From 6b649aba925b6f7462da07599fe67ebb12a3460e Mon Sep 17 00:00:00 2001 From: Samuel Mimram Date: Wed, 28 Jul 2004 21:54:47 +0000 Subject: Imported Upstream version 8.0pl1 --- theories/Reals/Ranalysis2.v | 450 ++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 450 insertions(+) create mode 100644 theories/Reals/Ranalysis2.v (limited to 'theories/Reals/Ranalysis2.v') diff --git a/theories/Reals/Ranalysis2.v b/theories/Reals/Ranalysis2.v new file mode 100644 index 00000000..35f7eab8 --- /dev/null +++ b/theories/Reals/Ranalysis2.v @@ -0,0 +1,450 @@ +(************************************************************************) +(* v * The Coq Proof Assistant / The Coq Development Team *) +(* R), + h <> 0 -> + f2 x <> 0 -> + f2 (x + h) <> 0 -> + (f1 (x + h) / f2 (x + h) - f1 x / f2 x) / h - + (l1 * f2 x - l2 * f1 x) / Rsqr (f2 x) = + / f2 (x + h) * ((f1 (x + h) - f1 x) / h - l1) + + l1 / (f2 x * f2 (x + h)) * (f2 x - f2 (x + h)) - + f1 x / (f2 x * f2 (x + h)) * ((f2 (x + h) - f2 x) / h - l2) + + l2 * f1 x / (Rsqr (f2 x) * f2 (x + h)) * (f2 (x + h) - f2 x). +intros; unfold Rdiv, Rminus, Rsqr in |- *. +repeat rewrite Rmult_plus_distr_r; repeat rewrite Rmult_plus_distr_l; + repeat rewrite Rinv_mult_distr; try assumption. +replace (l1 * f2 x * (/ f2 x * / f2 x)) with (l1 * / f2 x * (f2 x * / f2 x)); + [ idtac | ring ]. +replace (l1 * (/ f2 x * / f2 (x + h)) * f2 x) with + (l1 * / f2 (x + h) * (f2 x * / f2 x)); [ idtac | ring ]. +replace (l1 * (/ f2 x * / f2 (x + h)) * - f2 (x + h)) with + (- (l1 * / f2 x * (f2 (x + h) * / f2 (x + h)))); [ idtac | ring ]. +replace (f1 x * (/ f2 x * / f2 (x + h)) * (f2 (x + h) * / h)) with + (f1 x * / f2 x * / h * (f2 (x + h) * / f2 (x + h))); + [ idtac | ring ]. +replace (f1 x * (/ f2 x * / f2 (x + h)) * (- f2 x * / h)) with + (- (f1 x * / f2 (x + h) * / h * (f2 x * / f2 x))); + [ idtac | ring ]. +replace (l2 * f1 x * (/ f2 x * / f2 x * / f2 (x + h)) * f2 (x + h)) with + (l2 * f1 x * / f2 x * / f2 x * (f2 (x + h) * / f2 (x + h))); + [ idtac | ring ]. +replace (l2 * f1 x * (/ f2 x * / f2 x * / f2 (x + h)) * - f2 x) with + (- (l2 * f1 x * / f2 x * / f2 (x + h) * (f2 x * / f2 x))); + [ idtac | ring ]. +repeat rewrite <- Rinv_r_sym; try assumption || ring. +apply prod_neq_R0; assumption. +Qed. + +Lemma Rmin_pos : forall x y:R, 0 < x -> 0 < y -> 0 < Rmin x y. +intros; unfold Rmin in |- *. +case (Rle_dec x y); intro; assumption. +Qed. + +Lemma maj_term1 : + forall (x h eps l1 alp_f2:R) (eps_f2 alp_f1d:posreal) + (f1 f2:R -> R), + 0 < eps -> + f2 x <> 0 -> + f2 (x + h) <> 0 -> + (forall h:R, + h <> 0 -> + Rabs h < alp_f1d -> + Rabs ((f1 (x + h) - f1 x) / h - l1) < Rabs (eps * f2 x / 8)) -> + (forall a:R, + Rabs a < Rmin eps_f2 alp_f2 -> / Rabs (f2 (x + a)) < 2 / Rabs (f2 x)) -> + h <> 0 -> + Rabs h < alp_f1d -> + Rabs h < Rmin eps_f2 alp_f2 -> + Rabs (/ f2 (x + h) * ((f1 (x + h) - f1 x) / h - l1)) < eps / 4. +intros. +assert (H7 := H3 h H6). +assert (H8 := H2 h H4 H5). +apply Rle_lt_trans with + (2 / Rabs (f2 x) * Rabs ((f1 (x + h) - f1 x) / h - l1)). +rewrite Rabs_mult. +apply Rmult_le_compat_r. +apply Rabs_pos. +rewrite Rabs_Rinv; [ left; exact H7 | assumption ]. +apply Rlt_le_trans with (2 / Rabs (f2 x) * Rabs (eps * f2 x / 8)). +apply Rmult_lt_compat_l. +unfold Rdiv in |- *; apply Rmult_lt_0_compat; + [ prove_sup0 | apply Rinv_0_lt_compat; apply Rabs_pos_lt; assumption ]. +exact H8. +right; unfold Rdiv in |- *. +repeat rewrite Rabs_mult. +rewrite Rabs_Rinv; discrR. +replace (Rabs 8) with 8. +replace 8 with 8; [ idtac | ring ]. +rewrite Rinv_mult_distr; [ idtac | discrR | discrR ]. +replace (2 * / Rabs (f2 x) * (Rabs eps * Rabs (f2 x) * (/ 2 * / 4))) with + (Rabs eps * / 4 * (2 * / 2) * (Rabs (f2 x) * / Rabs (f2 x))); + [ idtac | ring ]. +replace (Rabs eps) with eps. +repeat rewrite <- Rinv_r_sym; try discrR || (apply Rabs_no_R0; assumption). +ring. +symmetry in |- *; apply Rabs_right; left; assumption. +symmetry in |- *; apply Rabs_right; left; prove_sup. +Qed. + +Lemma maj_term2 : + forall (x h eps l1 alp_f2 alp_f2t2:R) (eps_f2:posreal) + (f2:R -> R), + 0 < eps -> + f2 x <> 0 -> + f2 (x + h) <> 0 -> + (forall a:R, + Rabs a < alp_f2t2 -> + Rabs (f2 (x + a) - f2 x) < Rabs (eps * Rsqr (f2 x) / (8 * l1))) -> + (forall a:R, + Rabs a < Rmin eps_f2 alp_f2 -> / Rabs (f2 (x + a)) < 2 / Rabs (f2 x)) -> + h <> 0 -> + Rabs h < alp_f2t2 -> + Rabs h < Rmin eps_f2 alp_f2 -> + l1 <> 0 -> Rabs (l1 / (f2 x * f2 (x + h)) * (f2 x - f2 (x + h))) < eps / 4. +intros. +assert (H8 := H3 h H6). +assert (H9 := H2 h H5). +apply Rle_lt_trans with + (Rabs (l1 / (f2 x * f2 (x + h))) * Rabs (eps * Rsqr (f2 x) / (8 * l1))). +rewrite Rabs_mult; apply Rmult_le_compat_l. +apply Rabs_pos. +rewrite <- (Rabs_Ropp (f2 x - f2 (x + h))); rewrite Ropp_minus_distr. +left; apply H9. +apply Rlt_le_trans with + (Rabs (2 * (l1 / (f2 x * f2 x))) * Rabs (eps * Rsqr (f2 x) / (8 * l1))). +apply Rmult_lt_compat_r. +apply Rabs_pos_lt. +unfold Rdiv in |- *; unfold Rsqr in |- *; repeat apply prod_neq_R0; + try assumption || discrR. +red in |- *; intro H10; rewrite H10 in H; elim (Rlt_irrefl _ H). +apply Rinv_neq_0_compat; apply prod_neq_R0; try assumption || discrR. +unfold Rdiv in |- *. +repeat rewrite Rinv_mult_distr; try assumption. +repeat rewrite Rabs_mult. +replace (Rabs 2) with 2. +rewrite (Rmult_comm 2). +replace (Rabs l1 * (Rabs (/ f2 x) * Rabs (/ f2 x)) * 2) with + (Rabs l1 * (Rabs (/ f2 x) * (Rabs (/ f2 x) * 2))); + [ idtac | ring ]. +repeat apply Rmult_lt_compat_l. +apply Rabs_pos_lt; assumption. +apply Rabs_pos_lt; apply Rinv_neq_0_compat; assumption. +repeat rewrite Rabs_Rinv; try assumption. +rewrite <- (Rmult_comm 2). +unfold Rdiv in H8; exact H8. +symmetry in |- *; apply Rabs_right; left; prove_sup0. +right. +unfold Rsqr, Rdiv in |- *. +do 1 rewrite Rinv_mult_distr; try assumption || discrR. +do 1 rewrite Rinv_mult_distr; try assumption || discrR. +repeat rewrite Rabs_mult. +repeat rewrite Rabs_Rinv; try assumption || discrR. +replace (Rabs eps) with eps. +replace (Rabs 8) with 8. +replace (Rabs 2) with 2. +replace 8 with (4 * 2); [ idtac | ring ]. +rewrite Rinv_mult_distr; discrR. +replace + (2 * (Rabs l1 * (/ Rabs (f2 x) * / Rabs (f2 x))) * + (eps * (Rabs (f2 x) * Rabs (f2 x)) * (/ 4 * / 2 * / Rabs l1))) with + (eps * / 4 * (Rabs l1 * / Rabs l1) * (Rabs (f2 x) * / Rabs (f2 x)) * + (Rabs (f2 x) * / Rabs (f2 x)) * (2 * / 2)); [ idtac | ring ]. +repeat rewrite <- Rinv_r_sym; try (apply Rabs_no_R0; assumption) || discrR. +ring. +symmetry in |- *; apply Rabs_right; left; prove_sup0. +symmetry in |- *; apply Rabs_right; left; prove_sup. +symmetry in |- *; apply Rabs_right; left; assumption. +Qed. + +Lemma maj_term3 : + forall (x h eps l2 alp_f2:R) (eps_f2 alp_f2d:posreal) + (f1 f2:R -> R), + 0 < eps -> + f2 x <> 0 -> + f2 (x + h) <> 0 -> + (forall h:R, + h <> 0 -> + Rabs h < alp_f2d -> + Rabs ((f2 (x + h) - f2 x) / h - l2) < + Rabs (Rsqr (f2 x) * eps / (8 * f1 x))) -> + (forall a:R, + Rabs a < Rmin eps_f2 alp_f2 -> / Rabs (f2 (x + a)) < 2 / Rabs (f2 x)) -> + h <> 0 -> + Rabs h < alp_f2d -> + Rabs h < Rmin eps_f2 alp_f2 -> + f1 x <> 0 -> + Rabs (f1 x / (f2 x * f2 (x + h)) * ((f2 (x + h) - f2 x) / h - l2)) < + eps / 4. +intros. +assert (H8 := H2 h H4 H5). +assert (H9 := H3 h H6). +apply Rle_lt_trans with + (Rabs (f1 x / (f2 x * f2 (x + h))) * Rabs (Rsqr (f2 x) * eps / (8 * f1 x))). +rewrite Rabs_mult. +apply Rmult_le_compat_l. +apply Rabs_pos. +left; apply H8. +apply Rlt_le_trans with + (Rabs (2 * (f1 x / (f2 x * f2 x))) * Rabs (Rsqr (f2 x) * eps / (8 * f1 x))). +apply Rmult_lt_compat_r. +apply Rabs_pos_lt. +unfold Rdiv in |- *; unfold Rsqr in |- *; repeat apply prod_neq_R0; + try assumption. +red in |- *; intro H10; rewrite H10 in H; elim (Rlt_irrefl _ H). +apply Rinv_neq_0_compat; apply prod_neq_R0; discrR || assumption. +unfold Rdiv in |- *. +repeat rewrite Rinv_mult_distr; try assumption. +repeat rewrite Rabs_mult. +replace (Rabs 2) with 2. +rewrite (Rmult_comm 2). +replace (Rabs (f1 x) * (Rabs (/ f2 x) * Rabs (/ f2 x)) * 2) with + (Rabs (f1 x) * (Rabs (/ f2 x) * (Rabs (/ f2 x) * 2))); + [ idtac | ring ]. +repeat apply Rmult_lt_compat_l. +apply Rabs_pos_lt; assumption. +apply Rabs_pos_lt; apply Rinv_neq_0_compat; assumption. +repeat rewrite Rabs_Rinv; assumption || idtac. +rewrite <- (Rmult_comm 2). +unfold Rdiv in H9; exact H9. +symmetry in |- *; apply Rabs_right; left; prove_sup0. +right. +unfold Rsqr, Rdiv in |- *. +rewrite Rinv_mult_distr; try assumption || discrR. +rewrite Rinv_mult_distr; try assumption || discrR. +repeat rewrite Rabs_mult. +repeat rewrite Rabs_Rinv; try assumption || discrR. +replace (Rabs eps) with eps. +replace (Rabs 8) with 8. +replace (Rabs 2) with 2. +replace 8 with (4 * 2); [ idtac | ring ]. +rewrite Rinv_mult_distr; discrR. +replace + (2 * (Rabs (f1 x) * (/ Rabs (f2 x) * / Rabs (f2 x))) * + (Rabs (f2 x) * Rabs (f2 x) * eps * (/ 4 * / 2 * / Rabs (f1 x)))) with + (eps * / 4 * (Rabs (f2 x) * / Rabs (f2 x)) * (Rabs (f2 x) * / Rabs (f2 x)) * + (Rabs (f1 x) * / Rabs (f1 x)) * (2 * / 2)); [ idtac | ring ]. +repeat rewrite <- Rinv_r_sym; try discrR || (apply Rabs_no_R0; assumption). +ring. +symmetry in |- *; apply Rabs_right; left; prove_sup0. +symmetry in |- *; apply Rabs_right; left; prove_sup. +symmetry in |- *; apply Rabs_right; left; assumption. +Qed. + +Lemma maj_term4 : + forall (x h eps l2 alp_f2 alp_f2c:R) (eps_f2:posreal) + (f1 f2:R -> R), + 0 < eps -> + f2 x <> 0 -> + f2 (x + h) <> 0 -> + (forall a:R, + Rabs a < alp_f2c -> + Rabs (f2 (x + a) - f2 x) < + Rabs (Rsqr (f2 x) * f2 x * eps / (8 * f1 x * l2))) -> + (forall a:R, + Rabs a < Rmin eps_f2 alp_f2 -> / Rabs (f2 (x + a)) < 2 / Rabs (f2 x)) -> + h <> 0 -> + Rabs h < alp_f2c -> + Rabs h < Rmin eps_f2 alp_f2 -> + f1 x <> 0 -> + l2 <> 0 -> + Rabs (l2 * f1 x / (Rsqr (f2 x) * f2 (x + h)) * (f2 (x + h) - f2 x)) < + eps / 4. +intros. +assert (H9 := H2 h H5). +assert (H10 := H3 h H6). +apply Rle_lt_trans with + (Rabs (l2 * f1 x / (Rsqr (f2 x) * f2 (x + h))) * + Rabs (Rsqr (f2 x) * f2 x * eps / (8 * f1 x * l2))). +rewrite Rabs_mult. +apply Rmult_le_compat_l. +apply Rabs_pos. +left; apply H9. +apply Rlt_le_trans with + (Rabs (2 * l2 * (f1 x / (Rsqr (f2 x) * f2 x))) * + Rabs (Rsqr (f2 x) * f2 x * eps / (8 * f1 x * l2))). +apply Rmult_lt_compat_r. +apply Rabs_pos_lt. +unfold Rdiv in |- *; unfold Rsqr in |- *; repeat apply prod_neq_R0; + assumption || idtac. +red in |- *; intro H11; rewrite H11 in H; elim (Rlt_irrefl _ H). +apply Rinv_neq_0_compat; apply prod_neq_R0. +apply prod_neq_R0. +discrR. +assumption. +assumption. +unfold Rdiv in |- *. +repeat rewrite Rinv_mult_distr; + try assumption || (unfold Rsqr in |- *; apply prod_neq_R0; assumption). +repeat rewrite Rabs_mult. +replace (Rabs 2) with 2. +replace + (2 * Rabs l2 * (Rabs (f1 x) * (Rabs (/ Rsqr (f2 x)) * Rabs (/ f2 x)))) with + (Rabs l2 * (Rabs (f1 x) * (Rabs (/ Rsqr (f2 x)) * (Rabs (/ f2 x) * 2)))); + [ idtac | ring ]. +replace + (Rabs l2 * Rabs (f1 x) * (Rabs (/ Rsqr (f2 x)) * Rabs (/ f2 (x + h)))) with + (Rabs l2 * (Rabs (f1 x) * (Rabs (/ Rsqr (f2 x)) * Rabs (/ f2 (x + h))))); + [ idtac | ring ]. +repeat apply Rmult_lt_compat_l. +apply Rabs_pos_lt; assumption. +apply Rabs_pos_lt; assumption. +apply Rabs_pos_lt; apply Rinv_neq_0_compat; unfold Rsqr in |- *; + apply prod_neq_R0; assumption. +repeat rewrite Rabs_Rinv; [ idtac | assumption | assumption ]. +rewrite <- (Rmult_comm 2). +unfold Rdiv in H10; exact H10. +symmetry in |- *; apply Rabs_right; left; prove_sup0. +right; unfold Rsqr, Rdiv in |- *. +rewrite Rinv_mult_distr; try assumption || discrR. +rewrite Rinv_mult_distr; try assumption || discrR. +rewrite Rinv_mult_distr; try assumption || discrR. +rewrite Rinv_mult_distr; try assumption || discrR. +repeat rewrite Rabs_mult. +repeat rewrite Rabs_Rinv; try assumption || discrR. +replace (Rabs eps) with eps. +replace (Rabs 8) with 8. +replace (Rabs 2) with 2. +replace 8 with (4 * 2); [ idtac | ring ]. +rewrite Rinv_mult_distr; discrR. +replace + (2 * Rabs l2 * + (Rabs (f1 x) * (/ Rabs (f2 x) * / Rabs (f2 x) * / Rabs (f2 x))) * + (Rabs (f2 x) * Rabs (f2 x) * Rabs (f2 x) * eps * + (/ 4 * / 2 * / Rabs (f1 x) * / Rabs l2))) with + (eps * / 4 * (Rabs l2 * / Rabs l2) * (Rabs (f1 x) * / Rabs (f1 x)) * + (Rabs (f2 x) * / Rabs (f2 x)) * (Rabs (f2 x) * / Rabs (f2 x)) * + (Rabs (f2 x) * / Rabs (f2 x)) * (2 * / 2)); [ idtac | ring ]. +repeat rewrite <- Rinv_r_sym; try discrR || (apply Rabs_no_R0; assumption). +ring. +symmetry in |- *; apply Rabs_right; left; prove_sup0. +symmetry in |- *; apply Rabs_right; left; prove_sup. +symmetry in |- *; apply Rabs_right; left; assumption. +apply prod_neq_R0; assumption || discrR. +apply prod_neq_R0; assumption. +Qed. + +Lemma D_x_no_cond : forall x a:R, a <> 0 -> D_x no_cond x (x + a). +intros. +unfold D_x, no_cond in |- *. +split. +trivial. +apply Rminus_not_eq. +unfold Rminus in |- *. +rewrite Ropp_plus_distr. +rewrite <- Rplus_assoc. +rewrite Rplus_opp_r. +rewrite Rplus_0_l. +apply Ropp_neq_0_compat; assumption. +Qed. + +Lemma Rabs_4 : + forall a b c d:R, Rabs (a + b + c + d) <= Rabs a + Rabs b + Rabs c + Rabs d. +intros. +apply Rle_trans with (Rabs (a + b) + Rabs (c + d)). +replace (a + b + c + d) with (a + b + (c + d)); [ apply Rabs_triang | ring ]. +apply Rle_trans with (Rabs a + Rabs b + Rabs (c + d)). +apply Rplus_le_compat_r. +apply Rabs_triang. +repeat rewrite Rplus_assoc; repeat apply Rplus_le_compat_l. +apply Rabs_triang. +Qed. + +Lemma Rlt_4 : + forall a b c d e f g h:R, + a < b -> c < d -> e < f -> g < h -> a + c + e + g < b + d + f + h. +intros; apply Rlt_trans with (b + c + e + g). +repeat apply Rplus_lt_compat_r; assumption. +repeat rewrite Rplus_assoc; apply Rplus_lt_compat_l. +apply Rlt_trans with (d + e + g). +rewrite Rplus_assoc; apply Rplus_lt_compat_r; assumption. +rewrite Rplus_assoc; apply Rplus_lt_compat_l; apply Rlt_trans with (f + g). +apply Rplus_lt_compat_r; assumption. +apply Rplus_lt_compat_l; assumption. +Qed. + +Lemma Rmin_2 : forall a b c:R, a < b -> a < c -> a < Rmin b c. +intros; unfold Rmin in |- *; case (Rle_dec b c); intro; assumption. +Qed. + +Lemma quadruple : forall x:R, 4 * x = x + x + x + x. +intro; ring. +Qed. + +Lemma quadruple_var : forall x:R, x = x / 4 + x / 4 + x / 4 + x / 4. +intro; rewrite <- quadruple. +unfold Rdiv in |- *; rewrite <- Rmult_assoc; rewrite Rinv_r_simpl_m; discrR. +reflexivity. +Qed. + +(**********) +Lemma continuous_neq_0 : + forall (f:R -> R) (x0:R), + continuity_pt f x0 -> + f x0 <> 0 -> + exists eps : posreal, (forall h:R, Rabs h < eps -> f (x0 + h) <> 0). +intros; unfold continuity_pt in H; unfold continue_in in H; + unfold limit1_in in H; unfold limit_in in H; elim (H (Rabs (f x0 / 2))). +intros; elim H1; intros. +exists (mkposreal x H2). +intros; assert (H5 := H3 (x0 + h)). +cut + (dist R_met (x0 + h) x0 < x -> + dist R_met (f (x0 + h)) (f x0) < Rabs (f x0 / 2)). +unfold dist in |- *; simpl in |- *; unfold R_dist in |- *; + replace (x0 + h - x0) with h. +intros; assert (H7 := H6 H4). +red in |- *; intro. +rewrite H8 in H7; unfold Rminus in H7; rewrite Rplus_0_l in H7; + rewrite Rabs_Ropp in H7; unfold Rdiv in H7; rewrite Rabs_mult in H7; + pattern (Rabs (f x0)) at 1 in H7; rewrite <- Rmult_1_r in H7. +cut (0 < Rabs (f x0)). +intro; assert (H10 := Rmult_lt_reg_l _ _ _ H9 H7). +cut (Rabs (/ 2) = / 2). +assert (Hyp : 0 < 2). +prove_sup0. +intro; rewrite H11 in H10; assert (H12 := Rmult_lt_compat_l 2 _ _ Hyp H10); + rewrite Rmult_1_r in H12; rewrite <- Rinv_r_sym in H12; + [ idtac | discrR ]. +cut (IZR 1 < IZR 2). +unfold IZR in |- *; unfold INR, nat_of_P in |- *; simpl in |- *; intro; + elim (Rlt_irrefl 1 (Rlt_trans _ _ _ H13 H12)). +apply IZR_lt; omega. +unfold Rabs in |- *; case (Rcase_abs (/ 2)); intro. +assert (Hyp : 0 < 2). +prove_sup0. +assert (H11 := Rmult_lt_compat_l 2 _ _ Hyp r); rewrite Rmult_0_r in H11; + rewrite <- Rinv_r_sym in H11; [ idtac | discrR ]. +elim (Rlt_irrefl 0 (Rlt_trans _ _ _ Rlt_0_1 H11)). +reflexivity. +apply (Rabs_pos_lt _ H0). +ring. +assert (H6 := Req_dec x0 (x0 + h)); elim H6; intro. +intro; rewrite <- H7; unfold dist, R_met in |- *; unfold R_dist in |- *; + unfold Rminus in |- *; rewrite Rplus_opp_r; rewrite Rabs_R0; + apply Rabs_pos_lt. +unfold Rdiv in |- *; apply prod_neq_R0; + [ assumption | apply Rinv_neq_0_compat; discrR ]. +intro; apply H5. +split. +unfold D_x, no_cond in |- *. +split; trivial || assumption. +assumption. +change (0 < Rabs (f x0 / 2)) in |- *. +apply Rabs_pos_lt; unfold Rdiv in |- *; apply prod_neq_R0. +assumption. +apply Rinv_neq_0_compat; discrR. +Qed. \ No newline at end of file -- cgit v1.2.3