R fact n + (-x) ^ n /\<^sub>R fact n) /\<^sub>R 2) sums cosh x" unfolding cosh_def by (intro sums_scaleR_right sums_add exp_converges) also have "(\n. (x ^ n /\<^sub>R fact n + (-x) ^ n /\<^sub>R fact n) /\<^sub>R 2) = (\n. if even n then x ^ n /\<^sub>R fact n else 0)" by auto finally show ?thesis . qed lemma sinh_0 [simp]: "sinh 0 = 0" by (simp add: sinh_def) lemma cosh_0 [simp]: "cosh 0 = 1" proof - have "cosh 0 = (1/2) *\<^sub>R (1 + 1)" by (simp add: cosh_def) also have "\ = 1" by (rule scaleR_half_double) finally show ?thesis . qed lemma tanh_0 [simp]: "tanh 0 = 0" by (simp add: tanh_def) lemma sinh_minus [simp]: "sinh (- x) = -sinh x" by (simp add: sinh_def algebra_simps) lemma cosh_minus [simp]: "cosh (- x) = cosh x" by (simp add: cosh_def algebra_simps) lemma tanh_minus [simp]: "tanh (-x) = -tanh x" by (simp add: tanh_def) lemma sinh_ln_real: "x > 0 \ sinh (ln x :: real) = (x - inverse x) / 2" by (simp add: sinh_def exp_minus) lemma cosh_ln_real: "x > 0 \ cosh (ln x :: real) = (x + inverse x) / 2" by (simp add: cosh_def exp_minus) 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\<^sup>2 + 1) = (x\<^sup>2 - 1) * (2 * x + 2 * inverse x)" by (simp add: field_simps power2_eq_square) moreover have "x\<^sup>2 + 1 > 0" using that by (simp add: ac_simps add_pos_nonneg) moreover have "2 * x + 2 * inverse x > 0" using that by (simp add: add_pos_pos) ultimately have "(x * 2 - inverse x * 2) / (2 * x + 2 * inverse x) = (x\<^sup>2 - 1) / (x\<^sup>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 \ ((\x. c *\<^sub>R f x) has_field_derivative (c *\<^sub>R D)) F" unfolding has_field_derivative_def using has_derivative_scaleR_right[of f "\x. D * x" F c] by (simp add: mult_scaleR_left [symmetric] del: mult_scaleR_left) lemma has_field_derivative_sinh [THEN DERIV_chain2, derivative_intros]: "(sinh has_field_derivative cosh x) (at (x :: 'a :: {banach, real_normed_field}))" unfolding sinh_def cosh_def by (auto intro!: derivative_eq_intros) 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 (\x. Db * x)) (at x within s)" shows "((\x. sinh (g x)) has_derivative (\y. (cosh (g x) * Db) * y)) (at x within s)" proof - have "((\x. - g x) has_derivative (\y. -(Db * y))) (at x within s)" using assms by (intro derivative_intros) also have "(\y. -(Db * y)) = (\x. (-Db) * x)" by (simp add: fun_eq_iff) finally have "((\x. sinh (g x)) has_derivative (\y. (exp (g x) * Db * y - exp (-g x) * (-Db) * y) /\<^sub>R 2)) (at x within s)" unfolding sinh_def by (intro derivative_intros assms) also have "(\y. (exp (g x) * Db * y - exp (-g x) * (-Db) * y) /\<^sub>R 2) = (\y. (cosh (g x) * Db) * y)" by (simp add: fun_eq_iff cosh_def algebra_simps) finally show ?thesis . qed lemma has_derivative_cosh [derivative_intros]: fixes g :: "'a \ ('a :: {banach, real_normed_field})" assumes "(g has_derivative (\y. Db * y)) (at x within s)" shows "((\x. cosh (g x)) has_derivative (\y. (sinh (g x) * Db) * y)) (at x within s)" proof - have "((\x. - g x) has_derivative (\y. -(Db * y))) (at x within s)" using assms by (intro derivative_intros) also have "(\y. -(Db * y)) = (\y. (-Db) * y)" by (simp add: fun_eq_iff) finally have "((\x. cosh (g x)) has_derivative (\y. (exp (g x) * Db * y + exp (-g x) * (-Db) * y) /\<^sub>R 2)) (at x within s)" unfolding cosh_def by (intro derivative_intros assms) also have "(\y. (exp (g x) * Db * y + exp (-g x) * (-Db) * y) /\<^sub>R 2) = (\y. (sinh (g x) * Db) * y)" by (simp add: fun_eq_iff sinh_def algebra_simps) finally show ?thesis . qed lemma sinh_plus_cosh: "sinh x + cosh x = exp x" proof - have "sinh x + cosh x = (1 / 2) *\<^sub>R (exp x + exp x)" by (simp add: sinh_def cosh_def algebra_simps) also have "\ = exp x" by (rule scaleR_half_double) finally show ?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) *\<^sub>R (exp (-x) + exp (-x))" by (simp add: sinh_def cosh_def algebra_simps) also have "\ = exp (-x)" by (rule scaleR_half_double) finally show ?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) also have "(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) finally have "(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 then show ?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 sinh_real_zero_iff [simp]: "sinh (x::real) = 0 \ x = 0" proof - have "(-1 :: real) < 0" by simp also have "0 < exp x" by simp finally have "exp x \ -1" by (intro notI) simp thus ?thesis by (subst sinh_zero_iff) simp qed lemma plus_inverse_ge_2: fixes x :: real assumes "x > 0" shows "x + inverse x \ 2" proof - have "0 \ (x - 1) ^ 2" by simp also have "\ = x^2 - 2*x + 1" by (simp add: power2_eq_square algebra_simps) finally show ?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 tanh_real_nonneg_iff [simp]: "tanh (x :: real) \ 0 \ x \ 0" by (simp add: tanh_def field_simps) lemma tanh_real_pos_iff [simp]: "tanh (x :: real) > 0 \ x > 0" by (simp add: tanh_def field_simps) lemma tanh_real_nonpos_iff [simp]: "tanh (x :: real) \ 0 \ x \ 0" by (simp add: tanh_def field_simps) lemma tanh_real_neg_iff [simp]: "tanh (x :: real) < 0 \ x < 0" by (simp add: tanh_def field_simps) lemma tanh_real_zero_iff [simp]: "tanh (x :: real) = 0 \ x = 0" by (simp add: tanh_def field_simps) lemma arsinh_real_def: "arsinh (x::real) = ln (x + sqrt (x^2 + 1))" by (simp add: arsinh_def powr_half_sqrt) lemma arcosh_real_def: "x \ 1 \ arcosh (x::real) = ln (x + sqrt (x^2 - 1))" by (simp add: arcosh_def powr_half_sqrt) lemma arsinh_real_aux: "0 < x + sqrt (x ^ 2 + 1 :: real)" proof (cases "x < 0") case True have "(-x) ^ 2 = x ^ 2" by simp also have "x ^ 2 < x ^ 2 + 1" by simp finally have "sqrt ((-x) ^ 2) < sqrt (x ^ 2 + 1)" by (rule real_sqrt_less_mono) thus ?thesis using True by simp qed (auto simp: add_nonneg_pos) lemma arsinh_minus_real [simp]: "arsinh (-x::real) = -arsinh x" proof - have "arsinh (-x) = ln (sqrt (x\<^sup>2 + 1) - x)" by (simp add: arsinh_real_def) also have "sqrt (x^2 + 1) - x = inverse (sqrt (x^2 + 1) + x)" using arsinh_real_aux[of x] by (simp add: field_split_simps algebra_simps power2_eq_square) also have "ln \ = -arsinh x" using arsinh_real_aux[of x] by (simp add: arsinh_real_def ln_inverse) finally show ?thesis . qed lemma artanh_minus_real [simp]: assumes "abs x < 1" shows "artanh (-x::real) = -artanh x" using assms by (simp add: artanh_def ln_div field_simps) lemma sinh_less_cosh_real: "sinh (x :: real) < cosh x" by (simp add: sinh_def cosh_def) lemma sinh_le_cosh_real: "sinh (x :: real) \ cosh x" by (simp add: sinh_def cosh_def) lemma tanh_real_lt_1: "tanh (x :: real) < 1" by (simp add: tanh_def sinh_less_cosh_real) lemma tanh_real_gt_neg1: "tanh (x :: real) > -1" proof - have "- cosh x < sinh x" by (simp add: sinh_def cosh_def field_split_simps) thus ?thesis by (simp add: tanh_def field_simps) qed lemma tanh_real_bounds: "tanh (x :: real) \ {-1<..<1}" using tanh_real_lt_1 tanh_real_gt_neg1 by simp context fixes x :: real begin lemma arsinh_sinh_real: "arsinh (sinh x) = x" by (simp add: arsinh_real_def powr_def sinh_square_eq sinh_plus_cosh) lemma arcosh_cosh_real: "x \ 0 \ arcosh (cosh x) = x" by (simp add: arcosh_real_def powr_def cosh_square_eq cosh_real_ge_1 cosh_plus_sinh) 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) also have "cosh x * (cosh x + sinh x) / (cosh x * (cosh x - sinh x)) = (cosh x + sinh x) / (cosh x - sinh x)" by simp also have "\ = (exp x)^2" by (simp add: cosh_plus_sinh cosh_minus_sinh exp_minus field_simps power2_eq_square) also have "ln ((exp x)^2) / 2 = x" by (simp add: ln_realpow) finally show ?thesis . qed end lemma sinh_real_strict_mono: "strict_mono (sinh :: real \ real)" by (rule pos_deriv_imp_strict_mono derivative_intros)+ auto 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) then obtain 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\ also from \z > x\ and assms have "(y - x) * sinh z > 0" by (intro mult_pos_pos) auto finally show "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) show ?thesis by (rule pos_deriv_imp_strict_mono) (insert *, auto intro!: 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) subsubsection \Limits\ lemma sinh_real_at_top: "filterlim (sinh :: real \ real) at_top at_top" proof - have *: "((\x. - exp (- x)) \ (-0::real)) at_top" by (intro tendsto_minus filterlim_compose[OF exp_at_bot] filterlim_uminus_at_bot_at_top) have "filterlim (\x. (1 / 2) * (-exp (-x) + exp x) :: real) at_top at_top" by (rule filterlim_tendsto_pos_mult_at_top[OF _ _ filterlim_tendsto_add_at_top[OF *]] tendsto_const)+ (auto simp: exp_at_top) also have "(\x. (1 / 2) * (-exp (-x) + exp x) :: real) = sinh" by (simp add: fun_eq_iff sinh_def) finally show ?thesis . qed lemma sinh_real_at_bot: "filterlim (sinh :: real \ real) at_bot at_bot" proof - have "filterlim (\x. -sinh x :: real) at_bot at_top" by (simp add: filterlim_uminus_at_top [symmetric] sinh_real_at_top) also have "(\x. -sinh x :: real) = (\x. sinh (-x))" by simp finally show ?thesis by (subst filterlim_at_bot_mirror) qed lemma cosh_real_at_top: "filterlim (cosh :: real \ real) at_top at_top" proof - have *: "((\x. exp (- x)) \ (0::real)) at_top" by (intro filterlim_compose[OF exp_at_bot] filterlim_uminus_at_bot_at_top) have "filterlim (\x. (1 / 2) * (exp (-x) + exp x) :: real) at_top at_top" by (rule filterlim_tendsto_pos_mult_at_top[OF _ _ filterlim_tendsto_add_at_top[OF *]] tendsto_const)+ (auto simp: exp_at_top) also have "(\x. (1 / 2) * (exp (-x) + exp x) :: real) = cosh" by (simp add: fun_eq_iff cosh_def) finally show ?thesis . qed lemma cosh_real_at_bot: "filterlim (cosh :: real \ real) at_top at_bot" proof - have "filterlim (\x. cosh (-x) :: real) at_top at_top" by (simp add: cosh_real_at_top) thus ?thesis by (subst filterlim_at_bot_mirror) qed lemma tanh_real_at_top: "(tanh \ (1::real)) at_top" proof - have "((\x::real. (1 - exp (- 2 * x)) / (1 + exp (- 2 * x))) \ (1 - 0) / (1 + 0)) at_top" by (intro tendsto_intros filterlim_compose[OF exp_at_bot] filterlim_tendsto_neg_mult_at_bot[OF tendsto_const] filterlim_ident) auto also have "(\x::real. (1 - exp (- 2 * x)) / (1 + exp (- 2 * x))) = tanh" by (rule ext) (simp add: tanh_real_altdef) finally show ?thesis by simp qed lemma tanh_real_at_bot: "(tanh \ (-1::real)) at_bot" proof - have "((\x::real. -tanh x) \ -1) at_top" by (intro tendsto_minus tanh_real_at_top) also have "(\x. -tanh x :: real) = (\x. tanh (-x))" by simp finally show ?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 (\x. 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 (\x. 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 (\x. 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 (\x. 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 (\x. 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) (\x. 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 (\x. x))) \ 0" shows "continuous F (\x. 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 \ ((\x. 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 \ ((\x. 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 \ ((\x. 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\<^sup>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) also have "(4 - 4 * x) / ((1 + x) * (1 - x) * (1 - x) * 4) = 1 / ((1 + x) * (1 - x))" using \-1 < x\ \x < 1\ by (simp add: frac_eq_eq) also have "(1 + x) * (1 - x) = 1 - x ^ 2" by (simp add: algebra_simps power2_eq_square) finally show ?thesis . qed 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 (\x. 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 (\x. 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 (\x. 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 \ ((\x. 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 (\x. f x \ 1) F" shows "((\x. 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 "((\x. 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 "((\x. 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 (\x. 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 (\x. f x \ 1) F" shows "continuous F (\x. 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 (\x. 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 (\x. x)) > 1 \ continuous F (\x. arcosh (f x :: real))" unfolding continuous_def by (rule tendsto_arcosh) auto lemma continuous_artanh [continuous_intros]: "continuous F f \ f (Lim F (\x. x)) \ {-1<..<1} \ continuous F (\x. artanh (f x :: real))" unfolding continuous_def by (rule tendsto_artanh) auto lemma arsinh_real_at_top: "filterlim (arsinh :: real \ real) at_top at_top" proof (subst filterlim_cong[OF refl refl]) show "filterlim (\x. ln (x + sqrt (1 + x\<^sup>2))) at_top at_top" by (intro filterlim_compose[OF ln_at_top filterlim_at_top_add_at_top] filterlim_ident filterlim_compose[OF sqrt_at_top] filterlim_tendsto_add_at_top[OF tendsto_const] filterlim_pow_at_top) auto qed (auto intro!: eventually_mono[OF eventually_ge_at_top[of 1]] simp: arsinh_real_def add_ac) lemma arsinh_real_at_bot: "filterlim (arsinh :: real \ real) at_bot at_bot" proof - have "filterlim (\x::real. -arsinh x) at_bot at_top" by (subst filterlim_uminus_at_top [symmetric]) (rule arsinh_real_at_top) also have "(\x::real. -arsinh x) = (\x. arsinh (-x))" by simp finally show ?thesis by (subst filterlim_at_bot_mirror) qed lemma arcosh_real_at_top: "filterlim (arcosh :: real \ real) at_top at_top" proof (subst filterlim_cong[OF refl refl]) show "filterlim (\x. ln (x + sqrt (-1 + x\<^sup>2))) at_top at_top" by (intro filterlim_compose[OF ln_at_top filterlim_at_top_add_at_top] filterlim_ident filterlim_compose[OF sqrt_at_top] filterlim_tendsto_add_at_top[OF tendsto_const] filterlim_pow_at_top) auto qed (auto intro!: eventually_mono[OF eventually_ge_at_top[of 1]] simp: arcosh_real_def) lemma artanh_real_at_left_1: "filterlim (artanh :: real \ real) at_top (at_left 1)" proof - have *: "filterlim (\x::real. (1 + x) / (1 - x)) at_top (at_left 1)" by (rule LIM_at_top_divide) (auto intro!: tendsto_eq_intros eventually_mono[OF eventually_at_left_real[of 0]]) have "filterlim (\x::real. (1/2) * ln ((1 + x) / (1 - x))) at_top (at_left 1)" by (intro filterlim_tendsto_pos_mult_at_top[OF tendsto_const] * filterlim_compose[OF ln_at_top]) auto also have "(\x::real. (1/2) * ln ((1 + x) / (1 - x))) = artanh" by (simp add: artanh_def [abs_def]) finally show ?thesis . qed lemma artanh_real_at_right_1: "filterlim (artanh :: real \ real) at_bot (at_right (-1))" proof - have "?thesis \ filterlim (\x::real. -artanh x) at_top (at_right (-1))" by (simp add: filterlim_uminus_at_bot) also have "\ \ filterlim (\x::real. artanh (-x)) at_top (at_right (-1))" by (intro filterlim_cong refl eventually_mono[OF eventually_at_right_real[of "-1" "1"]]) auto also have "\ \ filterlim (artanh :: real \ real) at_top (at_left 1)" by (simp add: filterlim_at_left_to_right) also have \ by (rule artanh_real_at_left_1) finally show ?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]) moreover have "sqrt \ \ numeral m" by (subst real_sqrt_abs2) simp ultimately show "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_simproc : Proof.context -> cterm -> thm option val root_simproc : int * int -> Proof.context -> cterm -> thm option val powr_simproc : int * int -> Proof.context -> cterm -> thm option 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 < Integer.pow n (y + 1) in if x < n then SOME 1 else if x < Integer.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 < n then NONE else if x < Integer.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_simproc 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_simproc (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_simproc (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 \ end simproc_setup sqrt_numeral ("sqrt (numeral n)") = \K Root_Numeral_Simproc.sqrt_simproc\ simproc_setup root_numeral ("root (numeral n) (numeral x)") = \K (Root_Numeral_Simproc.root_simproc (200, Integer.pow 200 2))\ simproc_setup powr_divide_numeral ("numeral x powr (m / numeral n :: real)" | "numeral x powr (inverse (numeral n) :: real)") = \K (Root_Numeral_Simproc.powr_simproc (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