diff --git a/library/theories/analysis/bounded_linear_operator.lean b/library/theories/analysis/bounded_linear_operator.lean index dc8aa7b17..924e9d8ef 100644 --- a/library/theories/analysis/bounded_linear_operator.lean +++ b/library/theories/analysis/bounded_linear_operator.lean @@ -17,7 +17,7 @@ structure is_bdd_linear_map [class] {V W : Type} [normed_vector_space V] [normed extends is_module_hom ℝ f := (op_norm : ℝ) (op_norm_pos : op_norm > 0) (op_norm_bound : ∀ v : V, ∥f v∥ ≤ op_norm * ∥v∥) -theorem is_bdd_linear_map_id (V : Type) [normed_vector_space V] : is_bdd_linear_map (λ x : V, x) := +theorem is_bdd_linear_map_id [instance] (V : Type) [normed_vector_space V] : is_bdd_linear_map (λ x : V, x) := begin fapply is_bdd_linear_map.mk, repeat (intros; reflexivity), @@ -218,7 +218,7 @@ theorem frechet_deriv_spec [Hf : frechet_diffable_at f x] : (λ h : V, ∥f (x + h) - f x - (frechet_deriv_at f x h) ∥ / ∥ h ∥) ⟶ 0 at 0 := frechet_diffable_at.is_fr_der _ _ f x -theorem frechet_deriv_at_const {w : W} : is_frechet_deriv_at (λ v : V, w) (λ v : V, 0) x := +theorem frechet_deriv_at_const (w : W) : is_frechet_deriv_at (λ v : V, w) (λ v : V, 0) x := begin intros ε Hε, existsi 1, diff --git a/library/theories/analysis/metric_space.lean b/library/theories/analysis/metric_space.lean index 7d49a14a8..0bf37e813 100644 --- a/library/theories/analysis/metric_space.lean +++ b/library/theories/analysis/metric_space.lean @@ -347,6 +347,7 @@ have aux : (λ n, X (k + n)) = (λ n, X (n + k)), from funext (take n, by rewrit by rewrite aux at H; exact converges_to_seq_of_converges_to_seq_offset H -/ +--<<<<<<< HEAD proposition bounded_of_converges_seq {X : ℕ → M} {x : M} (H : X ⟶ x [at ∞]) : ∃ K : ℝ, ∀ n : ℕ, dist (X n) x ≤ K := have eventually (λ n, dist (X n) x < 1) [at ∞], @@ -362,6 +363,66 @@ proposition bounded_of_converges_seq {X : ℕ → M} {x : M} (H : X ⟶ x [at else show dist (X n) x ≤ K, from le.trans (le_of_lt (HN n (le_of_not_gt Hn))) !le_max_left) +--======= +/-proposition converges_to_seq_of_converges_to_seq_offset_succ + {X : ℕ → M} {y : M} (H : (λ n, X (succ n)) ⟶ y in ℕ) : + X ⟶ y in ℕ := +@converges_to_seq_of_converges_to_seq_offset M _ X y 1 H + +proposition converges_to_seq_offset_iff (X : ℕ → M) (y : M) (k : ℕ) : + ((λ n, X (n + k)) ⟶ y in ℕ) ↔ (X ⟶ y in ℕ) := +iff.intro converges_to_seq_of_converges_to_seq_offset !converges_to_seq_offset + +proposition converges_to_seq_offset_left_iff (X : ℕ → M) (y : M) (k : ℕ) : + ((λ n, X (k + n)) ⟶ y in ℕ) ↔ (X ⟶ y in ℕ) := +iff.intro converges_to_seq_of_converges_to_seq_offset_left !converges_to_seq_offset_left + +proposition converges_to_seq_offset_succ_iff (X : ℕ → M) (y : M) : + ((λ n, X (succ n)) ⟶ y in ℕ) ↔ (X ⟶ y in ℕ) := +iff.intro converges_to_seq_of_converges_to_seq_offset_succ !converges_to_seq_offset_succ + +section +open list +private definition r_trans : transitive (@le ℝ _) := λ a b c, !le.trans +private definition r_refl : reflexive (@le ℝ _) := λ a, !le.refl + +proposition bounded_of_converges_seq {X : ℕ → M} {x : M} (H : X ⟶ x in ℕ) : + ∃ K : ℝ, ∀ n : ℕ, dist (X n) x ≤ K := + begin + cases H zero_lt_one with N HN, + cases em (N = 0), + existsi 1, + intro n, + apply le_of_lt, + apply HN, + rewrite a, + apply zero_le, + let l := map (λ n : ℕ, -dist (X n) x) (upto N), + have Hnenil : l ≠ nil, from (map_ne_nil_of_ne_nil _ (upto_ne_nil_of_ne_zero a)), + existsi max (-list.min (λ a b : ℝ, le a b) l Hnenil) 1, + intro n, + have Hsmn : ∀ m : ℕ, m < N → dist (X m) x ≤ max (-list.min (λ a b : ℝ, le a b) l Hnenil) 1, begin + intro m Hm, + apply le.trans, + rotate 1, + apply le_max_left, + note Hall := min_lemma real.le_total r_trans r_refl Hnenil, + have Hmem : -dist (X m) x ∈ (map (λ (n : ℕ), -dist (X n) x) (upto N)), from mem_map _ (mem_upto_of_lt Hm), + note Hallm' := of_mem_of_all Hmem Hall, + apply le_neg_of_le_neg, + exact Hallm' + end, + cases em (n < N) with Elt Ege, + apply Hsmn, + exact Elt, + apply le_of_lt, + apply lt_of_lt_of_le, + apply HN, + apply le_of_not_gt Ege, + apply le_max_right + end +end +>>>>>>> feat(library/analysis): basic properties about real derivatives-/ /- cauchy sequences -/ @@ -552,32 +613,6 @@ variables {M N : Type} [Hm : metric_space M] [Hn : metric_space N] include Hm Hn open topology set -/- begin - intros x Hx ε Hε, - rewrite [↑continuous_on at Hfs], - cases @Hfs (open_ball (f x) ε) !open_ball_open with t Ht, - cases Ht with Ht Htx, - - cases @Hfx (open_ball (f x) ε) !open_ball_open (mem_open_ball _ Hε) with V HV, - cases HV with HV HVx, - cases HVx with HVx HVf, - cases ex_Open_ball_subset_of_Open_of_nonempty HV HVx with δ Hδ, - cases Hδ with Hδ Hδx, - existsi δ, - split, - exact Hδ, - intro x' Hx', - rewrite dist_comm, - apply and.right, - apply HVf, - apply Hδx, - apply and.intro !mem_univ, - rewrite dist_comm, - apply Hx', - end-/ - -/- continuity at a point -/ - -- the ε - δ definition of continuity is equivalent to the topological definition theorem continuous_at_intro {f : M → N} {x : M} (H : ∀ ⦃ε⦄, ε > 0 → ∃ δ, δ > 0 ∧ ∀ ⦃x'⦄, dist x' x < δ → dist (f x') (f x) < ε) : @@ -726,7 +761,7 @@ approaches_at_intro --definition continuous (f : M → N) : Prop := ∀ x, continuous_at f x theorem converges_seq_comp_of_converges_seq_of_cts (X : ℕ → M) [HX : converges_seq X] {f : M → N} - (Hf : continuous f) : + (Hf : continuous f) : converges_seq (λ n, f (X n)) := begin cases HX with xlim Hxlim, diff --git a/library/theories/analysis/real_deriv.lean b/library/theories/analysis/real_deriv.lean new file mode 100644 index 000000000..0f86d65fa --- /dev/null +++ b/library/theories/analysis/real_deriv.lean @@ -0,0 +1,60 @@ +/- +Copyright (c) 2016 Robert Y. Lewis. All rights reserved. +Released under Apache 2.0 license as described in the file LICENSE. +Author: Robert Y. Lewis + +Derivatives on ℝ +-/ +import .bounded_linear_operator +open real nat classical topology analysis +noncomputable theory + +namespace real + +-- move this to group +theorem add_sub_self (a b : ℝ) : a + b - a = b := + by rewrite [add_sub_assoc, add.comm, sub_add_cancel] + +-- make instance of const mul bdd lin op? + +definition derivative_at (f : ℝ → ℝ) (d x : ℝ) := is_frechet_deriv_at f (λ t, d • t) x + +theorem derivative_at_intro (f : ℝ → ℝ) (d x : ℝ) (H : (λ h, (f (x + h) - f x) / h) ⟶ d at 0) : + derivative_at f d x := + begin + apply is_frechet_deriv_at_intro, + intros ε Hε, + cases H Hε with δ Hδ, + existsi δ, + split, + exact and.left Hδ, + intro y Hy, + rewrite [-sub_zero y at Hy{2}], + note Hδ' := and.right Hδ y Hy, + have Hδ'' : abs ((f (x + y) - f x - d * y) / y) < ε, + by rewrite [-div_sub_div_same, mul_div_cancel _ (and.left Hy)]; apply Hδ', + show abs (f (x + y) - f x - d * y) / abs y < ε, by rewrite -abs_div; apply Hδ'' + end + +theorem deriv_at_const (c x : ℝ) : derivative_at (λ t, c) 0 x := + begin + apply derivative_at_intro, + have (λ h, (c - c) / h) = (λ h, 0), from funext (λ h, by rewrite [sub_self, zero_div]), + rewrite this, + apply converges_to_at_constant + end + +theorem deriv_at_id (x : ℝ) : derivative_at (λ t, t) 1 x := + begin + apply derivative_at_intro, + apply converges_to_at_real_intro, + intros ε Hε, + existsi 1, + split, + exact zero_lt_one, + intros x' Hx', + rewrite [add_sub_self, div_self (and.left Hx'), sub_self, abs_zero], + exact Hε + end + +end real diff --git a/library/theories/analysis/real_limit.lean b/library/theories/analysis/real_limit.lean index 36c0656d5..03200a652 100644 --- a/library/theories/analysis/real_limit.lean +++ b/library/theories/analysis/real_limit.lean @@ -405,7 +405,15 @@ section limit_operations_continuous variables {f g h : ℝ → ℝ} variables {a b x y : ℝ} +--<<<<<<< HEAD theorem mul_converges_to_at (Hf : f ⟶ a [at x]) (Hg : g ⟶ b [at x]) : (λ z, f z * g z) ⟶ a * b [at x] := +/-======= +theorem converges_to_at_real_intro (Hf : ∀ ⦃ε⦄, ε > 0 → + (∃ δ, δ > 0 ∧ ∀ ⦃x'⦄, x' ≠ x ∧ abs (x' - x) < δ → abs (f x' - y) < ε)) : + converges_to_at f y x := Hf + +theorem mul_converges_to_at (Hf : f ⟶ a at x) (Hg : g ⟶ b at x) : (λ z, f z * g z) ⟶ a * b at x := +>>>>>>> feat(library/analysis): basic properties about real derivatives-/ begin apply converges_to_at_of_all_conv_seqs, intro X HX,