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(************************************************************************)
(* v * The Coq Proof Assistant / The Coq Development Team *)
(* <O___,, * INRIA - CNRS - LIX - LRI - PPS - Copyright 1999-2016 *)
(* \VV/ **************************************************************)
(* // * This file is distributed under the terms of the *)
(* * GNU Lesser General Public License Version 2.1 *)
(************************************************************************)
Require Import Rbase.
Require Import Rfunctions.
Require Import Rseries.
Require Import PartSum.
Require Import Omega.
Local Open Scope R_scope.
Set Implicit Arguments.
Section Sigma.
Variable f : nat -> R.
Definition sigma (low high:nat) : R :=
sum_f_R0 (fun k:nat => f (low + k)) (high - low).
Theorem sigma_split :
forall low high k:nat,
(low <= k)%nat ->
(k < high)%nat -> sigma low high = sigma low k + sigma (S k) high.
Proof.
intros; induction k as [| k Hreck].
cut (low = 0%nat).
intro; rewrite H1; unfold sigma; rewrite <- minus_n_n;
rewrite <- minus_n_O; simpl; replace (high - 1)%nat with (pred high).
apply (decomp_sum (fun k:nat => f k)).
assumption.
apply pred_of_minus.
inversion H; reflexivity.
cut ((low <= k)%nat \/ low = S k).
intro; elim H1; intro.
replace (sigma low (S k)) with (sigma low k + f (S k)).
rewrite Rplus_assoc;
replace (f (S k) + sigma (S (S k)) high) with (sigma (S k) high).
apply Hreck.
assumption.
apply lt_trans with (S k); [ apply lt_n_Sn | assumption ].
unfold sigma; replace (high - S (S k))%nat with (pred (high - S k)).
pattern (S k) at 3; replace (S k) with (S k + 0)%nat;
[ idtac | ring ].
replace (sum_f_R0 (fun k0:nat => f (S (S k) + k0)) (pred (high - S k))) with
(sum_f_R0 (fun k0:nat => f (S k + S k0)) (pred (high - S k))).
apply (decomp_sum (fun i:nat => f (S k + i))).
apply lt_minus_O_lt; assumption.
apply sum_eq; intros; replace (S k + S i)%nat with (S (S k) + i)%nat.
reflexivity.
ring.
replace (high - S (S k))%nat with (high - S k - 1)%nat.
apply pred_of_minus.
omega.
unfold sigma; replace (S k - low)%nat with (S (k - low)).
pattern (S k) at 1; replace (S k) with (low + S (k - low))%nat.
symmetry ; apply (tech5 (fun i:nat => f (low + i))).
omega.
omega.
rewrite <- H2; unfold sigma; rewrite <- minus_n_n; simpl;
replace (high - S low)%nat with (pred (high - low)).
replace (sum_f_R0 (fun k0:nat => f (S (low + k0))) (pred (high - low))) with
(sum_f_R0 (fun k0:nat => f (low + S k0)) (pred (high - low))).
apply (decomp_sum (fun k0:nat => f (low + k0))).
apply lt_minus_O_lt.
apply le_lt_trans with (S k); [ rewrite H2; apply le_n | assumption ].
apply sum_eq; intros; replace (S (low + i)) with (low + S i)%nat.
reflexivity.
ring.
omega.
inversion H; [ right; reflexivity | left; assumption ].
Qed.
Theorem sigma_diff :
forall low high k:nat,
(low <= k)%nat ->
(k < high)%nat -> sigma low high - sigma low k = sigma (S k) high.
Proof.
intros low high k H1 H2; symmetry ; rewrite (sigma_split H1 H2); ring.
Qed.
Theorem sigma_diff_neg :
forall low high k:nat,
(low <= k)%nat ->
(k < high)%nat -> sigma low k - sigma low high = - sigma (S k) high.
Proof.
intros low high k H1 H2; rewrite (sigma_split H1 H2); ring.
Qed.
Theorem sigma_first :
forall low high:nat,
(low < high)%nat -> sigma low high = f low + sigma (S low) high.
Proof.
intros low high H1; generalize (lt_le_S low high H1); intro H2;
generalize (lt_le_weak low high H1); intro H3;
replace (f low) with (sigma low low).
apply sigma_split.
apply le_n.
assumption.
unfold sigma; rewrite <- minus_n_n.
simpl.
replace (low + 0)%nat with low; [ reflexivity | ring ].
Qed.
Theorem sigma_last :
forall low high:nat,
(low < high)%nat -> sigma low high = f high + sigma low (pred high).
Proof.
intros low high H1; generalize (lt_le_S low high H1); intro H2;
generalize (lt_le_weak low high H1); intro H3;
replace (f high) with (sigma high high).
rewrite Rplus_comm; cut (high = S (pred high)).
intro; pattern high at 3; rewrite H.
apply sigma_split.
apply le_S_n; rewrite <- H; apply lt_le_S; assumption.
apply lt_pred_n_n; apply le_lt_trans with low; [ apply le_O_n | assumption ].
apply S_pred with 0%nat; apply le_lt_trans with low;
[ apply le_O_n | assumption ].
unfold sigma; rewrite <- minus_n_n; simpl;
replace (high + 0)%nat with high; [ reflexivity | ring ].
Qed.
Theorem sigma_eq_arg : forall low:nat, sigma low low = f low.
Proof.
intro; unfold sigma; rewrite <- minus_n_n.
simpl; replace (low + 0)%nat with low; [ reflexivity | ring ].
Qed.
End Sigma.
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