(************************************************************************) (* v * The Coq Proof Assistant / The Coq Development Team *) (* 0. Proof. intro; red; intro; apply (not_O_INR (fact n) (fact_neq_0 n)); assumption. Qed. (*********) Lemma fact_simpl : forall n:nat, fact (S n) = (S n * fact n)%nat. Proof. intro; reflexivity. Qed. (*********) Lemma simpl_fact : forall n:nat, / INR (fact (S n)) * / / INR (fact n) = / INR (S n). Proof. intro; rewrite (Rinv_involutive (INR (fact n)) (INR_fact_neq_0 n)); unfold fact at 1; cbv beta iota; fold fact; rewrite (mult_INR (S n) (fact n)); rewrite (Rinv_mult_distr (INR (S n)) (INR (fact n))). rewrite (Rmult_assoc (/ INR (S n)) (/ INR (fact n)) (INR (fact n))); rewrite (Rinv_l (INR (fact n)) (INR_fact_neq_0 n)); apply (let (H1, H2) := Rmult_ne (/ INR (S n)) in H1). apply not_O_INR; auto. apply INR_fact_neq_0. Qed. (*******************************) (** * Power *) (*******************************) (*********) Infix "^" := pow : R_scope. Lemma pow_O : forall x:R, x ^ 0 = 1. Proof. reflexivity. Qed. Lemma pow_1 : forall x:R, x ^ 1 = x. Proof. simpl; auto with real. Qed. Lemma pow_add : forall (x:R) (n m:nat), x ^ (n + m) = x ^ n * x ^ m. Proof. intros x n; elim n; simpl; auto with real. intros n0 H' m; rewrite H'; auto with real. Qed. Lemma pow_nonzero : forall (x:R) (n:nat), x <> 0 -> x ^ n <> 0. Proof. intro; simple induction n; simpl. intro; red; intro; apply R1_neq_R0; assumption. intros; red; intro; elim (Rmult_integral x (x ^ n0) H1). intro; auto. apply H; assumption. Qed. Hint Resolve pow_O pow_1 pow_add pow_nonzero: real. Lemma pow_RN_plus : forall (x:R) (n m:nat), x <> 0 -> x ^ n = x ^ (n + m) * / x ^ m. Proof. intros x n; elim n; simpl; auto with real. intros n0 H' m H'0. rewrite Rmult_assoc; rewrite <- H'; auto. Qed. Lemma pow_lt : forall (x:R) (n:nat), 0 < x -> 0 < x ^ n. Proof. intros x n; elim n; simpl; auto with real. intros n0 H' H'0; replace 0 with (x * 0); auto with real. Qed. Hint Resolve pow_lt: real. Lemma Rlt_pow_R1 : forall (x:R) (n:nat), 1 < x -> (0 < n)%nat -> 1 < x ^ n. Proof. intros x n; elim n; simpl; auto with real. intros H' H'0; exfalso; omega. intros n0; case n0. simpl; rewrite Rmult_1_r; auto. intros n1 H' H'0 H'1. replace 1 with (1 * 1); auto with real. apply Rlt_trans with (r2 := x * 1); auto with real. apply Rmult_lt_compat_l; auto with real. apply Rlt_trans with (r2 := 1); auto with real. apply H'; auto with arith. Qed. Hint Resolve Rlt_pow_R1: real. Lemma Rlt_pow : forall (x:R) (n m:nat), 1 < x -> (n < m)%nat -> x ^ n < x ^ m. Proof. intros x n m H' H'0; replace m with (m - n + n)%nat. rewrite pow_add. pattern (x ^ n) at 1; replace (x ^ n) with (1 * x ^ n); auto with real. apply Rminus_lt. repeat rewrite (fun y:R => Rmult_comm y (x ^ n)); rewrite <- Rmult_minus_distr_l. replace 0 with (x ^ n * 0); auto with real. apply Rmult_lt_compat_l; auto with real. apply pow_lt; auto with real. apply Rlt_trans with (r2 := 1); auto with real. apply Rlt_minus; auto with real. apply Rlt_pow_R1; auto with arith. apply plus_lt_reg_l with (p := n); auto with arith. rewrite le_plus_minus_r; auto with arith; rewrite <- plus_n_O; auto. rewrite plus_comm; auto with arith. Qed. Hint Resolve Rlt_pow: real. (*********) Lemma tech_pow_Rmult : forall (x:R) (n:nat), x * x ^ n = x ^ S n. Proof. simple induction n; simpl; trivial. Qed. (*********) Lemma tech_pow_Rplus : forall (x:R) (a n:nat), x ^ a + INR n * x ^ a = INR (S n) * x ^ a. Proof. intros; pattern (x ^ a) at 1; rewrite <- (let (H1, H2) := Rmult_ne (x ^ a) in H1); rewrite (Rmult_comm (INR n) (x ^ a)); rewrite <- (Rmult_plus_distr_l (x ^ a) 1 (INR n)); rewrite (Rplus_comm 1 (INR n)); rewrite <- (S_INR n); apply Rmult_comm. Qed. Lemma poly : forall (n:nat) (x:R), 0 < x -> 1 + INR n * x <= (1 + x) ^ n. Proof. intros; elim n. simpl; cut (1 + 0 * x = 1). intro; rewrite H0; unfold Rle; right; reflexivity. ring. intros; unfold pow; fold pow; apply (Rle_trans (1 + INR (S n0) * x) ((1 + x) * (1 + INR n0 * x)) ((1 + x) * (1 + x) ^ n0)). cut ((1 + x) * (1 + INR n0 * x) = 1 + INR (S n0) * x + INR n0 * (x * x)). intro; rewrite H1; pattern (1 + INR (S n0) * x) at 1; rewrite <- (let (H1, H2) := Rplus_ne (1 + INR (S n0) * x) in H1); apply Rplus_le_compat_l; elim n0; intros. simpl; rewrite Rmult_0_l; unfold Rle; right; auto. unfold Rle; left; generalize Rmult_gt_0_compat; unfold Rgt; intro; fold (Rsqr x); apply (H3 (INR (S n1)) (Rsqr x) (lt_INR_0 (S n1) (lt_O_Sn n1))); fold (x > 0) in H; apply (Rlt_0_sqr x (Rlt_dichotomy_converse x 0 (or_intror (x < 0) H))). rewrite (S_INR n0); ring. unfold Rle in H0; elim H0; intro. unfold Rle; left; apply Rmult_lt_compat_l. rewrite Rplus_comm; apply (Rle_lt_0_plus_1 x (Rlt_le 0 x H)). assumption. rewrite H1; unfold Rle; right; trivial. Qed. Lemma Power_monotonic : forall (x:R) (m n:nat), Rabs x > 1 -> (m <= n)%nat -> Rabs (x ^ m) <= Rabs (x ^ n). Proof. intros x m n H; induction n as [| n Hrecn]; intros; inversion H0. unfold Rle; right; reflexivity. unfold Rle; right; reflexivity. apply (Rle_trans (Rabs (x ^ m)) (Rabs (x ^ n)) (Rabs (x ^ S n))). apply Hrecn; assumption. simpl; rewrite Rabs_mult. pattern (Rabs (x ^ n)) at 1. rewrite <- Rmult_1_r. rewrite (Rmult_comm (Rabs x) (Rabs (x ^ n))). apply Rmult_le_compat_l. apply Rabs_pos. unfold Rgt in H. apply Rlt_le; assumption. Qed. Lemma RPow_abs : forall (x:R) (n:nat), Rabs x ^ n = Rabs (x ^ n). Proof. intro; simple induction n; simpl. apply sym_eq; apply Rabs_pos_eq; apply Rlt_le; apply Rlt_0_1. intros; rewrite H; apply sym_eq; apply Rabs_mult. Qed. Lemma Pow_x_infinity : forall x:R, Rabs x > 1 -> forall b:R, exists N : nat, (forall n:nat, (n >= N)%nat -> Rabs (x ^ n) >= b). Proof. intros; elim (archimed (b * / (Rabs x - 1))); intros; clear H1; cut (exists N : nat, INR N >= b * / (Rabs x - 1)). intro; elim H1; clear H1; intros; exists x0; intros; apply (Rge_trans (Rabs (x ^ n)) (Rabs (x ^ x0)) b). apply Rle_ge; apply Power_monotonic; assumption. rewrite <- RPow_abs; cut (Rabs x = 1 + (Rabs x - 1)). intro; rewrite H3; apply (Rge_trans ((1 + (Rabs x - 1)) ^ x0) (1 + INR x0 * (Rabs x - 1)) b). apply Rle_ge; apply poly; fold (Rabs x - 1 > 0); apply Rgt_minus; assumption. apply (Rge_trans (1 + INR x0 * (Rabs x - 1)) (INR x0 * (Rabs x - 1)) b). apply Rle_ge; apply Rlt_le; rewrite (Rplus_comm 1 (INR x0 * (Rabs x - 1))); pattern (INR x0 * (Rabs x - 1)) at 1; rewrite <- (let (H1, H2) := Rplus_ne (INR x0 * (Rabs x - 1)) in H1); apply Rplus_lt_compat_l; apply Rlt_0_1. cut (b = b * / (Rabs x - 1) * (Rabs x - 1)). intros; rewrite H4; apply Rmult_ge_compat_r. apply Rge_minus; unfold Rge; left; assumption. assumption. rewrite Rmult_assoc; rewrite Rinv_l. ring. apply Rlt_dichotomy_converse; right; apply Rgt_minus; assumption. ring. cut ((0 <= up (b * / (Rabs x - 1)))%Z \/ (up (b * / (Rabs x - 1)) <= 0)%Z). intros; elim H1; intro. elim (IZN (up (b * / (Rabs x - 1))) H2); intros; exists x0; apply (Rge_trans (INR x0) (IZR (up (b * / (Rabs x - 1)))) (b * / (Rabs x - 1))). rewrite INR_IZR_INZ; apply IZR_ge; omega. unfold Rge; left; assumption. exists 0%nat; apply (Rge_trans (INR 0) (IZR (up (b * / (Rabs x - 1)))) (b * / (Rabs x - 1))). rewrite INR_IZR_INZ; apply IZR_ge; simpl; omega. unfold Rge; left; assumption. omega. Qed. Lemma pow_ne_zero : forall n:nat, n <> 0%nat -> 0 ^ n = 0. Proof. simple induction n. simpl; auto. intros; elim H; reflexivity. intros; simpl; apply Rmult_0_l. Qed. Lemma Rinv_pow : forall (x:R) (n:nat), x <> 0 -> / x ^ n = (/ x) ^ n. Proof. intros; elim n; simpl. apply Rinv_1. intro m; intro; rewrite Rinv_mult_distr. rewrite H0; reflexivity; assumption. assumption. apply pow_nonzero; assumption. Qed. Lemma pow_lt_1_zero : forall x:R, Rabs x < 1 -> forall y:R, 0 < y -> exists N : nat, (forall n:nat, (n >= N)%nat -> Rabs (x ^ n) < y). Proof. intros; elim (Req_dec x 0); intro. exists 1%nat; rewrite H1; intros n GE; rewrite pow_ne_zero. rewrite Rabs_R0; assumption. inversion GE; auto. cut (Rabs (/ x) > 1). intros; elim (Pow_x_infinity (/ x) H2 (/ y + 1)); intros N. exists N; intros; rewrite <- (Rinv_involutive y). rewrite <- (Rinv_involutive (Rabs (x ^ n))). apply Rinv_lt_contravar. apply Rmult_lt_0_compat. apply Rinv_0_lt_compat. assumption. apply Rinv_0_lt_compat. apply Rabs_pos_lt. apply pow_nonzero. assumption. rewrite <- Rabs_Rinv. rewrite Rinv_pow. apply (Rlt_le_trans (/ y) (/ y + 1) (Rabs ((/ x) ^ n))). pattern (/ y) at 1. rewrite <- (let (H1, H2) := Rplus_ne (/ y) in H1). apply Rplus_lt_compat_l. apply Rlt_0_1. apply Rge_le. apply H3. assumption. assumption. apply pow_nonzero. assumption. apply Rabs_no_R0. apply pow_nonzero. assumption. apply Rlt_dichotomy_converse. right; unfold Rgt; assumption. rewrite <- (Rinv_involutive 1). rewrite Rabs_Rinv. unfold Rgt; apply Rinv_lt_contravar. apply Rmult_lt_0_compat. apply Rabs_pos_lt. assumption. rewrite Rinv_1; apply Rlt_0_1. rewrite Rinv_1; assumption. assumption. red; intro; apply R1_neq_R0; assumption. Qed. Lemma pow_R1 : forall (r:R) (n:nat), r ^ n = 1 -> Rabs r = 1 \/ n = 0%nat. Proof. intros r n H'. case (Req_dec (Rabs r) 1); auto; intros H'1. case (Rdichotomy _ _ H'1); intros H'2. generalize H'; case n; auto. intros n0 H'0. cut (r <> 0); [ intros Eq1 | idtac ]. cut (Rabs r <> 0); [ intros Eq2 | apply Rabs_no_R0 ]; auto. absurd (Rabs (/ r) ^ 0 < Rabs (/ r) ^ S n0); auto. replace (Rabs (/ r) ^ S n0) with 1. simpl; apply Rlt_irrefl; auto. rewrite Rabs_Rinv; auto. rewrite <- Rinv_pow; auto. rewrite RPow_abs; auto. rewrite H'0; rewrite Rabs_right; auto with real rorders. apply Rlt_pow; auto with arith. rewrite Rabs_Rinv; auto. apply Rmult_lt_reg_l with (r := Rabs r). case (Rabs_pos r); auto. intros H'3; case Eq2; auto. rewrite Rmult_1_r; rewrite Rinv_r; auto with real. red; intro; absurd (r ^ S n0 = 1); auto. simpl; rewrite H; rewrite Rmult_0_l; auto with real. generalize H'; case n; auto. intros n0 H'0. cut (r <> 0); [ intros Eq1 | auto with real ]. cut (Rabs r <> 0); [ intros Eq2 | apply Rabs_no_R0 ]; auto. absurd (Rabs r ^ 0 < Rabs r ^ S n0); auto with real arith. repeat rewrite RPow_abs; rewrite H'0; simpl; auto with real. red; intro; absurd (r ^ S n0 = 1); auto. simpl; rewrite H; rewrite Rmult_0_l; auto with real. Qed. Lemma pow_Rsqr : forall (x:R) (n:nat), x ^ (2 * n) = Rsqr x ^ n. Proof. intros; induction n as [| n Hrecn]. reflexivity. replace (2 * S n)%nat with (S (S (2 * n))). replace (x ^ S (S (2 * n))) with (x * x * x ^ (2 * n)). rewrite Hrecn; reflexivity. simpl; ring. ring. Qed. Lemma pow_le : forall (a:R) (n:nat), 0 <= a -> 0 <= a ^ n. Proof. intros; induction n as [| n Hrecn]. simpl; left; apply Rlt_0_1. simpl; apply Rmult_le_pos; assumption. Qed. (**********) Lemma pow_1_even : forall n:nat, (-1) ^ (2 * n) = 1. Proof. intro; induction n as [| n Hrecn]. reflexivity. replace (2 * S n)%nat with (2 + 2 * n)%nat by ring. rewrite pow_add; rewrite Hrecn; simpl; ring. Qed. (**********) Lemma pow_1_odd : forall n:nat, (-1) ^ S (2 * n) = -1. Proof. intro; replace (S (2 * n)) with (2 * n + 1)%nat by ring. rewrite pow_add; rewrite pow_1_even; simpl; ring. Qed. (**********) Lemma pow_1_abs : forall n:nat, Rabs ((-1) ^ n) = 1. Proof. intro; induction n as [| n Hrecn]. simpl; apply Rabs_R1. replace (S n) with (n + 1)%nat; [ rewrite pow_add | ring ]. rewrite Rabs_mult. rewrite Hrecn; rewrite Rmult_1_l; simpl; rewrite Rmult_1_r; rewrite Rabs_Ropp; apply Rabs_R1. Qed. Lemma pow_mult : forall (x:R) (n1 n2:nat), x ^ (n1 * n2) = (x ^ n1) ^ n2. Proof. intros; induction n2 as [| n2 Hrecn2]. simpl; replace (n1 * 0)%nat with 0%nat; [ reflexivity | ring ]. replace (n1 * S n2)%nat with (n1 * n2 + n1)%nat. replace (S n2) with (n2 + 1)%nat by ring. do 2 rewrite pow_add. rewrite Hrecn2. simpl. ring. ring. Qed. Lemma pow_incr : forall (x y:R) (n:nat), 0 <= x <= y -> x ^ n <= y ^ n. Proof. intros. induction n as [| n Hrecn]. right; reflexivity. simpl. elim H; intros. apply Rle_trans with (y * x ^ n). do 2 rewrite <- (Rmult_comm (x ^ n)). apply Rmult_le_compat_l. apply pow_le; assumption. assumption. apply Rmult_le_compat_l. apply Rle_trans with x; assumption. apply Hrecn. Qed. Lemma pow_R1_Rle : forall (x:R) (k:nat), 1 <= x -> 1 <= x ^ k. Proof. intros. induction k as [| k Hreck]. right; reflexivity. simpl. apply Rle_trans with (x * 1). rewrite Rmult_1_r; assumption. apply Rmult_le_compat_l. left; apply Rlt_le_trans with 1; [ apply Rlt_0_1 | assumption ]. exact Hreck. Qed. Lemma Rle_pow : forall (x:R) (m n:nat), 1 <= x -> (m <= n)%nat -> x ^ m <= x ^ n. Proof. intros. replace n with (n - m + m)%nat. rewrite pow_add. rewrite Rmult_comm. pattern (x ^ m) at 1; rewrite <- Rmult_1_r. apply Rmult_le_compat_l. apply pow_le; left; apply Rlt_le_trans with 1; [ apply Rlt_0_1 | assumption ]. apply pow_R1_Rle; assumption. rewrite plus_comm. symmetry ; apply le_plus_minus; assumption. Qed. Lemma pow1 : forall n:nat, 1 ^ n = 1. Proof. intro; induction n as [| n Hrecn]. reflexivity. simpl; rewrite Hrecn; rewrite Rmult_1_r; reflexivity. Qed. Lemma pow_Rabs : forall (x:R) (n:nat), x ^ n <= Rabs x ^ n. Proof. intros; induction n as [| n Hrecn]. right; reflexivity. simpl; case (Rcase_abs x); intro. apply Rle_trans with (Rabs (x * x ^ n)). apply RRle_abs. rewrite Rabs_mult. apply Rmult_le_compat_l. apply Rabs_pos. right; symmetry ; apply RPow_abs. pattern (Rabs x) at 1; rewrite (Rabs_right x r); apply Rmult_le_compat_l. apply Rge_le; exact r. apply Hrecn. Qed. Lemma pow_maj_Rabs : forall (x y:R) (n:nat), Rabs y <= x -> y ^ n <= x ^ n. Proof. intros; cut (0 <= x). intro; apply Rle_trans with (Rabs y ^ n). apply pow_Rabs. induction n as [| n Hrecn]. right; reflexivity. simpl; apply Rle_trans with (x * Rabs y ^ n). do 2 rewrite <- (Rmult_comm (Rabs y ^ n)). apply Rmult_le_compat_l. apply pow_le; apply Rabs_pos. assumption. apply Rmult_le_compat_l. apply H0. apply Hrecn. apply Rle_trans with (Rabs y); [ apply Rabs_pos | exact H ]. Qed. (*******************************) (** * PowerRZ *) (*******************************) (*i Due to L.Thery i*) Ltac case_eq name := generalize (refl_equal name); pattern name at -1; case name. Definition powerRZ (x:R) (n:Z) := match n with | Z0 => 1 | Zpos p => x ^ nat_of_P p | Zneg p => / x ^ nat_of_P p end. Infix Local "^Z" := powerRZ (at level 30, right associativity) : R_scope. Lemma Zpower_NR0 : forall (x:Z) (n:nat), (0 <= x)%Z -> (0 <= Zpower_nat x n)%Z. Proof. induction n; unfold Zpower_nat; simpl; auto with zarith. Qed. Lemma powerRZ_O : forall x:R, x ^Z 0 = 1. Proof. reflexivity. Qed. Lemma powerRZ_1 : forall x:R, x ^Z Zsucc 0 = x. Proof. simpl; auto with real. Qed. Lemma powerRZ_NOR : forall (x:R) (z:Z), x <> 0 -> x ^Z z <> 0. Proof. destruct z; simpl; auto with real. Qed. Lemma powerRZ_add : forall (x:R) (n m:Z), x <> 0 -> x ^Z (n + m) = x ^Z n * x ^Z m. Proof. intro x; destruct n as [| n1| n1]; destruct m as [| m1| m1]; simpl; auto with real. (* POS/POS *) rewrite Pplus_plus; auto with real. (* POS/NEG *) case Pcompare_spec; intros; simpl. subst; auto with real. rewrite Pminus_minus by trivial. rewrite (pow_RN_plus x _ (nat_of_P n1)) by auto with real. rewrite plus_comm, le_plus_minus_r by (now apply lt_le_weak, Plt_lt). rewrite Rinv_mult_distr, Rinv_involutive; auto with real. rewrite Pminus_minus by trivial. rewrite (pow_RN_plus x _ (nat_of_P m1)) by auto with real. rewrite plus_comm, le_plus_minus_r by (now apply lt_le_weak, Plt_lt). reflexivity. (* NEG/POS *) case Pcompare_spec; intros; simpl. subst; auto with real. rewrite Pminus_minus by trivial. rewrite (pow_RN_plus x _ (nat_of_P n1)) by auto with real. rewrite plus_comm, le_plus_minus_r by (now apply lt_le_weak, Plt_lt). auto with real. rewrite Pminus_minus by trivial. rewrite (pow_RN_plus x _ (nat_of_P m1)) by auto with real. rewrite plus_comm, le_plus_minus_r by (now apply lt_le_weak, Plt_lt). rewrite Rinv_mult_distr, Rinv_involutive; auto with real. (* NEG/NEG *) rewrite Pplus_plus; auto with real. intros H'; rewrite pow_add; auto with real. apply Rinv_mult_distr; auto. apply pow_nonzero; auto. apply pow_nonzero; auto. Qed. Hint Resolve powerRZ_O powerRZ_1 powerRZ_NOR powerRZ_add: real. Lemma Zpower_nat_powerRZ : forall n m:nat, IZR (Zpower_nat (Z_of_nat n) m) = INR n ^Z Z_of_nat m. Proof. intros n m; elim m; simpl; auto with real. intros m1 H'; rewrite nat_of_P_of_succ_nat; simpl. replace (Zpower_nat (Z_of_nat n) (S m1)) with (Z_of_nat n * Zpower_nat (Z_of_nat n) m1)%Z. rewrite mult_IZR; auto with real. repeat rewrite <- INR_IZR_INZ; simpl. rewrite H'; simpl. case m1; simpl; auto with real. intros m2; rewrite nat_of_P_of_succ_nat; auto. unfold Zpower_nat; auto. Qed. Lemma Zpower_pos_powerRZ : forall n m, IZR (Zpower_pos n m) = IZR n ^Z Zpos m. Proof. intros. rewrite Zpower_pos_nat; simpl. induction (nat_of_P m). easy. unfold Zpower_nat; simpl. rewrite mult_IZR. now rewrite <- IHn0. Qed. Lemma powerRZ_lt : forall (x:R) (z:Z), 0 < x -> 0 < x ^Z z. Proof. intros x z; case z; simpl; auto with real. Qed. Hint Resolve powerRZ_lt: real. Lemma powerRZ_le : forall (x:R) (z:Z), 0 < x -> 0 <= x ^Z z. Proof. intros x z H'; apply Rlt_le; auto with real. Qed. Hint Resolve powerRZ_le: real. Lemma Zpower_nat_powerRZ_absolu : forall n m:Z, (0 <= m)%Z -> IZR (Zpower_nat n (Zabs_nat m)) = IZR n ^Z m. Proof. intros n m; case m; simpl; auto with zarith. intros p H'; elim (nat_of_P p); simpl; auto with zarith. intros n0 H'0; rewrite <- H'0; simpl; auto with zarith. rewrite <- mult_IZR; auto. intros p H'; absurd (0 <= Zneg p)%Z; auto with zarith. Qed. Lemma powerRZ_R1 : forall n:Z, 1 ^Z n = 1. Proof. intros n; case n; simpl; auto. intros p; elim (nat_of_P p); simpl; auto; intros n0 H'; rewrite H'; ring. intros p; elim (nat_of_P p); simpl. exact Rinv_1. intros n1 H'; rewrite Rinv_mult_distr; try rewrite Rinv_1; try rewrite H'; auto with real. Qed. (*******************************) (* For easy interface *) (*******************************) (* decimal_exp r z is defined as r 10^z *) Definition decimal_exp (r:R) (z:Z) : R := (r * 10 ^Z z). (*******************************) (** * Sum of n first naturals *) (*******************************) (*********) Fixpoint sum_nat_f_O (f:nat -> nat) (n:nat) : nat := match n with | O => f 0%nat | S n' => (sum_nat_f_O f n' + f (S n'))%nat end. (*********) Definition sum_nat_f (s n:nat) (f:nat -> nat) : nat := sum_nat_f_O (fun x:nat => f (x + s)%nat) (n - s). (*********) Definition sum_nat_O (n:nat) : nat := sum_nat_f_O (fun x:nat => x) n. (*********) Definition sum_nat (s n:nat) : nat := sum_nat_f s n (fun x:nat => x). (*******************************) (** * Sum *) (*******************************) (*********) Fixpoint sum_f_R0 (f:nat -> R) (N:nat) : R := match N with | O => f 0%nat | S i => sum_f_R0 f i + f (S i) end. (*********) Definition sum_f (s n:nat) (f:nat -> R) : R := sum_f_R0 (fun x:nat => f (x + s)%nat) (n - s). Lemma GP_finite : forall (x:R) (n:nat), sum_f_R0 (fun n:nat => x ^ n) n * (x - 1) = x ^ (n + 1) - 1. Proof. intros; induction n as [| n Hrecn]; simpl. ring. rewrite Rmult_plus_distr_r; rewrite Hrecn; cut ((n + 1)%nat = S n). intro H; rewrite H; simpl; ring. omega. Qed. Lemma sum_f_R0_triangle : forall (x:nat -> R) (n:nat), Rabs (sum_f_R0 x n) <= sum_f_R0 (fun i:nat => Rabs (x i)) n. Proof. intro; simple induction n; simpl. unfold Rle; right; reflexivity. intro m; intro; apply (Rle_trans (Rabs (sum_f_R0 x m + x (S m))) (Rabs (sum_f_R0 x m) + Rabs (x (S m))) (sum_f_R0 (fun i:nat => Rabs (x i)) m + Rabs (x (S m)))). apply Rabs_triang. rewrite Rplus_comm; rewrite (Rplus_comm (sum_f_R0 (fun i:nat => Rabs (x i)) m) (Rabs (x (S m)))); apply Rplus_le_compat_l; assumption. Qed. (*******************************) (** * Distance in R *) (*******************************) (*********) Definition R_dist (x y:R) : R := Rabs (x - y). (*********) Lemma R_dist_pos : forall x y:R, R_dist x y >= 0. Proof. intros; unfold R_dist; unfold Rabs; case (Rcase_abs (x - y)); intro l. unfold Rge; left; apply (Ropp_gt_lt_0_contravar (x - y) l). trivial. Qed. (*********) Lemma R_dist_sym : forall x y:R, R_dist x y = R_dist y x. Proof. unfold R_dist; intros; split_Rabs; try ring. generalize (Ropp_gt_lt_0_contravar (y - x) r); intro; rewrite (Ropp_minus_distr y x) in H; generalize (Rlt_asym (x - y) 0 r0); intro; unfold Rgt in H; exfalso; auto. generalize (minus_Rge y x r); intro; generalize (minus_Rge x y r0); intro; generalize (Rge_antisym x y H0 H); intro; rewrite H1; ring. Qed. (*********) Lemma R_dist_refl : forall x y:R, R_dist x y = 0 <-> x = y. Proof. unfold R_dist; intros; split_Rabs; split; intros. rewrite (Ropp_minus_distr x y) in H; apply sym_eq; apply (Rminus_diag_uniq y x H). rewrite (Ropp_minus_distr x y); generalize (sym_eq H); intro; apply (Rminus_diag_eq y x H0). apply (Rminus_diag_uniq x y H). apply (Rminus_diag_eq x y H). Qed. Lemma R_dist_eq : forall x:R, R_dist x x = 0. Proof. unfold R_dist; intros; split_Rabs; intros; ring. Qed. (***********) Lemma R_dist_tri : forall x y z:R, R_dist x y <= R_dist x z + R_dist z y. Proof. intros; unfold R_dist; replace (x - y) with (x - z + (z - y)); [ apply (Rabs_triang (x - z) (z - y)) | ring ]. Qed. (*********) Lemma R_dist_plus : forall a b c d:R, R_dist (a + c) (b + d) <= R_dist a b + R_dist c d. Proof. intros; unfold R_dist; replace (a + c - (b + d)) with (a - b + (c - d)). exact (Rabs_triang (a - b) (c - d)). ring. Qed. (*******************************) (** * Infinite Sum *) (*******************************) (*********) Definition infinite_sum (s:nat -> R) (l:R) : Prop := forall eps:R, eps > 0 -> exists N : nat, (forall n:nat, (n >= N)%nat -> R_dist (sum_f_R0 s n) l < eps). (** Compatibility with previous versions *) Notation infinit_sum := infinite_sum (only parsing).