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Diffstat (limited to 'theories7/Reals/Rseries.v')
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diff --git a/theories7/Reals/Rseries.v b/theories7/Reals/Rseries.v new file mode 100644 index 00000000..a38099dd --- /dev/null +++ b/theories7/Reals/Rseries.v @@ -0,0 +1,279 @@ +(************************************************************************) +(* v * The Coq Proof Assistant / The Coq Development Team *) +(* <O___,, * CNRS-Ecole Polytechnique-INRIA Futurs-Universite Paris Sud *) +(* \VV/ **************************************************************) +(* // * This file is distributed under the terms of the *) +(* * GNU Lesser General Public License Version 2.1 *) +(************************************************************************) + +(*i $Id: Rseries.v,v 1.1.2.1 2004/07/16 19:31:35 herbelin Exp $ i*) + +Require Rbase. +Require Rfunctions. +Require Classical. +Require Compare. +V7only [ Import nat_scope. Import Z_scope. Import R_scope. ]. +Open Local Scope R_scope. + +Implicit Variable Type r:R. + +(* classical is needed for [Un_cv_crit] *) +(*********************************************************) +(* Definition of sequence and properties *) +(* *) +(*********************************************************) + +Section sequence. + +(*********) +Variable Un:nat->R. + +(*********) +Fixpoint Rmax_N [N:nat]:R:= + Cases N of + O => (Un O) + |(S n) => (Rmax (Un (S n)) (Rmax_N n)) + end. + +(*********) +Definition EUn:R->Prop:=[r:R](Ex [i:nat] (r==(Un i))). + +(*********) +Definition Un_cv:R->Prop:=[l:R] + (eps:R)(Rgt eps R0)->(Ex[N:nat](n:nat)(ge n N)-> + (Rlt (R_dist (Un n) l) eps)). + +(*********) +Definition Cauchy_crit:Prop:=(eps:R)(Rgt eps R0)-> + (Ex[N:nat] (n,m:nat)(ge n N)->(ge m N)-> + (Rlt (R_dist (Un n) (Un m)) eps)). + +(*********) +Definition Un_growing:Prop:=(n:nat)(Rle (Un n) (Un (S n))). + +(*********) +Lemma EUn_noempty:(ExT [r:R] (EUn r)). +Unfold EUn;Split with (Un O);Split with O;Trivial. +Qed. + +(*********) +Lemma Un_in_EUn:(n:nat)(EUn (Un n)). +Intro;Unfold EUn;Split with n;Trivial. +Qed. + +(*********) +Lemma Un_bound_imp:(x:R)((n:nat)(Rle (Un n) x))->(is_upper_bound EUn x). +Intros;Unfold is_upper_bound;Intros;Unfold EUn in H0;Elim H0;Clear H0; + Intros;Generalize (H x1);Intro;Rewrite <- H0 in H1;Trivial. +Qed. + +(*********) +Lemma growing_prop:(n,m:nat)Un_growing->(ge n m)->(Rge (Un n) (Un m)). +Double Induction n m;Intros. +Unfold Rge;Right;Trivial. +ElimType False;Unfold ge in H1;Generalize (le_Sn_O n0);Intro;Auto. +Cut (ge n0 (0)). +Generalize H0;Intros;Unfold Un_growing in H0; + Apply (Rge_trans (Un (S n0)) (Un n0) (Un (0)) + (Rle_sym1 (Un n0) (Un (S n0)) (H0 n0)) (H O H2 H3)). +Elim n0;Auto. +Elim (lt_eq_lt_dec n1 n0);Intro y. +Elim y;Clear y;Intro y. +Unfold ge in H2;Generalize (le_not_lt n0 n1 (le_S_n n0 n1 H2));Intro; + ElimType False;Auto. +Rewrite y;Unfold Rge;Right;Trivial. +Unfold ge in H0;Generalize (H0 (S n0) H1 (lt_le_S n0 n1 y));Intro; + Unfold Un_growing in H1; + Apply (Rge_trans (Un (S n1)) (Un n1) (Un (S n0)) + (Rle_sym1 (Un n1) (Un (S n1)) (H1 n1)) H3). +Qed. + + +(* classical is needed: [not_all_not_ex] *) +(*********) +Lemma Un_cv_crit:Un_growing->(bound EUn)->(ExT [l:R] (Un_cv l)). +Unfold Un_growing Un_cv;Intros; + Generalize (complet_weak EUn H0 EUn_noempty);Intro; + Elim H1;Clear H1;Intros;Split with x;Intros; + Unfold is_lub in H1;Unfold bound in H0;Unfold is_upper_bound in H0 H1; + Elim H0;Clear H0;Intros;Elim H1;Clear H1;Intros; + Generalize (H3 x0 H0);Intro;Cut (n:nat)(Rle (Un n) x);Intro. +Cut (Ex [N:nat] (Rlt (Rminus x eps) (Un N))). +Intro;Elim H6;Clear H6;Intros;Split with x1. +Intros;Unfold R_dist;Apply (Rabsolu_def1 (Rminus (Un n) x) eps). +Unfold Rgt in H2; + Apply (Rle_lt_trans (Rminus (Un n) x) R0 eps + (Rle_minus (Un n) x (H5 n)) H2). +Fold Un_growing in H;Generalize (growing_prop n x1 H H7);Intro; + Generalize (Rlt_le_trans (Rminus x eps) (Un x1) (Un n) H6 + (Rle_sym2 (Un x1) (Un n) H8));Intro; + Generalize (Rlt_compatibility (Ropp x) (Rminus x eps) (Un n) H9); + Unfold Rminus;Rewrite <-(Rplus_assoc (Ropp x) x (Ropp eps)); + Rewrite (Rplus_sym (Ropp x) (Un n));Fold (Rminus (Un n) x); + Rewrite Rplus_Ropp_l;Rewrite (let (H1,H2)=(Rplus_ne (Ropp eps)) in H2); + Trivial. +Cut ~((N:nat)(Rge (Rminus x eps) (Un N))). +Intro;Apply (not_all_not_ex nat ([N:nat](Rlt (Rminus x eps) (Un N)))); + Red;Intro;Red in H6;Elim H6;Clear H6;Intro; + Apply (Rlt_not_ge (Rminus x eps) (Un N) (H7 N)). +Red;Intro;Cut (N:nat)(Rle (Un N) (Rminus x eps)). +Intro;Generalize (Un_bound_imp (Rminus x eps) H7);Intro; + Unfold is_upper_bound in H8;Generalize (H3 (Rminus x eps) H8);Intro; + Generalize (Rle_minus x (Rminus x eps) H9);Unfold Rminus; + Rewrite Ropp_distr1;Rewrite <- Rplus_assoc;Rewrite Rplus_Ropp_r; + Rewrite (let (H1,H2)=(Rplus_ne (Ropp (Ropp eps))) in H2); + Rewrite Ropp_Ropp;Intro;Unfold Rgt in H2; + Generalize (Rle_not eps R0 H2);Intro;Auto. +Intro;Elim (H6 N);Intro;Unfold Rle. +Left;Unfold Rgt in H7;Assumption. +Right;Auto. +Apply (H1 (Un n) (Un_in_EUn n)). +Qed. + +(*********) +Lemma finite_greater:(N:nat)(ExT [M:R] (n:nat)(le n N)->(Rle (Un n) M)). +Intro;Induction N. +Split with (Un O);Intros;Rewrite (le_n_O_eq n H); + Apply (eq_Rle (Un (n)) (Un (n)) (refl_eqT R (Un (n)))). +Elim HrecN;Clear HrecN;Intros;Split with (Rmax (Un (S N)) x);Intros; + Elim (Rmax_Rle (Un (S N)) x (Un n));Intros;Clear H1;Inversion H0. +Rewrite <-H1;Rewrite <-H1 in H2; + Apply (H2 (or_introl (Rle (Un n) (Un n)) (Rle (Un n) x) + (eq_Rle (Un n) (Un n) (refl_eqT R (Un n))))). +Apply (H2 (or_intror (Rle (Un n) (Un (S N))) (Rle (Un n) x) + (H n H3))). +Qed. + +(*********) +Lemma cauchy_bound:Cauchy_crit->(bound EUn). +Unfold Cauchy_crit bound;Intros;Unfold is_upper_bound; + Unfold Rgt in H;Elim (H R1 Rlt_R0_R1);Clear H;Intros; + Generalize (H x);Intro;Generalize (le_dec x);Intro; + Elim (finite_greater x);Intros;Split with (Rmax x0 (Rplus (Un x) R1)); + Clear H;Intros;Unfold EUn in H;Elim H;Clear H;Intros;Elim (H1 x2); + Clear H1;Intro y. +Unfold ge in H0;Generalize (H0 x2 (le_n x) y);Clear H0;Intro; + Rewrite <- H in H0;Unfold R_dist in H0; + Elim (Rabsolu_def2 (Rminus (Un x) x1) R1 H0);Clear H0;Intros; + Elim (Rmax_Rle x0 (Rplus (Un x) R1) x1);Intros;Apply H4;Clear H3 H4; + Right;Clear H H0 y;Apply (Rlt_le x1 (Rplus (Un x) R1)); + Generalize (Rlt_minus (Ropp R1) (Rminus (Un x) x1) H1);Clear H1; + Intro;Apply (Rminus_lt x1 (Rplus (Un x) R1)); + Cut (Rminus (Ropp R1) (Rminus (Un x) x1))== + (Rminus x1 (Rplus (Un x) R1));[Intro;Rewrite H0 in H;Assumption|Ring]. +Generalize (H2 x2 y);Clear H2 H0;Intro;Rewrite<-H in H0; + Elim (Rmax_Rle x0 (Rplus (Un x) R1) x1);Intros;Clear H1;Apply H2; + Left;Assumption. +Qed. + +End sequence. + +(*****************************************************************) +(* Definition of Power Series and properties *) +(* *) +(*****************************************************************) + +Section Isequence. + +(*********) +Variable An:nat->R. + +(*********) +Definition Pser:R->R->Prop:=[x,l:R] + (infinit_sum [n:nat](Rmult (An n) (pow x n)) l). + +End Isequence. + +Lemma GP_infinite: + (x:R) (Rlt (Rabsolu x) R1) + -> (Pser ([n:nat] R1) x (Rinv(Rminus R1 x))). +Intros;Unfold Pser; Unfold infinit_sum;Intros;Elim (Req_EM x R0). +Intros;Exists O; Intros;Rewrite H1;Rewrite minus_R0;Rewrite Rinv_R1; + Cut (sum_f_R0 [n0:nat](Rmult R1 (pow R0 n0)) n)==R1. +Intros; Rewrite H3;Rewrite R_dist_eq;Auto. +Elim n; Simpl. +Ring. +Intros;Rewrite H3;Ring. +Intro;Cut (Rlt R0 + (Rmult eps (Rmult (Rabsolu (Rminus R1 x)) + (Rabsolu (Rinv x))))). +Intro;Elim (pow_lt_1_zero x H + (Rmult eps (Rmult (Rabsolu (Rminus R1 x)) + (Rabsolu (Rinv x)))) + H2);Intro N; Intros;Exists N; Intros; + Cut (sum_f_R0 [n0:nat](Rmult R1 (pow x n0)) n)== + (sum_f_R0 [n0:nat](pow x n0) n). +Intros; Rewrite H5;Apply (Rlt_monotony_rev + (Rabsolu (Rminus R1 x)) + (R_dist (sum_f_R0 [n0:nat](pow x n0) n) + (Rinv (Rminus R1 x))) + eps). +Apply Rabsolu_pos_lt. +Apply Rminus_eq_contra. +Apply imp_not_Req. +Right; Unfold Rgt. +Apply (Rle_lt_trans x (Rabsolu x) R1). +Apply Rle_Rabsolu. +Assumption. +Unfold R_dist; Rewrite <- Rabsolu_mult. +Rewrite Rminus_distr. +Cut (Rmult (Rminus R1 x) (sum_f_R0 [n0:nat](pow x n0) n))== + (Ropp (Rmult(sum_f_R0 [n0:nat](pow x n0) n) + (Rminus x R1))). +Intro; Rewrite H6. +Rewrite GP_finite. +Rewrite Rinv_r. +Cut (Rminus (Ropp (Rminus (pow x (plus n (1))) R1)) R1)== + (Ropp (pow x (plus n (1)))). +Intro; Rewrite H7. +Rewrite Rabsolu_Ropp;Cut (plus n (S O))=(S n);Auto. +Intro H8;Rewrite H8;Simpl;Rewrite Rabsolu_mult; + Apply (Rlt_le_trans (Rmult (Rabsolu x) (Rabsolu (pow x n))) + (Rmult (Rabsolu x) + (Rmult eps + (Rmult (Rabsolu (Rminus R1 x)) + (Rabsolu (Rinv x))))) + (Rmult (Rabsolu (Rminus R1 x)) eps)). +Apply Rlt_monotony. +Apply Rabsolu_pos_lt. +Assumption. +Auto. +Cut (Rmult (Rabsolu x) + (Rmult eps (Rmult (Rabsolu (Rminus R1 x)) + (Rabsolu (Rinv x)))))== + (Rmult (Rmult (Rabsolu x) (Rabsolu (Rinv x))) + (Rmult eps (Rabsolu (Rminus R1 x)))). +Clear H8;Intros; Rewrite H8;Rewrite <- Rabsolu_mult;Rewrite Rinv_r. +Rewrite Rabsolu_R1;Cut (Rmult R1 (Rmult eps (Rabsolu (Rminus R1 x))))== + (Rmult (Rabsolu (Rminus R1 x)) eps). +Intros; Rewrite H9;Unfold Rle; Right; Reflexivity. +Ring. +Assumption. +Ring. +Ring. +Ring. +Apply Rminus_eq_contra. +Apply imp_not_Req. +Right; Unfold Rgt. +Apply (Rle_lt_trans x (Rabsolu x) R1). +Apply Rle_Rabsolu. +Assumption. +Ring; Ring. +Elim n; Simpl. +Ring. +Intros; Rewrite H5. +Ring. +Apply Rmult_lt_pos. +Auto. +Apply Rmult_lt_pos. +Apply Rabsolu_pos_lt. +Apply Rminus_eq_contra. +Apply imp_not_Req. +Right; Unfold Rgt. +Apply (Rle_lt_trans x (Rabsolu x) R1). +Apply Rle_Rabsolu. +Assumption. +Apply Rabsolu_pos_lt. +Apply Rinv_neq_R0. +Assumption. +Qed. |