/- Copyright (c) 2015 Robert Y. Lewis. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Author: Robert Y. Lewis The real numbers, constructed as equivalence classes of Cauchy sequences of rationals. This construction follows Bishop and Bridges (1985). At this point, we no longer proceed constructively: this file makes heavy use of decidability, excluded middle, and Hilbert choice. Two sets of definitions of Cauchy sequences, convergence, etc are available in the libray, one with rates and one without. The definitions here, with rates, are amenable to be used constructively if and when that development takes place. The second set of definitions available in /library/theories/analysis/metric_space.lean are the usual classical ones. Here, we show that ℝ is complete. The proofs of Cauchy completeness and the supremum property are independent of each other. -/ import data.real.basic data.real.order data.real.division data.rat data.nat data.pnat open rat local postfix ⁻¹ := pnat.inv open eq.ops pnat classical namespace rat_seq theorem rat_approx {s : seq} (H : regular s) : ∀ n : ℕ+, ∃ q : ℚ, ∃ N : ℕ+, ∀ m : ℕ+, m ≥ N → abs (s m - q) ≤ n⁻¹ := begin intro n, existsi (s (2 * n)), existsi 2 * n, intro m Hm, apply le.trans, apply H, rewrite -(pnat.add_halves n), apply add_le_add_right, apply inv_ge_of_le Hm end theorem rat_approx_seq {s : seq} (H : regular s) : ∀ n : ℕ+, ∃ q : ℚ, s_le (s_abs (sadd s (sneg (const q)))) (const n⁻¹) := begin intro m, rewrite ↑s_le, cases rat_approx H m with [q, Hq], cases Hq with [N, HN], existsi q, apply nonneg_of_bdd_within, repeat (apply reg_add_reg | apply reg_neg_reg | apply abs_reg_of_reg | apply const_reg | assumption), intro n, existsi N, intro p Hp, rewrite ↑[sadd, sneg, s_abs, const], apply le.trans, rotate 1, rewrite -sub_eq_add_neg, apply sub_le_sub_left, apply HN, apply pnat.le_trans, apply Hp, rewrite -*pnat.mul_assoc, apply pnat.mul_le_mul_left, rewrite [sub_self, -neg_zero], apply neg_le_neg, apply rat.le_of_lt, apply pnat.inv_pos end theorem r_rat_approx (s : reg_seq) : ∀ n : ℕ+, ∃ q : ℚ, r_le (r_abs (radd s (rneg (r_const q)))) (r_const n⁻¹) := rat_approx_seq (reg_seq.is_reg s) theorem const_bound {s : seq} (Hs : regular s) (n : ℕ+) : s_le (s_abs (sadd s (sneg (const (s n))))) (const n⁻¹) := begin rewrite ↑[s_le, nonneg, s_abs, sadd, sneg, const], intro m, rewrite -sub_eq_add_neg, apply iff.mp !le_add_iff_neg_le_sub_left, apply le.trans, apply Hs, apply add_le_add_right, rewrite -*pnat.mul_assoc, apply inv_ge_of_le, apply pnat.mul_le_mul_left end theorem abs_const (a : ℚ) : const (abs a) ≡ s_abs (const a) := by apply equiv.refl theorem r_abs_const (a : ℚ) : requiv (r_const (abs a) ) (r_abs (r_const a)) := abs_const a theorem equiv_abs_of_ge_zero {s : seq} (Hs : regular s) (Hz : s_le zero s) : s_abs s ≡ s := begin apply eq_of_bdd, apply abs_reg_of_reg Hs, apply Hs, intro j, rewrite ↑s_abs, let Hz' := s_nonneg_of_ge_zero Hs Hz, existsi 2 * j, intro n Hn, cases em (s n ≥ 0) with [Hpos, Hneg], rewrite [abs_of_nonneg Hpos, sub_self, abs_zero], apply rat.le_of_lt, apply pnat.inv_pos, let Hneg' := lt_of_not_ge Hneg, have Hsn : -s n - s n > 0, from add_pos (neg_pos_of_neg Hneg') (neg_pos_of_neg Hneg'), rewrite [abs_of_neg Hneg', abs_of_pos Hsn], apply le.trans, apply add_le_add, repeat (apply neg_le_neg; apply Hz'), rewrite neg_neg, apply le.trans, apply add_le_add, repeat (apply inv_ge_of_le; apply Hn), krewrite pnat.add_halves, apply le.refl end theorem equiv_neg_abs_of_le_zero {s : seq} (Hs : regular s) (Hz : s_le s zero) : s_abs s ≡ sneg s := begin apply eq_of_bdd, apply abs_reg_of_reg Hs, apply reg_neg_reg Hs, intro j, rewrite [↑s_abs, ↑s_le at Hz], have Hz' : nonneg (sneg s), begin apply nonneg_of_nonneg_equiv, rotate 3, apply Hz, rotate 2, apply s_zero_add, repeat (apply Hs | apply zero_is_reg | apply reg_neg_reg | apply reg_add_reg) end, existsi 2 * j, intro n Hn, cases em (s n ≥ 0) with [Hpos, Hneg], have Hsn : s n + s n ≥ 0, from add_nonneg Hpos Hpos, rewrite [abs_of_nonneg Hpos, ↑sneg, sub_neg_eq_add, abs_of_nonneg Hsn], rewrite [↑nonneg at Hz', ↑sneg at Hz'], apply le.trans, apply add_le_add, repeat apply (le_of_neg_le_neg !Hz'), apply le.trans, apply add_le_add, repeat (apply inv_ge_of_le; apply Hn), krewrite pnat.add_halves, apply le.refl, let Hneg' := lt_of_not_ge Hneg, rewrite [abs_of_neg Hneg', ↑sneg, sub_neg_eq_add, neg_add_eq_sub, sub_self, abs_zero], apply rat.le_of_lt, apply pnat.inv_pos end theorem r_equiv_abs_of_ge_zero {s : reg_seq} (Hz : r_le r_zero s) : requiv (r_abs s) s := equiv_abs_of_ge_zero (reg_seq.is_reg s) Hz theorem r_equiv_neg_abs_of_le_zero {s : reg_seq} (Hz : r_le s r_zero) : requiv (r_abs s) (-s) := equiv_neg_abs_of_le_zero (reg_seq.is_reg s) Hz end rat_seq namespace real open [classes] rat_seq private theorem rewrite_helper9 (a b c : ℝ) : b - c = (b - a) - (c - a) := by rewrite [-sub_add_eq_sub_sub_swap, sub_add_cancel] private theorem rewrite_helper10 (a b c d : ℝ) : c - d = (c - a) + (a - b) + (b - d) := by rewrite [*add_sub, *sub_add_cancel] noncomputable definition rep (x : ℝ) : rat_seq.reg_seq := some (quot.exists_rep x) definition re_abs (x : ℝ) : ℝ := quot.lift_on x (λ a, quot.mk (rat_seq.r_abs a)) (take a b Hab, quot.sound (rat_seq.r_abs_well_defined Hab)) theorem r_abs_nonneg {x : ℝ} : zero ≤ x → re_abs x = x := quot.induction_on x (λ a Ha, quot.sound (rat_seq.r_equiv_abs_of_ge_zero Ha)) theorem r_abs_nonpos {x : ℝ} : x ≤ zero → re_abs x = -x := quot.induction_on x (λ a Ha, quot.sound (rat_seq.r_equiv_neg_abs_of_le_zero Ha)) private theorem abs_const' (a : ℚ) : of_rat (abs a) = re_abs (of_rat a) := quot.sound (rat_seq.r_abs_const a) private theorem re_abs_is_abs : re_abs = abs := funext (begin intro x, apply eq.symm, cases em (zero ≤ x) with [Hor1, Hor2], rewrite [abs_of_nonneg Hor1, r_abs_nonneg Hor1], have Hor2' : x ≤ zero, from le_of_lt (lt_of_not_ge Hor2), rewrite [abs_of_neg (lt_of_not_ge Hor2), r_abs_nonpos Hor2'] end) theorem abs_const (a : ℚ) : of_rat (abs a) = abs (of_rat a) := by rewrite -re_abs_is_abs private theorem rat_approx' (x : ℝ) : ∀ n : ℕ+, ∃ q : ℚ, re_abs (x - of_rat q) ≤ of_rat n⁻¹ := quot.induction_on x (λ s n, rat_seq.r_rat_approx s n) theorem rat_approx (x : ℝ) : ∀ n : ℕ+, ∃ q : ℚ, abs (x - of_rat q) ≤ of_rat n⁻¹ := by rewrite -re_abs_is_abs; apply rat_approx' noncomputable definition approx (x : ℝ) (n : ℕ+) := some (rat_approx x n) theorem approx_spec (x : ℝ) (n : ℕ+) : abs (x - (of_rat (approx x n))) ≤ of_rat n⁻¹ := some_spec (rat_approx x n) theorem approx_spec' (x : ℝ) (n : ℕ+) : abs ((of_rat (approx x n)) - x) ≤ of_rat n⁻¹ := by rewrite abs_sub; apply approx_spec notation `r_seq` := ℕ+ → ℝ noncomputable definition converges_to_with_rate (X : r_seq) (a : ℝ) (N : ℕ+ → ℕ+) := ∀ k : ℕ+, ∀ n : ℕ+, n ≥ N k → abs (X n - a) ≤ of_rat k⁻¹ noncomputable definition cauchy_with_rate (X : r_seq) (M : ℕ+ → ℕ+) := ∀ k : ℕ+, ∀ m n : ℕ+, m ≥ M k → n ≥ M k → abs (X m - X n) ≤ of_rat k⁻¹ theorem cauchy_with_rate_of_converges_to_with_rate {X : r_seq} {a : ℝ} {N : ℕ+ → ℕ+} (Hc : converges_to_with_rate X a N) : cauchy_with_rate X (λ k, N (2 * k)) := begin intro k m n Hm Hn, rewrite (rewrite_helper9 a), apply le.trans, apply abs_add_le_abs_add_abs, apply le.trans, apply add_le_add, apply Hc, apply Hm, krewrite abs_neg, apply Hc, apply Hn, xrewrite -of_rat_add, apply of_rat_le_of_rat_of_le, krewrite pnat.add_halves, apply rat.le_refl end private definition Nb (M : ℕ+ → ℕ+) := λ k, pnat.max (3 * k) (M (2 * k)) private theorem Nb_spec_right (M : ℕ+ → ℕ+) (k : ℕ+) : M (2 * k) ≤ Nb M k := !pnat.max_right private theorem Nb_spec_left (M : ℕ+ → ℕ+) (k : ℕ+) : 3 * k ≤ Nb M k := !pnat.max_left section lim_seq parameter {X : r_seq} parameter {M : ℕ+ → ℕ+} hypothesis Hc : cauchy_with_rate X M include Hc noncomputable definition lim_seq : ℕ+ → ℚ := λ k, approx (X (Nb M k)) (2 * k) private theorem lim_seq_reg_helper {m n : ℕ+} (Hmn : M (2 * n) ≤M (2 * m)) : abs (of_rat (lim_seq m) - X (Nb M m)) + abs (X (Nb M m) - X (Nb M n)) + abs (X (Nb M n) - of_rat (lim_seq n)) ≤ of_rat (m⁻¹ + n⁻¹) := begin apply le.trans, apply add_le_add_three, apply approx_spec', rotate 1, apply approx_spec, rotate 1, apply Hc, rotate 1, apply Nb_spec_right, rotate 1, apply pnat.le_trans, apply Hmn, apply Nb_spec_right, krewrite [-+of_rat_add], change of_rat ((2 * m)⁻¹ + (2 * n)⁻¹ + (2 * n)⁻¹) ≤ of_rat (m⁻¹ + n⁻¹), rewrite [add.assoc], krewrite pnat.add_halves, apply of_rat_le_of_rat_of_le, apply add_le_add_right, apply inv_ge_of_le, apply pnat.mul_le_mul_left end theorem lim_seq_reg : rat_seq.regular lim_seq := begin rewrite ↑rat_seq.regular, intro m n, apply le_of_of_rat_le_of_rat, rewrite [abs_const, of_rat_sub, (rewrite_helper10 (X (Nb M m)) (X (Nb M n)))], apply le.trans, apply abs_add_three, cases em (M (2 * m) ≥ M (2 * n)) with [Hor1, Hor2], apply lim_seq_reg_helper Hor1, let Hor2' := pnat.le_of_lt (pnat.lt_of_not_le Hor2), krewrite [abs_sub (X (Nb M n)), abs_sub (X (Nb M m)), abs_sub, rat.add_comm, add_comm_three], apply lim_seq_reg_helper Hor2' end theorem lim_seq_spec (k : ℕ+) : rat_seq.s_le (rat_seq.s_abs (rat_seq.sadd lim_seq (rat_seq.sneg (rat_seq.const (lim_seq k))))) (rat_seq.const k⁻¹) := by apply rat_seq.const_bound; apply lim_seq_reg private noncomputable definition r_lim_seq : rat_seq.reg_seq := rat_seq.reg_seq.mk lim_seq lim_seq_reg private theorem r_lim_seq_spec (k : ℕ+) : rat_seq.r_le (rat_seq.r_abs ((rat_seq.radd r_lim_seq (rat_seq.rneg (rat_seq.r_const ((rat_seq.reg_seq.sq r_lim_seq) k)))))) (rat_seq.r_const k⁻¹) := lim_seq_spec k noncomputable definition lim : ℝ := quot.mk r_lim_seq theorem re_lim_spec (k : ℕ+) : re_abs (lim - (of_rat (lim_seq k))) ≤ of_rat k⁻¹ := r_lim_seq_spec k theorem lim_spec' (k : ℕ+) : abs (lim - (of_rat (lim_seq k))) ≤ of_rat k⁻¹ := by rewrite -re_abs_is_abs; apply re_lim_spec theorem lim_spec (k : ℕ+) : abs ((of_rat (lim_seq k)) - lim) ≤ of_rat k⁻¹ := by rewrite abs_sub; apply lim_spec' theorem converges_to_with_rate_of_cauchy_with_rate : converges_to_with_rate X lim (Nb M) := begin intro k n Hn, rewrite (rewrite_helper10 (X (Nb M n)) (of_rat (lim_seq n))), apply le.trans, apply abs_add_three, apply le.trans, apply add_le_add_three, apply Hc, apply pnat.le_trans, rotate 1, apply Hn, rotate_right 1, apply Nb_spec_right, have HMk : M (2 * k) ≤ Nb M n, begin apply pnat.le_trans, apply Nb_spec_right, apply pnat.le_trans, apply Hn, apply pnat.le_trans, apply pnat.mul_le_mul_left 3, apply Nb_spec_left end, apply HMk, rewrite ↑lim_seq, apply approx_spec, apply lim_spec, krewrite [-+of_rat_add], change of_rat ((2 * k)⁻¹ + (2 * n)⁻¹ + n⁻¹) ≤ of_rat k⁻¹, apply of_rat_le_of_rat_of_le, apply le.trans, apply add_le_add_three, apply rat.le_refl, apply inv_ge_of_le, apply pnat_mul_le_mul_left', apply pnat.le_trans, rotate 1, apply Hn, rotate_right 1, apply Nb_spec_left, apply inv_ge_of_le, apply pnat.le_trans, rotate 1, apply Hn, rotate_right 1, apply Nb_spec_left, rewrite -*pnat.mul_assoc, krewrite pnat.p_add_fractions, apply rat.le_refl end end lim_seq ------------------------------------------- -- int embedding theorems -- archimedean properties, integer floor and ceiling section ints open int theorem archimedean_upper (x : ℝ) : ∃ z : ℤ, x ≤ of_int z := begin apply quot.induction_on x, intro s, cases rat_seq.bdd_of_regular (rat_seq.reg_seq.is_reg s) with [b, Hb], existsi ubound b, have H : rat_seq.s_le (rat_seq.reg_seq.sq s) (rat_seq.const (rat.of_nat (ubound b))), begin apply rat_seq.s_le_of_le_pointwise (rat_seq.reg_seq.is_reg s), apply rat_seq.const_reg, intro n, apply rat.le_trans, apply Hb, apply ubound_ge end, apply H end theorem archimedean_upper_strict (x : ℝ) : ∃ z : ℤ, x < of_int z := begin cases archimedean_upper x with [z, Hz], existsi z + 1, apply lt_of_le_of_lt, apply Hz, apply of_int_lt_of_int_of_lt, apply lt_add_of_pos_right, apply dec_trivial end theorem archimedean_lower (x : ℝ) : ∃ z : ℤ, x ≥ of_int z := begin cases archimedean_upper (-x) with [z, Hz], existsi -z, rewrite [of_int_neg], apply iff.mp !neg_le_iff_neg_le Hz end theorem archimedean_lower_strict (x : ℝ) : ∃ z : ℤ, x > of_int z := begin cases archimedean_upper_strict (-x) with [z, Hz], existsi -z, rewrite [of_int_neg], apply iff.mp !neg_lt_iff_neg_lt Hz end private definition ex_floor (x : ℝ) := (@exists_greatest_of_bdd (λ z, x ≥ of_int z) _ (begin existsi some (archimedean_upper_strict x), let Har := some_spec (archimedean_upper_strict x), intros z Hz, apply not_le_of_gt, apply lt_of_lt_of_le, apply Har, have H : of_int (some (archimedean_upper_strict x)) ≤ of_int z, begin apply of_int_le_of_int_of_le, apply Hz end, exact H end) (by existsi some (archimedean_lower x); apply some_spec (archimedean_lower x))) noncomputable definition floor (x : ℝ) : ℤ := some (ex_floor x) noncomputable definition ceil (x : ℝ) : ℤ := - floor (-x) theorem floor_le (x : ℝ) : floor x ≤ x := and.left (some_spec (ex_floor x)) theorem lt_of_floor_lt {x : ℝ} {z : ℤ} (Hz : floor x < z) : x < z := begin apply lt_of_not_ge, cases some_spec (ex_floor x), apply a_1 _ Hz end theorem le_ceil (x : ℝ) : x ≤ ceil x := begin rewrite [↑ceil, of_int_neg], apply iff.mp !le_neg_iff_le_neg, apply floor_le end theorem lt_of_lt_ceil {x : ℝ} {z : ℤ} (Hz : z < ceil x) : z < x := begin rewrite ↑ceil at Hz, let Hz' := lt_of_floor_lt (iff.mp !lt_neg_iff_lt_neg Hz), rewrite [of_int_neg at Hz'], apply lt_of_neg_lt_neg Hz' end theorem floor_succ (x : ℝ) : floor (x + 1) = floor x + 1 := begin apply by_contradiction, intro H, cases lt_or_gt_of_ne H with [Hgt, Hlt], let Hl := lt_of_floor_lt Hgt, rewrite [of_int_add at Hl], apply not_le_of_gt (lt_of_add_lt_add_right Hl) !floor_le, let Hl := lt_of_floor_lt (iff.mp !add_lt_iff_lt_sub_right Hlt), rewrite [of_int_sub at Hl], apply not_le_of_gt (iff.mpr !add_lt_iff_lt_sub_right Hl) !floor_le end theorem floor_sub_one_lt_floor (x : ℝ) : floor (x - 1) < floor x := begin apply @lt_of_add_lt_add_right ℤ _ _ 1, rewrite [-floor_succ (x - 1), sub_add_cancel], apply lt_add_of_pos_right dec_trivial end theorem ceil_lt_ceil_succ (x : ℝ) : ceil x < ceil (x + 1) := begin rewrite [↑ceil, neg_add], apply neg_lt_neg, apply floor_sub_one_lt_floor end open nat theorem archimedean_small {ε : ℝ} (H : ε > 0) : ∃ (n : ℕ), 1 / succ n < ε := let n := int.nat_abs (ceil (2 / ε)) in assert int.of_nat n ≥ ceil (2 / ε), by rewrite of_nat_nat_abs; apply le_abs_self, have int.of_nat (succ n) ≥ ceil (2 / ε), begin apply le.trans, exact this, apply int.of_nat_le_of_nat_of_le, apply le_succ end, have H₁ : succ n ≥ ceil (2 / ε), from of_int_le_of_int_of_le this, have H₂ : succ n ≥ 2 / ε, from !le.trans !le_ceil H₁, have H₃ : 2 / ε > 0, from div_pos_of_pos_of_pos two_pos H, have 1 / succ n < ε, from calc 1 / succ n ≤ 1 / (2 / ε) : one_div_le_one_div_of_le H₃ H₂ ... = ε / 2 : one_div_div ... < ε : div_two_lt_of_pos H, exists.intro n this end ints -------------------------------------------------- -- supremum property -- this development roughly follows the proof of completeness done in Isabelle. -- It does not depend on the previous proof of Cauchy completeness. Much of the same -- machinery can be used to show that Cauchy completeness implies the supremum property. section supremum open prod nat local postfix `~` := nat_of_pnat -- The top part of this section could be refactored. What is the appropriate place to define -- bounds, supremum, etc? In algebra/ordered_field? They potentially apply to more than just ℝ. parameter X : ℝ → Prop definition ub (x : ℝ) := ∀ y : ℝ, X y → y ≤ x definition is_sup (x : ℝ) := ub x ∧ ∀ y : ℝ, ub y → x ≤ y definition lb (x : ℝ) := ∀ y : ℝ, X y → x ≤ y definition is_inf (x : ℝ) := lb x ∧ ∀ y : ℝ, lb y → y ≤ x parameter elt : ℝ hypothesis inh : X elt parameter bound : ℝ hypothesis bdd : ub bound include inh bdd private definition avg (a b : ℚ) := a / 2 + b / 2 private noncomputable definition bisect (ab : ℚ × ℚ) := if ub (avg (pr1 ab) (pr2 ab)) then (pr1 ab, (avg (pr1 ab) (pr2 ab))) else (avg (pr1 ab) (pr2 ab), pr2 ab) private noncomputable definition under : ℚ := rat.of_int (floor (elt - 1)) private theorem under_spec1 : of_rat under < elt := have H : of_rat under < of_int (floor elt), begin apply of_int_lt_of_int_of_lt, apply floor_sub_one_lt_floor end, lt_of_lt_of_le H !floor_le private theorem under_spec : ¬ ub under := begin rewrite ↑ub, apply not_forall_of_exists_not, existsi elt, apply iff.mpr not_implies_iff_and_not, apply and.intro, apply inh, apply not_le_of_gt under_spec1 end private noncomputable definition over : ℚ := rat.of_int (ceil (bound + 1)) -- b private theorem over_spec1 : bound < of_rat over := have H : of_int (ceil bound) < of_rat over, begin apply of_int_lt_of_int_of_lt, apply ceil_lt_ceil_succ end, lt_of_le_of_lt !le_ceil H private theorem over_spec : ub over := begin rewrite ↑ub, intro y Hy, apply le_of_lt, apply lt_of_le_of_lt, apply bdd, apply Hy, apply over_spec1 end private noncomputable definition under_seq := λ n : ℕ, pr1 (iterate bisect n (under, over)) -- A private noncomputable definition over_seq := λ n : ℕ, pr2 (iterate bisect n (under, over)) -- B private noncomputable definition avg_seq := λ n : ℕ, avg (over_seq n) (under_seq n) -- C private theorem avg_symm (n : ℕ) : avg_seq n = avg (under_seq n) (over_seq n) := by rewrite [↑avg_seq, ↑avg, add.comm] private theorem over_0 : over_seq 0 = over := rfl private theorem under_0 : under_seq 0 = under := rfl private theorem succ_helper (n : ℕ) : avg (pr1 (iterate bisect n (under, over))) (pr2 (iterate bisect n (under, over))) = avg_seq n := by rewrite avg_symm private theorem under_succ (n : ℕ) : under_seq (succ n) = (if ub (avg_seq n) then under_seq n else avg_seq n) := begin cases em (ub (avg_seq n)) with [Hub, Hub], rewrite [if_pos Hub], have H : pr1 (bisect (iterate bisect n (under, over))) = under_seq n, by rewrite [↑under_seq, ↑bisect at {2}, -succ_helper at Hub, if_pos Hub], apply H, rewrite [if_neg Hub], have H : pr1 (bisect (iterate bisect n (under, over))) = avg_seq n, by rewrite [↑bisect at {2}, -succ_helper at Hub, if_neg Hub, avg_symm], apply H end private theorem over_succ (n : ℕ) : over_seq (succ n) = (if ub (avg_seq n) then avg_seq n else over_seq n) := begin cases em (ub (avg_seq n)) with [Hub, Hub], rewrite [if_pos Hub], have H : pr2 (bisect (iterate bisect n (under, over))) = avg_seq n, by rewrite [↑bisect at {2}, -succ_helper at Hub, if_pos Hub, avg_symm], apply H, rewrite [if_neg Hub], have H : pr2 (bisect (iterate bisect n (under, over))) = over_seq n, by rewrite [↑over_seq, ↑bisect at {2}, -succ_helper at Hub, if_neg Hub], apply H end private theorem nat.zero_eq_0 : (zero : ℕ) = 0 := rfl private theorem width (n : ℕ) : over_seq n - under_seq n = (over - under) / ((2^n) : ℚ) := nat.induction_on n (by xrewrite [nat.zero_eq_0, over_0, under_0, pow_zero, div_one]) (begin intro a Ha, rewrite [over_succ, under_succ], let Hou := calc (over_seq a) / 2 - (under_seq a) / 2 = ((over - under) / 2^a) / 2 : by rewrite [div_sub_div_same, Ha] ... = (over - under) / ((2^a) * 2) : by rewrite div_div_eq_div_mul ... = (over - under) / 2^(a + 1) : by rewrite pow_add, cases em (ub (avg_seq a)), rewrite [*if_pos a_1, -add_one, -Hou, ↑avg_seq, ↑avg, sub_eq_add_neg, add.assoc, -sub_eq_add_neg, div_two_sub_self], rewrite [*if_neg a_1, -add_one, -Hou, ↑avg_seq, ↑avg, sub_add_eq_sub_sub, sub_self_div_two] end) private theorem width_narrows : ∃ n : ℕ, over_seq n - under_seq n ≤ 1 := begin cases binary_bound (over - under) with [a, Ha], existsi a, rewrite (width a), apply div_le_of_le_mul, apply pow_pos dec_trivial, rewrite rat.mul_one, apply Ha end private noncomputable definition over' := over_seq (some width_narrows) private noncomputable definition under' := under_seq (some width_narrows) private noncomputable definition over_seq' := λ n, over_seq (n + some width_narrows) private noncomputable definition under_seq' := λ n, under_seq (n + some width_narrows) private theorem over_seq'0 : over_seq' 0 = over' := by rewrite [↑over_seq', nat.zero_add] private theorem under_seq'0 : under_seq' 0 = under' := by rewrite [↑under_seq', nat.zero_add] private theorem under_over' : over' - under' ≤ 1 := some_spec width_narrows private theorem width' (n : ℕ) : over_seq' n - under_seq' n ≤ 1 / 2^n := nat.induction_on n (begin xrewrite [nat.zero_eq_0, over_seq'0, under_seq'0, pow_zero, div_one], apply under_over' end) (begin intros a Ha, rewrite [↑over_seq' at *, ↑under_seq' at *, *succ_add at *, width at *, -add_one, -(add_one a), pow_add, pow_add _ a 1, *pow_one], apply div_mul_le_div_mul_of_div_le_div_pos' Ha dec_trivial end) private theorem PA (n : ℕ) : ¬ ub (under_seq n) := nat.induction_on n (by rewrite under_0; apply under_spec) (begin intro a Ha, rewrite under_succ, cases em (ub (avg_seq a)), rewrite (if_pos a_1), assumption, rewrite (if_neg a_1), assumption end) private theorem PB (n : ℕ) : ub (over_seq n) := nat.induction_on n (by rewrite over_0; apply over_spec) (begin intro a Ha, rewrite over_succ, cases em (ub (avg_seq a)), rewrite (if_pos a_1), assumption, rewrite (if_neg a_1), assumption end) private theorem under_lt_over : under < over := begin cases exists_not_of_not_forall under_spec with [x, Hx], cases iff.mp not_implies_iff_and_not Hx with [HXx, Hxu], apply lt_of_of_rat_lt_of_rat, apply lt_of_lt_of_le, apply lt_of_not_ge Hxu, apply over_spec _ HXx end private theorem under_seq_lt_over_seq : ∀ m n : ℕ, under_seq m < over_seq n := begin intros, cases exists_not_of_not_forall (PA m) with [x, Hx], cases iff.mp not_implies_iff_and_not Hx with [HXx, Hxu], apply lt_of_of_rat_lt_of_rat, apply lt_of_lt_of_le, apply lt_of_not_ge Hxu, apply PB, apply HXx end private theorem under_seq_lt_over_seq_single : ∀ n : ℕ, under_seq n < over_seq n := by intros; apply under_seq_lt_over_seq private theorem under_seq'_lt_over_seq' : ∀ m n : ℕ, under_seq' m < over_seq' n := by intros; apply under_seq_lt_over_seq private theorem under_seq'_lt_over_seq'_single : ∀ n : ℕ, under_seq' n < over_seq' n := by intros; apply under_seq_lt_over_seq private theorem under_seq_mono_helper (i k : ℕ) : under_seq i ≤ under_seq (i + k) := (nat.induction_on k (by rewrite nat.add_zero; apply rat.le_refl) (begin intros a Ha, rewrite [add_succ, under_succ], cases em (ub (avg_seq (i + a))) with [Havg, Havg], rewrite (if_pos Havg), apply Ha, rewrite [if_neg Havg, ↑avg_seq, ↑avg], apply rat.le_trans, apply Ha, rewrite -add_halves at {1}, apply add_le_add_right, apply div_le_div_of_le_of_pos, apply rat.le_of_lt, apply under_seq_lt_over_seq, apply dec_trivial end)) private theorem under_seq_mono (i j : ℕ) (H : i ≤ j) : under_seq i ≤ under_seq j := begin cases le.elim H with [k, Hk'], rewrite -Hk', apply under_seq_mono_helper end private theorem over_seq_mono_helper (i k : ℕ) : over_seq (i + k) ≤ over_seq i := nat.induction_on k (by rewrite nat.add_zero; apply rat.le_refl) (begin intros a Ha, rewrite [add_succ, over_succ], cases em (ub (avg_seq (i + a))) with [Havg, Havg], rewrite [if_pos Havg, ↑avg_seq, ↑avg], apply rat.le_trans, rotate 1, apply Ha, rotate 1, apply add_le_of_le_sub_left, rewrite sub_self_div_two, apply div_le_div_of_le_of_pos, apply rat.le_of_lt, apply under_seq_lt_over_seq, apply dec_trivial, rewrite [if_neg Havg], apply Ha end) private theorem over_seq_mono (i j : ℕ) (H : i ≤ j) : over_seq j ≤ over_seq i := begin cases le.elim H with [k, Hk'], rewrite -Hk', apply over_seq_mono_helper end private theorem rat_power_two_inv_ge (k : ℕ+) : 1 / 2^k~ ≤ k⁻¹ := one_div_le_one_div_of_le !rat_of_pnat_is_pos !rat_power_two_le open rat_seq private theorem regular_lemma_helper {s : seq} {m n : ℕ+} (Hm : m ≤ n) (H : ∀ n i : ℕ+, i ≥ n → under_seq' n~ ≤ s i ∧ s i ≤ over_seq' n~) : abs (s m - s n) ≤ m⁻¹ + n⁻¹ := begin cases H m n Hm with [T1under, T1over], cases H m m (!pnat.le_refl) with [T2under, T2over], apply rat.le_trans, apply dist_bdd_within_interval, apply under_seq'_lt_over_seq'_single, rotate 1, repeat assumption, apply rat.le_trans, apply width', apply rat.le_trans, apply rat_power_two_inv_ge, apply le_add_of_nonneg_right, apply rat.le_of_lt (!pnat.inv_pos) end private theorem regular_lemma (s : seq) (H : ∀ n i : ℕ+, i ≥ n → under_seq' n~ ≤ s i ∧ s i ≤ over_seq' n~) : regular s := begin rewrite ↑regular, intros, cases em (m ≤ n) with [Hm, Hn], apply regular_lemma_helper Hm H, let T := regular_lemma_helper (pnat.le_of_lt (pnat.lt_of_not_le Hn)) H, rewrite [abs_sub at T, {n⁻¹ + _}add.comm at T], exact T end private noncomputable definition p_under_seq : seq := λ n : ℕ+, under_seq' n~ private noncomputable definition p_over_seq : seq := λ n : ℕ+, over_seq' n~ private theorem under_seq_regular : regular p_under_seq := begin apply regular_lemma, intros n i Hni, apply and.intro, apply under_seq_mono, apply add_le_add_right, apply Hni, apply rat.le_of_lt, apply under_seq_lt_over_seq end private theorem over_seq_regular : regular p_over_seq := begin apply regular_lemma, intros n i Hni, apply and.intro, apply rat.le_of_lt, apply under_seq_lt_over_seq, apply over_seq_mono, apply add_le_add_right, apply Hni end private noncomputable definition sup_over : ℝ := quot.mk (reg_seq.mk p_over_seq over_seq_regular) private noncomputable definition sup_under : ℝ := quot.mk (reg_seq.mk p_under_seq under_seq_regular) private theorem over_bound : ub sup_over := begin rewrite ↑ub, intros y Hy, apply le_of_le_reprs, intro n, apply PB, apply Hy end private theorem under_lowest_bound : ∀ y : ℝ, ub y → sup_under ≤ y := begin intros y Hy, apply le_of_reprs_le, intro n, cases exists_not_of_not_forall (PA _) with [x, Hx], cases iff.mp not_implies_iff_and_not Hx with [HXx, Hxn], apply le.trans, apply le_of_lt, apply lt_of_not_ge Hxn, apply Hy, apply HXx end private theorem under_over_equiv : p_under_seq ≡ p_over_seq := begin intros, apply rat.le_trans, have H : p_under_seq n < p_over_seq n, from !under_seq_lt_over_seq, rewrite [abs_of_neg (iff.mpr !sub_neg_iff_lt H), neg_sub], apply width', apply rat.le_trans, apply rat_power_two_inv_ge, apply le_add_of_nonneg_left, apply rat.le_of_lt !pnat.inv_pos end private theorem under_over_eq : sup_under = sup_over := quot.sound under_over_equiv theorem exists_is_sup_of_inh_of_bdd : ∃ x : ℝ, is_sup x := exists.intro sup_over (and.intro over_bound (under_over_eq ▸ under_lowest_bound)) end supremum definition bounding_set (X : ℝ → Prop) (x : ℝ) : Prop := ∀ y : ℝ, X y → x ≤ y theorem exists_is_inf_of_inh_of_bdd (X : ℝ → Prop) (elt : ℝ) (inh : X elt) (bound : ℝ) (bdd : lb X bound) : ∃ x : ℝ, is_inf X x := begin have Hinh : bounding_set X bound, begin intros y Hy, apply bdd, apply Hy end, have Hub : ub (bounding_set X) elt, begin intros y Hy, apply Hy, apply inh end, cases exists_is_sup_of_inh_of_bdd _ _ Hinh _ Hub with [supr, Hsupr], existsi supr, cases Hsupr with [Hubs1, Hubs2], apply and.intro, intros, apply Hubs2, intros z Hz, apply Hz, apply a, intros y Hlby, apply Hubs1, intros z Hz, apply Hlby, apply Hz end end real