(************************************************************************) (* * The Coq Proof Assistant / The Coq Development Team *) (* v * INRIA, CNRS and contributors - Copyright 1999-2018 *) (* R) : Prop := forall n:nat, Un (S n) <= Un n. Definition opp_seq (Un:nat -> R) (n:nat) : R := - Un n. Definition has_ub (Un:nat -> R) : Prop := bound (EUn Un). Definition has_lb (Un:nat -> R) : Prop := bound (EUn (opp_seq Un)). (**********) Lemma growing_cv : forall Un:nat -> R, Un_growing Un -> has_ub Un -> { l:R | Un_cv Un l }. Proof. intros Un Hug Heub. exists (proj1_sig (completeness (EUn Un) Heub (EUn_noempty Un))). destruct (completeness _ Heub (EUn_noempty Un)) as (l, H). now apply Un_cv_crit_lub. Qed. Lemma decreasing_growing : forall Un:nat -> R, Un_decreasing Un -> Un_growing (opp_seq Un). Proof. intro. unfold Un_growing, opp_seq, Un_decreasing. intros. apply Ropp_le_contravar. apply H. Qed. Lemma decreasing_cv : forall Un:nat -> R, Un_decreasing Un -> has_lb Un -> { l:R | Un_cv Un l }. Proof. intros. cut ({ l:R | Un_cv (opp_seq Un) l } -> { l:R | Un_cv Un l }). intro X. apply X. apply growing_cv. apply decreasing_growing; assumption. exact H0. intros (x,p). exists (- x). unfold Un_cv in p. unfold R_dist in p. unfold opp_seq in p. unfold Un_cv. unfold R_dist. intros. elim (p eps H1); intros. exists x0; intros. assert (H4 := H2 n H3). rewrite <- Rabs_Ropp. replace (- (Un n - - x)) with (- Un n - x); [ assumption | ring ]. Qed. (***********) Lemma ub_to_lub : forall Un:nat -> R, has_ub Un -> { l:R | is_lub (EUn Un) l }. Proof. intros. unfold has_ub in H. apply completeness. assumption. exists (Un 0%nat). unfold EUn. exists 0%nat; reflexivity. Qed. (**********) Lemma lb_to_glb : forall Un:nat -> R, has_lb Un -> { l:R | is_lub (EUn (opp_seq Un)) l }. Proof. intros; unfold has_lb in H. apply completeness. assumption. exists (- Un 0%nat). exists 0%nat. reflexivity. Qed. Definition lub (Un:nat -> R) (pr:has_ub Un) : R := let (a,_) := ub_to_lub Un pr in a. Definition glb (Un:nat -> R) (pr:has_lb Un) : R := let (a,_) := lb_to_glb Un pr in - a. (* Compatibility with previous unappropriate terminology *) Notation maj_sup := ub_to_lub (only parsing). Notation min_inf := lb_to_glb (only parsing). Notation majorant := lub (only parsing). Notation minorant := glb (only parsing). Lemma maj_ss : forall (Un:nat -> R) (k:nat), has_ub Un -> has_ub (fun i:nat => Un (k + i)%nat). Proof. intros. unfold has_ub in H. unfold bound in H. elim H; intros. unfold is_upper_bound in H0. unfold has_ub. exists x. unfold is_upper_bound. intros. apply H0. elim H1; intros. exists (k + x1)%nat; assumption. Qed. Lemma min_ss : forall (Un:nat -> R) (k:nat), has_lb Un -> has_lb (fun i:nat => Un (k + i)%nat). Proof. intros. unfold has_lb in H. unfold bound in H. elim H; intros. unfold is_upper_bound in H0. unfold has_lb. exists x. unfold is_upper_bound. intros. apply H0. elim H1; intros. exists (k + x1)%nat; assumption. Qed. Definition sequence_ub (Un:nat -> R) (pr:has_ub Un) (i:nat) : R := lub (fun k:nat => Un (i + k)%nat) (maj_ss Un i pr). Definition sequence_lb (Un:nat -> R) (pr:has_lb Un) (i:nat) : R := glb (fun k:nat => Un (i + k)%nat) (min_ss Un i pr). (* Compatibility *) Notation sequence_majorant := sequence_ub (only parsing). Notation sequence_minorant := sequence_lb (only parsing). Lemma Wn_decreasing : forall (Un:nat -> R) (pr:has_ub Un), Un_decreasing (sequence_ub Un pr). Proof. intros. unfold Un_decreasing. intro. unfold sequence_ub. pose proof (ub_to_lub (fun k:nat => Un (S n + k)%nat) (maj_ss Un (S n) pr)) as (x,(H1,H2)). pose proof (ub_to_lub (fun k:nat => Un (n + k)%nat) (maj_ss Un n pr)) as (x0,(H3,H4)). cut (lub (fun k:nat => Un (S n + k)%nat) (maj_ss Un (S n) pr) = x); [ intro Maj1; rewrite Maj1 | idtac ]. cut (lub (fun k:nat => Un (n + k)%nat) (maj_ss Un n pr) = x0); [ intro Maj2; rewrite Maj2 | idtac ]. apply H2. unfold is_upper_bound. intros x1 H5. unfold is_upper_bound in H3. apply H3. elim H5; intros. exists (1 + x2)%nat. replace (n + (1 + x2))%nat with (S n + x2)%nat. assumption. replace (S n) with (1 + n)%nat; [ ring | ring ]. cut (is_lub (EUn (fun k:nat => Un (n + k)%nat)) (lub (fun k:nat => Un (n + k)%nat) (maj_ss Un n pr))). intros (H5,H6). assert (H7 := H6 x0 H3). assert (H8 := H4 (lub (fun k:nat => Un (n + k)%nat) (maj_ss Un n pr)) H5). apply Rle_antisym; assumption. unfold lub. case (ub_to_lub (fun k:nat => Un (n + k)%nat) (maj_ss Un n pr)). trivial. cut (is_lub (EUn (fun k:nat => Un (S n + k)%nat)) (lub (fun k:nat => Un (S n + k)%nat) (maj_ss Un (S n) pr))). intros (H5,H6). assert (H7 := H6 x H1). assert (H8 := H2 (lub (fun k:nat => Un (S n + k)%nat) (maj_ss Un (S n) pr)) H5). apply Rle_antisym; assumption. unfold lub. case (ub_to_lub (fun k:nat => Un (S n + k)%nat) (maj_ss Un (S n) pr)). trivial. Qed. Lemma Vn_growing : forall (Un:nat -> R) (pr:has_lb Un), Un_growing (sequence_lb Un pr). Proof. intros. unfold Un_growing. intro. unfold sequence_lb. assert (H := lb_to_glb (fun k:nat => Un (S n + k)%nat) (min_ss Un (S n) pr)). assert (H0 := lb_to_glb (fun k:nat => Un (n + k)%nat) (min_ss Un n pr)). elim H; intros. elim H0; intros. cut (glb (fun k:nat => Un (S n + k)%nat) (min_ss Un (S n) pr) = - x); [ intro Maj1; rewrite Maj1 | idtac ]. cut (glb (fun k:nat => Un (n + k)%nat) (min_ss Un n pr) = - x0); [ intro Maj2; rewrite Maj2 | idtac ]. unfold is_lub in p. unfold is_lub in p0. elim p; intros. apply Ropp_le_contravar. apply H2. elim p0; intros. unfold is_upper_bound. intros. unfold is_upper_bound in H3. apply H3. elim H5; intros. exists (1 + x2)%nat. unfold opp_seq in H6. unfold opp_seq. replace (n + (1 + x2))%nat with (S n + x2)%nat. assumption. replace (S n) with (1 + n)%nat; [ ring | ring ]. cut (is_lub (EUn (opp_seq (fun k:nat => Un (n + k)%nat))) (- glb (fun k:nat => Un (n + k)%nat) (min_ss Un n pr))). intro. unfold is_lub in p0; unfold is_lub in H1. elim p0; intros; elim H1; intros. assert (H6 := H5 x0 H2). assert (H7 := H3 (- glb (fun k:nat => Un (n + k)%nat) (min_ss Un n pr)) H4). rewrite <- (Ropp_involutive (glb (fun k:nat => Un (n + k)%nat) (min_ss Un n pr))) . apply Ropp_eq_compat; apply Rle_antisym; assumption. unfold glb. case (lb_to_glb (fun k:nat => Un (n + k)%nat) (min_ss Un n pr)); simpl. intro; rewrite Ropp_involutive. trivial. cut (is_lub (EUn (opp_seq (fun k:nat => Un (S n + k)%nat))) (- glb (fun k:nat => Un (S n + k)%nat) (min_ss Un (S n) pr))). intro. unfold is_lub in p; unfold is_lub in H1. elim p; intros; elim H1; intros. assert (H6 := H5 x H2). assert (H7 := H3 (- glb (fun k:nat => Un (S n + k)%nat) (min_ss Un (S n) pr)) H4). rewrite <- (Ropp_involutive (glb (fun k:nat => Un (S n + k)%nat) (min_ss Un (S n) pr))) . apply Ropp_eq_compat; apply Rle_antisym; assumption. unfold glb. case (lb_to_glb (fun k:nat => Un (S n + k)%nat) (min_ss Un (S n) pr)); simpl. intro; rewrite Ropp_involutive. trivial. Qed. (**********) Lemma Vn_Un_Wn_order : forall (Un:nat -> R) (pr1:has_ub Un) (pr2:has_lb Un) (n:nat), sequence_lb Un pr2 n <= Un n <= sequence_ub Un pr1 n. Proof. intros. split. unfold sequence_lb. cut { l:R | is_lub (EUn (opp_seq (fun i:nat => Un (n + i)%nat))) l }. intro X. elim X; intros. replace (glb (fun k:nat => Un (n + k)%nat) (min_ss Un n pr2)) with (- x). unfold is_lub in p. elim p; intros. unfold is_upper_bound in H. rewrite <- (Ropp_involutive (Un n)). apply Ropp_le_contravar. apply H. exists 0%nat. unfold opp_seq. replace (n + 0)%nat with n; [ reflexivity | ring ]. cut (is_lub (EUn (opp_seq (fun k:nat => Un (n + k)%nat))) (- glb (fun k:nat => Un (n + k)%nat) (min_ss Un n pr2))). intro. unfold is_lub in p; unfold is_lub in H. elim p; intros; elim H; intros. assert (H4 := H3 x H0). assert (H5 := H1 (- glb (fun k:nat => Un (n + k)%nat) (min_ss Un n pr2)) H2). rewrite <- (Ropp_involutive (glb (fun k:nat => Un (n + k)%nat) (min_ss Un n pr2))) . apply Ropp_eq_compat; apply Rle_antisym; assumption. unfold glb. case (lb_to_glb (fun k:nat => Un (n + k)%nat) (min_ss Un n pr2)); simpl. intro; rewrite Ropp_involutive. trivial. apply lb_to_glb. apply min_ss; assumption. unfold sequence_ub. cut { l:R | is_lub (EUn (fun i:nat => Un (n + i)%nat)) l }. intro X. elim X; intros. replace (lub (fun k:nat => Un (n + k)%nat) (maj_ss Un n pr1)) with x. unfold is_lub in p. elim p; intros. unfold is_upper_bound in H. apply H. exists 0%nat. replace (n + 0)%nat with n; [ reflexivity | ring ]. cut (is_lub (EUn (fun k:nat => Un (n + k)%nat)) (lub (fun k:nat => Un (n + k)%nat) (maj_ss Un n pr1))). intro. unfold is_lub in p; unfold is_lub in H. elim p; intros; elim H; intros. assert (H4 := H3 x H0). assert (H5 := H1 (lub (fun k:nat => Un (n + k)%nat) (maj_ss Un n pr1)) H2). apply Rle_antisym; assumption. unfold lub. case (ub_to_lub (fun k:nat => Un (n + k)%nat) (maj_ss Un n pr1)). intro; trivial. apply ub_to_lub. apply maj_ss; assumption. Qed. Lemma min_maj : forall (Un:nat -> R) (pr1:has_ub Un) (pr2:has_lb Un), has_ub (sequence_lb Un pr2). Proof. intros. assert (H := Vn_Un_Wn_order Un pr1 pr2). unfold has_ub. unfold bound. unfold has_ub in pr1. unfold bound in pr1. elim pr1; intros. exists x. unfold is_upper_bound. intros. unfold is_upper_bound in H0. elim H1; intros. rewrite H2. apply Rle_trans with (Un x1). assert (H3 := H x1); elim H3; intros; assumption. apply H0. exists x1; reflexivity. Qed. Lemma maj_min : forall (Un:nat -> R) (pr1:has_ub Un) (pr2:has_lb Un), has_lb (sequence_ub Un pr1). Proof. intros. assert (H := Vn_Un_Wn_order Un pr1 pr2). unfold has_lb. unfold bound. unfold has_lb in pr2. unfold bound in pr2. elim pr2; intros. exists x. unfold is_upper_bound. intros. unfold is_upper_bound in H0. elim H1; intros. rewrite H2. apply Rle_trans with (opp_seq Un x1). assert (H3 := H x1); elim H3; intros. unfold opp_seq; apply Ropp_le_contravar. assumption. apply H0. exists x1; reflexivity. Qed. (**********) Lemma cauchy_maj : forall Un:nat -> R, Cauchy_crit Un -> has_ub Un. Proof. intros. unfold has_ub. apply cauchy_bound. assumption. Qed. (**********) Lemma cauchy_opp : forall Un:nat -> R, Cauchy_crit Un -> Cauchy_crit (opp_seq Un). Proof. intro. unfold Cauchy_crit. unfold R_dist. intros. elim (H eps H0); intros. exists x; intros. unfold opp_seq. rewrite <- Rabs_Ropp. replace (- (- Un n - - Un m)) with (Un n - Un m); [ apply H1; assumption | ring ]. Qed. (**********) Lemma cauchy_min : forall Un:nat -> R, Cauchy_crit Un -> has_lb Un. Proof. intros. unfold has_lb. assert (H0 := cauchy_opp _ H). apply cauchy_bound. assumption. Qed. (**********) Lemma maj_cv : forall (Un:nat -> R) (pr:Cauchy_crit Un), { l:R | Un_cv (sequence_ub Un (cauchy_maj Un pr)) l }. Proof. intros. apply decreasing_cv. apply Wn_decreasing. apply maj_min. apply cauchy_min. assumption. Qed. (**********) Lemma min_cv : forall (Un:nat -> R) (pr:Cauchy_crit Un), { l:R | Un_cv (sequence_lb Un (cauchy_min Un pr)) l }. Proof. intros. apply growing_cv. apply Vn_growing. apply min_maj. apply cauchy_maj. assumption. Qed. Lemma cond_eq : forall x y:R, (forall eps:R, 0 < eps -> Rabs (x - y) < eps) -> x = y. Proof. intros. destruct (total_order_T x y) as [[Hlt|Heq]|Hgt]. cut (0 < y - x). intro. assert (H1 := H (y - x) H0). rewrite <- Rabs_Ropp in H1. cut (- (x - y) = y - x); [ intro; rewrite H2 in H1 | ring ]. rewrite Rabs_right in H1. elim (Rlt_irrefl _ H1). left; assumption. apply Rplus_lt_reg_l with x. rewrite Rplus_0_r; replace (x + (y - x)) with y; [ assumption | ring ]. assumption. cut (0 < x - y). intro. assert (H1 := H (x - y) H0). rewrite Rabs_right in H1. elim (Rlt_irrefl _ H1). left; assumption. apply Rplus_lt_reg_l with y. rewrite Rplus_0_r; replace (y + (x - y)) with x; [ assumption | ring ]. Qed. Lemma not_Rlt : forall r1 r2:R, ~ r1 < r2 -> r1 >= r2. Proof. intros r1 r2; generalize (Rtotal_order r1 r2); unfold Rge. tauto. Qed. (**********) Lemma approx_maj : forall (Un:nat -> R) (pr:has_ub Un) (eps:R), 0 < eps -> exists k : nat, Rabs (lub Un pr - Un k) < eps. Proof. intros Un pr. pose (Vn := fix aux n := match n with S n' => if Rle_lt_dec (aux n') (Un n) then Un n else aux n' | O => Un O end). pose (In := fix aux n := match n with S n' => if Rle_lt_dec (Vn n) (Un n) then n else aux n' | O => O end). assert (VUI: forall n, Vn n = Un (In n)). induction n. easy. simpl. destruct (Rle_lt_dec (Vn n) (Un (S n))) as [H1|H1]. destruct (Rle_lt_dec (Un (S n)) (Un (S n))) as [H2|H2]. easy. elim (Rlt_irrefl _ H2). destruct (Rle_lt_dec (Vn n) (Un (S n))) as [H2|H2]. elim (Rlt_irrefl _ (Rle_lt_trans _ _ _ H2 H1)). exact IHn. assert (HubV : has_ub Vn). destruct pr as (ub, Hub). exists ub. intros x (n, Hn). rewrite Hn, VUI. apply Hub. now exists (In n). assert (HgrV : Un_growing Vn). intros n. induction n. simpl. destruct (Rle_lt_dec (Un O) (Un 1%nat)) as [H|_]. exact H. apply Rle_refl. simpl. destruct (Rle_lt_dec (Vn n) (Un (S n))) as [H1|H1]. destruct (Rle_lt_dec (Un (S n)) (Un (S (S n)))) as [H2|H2]. exact H2. apply Rle_refl. destruct (Rle_lt_dec (Vn n) (Un (S (S n)))) as [H2|H2]. exact H2. apply Rle_refl. destruct (ub_to_lub Vn HubV) as (l, Hl). unfold lub. destruct (ub_to_lub Un pr) as (l', Hl'). replace l' with l. intros eps Heps. destruct (Un_cv_crit_lub Vn HgrV l Hl eps Heps) as (n, Hn). exists (In n). rewrite <- VUI. rewrite Rabs_minus_sym. apply Hn. apply le_refl. apply Rle_antisym. apply Hl. intros n (k, Hk). rewrite Hk, VUI. apply Hl'. now exists (In k). apply Hl'. intros n (k, Hk). rewrite Hk. apply Rle_trans with (Vn k). clear. induction k. apply Rle_refl. simpl. destruct (Rle_lt_dec (Vn k) (Un (S k))) as [H|H]. apply Rle_refl. now apply Rlt_le. apply Hl. now exists k. Qed. (**********) Lemma approx_min : forall (Un:nat -> R) (pr:has_lb Un) (eps:R), 0 < eps -> exists k : nat, Rabs (glb Un pr - Un k) < eps. Proof. intros Un pr. unfold glb. destruct lb_to_glb as (lb, Hlb). intros eps Heps. destruct (approx_maj _ pr eps Heps) as (n, Hn). exists n. unfold Rminus. rewrite <- Ropp_plus_distr, Rabs_Ropp. replace lb with (lub (opp_seq Un) pr). now rewrite <- (Ropp_involutive (Un n)). unfold lub. destruct ub_to_lub as (ub, Hub). apply Rle_antisym. apply Hub. apply Hlb. apply Hlb. apply Hub. Qed. (** Unicity of limit for convergent sequences *) Lemma UL_sequence : forall (Un:nat -> R) (l1 l2:R), Un_cv Un l1 -> Un_cv Un l2 -> l1 = l2. Proof. intros Un l1 l2; unfold Un_cv; unfold R_dist; intros. apply cond_eq. intros; cut (0 < eps / 2); [ intro | unfold Rdiv; apply Rmult_lt_0_compat; [ assumption | apply Rinv_0_lt_compat; prove_sup0 ] ]. elim (H (eps / 2) H2); intros. elim (H0 (eps / 2) H2); intros. set (N := max x x0). apply Rle_lt_trans with (Rabs (l1 - Un N) + Rabs (Un N - l2)). replace (l1 - l2) with (l1 - Un N + (Un N - l2)); [ apply Rabs_triang | ring ]. rewrite (double_var eps); apply Rplus_lt_compat. rewrite <- Rabs_Ropp; rewrite Ropp_minus_distr; apply H3; unfold ge, N; apply le_max_l. apply H4; unfold ge, N; apply le_max_r. Qed. (**********) Lemma CV_plus : forall (An Bn:nat -> R) (l1 l2:R), Un_cv An l1 -> Un_cv Bn l2 -> Un_cv (fun i:nat => An i + Bn i) (l1 + l2). Proof. unfold Un_cv; unfold R_dist; intros. cut (0 < eps / 2); [ intro | unfold Rdiv; apply Rmult_lt_0_compat; [ assumption | apply Rinv_0_lt_compat; prove_sup0 ] ]. elim (H (eps / 2) H2); intros. elim (H0 (eps / 2) H2); intros. set (N := max x x0). exists N; intros. replace (An n + Bn n - (l1 + l2)) with (An n - l1 + (Bn n - l2)); [ idtac | ring ]. apply Rle_lt_trans with (Rabs (An n - l1) + Rabs (Bn n - l2)). apply Rabs_triang. rewrite (double_var eps); apply Rplus_lt_compat. apply H3; unfold ge; apply le_trans with N; [ unfold N; apply le_max_l | assumption ]. apply H4; unfold ge; apply le_trans with N; [ unfold N; apply le_max_r | assumption ]. Qed. (**********) Lemma cv_cvabs : forall (Un:nat -> R) (l:R), Un_cv Un l -> Un_cv (fun i:nat => Rabs (Un i)) (Rabs l). Proof. unfold Un_cv; unfold R_dist; intros. elim (H eps H0); intros. exists x; intros. apply Rle_lt_trans with (Rabs (Un n - l)). apply Rabs_triang_inv2. apply H1; assumption. Qed. (**********) Lemma CV_Cauchy : forall Un:nat -> R, { l:R | Un_cv Un l } -> Cauchy_crit Un. Proof. intros Un X; elim X; intros. unfold Cauchy_crit; intros. unfold Un_cv in p; unfold R_dist in p. cut (0 < eps / 2); [ intro | unfold Rdiv; apply Rmult_lt_0_compat; [ assumption | apply Rinv_0_lt_compat; prove_sup0 ] ]. elim (p (eps / 2) H0); intros. exists x0; intros. unfold R_dist; apply Rle_lt_trans with (Rabs (Un n - x) + Rabs (x - Un m)). replace (Un n - Un m) with (Un n - x + (x - Un m)); [ apply Rabs_triang | ring ]. rewrite (double_var eps); apply Rplus_lt_compat. apply H1; assumption. rewrite <- Rabs_Ropp; rewrite Ropp_minus_distr; apply H1; assumption. Qed. (**********) Lemma maj_by_pos : forall Un:nat -> R, { l:R | Un_cv Un l } -> exists l : R, 0 < l /\ (forall n:nat, Rabs (Un n) <= l). Proof. intros Un X; elim X; intros. cut { l:R | Un_cv (fun k:nat => Rabs (Un k)) l }. intro X0. assert (H := CV_Cauchy (fun k:nat => Rabs (Un k)) X0). assert (H0 := cauchy_bound (fun k:nat => Rabs (Un k)) H). elim H0; intros. exists (x0 + 1). cut (0 <= x0). intro. split. apply Rplus_le_lt_0_compat; [ assumption | apply Rlt_0_1 ]. intros. apply Rle_trans with x0. unfold is_upper_bound in H1. apply H1. exists n; reflexivity. pattern x0 at 1; rewrite <- Rplus_0_r; apply Rplus_le_compat_l; left; apply Rlt_0_1. apply Rle_trans with (Rabs (Un 0%nat)). apply Rabs_pos. unfold is_upper_bound in H1. apply H1. exists 0%nat; reflexivity. exists (Rabs x). apply cv_cvabs; assumption. Qed. (**********) Lemma CV_mult : forall (An Bn:nat -> R) (l1 l2:R), Un_cv An l1 -> Un_cv Bn l2 -> Un_cv (fun i:nat => An i * Bn i) (l1 * l2). Proof. intros. cut { l:R | Un_cv An l }. intro X. assert (H1 := maj_by_pos An X). elim H1; intros M H2. elim H2; intros. unfold Un_cv; unfold R_dist; intros. cut (0 < eps / (2 * M)). intro. case (Req_dec l2 0); intro. unfold Un_cv in H0; unfold R_dist in H0. elim (H0 (eps / (2 * M)) H6); intros. exists x; intros. apply Rle_lt_trans with (Rabs (An n * Bn n - An n * l2) + Rabs (An n * l2 - l1 * l2)). replace (An n * Bn n - l1 * l2) with (An n * Bn n - An n * l2 + (An n * l2 - l1 * l2)); [ apply Rabs_triang | ring ]. replace (Rabs (An n * Bn n - An n * l2)) with (Rabs (An n) * Rabs (Bn n - l2)). replace (Rabs (An n * l2 - l1 * l2)) with 0. rewrite Rplus_0_r. apply Rle_lt_trans with (M * Rabs (Bn n - l2)). do 2 rewrite <- (Rmult_comm (Rabs (Bn n - l2))). apply Rmult_le_compat_l. apply Rabs_pos. apply H4. apply Rmult_lt_reg_l with (/ M). apply Rinv_0_lt_compat; apply H3. rewrite <- Rmult_assoc; rewrite <- Rinv_l_sym. rewrite Rmult_1_l; rewrite (Rmult_comm (/ M)). apply Rlt_trans with (eps / (2 * M)). apply H8; assumption. unfold Rdiv; rewrite Rinv_mult_distr. apply Rmult_lt_reg_l with 2. prove_sup0. replace (2 * (eps * (/ 2 * / M))) with (2 * / 2 * (eps * / M)); [ idtac | ring ]. rewrite <- Rinv_r_sym. rewrite Rmult_1_l; rewrite double. pattern (eps * / M) at 1; rewrite <- Rplus_0_r. apply Rplus_lt_compat_l; apply Rmult_lt_0_compat; [ assumption | apply Rinv_0_lt_compat; assumption ]. discrR. discrR. red; intro; rewrite H10 in H3; elim (Rlt_irrefl _ H3). red; intro; rewrite H10 in H3; elim (Rlt_irrefl _ H3). rewrite H7; do 2 rewrite Rmult_0_r; unfold Rminus; rewrite Rplus_opp_r; rewrite Rabs_R0; reflexivity. replace (An n * Bn n - An n * l2) with (An n * (Bn n - l2)); [ idtac | ring ]. symmetry ; apply Rabs_mult. cut (0 < eps / (2 * Rabs l2)). intro. unfold Un_cv in H; unfold R_dist in H; unfold Un_cv in H0; unfold R_dist in H0. elim (H (eps / (2 * Rabs l2)) H8); intros N1 H9. elim (H0 (eps / (2 * M)) H6); intros N2 H10. set (N := max N1 N2). exists N; intros. apply Rle_lt_trans with (Rabs (An n * Bn n - An n * l2) + Rabs (An n * l2 - l1 * l2)). replace (An n * Bn n - l1 * l2) with (An n * Bn n - An n * l2 + (An n * l2 - l1 * l2)); [ apply Rabs_triang | ring ]. replace (Rabs (An n * Bn n - An n * l2)) with (Rabs (An n) * Rabs (Bn n - l2)). replace (Rabs (An n * l2 - l1 * l2)) with (Rabs l2 * Rabs (An n - l1)). rewrite (double_var eps); apply Rplus_lt_compat. apply Rle_lt_trans with (M * Rabs (Bn n - l2)). do 2 rewrite <- (Rmult_comm (Rabs (Bn n - l2))). apply Rmult_le_compat_l. apply Rabs_pos. apply H4. apply Rmult_lt_reg_l with (/ M). apply Rinv_0_lt_compat; apply H3. rewrite <- Rmult_assoc; rewrite <- Rinv_l_sym. rewrite Rmult_1_l; rewrite (Rmult_comm (/ M)). apply Rlt_le_trans with (eps / (2 * M)). apply H10. unfold ge; apply le_trans with N. unfold N; apply le_max_r. assumption. unfold Rdiv; rewrite Rinv_mult_distr. right; ring. discrR. red; intro; rewrite H12 in H3; elim (Rlt_irrefl _ H3). red; intro; rewrite H12 in H3; elim (Rlt_irrefl _ H3). apply Rmult_lt_reg_l with (/ Rabs l2). apply Rinv_0_lt_compat; apply Rabs_pos_lt; assumption. rewrite <- Rmult_assoc; rewrite <- Rinv_l_sym. rewrite Rmult_1_l; apply Rlt_le_trans with (eps / (2 * Rabs l2)). apply H9. unfold ge; apply le_trans with N. unfold N; apply le_max_l. assumption. unfold Rdiv; right; rewrite Rinv_mult_distr. ring. discrR. apply Rabs_no_R0; assumption. apply Rabs_no_R0; assumption. replace (An n * l2 - l1 * l2) with (l2 * (An n - l1)); [ symmetry ; apply Rabs_mult | ring ]. replace (An n * Bn n - An n * l2) with (An n * (Bn n - l2)); [ symmetry ; apply Rabs_mult | ring ]. unfold Rdiv; apply Rmult_lt_0_compat. assumption. apply Rinv_0_lt_compat; apply Rmult_lt_0_compat; [ prove_sup0 | apply Rabs_pos_lt; assumption ]. unfold Rdiv; apply Rmult_lt_0_compat; [ assumption | apply Rinv_0_lt_compat; apply Rmult_lt_0_compat; [ prove_sup0 | assumption ] ]. exists l1; assumption. Qed. Lemma tech9 : forall Un:nat -> R, Un_growing Un -> forall m n:nat, (m <= n)%nat -> Un m <= Un n. Proof. intros; unfold Un_growing in H. induction n as [| n Hrecn]. induction m as [| m Hrecm]. right; reflexivity. elim (le_Sn_O _ H0). cut ((m <= n)%nat \/ m = S n). intro; elim H1; intro. apply Rle_trans with (Un n). apply Hrecn; assumption. apply H. rewrite H2; right; reflexivity. inversion H0. right; reflexivity. left; assumption. Qed. Lemma tech13 : forall (An:nat -> R) (k:R), 0 <= k < 1 -> Un_cv (fun n:nat => Rabs (An (S n) / An n)) k -> exists k0 : R, k < k0 < 1 /\ (exists N : nat, (forall n:nat, (N <= n)%nat -> Rabs (An (S n) / An n) < k0)). Proof. intros; exists (k + (1 - k) / 2). split. split. pattern k at 1; rewrite <- Rplus_0_r; apply Rplus_lt_compat_l. unfold Rdiv; apply Rmult_lt_0_compat. apply Rplus_lt_reg_l with k; rewrite Rplus_0_r; replace (k + (1 - k)) with 1; [ elim H; intros; assumption | ring ]. apply Rinv_0_lt_compat; prove_sup0. apply Rmult_lt_reg_l with 2. prove_sup0. unfold Rdiv; rewrite Rmult_1_r; rewrite Rmult_plus_distr_l; pattern 2 at 1; rewrite Rmult_comm; rewrite Rmult_assoc; rewrite <- Rinv_l_sym; [ idtac | discrR ]; rewrite Rmult_1_r; replace (2 * k + (1 - k)) with (1 + k); [ idtac | ring ]. elim H; intros. apply Rplus_lt_compat_l; assumption. unfold Un_cv in H0; cut (0 < (1 - k) / 2). intro; elim (H0 ((1 - k) / 2) H1); intros. exists x; intros. assert (H4 := H2 n H3). unfold R_dist in H4; rewrite <- Rabs_Rabsolu; replace (Rabs (An (S n) / An n)) with (Rabs (An (S n) / An n) - k + k); [ idtac | ring ]; apply Rle_lt_trans with (Rabs (Rabs (An (S n) / An n) - k) + Rabs k). apply Rabs_triang. rewrite (Rabs_right k). apply Rplus_lt_reg_l with (- k); rewrite <- (Rplus_comm k); repeat rewrite <- Rplus_assoc; rewrite Rplus_opp_l; repeat rewrite Rplus_0_l; apply H4. apply Rle_ge; elim H; intros; assumption. unfold Rdiv; apply Rmult_lt_0_compat. apply Rplus_lt_reg_l with k; rewrite Rplus_0_r; elim H; intros; replace (k + (1 - k)) with 1; [ assumption | ring ]. apply Rinv_0_lt_compat; prove_sup0. Qed. (**********) Lemma growing_ineq : forall (Un:nat -> R) (l:R), Un_growing Un -> Un_cv Un l -> forall n:nat, Un n <= l. Proof. intros; destruct (total_order_T (Un n) l) as [[Hlt|Heq]|Hgt]. left; assumption. right; assumption. cut (0 < Un n - l). intro; unfold Un_cv in H0; unfold R_dist in H0. elim (H0 (Un n - l) H1); intros N1 H2. set (N := max n N1). cut (Un n - l <= Un N - l). intro; cut (Un N - l < Un n - l). intro; elim (Rlt_irrefl _ (Rle_lt_trans _ _ _ H3 H4)). apply Rle_lt_trans with (Rabs (Un N - l)). apply RRle_abs. apply H2. unfold ge, N; apply le_max_r. unfold Rminus; do 2 rewrite <- (Rplus_comm (- l)); apply Rplus_le_compat_l. apply tech9. assumption. unfold N; apply le_max_l. apply Rplus_lt_reg_l with l. rewrite Rplus_0_r. replace (l + (Un n - l)) with (Un n); [ assumption | ring ]. Qed. (** Un->l => (-Un) -> (-l) *) Lemma CV_opp : forall (An:nat -> R) (l:R), Un_cv An l -> Un_cv (opp_seq An) (- l). Proof. intros An l. unfold Un_cv; unfold R_dist; intros. elim (H eps H0); intros. exists x; intros. unfold opp_seq; replace (- An n - - l) with (- (An n - l)); [ rewrite Rabs_Ropp | ring ]. apply H1; assumption. Qed. (**********) Lemma decreasing_ineq : forall (Un:nat -> R) (l:R), Un_decreasing Un -> Un_cv Un l -> forall n:nat, l <= Un n. Proof. intros. assert (H1 := decreasing_growing _ H). assert (H2 := CV_opp _ _ H0). assert (H3 := growing_ineq _ _ H1 H2). apply Ropp_le_cancel. unfold opp_seq in H3; apply H3. Qed. (**********) Lemma CV_minus : forall (An Bn:nat -> R) (l1 l2:R), Un_cv An l1 -> Un_cv Bn l2 -> Un_cv (fun i:nat => An i - Bn i) (l1 - l2). Proof. intros. replace (fun i:nat => An i - Bn i) with (fun i:nat => An i + opp_seq Bn i). unfold Rminus; apply CV_plus. assumption. apply CV_opp; assumption. unfold Rminus, opp_seq; reflexivity. Qed. (** Un -> +oo *) Definition cv_infty (Un:nat -> R) : Prop := forall M:R, exists N : nat, (forall n:nat, (N <= n)%nat -> M < Un n). (** Un -> +oo => /Un -> O *) Lemma cv_infty_cv_R0 : forall Un:nat -> R, (forall n:nat, Un n <> 0) -> cv_infty Un -> Un_cv (fun n:nat => / Un n) 0. Proof. unfold cv_infty, Un_cv; unfold R_dist; intros. elim (H0 (/ eps)); intros N0 H2. exists N0; intros. unfold Rminus; rewrite Ropp_0; rewrite Rplus_0_r; rewrite (Rabs_Rinv _ (H n)). apply Rmult_lt_reg_l with (Rabs (Un n)). apply Rabs_pos_lt; apply H. rewrite <- Rinv_r_sym. apply Rmult_lt_reg_l with (/ eps). apply Rinv_0_lt_compat; assumption. rewrite Rmult_1_r; rewrite (Rmult_comm (/ eps)); rewrite Rmult_assoc; rewrite <- Rinv_r_sym. rewrite Rmult_1_r; apply Rlt_le_trans with (Un n). apply H2; assumption. apply RRle_abs. red; intro; rewrite H4 in H1; elim (Rlt_irrefl _ H1). apply Rabs_no_R0; apply H. Qed. (**********) Lemma decreasing_prop : forall (Un:nat -> R) (m n:nat), Un_decreasing Un -> (m <= n)%nat -> Un n <= Un m. Proof. unfold Un_decreasing; intros. induction n as [| n Hrecn]. induction m as [| m Hrecm]. right; reflexivity. elim (le_Sn_O _ H0). cut ((m <= n)%nat \/ m = S n). intro; elim H1; intro. apply Rle_trans with (Un n). apply H. apply Hrecn; assumption. rewrite H2; right; reflexivity. inversion H0; [ right; reflexivity | left; assumption ]. Qed. (** |x|^n/n! -> 0 *) Lemma cv_speed_pow_fact : forall x:R, Un_cv (fun n:nat => x ^ n / INR (fact n)) 0. Proof. intro; cut (Un_cv (fun n:nat => Rabs x ^ n / INR (fact n)) 0 -> Un_cv (fun n:nat => x ^ n / INR (fact n)) 0). intro; apply H. unfold Un_cv; unfold R_dist; intros; case (Req_dec x 0); intro. exists 1%nat; intros. rewrite H1; unfold Rminus; rewrite Ropp_0; rewrite Rplus_0_r; rewrite Rabs_R0; rewrite pow_ne_zero; [ unfold Rdiv; rewrite Rmult_0_l; rewrite Rabs_R0; assumption | red; intro; rewrite H3 in H2; elim (le_Sn_n _ H2) ]. assert (H2 := Rabs_pos_lt x H1); set (M := up (Rabs x)); cut (0 <= M)%Z. intro; elim (IZN M H3); intros M_nat H4. set (Un := fun n:nat => Rabs x ^ (M_nat + n) / INR (fact (M_nat + n))). cut (Un_cv Un 0); unfold Un_cv; unfold R_dist; intros. elim (H5 eps H0); intros N H6. exists (M_nat + N)%nat; intros; cut (exists p : nat, (p >= N)%nat /\ n = (M_nat + p)%nat). intro; elim H8; intros p H9. elim H9; intros; rewrite H11; unfold Un in H6; apply H6; assumption. exists (n - M_nat)%nat. split. unfold ge; apply (fun p n m:nat => plus_le_reg_l n m p) with M_nat; rewrite <- le_plus_minus. assumption. apply le_trans with (M_nat + N)%nat. apply le_plus_l. assumption. apply le_plus_minus; apply le_trans with (M_nat + N)%nat; [ apply le_plus_l | assumption ]. set (Vn := fun n:nat => Rabs x * (Un 0%nat / INR (S n))). cut (1 <= M_nat)%nat. intro; cut (forall n:nat, 0 < Un n). intro; cut (Un_decreasing Un). intro; cut (forall n:nat, Un (S n) <= Vn n). intro; cut (Un_cv Vn 0). unfold Un_cv; unfold R_dist; intros. elim (H10 eps0 H5); intros N1 H11. exists (S N1); intros. cut (forall n:nat, 0 < Vn n). intro; apply Rle_lt_trans with (Rabs (Vn (pred n) - 0)). repeat rewrite Rabs_right. unfold Rminus; rewrite Ropp_0; do 2 rewrite Rplus_0_r; replace n with (S (pred n)). apply H9. inversion H12; simpl; reflexivity. apply Rle_ge; unfold Rminus; rewrite Ropp_0; rewrite Rplus_0_r; left; apply H13. apply Rle_ge; unfold Rminus; rewrite Ropp_0; rewrite Rplus_0_r; left; apply H7. apply H11; unfold ge; apply le_S_n; replace (S (pred n)) with n; [ unfold ge in H12; exact H12 | inversion H12; simpl; reflexivity ]. intro; apply Rlt_le_trans with (Un (S n0)); [ apply H7 | apply H9 ]. cut (cv_infty (fun n:nat => INR (S n))). intro; cut (Un_cv (fun n:nat => / INR (S n)) 0). unfold Un_cv, R_dist; intros; unfold Vn. cut (0 < eps1 / (Rabs x * Un 0%nat)). intro; elim (H11 _ H13); intros N H14. exists N; intros; replace (Rabs x * (Un 0%nat / INR (S n)) - 0) with (Rabs x * Un 0%nat * (/ INR (S n) - 0)); [ idtac | unfold Rdiv; ring ]. rewrite Rabs_mult; apply Rmult_lt_reg_l with (/ Rabs (Rabs x * Un 0%nat)). apply Rinv_0_lt_compat; apply Rabs_pos_lt. apply prod_neq_R0. apply Rabs_no_R0; assumption. assert (H16 := H7 0%nat); red; intro; rewrite H17 in H16; elim (Rlt_irrefl _ H16). rewrite <- Rmult_assoc; rewrite <- Rinv_l_sym. rewrite Rmult_1_l. replace (/ Rabs (Rabs x * Un 0%nat) * eps1) with (eps1 / (Rabs x * Un 0%nat)). apply H14; assumption. unfold Rdiv; rewrite (Rabs_right (Rabs x * Un 0%nat)). apply Rmult_comm. apply Rle_ge; apply Rmult_le_pos. apply Rabs_pos. left; apply H7. apply Rabs_no_R0. apply prod_neq_R0; [ apply Rabs_no_R0; assumption | assert (H16 := H7 0%nat); red; intro; rewrite H17 in H16; elim (Rlt_irrefl _ H16) ]. unfold Rdiv; apply Rmult_lt_0_compat. assumption. apply Rinv_0_lt_compat; apply Rmult_lt_0_compat. apply Rabs_pos_lt; assumption. apply H7. apply (cv_infty_cv_R0 (fun n:nat => INR (S n))). intro; apply not_O_INR; discriminate. assumption. unfold cv_infty; intro; destruct (total_order_T M0 0) as [[Hlt|Heq]|Hgt]. exists 0%nat; intros. apply Rlt_trans with 0; [ assumption | apply lt_INR_0; apply lt_O_Sn ]. exists 0%nat; intros; rewrite Heq; apply lt_INR_0; apply lt_O_Sn. set (M0_z := up M0). assert (H10 := archimed M0). cut (0 <= M0_z)%Z. intro; elim (IZN _ H11); intros M0_nat H12. exists M0_nat; intros. apply Rlt_le_trans with (IZR M0_z). elim H10; intros; assumption. rewrite H12; rewrite <- INR_IZR_INZ; apply le_INR. apply le_trans with n; [ assumption | apply le_n_Sn ]. apply le_IZR; left; simpl; unfold M0_z; apply Rlt_trans with M0; [ assumption | elim H10; intros; assumption ]. intro; apply Rle_trans with (Rabs x * Un n * / INR (S n)). unfold Un; replace (M_nat + S n)%nat with (M_nat + n + 1)%nat. rewrite pow_add; replace (Rabs x ^ 1) with (Rabs x); [ idtac | simpl; ring ]. unfold Rdiv; rewrite <- (Rmult_comm (Rabs x)); repeat rewrite Rmult_assoc; repeat apply Rmult_le_compat_l. apply Rabs_pos. left; apply pow_lt; assumption. replace (M_nat + n + 1)%nat with (S (M_nat + n)). rewrite fact_simpl; rewrite mult_comm; rewrite mult_INR; rewrite Rinv_mult_distr. apply Rmult_le_compat_l. left; apply Rinv_0_lt_compat; apply lt_INR_0; apply neq_O_lt; red; intro; assert (H10 := eq_sym H9); elim (fact_neq_0 _ H10). left; apply Rinv_lt_contravar. apply Rmult_lt_0_compat; apply lt_INR_0; apply lt_O_Sn. apply lt_INR; apply lt_n_S. pattern n at 1; replace n with (0 + n)%nat; [ idtac | reflexivity ]. apply plus_lt_compat_r. apply lt_le_trans with 1%nat; [ apply lt_O_Sn | assumption ]. apply INR_fact_neq_0. apply not_O_INR; discriminate. ring. ring. unfold Vn; rewrite Rmult_assoc; unfold Rdiv; rewrite (Rmult_comm (Un 0%nat)); rewrite (Rmult_comm (Un n)). repeat apply Rmult_le_compat_l. apply Rabs_pos. left; apply Rinv_0_lt_compat; apply lt_INR_0; apply lt_O_Sn. apply decreasing_prop; [ assumption | apply le_O_n ]. unfold Un_decreasing; intro; unfold Un. replace (M_nat + S n)%nat with (M_nat + n + 1)%nat. rewrite pow_add; unfold Rdiv; rewrite Rmult_assoc; apply Rmult_le_compat_l. left; apply pow_lt; assumption. replace (Rabs x ^ 1) with (Rabs x); [ idtac | simpl; ring ]. replace (M_nat + n + 1)%nat with (S (M_nat + n)). apply Rmult_le_reg_l with (INR (fact (S (M_nat + n)))). apply lt_INR_0; apply neq_O_lt; red; intro; assert (H9 := eq_sym H8); elim (fact_neq_0 _ H9). rewrite (Rmult_comm (Rabs x)); rewrite <- Rmult_assoc; rewrite <- Rinv_r_sym. rewrite Rmult_1_l. rewrite fact_simpl; rewrite mult_INR; rewrite Rmult_assoc; rewrite <- Rinv_r_sym. rewrite Rmult_1_r; apply Rle_trans with (INR M_nat). left; rewrite INR_IZR_INZ. rewrite <- H4; assert (H8 := archimed (Rabs x)); elim H8; intros; assumption. apply le_INR; omega. apply INR_fact_neq_0. apply INR_fact_neq_0. ring. ring. intro; unfold Un; unfold Rdiv; apply Rmult_lt_0_compat. apply pow_lt; assumption. apply Rinv_0_lt_compat; apply lt_INR_0; apply neq_O_lt; red; intro; assert (H8 := eq_sym H7); elim (fact_neq_0 _ H8). clear Un Vn; apply INR_le; simpl. induction M_nat as [| M_nat HrecM_nat]. assert (H6 := archimed (Rabs x)); fold M in H6; elim H6; intros. rewrite H4 in H7; rewrite <- INR_IZR_INZ in H7. simpl in H7; elim (Rlt_irrefl _ (Rlt_trans _ _ _ H2 H7)). apply (le_INR 1); apply le_n_S; apply le_O_n. apply le_IZR; simpl; left; apply Rlt_trans with (Rabs x). assumption. elim (archimed (Rabs x)); intros; assumption. unfold Un_cv; unfold R_dist; intros; elim (H eps H0); intros. exists x0; intros; apply Rle_lt_trans with (Rabs (Rabs x ^ n / INR (fact n) - 0)). unfold Rminus; rewrite Ropp_0; do 2 rewrite Rplus_0_r; rewrite (Rabs_right (Rabs x ^ n / INR (fact n))). unfold Rdiv; rewrite Rabs_mult; rewrite (Rabs_right (/ INR (fact n))). rewrite RPow_abs; right; reflexivity. apply Rle_ge; left; apply Rinv_0_lt_compat; apply lt_INR_0; apply neq_O_lt; red; intro; assert (H4 := eq_sym H3); elim (fact_neq_0 _ H4). apply Rle_ge; unfold Rdiv; apply Rmult_le_pos. case (Req_dec x 0); intro. rewrite H3; rewrite Rabs_R0. induction n as [| n Hrecn]; [ simpl; left; apply Rlt_0_1 | simpl; rewrite Rmult_0_l; right; reflexivity ]. left; apply pow_lt; apply Rabs_pos_lt; assumption. left; apply Rinv_0_lt_compat; apply lt_INR_0; apply neq_O_lt; red; intro; assert (H4 := eq_sym H3); elim (fact_neq_0 _ H4). apply H1; assumption. Qed.