(************************************************************************) (* v * The Coq Proof Assistant / The Coq Development Team *) (* R->R; main properties *) (************************************************************) Require Rbase. Require Rfunctions. Require SeqSeries. Require Rtrigo. Require Ranalysis1. Require Exp_prop. Require Rsqrt_def. Require R_sqrt. Require MVT. Require Ranalysis4. V7only [Import R_scope.]. Open Local Scope R_scope. Lemma P_Rmin: (P : R -> Prop) (x, y : R) (P x) -> (P y) -> (P (Rmin x y)). Intros P x y H1 H2; Unfold Rmin; Case (total_order_Rle x y); Intro; Assumption. Qed. Lemma exp_le_3 : ``(exp 1)<=3``. Assert exp_1 : ``(exp 1)<>0``. Assert H0 := (exp_pos R1); Red; Intro; Rewrite H in H0; Elim (Rlt_antirefl ? H0). Apply Rle_monotony_contra with ``/(exp 1)``. Apply Rlt_Rinv; Apply exp_pos. Rewrite <- Rinv_l_sym. Apply Rle_monotony_contra with ``/3``. Apply Rlt_Rinv; Sup0. Rewrite Rmult_1r; Rewrite <- (Rmult_sym ``3``); Rewrite <- Rmult_assoc; Rewrite <- Rinv_l_sym. Rewrite Rmult_1l; Replace ``/(exp 1)`` with ``(exp (-1))``. Unfold exp; Case (exist_exp ``-1``); Intros; Simpl; Unfold exp_in in e; Assert H := (alternated_series_ineq [i:nat]``/(INR (fact i))`` x (S O)). Cut ``(sum_f_R0 (tg_alt [([i:nat]``/(INR (fact i))``)]) (S (mult (S (S O)) (S O)))) <= x <= (sum_f_R0 (tg_alt [([i:nat]``/(INR (fact i))``)]) (mult (S (S O)) (S O)))``. Intro; Elim H0; Clear H0; Intros H0 _; Simpl in H0; Unfold tg_alt in H0; Simpl in H0. Replace ``/3`` with ``1*/1+ -1*1*/1+ -1*( -1*1)*/2+ -1*( -1*( -1*1))*/(2+1+1+1+1)``. Apply H0. Repeat Rewrite Rinv_R1; Repeat Rewrite Rmult_1r; Rewrite Ropp_mul1; Rewrite Rmult_1l; Rewrite Ropp_Ropp; Rewrite Rplus_Ropp_r; Rewrite Rmult_1r; Rewrite Rplus_Ol; Rewrite Rmult_1l; Apply r_Rmult_mult with ``6``. Rewrite Rmult_Rplus_distr; Replace ``2+1+1+1+1`` with ``6``. Rewrite <- (Rmult_sym ``/6``); Rewrite <- Rmult_assoc; Rewrite <- Rinv_r_sym. Rewrite Rmult_1l; Replace ``6`` with ``2*3``. Do 2 Rewrite Rmult_assoc; Rewrite <- Rinv_r_sym. Rewrite Rmult_1r; Rewrite (Rmult_sym ``3``); Rewrite <- Rmult_assoc; Rewrite <- Rinv_r_sym. Ring. DiscrR. DiscrR. Ring. DiscrR. Ring. DiscrR. Apply H. Unfold Un_decreasing; Intros; Apply Rle_monotony_contra with ``(INR (fact n))``. Apply INR_fact_lt_0. Apply Rle_monotony_contra with ``(INR (fact (S n)))``. Apply INR_fact_lt_0. Rewrite <- Rinv_r_sym. Rewrite Rmult_1r; Rewrite Rmult_sym; Rewrite Rmult_assoc; Rewrite <- Rinv_l_sym. Rewrite Rmult_1r; Apply le_INR; Apply fact_growing; Apply le_n_Sn. Apply INR_fact_neq_0. Apply INR_fact_neq_0. Assert H0 := (cv_speed_pow_fact R1); Unfold Un_cv; Unfold Un_cv in H0; Intros; Elim (H0 ? H1); Intros; Exists x0; Intros; Unfold R_dist in H2; Unfold R_dist; Replace ``/(INR (fact n))`` with ``(pow 1 n)/(INR (fact n))``. Apply (H2 ? H3). Unfold Rdiv; Rewrite pow1; Rewrite Rmult_1l; Reflexivity. Unfold infinit_sum in e; Unfold Un_cv tg_alt; Intros; Elim (e ? H0); Intros; Exists x0; Intros; Replace (sum_f_R0 ([i:nat]``(pow ( -1) i)*/(INR (fact i))``) n) with (sum_f_R0 ([i:nat]``/(INR (fact i))*(pow ( -1) i)``) n). Apply (H1 ? H2). Apply sum_eq; Intros; Apply Rmult_sym. Apply r_Rmult_mult with ``(exp 1)``. Rewrite <- exp_plus; Rewrite Rplus_Ropp_r; Rewrite exp_0; Rewrite <- Rinv_r_sym. Reflexivity. Assumption. Assumption. DiscrR. Assumption. Qed. (******************************************************************) (* Properties of Exp *) (******************************************************************) Theorem exp_increasing: (x, y : R) ``x ``(exp x)<(exp y)``. Intros x y H. Assert H0 : (derivable exp). Apply derivable_exp. Assert H1 := (positive_derivative ? H0). Unfold strict_increasing in H1. Apply H1. Intro. Replace (derive_pt exp x0 (H0 x0)) with (exp x0). Apply exp_pos. Symmetry; Apply derive_pt_eq_0. Apply (derivable_pt_lim_exp x0). Apply H. Qed. Theorem exp_lt_inv: (x, y : R) ``(exp x)<(exp y)`` -> ``x ``1+x < (exp x)``. Intros; Apply Rlt_anti_compatibility with ``-(exp 0)``; Rewrite <- (Rplus_sym (exp x)); Assert H0 := (MVT_cor1 exp R0 x derivable_exp H); Elim H0; Intros; Elim H1; Intros; Unfold Rminus in H2; Rewrite H2; Rewrite Ropp_O; Rewrite Rplus_Or; Replace (derive_pt exp x0 (derivable_exp x0)) with (exp x0). Rewrite exp_0; Rewrite <- Rplus_assoc; Rewrite Rplus_Ropp_l; Rewrite Rplus_Ol; Pattern 1 x; Rewrite <- Rmult_1r; Rewrite (Rmult_sym (exp x0)); Apply Rlt_monotony. Apply H. Rewrite <- exp_0; Apply exp_increasing; Elim H3; Intros; Assumption. Symmetry; Apply derive_pt_eq_0; Apply derivable_pt_lim_exp. Qed. Lemma ln_exists1 : (y:R) ``0``1<=y``->(sigTT R [z:R]``y==(exp z)``). Intros; Pose f := [x:R]``(exp x)-y``; Cut ``(f 0)<=0``. Intro; Cut (continuity f). Intro; Cut ``0<=(f y)``. Intro; Cut ``(f 0)*(f y)<=0``. Intro; Assert X := (IVT_cor f R0 y H2 (Rlt_le ? ? H) H4); Elim X; Intros t H5; Apply existTT with t; Elim H5; Intros; Unfold f in H7; Apply Rminus_eq_right; Exact H7. Pattern 2 R0; Rewrite <- (Rmult_Or (f y)); Rewrite (Rmult_sym (f R0)); Apply Rle_monotony; Assumption. Unfold f; Apply Rle_anti_compatibility with y; Left; Apply Rlt_trans with ``1+y``. Rewrite <- (Rplus_sym y); Apply Rlt_compatibility; Apply Rlt_R0_R1. Replace ``y+((exp y)-y)`` with (exp y); [Apply (exp_ineq1 y H) | Ring]. Unfold f; Change (continuity (minus_fct exp (fct_cte y))); Apply continuity_minus; [Apply derivable_continuous; Apply derivable_exp | Apply derivable_continuous; Apply derivable_const]. Unfold f; Rewrite exp_0; Apply Rle_anti_compatibility with y; Rewrite Rplus_Or; Replace ``y+(1-y)`` with R1; [Apply H0 | Ring]. Qed. (**********) Lemma ln_exists : (y:R) ``0 (sigTT R [z:R]``y==(exp z)``). Intros; Case (total_order_Rle R1 y); Intro. Apply (ln_exists1 ? H r). Assert H0 : ``1<=/y``. Apply Rle_monotony_contra with y. Apply H. Rewrite <- Rinv_r_sym. Rewrite Rmult_1r; Left; Apply (not_Rle ? ? n). Red; Intro; Rewrite H0 in H; Elim (Rlt_antirefl ? H). Assert H1 : ``0 R *) Definition Rln [y:posreal] : R := Cases (ln_exists (pos y) (RIneq.cond_pos y)) of (existTT a b) => a end. (* Extension on R *) Definition ln : R->R := [x:R](Cases (total_order_Rlt R0 x) of (leftT a) => (Rln (mkposreal x a)) | (rightT a) => R0 end). Lemma exp_ln : (x : R) ``0 (exp (ln x)) == x. Intros; Unfold ln; Case (total_order_Rlt R0 x); Intro. Unfold Rln; Case (ln_exists (mkposreal x r) (RIneq.cond_pos (mkposreal x r))); Intros. Simpl in e; Symmetry; Apply e. Elim n; Apply H. Qed. Theorem exp_inv: (x, y : R) (exp x) == (exp y) -> x == y. Intros x y H; Case (total_order x y); [Intros H1 | Intros [H1|H1]]; Auto; Assert H2 := (exp_increasing ? ? H1); Rewrite H in H2; Elim (Rlt_antirefl ? H2). Qed. Theorem exp_Ropp: (x : R) ``(exp (-x)) == /(exp x)``. Intros x; Assert H : ``(exp x)<>0``. Assert H := (exp_pos x); Red; Intro; Rewrite H0 in H; Elim (Rlt_antirefl ? H). Apply r_Rmult_mult with r := (exp x). Rewrite <- exp_plus; Rewrite Rplus_Ropp_r; Rewrite exp_0. Apply Rinv_r_sym. Apply H. Apply H. Qed. (******************************************************************) (* Properties of Ln *) (******************************************************************) Theorem ln_increasing: (x, y : R) ``0 ``x ``(ln x) < (ln y)``. Intros x y H H0; Apply exp_lt_inv. Repeat Rewrite exp_ln. Apply H0. Apply Rlt_trans with x; Assumption. Apply H. Qed. Theorem ln_exp: (x : R) (ln (exp x)) == x. Intros x; Apply exp_inv. Apply exp_ln. Apply exp_pos. Qed. Theorem ln_1: ``(ln 1) == 0``. Rewrite <- exp_0; Rewrite ln_exp; Reflexivity. Qed. Theorem ln_lt_inv: (x, y : R) ``0 ``0 ``(ln x)<(ln y)`` -> ``x ``0 (ln x) == (ln y) -> x == y. Intros x y H H0 H'0; Case (total_order x y); [Intros H1 | Intros [H1|H1]]; Auto. Assert H2 := (ln_increasing ? ? H H1); Rewrite H'0 in H2; Elim (Rlt_antirefl ? H2). Assert H2 := (ln_increasing ? ? H0 H1); Rewrite H'0 in H2; Elim (Rlt_antirefl ? H2). Qed. Theorem ln_mult: (x, y : R) ``0 ``0 ``(ln (x*y)) == (ln x)+(ln y)``. Intros x y H H0; Apply exp_inv. Rewrite exp_plus. Repeat Rewrite exp_ln. Reflexivity. Assumption. Assumption. Apply Rmult_lt_pos; Assumption. Qed. Theorem ln_Rinv: (x : R) ``0 ``(ln (/x)) == -(ln x)``. Intros x H; Apply exp_inv; Repeat (Rewrite exp_ln Orelse Rewrite exp_Ropp). Reflexivity. Assumption. Apply Rlt_Rinv; Assumption. Qed. Theorem ln_continue: (y : R) ``0 (continue_in ln [x : R] (Rlt R0 x) y). Intros y H. Unfold continue_in limit1_in limit_in; Intros eps Heps. Cut (Rlt R1 (exp eps)); [Intros H1 | Idtac]. Cut (Rlt (exp (Ropp eps)) R1); [Intros H2 | Idtac]. Exists (Rmin (Rmult y (Rminus (exp eps) R1)) (Rmult y (Rminus R1 (exp (Ropp eps))))); Split. Red; Apply P_Rmin. Apply Rmult_lt_pos. Assumption. Apply Rlt_anti_compatibility with R1. Rewrite Rplus_Or; Replace ``(1+((exp eps)-1))`` with (exp eps); [Apply H1 | Ring]. Apply Rmult_lt_pos. Assumption. Apply Rlt_anti_compatibility with ``(exp (-eps))``. Rewrite Rplus_Or; Replace ``(exp ( -eps))+(1-(exp ( -eps)))`` with R1; [Apply H2 | Ring]. Unfold dist R_met R_dist; Simpl. Intros x ((H3, H4), H5). Cut (Rmult y (Rmult x (Rinv y))) == x. Intro Hxyy. Replace (Rminus (ln x) (ln y)) with (ln (Rmult x (Rinv y))). Case (total_order x y); [Intros Hxy | Intros [Hxy|Hxy]]. Rewrite Rabsolu_left. Apply Ropp_Rlt; Rewrite Ropp_Ropp. Apply exp_lt_inv. Rewrite exp_ln. Apply Rlt_monotony_contra with z := y. Apply H. Rewrite Hxyy. Apply Ropp_Rlt. Apply Rlt_anti_compatibility with r := y. Replace (Rplus y (Ropp (Rmult y (exp (Ropp eps))))) with (Rmult y (Rminus R1 (exp (Ropp eps)))); [Idtac | Ring]. Replace (Rplus y (Ropp x)) with (Rabsolu (Rminus x y)); [Idtac | Ring]. Apply Rlt_le_trans with 1 := H5; Apply Rmin_r. Rewrite Rabsolu_left; [Ring | Idtac]. Apply (Rlt_minus ? ? Hxy). Apply Rmult_lt_pos; [Apply H3 | Apply (Rlt_Rinv ? H)]. Rewrite <- ln_1. Apply ln_increasing. Apply Rmult_lt_pos; [Apply H3 | Apply (Rlt_Rinv ? H)]. Apply Rlt_monotony_contra with z := y. Apply H. Rewrite Hxyy; Rewrite Rmult_1r; Apply Hxy. Rewrite Hxy; Rewrite Rinv_r. Rewrite ln_1; Rewrite Rabsolu_R0; Apply Heps. Red; Intro; Rewrite H0 in H; Elim (Rlt_antirefl ? H). Rewrite Rabsolu_right. Apply exp_lt_inv. Rewrite exp_ln. Apply Rlt_monotony_contra with z := y. Apply H. Rewrite Hxyy. Apply Rlt_anti_compatibility with r := (Ropp y). Replace (Rplus (Ropp y) (Rmult y (exp eps))) with (Rmult y (Rminus (exp eps) R1)); [Idtac | Ring]. Replace (Rplus (Ropp y) x) with (Rabsolu (Rminus x y)); [Idtac | Ring]. Apply Rlt_le_trans with 1 := H5; Apply Rmin_l. Rewrite Rabsolu_right; [Ring | Idtac]. Left; Apply (Rgt_minus ? ? Hxy). Apply Rmult_lt_pos; [Apply H3 | Apply (Rlt_Rinv ? H)]. Rewrite <- ln_1. Apply Rgt_ge; Red; Apply ln_increasing. Apply Rlt_R0_R1. Apply Rlt_monotony_contra with z := y. Apply H. Rewrite Hxyy; Rewrite Rmult_1r; Apply Hxy. Rewrite ln_mult. Rewrite ln_Rinv. Ring. Assumption. Assumption. Apply Rlt_Rinv; Assumption. Rewrite (Rmult_sym x); Rewrite <- Rmult_assoc; Rewrite <- Rinv_r_sym. Ring. Red; Intro; Rewrite H0 in H; Elim (Rlt_antirefl ? H). Apply Rlt_monotony_contra with (exp eps). Apply exp_pos. Rewrite <- exp_plus; Rewrite Rmult_1r; Rewrite Rplus_Ropp_r; Rewrite exp_0; Apply H1. Rewrite <- exp_0. Apply exp_increasing; Apply Heps. Qed. (******************************************************************) (* Definition of Rpower *) (******************************************************************) Definition Rpower := [x : R] [y : R] ``(exp (y*(ln x)))``. Infix Local "^R" Rpower (at level 2, left associativity) : R_scope. (******************************************************************) (* Properties of Rpower *) (******************************************************************) Theorem Rpower_plus: (x, y, z : R) ``(Rpower z (x+y)) == (Rpower z x)*(Rpower z y)``. Intros x y z; Unfold Rpower. Rewrite Rmult_Rplus_distrl; Rewrite exp_plus; Auto. Qed. Theorem Rpower_mult: (x, y, z : R) ``(Rpower (Rpower x y) z) == (Rpower x (y*z))``. Intros x y z; Unfold Rpower. Rewrite ln_exp. Replace (Rmult z (Rmult y (ln x))) with (Rmult (Rmult y z) (ln x)). Reflexivity. Ring. Qed. Theorem Rpower_O: (x : R) ``0 ``(Rpower x 0) == 1``. Intros x H; Unfold Rpower. Rewrite Rmult_Ol; Apply exp_0. Qed. Theorem Rpower_1: (x : R) ``0 ``(Rpower x 1) == x``. Intros x H; Unfold Rpower. Rewrite Rmult_1l; Apply exp_ln; Apply H. Qed. Theorem Rpower_pow: (n : nat) (x : R) ``0 (Rpower x (INR n)) == (pow x n). Intros n; Elim n; Simpl; Auto; Fold INR. Intros x H; Apply Rpower_O; Auto. Intros n1; Case n1. Intros H x H0; Simpl; Rewrite Rmult_1r; Apply Rpower_1; Auto. Intros n0 H x H0; Rewrite Rpower_plus; Rewrite H; Try Rewrite Rpower_1; Try Apply Rmult_sym Orelse Assumption. Qed. Theorem Rpower_lt: (x, y, z : R) ``1 ``0<=y`` -> ``y ``(Rpower x y) < (Rpower x z)``. Intros x y z H H0 H1. Unfold Rpower. Apply exp_increasing. Apply Rlt_monotony_r. Rewrite <- ln_1; Apply ln_increasing. Apply Rlt_R0_R1. Apply H. Apply H1. Qed. Theorem Rpower_sqrt: (x : R) ``0 ``(Rpower x (/2)) == (sqrt x)``. Intros x H. Apply ln_inv. Unfold Rpower; Apply exp_pos. Apply sqrt_lt_R0; Apply H. Apply r_Rmult_mult with (INR (S (S O))). Apply exp_inv. Fold Rpower. Cut (Rpower (Rpower x (Rinv (Rplus R1 R1))) (INR (S (S O)))) == (Rpower (sqrt x) (INR (S (S O)))). Unfold Rpower; Auto. Rewrite Rpower_mult. Rewrite Rinv_l. Replace R1 with (INR (S O)); Auto. Repeat Rewrite Rpower_pow; Simpl. Pattern 1 x; Rewrite <- (sqrt_sqrt x (Rlt_le ? ? H)). Ring. Apply sqrt_lt_R0; Apply H. Apply H. Apply not_O_INR; Discriminate. Apply not_O_INR; Discriminate. Qed. Theorem Rpower_Ropp: (x, y : R) ``(Rpower x (-y)) == /(Rpower x y)``. Unfold Rpower. Intros x y; Rewrite Ropp_mul1. Apply exp_Ropp. Qed. Theorem Rle_Rpower: (e,n,m : R) ``1 ``0<=n`` -> ``n<=m`` -> ``(Rpower e n)<=(Rpower e m)``. Intros e n m H H0 H1; Case H1. Intros H2; Left; Apply Rpower_lt; Assumption. Intros H2; Rewrite H2; Right; Reflexivity. Qed. Theorem ln_lt_2: ``/2<(ln 2)``. Apply Rlt_monotony_contra with z := (Rplus R1 R1). Sup0. Rewrite Rinv_r. Apply exp_lt_inv. Apply Rle_lt_trans with 1 := exp_le_3. Change (Rlt (Rplus R1 (Rplus R1 R1)) (Rpower (Rplus R1 R1) (Rplus R1 R1))). Repeat Rewrite Rpower_plus; Repeat Rewrite Rpower_1. Repeat Rewrite Rmult_Rplus_distrl; Repeat Rewrite Rmult_Rplus_distr; Repeat Rewrite Rmult_1l. Pattern 1 ``3``; Rewrite <- Rplus_Or; Replace ``2+2`` with ``3+1``; [Apply Rlt_compatibility; Apply Rlt_R0_R1 | Ring]. Sup0. DiscrR. Qed. (**************************************) (* Differentiability of Ln and Rpower *) (**************************************) Theorem limit1_ext: (f, g : R -> R)(D : R -> Prop)(l, x : R) ((x : R) (D x) -> (f x) == (g x)) -> (limit1_in f D l x) -> (limit1_in g D l x). Intros f g D l x H; Unfold limit1_in limit_in. Intros H0 eps H1; Case (H0 eps); Auto. Intros x0 (H2, H3); Exists x0; Split; Auto. Intros x1 (H4, H5); Rewrite <- H; Auto. Qed. Theorem limit1_imp: (f : R -> R)(D, D1 : R -> Prop)(l, x : R) ((x : R) (D1 x) -> (D x)) -> (limit1_in f D l x) -> (limit1_in f D1 l x). Intros f D D1 l x H; Unfold limit1_in limit_in. Intros H0 eps H1; Case (H0 eps H1); Auto. Intros alpha (H2, H3); Exists alpha; Split; Auto. Intros d (H4, H5); Apply H3; Split; Auto. Qed. Theorem Rinv_Rdiv: (x, y : R) ``x<>0`` -> ``y<>0`` -> ``/(x/y) == y/x``. Intros x y H1 H2; Unfold Rdiv; Rewrite Rinv_Rmult. Rewrite Rinv_Rinv. Apply Rmult_sym. Assumption. Assumption. Apply Rinv_neq_R0; Assumption. Qed. Theorem Dln: (y : R) ``0 (D_in ln Rinv [x:R]``0 (derivable_pt_lim ln x ``/x``). Intros; Assert H0 := (Dln x H); Unfold D_in in H0; Unfold limit1_in in H0; Unfold limit_in in H0; Simpl in H0; Unfold R_dist in H0; Unfold derivable_pt_lim; Intros; Elim (H0 ? H1); Intros; Elim H2; Clear H2; Intros; Pose alp := (Rmin x0 ``x/2``); Assert H4 : ``0 R)(D, D1 : R -> Prop)(x : R) ((x : R) (D1 x) -> (D x)) -> (D_in f g D x) -> (D_in f g D1 x). Intros f g D D1 x H; Unfold D_in. Intros H0; Apply limit1_imp with D := (D_x D x); Auto. Intros x1 (H1, H2); Split; Auto. Qed. Theorem D_in_ext: (f, g, h : R -> R)(D : R -> Prop) (x : R) (f x) == (g x) -> (D_in h f D x) -> (D_in h g D x). Intros f g h D x H; Unfold D_in. Rewrite H; Auto. Qed. Theorem Dpower: (y, z : R) ``0 (D_in [x:R](Rpower x z) [x:R](Rmult z (Rpower x (Rminus z R1))) [x:R]``0 (derivable_pt_lim [x : ?] (Rpower x y) x (Rmult y (Rpower x (Rminus y R1)))). Intros x y H. Unfold Rminus; Rewrite Rpower_plus. Rewrite Rpower_Ropp. Rewrite Rpower_1; Auto. Rewrite <- Rmult_assoc. Unfold Rpower. Apply derivable_pt_lim_comp with f1 := ln f2 := [x : ?] (exp (Rmult y x)). Apply derivable_pt_lim_ln; Assumption. Rewrite (Rmult_sym y). Apply derivable_pt_lim_comp with f1 := [x : ?] (Rmult y x) f2 := exp. Pattern 2 y; Replace y with (Rplus (Rmult R0 (ln x)) (Rmult y R1)). Apply derivable_pt_lim_mult with f1 := [x : R] y f2 := [x : R] x. Apply derivable_pt_lim_const with a := y. Apply derivable_pt_lim_id. Ring. Apply derivable_pt_lim_exp. Qed.