Theory RealVector

Up to index of Isabelle/HOL/HOL-Algebra/example_Bicomplex

theory RealVector
imports RealPow
begin

(*  Title       : RealVector.thy
    ID:         $Id: RealVector.thy,v 1.40 2007/12/07 14:08:05 haftmann Exp $
    Author      : Brian Huffman
*)

header {* Vector Spaces and Algebras over the Reals *}

theory RealVector
imports RealPow
begin

subsection {* Locale for additive functions *}

locale additive =
  fixes f :: "'a::ab_group_add => 'b::ab_group_add"
  assumes add: "f (x + y) = f x + f y"

lemma (in additive) zero: "f 0 = 0"
proof -
  have "f 0 = f (0 + 0)" by simp
  also have "… = f 0 + f 0" by (rule add)
  finally show "f 0 = 0" by simp
qed

lemma (in additive) minus: "f (- x) = - f x"
proof -
  have "f (- x) + f x = f (- x + x)" by (rule add [symmetric])
  also have "… = - f x + f x" by (simp add: zero)
  finally show "f (- x) = - f x" by (rule add_right_imp_eq)
qed

lemma (in additive) diff: "f (x - y) = f x - f y"
by (simp add: diff_def add minus)

lemma (in additive) setsum: "f (setsum g A) = (∑x∈A. f (g x))"
apply (cases "finite A")
apply (induct set: finite)
apply (simp add: zero)
apply (simp add: add)
apply (simp add: zero)
done


subsection {* Real vector spaces *}

class scaleR = type +
  fixes scaleR :: "real => 'a => 'a" (infixr "*R" 75)
begin

abbreviation
  divideR :: "'a => real => 'a" (infixl "'/R" 70)
where
  "x /R r == scaleR (inverse r) x"

end

instantiation real :: scaleR
begin

definition
  real_scaleR_def [simp]: "scaleR a x = a * x"

instance ..

end

class real_vector = scaleR + ab_group_add +
  assumes scaleR_right_distrib: "scaleR a (x + y) = scaleR a x + scaleR a y"
  and scaleR_left_distrib: "scaleR (a + b) x = scaleR a x + scaleR b x"
  and scaleR_scaleR [simp]: "scaleR a (scaleR b x) = scaleR (a * b) x"
  and scaleR_one [simp]: "scaleR 1 x = x"

class real_algebra = real_vector + ring +
  assumes mult_scaleR_left [simp]: "scaleR a x * y = scaleR a (x * y)"
  and mult_scaleR_right [simp]: "x * scaleR a y = scaleR a (x * y)"

class real_algebra_1 = real_algebra + ring_1

class real_div_algebra = real_algebra_1 + division_ring

class real_field = real_div_algebra + field

instance real :: real_field
apply (intro_classes, unfold real_scaleR_def)
apply (rule right_distrib)
apply (rule left_distrib)
apply (rule mult_assoc [symmetric])
apply (rule mult_1_left)
apply (rule mult_assoc)
apply (rule mult_left_commute)
done

lemma scaleR_left_commute:
  fixes x :: "'a::real_vector"
  shows "scaleR a (scaleR b x) = scaleR b (scaleR a x)"
by (simp add: mult_commute)

interpretation scaleR_left: additive ["(λa. scaleR a x::'a::real_vector)"]
by unfold_locales (rule scaleR_left_distrib)

interpretation scaleR_right: additive ["(λx. scaleR a x::'a::real_vector)"]
by unfold_locales (rule scaleR_right_distrib)

lemmas scaleR_zero_left [simp] = scaleR_left.zero

lemmas scaleR_zero_right [simp] = scaleR_right.zero

lemmas scaleR_minus_left [simp] = scaleR_left.minus

lemmas scaleR_minus_right [simp] = scaleR_right.minus

lemmas scaleR_left_diff_distrib = scaleR_left.diff

lemmas scaleR_right_diff_distrib = scaleR_right.diff

lemma scaleR_eq_0_iff [simp]:
  fixes x :: "'a::real_vector"
  shows "(scaleR a x = 0) = (a = 0 ∨ x = 0)"
proof cases
  assume "a = 0" thus ?thesis by simp
next
  assume anz [simp]: "a ≠ 0"
  { assume "scaleR a x = 0"
    hence "scaleR (inverse a) (scaleR a x) = 0" by simp
    hence "x = 0" by simp }
  thus ?thesis by force
qed

lemma scaleR_left_imp_eq:
  fixes x y :: "'a::real_vector"
  shows "[|a ≠ 0; scaleR a x = scaleR a y|] ==> x = y"
proof -
  assume nonzero: "a ≠ 0"
  assume "scaleR a x = scaleR a y"
  hence "scaleR a (x - y) = 0"
     by (simp add: scaleR_right_diff_distrib)
  hence "x - y = 0" by (simp add: nonzero)
  thus "x = y" by simp
qed

lemma scaleR_right_imp_eq:
  fixes x y :: "'a::real_vector"
  shows "[|x ≠ 0; scaleR a x = scaleR b x|] ==> a = b"
proof -
  assume nonzero: "x ≠ 0"
  assume "scaleR a x = scaleR b x"
  hence "scaleR (a - b) x = 0"
     by (simp add: scaleR_left_diff_distrib)
  hence "a - b = 0" by (simp add: nonzero)
  thus "a = b" by simp
qed

lemma scaleR_cancel_left:
  fixes x y :: "'a::real_vector"
  shows "(scaleR a x = scaleR a y) = (x = y ∨ a = 0)"
by (auto intro: scaleR_left_imp_eq)

lemma scaleR_cancel_right:
  fixes x y :: "'a::real_vector"
  shows "(scaleR a x = scaleR b x) = (a = b ∨ x = 0)"
by (auto intro: scaleR_right_imp_eq)

lemma nonzero_inverse_scaleR_distrib:
  fixes x :: "'a::real_div_algebra" shows
  "[|a ≠ 0; x ≠ 0|] ==> inverse (scaleR a x) = scaleR (inverse a) (inverse x)"
by (rule inverse_unique, simp)

lemma inverse_scaleR_distrib:
  fixes x :: "'a::{real_div_algebra,division_by_zero}"
  shows "inverse (scaleR a x) = scaleR (inverse a) (inverse x)"
apply (case_tac "a = 0", simp)
apply (case_tac "x = 0", simp)
apply (erule (1) nonzero_inverse_scaleR_distrib)
done


subsection {* Embedding of the Reals into any @{text real_algebra_1}:
@{term of_real} *}

definition
  of_real :: "real => 'a::real_algebra_1" where
  "of_real r = scaleR r 1"

lemma scaleR_conv_of_real: "scaleR r x = of_real r * x"
by (simp add: of_real_def)

lemma of_real_0 [simp]: "of_real 0 = 0"
by (simp add: of_real_def)

lemma of_real_1 [simp]: "of_real 1 = 1"
by (simp add: of_real_def)

lemma of_real_add [simp]: "of_real (x + y) = of_real x + of_real y"
by (simp add: of_real_def scaleR_left_distrib)

lemma of_real_minus [simp]: "of_real (- x) = - of_real x"
by (simp add: of_real_def)

lemma of_real_diff [simp]: "of_real (x - y) = of_real x - of_real y"
by (simp add: of_real_def scaleR_left_diff_distrib)

lemma of_real_mult [simp]: "of_real (x * y) = of_real x * of_real y"
by (simp add: of_real_def mult_commute)

lemma nonzero_of_real_inverse:
  "x ≠ 0 ==> of_real (inverse x) =
   inverse (of_real x :: 'a::real_div_algebra)"
by (simp add: of_real_def nonzero_inverse_scaleR_distrib)

lemma of_real_inverse [simp]:
  "of_real (inverse x) =
   inverse (of_real x :: 'a::{real_div_algebra,division_by_zero})"
by (simp add: of_real_def inverse_scaleR_distrib)

lemma nonzero_of_real_divide:
  "y ≠ 0 ==> of_real (x / y) =
   (of_real x / of_real y :: 'a::real_field)"
by (simp add: divide_inverse nonzero_of_real_inverse)

lemma of_real_divide [simp]:
  "of_real (x / y) =
   (of_real x / of_real y :: 'a::{real_field,division_by_zero})"
by (simp add: divide_inverse)

lemma of_real_power [simp]:
  "of_real (x ^ n) = (of_real x :: 'a::{real_algebra_1,recpower}) ^ n"
by (induct n) (simp_all add: power_Suc)

lemma of_real_eq_iff [simp]: "(of_real x = of_real y) = (x = y)"
by (simp add: of_real_def scaleR_cancel_right)

lemmas of_real_eq_0_iff [simp] = of_real_eq_iff [of _ 0, simplified]

lemma of_real_eq_id [simp]: "of_real = (id :: real => real)"
proof
  fix r
  show "of_real r = id r"
    by (simp add: of_real_def)
qed

text{*Collapse nested embeddings*}
lemma of_real_of_nat_eq [simp]: "of_real (of_nat n) = of_nat n"
by (induct n) auto

lemma of_real_of_int_eq [simp]: "of_real (of_int z) = of_int z"
by (cases z rule: int_diff_cases, simp)

lemma of_real_number_of_eq:
  "of_real (number_of w) = (number_of w :: 'a::{number_ring,real_algebra_1})"
by (simp add: number_of_eq)

text{*Every real algebra has characteristic zero*}
instance real_algebra_1 < ring_char_0
proof
  fix m n :: nat
  have "(of_real (of_nat m) = (of_real (of_nat n)::'a)) = (m = n)"
    by (simp only: of_real_eq_iff of_nat_eq_iff)
  thus "(of_nat m = (of_nat n::'a)) = (m = n)"
    by (simp only: of_real_of_nat_eq)
qed


subsection {* The Set of Real Numbers *}

definition
  Reals :: "'a::real_algebra_1 set" where
  "Reals ≡ range of_real"

notation (xsymbols)
  Reals  ("\<real>")

lemma Reals_of_real [simp]: "of_real r ∈ Reals"
by (simp add: Reals_def)

lemma Reals_of_int [simp]: "of_int z ∈ Reals"
by (subst of_real_of_int_eq [symmetric], rule Reals_of_real)

lemma Reals_of_nat [simp]: "of_nat n ∈ Reals"
by (subst of_real_of_nat_eq [symmetric], rule Reals_of_real)

lemma Reals_number_of [simp]:
  "(number_of w::'a::{number_ring,real_algebra_1}) ∈ Reals"
by (subst of_real_number_of_eq [symmetric], rule Reals_of_real)

lemma Reals_0 [simp]: "0 ∈ Reals"
apply (unfold Reals_def)
apply (rule range_eqI)
apply (rule of_real_0 [symmetric])
done

lemma Reals_1 [simp]: "1 ∈ Reals"
apply (unfold Reals_def)
apply (rule range_eqI)
apply (rule of_real_1 [symmetric])
done

lemma Reals_add [simp]: "[|a ∈ Reals; b ∈ Reals|] ==> a + b ∈ Reals"
apply (auto simp add: Reals_def)
apply (rule range_eqI)
apply (rule of_real_add [symmetric])
done

lemma Reals_minus [simp]: "a ∈ Reals ==> - a ∈ Reals"
apply (auto simp add: Reals_def)
apply (rule range_eqI)
apply (rule of_real_minus [symmetric])
done

lemma Reals_diff [simp]: "[|a ∈ Reals; b ∈ Reals|] ==> a - b ∈ Reals"
apply (auto simp add: Reals_def)
apply (rule range_eqI)
apply (rule of_real_diff [symmetric])
done

lemma Reals_mult [simp]: "[|a ∈ Reals; b ∈ Reals|] ==> a * b ∈ Reals"
apply (auto simp add: Reals_def)
apply (rule range_eqI)
apply (rule of_real_mult [symmetric])
done

lemma nonzero_Reals_inverse:
  fixes a :: "'a::real_div_algebra"
  shows "[|a ∈ Reals; a ≠ 0|] ==> inverse a ∈ Reals"
apply (auto simp add: Reals_def)
apply (rule range_eqI)
apply (erule nonzero_of_real_inverse [symmetric])
done

lemma Reals_inverse [simp]:
  fixes a :: "'a::{real_div_algebra,division_by_zero}"
  shows "a ∈ Reals ==> inverse a ∈ Reals"
apply (auto simp add: Reals_def)
apply (rule range_eqI)
apply (rule of_real_inverse [symmetric])
done

lemma nonzero_Reals_divide:
  fixes a b :: "'a::real_field"
  shows "[|a ∈ Reals; b ∈ Reals; b ≠ 0|] ==> a / b ∈ Reals"
apply (auto simp add: Reals_def)
apply (rule range_eqI)
apply (erule nonzero_of_real_divide [symmetric])
done

lemma Reals_divide [simp]:
  fixes a b :: "'a::{real_field,division_by_zero}"
  shows "[|a ∈ Reals; b ∈ Reals|] ==> a / b ∈ Reals"
apply (auto simp add: Reals_def)
apply (rule range_eqI)
apply (rule of_real_divide [symmetric])
done

lemma Reals_power [simp]:
  fixes a :: "'a::{real_algebra_1,recpower}"
  shows "a ∈ Reals ==> a ^ n ∈ Reals"
apply (auto simp add: Reals_def)
apply (rule range_eqI)
apply (rule of_real_power [symmetric])
done

lemma Reals_cases [cases set: Reals]:
  assumes "q ∈ \<real>"
  obtains (of_real) r where "q = of_real r"
  unfolding Reals_def
proof -
  from `q ∈ \<real>` have "q ∈ range of_real" unfolding Reals_def .
  then obtain r where "q = of_real r" ..
  then show thesis ..
qed

lemma Reals_induct [case_names of_real, induct set: Reals]:
  "q ∈ \<real> ==> (!!r. P (of_real r)) ==> P q"
  by (rule Reals_cases) auto


subsection {* Real normed vector spaces *}

class norm = type +
  fixes norm :: "'a => real"

instantiation real :: norm
begin

definition
  real_norm_def [simp]: "norm r ≡ ¦r¦"

instance ..

end

class sgn_div_norm = scaleR + norm + sgn +
  assumes sgn_div_norm: "sgn x = x /R norm x"

class real_normed_vector = real_vector + sgn_div_norm +
  assumes norm_ge_zero [simp]: "0 ≤ norm x"
  and norm_eq_zero [simp]: "norm x = 0 <-> x = 0"
  and norm_triangle_ineq: "norm (x + y) ≤ norm x + norm y"
  and norm_scaleR: "norm (scaleR a x) = ¦a¦ * norm x"

class real_normed_algebra = real_algebra + real_normed_vector +
  assumes norm_mult_ineq: "norm (x * y) ≤ norm x * norm y"

class real_normed_algebra_1 = real_algebra_1 + real_normed_algebra +
  assumes norm_one [simp]: "norm 1 = 1"

class real_normed_div_algebra = real_div_algebra + real_normed_vector +
  assumes norm_mult: "norm (x * y) = norm x * norm y"

class real_normed_field = real_field + real_normed_div_algebra

instance real_normed_div_algebra < real_normed_algebra_1
proof
  fix x y :: 'a
  show "norm (x * y) ≤ norm x * norm y"
    by (simp add: norm_mult)
next
  have "norm (1 * 1::'a) = norm (1::'a) * norm (1::'a)"
    by (rule norm_mult)
  thus "norm (1::'a) = 1" by simp
qed

instance real :: real_normed_field
apply (intro_classes, unfold real_norm_def real_scaleR_def)
apply (simp add: real_sgn_def)
apply (rule abs_ge_zero)
apply (rule abs_eq_0)
apply (rule abs_triangle_ineq)
apply (rule abs_mult)
apply (rule abs_mult)
done

lemma norm_zero [simp]: "norm (0::'a::real_normed_vector) = 0"
by simp

lemma zero_less_norm_iff [simp]:
  fixes x :: "'a::real_normed_vector"
  shows "(0 < norm x) = (x ≠ 0)"
by (simp add: order_less_le)

lemma norm_not_less_zero [simp]:
  fixes x :: "'a::real_normed_vector"
  shows "¬ norm x < 0"
by (simp add: linorder_not_less)

lemma norm_le_zero_iff [simp]:
  fixes x :: "'a::real_normed_vector"
  shows "(norm x ≤ 0) = (x = 0)"
by (simp add: order_le_less)

lemma norm_minus_cancel [simp]:
  fixes x :: "'a::real_normed_vector"
  shows "norm (- x) = norm x"
proof -
  have "norm (- x) = norm (scaleR (- 1) x)"
    by (simp only: scaleR_minus_left scaleR_one)
  also have "… = ¦- 1¦ * norm x"
    by (rule norm_scaleR)
  finally show ?thesis by simp
qed

lemma norm_minus_commute:
  fixes a b :: "'a::real_normed_vector"
  shows "norm (a - b) = norm (b - a)"
proof -
  have "norm (- (b - a)) = norm (b - a)"
    by (rule norm_minus_cancel)
  thus ?thesis by simp
qed

lemma norm_triangle_ineq2:
  fixes a b :: "'a::real_normed_vector"
  shows "norm a - norm b ≤ norm (a - b)"
proof -
  have "norm (a - b + b) ≤ norm (a - b) + norm b"
    by (rule norm_triangle_ineq)
  thus ?thesis by simp
qed

lemma norm_triangle_ineq3:
  fixes a b :: "'a::real_normed_vector"
  shows "¦norm a - norm b¦ ≤ norm (a - b)"
apply (subst abs_le_iff)
apply auto
apply (rule norm_triangle_ineq2)
apply (subst norm_minus_commute)
apply (rule norm_triangle_ineq2)
done

lemma norm_triangle_ineq4:
  fixes a b :: "'a::real_normed_vector"
  shows "norm (a - b) ≤ norm a + norm b"
proof -
  have "norm (a + - b) ≤ norm a + norm (- b)"
    by (rule norm_triangle_ineq)
  thus ?thesis
    by (simp only: diff_minus norm_minus_cancel)
qed

lemma norm_diff_ineq:
  fixes a b :: "'a::real_normed_vector"
  shows "norm a - norm b ≤ norm (a + b)"
proof -
  have "norm a - norm (- b) ≤ norm (a - - b)"
    by (rule norm_triangle_ineq2)
  thus ?thesis by simp
qed

lemma norm_diff_triangle_ineq:
  fixes a b c d :: "'a::real_normed_vector"
  shows "norm ((a + b) - (c + d)) ≤ norm (a - c) + norm (b - d)"
proof -
  have "norm ((a + b) - (c + d)) = norm ((a - c) + (b - d))"
    by (simp add: diff_minus add_ac)
  also have "… ≤ norm (a - c) + norm (b - d)"
    by (rule norm_triangle_ineq)
  finally show ?thesis .
qed

lemma abs_norm_cancel [simp]:
  fixes a :: "'a::real_normed_vector"
  shows "¦norm a¦ = norm a"
by (rule abs_of_nonneg [OF norm_ge_zero])

lemma norm_add_less:
  fixes x y :: "'a::real_normed_vector"
  shows "[|norm x < r; norm y < s|] ==> norm (x + y) < r + s"
by (rule order_le_less_trans [OF norm_triangle_ineq add_strict_mono])

lemma norm_mult_less:
  fixes x y :: "'a::real_normed_algebra"
  shows "[|norm x < r; norm y < s|] ==> norm (x * y) < r * s"
apply (rule order_le_less_trans [OF norm_mult_ineq])
apply (simp add: mult_strict_mono')
done

lemma norm_of_real [simp]:
  "norm (of_real r :: 'a::real_normed_algebra_1) = ¦r¦"
unfolding of_real_def by (simp add: norm_scaleR)

lemma norm_number_of [simp]:
  "norm (number_of w::'a::{number_ring,real_normed_algebra_1})
    = ¦number_of w¦"
by (subst of_real_number_of_eq [symmetric], rule norm_of_real)

lemma norm_of_int [simp]:
  "norm (of_int z::'a::real_normed_algebra_1) = ¦of_int z¦"
by (subst of_real_of_int_eq [symmetric], rule norm_of_real)

lemma norm_of_nat [simp]:
  "norm (of_nat n::'a::real_normed_algebra_1) = of_nat n"
apply (subst of_real_of_nat_eq [symmetric])
apply (subst norm_of_real, simp)
done

lemma nonzero_norm_inverse:
  fixes a :: "'a::real_normed_div_algebra"
  shows "a ≠ 0 ==> norm (inverse a) = inverse (norm a)"
apply (rule inverse_unique [symmetric])
apply (simp add: norm_mult [symmetric])
done

lemma norm_inverse:
  fixes a :: "'a::{real_normed_div_algebra,division_by_zero}"
  shows "norm (inverse a) = inverse (norm a)"
apply (case_tac "a = 0", simp)
apply (erule nonzero_norm_inverse)
done

lemma nonzero_norm_divide:
  fixes a b :: "'a::real_normed_field"
  shows "b ≠ 0 ==> norm (a / b) = norm a / norm b"
by (simp add: divide_inverse norm_mult nonzero_norm_inverse)

lemma norm_divide:
  fixes a b :: "'a::{real_normed_field,division_by_zero}"
  shows "norm (a / b) = norm a / norm b"
by (simp add: divide_inverse norm_mult norm_inverse)

lemma norm_power_ineq:
  fixes x :: "'a::{real_normed_algebra_1,recpower}"
  shows "norm (x ^ n) ≤ norm x ^ n"
proof (induct n)
  case 0 show "norm (x ^ 0) ≤ norm x ^ 0" by simp
next
  case (Suc n)
  have "norm (x * x ^ n) ≤ norm x * norm (x ^ n)"
    by (rule norm_mult_ineq)
  also from Suc have "… ≤ norm x * norm x ^ n"
    using norm_ge_zero by (rule mult_left_mono)
  finally show "norm (x ^ Suc n) ≤ norm x ^ Suc n"
    by (simp add: power_Suc)
qed

lemma norm_power:
  fixes x :: "'a::{real_normed_div_algebra,recpower}"
  shows "norm (x ^ n) = norm x ^ n"
by (induct n) (simp_all add: power_Suc norm_mult)


subsection {* Sign function *}

lemma norm_sgn:
  "norm (sgn(x::'a::real_normed_vector)) = (if x = 0 then 0 else 1)"
by (simp add: sgn_div_norm norm_scaleR)

lemma sgn_zero [simp]: "sgn(0::'a::real_normed_vector) = 0"
by (simp add: sgn_div_norm)

lemma sgn_zero_iff: "(sgn(x::'a::real_normed_vector) = 0) = (x = 0)"
by (simp add: sgn_div_norm)

lemma sgn_minus: "sgn (- x) = - sgn(x::'a::real_normed_vector)"
by (simp add: sgn_div_norm)

lemma sgn_scaleR:
  "sgn (scaleR r x) = scaleR (sgn r) (sgn(x::'a::real_normed_vector))"
by (simp add: sgn_div_norm norm_scaleR mult_ac)

lemma sgn_one [simp]: "sgn (1::'a::real_normed_algebra_1) = 1"
by (simp add: sgn_div_norm)

lemma sgn_of_real:
  "sgn (of_real r::'a::real_normed_algebra_1) = of_real (sgn r)"
unfolding of_real_def by (simp only: sgn_scaleR sgn_one)

lemma sgn_mult:
  fixes x y :: "'a::real_normed_div_algebra"
  shows "sgn (x * y) = sgn x * sgn y"
by (simp add: sgn_div_norm norm_mult mult_commute)

lemma real_sgn_eq: "sgn (x::real) = x / ¦x¦"
by (simp add: sgn_div_norm divide_inverse)

lemma real_sgn_pos: "0 < (x::real) ==> sgn x = 1"
unfolding real_sgn_eq by simp

lemma real_sgn_neg: "(x::real) < 0 ==> sgn x = -1"
unfolding real_sgn_eq by simp


subsection {* Bounded Linear and Bilinear Operators *}

locale bounded_linear = additive +
  constrains f :: "'a::real_normed_vector => 'b::real_normed_vector"
  assumes scaleR: "f (scaleR r x) = scaleR r (f x)"
  assumes bounded: "∃K. ∀x. norm (f x) ≤ norm x * K"

lemma (in bounded_linear) pos_bounded:
  "∃K>0. ∀x. norm (f x) ≤ norm x * K"
proof -
  obtain K where K: "!!x. norm (f x) ≤ norm x * K"
    using bounded by fast
  show ?thesis
  proof (intro exI impI conjI allI)
    show "0 < max 1 K"
      by (rule order_less_le_trans [OF zero_less_one le_maxI1])
  next
    fix x
    have "norm (f x) ≤ norm x * K" using K .
    also have "… ≤ norm x * max 1 K"
      by (rule mult_left_mono [OF le_maxI2 norm_ge_zero])
    finally show "norm (f x) ≤ norm x * max 1 K" .
  qed
qed

lemma (in bounded_linear) nonneg_bounded:
  "∃K≥0. ∀x. norm (f x) ≤ norm x * K"
proof -
  from pos_bounded
  show ?thesis by (auto intro: order_less_imp_le)
qed

locale bounded_bilinear =
  fixes prod :: "['a::real_normed_vector, 'b::real_normed_vector]
                 => 'c::real_normed_vector"
    (infixl "**" 70)
  assumes add_left: "prod (a + a') b = prod a b + prod a' b"
  assumes add_right: "prod a (b + b') = prod a b + prod a b'"
  assumes scaleR_left: "prod (scaleR r a) b = scaleR r (prod a b)"
  assumes scaleR_right: "prod a (scaleR r b) = scaleR r (prod a b)"
  assumes bounded: "∃K. ∀a b. norm (prod a b) ≤ norm a * norm b * K"

lemma (in bounded_bilinear) pos_bounded:
  "∃K>0. ∀a b. norm (a ** b) ≤ norm a * norm b * K"
apply (cut_tac bounded, erule exE)
apply (rule_tac x="max 1 K" in exI, safe)
apply (rule order_less_le_trans [OF zero_less_one le_maxI1])
apply (drule spec, drule spec, erule order_trans)
apply (rule mult_left_mono [OF le_maxI2])
apply (intro mult_nonneg_nonneg norm_ge_zero)
done

lemma (in bounded_bilinear) nonneg_bounded:
  "∃K≥0. ∀a b. norm (a ** b) ≤ norm a * norm b * K"
proof -
  from pos_bounded
  show ?thesis by (auto intro: order_less_imp_le)
qed

lemma (in bounded_bilinear) additive_right: "additive (λb. prod a b)"
by (rule additive.intro, rule add_right)

lemma (in bounded_bilinear) additive_left: "additive (λa. prod a b)"
by (rule additive.intro, rule add_left)

lemma (in bounded_bilinear) zero_left: "prod 0 b = 0"
by (rule additive.zero [OF additive_left])

lemma (in bounded_bilinear) zero_right: "prod a 0 = 0"
by (rule additive.zero [OF additive_right])

lemma (in bounded_bilinear) minus_left: "prod (- a) b = - prod a b"
by (rule additive.minus [OF additive_left])

lemma (in bounded_bilinear) minus_right: "prod a (- b) = - prod a b"
by (rule additive.minus [OF additive_right])

lemma (in bounded_bilinear) diff_left:
  "prod (a - a') b = prod a b - prod a' b"
by (rule additive.diff [OF additive_left])

lemma (in bounded_bilinear) diff_right:
  "prod a (b - b') = prod a b - prod a b'"
by (rule additive.diff [OF additive_right])

lemma (in bounded_bilinear) bounded_linear_left:
  "bounded_linear (λa. a ** b)"
apply (unfold_locales)
apply (rule add_left)
apply (rule scaleR_left)
apply (cut_tac bounded, safe)
apply (rule_tac x="norm b * K" in exI)
apply (simp add: mult_ac)
done

lemma (in bounded_bilinear) bounded_linear_right:
  "bounded_linear (λb. a ** b)"
apply (unfold_locales)
apply (rule add_right)
apply (rule scaleR_right)
apply (cut_tac bounded, safe)
apply (rule_tac x="norm a * K" in exI)
apply (simp add: mult_ac)
done

lemma (in bounded_bilinear) prod_diff_prod:
  "(x ** y - a ** b) = (x - a) ** (y - b) + (x - a) ** b + a ** (y - b)"
by (simp add: diff_left diff_right)

interpretation mult:
  bounded_bilinear ["op * :: 'a => 'a => 'a::real_normed_algebra"]
apply (rule bounded_bilinear.intro)
apply (rule left_distrib)
apply (rule right_distrib)
apply (rule mult_scaleR_left)
apply (rule mult_scaleR_right)
apply (rule_tac x="1" in exI)
apply (simp add: norm_mult_ineq)
done

interpretation mult_left:
  bounded_linear ["(λx::'a::real_normed_algebra. x * y)"]
by (rule mult.bounded_linear_left)

interpretation mult_right:
  bounded_linear ["(λy::'a::real_normed_algebra. x * y)"]
by (rule mult.bounded_linear_right)

interpretation divide:
  bounded_linear ["(λx::'a::real_normed_field. x / y)"]
unfolding divide_inverse by (rule mult.bounded_linear_left)

interpretation scaleR: bounded_bilinear ["scaleR"]
apply (rule bounded_bilinear.intro)
apply (rule scaleR_left_distrib)
apply (rule scaleR_right_distrib)
apply simp
apply (rule scaleR_left_commute)
apply (rule_tac x="1" in exI)
apply (simp add: norm_scaleR)
done

interpretation scaleR_left: bounded_linear ["λr. scaleR r x"]
by (rule scaleR.bounded_linear_left)

interpretation scaleR_right: bounded_linear ["λx. scaleR r x"]
by (rule scaleR.bounded_linear_right)

interpretation of_real: bounded_linear ["λr. of_real r"]
unfolding of_real_def by (rule scaleR.bounded_linear_left)

end

Locale for additive functions

lemma zero:

  f (0::'a) = (0::'b)

lemma minus:

  f (- x) = - f x

lemma diff:

  f (x - y) = f x - f y

lemma setsum:

  f (setsum g A) = (∑xA. f (g x))

Real vector spaces

lemma scaleR_left_commute:

  a *R b *R x = b *R a *R x

lemma scaleR_zero_left:

  0 *R x = (0::'a)

lemma scaleR_zero_right:

  a *R (0::'a) = (0::'a)

lemma scaleR_minus_left:

  - x *R xa = - (x *R xa)

lemma scaleR_minus_right:

  a *R - x = - (a *R x)

lemma scaleR_left_diff_distrib:

  (x - y) *R xa = x *R xa - y *R xa

lemma scaleR_right_diff_distrib:

  a *R (x - y) = a *R x - a *R y

lemma scaleR_eq_0_iff:

  (a *R x = (0::'a)) = (a = 0x = (0::'a))

lemma scaleR_left_imp_eq:

  [| a  0; a *R x = a *R y |] ==> x = y

lemma scaleR_right_imp_eq:

  [| x  (0::'a); a *R x = b *R x |] ==> a = b

lemma scaleR_cancel_left:

  (a *R x = a *R y) = (x = ya = 0)

lemma scaleR_cancel_right:

  (a *R x = b *R x) = (a = bx = (0::'a))

lemma nonzero_inverse_scaleR_distrib:

  [| a  0; x  (0::'a) |] ==> inverse (a *R x) = inverse x /R a

lemma inverse_scaleR_distrib:

  inverse (a *R x) = inverse x /R a

Embedding of the Reals into any @{text real_algebra_1}: @{term of_real}

lemma scaleR_conv_of_real:

  r *R x = of_real r * x

lemma of_real_0:

  of_real 0 = (0::'a)

lemma of_real_1:

  of_real 1 = (1::'a)

lemma of_real_add:

  of_real (x + y) = of_real x + of_real y

lemma of_real_minus:

  of_real (- x) = - of_real x

lemma of_real_diff:

  of_real (x - y) = of_real x - of_real y

lemma of_real_mult:

  of_real (x * y) = of_real x * of_real y

lemma nonzero_of_real_inverse:

  x  0 ==> of_real (inverse x) = inverse (of_real x)

lemma of_real_inverse:

  of_real (inverse x) = inverse (of_real x)

lemma nonzero_of_real_divide:

  y  0 ==> of_real (x / y) = of_real x / of_real y

lemma of_real_divide:

  of_real (x / y) = of_real x / of_real y

lemma of_real_power:

  of_real (x ^ n) = of_real x ^ n

lemma of_real_eq_iff:

  (of_real x = of_real y) = (x = y)

lemma of_real_eq_0_iff:

  (of_real x = (0::'a)) = (x = 0)

lemma of_real_eq_id:

  of_real = id

lemma of_real_of_nat_eq:

  of_real (real_of_nat n) = of_nat n

lemma of_real_of_int_eq:

  of_real (real_of_int z) = of_int z

lemma of_real_number_of_eq:

  of_real (number_of w) = number_of w

The Set of Real Numbers

lemma Reals_of_real:

  of_real rReals

lemma Reals_of_int:

  of_int zReals

lemma Reals_of_nat:

  of_nat nReals

lemma Reals_number_of:

  number_of wReals

lemma Reals_0:

  (0::'a) ∈ Reals

lemma Reals_1:

  (1::'a) ∈ Reals

lemma Reals_add:

  [| aReals; bReals |] ==> a + bReals

lemma Reals_minus:

  aReals ==> - aReals

lemma Reals_diff:

  [| aReals; bReals |] ==> a - bReals

lemma Reals_mult:

  [| aReals; bReals |] ==> a * bReals

lemma nonzero_Reals_inverse:

  [| aReals; a  (0::'a) |] ==> inverse aReals

lemma Reals_inverse:

  aReals ==> inverse aReals

lemma nonzero_Reals_divide:

  [| aReals; bReals; b  (0::'a) |] ==> a / bReals

lemma Reals_divide:

  [| aReals; bReals |] ==> a / bReals

lemma Reals_power:

  aReals ==> a ^ nReals

lemma Reals_cases:

  [| qReals; !!r. q = of_real r ==> thesis |] ==> thesis

lemma Reals_induct:

  [| qReals; !!r. P (of_real r) |] ==> P q

Real normed vector spaces

lemma norm_zero:

  norm (0::'a) = 0

lemma zero_less_norm_iff:

  (0 < norm x) = (x  (0::'a))

lemma norm_not_less_zero:

  ¬ norm x < 0

lemma norm_le_zero_iff:

  (norm x  0) = (x = (0::'a))

lemma norm_minus_cancel:

  norm (- x) = norm x

lemma norm_minus_commute:

  norm (a - b) = norm (b - a)

lemma norm_triangle_ineq2:

  norm a - norm b  norm (a - b)

lemma norm_triangle_ineq3:

  ¦norm a - norm b¦  norm (a - b)

lemma norm_triangle_ineq4:

  norm (a - b)  norm a + norm b

lemma norm_diff_ineq:

  norm a - norm b  norm (a + b)

lemma norm_diff_triangle_ineq:

  norm (a + b - (c + d))  norm (a - c) + norm (b - d)

lemma abs_norm_cancel:

  ¦norm a¦ = norm a

lemma norm_add_less:

  [| norm x < r; norm y < s |] ==> norm (x + y) < r + s

lemma norm_mult_less:

  [| norm x < r; norm y < s |] ==> norm (x * y) < r * s

lemma norm_of_real:

  norm (of_real r) = ¦r¦

lemma norm_number_of:

  norm (number_of w) = ¦number_of w¦

lemma norm_of_int:

  norm (of_int z) = ¦real_of_int z¦

lemma norm_of_nat:

  norm (of_nat n) = real_of_nat n

lemma nonzero_norm_inverse:

  a  (0::'a) ==> norm (inverse a) = inverse (norm a)

lemma norm_inverse:

  norm (inverse a) = inverse (norm a)

lemma nonzero_norm_divide:

  b  (0::'a) ==> norm (a / b) = norm a / norm b

lemma norm_divide:

  norm (a / b) = norm a / norm b

lemma norm_power_ineq:

  norm (x ^ n)  norm x ^ n

lemma norm_power:

  norm (x ^ n) = norm x ^ n

Sign function

lemma norm_sgn:

  norm (sgn x) = (if x = (0::'a) then 0 else 1)

lemma sgn_zero:

  sgn (0::'a) = (0::'a)

lemma sgn_zero_iff:

  (sgn x = (0::'a)) = (x = (0::'a))

lemma sgn_minus:

  sgn (- x) = - sgn x

lemma sgn_scaleR:

  sgn (r *R x) = sgn r *R sgn x

lemma sgn_one:

  sgn (1::'a) = (1::'a)

lemma sgn_of_real:

  sgn (of_real r) = of_real (sgn r)

lemma sgn_mult:

  sgn (x * y) = sgn x * sgn y

lemma real_sgn_eq:

  sgn x = x / ¦x¦

lemma real_sgn_pos:

  0 < x ==> sgn x = 1

lemma real_sgn_neg:

  x < 0 ==> sgn x = -1

Bounded Linear and Bilinear Operators

lemma pos_bounded:

  K>0. ∀x. norm (f x)  norm x * K

lemma nonneg_bounded:

  K0. ∀x. norm (f x)  norm x * K

lemma pos_bounded:

  K>0. ∀a b. norm (a ** b)  norm a * norm b * K

lemma nonneg_bounded:

  K0. ∀a b. norm (a ** b)  norm a * norm b * K

lemma additive_right:

  additive (op ** a)

lemma additive_left:

  additivea. a ** b)

lemma zero_left:

  (0::'a) ** b = (0::'c)

lemma zero_right:

  a ** (0::'b) = (0::'c)

lemma minus_left:

  - a ** b = - (a ** b)

lemma minus_right:

  a ** - b = - (a ** b)

lemma diff_left:

  (a - a') ** b = a ** b - a' ** b

lemma diff_right:

  a ** (b - b') = a ** b - a ** b'

lemma bounded_linear_left:

  bounded_lineara. a ** b)

lemma bounded_linear_right:

  bounded_linear (op ** a)

lemma prod_diff_prod:

  x ** y - a ** b = (x - a) ** (y - b) + (x - a) ** b + a ** (y - b)