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(* ========================================================================= *)
(* Complex analysis. *)
(* *)
(* (c) Copyright, John Harrison 1998-2008 *)
(* (c) Copyright, Marco Maggesi, Graziano Gentili and Gianni Ciolli, 2008. *)
(* (c) Copyright, Valentina Bruno 2010 *)
(* ========================================================================= *)
needs "Library/floor.ml";;
needs "Library/iter.ml";;
needs "Multivariate/integration.ml";;
needs "Multivariate/complexes.ml";;
prioritize_complex();;
(* ------------------------------------------------------------------------- *)
(* Some toplogical facts formulated for the complex numbers. *)
(* ------------------------------------------------------------------------- *)
let CLOSED_HALFSPACE_RE_GE = prove
(`!b. closed {z | Re(z) >= b}`,
GEN_TAC THEN MP_TAC(ISPECL [`Cx(&1)`; `b:real`] CLOSED_HALFSPACE_GE) THEN
MATCH_MP_TAC EQ_IMP THEN AP_TERM_TAC THEN
REWRITE_TAC[EXTENSION; dot; SUM_2; DIMINDEX_2; GSYM RE_DEF; GSYM IM_DEF] THEN
REWRITE_TAC[RE_CX; IM_CX; IN_ELIM_THM] THEN REAL_ARITH_TAC);;
let CLOSED_HALFSPACE_RE_LE = prove
(`!b. closed {z | Re(z) <= b}`,
GEN_TAC THEN MP_TAC(ISPECL [`Cx(&1)`; `b:real`] CLOSED_HALFSPACE_LE) THEN
MATCH_MP_TAC EQ_IMP THEN AP_TERM_TAC THEN
REWRITE_TAC[EXTENSION; dot; SUM_2; DIMINDEX_2; GSYM RE_DEF; GSYM IM_DEF] THEN
REWRITE_TAC[RE_CX; IM_CX; IN_ELIM_THM] THEN REAL_ARITH_TAC);;
let CLOSED_HALFSPACE_RE_EQ = prove
(`!b. closed {z | Re(z) = b}`,
GEN_TAC THEN REWRITE_TAC[REAL_ARITH `x = y <=> x >= y /\ x <= y`] THEN
REWRITE_TAC[SET_RULE `{x | P x /\ Q x} = {x | P x} INTER {x | Q x}`] THEN
SIMP_TAC[CLOSED_INTER; CLOSED_HALFSPACE_RE_GE; CLOSED_HALFSPACE_RE_LE]);;
let OPEN_HALFSPACE_RE_GT = prove
(`!b. open {z | Re(z) > b}`,
REWRITE_TAC[OPEN_CLOSED; CLOSED_HALFSPACE_RE_LE;
REAL_ARITH `x > y <=> ~(x <= y)`;
SET_RULE `UNIV DIFF {x | ~p x} = {x | p x}`]);;
let OPEN_HALFSPACE_RE_LT = prove
(`!b. open {z | Re(z) < b}`,
REWRITE_TAC[OPEN_CLOSED; CLOSED_HALFSPACE_RE_GE;
REAL_ARITH `x < y <=> ~(x >= y)`;
SET_RULE `UNIV DIFF {x | ~p x} = {x | p x}`]);;
let CLOSED_HALFSPACE_IM_GE = prove
(`!b. closed {z | Im(z) >= b}`,
GEN_TAC THEN MP_TAC(ISPECL [`ii`; `b:real`] CLOSED_HALFSPACE_GE) THEN
MATCH_MP_TAC EQ_IMP THEN AP_TERM_TAC THEN
REWRITE_TAC[EXTENSION; dot; SUM_2; DIMINDEX_2; GSYM RE_DEF; GSYM IM_DEF] THEN
REWRITE_TAC[ii; RE_CX; IM_CX; RE; IM; IN_ELIM_THM] THEN REAL_ARITH_TAC);;
let CLOSED_HALFSPACE_IM_LE = prove
(`!b. closed {z | Im(z) <= b}`,
GEN_TAC THEN MP_TAC(ISPECL [`ii`; `b:real`] CLOSED_HALFSPACE_LE) THEN
MATCH_MP_TAC EQ_IMP THEN AP_TERM_TAC THEN
REWRITE_TAC[EXTENSION; dot; SUM_2; DIMINDEX_2; GSYM RE_DEF; GSYM IM_DEF] THEN
REWRITE_TAC[ii; RE_CX; IM_CX; RE; IM; IN_ELIM_THM] THEN REAL_ARITH_TAC);;
let CLOSED_HALFSPACE_IM_EQ = prove
(`!b. closed {z | Im(z) = b}`,
GEN_TAC THEN REWRITE_TAC[REAL_ARITH `x = y <=> x >= y /\ x <= y`] THEN
REWRITE_TAC[SET_RULE `{x | P x /\ Q x} = {x | P x} INTER {x | Q x}`] THEN
SIMP_TAC[CLOSED_INTER; CLOSED_HALFSPACE_IM_GE; CLOSED_HALFSPACE_IM_LE]);;
let OPEN_HALFSPACE_IM_GT = prove
(`!b. open {z | Im(z) > b}`,
REWRITE_TAC[OPEN_CLOSED; CLOSED_HALFSPACE_IM_LE;
REAL_ARITH `x > y <=> ~(x <= y)`;
SET_RULE `UNIV DIFF {x | ~p x} = {x | p x}`]);;
let OPEN_HALFSPACE_IM_LT = prove
(`!b. open {z | Im(z) < b}`,
REWRITE_TAC[OPEN_CLOSED; CLOSED_HALFSPACE_IM_GE;
REAL_ARITH `x < y <=> ~(x >= y)`;
SET_RULE `UNIV DIFF {x | ~p x} = {x | p x}`]);;
let CONVEX_HALFSPACE_RE_GE = prove
(`!b. convex {z | Re(z) >= b}`,
GEN_TAC THEN MP_TAC(ISPECL [`Cx(&1)`; `b:real`] CONVEX_HALFSPACE_GE) THEN
MATCH_MP_TAC EQ_IMP THEN AP_TERM_TAC THEN
REWRITE_TAC[EXTENSION; dot; SUM_2; DIMINDEX_2; GSYM RE_DEF; GSYM IM_DEF] THEN
REWRITE_TAC[ii; RE_CX; IM_CX; RE; IM; IN_ELIM_THM] THEN REAL_ARITH_TAC);;
let CONVEX_HALFSPACE_RE_GT = prove
(`!b. convex {z | Re(z) > b}`,
GEN_TAC THEN MP_TAC(ISPECL [`Cx(&1)`; `b:real`] CONVEX_HALFSPACE_GT) THEN
MATCH_MP_TAC EQ_IMP THEN AP_TERM_TAC THEN
REWRITE_TAC[EXTENSION; dot; SUM_2; DIMINDEX_2; GSYM RE_DEF; GSYM IM_DEF] THEN
REWRITE_TAC[ii; RE_CX; IM_CX; RE; IM; IN_ELIM_THM] THEN REAL_ARITH_TAC);;
let CONVEX_HALFSPACE_RE_LE = prove
(`!b. convex {z | Re(z) <= b}`,
GEN_TAC THEN MP_TAC(ISPECL [`Cx(&1)`; `b:real`] CONVEX_HALFSPACE_LE) THEN
MATCH_MP_TAC EQ_IMP THEN AP_TERM_TAC THEN
REWRITE_TAC[EXTENSION; dot; SUM_2; DIMINDEX_2; GSYM RE_DEF; GSYM IM_DEF] THEN
REWRITE_TAC[ii; RE_CX; IM_CX; RE; IM; IN_ELIM_THM] THEN REAL_ARITH_TAC);;
let CONVEX_HALFSPACE_RE_LT = prove
(`!b. convex {z | Re(z) < b}`,
GEN_TAC THEN MP_TAC(ISPECL [`Cx(&1)`; `b:real`] CONVEX_HALFSPACE_LT) THEN
MATCH_MP_TAC EQ_IMP THEN AP_TERM_TAC THEN
REWRITE_TAC[EXTENSION; dot; SUM_2; DIMINDEX_2; GSYM RE_DEF; GSYM IM_DEF] THEN
REWRITE_TAC[ii; RE_CX; IM_CX; RE; IM; IN_ELIM_THM] THEN REAL_ARITH_TAC);;
let CONVEX_HALFSPACE_IM_GE = prove
(`!b. convex {z | Im(z) >= b}`,
GEN_TAC THEN MP_TAC(ISPECL [`ii`; `b:real`] CONVEX_HALFSPACE_GE) THEN
MATCH_MP_TAC EQ_IMP THEN AP_TERM_TAC THEN
REWRITE_TAC[EXTENSION; dot; SUM_2; DIMINDEX_2; GSYM RE_DEF; GSYM IM_DEF] THEN
REWRITE_TAC[ii; RE_CX; IM_CX; RE; IM; IN_ELIM_THM] THEN REAL_ARITH_TAC);;
let CONVEX_HALFSPACE_IM_GT = prove
(`!b. convex {z | Im(z) > b}`,
GEN_TAC THEN MP_TAC(ISPECL [`ii`; `b:real`] CONVEX_HALFSPACE_GT) THEN
MATCH_MP_TAC EQ_IMP THEN AP_TERM_TAC THEN
REWRITE_TAC[EXTENSION; dot; SUM_2; DIMINDEX_2; GSYM RE_DEF; GSYM IM_DEF] THEN
REWRITE_TAC[ii; RE_CX; IM_CX; RE; IM; IN_ELIM_THM] THEN REAL_ARITH_TAC);;
let CONVEX_HALFSPACE_IM_LE = prove
(`!b. convex {z | Im(z) <= b}`,
GEN_TAC THEN MP_TAC(ISPECL [`ii`; `b:real`] CONVEX_HALFSPACE_LE) THEN
MATCH_MP_TAC EQ_IMP THEN AP_TERM_TAC THEN
REWRITE_TAC[EXTENSION; dot; SUM_2; DIMINDEX_2; GSYM RE_DEF; GSYM IM_DEF] THEN
REWRITE_TAC[ii; RE_CX; IM_CX; RE; IM; IN_ELIM_THM] THEN REAL_ARITH_TAC);;
let CONVEX_HALFSPACE_IM_LT = prove
(`!b. convex {z | Im(z) < b}`,
GEN_TAC THEN MP_TAC(ISPECL [`ii`; `b:real`] CONVEX_HALFSPACE_LT) THEN
MATCH_MP_TAC EQ_IMP THEN AP_TERM_TAC THEN
REWRITE_TAC[EXTENSION; dot; SUM_2; DIMINDEX_2; GSYM RE_DEF; GSYM IM_DEF] THEN
REWRITE_TAC[ii; RE_CX; IM_CX; RE; IM; IN_ELIM_THM] THEN REAL_ARITH_TAC);;
let CONVEX_HALFSPACE_RE_SGN = prove
(`!b. convex {z | real_sgn(Re z) = b}`,
REWRITE_TAC[RE_DEF; CONVEX_HALFSPACE_COMPONENT_SGN]);;
let CONVEX_HALFSPACE_IM_SGN = prove
(`!b. convex {z | real_sgn(Im z) = b}`,
REWRITE_TAC[IM_DEF; CONVEX_HALFSPACE_COMPONENT_SGN]);;
let COMPLEX_IN_BALL_0 = prove
(`!v r. v IN ball(Cx(&0),r) <=> norm v < r`,
REWRITE_TAC [GSYM COMPLEX_VEC_0; IN_BALL_0]);;
let COMPLEX_IN_CBALL_0 = prove
(`!v r. v IN cball(Cx(&0),r) <=> norm v <= r`,
REWRITE_TAC [GSYM COMPLEX_VEC_0; IN_CBALL_0]);;
let COMPLEX_IN_SPHERE_0 = prove
(`!v r. v IN sphere(Cx(&0),r) <=> norm v = r`,
REWRITE_TAC [GSYM COMPLEX_VEC_0; IN_SPHERE_0]);;
let IN_BALL_RE = prove
(`!x z e. x IN ball(z,e) ==> abs(Re(x) - Re(z)) < e`,
REPEAT GEN_TAC THEN REWRITE_TAC[IN_BALL; dist] THEN
MP_TAC(SPEC `z - x:complex` COMPLEX_NORM_GE_RE_IM) THEN
REWRITE_TAC[RE_SUB] THEN REAL_ARITH_TAC);;
let IN_BALL_IM = prove
(`!x z e. x IN ball(z,e) ==> abs(Im(x) - Im(z)) < e`,
REPEAT GEN_TAC THEN REWRITE_TAC[IN_BALL; dist] THEN
MP_TAC(SPEC `z - x:complex` COMPLEX_NORM_GE_RE_IM) THEN
REWRITE_TAC[IM_SUB] THEN REAL_ARITH_TAC);;
let IN_CBALL_RE = prove
(`!x z e. x IN cball(z,e) ==> abs(Re(x) - Re(z)) <= e`,
REPEAT GEN_TAC THEN REWRITE_TAC[IN_CBALL; dist] THEN
MP_TAC(SPEC `z - x:complex` COMPLEX_NORM_GE_RE_IM) THEN
REWRITE_TAC[RE_SUB] THEN REAL_ARITH_TAC);;
let IN_CBALL_IM = prove
(`!x z e. x IN cball(z,e) ==> abs(Im(x) - Im(z)) <= e`,
REPEAT GEN_TAC THEN REWRITE_TAC[IN_CBALL; dist] THEN
MP_TAC(SPEC `z - x:complex` COMPLEX_NORM_GE_RE_IM) THEN
REWRITE_TAC[IM_SUB] THEN REAL_ARITH_TAC);;
let CLOSED_REAL_SET = prove
(`closed {z | real z}`,
REWRITE_TAC[CLOSED_HALFSPACE_IM_EQ; real]);;
let CLOSED_REAL = prove
(`closed real`,
GEN_REWRITE_TAC RAND_CONV [SET_RULE `s = {x | s x}`] THEN
REWRITE_TAC[CLOSED_REAL_SET]);;
let UNBOUNDED_REAL = prove
(`~(bounded real)`,
REWRITE_TAC[bounded; IN; REAL_EXISTS; LEFT_IMP_EXISTS_THM] THEN
MESON_TAC[COMPLEX_NORM_CX; REAL_ARITH `~(abs(abs B + &1) <= B)`]);;
let CONNECTED_REAL = prove
(`connected real`,
SIMP_TAC[CONVEX_REAL; CONVEX_CONNECTED]);;
let PATH_CONNECTED_REAL = prove
(`path_connected real`,
SIMP_TAC[CONVEX_REAL; CONVEX_IMP_PATH_CONNECTED]);;
let TRIVIAL_LIMIT_WITHIN_REAL = prove
(`!z. trivial_limit (at z within real) <=> ~(real z)`,
GEN_TAC THEN REWRITE_TAC[TRIVIAL_LIMIT_WITHIN] THEN
AP_TERM_TAC THEN GEN_REWRITE_TAC RAND_CONV [GSYM IN] THEN
MATCH_MP_TAC CONNECTED_IMP_PERFECT_CLOSED THEN
REWRITE_TAC[CONNECTED_REAL; CLOSED_REAL] THEN
MESON_TAC[UNBOUNDED_REAL; BOUNDED_SING]);;
(* ------------------------------------------------------------------------- *)
(* Complex-specific uniform limit composition theorems. *)
(* ------------------------------------------------------------------------- *)
let UNIFORM_LIM_COMPLEX_MUL = prove
(`!net:(A)net P f g l m b1 b2.
eventually (\x. !n. P n ==> norm(l n) <= b1) net /\
eventually (\x. !n. P n ==> norm(m n) <= b2) net /\
(!e. &0 < e
==> eventually (\x. !n:B. P n ==> norm(f n x - l n) < e) net) /\
(!e. &0 < e
==> eventually (\x. !n. P n ==> norm(g n x - m n) < e) net)
==> !e. &0 < e
==> eventually
(\x. !n. P n
==> norm(f n x * g n x - l n * m n) < e)
net`,
REPEAT GEN_TAC THEN
DISCH_THEN(MP_TAC o CONJ BILINEAR_COMPLEX_MUL) THEN
REWRITE_TAC[UNIFORM_LIM_BILINEAR]);;
let UNIFORM_LIM_COMPLEX_INV = prove
(`!net:(A)net P f l b.
(!e. &0 < e
==> eventually (\x. !n:B. P n ==> norm(f n x - l n) < e) net) /\
&0 < b /\ eventually (\x. !n. P n ==> b <= norm(l n)) net
==> !e. &0 < e
==> eventually
(\x. !n. P n ==> norm(inv(f n x) - inv(l n)) < e) net`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC EVENTUALLY_MONO THEN
EXISTS_TAC
`\x. !n. P n ==> b <= norm(l n) /\
b / &2 <= norm((f:B->A->complex) n x) /\
norm(f n x - l n) < e * b pow 2 / &2` THEN
REWRITE_TAC[TAUT `(p ==> q /\ r) <=> (p ==> q) /\ (p ==> r)`] THEN
REWRITE_TAC[FORALL_AND_THM] THEN CONJ_TAC THENL
[X_GEN_TAC `x:A` THEN STRIP_TAC THEN X_GEN_TAC `n:B` THEN DISCH_TAC THEN
REPEAT(FIRST_X_ASSUM(MP_TAC o SPEC `n:B`) THEN ASM_REWRITE_TAC[]) THEN
REPEAT DISCH_TAC THEN
SUBGOAL_THEN `~((f:B->A->complex) n x = Cx(&0)) /\ ~(l n = Cx(&0))`
STRIP_ASSUME_TAC THENL
[CONJ_TAC THEN DISCH_THEN SUBST_ALL_TAC THEN
RULE_ASSUM_TAC(REWRITE_RULE[COMPLEX_NORM_CX]) THEN ASM_REAL_ARITH_TAC;
ALL_TAC] THEN
ASM_SIMP_TAC[COMPLEX_FIELD
`~(x = Cx(&0)) /\ ~(y = Cx(&0))
==> inv x - inv y = (y - x) / (x * y)`] THEN
ASM_SIMP_TAC[COMPLEX_NORM_DIV; REAL_LT_LDIV_EQ; COMPLEX_NORM_NZ;
COMPLEX_ENTIRE] THEN
ONCE_REWRITE_TAC[NORM_SUB] THEN
FIRST_X_ASSUM(MATCH_MP_TAC o MATCH_MP (REWRITE_RULE[IMP_CONJ]
REAL_LTE_TRANS)) THEN
ASM_SIMP_TAC[REAL_LE_LMUL_EQ; REAL_ARITH `b pow 2 / &2 = b / &2 * b`] THEN
REWRITE_TAC[COMPLEX_NORM_MUL] THEN MATCH_MP_TAC REAL_LE_MUL2 THEN
ASM_REAL_ARITH_TAC;
ASM_REWRITE_TAC[EVENTUALLY_AND] THEN CONJ_TAC THENL
[FIRST_X_ASSUM(MP_TAC o SPEC `b / &2`) THEN
ASM_REWRITE_TAC[REAL_HALF] THEN
FIRST_X_ASSUM(fun th -> MP_TAC th THEN REWRITE_TAC[IMP_IMP] THEN
GEN_REWRITE_TAC LAND_CONV [GSYM EVENTUALLY_AND]) THEN
MATCH_MP_TAC(REWRITE_RULE[IMP_CONJ] EVENTUALLY_MONO) THEN
REWRITE_TAC[] THEN
ASM_MESON_TAC[NORM_ARITH
`b <= norm l /\ norm(f - l) < b / &2 ==> b / &2 <= norm f`];
FIRST_X_ASSUM MATCH_MP_TAC THEN
ASM_SIMP_TAC[REAL_HALF; REAL_POW_LT; REAL_LT_MUL]]]);;
let UNIFORM_LIM_COMPLEX_DIV = prove
(`!net:(A)net P f g l m b1 b2.
eventually (\x. !n. P n ==> norm(l n) <= b1) net /\
&0 < b2 /\ eventually (\x. !n. P n ==> b2 <= norm(m n)) net /\
(!e. &0 < e
==> eventually (\x. !n:B. P n ==> norm(f n x - l n) < e) net) /\
(!e. &0 < e
==> eventually (\x. !n. P n ==> norm(g n x - m n) < e) net)
==> !e. &0 < e
==> eventually
(\x. !n. P n
==> norm(f n x / g n x - l n / m n) < e)
net`,
REPEAT GEN_TAC THEN DISCH_TAC THEN
REWRITE_TAC[complex_div] THEN MATCH_MP_TAC UNIFORM_LIM_COMPLEX_MUL THEN
MAP_EVERY EXISTS_TAC [`b1:real`; `inv(b2):real`] THEN
ASM_REWRITE_TAC[] THEN CONJ_TAC THENL
[FIRST_X_ASSUM(CONJUNCTS_THEN2 ASSUME_TAC
(MP_TAC o CONJUNCT1) o CONJUNCT2) THEN
MATCH_MP_TAC(REWRITE_RULE[IMP_CONJ] EVENTUALLY_MONO) THEN
GEN_TAC THEN REWRITE_TAC[] THEN MATCH_MP_TAC MONO_FORALL THEN
REPEAT STRIP_TAC THEN REWRITE_TAC[COMPLEX_NORM_INV] THEN
MATCH_MP_TAC REAL_LE_INV2 THEN ASM_SIMP_TAC[];
MATCH_MP_TAC UNIFORM_LIM_COMPLEX_INV THEN
EXISTS_TAC `b2:real` THEN ASM_REWRITE_TAC[]]);;
(* ------------------------------------------------------------------------- *)
(* The usual non-uniform versions. *)
(* ------------------------------------------------------------------------- *)
let LIM_COMPLEX_MUL = prove
(`!net:(A)net f g l m.
(f --> l) net /\ (g --> m) net ==> ((\x. f x * g x) --> l * m) net`,
SIMP_TAC[LIM_BILINEAR; BILINEAR_COMPLEX_MUL]);;
let LIM_COMPLEX_INV = prove
(`!net:(A)net f g l m.
(f --> l) net /\ ~(l = Cx(&0)) ==> ((\x. inv(f x)) --> inv(l)) net`,
REPEAT STRIP_TAC THEN
MP_TAC(ISPECL
[`net:(A)net`; `\x:one. T`;
`\n:one. (f:A->complex)`;
`\n:one. (l:complex)`;
`norm(l:complex)`] UNIFORM_LIM_COMPLEX_INV) THEN
ASM_REWRITE_TAC[REAL_LE_REFL; EVENTUALLY_TRUE] THEN
ASM_REWRITE_TAC[GSYM dist; GSYM tendsto; COMPLEX_NORM_NZ]);;
let LIM_COMPLEX_DIV = prove
(`!net:(A)net f g l m.
(f --> l) net /\ (g --> m) net /\ ~(m = Cx(&0))
==> ((\x. f x / g x) --> l / m) net`,
REPEAT STRIP_TAC THEN REWRITE_TAC[complex_div] THEN
MATCH_MP_TAC LIM_COMPLEX_MUL THEN ASM_SIMP_TAC[LIM_COMPLEX_INV]);;
let LIM_COMPLEX_POW = prove
(`!net:(A)net f l n.
(f --> l) net ==> ((\x. f(x) pow n) --> l pow n) net`,
REWRITE_TAC[RIGHT_FORALL_IMP_THM] THEN REPEAT GEN_TAC THEN DISCH_TAC THEN
INDUCT_TAC THEN ASM_SIMP_TAC[LIM_COMPLEX_MUL; complex_pow; LIM_CONST]);;
let LIM_COMPLEX_LMUL = prove
(`!f l c. (f --> l) net ==> ((\x. c * f x) --> c * l) net`,
SIMP_TAC[LIM_COMPLEX_MUL; LIM_CONST]);;
let LIM_COMPLEX_RMUL = prove
(`!f l c. (f --> l) net ==> ((\x. f x * c) --> l * c) net`,
SIMP_TAC[LIM_COMPLEX_MUL; LIM_CONST]);;
(* ------------------------------------------------------------------------- *)
(* Mapping real limits between C and R^1. *)
(* ------------------------------------------------------------------------- *)
let LIM_CX_LIFT = prove
(`!net f l.
((\x. Cx(f x)) --> Cx l) net <=> ((\x. lift(f x)) --> lift l) net`,
REWRITE_TAC[tendsto; DIST_LIFT; DIST_CX]);;
let SERIES_CX_LIFT = prove
(`!f s x.
((\x. Cx(f x)) sums (Cx x)) s <=> ((\x. lift(f x)) sums (lift x)) s`,
SIMP_TAC[sums; LIM_CX_LIFT; VSUM_CX; FINITE_INTER; FINITE_NUMSEG] THEN
REWRITE_TAC[REWRITE_RULE[o_DEF] (GSYM LIFT_SUM)]);;
let LIM_INFINITY_POSINFINITY_CX = prove
(`!f l:real^N. (f --> l) at_infinity ==> ((f o Cx) --> l) at_posinfinity`,
REWRITE_TAC[LIM_AT_INFINITY; LIM_AT_POSINFINITY; o_THM] THEN
MESON_TAC[COMPLEX_NORM_CX; REAL_ARITH `x >= b ==> abs(x) >= b`]);;
(* ------------------------------------------------------------------------- *)
(* Special cases of null limits. *)
(* ------------------------------------------------------------------------- *)
let LIM_NULL_COMPLEX = prove
(`!net f. (f --> l) net <=> ((\x. f x - l) --> Cx(&0)) net`,
REWRITE_TAC[GSYM COMPLEX_VEC_0; GSYM LIM_NULL]);;
let LIM_NULL_COMPLEX_NORM = prove
(`!net f. (f --> Cx(&0)) net <=> ((\x. Cx(norm(f x))) --> Cx(&0)) net`,
REWRITE_TAC[GSYM COMPLEX_VEC_0] THEN
ONCE_REWRITE_TAC[LIM_NULL_NORM] THEN
REWRITE_TAC[COMPLEX_NORM_CX; REAL_ABS_NORM]);;
let LIM_NULL_COMPLEX_NEG = prove
(`!net f. (f --> Cx(&0)) net ==> ((\x. --(f x)) --> Cx(&0)) net`,
REPEAT GEN_TAC THEN DISCH_THEN(MP_TAC o MATCH_MP LIM_NEG) THEN
REWRITE_TAC[COMPLEX_NEG_0]);;
let LIM_NULL_COMPLEX_ADD = prove
(`!net f g. (f --> Cx(&0)) net /\ (g --> Cx(&0)) net
==> ((\x. f x + g x) --> Cx(&0)) net`,
REPEAT GEN_TAC THEN
DISCH_THEN(MP_TAC o MATCH_MP LIM_ADD) THEN
REWRITE_TAC[COMPLEX_ADD_LID]);;
let LIM_NULL_COMPLEX_SUB = prove
(`!net f g. (f --> Cx(&0)) net /\ (g --> Cx(&0)) net
==> ((\x. f x - g x) --> Cx(&0)) net`,
REPEAT GEN_TAC THEN
DISCH_THEN(MP_TAC o MATCH_MP LIM_SUB) THEN
REWRITE_TAC[COMPLEX_SUB_REFL]);;
let LIM_NULL_COMPLEX_MUL = prove
(`!net f g. (f --> Cx(&0)) net /\ (g --> Cx(&0)) net
==> ((\x. f x * g x) --> Cx(&0)) net`,
REPEAT GEN_TAC THEN
DISCH_THEN(MP_TAC o MATCH_MP LIM_COMPLEX_MUL) THEN
REWRITE_TAC[COMPLEX_MUL_LZERO]);;
let LIM_NULL_COMPLEX_LMUL = prove
(`!net f c. (f --> Cx(&0)) net ==> ((\x. c * f x) --> Cx(&0)) net`,
REPEAT STRIP_TAC THEN SUBST1_TAC(COMPLEX_RING `Cx(&0) = c * Cx(&0)`) THEN
ASM_SIMP_TAC[LIM_COMPLEX_LMUL]);;
let LIM_NULL_COMPLEX_RMUL = prove
(`!net f c. (f --> Cx(&0)) net ==> ((\x. f x * c) --> Cx(&0)) net`,
REPEAT STRIP_TAC THEN SUBST1_TAC(COMPLEX_RING `Cx(&0) = Cx(&0) * c`) THEN
ASM_SIMP_TAC[LIM_COMPLEX_RMUL]);;
let LIM_NULL_COMPLEX_POW = prove
(`!net f n. (f --> Cx(&0)) net /\ ~(n = 0)
==> ((\x. (f x) pow n) --> Cx(&0)) net`,
REPEAT STRIP_TAC THEN
FIRST_X_ASSUM(MP_TAC o SPEC `n:num` o MATCH_MP LIM_COMPLEX_POW) THEN
ASM_REWRITE_TAC[COMPLEX_POW_ZERO]);;
let SUMS_COMPLEX_0 = prove
(`!f s. (!n. n IN s ==> f n = Cx(&0)) ==> (f sums Cx(&0)) s`,
REWRITE_TAC[GSYM COMPLEX_VEC_0; SUMS_0]);;
let LIM_NULL_COMPLEX_RMUL_BOUNDED = prove
(`!net f g B.
(f --> Cx(&0)) net /\
eventually (\a. f a = Cx(&0) \/ norm(g a) <= B) net
==> ((\z. f(z) * g(z)) --> Cx(&0)) net`,
REWRITE_TAC[GSYM COMPLEX_VEC_0] THEN
ONCE_REWRITE_TAC[LIM_NULL_NORM] THEN
REWRITE_TAC[LIFT_CMUL; COMPLEX_NORM_MUL] THEN
REPEAT STRIP_TAC THEN MATCH_MP_TAC LIM_NULL_VMUL_BOUNDED THEN
EXISTS_TAC `B:real` THEN
ASM_REWRITE_TAC[o_DEF; NORM_LIFT; REAL_ABS_NORM; NORM_EQ_0]);;
let LIM_NULL_COMPLEX_LMUL_BOUNDED = prove
(`!net f g B.
eventually (\a. norm(f a) <= B \/ g a = Cx(&0)) net /\
(g --> Cx(&0)) net
==> ((\z. f(z) * g(z)) --> Cx(&0)) net`,
ONCE_REWRITE_TAC[DISJ_SYM; COMPLEX_MUL_SYM] THEN REPEAT STRIP_TAC THEN
MATCH_MP_TAC LIM_NULL_COMPLEX_RMUL_BOUNDED THEN
ASM_MESON_TAC[]);;
(* ------------------------------------------------------------------------- *)
(* Bound results for real and imaginary components of limits. *)
(* ------------------------------------------------------------------------- *)
let LIM_RE_UBOUND = prove
(`!net:(A)net f l b.
~(trivial_limit net) /\ (f --> l) net /\
eventually (\x. Re(f x) <= b) net
==> Re(l) <= b`,
REWRITE_TAC[RE_DEF] THEN REPEAT STRIP_TAC THEN
MP_TAC(ISPECL [`net:(A)net`; `f:A->complex`; `l:complex`; `b:real`; `1`]
LIM_COMPONENT_UBOUND) THEN
ASM_REWRITE_TAC[DIMINDEX_2; ARITH]);;
let LIM_RE_LBOUND = prove
(`!net:(A)net f l b.
~(trivial_limit net) /\ (f --> l) net /\
eventually (\x. b <= Re(f x)) net
==> b <= Re(l)`,
REWRITE_TAC[RE_DEF] THEN REPEAT STRIP_TAC THEN
MP_TAC(ISPECL [`net:(A)net`; `f:A->complex`; `l:complex`; `b:real`; `1`]
LIM_COMPONENT_LBOUND) THEN
ASM_REWRITE_TAC[DIMINDEX_2; ARITH]);;
let LIM_IM_UBOUND = prove
(`!net:(A)net f l b.
~(trivial_limit net) /\ (f --> l) net /\
eventually (\x. Im(f x) <= b) net
==> Im(l) <= b`,
REWRITE_TAC[IM_DEF] THEN REPEAT STRIP_TAC THEN
MP_TAC(ISPECL [`net:(A)net`; `f:A->complex`; `l:complex`; `b:real`; `2`]
LIM_COMPONENT_UBOUND) THEN
ASM_REWRITE_TAC[DIMINDEX_2; ARITH]);;
let LIM_IM_LBOUND = prove
(`!net:(A)net f l b.
~(trivial_limit net) /\ (f --> l) net /\
eventually (\x. b <= Im(f x)) net
==> b <= Im(l)`,
REWRITE_TAC[IM_DEF] THEN REPEAT STRIP_TAC THEN
MP_TAC(ISPECL [`net:(A)net`; `f:A->complex`; `l:complex`; `b:real`; `2`]
LIM_COMPONENT_LBOUND) THEN
ASM_REWRITE_TAC[DIMINDEX_2; ARITH]);;
(* ------------------------------------------------------------------------- *)
(* Case analysis for limit of reciprocal of a function. This can be true *)
(* degenerately, and it's a bit tiresome to show otherwise that it means *)
(* what you expect. *)
(* ------------------------------------------------------------------------- *)
let LIM_COMPLEX_INV_NONDEGENERATE = prove
(`!f:real^N->complex s a l.
2 <= dimindex(:N) /\
a IN s /\ open s /\
f continuous_on (s DELETE a) /\
((inv o f) --> l) (at a)
==> ?t. open t /\ t SUBSET s /\
((!x. x IN t DELETE a ==> f x = Cx(&0)) /\ l = Cx(&0) \/
(!x. x IN t DELETE a ==> ~(f x = Cx(&0))))`,
REPEAT STRIP_TAC THEN ASM_CASES_TAC
`!e. &0 < e ==> ?z:real^N. norm(z - a) < e /\ ~(z = a) /\ f(z) = Cx(&0)`
THENL
[ALL_TAC;
FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [NOT_FORALL_THM]) THEN
REWRITE_TAC[NOT_IMP; NOT_EXISTS_THM; LEFT_IMP_EXISTS_THM] THEN
REWRITE_TAC[TAUT `~(a /\ b) <=> a ==> ~b`] THEN
X_GEN_TAC `e:real` THEN STRIP_TAC THEN
EXISTS_TAC `s INTER ball(a:real^N,e)` THEN
ASM_SIMP_TAC[INTER_SUBSET; OPEN_INTER; OPEN_BALL] THEN DISJ2_TAC THEN
REWRITE_TAC[IN_DELETE; IN_INTER; IN_BALL; dist] THEN
ASM_MESON_TAC[NORM_SUB]] THEN
SUBGOAL_THEN `l = Cx(&0)` SUBST_ALL_TAC THENL
[FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [LIM_AT]) THEN
ONCE_REWRITE_TAC[GSYM CONTRAPOS_THM] THEN DISCH_TAC THEN
DISCH_THEN(MP_TAC o SPEC `norm(l:complex)`) THEN
ASM_SIMP_TAC[COMPLEX_NORM_NZ; dist] THEN
DISCH_THEN(X_CHOOSE_THEN `d:real` STRIP_ASSUME_TAC) THEN
FIRST_X_ASSUM(MP_TAC o SPEC `d:real`) THEN ASM_REWRITE_TAC[] THEN
DISCH_THEN(X_CHOOSE_THEN `z:real^N` STRIP_ASSUME_TAC) THEN
FIRST_X_ASSUM(MP_TAC o SPEC `z:real^N`) THEN
ASM_REWRITE_TAC[NORM_POS_LT; o_THM; VECTOR_SUB_EQ; COMPLEX_INV_0] THEN
REWRITE_TAC[COMPLEX_SUB_LZERO; NORM_NEG; REAL_LT_REFL];
REWRITE_TAC[]] THEN
SUBGOAL_THEN
`?e. &0 < e /\
!z:real^N. norm(z - a) < e /\ ~(z = a)
==> z IN s /\ (f z = Cx(&0) \/ norm(f z) >= &1)`
STRIP_ASSUME_TAC THENL
[FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [LIM_AT]) THEN
DISCH_THEN(MP_TAC o SPEC `&1`) THEN REWRITE_TAC[REAL_LT_01] THEN
REWRITE_TAC[o_THM; VECTOR_SUB_EQ; dist; COMPLEX_SUB_RZERO] THEN
DISCH_THEN(X_CHOOSE_THEN `d:real` STRIP_ASSUME_TAC) THEN
FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [open_def]) THEN
DISCH_THEN(MP_TAC o SPEC `a:real^N`) THEN ASM_REWRITE_TAC[dist] THEN
DISCH_THEN(X_CHOOSE_THEN `e:real` STRIP_ASSUME_TAC) THEN
EXISTS_TAC `min d e:real` THEN ASM_SIMP_TAC[REAL_LT_MIN] THEN
X_GEN_TAC `z:real^N` THEN DISCH_TAC THEN
REWRITE_TAC[TAUT `p \/ q <=> ~p ==> q`] THEN STRIP_TAC THEN
REPEAT(FIRST_X_ASSUM(MP_TAC o SPEC `z:real^N`)) THEN
ASM_REWRITE_TAC[NORM_POS_LT; VECTOR_SUB_EQ] THEN REPEAT DISCH_TAC THEN
SUBST1_TAC(REAL_ARITH `&1 = inv(&1)`) THEN REWRITE_TAC[real_ge] THEN
GEN_REWRITE_TAC RAND_CONV [GSYM REAL_INV_INV] THEN
MATCH_MP_TAC REAL_LE_INV2 THEN
ASM_SIMP_TAC[GSYM COMPLEX_NORM_INV; REAL_LT_IMP_LE] THEN
ASM_REWRITE_TAC[NORM_POS_LT; COMPLEX_INV_EQ_0; COMPLEX_VEC_0];
ALL_TAC] THEN
EXISTS_TAC `ball(a:real^N,e)` THEN
ASM_REWRITE_TAC[OPEN_BALL; SUBSET; IN_DELETE; IN_BALL; dist] THEN
CONJ_TAC THENL [ASM_MESON_TAC[NORM_SUB]; DISJ1_TAC] THEN
X_GEN_TAC `z:real^N` THEN STRIP_TAC THEN
ASM_CASES_TAC `f(z:real^N) = Cx(&0)` THEN ASM_REWRITE_TAC[] THEN
FIRST_X_ASSUM(MP_TAC o SPEC `e:real`) THEN ASM_REWRITE_TAC[] THEN
DISCH_THEN(X_CHOOSE_THEN `w:real^N` STRIP_ASSUME_TAC) THEN
SUBGOAL_THEN
`connected (IMAGE (lift o norm o (f:real^N->complex)) (ball(a,e) DELETE a))`
MP_TAC THENL
[MATCH_MP_TAC CONNECTED_CONTINUOUS_IMAGE THEN
ASM_SIMP_TAC[CONNECTED_PUNCTURED_BALL; o_DEF] THEN
MATCH_MP_TAC CONTINUOUS_ON_LIFT_NORM_COMPOSE THEN
FIRST_X_ASSUM(MATCH_MP_TAC o MATCH_MP (REWRITE_RULE[IMP_CONJ]
CONTINUOUS_ON_SUBSET)) THEN
REWRITE_TAC[SUBSET; IN_DELETE; IN_BALL; dist] THEN
ASM_MESON_TAC[NORM_SUB];
REWRITE_TAC[GSYM IS_INTERVAL_CONNECTED_1]] THEN
REWRITE_TAC[IS_INTERVAL_1; IMP_CONJ; RIGHT_FORALL_IMP_THM] THEN
REWRITE_TAC[FORALL_IN_IMAGE; IN_DELETE; IN_BALL; dist] THEN
DISCH_THEN(MP_TAC o SPEC `w:real^N`) THEN
ANTS_TAC THENL [ASM_MESON_TAC[NORM_SUB]; ALL_TAC] THEN
DISCH_THEN(MP_TAC o SPEC `z:real^N`) THEN
ASM_REWRITE_TAC[o_THM; LIFT_DROP; COMPLEX_NORM_0] THEN
DISCH_THEN(MP_TAC o SPEC `lift(&1 / &2)`) THEN
ASM_REWRITE_TAC[LIFT_DROP; NOT_IMP] THEN
CONV_TAC REAL_RAT_REDUCE_CONV THEN CONJ_TAC THENL
[MATCH_MP_TAC(REAL_ARITH `x >= &1 ==> &1 / &2 <= x`) THEN
ASM_MESON_TAC[NORM_SUB];
REWRITE_TAC[IN_IMAGE; o_THM; LIFT_EQ; IN_BALL; IN_DELETE; dist] THEN
DISCH_THEN(X_CHOOSE_THEN `x:real^N` (STRIP_ASSUME_TAC o GSYM)) THEN
FIRST_X_ASSUM(MP_TAC o SPEC `x:real^N`) THEN
ASM_REWRITE_TAC[] THEN ONCE_REWRITE_TAC[NORM_SUB] THEN
CONV_TAC REAL_RAT_REDUCE_CONV THEN ASM_REWRITE_TAC[] THEN
DISCH_THEN(SUBST_ALL_TAC o CONJUNCT2) THEN
RULE_ASSUM_TAC(REWRITE_RULE[COMPLEX_NORM_0]) THEN ASM_REAL_ARITH_TAC]);;
(* ------------------------------------------------------------------------- *)
(* Multiplication of complex series. *)
(* ------------------------------------------------------------------------- *)
let SERIES_COMPLEX_LMUL = prove
(`!f l c s. (f sums l) s ==> ((\x. c * f x) sums c * l) s`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC SERIES_LINEAR THEN
ASM_REWRITE_TAC[] THEN GEN_REWRITE_TAC RAND_CONV [GSYM ETA_AX] THEN
REWRITE_TAC[LINEAR_COMPLEX_MUL]);;
let SERIES_COMPLEX_RMUL = prove
(`!f l c s. (f sums l) s ==> ((\x. f x * c) sums l * c) s`,
ONCE_REWRITE_TAC[COMPLEX_MUL_SYM] THEN REWRITE_TAC[SERIES_COMPLEX_LMUL]);;
let SERIES_COMPLEX_DIV = prove
(`!f l c s. (f sums l) s ==> ((\x. f x / c) sums (l / c)) s`,
REWRITE_TAC[complex_div; SERIES_COMPLEX_RMUL]);;
let SUMMABLE_COMPLEX_LMUL = prove
(`!f c s. summable s f ==> summable s (\x. c * f x)`,
REWRITE_TAC[summable] THEN MESON_TAC[SERIES_COMPLEX_LMUL]);;
let SUMMABLE_COMPLEX_RMUL = prove
(`!f c s. summable s f ==> summable s (\x. f x * c)`,
REWRITE_TAC[summable] THEN MESON_TAC[SERIES_COMPLEX_RMUL]);;
let SUMMABLE_COMPLEX_DIV = prove
(`!f c s. summable s f ==> summable s (\x. f x / c)`,
REWRITE_TAC[summable] THEN MESON_TAC[SERIES_COMPLEX_DIV]);;
let SERIES_COMPLEX_MUL = prove
(`!x y a b.
(x sums a) (from 0) /\ (y sums b) (from 0) /\
(summable (from 0) (\n. lift(norm(x n))) \/
summable (from 0) (\n. lift(norm(y n))))
==> ((\n. vsum(0..n) (\i. x i * y(n - i))) sums (a * b))
(from 0)`,
MP_TAC(ISPEC `( * ):complex->complex->complex` SERIES_BILINEAR) THEN
REWRITE_TAC[BILINEAR_COMPLEX_MUL]);;
let SERIES_COMPLEX_MUL_UNIQUE = prove
(`!x y a b c.
(x sums a) (from 0) /\ (y sums b) (from 0) /\
((\n. vsum (0..n) (\i. x i * y(n - i))) sums c) (from 0)
==> a * b = c`,
MP_TAC(ISPEC `( * ):complex->complex->complex` SERIES_BILINEAR_UNIQUE) THEN
REWRITE_TAC[BILINEAR_COMPLEX_MUL]);;
let SUMMABLE_COMPLEX_MUL_LEFT = prove
(`!x y m n p.
summable (from m) (\n. lift(norm(x n))) /\ summable (from n) y
==> summable (from p) (\n. vsum(0..n) (\i. x i * y(n - i)))`,
MP_TAC(ISPEC `( * ):complex->complex->complex`
SUMMABLE_BILINEAR_LEFT) THEN
REWRITE_TAC[BILINEAR_COMPLEX_MUL]);;
let SUMMABLE_COMPLEX_MUL_RIGHT = prove
(`!x y m n p.
summable (from m) x /\ summable (from n) (\n. lift(norm(y n)))
==> summable (from p) (\n. vsum(0..n) (\i. x i * y(n - i)))`,
MP_TAC(ISPEC `( * ):complex->complex->complex`
SUMMABLE_BILINEAR_RIGHT) THEN
REWRITE_TAC[BILINEAR_COMPLEX_MUL]);;
(* ------------------------------------------------------------------------- *)
(* Complex-specific continuity closures. *)
(* ------------------------------------------------------------------------- *)
let CONTINUOUS_COMPLEX_MUL = prove
(`!net f g.
f continuous net /\ g continuous net ==> (\x. f(x) * g(x)) continuous net`,
SIMP_TAC[continuous; LIM_COMPLEX_MUL]);;
let CONTINUOUS_COMPLEX_LMUL = prove
(`!c f net. f continuous net ==> (\x. c * f x) continuous net`,
SIMP_TAC[CONTINUOUS_COMPLEX_MUL; CONTINUOUS_CONST]);;
let CONTINUOUS_COMPLEX_RMUL = prove
(`!c f net. f continuous net ==> (\x. f x * c) continuous net`,
SIMP_TAC[CONTINUOUS_COMPLEX_MUL; CONTINUOUS_CONST]);;
let CONTINUOUS_COMPLEX_INV = prove
(`!net f.
f continuous net /\ ~(f(netlimit net) = Cx(&0))
==> (\x. inv(f x)) continuous net`,
SIMP_TAC[continuous; LIM_COMPLEX_INV]);;
let CONTINUOUS_COMPLEX_DIV = prove
(`!net f g.
f continuous net /\ g continuous net /\ ~(g(netlimit net) = Cx(&0))
==> (\x. f(x) / g(x)) continuous net`,
SIMP_TAC[continuous; LIM_COMPLEX_DIV]);;
let CONTINUOUS_COMPLEX_POW = prove
(`!net f n. f continuous net ==> (\x. f(x) pow n) continuous net`,
SIMP_TAC[continuous; LIM_COMPLEX_POW]);;
let CONTINUOUS_CPRODUCT = prove
(`!(net:(real^N)net) f k:A->bool.
FINITE k /\
(!i. i IN k ==> f i continuous net)
==> (\z. cproduct k (\i. f i z)) continuous net`,
GEN_TAC THEN GEN_TAC THEN REWRITE_TAC[IMP_CONJ; RIGHT_FORALL_IMP_THM] THEN
MATCH_MP_TAC FINITE_INDUCT_STRONG THEN
SIMP_TAC[CPRODUCT_CLAUSES; CONTINUOUS_CONST; FORALL_IN_INSERT;
ETA_AX; CONTINUOUS_COMPLEX_MUL]);;
(* ------------------------------------------------------------------------- *)
(* Write away the netlimit, which is otherwise a bit tedious. *)
(* ------------------------------------------------------------------------- *)
let CONTINUOUS_COMPLEX_INV_WITHIN = prove
(`!f s a.
f continuous (at a within s) /\ ~(f a = Cx(&0))
==> (\x. inv(f x)) continuous (at a within s)`,
MESON_TAC[CONTINUOUS_COMPLEX_INV; CONTINUOUS_TRIVIAL_LIMIT;
NETLIMIT_WITHIN]);;
let CONTINUOUS_COMPLEX_INV_AT = prove
(`!f a.
f continuous (at a) /\ ~(f a = Cx(&0))
==> (\x. inv(f x)) continuous (at a)`,
SIMP_TAC[CONTINUOUS_COMPLEX_INV; NETLIMIT_AT]);;
let CONTINUOUS_COMPLEX_DIV_WITHIN = prove
(`!f g s a.
f continuous (at a within s) /\ g continuous (at a within s) /\
~(g a = Cx(&0))
==> (\x. f x / g x) continuous (at a within s)`,
MESON_TAC[CONTINUOUS_COMPLEX_DIV; CONTINUOUS_TRIVIAL_LIMIT;
NETLIMIT_WITHIN]);;
let CONTINUOUS_COMPLEX_DIV_AT = prove
(`!f g a.
f continuous at a /\ g continuous at a /\ ~(g a = Cx(&0))
==> (\x. f x / g x) continuous at a`,
SIMP_TAC[CONTINUOUS_COMPLEX_DIV; NETLIMIT_AT]);;
(* ------------------------------------------------------------------------- *)
(* Also prove "on" variants as needed. *)
(* ------------------------------------------------------------------------- *)
let CONTINUOUS_ON_COMPLEX_MUL = prove
(`!f g s. f continuous_on s /\ g continuous_on s
==> (\x. f(x) * g(x)) continuous_on s`,
REWRITE_TAC[CONTINUOUS_ON_EQ_CONTINUOUS_WITHIN] THEN
SIMP_TAC[CONTINUOUS_COMPLEX_MUL]);;
let CONTINUOUS_ON_COMPLEX_LMUL = prove
(`!f:real^N->complex s. f continuous_on s ==> (\x. c * f(x)) continuous_on s`,
REWRITE_TAC[CONTINUOUS_ON] THEN SIMP_TAC[LIM_COMPLEX_MUL; LIM_CONST]);;
let CONTINUOUS_ON_COMPLEX_RMUL = prove
(`!f:real^N->complex s. f continuous_on s ==> (\x. f(x) * c) continuous_on s`,
REWRITE_TAC[CONTINUOUS_ON] THEN SIMP_TAC[LIM_COMPLEX_MUL; LIM_CONST]);;
let CONTINUOUS_ON_COMPLEX_INV = prove
(`!f:real^N->complex.
f continuous_on s /\
(!x. x IN s ==> ~(f x = Cx(&0)))
==> (\x. inv(f x)) continuous_on s`,
SIMP_TAC[CONTINUOUS_ON_EQ_CONTINUOUS_WITHIN;
CONTINUOUS_COMPLEX_INV_WITHIN]);;
let CONTINUOUS_ON_COMPLEX_DIV = prove
(`!f g s. f continuous_on s /\ g continuous_on s /\
(!x. x IN s ==> ~(g x = Cx(&0)))
==> (\x. f(x) / g(x)) continuous_on s`,
REWRITE_TAC[CONTINUOUS_ON_EQ_CONTINUOUS_WITHIN] THEN
SIMP_TAC[CONTINUOUS_COMPLEX_DIV_WITHIN]);;
let CONTINUOUS_ON_COMPLEX_POW = prove
(`!f n s. f continuous_on s ==> (\x. f(x) pow n) continuous_on s`,
SIMP_TAC[CONTINUOUS_ON_EQ_CONTINUOUS_WITHIN; CONTINUOUS_COMPLEX_POW]);;
let CONTINUOUS_ON_CPRODUCT = prove
(`!f k:A->bool s.
FINITE k /\
(!i. i IN k ==> f i continuous_on s)
==> (\z. cproduct k (\i. f i z)) continuous_on s`,
SIMP_TAC[CONTINUOUS_ON_EQ_CONTINUOUS_WITHIN; CONTINUOUS_CPRODUCT]);;
(* ------------------------------------------------------------------------- *)
(* And also uniform versions. *)
(* ------------------------------------------------------------------------- *)
let UNIFORMLY_CONTINUOUS_ON_COMPLEX_MUL = prove
(`!f g s:real^N->bool.
f uniformly_continuous_on s /\ g uniformly_continuous_on s /\
bounded(IMAGE f s) /\ bounded(IMAGE g s)
==> (\x. f(x) * g(x)) uniformly_continuous_on s`,
REPEAT STRIP_TAC THEN
MP_TAC(ISPECL
[`f:real^N->complex`; `g:real^N->complex`;
`( * ):complex->complex->complex`; `s:real^N->bool`]
BILINEAR_UNIFORMLY_CONTINUOUS_ON_COMPOSE) THEN
ASM_REWRITE_TAC[BILINEAR_COMPLEX_MUL]);;
let UNIFORMLY_CONTINUOUS_ON_COMPLEX_LMUL = prove
(`!f c s:real^N->bool.
f uniformly_continuous_on s ==> (\x. c * f x) uniformly_continuous_on s`,
REPEAT GEN_TAC THEN
DISCH_THEN(MP_TAC o ISPEC `\x:complex. c * x` o MATCH_MP
(REWRITE_RULE[IMP_CONJ] UNIFORMLY_CONTINUOUS_ON_COMPOSE)) THEN
ASM_SIMP_TAC[o_DEF; LINEAR_COMPLEX_MUL; LINEAR_UNIFORMLY_CONTINUOUS_ON]);;
let UNIFORMLY_CONTINUOUS_ON_COMPLEX_RMUL = prove
(`!f c s:real^N->bool.
f uniformly_continuous_on s ==> (\x. f x * c) uniformly_continuous_on s`,
ONCE_REWRITE_TAC[COMPLEX_MUL_SYM] THEN
REWRITE_TAC[UNIFORMLY_CONTINUOUS_ON_COMPLEX_LMUL]);;
(* ------------------------------------------------------------------------- *)
(* Continuity prover (not just for complex numbers but with more for them). *)
(* ------------------------------------------------------------------------- *)
let CONTINUOUS_TAC =
let ETA_THM = prove
(`f continuous net <=> (\x. f x) continuous net`,
REWRITE_TAC[ETA_AX]) in
let ETA_TWEAK =
GEN_REWRITE_RULE (LAND_CONV o ONCE_DEPTH_CONV) [ETA_THM] o SPEC_ALL in
let tac_base =
MATCH_ACCEPT_TAC CONTINUOUS_CONST ORELSE
MATCH_ACCEPT_TAC CONTINUOUS_AT_ID ORELSE
MATCH_ACCEPT_TAC CONTINUOUS_WITHIN_ID
and tac_1 =
MATCH_MP_TAC(ETA_TWEAK CONTINUOUS_CMUL) ORELSE
MATCH_MP_TAC(ETA_TWEAK CONTINUOUS_NEG) ORELSE
MATCH_MP_TAC(ETA_TWEAK CONTINUOUS_COMPLEX_POW)
and tac_2 =
MATCH_MP_TAC(ETA_TWEAK CONTINUOUS_ADD) ORELSE
MATCH_MP_TAC(ETA_TWEAK CONTINUOUS_SUB) ORELSE
MATCH_MP_TAC(ETA_TWEAK CONTINUOUS_COMPLEX_MUL)
and tac_1' = MATCH_MP_TAC (ETA_TWEAK CONTINUOUS_COMPLEX_INV)
and tac_2' = MATCH_MP_TAC (ETA_TWEAK CONTINUOUS_COMPLEX_DIV) in
let rec CONTINUOUS_TAC gl =
(tac_base ORELSE
(tac_1 THEN CONTINUOUS_TAC) ORELSE
(tac_2 THEN CONJ_TAC THEN CONTINUOUS_TAC) ORELSE
(tac_1' THEN CONJ_TAC THENL
[CONTINUOUS_TAC; REWRITE_TAC[NETLIMIT_AT; NETLIMIT_WITHIN]]) ORELSE
(tac_2' THEN REPEAT CONJ_TAC THENL
[CONTINUOUS_TAC; CONTINUOUS_TAC;
REWRITE_TAC[NETLIMIT_AT; NETLIMIT_WITHIN]]) ORELSE
ALL_TAC) gl in
CONTINUOUS_TAC;;
(* ------------------------------------------------------------------------- *)
(* Hence a limit calculator *)
(* ------------------------------------------------------------------------- *)
let LIM_TAC =
MATCH_MP_TAC LIM_CONTINUOUS THEN CONJ_TAC THENL
[CONTINUOUS_TAC; REWRITE_TAC[NETLIMIT_AT; NETLIMIT_WITHIN]];;
(* ------------------------------------------------------------------------- *)
(* Continuity of the norm. *)
(* ------------------------------------------------------------------------- *)
let CONTINUOUS_AT_CX_NORM = prove
(`!z:real^N. (\z. Cx(norm z)) continuous at z`,
REWRITE_TAC[continuous_at; dist; GSYM CX_SUB; COMPLEX_NORM_CX] THEN
MESON_TAC[NORM_ARITH `norm(a - b:real^N) < d ==> abs(norm a - norm b) < d`]);;
let CONTINUOUS_WITHIN_CX_NORM = prove
(`!z:real^N s. (\z. Cx(norm z)) continuous (at z within s)`,
SIMP_TAC[CONTINUOUS_AT_CX_NORM; CONTINUOUS_AT_WITHIN]);;
let CONTINUOUS_ON_CX_NORM = prove
(`!s. (\z. Cx(norm z)) continuous_on s`,
SIMP_TAC[CONTINUOUS_ON_EQ_CONTINUOUS_WITHIN; CONTINUOUS_WITHIN_CX_NORM]);;
let CONTINUOUS_AT_CX_DOT = prove
(`!c z:real^N. (\z. Cx(c dot z)) continuous at z`,
REPEAT GEN_TAC THEN MATCH_MP_TAC LINEAR_CONTINUOUS_AT THEN
REWRITE_TAC[linear; DOT_RADD; DOT_RMUL; CX_ADD; COMPLEX_CMUL; CX_MUL]);;
let CONTINUOUS_WITHIN_CX_DOT = prove
(`!c z:real^N s. (\z. Cx(c dot z)) continuous (at z within s)`,
SIMP_TAC[CONTINUOUS_AT_CX_DOT; CONTINUOUS_AT_WITHIN]);;
let CONTINUOUS_ON_CX_DOT = prove
(`!s c:real^N. (\z. Cx(c dot z)) continuous_on s`,
SIMP_TAC[CONTINUOUS_ON_EQ_CONTINUOUS_WITHIN; CONTINUOUS_WITHIN_CX_DOT]);;
(* ------------------------------------------------------------------------- *)
(* Continuity switching range between complex and real^1 *)
(* ------------------------------------------------------------------------- *)
let CONTINUOUS_CX_DROP = prove
(`!net f. f continuous net ==> (\x. Cx(drop(f x))) continuous net`,
REWRITE_TAC[continuous; tendsto] THEN
REWRITE_TAC[dist; GSYM CX_SUB; COMPLEX_NORM_CX; GSYM DROP_SUB] THEN
REWRITE_TAC[GSYM NORM_1]);;
let CONTINUOUS_ON_CX_DROP = prove
(`!f s. f continuous_on s ==> (\x. Cx(drop(f x))) continuous_on s`,
SIMP_TAC[CONTINUOUS_ON_EQ_CONTINUOUS_WITHIN; CONTINUOUS_CX_DROP]);;
let CONTINUOUS_CX_LIFT = prove
(`!f. (\x. Cx(f x)) continuous net <=> (\x. lift(f x)) continuous net`,
REWRITE_TAC[continuous; tendsto; dist; GSYM CX_SUB; GSYM LIFT_SUB] THEN
REWRITE_TAC[COMPLEX_NORM_CX; NORM_LIFT]);;
let CONTINUOUS_ON_CX_LIFT = prove
(`!f s. (\x. Cx(f x)) continuous_on s <=> (\x. lift(f x)) continuous_on s`,
REWRITE_TAC[CONTINUOUS_ON_EQ_CONTINUOUS_WITHIN; CONTINUOUS_CX_LIFT]);;
(* ------------------------------------------------------------------------- *)
(* Linearity and continuity of the components. *)
(* ------------------------------------------------------------------------- *)
let LINEAR_CX_RE = prove
(`linear(Cx o Re)`,
SIMP_TAC[linear; o_THM; COMPLEX_CMUL; RE_ADD; RE_MUL_CX; CX_MUL; CX_ADD]);;
let CONTINUOUS_AT_CX_RE = prove
(`!z. (Cx o Re) continuous at z`,
SIMP_TAC[LINEAR_CONTINUOUS_AT; LINEAR_CX_RE]);;
let CONTINUOUS_ON_CX_RE = prove
(`!s. (Cx o Re) continuous_on s`,
SIMP_TAC[LINEAR_CONTINUOUS_ON; LINEAR_CX_RE]);;
let LINEAR_CX_IM = prove
(`linear(Cx o Im)`,
SIMP_TAC[linear; o_THM; COMPLEX_CMUL; IM_ADD; IM_MUL_CX; CX_MUL; CX_ADD]);;
let CONTINUOUS_AT_CX_IM = prove
(`!z. (Cx o Im) continuous at z`,
SIMP_TAC[LINEAR_CONTINUOUS_AT; LINEAR_CX_IM]);;
let CONTINUOUS_ON_CX_IM = prove
(`!s. (Cx o Im) continuous_on s`,
SIMP_TAC[LINEAR_CONTINUOUS_ON; LINEAR_CX_IM]);;
(* ------------------------------------------------------------------------- *)
(* Complex differentiability. *)
(* ------------------------------------------------------------------------- *)
parse_as_infix ("has_complex_derivative",(12,"right"));;
parse_as_infix ("complex_differentiable",(12,"right"));;
parse_as_infix ("holomorphic_on",(12,"right"));;
let has_complex_derivative = new_definition
`(f has_complex_derivative f') net <=> (f has_derivative (\x. f' * x)) net`;;
let complex_differentiable = new_definition
`f complex_differentiable net <=> ?f'. (f has_complex_derivative f') net`;;
let complex_derivative = new_definition
`complex_derivative f x = @f'. (f has_complex_derivative f') (at x)`;;
let higher_complex_derivative = define
`higher_complex_derivative 0 f = f /\
(!n. higher_complex_derivative (SUC n) f =
complex_derivative (higher_complex_derivative n f))`;;
let holomorphic_on = new_definition
`f holomorphic_on s <=>
!x. x IN s ==> ?f'. (f has_complex_derivative f') (at x within s)`;;
let HOLOMORPHIC_ON_EMPTY = prove
(`!f. f holomorphic_on {}`,
REWRITE_TAC[holomorphic_on; NOT_IN_EMPTY]);;
let HOLOMORPHIC_ON_DIFFERENTIABLE = prove
(`!f s. f holomorphic_on s <=>
!x. x IN s ==> f complex_differentiable (at x within s)`,
REWRITE_TAC[holomorphic_on; complex_differentiable]);;
let HOLOMORPHIC_ON_OPEN = prove
(`!f s. open s
==> (f holomorphic_on s <=>
!x. x IN s ==> ?f'. (f has_complex_derivative f') (at x))`,
REWRITE_TAC[holomorphic_on; has_complex_derivative] THEN
REWRITE_TAC[has_derivative_at; has_derivative_within] THEN
SIMP_TAC[LIM_WITHIN_OPEN]);;
let HOLOMORPHIC_ON_IMP_DIFFERENTIABLE_WITHIN = prove
(`!f s x. f holomorphic_on s /\ x IN s
==> f complex_differentiable (at x within s)`,
MESON_TAC[HOLOMORPHIC_ON_DIFFERENTIABLE]);;
let HOLOMORPHIC_ON_IMP_DIFFERENTIABLE_AT = prove
(`!f s x. f holomorphic_on s /\ open s /\ x IN s
==> f complex_differentiable (at x)`,
MESON_TAC[HOLOMORPHIC_ON_OPEN; complex_differentiable]);;
let HAS_COMPLEX_DERIVATIVE_IMP_CONTINUOUS_AT = prove
(`!f f' x. (f has_complex_derivative f') (at x) ==> f continuous at x`,
REWRITE_TAC[has_complex_derivative] THEN
MESON_TAC[differentiable; DIFFERENTIABLE_IMP_CONTINUOUS_AT]);;
let HAS_COMPLEX_DERIVATIVE_IMP_CONTINUOUS_WITHIN = prove
(`!f f' x s. (f has_complex_derivative f') (at x within s)
==> f continuous (at x within s)`,
REWRITE_TAC[has_complex_derivative] THEN
MESON_TAC[differentiable; DIFFERENTIABLE_IMP_CONTINUOUS_WITHIN]);;
let COMPLEX_DIFFERENTIABLE_IMP_DIFFERENTIABLE = prove
(`!net f. f complex_differentiable net ==> f differentiable net`,
SIMP_TAC[complex_differentiable; differentiable; has_complex_derivative] THEN
MESON_TAC[]);;
let COMPLEX_DIFFERENTIABLE_IMP_CONTINUOUS_AT = prove
(`!f x. f complex_differentiable at x ==> f continuous at x`,
MESON_TAC[HAS_COMPLEX_DERIVATIVE_IMP_CONTINUOUS_AT; complex_differentiable]);;
let COMPLEX_DIFFERENTIABLE_IMP_CONTINUOUS_WITHIN = prove
(`!f x s. f complex_differentiable (at x within s)
==> f continuous (at x within s)`,
MESON_TAC[COMPLEX_DIFFERENTIABLE_IMP_DIFFERENTIABLE;
DIFFERENTIABLE_IMP_CONTINUOUS_WITHIN]);;
let HOLOMORPHIC_ON_IMP_CONTINUOUS_ON = prove
(`!f s. f holomorphic_on s ==> f continuous_on s`,
REWRITE_TAC[holomorphic_on; CONTINUOUS_ON_EQ_CONTINUOUS_WITHIN] THEN
REWRITE_TAC[has_complex_derivative] THEN
MESON_TAC[DIFFERENTIABLE_IMP_CONTINUOUS_WITHIN; differentiable]);;
let HOLOMORPHIC_ON_SUBSET = prove
(`!f s t. f holomorphic_on s /\ t SUBSET s ==> f holomorphic_on t`,
REWRITE_TAC[holomorphic_on; has_complex_derivative] THEN
MESON_TAC[SUBSET; HAS_DERIVATIVE_WITHIN_SUBSET]);;
let HAS_COMPLEX_DERIVATIVE_WITHIN_SUBSET = prove
(`!f s t x. (f has_complex_derivative f') (at x within s) /\ t SUBSET s
==> (f has_complex_derivative f') (at x within t)`,
REWRITE_TAC[has_complex_derivative; HAS_DERIVATIVE_WITHIN_SUBSET]);;
let COMPLEX_DIFFERENTIABLE_WITHIN_SUBSET = prove
(`!f s t. f complex_differentiable (at x within s) /\ t SUBSET s
==> f complex_differentiable (at x within t)`,
REWRITE_TAC[complex_differentiable] THEN
MESON_TAC[HAS_COMPLEX_DERIVATIVE_WITHIN_SUBSET]);;
let HAS_COMPLEX_DERIVATIVE_AT_WITHIN = prove
(`!f f' x s. (f has_complex_derivative f') (at x)
==> (f has_complex_derivative f') (at x within s)`,
REWRITE_TAC[has_complex_derivative; HAS_DERIVATIVE_AT_WITHIN]);;
let HAS_COMPLEX_DERIVATIVE_WITHIN_OPEN = prove
(`!f f' a s.
a IN s /\ open s
==> ((f has_complex_derivative f') (at a within s) <=>
(f has_complex_derivative f') (at a))`,
REWRITE_TAC[has_complex_derivative; HAS_DERIVATIVE_WITHIN_OPEN]);;
let COMPLEX_DIFFERENTIABLE_AT_WITHIN = prove
(`!f s z. f complex_differentiable (at z)
==> f complex_differentiable (at z within s)`,
REWRITE_TAC[complex_differentiable] THEN
MESON_TAC[HAS_COMPLEX_DERIVATIVE_AT_WITHIN]);;
let HAS_COMPLEX_DERIVATIVE_TRANSFORM_WITHIN = prove
(`!f f' g x s d.
&0 < d /\ x IN s /\
(!x'. x' IN s /\ dist (x',x) < d ==> f x' = g x') /\
(f has_complex_derivative f') (at x within s)
==> (g has_complex_derivative f') (at x within s)`,
REWRITE_TAC[has_complex_derivative] THEN
MESON_TAC[HAS_DERIVATIVE_TRANSFORM_WITHIN]);;
let HAS_COMPLEX_DERIVATIVE_TRANSFORM_WITHIN_OPEN = prove
(`!f g f' s z. open s /\ z IN s /\ (!w. w IN s ==> f w = g w) /\
(f has_complex_derivative f') (at z)
==> (g has_complex_derivative f') (at z)`,
REWRITE_TAC [has_complex_derivative] THEN
ASM_MESON_TAC [HAS_DERIVATIVE_TRANSFORM_WITHIN_OPEN]);;
let HAS_COMPLEX_DERIVATIVE_TRANSFORM_AT = prove
(`!f f' g x d.
&0 < d /\ (!x'. dist (x',x) < d ==> f x' = g x') /\
(f has_complex_derivative f') (at x)
==> (g has_complex_derivative f') (at x)`,
ONCE_REWRITE_TAC[GSYM WITHIN_UNIV] THEN
MESON_TAC[HAS_COMPLEX_DERIVATIVE_TRANSFORM_WITHIN; IN_UNIV]);;
let HAS_COMPLEX_DERIVATIVE_ZERO_CONSTANT = prove
(`!f s.
convex s /\
(!x. x IN s ==> (f has_complex_derivative Cx(&0)) (at x within s))
==> ?c. !x. x IN s ==> f(x) = c`,
REWRITE_TAC[has_complex_derivative; COMPLEX_MUL_LZERO] THEN
REWRITE_TAC[GSYM COMPLEX_VEC_0; HAS_DERIVATIVE_ZERO_CONSTANT]);;
let HAS_COMPLEX_DERIVATIVE_ZERO_UNIQUE = prove
(`!f s c a.
convex s /\ a IN s /\ f a = c /\
(!x. x IN s ==> (f has_complex_derivative Cx(&0)) (at x within s))
==> !x. x IN s ==> f(x) = c`,
REWRITE_TAC[has_complex_derivative; COMPLEX_MUL_LZERO] THEN
REWRITE_TAC[GSYM COMPLEX_VEC_0; HAS_DERIVATIVE_ZERO_UNIQUE]);;
let HAS_COMPLEX_DERIVATIVE_ZERO_CONNECTED_CONSTANT = prove
(`!f s.
open s /\ connected s /\
(!x. x IN s ==> (f has_complex_derivative Cx(&0)) (at x))
==> ?c. !x. x IN s ==> f(x) = c`,
REWRITE_TAC[has_complex_derivative; COMPLEX_MUL_LZERO] THEN
REWRITE_TAC[GSYM COMPLEX_VEC_0; HAS_DERIVATIVE_ZERO_CONNECTED_CONSTANT]);;
let HAS_COMPLEX_DERIVATIVE_ZERO_CONNECTED_UNIQUE = prove
(`!f s c a.
open s /\ connected s /\ a IN s /\ f a = c /\
(!x. x IN s ==> (f has_complex_derivative Cx(&0)) (at x))
==> !x. x IN s ==> f(x) = c`,
REWRITE_TAC[has_complex_derivative; COMPLEX_MUL_LZERO] THEN
REWRITE_TAC[GSYM COMPLEX_VEC_0; HAS_DERIVATIVE_ZERO_CONNECTED_UNIQUE]);;
let COMPLEX_DIFF_CHAIN_WITHIN = prove
(`!f g f' g' x s.
(f has_complex_derivative f') (at x within s) /\
(g has_complex_derivative g') (at (f x) within (IMAGE f s))
==> ((g o f) has_complex_derivative (g' * f'))(at x within s)`,
REPEAT GEN_TAC THEN REWRITE_TAC[has_complex_derivative] THEN
DISCH_THEN(MP_TAC o MATCH_MP DIFF_CHAIN_WITHIN) THEN
REWRITE_TAC[o_DEF; COMPLEX_MUL_ASSOC]);;
let COMPLEX_DIFF_CHAIN_AT = prove
(`!f g f' g' x.
(f has_complex_derivative f') (at x) /\
(g has_complex_derivative g') (at (f x))
==> ((g o f) has_complex_derivative (g' * f')) (at x)`,
ONCE_REWRITE_TAC[GSYM WITHIN_UNIV] THEN
ASM_MESON_TAC[COMPLEX_DIFF_CHAIN_WITHIN; SUBSET_UNIV;
HAS_COMPLEX_DERIVATIVE_WITHIN_SUBSET]);;
let HAS_COMPLEX_DERIVATIVE_CHAIN = prove
(`!P f g.
(!x. P x ==> (g has_complex_derivative g'(x)) (at x))
==> (!x s. (f has_complex_derivative f') (at x within s) /\ P(f x)
==> ((\x. g(f x)) has_complex_derivative f' * g'(f x))
(at x within s)) /\
(!x. (f has_complex_derivative f') (at x) /\ P(f x)
==> ((\x. g(f x)) has_complex_derivative f' * g'(f x))
(at x))`,
REPEAT STRIP_TAC THEN REWRITE_TAC[GSYM o_DEF] THEN
ONCE_REWRITE_TAC[COMPLEX_MUL_SYM] THEN
ASM_MESON_TAC[COMPLEX_DIFF_CHAIN_WITHIN; COMPLEX_DIFF_CHAIN_AT;
HAS_COMPLEX_DERIVATIVE_AT_WITHIN]);;
let HAS_COMPLEX_DERIVATIVE_CHAIN_UNIV = prove
(`!f g. (!x. (g has_complex_derivative g'(x)) (at x))
==> (!x s. (f has_complex_derivative f') (at x within s)
==> ((\x. g(f x)) has_complex_derivative f' * g'(f x))
(at x within s)) /\
(!x. (f has_complex_derivative f') (at x)
==> ((\x. g(f x)) has_complex_derivative f' * g'(f x))
(at x))`,
MP_TAC(SPEC `\x:complex. T` HAS_COMPLEX_DERIVATIVE_CHAIN) THEN SIMP_TAC[]);;
let COMPLEX_DERIVATIVE_UNIQUE_AT = prove
(`!f z f' f''.
(f has_complex_derivative f') (at z) /\
(f has_complex_derivative f'') (at z)
==> f' = f''`,
REPEAT GEN_TAC THEN REWRITE_TAC[has_complex_derivative] THEN
DISCH_THEN(MP_TAC o MATCH_MP FRECHET_DERIVATIVE_UNIQUE_AT) THEN
DISCH_THEN(MP_TAC o C AP_THM `Cx(&1)`) THEN
REWRITE_TAC[COMPLEX_MUL_RID]);;
let HIGHER_COMPLEX_DERIVATIVE_1 = prove
(`!f z. higher_complex_derivative 1 f z = complex_derivative f z`,
REWRITE_TAC[num_CONV `1`; higher_complex_derivative]);;
(* ------------------------------------------------------------------------- *)
(* A more direct characterization. *)
(* ------------------------------------------------------------------------- *)
let HAS_COMPLEX_DERIVATIVE_WITHIN = prove
(`!f s a. (f has_complex_derivative f') (at a within s) <=>
((\x. (f(x) - f(a)) / (x - a)) --> f') (at a within s)`,
REWRITE_TAC[has_complex_derivative; has_derivative_within] THEN
REPEAT GEN_TAC THEN REWRITE_TAC[LINEAR_COMPLEX_MUL] THEN
GEN_REWRITE_TAC RAND_CONV [LIM_NULL] THEN
REWRITE_TAC[LIM_WITHIN; dist; VECTOR_SUB_RZERO; NORM_MUL] THEN
REWRITE_TAC[NORM_POS_LT; VECTOR_SUB_EQ] THEN SIMP_TAC[COMPLEX_FIELD
`~(x:complex = a) ==> y / (x - a) - z = inv(x - a) * (y - z * (x - a))`] THEN
REWRITE_TAC[REAL_ABS_INV; COMPLEX_NORM_MUL; REAL_ABS_NORM;
COMPLEX_NORM_INV; VECTOR_ARITH `a:complex - (b + c) = a - b - c`]);;
let HAS_COMPLEX_DERIVATIVE_AT = prove
(`!f a. (f has_complex_derivative f') (at a) <=>
((\x. (f(x) - f(a)) / (x - a)) --> f') (at a)`,
ONCE_REWRITE_TAC[GSYM WITHIN_UNIV] THEN
REWRITE_TAC[HAS_COMPLEX_DERIVATIVE_WITHIN]);;
(* ------------------------------------------------------------------------- *)
(* Arithmetical combining theorems. *)
(* ------------------------------------------------------------------------- *)
let HAS_DERIVATIVE_COMPLEX_CMUL = prove
(`!net c. ((\x. c * x) has_derivative (\x. c * x)) net`,
REPEAT GEN_TAC THEN MATCH_MP_TAC HAS_DERIVATIVE_LINEAR THEN
REWRITE_TAC[LINEAR_COMPLEX_MUL]);;
let HAS_COMPLEX_DERIVATIVE_LINEAR = prove
(`!net c. ((\x. c * x) has_complex_derivative c) net`,
REPEAT GEN_TAC THEN REWRITE_TAC[has_complex_derivative] THEN
MATCH_MP_TAC HAS_DERIVATIVE_LINEAR THEN
REWRITE_TAC[linear; COMPLEX_CMUL] THEN CONV_TAC COMPLEX_RING);;
let HAS_COMPLEX_DERIVATIVE_LMUL_WITHIN = prove
(`!f f' c x s.
(f has_complex_derivative f') (at x within s)
==> ((\x. c * f(x)) has_complex_derivative (c * f')) (at x within s)`,
REPEAT GEN_TAC THEN
MP_TAC(ISPECL [`at ((f:complex->complex) x) within (IMAGE f s)`; `c:complex`]
HAS_COMPLEX_DERIVATIVE_LINEAR) THEN
ONCE_REWRITE_TAC[TAUT `a ==> b ==> c <=> b /\ a ==> c`] THEN
DISCH_THEN(MP_TAC o MATCH_MP COMPLEX_DIFF_CHAIN_WITHIN) THEN
REWRITE_TAC[o_DEF]);;
let HAS_COMPLEX_DERIVATIVE_LMUL_AT = prove
(`!f f' c x.
(f has_complex_derivative f') (at x)
==> ((\x. c * f(x)) has_complex_derivative (c * f')) (at x)`,
ONCE_REWRITE_TAC[GSYM WITHIN_UNIV] THEN
REWRITE_TAC[HAS_COMPLEX_DERIVATIVE_LMUL_WITHIN]);;
let HAS_COMPLEX_DERIVATIVE_RMUL_WITHIN = prove
(`!f f' c x s.
(f has_complex_derivative f') (at x within s)
==> ((\x. f(x) * c) has_complex_derivative (f' * c)) (at x within s)`,
ONCE_REWRITE_TAC[COMPLEX_MUL_SYM] THEN
REWRITE_TAC[HAS_COMPLEX_DERIVATIVE_LMUL_WITHIN]);;
let HAS_COMPLEX_DERIVATIVE_RMUL_AT = prove
(`!f f' c x.
(f has_complex_derivative f') (at x)
==> ((\x. f(x) * c) has_complex_derivative (f' * c)) (at x)`,
ONCE_REWRITE_TAC[COMPLEX_MUL_SYM] THEN
REWRITE_TAC[HAS_COMPLEX_DERIVATIVE_LMUL_AT]);;
let HAS_COMPLEX_DERIVATIVE_CDIV_WITHIN = prove
(`!f f' c x s.
(f has_complex_derivative f') (at x within s)
==> ((\x. f(x) / c) has_complex_derivative (f' / c)) (at x within s)`,
SIMP_TAC[complex_div; HAS_COMPLEX_DERIVATIVE_RMUL_WITHIN]);;
let HAS_COMPLEX_DERIVATIVE_CDIV_AT = prove
(`!f f' c x s.
(f has_complex_derivative f') (at x)
==> ((\x. f(x) / c) has_complex_derivative (f' / c)) (at x)`,
SIMP_TAC[complex_div; HAS_COMPLEX_DERIVATIVE_RMUL_AT]);;
let HAS_COMPLEX_DERIVATIVE_ID = prove
(`!net. ((\x. x) has_complex_derivative Cx(&1)) net`,
REWRITE_TAC[has_complex_derivative; HAS_DERIVATIVE_ID; COMPLEX_MUL_LID]);;
let HAS_COMPLEX_DERIVATIVE_CONST = prove
(`!c net. ((\x. c) has_complex_derivative Cx(&0)) net`,
REWRITE_TAC[has_complex_derivative; COMPLEX_MUL_LZERO] THEN
REWRITE_TAC[GSYM COMPLEX_VEC_0; HAS_DERIVATIVE_CONST]);;
let HAS_COMPLEX_DERIVATIVE_NEG = prove
(`!f f' net. (f has_complex_derivative f') net
==> ((\x. --(f(x))) has_complex_derivative (--f')) net`,
SIMP_TAC[has_complex_derivative; COMPLEX_MUL_LNEG; HAS_DERIVATIVE_NEG]);;
let HAS_COMPLEX_DERIVATIVE_ADD = prove
(`!f f' g g' net.
(f has_complex_derivative f') net /\ (g has_complex_derivative g') net
==> ((\x. f(x) + g(x)) has_complex_derivative (f' + g')) net`,
SIMP_TAC[has_complex_derivative; COMPLEX_ADD_RDISTRIB; HAS_DERIVATIVE_ADD]);;
let HAS_COMPLEX_DERIVATIVE_SUB = prove
(`!f f' g g' net.
(f has_complex_derivative f') net /\ (g has_complex_derivative g') net
==> ((\x. f(x) - g(x)) has_complex_derivative (f' - g')) net`,
SIMP_TAC[has_complex_derivative; COMPLEX_SUB_RDISTRIB; HAS_DERIVATIVE_SUB]);;
let HAS_COMPLEX_DERIVATIVE_MUL_WITHIN = prove
(`!f f' g g' x s.
(f has_complex_derivative f') (at x within s) /\
(g has_complex_derivative g') (at x within s)
==> ((\x. f(x) * g(x)) has_complex_derivative
(f(x) * g' + f' * g(x))) (at x within s)`,
REPEAT GEN_TAC THEN SIMP_TAC[has_complex_derivative] THEN
DISCH_THEN(MP_TAC o C CONJ BILINEAR_COMPLEX_MUL) THEN
REWRITE_TAC[GSYM CONJ_ASSOC] THEN
DISCH_THEN(MP_TAC o MATCH_MP HAS_DERIVATIVE_BILINEAR_WITHIN) THEN
MATCH_MP_TAC EQ_IMP THEN
AP_THM_TAC THEN AP_TERM_TAC THEN REWRITE_TAC[FUN_EQ_THM] THEN
CONV_TAC COMPLEX_RING);;
let HAS_COMPLEX_DERIVATIVE_MUL_AT = prove
(`!f f' g g' x.
(f has_complex_derivative f') (at x) /\
(g has_complex_derivative g') (at x)
==> ((\x. f(x) * g(x)) has_complex_derivative
(f(x) * g' + f' * g(x))) (at x)`,
ONCE_REWRITE_TAC[GSYM WITHIN_UNIV] THEN
REWRITE_TAC[HAS_COMPLEX_DERIVATIVE_MUL_WITHIN]);;
let HAS_COMPLEX_DERIVATIVE_POW_WITHIN = prove
(`!f f' x s n. (f has_complex_derivative f') (at x within s)
==> ((\x. f(x) pow n) has_complex_derivative
(Cx(&n) * f(x) pow (n - 1) * f')) (at x within s)`,
REWRITE_TAC[RIGHT_FORALL_IMP_THM] THEN REPEAT GEN_TAC THEN DISCH_TAC THEN
INDUCT_TAC THEN REWRITE_TAC[complex_pow] THEN
REWRITE_TAC[HAS_COMPLEX_DERIVATIVE_CONST; COMPLEX_MUL_LZERO] THEN
POP_ASSUM_LIST(MP_TAC o end_itlist CONJ) THEN
DISCH_THEN(MP_TAC o MATCH_MP HAS_COMPLEX_DERIVATIVE_MUL_WITHIN) THEN
REWRITE_TAC[SUC_SUB1] THEN MATCH_MP_TAC EQ_IMP THEN AP_THM_TAC THEN
BINOP_TAC THEN REWRITE_TAC[COMPLEX_MUL_AC; GSYM REAL_OF_NUM_SUC] THEN
SPEC_TAC(`n:num`,`n:num`) THEN REWRITE_TAC[CX_ADD] THEN INDUCT_TAC THEN
CONV_TAC NUM_REDUCE_CONV THEN REWRITE_TAC[SUC_SUB1; complex_pow] THEN
CONV_TAC COMPLEX_FIELD);;
let HAS_COMPLEX_DERIVATIVE_POW_AT = prove
(`!f f' x n. (f has_complex_derivative f') (at x)
==> ((\x. f(x) pow n) has_complex_derivative
(Cx(&n) * f(x) pow (n - 1) * f')) (at x)`,
ONCE_REWRITE_TAC[GSYM WITHIN_UNIV] THEN
REWRITE_TAC[HAS_COMPLEX_DERIVATIVE_POW_WITHIN]);;
let HAS_COMPLEX_DERIVATIVE_INV_BASIC = prove
(`!x. ~(x = Cx(&0))
==> ((inv) has_complex_derivative (--inv(x pow 2))) (at x)`,
REPEAT STRIP_TAC THEN
REWRITE_TAC[has_complex_derivative; has_derivative_at] THEN
REWRITE_TAC[LINEAR_COMPLEX_MUL; COMPLEX_VEC_0] THEN
MATCH_MP_TAC LIM_TRANSFORM_AWAY_AT THEN
MAP_EVERY EXISTS_TAC
[`\y. inv(norm(y - x)) % inv(x pow 2 * y) * (y - x) pow 2`; `Cx(&0)`] THEN
ASM_REWRITE_TAC[COMPLEX_CMUL] THEN CONJ_TAC THENL
[POP_ASSUM MP_TAC THEN CONV_TAC COMPLEX_FIELD; ALL_TAC] THEN
SUBGOAL_THEN `((\y. inv(x pow 2 * y) * (y - x)) --> Cx(&0)) (at x)`
MP_TAC THENL
[LIM_TAC THEN POP_ASSUM MP_TAC THEN CONV_TAC COMPLEX_FIELD; ALL_TAC] THEN
MATCH_MP_TAC EQ_IMP THEN REWRITE_TAC[LIM_AT] THEN
REWRITE_TAC[dist; COMPLEX_SUB_RZERO] THEN
REWRITE_TAC[COMPLEX_NORM_MUL; COMPLEX_NORM_INV; COMPLEX_NORM_POW] THEN
REWRITE_TAC[COMPLEX_NORM_CX; REAL_ABS_INV; REAL_ABS_NORM] THEN
REPLICATE_TAC 2 (AP_TERM_TAC THEN ABS_TAC THEN AP_TERM_TAC) THEN
AP_TERM_TAC THEN ABS_TAC THEN
MATCH_MP_TAC(MESON[]
`(p ==> x = y) ==> ((p ==> x < e) <=> (p ==> y < e))`) THEN
MAP_EVERY ABBREV_TAC
[`n = norm(x' - x:complex)`;
`m = inv (norm(x:complex) pow 2 * norm(x':complex))`] THEN
CONV_TAC REAL_FIELD);;
let HAS_COMPLEX_DERIVATIVE_INV_WITHIN = prove
(`!f f' x s. (f has_complex_derivative f') (at x within s) /\
~(f x = Cx(&0))
==> ((\x. inv(f(x))) has_complex_derivative (--f' / f(x) pow 2))
(at x within s)`,
REPEAT STRIP_TAC THEN ONCE_REWRITE_TAC[GSYM o_DEF] THEN
ASM_SIMP_TAC[COMPLEX_FIELD
`~(g = Cx(&0)) ==> --f / g pow 2 = --inv(g pow 2) * f`] THEN
MATCH_MP_TAC COMPLEX_DIFF_CHAIN_WITHIN THEN ASM_REWRITE_TAC[] THEN
MATCH_MP_TAC HAS_COMPLEX_DERIVATIVE_AT_WITHIN THEN
ASM_SIMP_TAC[HAS_COMPLEX_DERIVATIVE_INV_BASIC]);;
let HAS_COMPLEX_DERIVATIVE_INV_AT = prove
(`!f f' x. (f has_complex_derivative f') (at x) /\
~(f x = Cx(&0))
==> ((\x. inv(f(x))) has_complex_derivative (--f' / f(x) pow 2))
(at x)`,
ONCE_REWRITE_TAC[GSYM WITHIN_UNIV] THEN
REWRITE_TAC[HAS_COMPLEX_DERIVATIVE_INV_WITHIN]);;
let HAS_COMPLEX_DERIVATIVE_DIV_WITHIN = prove
(`!f f' g g' x s.
(f has_complex_derivative f') (at x within s) /\
(g has_complex_derivative g') (at x within s) /\
~(g(x) = Cx(&0))
==> ((\x. f(x) / g(x)) has_complex_derivative
(f' * g(x) - f(x) * g') / g(x) pow 2) (at x within s)`,
REPEAT GEN_TAC THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC) THEN
DISCH_THEN(fun th -> ASSUME_TAC(CONJUNCT2 th) THEN MP_TAC th) THEN
DISCH_THEN(MP_TAC o MATCH_MP HAS_COMPLEX_DERIVATIVE_INV_WITHIN) THEN
UNDISCH_TAC `(f has_complex_derivative f') (at x within s)` THEN
REWRITE_TAC[IMP_IMP] THEN
DISCH_THEN(MP_TAC o MATCH_MP HAS_COMPLEX_DERIVATIVE_MUL_WITHIN) THEN
REWRITE_TAC[GSYM complex_div] THEN MATCH_MP_TAC EQ_IMP THEN
AP_THM_TAC THEN AP_TERM_TAC THEN
POP_ASSUM MP_TAC THEN CONV_TAC COMPLEX_FIELD);;
let HAS_COMPLEX_DERIVATIVE_DIV_AT = prove
(`!f f' g g' x.
(f has_complex_derivative f') (at x) /\
(g has_complex_derivative g') (at x) /\
~(g(x) = Cx(&0))
==> ((\x. f(x) / g(x)) has_complex_derivative
(f' * g(x) - f(x) * g') / g(x) pow 2) (at x)`,
ONCE_REWRITE_TAC[GSYM WITHIN_UNIV] THEN
REWRITE_TAC[HAS_COMPLEX_DERIVATIVE_DIV_WITHIN]);;
let HAS_COMPLEX_DERIVATIVE_VSUM = prove
(`!f net s.
FINITE s /\ (!a. a IN s ==> (f a has_complex_derivative f' a) net)
==> ((\x. vsum s (\a. f a x)) has_complex_derivative (vsum s f'))
net`,
SIMP_TAC[GSYM VSUM_COMPLEX_RMUL; has_complex_derivative] THEN
REPEAT GEN_TAC THEN DISCH_THEN(MP_TAC o MATCH_MP HAS_DERIVATIVE_VSUM) THEN
REWRITE_TAC[]);;
(* ------------------------------------------------------------------------- *)
(* Same thing just for complex differentiability. *)
(* ------------------------------------------------------------------------- *)
let COMPLEX_DIFFERENTIABLE_LINEAR = prove
(`(\z. c * z) complex_differentiable p`,
REWRITE_TAC [complex_differentiable] THEN
MESON_TAC [HAS_COMPLEX_DERIVATIVE_LINEAR]);;
let COMPLEX_DIFFERENTIABLE_CONST = prove
(`!c net. (\z. c) complex_differentiable net`,
REWRITE_TAC[complex_differentiable] THEN
MESON_TAC[HAS_COMPLEX_DERIVATIVE_CONST]);;
let COMPLEX_DIFFERENTIABLE_ID = prove
(`!net. (\z. z) complex_differentiable net`,
REWRITE_TAC[complex_differentiable] THEN
MESON_TAC[HAS_COMPLEX_DERIVATIVE_ID]);;
let COMPLEX_DIFFERENTIABLE_NEG = prove
(`!f net.
f complex_differentiable net
==> (\z. --(f z)) complex_differentiable net`,
REWRITE_TAC[complex_differentiable] THEN
MESON_TAC[HAS_COMPLEX_DERIVATIVE_NEG]);;
let COMPLEX_DIFFERENTIABLE_ADD = prove
(`!f g net.
f complex_differentiable net /\
g complex_differentiable net
==> (\z. f z + g z) complex_differentiable net`,
REWRITE_TAC[complex_differentiable] THEN
MESON_TAC[HAS_COMPLEX_DERIVATIVE_ADD]);;
let COMPLEX_DIFFERENTIABLE_SUB = prove
(`!f g net.
f complex_differentiable net /\
g complex_differentiable net
==> (\z. f z - g z) complex_differentiable net`,
REWRITE_TAC[complex_differentiable] THEN
MESON_TAC[HAS_COMPLEX_DERIVATIVE_SUB]);;
let COMPLEX_DIFFERENTIABLE_INV_WITHIN = prove
(`!f z s.
f complex_differentiable (at z within s) /\ ~(f z = Cx(&0))
==> (\z. inv(f z)) complex_differentiable (at z within s)`,
REWRITE_TAC[complex_differentiable] THEN
MESON_TAC[HAS_COMPLEX_DERIVATIVE_INV_WITHIN]);;
let COMPLEX_DIFFERENTIABLE_MUL_WITHIN = prove
(`!f g z s.
f complex_differentiable (at z within s) /\
g complex_differentiable (at z within s)
==> (\z. f z * g z) complex_differentiable (at z within s)`,
REWRITE_TAC[complex_differentiable] THEN
MESON_TAC[HAS_COMPLEX_DERIVATIVE_MUL_WITHIN]);;
let COMPLEX_DIFFERENTIABLE_DIV_WITHIN = prove
(`!f g z s.
f complex_differentiable (at z within s) /\
g complex_differentiable (at z within s) /\
~(g z = Cx(&0))
==> (\z. f z / g z) complex_differentiable (at z within s)`,
REWRITE_TAC[complex_differentiable] THEN
MESON_TAC[HAS_COMPLEX_DERIVATIVE_DIV_WITHIN]);;
let COMPLEX_DIFFERENTIABLE_POW_WITHIN = prove
(`!f n z s.
f complex_differentiable (at z within s)
==> (\z. f z pow n) complex_differentiable (at z within s)`,
REWRITE_TAC[complex_differentiable] THEN
MESON_TAC[HAS_COMPLEX_DERIVATIVE_POW_WITHIN]);;
let COMPLEX_DIFFERENTIABLE_CPRODUCT_WITHIN = prove
(`!f k:A->bool z s.
FINITE k /\
(!i. i IN k ==> f i complex_differentiable (at z within s))
==> (\z. cproduct k (\i. f i z)) complex_differentiable
(at z within s)`,
GEN_TAC THEN REWRITE_TAC[IMP_CONJ; RIGHT_FORALL_IMP_THM] THEN
MATCH_MP_TAC FINITE_INDUCT_STRONG THEN
SIMP_TAC[CPRODUCT_CLAUSES; COMPLEX_DIFFERENTIABLE_CONST; FORALL_IN_INSERT;
ETA_AX; COMPLEX_DIFFERENTIABLE_MUL_WITHIN]);;
let COMPLEX_DIFFERENTIABLE_TRANSFORM_WITHIN = prove
(`!f g x s d.
&0 < d /\
x IN s /\
(!x'. x' IN s /\ dist (x',x) < d ==> f x' = g x') /\
f complex_differentiable (at x within s)
==> g complex_differentiable (at x within s)`,
REWRITE_TAC[complex_differentiable] THEN
MESON_TAC[HAS_COMPLEX_DERIVATIVE_TRANSFORM_WITHIN]);;
let HOLOMORPHIC_TRANSFORM = prove
(`!f g s. (!x. x IN s ==> f x = g x) /\ f holomorphic_on s
==> g holomorphic_on s`,
REPEAT GEN_TAC THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC) THEN
REWRITE_TAC[holomorphic_on; GSYM complex_differentiable] THEN
MATCH_MP_TAC MONO_FORALL THEN GEN_TAC THEN
DISCH_THEN(fun th -> DISCH_TAC THEN MP_TAC th) THEN
ASM_REWRITE_TAC[] THEN DISCH_TAC THEN
MATCH_MP_TAC COMPLEX_DIFFERENTIABLE_TRANSFORM_WITHIN THEN
MAP_EVERY EXISTS_TAC [`f:complex->complex`; `&1`] THEN
ASM_SIMP_TAC[REAL_LT_01]);;
let HOLOMORPHIC_EQ = prove
(`!f g s. (!x. x IN s ==> f x = g x)
==> (f holomorphic_on s <=> g holomorphic_on s)`,
MESON_TAC[HOLOMORPHIC_TRANSFORM]);;
let COMPLEX_DIFFERENTIABLE_INV_AT = prove
(`!f z.
f complex_differentiable at z /\ ~(f z = Cx(&0))
==> (\z. inv(f z)) complex_differentiable at z`,
REWRITE_TAC[complex_differentiable] THEN
MESON_TAC[HAS_COMPLEX_DERIVATIVE_INV_AT]);;
let COMPLEX_DIFFERENTIABLE_MUL_AT = prove
(`!f g z.
f complex_differentiable at z /\
g complex_differentiable at z
==> (\z. f z * g z) complex_differentiable at z`,
REWRITE_TAC[complex_differentiable] THEN
MESON_TAC[HAS_COMPLEX_DERIVATIVE_MUL_AT]);;
let COMPLEX_DIFFERENTIABLE_DIV_AT = prove
(`!f g z.
f complex_differentiable at z /\
g complex_differentiable at z /\
~(g z = Cx(&0))
==> (\z. f z / g z) complex_differentiable at z`,
REWRITE_TAC[complex_differentiable] THEN
MESON_TAC[HAS_COMPLEX_DERIVATIVE_DIV_AT]);;
let COMPLEX_DIFFERENTIABLE_POW_AT = prove
(`!f n z.
f complex_differentiable at z
==> (\z. f z pow n) complex_differentiable at z`,
REWRITE_TAC[complex_differentiable] THEN
MESON_TAC[HAS_COMPLEX_DERIVATIVE_POW_AT]);;
let COMPLEX_DIFFERENTIABLE_CPRODUCT_AT = prove
(`!f k:A->bool z.
FINITE k /\
(!i. i IN k ==> f i complex_differentiable (at z))
==> (\z. cproduct k (\i. f i z)) complex_differentiable (at z)`,
GEN_TAC THEN REWRITE_TAC[IMP_CONJ; RIGHT_FORALL_IMP_THM] THEN
MATCH_MP_TAC FINITE_INDUCT_STRONG THEN
SIMP_TAC[CPRODUCT_CLAUSES; COMPLEX_DIFFERENTIABLE_CONST; FORALL_IN_INSERT;
ETA_AX; COMPLEX_DIFFERENTIABLE_MUL_AT]);;
let COMPLEX_DIFFERENTIABLE_TRANSFORM_AT = prove
(`!f g x d.
&0 < d /\
(!x'. dist (x',x) < d ==> f x' = g x') /\
f complex_differentiable at x
==> g complex_differentiable at x`,
REWRITE_TAC[complex_differentiable] THEN
MESON_TAC[HAS_COMPLEX_DERIVATIVE_TRANSFORM_AT]);;
let COMPLEX_DIFFERENTIABLE_COMPOSE_WITHIN = prove
(`!f g x s.
f complex_differentiable (at x within s) /\
g complex_differentiable (at (f x) within IMAGE f s)
==> (g o f) complex_differentiable (at x within s)`,
REWRITE_TAC[complex_differentiable] THEN
MESON_TAC[COMPLEX_DIFF_CHAIN_WITHIN]);;
let COMPLEX_DIFFERENTIABLE_COMPOSE_AT = prove
(`!f g x s.
f complex_differentiable (at x) /\
g complex_differentiable (at (f x))
==> (g o f) complex_differentiable (at x)`,
REWRITE_TAC[complex_differentiable] THEN
MESON_TAC[COMPLEX_DIFF_CHAIN_AT]);;
let COMPLEX_DIFFERENTIABLE_WITHIN_OPEN = prove
(`!f a s.
a IN s /\ open s
==> (f complex_differentiable at a within s <=>
f complex_differentiable at a)`,
SIMP_TAC[complex_differentiable; HAS_COMPLEX_DERIVATIVE_WITHIN_OPEN]);;
(* ------------------------------------------------------------------------- *)
(* Same again for being holomorphic on a set. *)
(* ------------------------------------------------------------------------- *)
let HOLOMORPHIC_ON_LINEAR = prove
(`!s c. (\w. c * w) holomorphic_on s`,
REWRITE_TAC [holomorphic_on] THEN
MESON_TAC [HAS_COMPLEX_DERIVATIVE_LINEAR]);;
let HOLOMORPHIC_ON_CONST = prove
(`!c s. (\z. c) holomorphic_on s`,
REWRITE_TAC[HOLOMORPHIC_ON_DIFFERENTIABLE; COMPLEX_DIFFERENTIABLE_CONST]);;
let HOLOMORPHIC_ON_ID = prove
(`!s. (\z. z) holomorphic_on s`,
REWRITE_TAC[HOLOMORPHIC_ON_DIFFERENTIABLE; COMPLEX_DIFFERENTIABLE_ID]);;
let HOLOMORPHIC_ON_COMPOSE = prove
(`!f g s. f holomorphic_on s /\ g holomorphic_on (IMAGE f s)
==> (g o f) holomorphic_on s`,
SIMP_TAC[holomorphic_on; GSYM complex_differentiable; FORALL_IN_IMAGE] THEN
MESON_TAC[COMPLEX_DIFFERENTIABLE_COMPOSE_WITHIN]);;
let HOLOMORPHIC_ON_NEG = prove
(`!f s. f holomorphic_on s ==> (\z. --(f z)) holomorphic_on s`,
SIMP_TAC[HOLOMORPHIC_ON_DIFFERENTIABLE; COMPLEX_DIFFERENTIABLE_NEG]);;
let HOLOMORPHIC_ON_ADD = prove
(`!f g s.
f holomorphic_on s /\ g holomorphic_on s
==> (\z. f z + g z) holomorphic_on s`,
SIMP_TAC[HOLOMORPHIC_ON_DIFFERENTIABLE; COMPLEX_DIFFERENTIABLE_ADD]);;
let HOLOMORPHIC_ON_SUB = prove
(`!f g s.
f holomorphic_on s /\ g holomorphic_on s
==> (\z. f z - g z) holomorphic_on s`,
SIMP_TAC[HOLOMORPHIC_ON_DIFFERENTIABLE; COMPLEX_DIFFERENTIABLE_SUB]);;
let HOLOMORPHIC_ON_MUL = prove
(`!f g s.
f holomorphic_on s /\ g holomorphic_on s
==> (\z. f z * g z) holomorphic_on s`,
SIMP_TAC[HOLOMORPHIC_ON_DIFFERENTIABLE; COMPLEX_DIFFERENTIABLE_MUL_WITHIN]);;
let HOLOMORPHIC_ON_LMUL = prove
(`!f c s. f holomorphic_on s ==> (\x. c * f x) holomorphic_on s`,
SIMP_TAC[HOLOMORPHIC_ON_MUL; HOLOMORPHIC_ON_CONST]);;
let HOLOMORPHIC_ON_RMUL = prove
(`!f c s. f holomorphic_on s ==> (\x. f x * c) holomorphic_on s`,
SIMP_TAC[HOLOMORPHIC_ON_MUL; HOLOMORPHIC_ON_CONST]);;
let HOLOMORPHIC_ON_INV = prove
(`!f s. f holomorphic_on s /\ (!z. z IN s ==> ~(f z = Cx(&0)))
==> (\z. inv(f z)) holomorphic_on s`,
SIMP_TAC[HOLOMORPHIC_ON_DIFFERENTIABLE; COMPLEX_DIFFERENTIABLE_INV_WITHIN]);;
let HOLOMORPHIC_ON_DIV = prove
(`!f g s.
f holomorphic_on s /\ g holomorphic_on s /\
(!z. z IN s ==> ~(g z = Cx(&0)))
==> (\z. f z / g z) holomorphic_on s`,
SIMP_TAC[HOLOMORPHIC_ON_DIFFERENTIABLE; COMPLEX_DIFFERENTIABLE_DIV_WITHIN]);;
let HOLOMORPHIC_ON_POW = prove
(`!f s n. f holomorphic_on s ==> (\z. (f z) pow n) holomorphic_on s`,
SIMP_TAC[HOLOMORPHIC_ON_DIFFERENTIABLE; COMPLEX_DIFFERENTIABLE_POW_WITHIN]);;
let HOLOMORPHIC_ON_VSUM = prove
(`!f s k. FINITE k /\ (!a. a IN k ==> (f a) holomorphic_on s)
==> (\x. vsum k (\a. f a x)) holomorphic_on s`,
GEN_TAC THEN GEN_TAC THEN REWRITE_TAC[IMP_CONJ] THEN
MATCH_MP_TAC FINITE_INDUCT_STRONG THEN SIMP_TAC[VSUM_CLAUSES] THEN
SIMP_TAC[HOLOMORPHIC_ON_CONST; IN_INSERT; NOT_IN_EMPTY] THEN
REPEAT STRIP_TAC THEN MATCH_MP_TAC HOLOMORPHIC_ON_ADD THEN
ASM_SIMP_TAC[ETA_AX]);;
let HOLOMORPHIC_ON_CPRODUCT = prove
(`!f k:A->bool s.
FINITE k /\
(!i. i IN k ==> f i holomorphic_on s)
==> (\z. cproduct k (\i. f i z)) holomorphic_on s`,
SIMP_TAC[HOLOMORPHIC_ON_DIFFERENTIABLE;
COMPLEX_DIFFERENTIABLE_CPRODUCT_WITHIN]);;
let HOLOMORPHIC_ON_COMPOSE_GEN = prove
(`!f g s t. f holomorphic_on s /\ g holomorphic_on t /\
(!z. z IN s ==> f z IN t)
==> g o f holomorphic_on s`,
REWRITE_TAC [holomorphic_on] THEN REPEAT STRIP_TAC THEN
SUBGOAL_THEN `IMAGE (f:complex->complex) s SUBSET t` MP_TAC THENL
[ASM SET_TAC []; ASM_MESON_TAC [HAS_COMPLEX_DERIVATIVE_WITHIN_SUBSET;
COMPLEX_DIFF_CHAIN_WITHIN]]);;
(* ------------------------------------------------------------------------- *)
(* Same again for the actual derivative function. *)
(* ------------------------------------------------------------------------- *)
let HAS_COMPLEX_DERIVATIVE_DERIVATIVE = prove
(`!f f' x. (f has_complex_derivative f') (at x)
==> complex_derivative f x = f'`,
REWRITE_TAC[complex_derivative] THEN
MESON_TAC[COMPLEX_DERIVATIVE_UNIQUE_AT]);;
let HAS_COMPLEX_DERIVATIVE_DIFFERENTIABLE = prove
(`!f x. (f has_complex_derivative (complex_derivative f x)) (at x) <=>
f complex_differentiable at x`,
REWRITE_TAC[complex_differentiable; complex_derivative] THEN MESON_TAC[]);;
let COMPLEX_DERIVATIVE_CHAIN = prove
(`!f g z. f complex_differentiable at z /\ g complex_differentiable at (f z)
==> complex_derivative (g o f) z =
complex_derivative g (f z) * complex_derivative f z`,
MESON_TAC [HAS_COMPLEX_DERIVATIVE_DERIVATIVE; COMPLEX_DIFF_CHAIN_AT;
HAS_COMPLEX_DERIVATIVE_DIFFERENTIABLE]);;
let COMPLEX_DERIVATIVE_LINEAR = prove
(`!c. complex_derivative (\w. c * w) = \z. c`,
REWRITE_TAC [FUN_EQ_THM] THEN REPEAT GEN_TAC THEN
MATCH_MP_TAC HAS_COMPLEX_DERIVATIVE_DERIVATIVE THEN
REWRITE_TAC [HAS_COMPLEX_DERIVATIVE_LINEAR]);;
let COMPLEX_DERIVATIVE_ID = prove
(`complex_derivative (\w.w) = \z. Cx(&1)`,
REWRITE_TAC [FUN_EQ_THM] THEN
MESON_TAC [HAS_COMPLEX_DERIVATIVE_DERIVATIVE; HAS_COMPLEX_DERIVATIVE_ID]);;
let COMPLEX_DERIVATIVE_CONST = prove
(`!c. complex_derivative (\w.c) = \z. Cx(&0)`,
REWRITE_TAC [FUN_EQ_THM] THEN
MESON_TAC [HAS_COMPLEX_DERIVATIVE_DERIVATIVE;
HAS_COMPLEX_DERIVATIVE_CONST]);;
let COMPLEX_DERIVATIVE_ADD = prove
(`!f g z. f complex_differentiable at z /\ g complex_differentiable at z
==> complex_derivative (\w. f w + g w) z =
complex_derivative f z + complex_derivative g z`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC HAS_COMPLEX_DERIVATIVE_DERIVATIVE THEN
ASM_SIMP_TAC [HAS_COMPLEX_DERIVATIVE_ADD;
HAS_COMPLEX_DERIVATIVE_DIFFERENTIABLE]);;
let COMPLEX_DERIVATIVE_SUB = prove
(`!f g z. f complex_differentiable at z /\ g complex_differentiable at z
==> complex_derivative (\w. f w - g w) z =
complex_derivative f z - complex_derivative g z`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC HAS_COMPLEX_DERIVATIVE_DERIVATIVE THEN
ASM_SIMP_TAC [HAS_COMPLEX_DERIVATIVE_SUB;
HAS_COMPLEX_DERIVATIVE_DIFFERENTIABLE]);;
let COMPLEX_DERIVATIVE_MUL = prove
(`!f g z. f complex_differentiable at z /\ g complex_differentiable at z
==> complex_derivative (\w. f w * g w) z =
f z * complex_derivative g z + complex_derivative f z * g z`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC HAS_COMPLEX_DERIVATIVE_DERIVATIVE THEN
ASM_SIMP_TAC [HAS_COMPLEX_DERIVATIVE_MUL_AT;
HAS_COMPLEX_DERIVATIVE_DIFFERENTIABLE]);;
let COMPLEX_DERIVATIVE_LMUL = prove
(`!f c z. f complex_differentiable at z
==> complex_derivative (\w. c * f w) z =
c * complex_derivative f z`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC HAS_COMPLEX_DERIVATIVE_DERIVATIVE THEN
ASM_SIMP_TAC [HAS_COMPLEX_DERIVATIVE_LMUL_AT;
HAS_COMPLEX_DERIVATIVE_DIFFERENTIABLE]);;
let COMPLEX_DERIVATIVE_RMUL = prove
(`!f c z. f complex_differentiable at z
==> complex_derivative (\w. f w * c) z =
complex_derivative f z * c`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC HAS_COMPLEX_DERIVATIVE_DERIVATIVE THEN
ASM_SIMP_TAC [HAS_COMPLEX_DERIVATIVE_RMUL_AT;
HAS_COMPLEX_DERIVATIVE_DIFFERENTIABLE]);;
let COMPLEX_DERIVATIVE_TRANSFORM_WITHIN_OPEN = prove
(`!f g s z. open s /\ f holomorphic_on s /\ g holomorphic_on s /\ z IN s /\
(!w. w IN s ==> f w = g w)
==> complex_derivative f z = complex_derivative g z`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC COMPLEX_DERIVATIVE_UNIQUE_AT THEN
ASM_MESON_TAC[HAS_COMPLEX_DERIVATIVE_TRANSFORM_WITHIN_OPEN;
HOLOMORPHIC_ON_IMP_DIFFERENTIABLE_AT;
HAS_COMPLEX_DERIVATIVE_DIFFERENTIABLE]);;
let COMPLEX_DERIVATIVE_COMPOSE_LINEAR = prove
(`!f c z. f complex_differentiable at (c * z)
==> complex_derivative (\w. f (c * w)) z =
c * complex_derivative f (c * z)`,
SIMP_TAC
[COMPLEX_MUL_SYM; REWRITE_RULE [o_DEF; COMPLEX_DIFFERENTIABLE_ID;
COMPLEX_DIFFERENTIABLE_LINEAR;
COMPLEX_DERIVATIVE_LINEAR]
(SPECL [`\w:complex. c * w`] COMPLEX_DERIVATIVE_CHAIN)]);;
(* ------------------------------------------------------------------------- *)
(* Caratheodory characterization. *)
(* ------------------------------------------------------------------------- *)
let HAS_COMPLEX_DERIVATIVE_CARATHEODORY_AT = prove
(`!f f' z.
(f has_complex_derivative f') (at z) <=>
?g. (!w. f(w) - f(z) = g(w) * (w - z)) /\
g continuous at z /\ g(z) = f'`,
REPEAT GEN_TAC THEN
REWRITE_TAC[COMPLEX_RING `w' - z':complex = a <=> w' = z' + a`] THEN
SIMP_TAC[GSYM FUN_EQ_THM; HAS_COMPLEX_DERIVATIVE_AT; CONTINUOUS_AT] THEN
EQ_TAC THEN STRIP_TAC THEN ASM_REWRITE_TAC[] THENL
[EXISTS_TAC `\w. if w = z then f':complex else (f(w) - f(z)) / (w - z)` THEN
ASM_SIMP_TAC[FUN_EQ_THM; COND_RAND; COND_RATOR; COMPLEX_SUB_REFL] THEN
CONV_TAC COMPLEX_FIELD;
FIRST_X_ASSUM SUBST_ALL_TAC THEN FIRST_X_ASSUM SUBST1_TAC THEN
ASM_SIMP_TAC[COMPLEX_RING `(z + a) - (z + b * (w - w)):complex = a`] THEN
FIRST_X_ASSUM(MATCH_MP_TAC o MATCH_MP (REWRITE_RULE[IMP_CONJ_ALT]
LIM_TRANSFORM)) THEN
SIMP_TAC[LIM_CONST; COMPLEX_VEC_0; COMPLEX_FIELD
`~(w = z) ==> x - (x * (w - z)) / (w - z) = Cx(&0)`]]);;
let HAS_COMPLEX_DERIVATIVE_CARATHEODORY_WITHIN = prove
(`!f f' z s.
(f has_complex_derivative f') (at z within s) <=>
?g. (!w. f(w) - f(z) = g(w) * (w - z)) /\
g continuous (at z within s) /\ g(z) = f'`,
REPEAT GEN_TAC THEN
REWRITE_TAC[COMPLEX_RING `w' - z':complex = a <=> w' = z' + a`] THEN
SIMP_TAC[GSYM FUN_EQ_THM; HAS_COMPLEX_DERIVATIVE_WITHIN;
CONTINUOUS_WITHIN] THEN
EQ_TAC THEN STRIP_TAC THEN ASM_REWRITE_TAC[] THENL
[EXISTS_TAC `\w. if w = z then f':complex else (f(w) - f(z)) / (w - z)` THEN
ASM_SIMP_TAC[FUN_EQ_THM; COND_RAND; COND_RATOR; COMPLEX_SUB_REFL] THEN
CONV_TAC COMPLEX_FIELD;
FIRST_X_ASSUM SUBST_ALL_TAC THEN FIRST_X_ASSUM SUBST1_TAC THEN
ASM_SIMP_TAC[COMPLEX_RING `(z + a) - (z + b * (w - w)):complex = a`] THEN
FIRST_X_ASSUM(MATCH_MP_TAC o MATCH_MP (REWRITE_RULE[IMP_CONJ_ALT]
LIM_TRANSFORM)) THEN
SIMP_TAC[LIM_CONST; COMPLEX_VEC_0; COMPLEX_FIELD
`~(w = z) ==> x - (x * (w - z)) / (w - z) = Cx(&0)`]]);;
let COMPLEX_DIFFERENTIABLE_CARATHEODORY_AT = prove
(`!f z. f complex_differentiable at z <=>
?g. (!w. f(w) - f(z) = g(w) * (w - z)) /\ g continuous at z`,
SIMP_TAC[complex_differentiable; HAS_COMPLEX_DERIVATIVE_CARATHEODORY_AT] THEN
MESON_TAC[]);;
let COMPLEX_DIFFERENTIABLE_CARATHEODORY_WITHIN = prove
(`!f z s.
f complex_differentiable (at z within s) <=>
?g. (!w. f(w) - f(z) = g(w) * (w - z)) /\ g continuous (at z within s)`,
SIMP_TAC[complex_differentiable;
HAS_COMPLEX_DERIVATIVE_CARATHEODORY_WITHIN] THEN
MESON_TAC[]);;
(* ------------------------------------------------------------------------- *)
(* A slightly stronger, more traditional notion of analyticity on a set. *)
(* ------------------------------------------------------------------------- *)
parse_as_infix ("analytic_on",(12,"right"));;
let analytic_on = new_definition
`f analytic_on s <=>
!x. x IN s ==> ?e. &0 < e /\ f holomorphic_on ball(x,e)`;;
let ANALYTIC_IMP_HOLOMORPHIC = prove
(`!f s. f analytic_on s ==> f holomorphic_on s`,
REWRITE_TAC[analytic_on; holomorphic_on] THEN
SIMP_TAC[HAS_COMPLEX_DERIVATIVE_WITHIN_OPEN; OPEN_BALL] THEN
MESON_TAC[HAS_COMPLEX_DERIVATIVE_AT_WITHIN; CENTRE_IN_BALL]);;
let ANALYTIC_ON_OPEN = prove
(`!f s. open s ==> (f analytic_on s <=> f holomorphic_on s)`,
REPEAT STRIP_TAC THEN EQ_TAC THEN REWRITE_TAC[ANALYTIC_IMP_HOLOMORPHIC] THEN
REWRITE_TAC[analytic_on; holomorphic_on] THEN
ASM_SIMP_TAC[HAS_COMPLEX_DERIVATIVE_WITHIN_OPEN; OPEN_BALL] THEN
FIRST_ASSUM(MP_TAC o GEN_REWRITE_RULE I [OPEN_CONTAINS_BALL]) THEN
REWRITE_TAC[SUBSET] THEN MESON_TAC[CENTRE_IN_BALL]);;
let ANALYTIC_ON_IMP_DIFFERENTIABLE_AT = prove
(`!f s x. f analytic_on s /\ x IN s ==> f complex_differentiable (at x)`,
SIMP_TAC[analytic_on; HOLOMORPHIC_ON_OPEN; OPEN_BALL;
complex_differentiable] THEN
MESON_TAC[CENTRE_IN_BALL]);;
let ANALYTIC_ON_SUBSET = prove
(`!f s t. f analytic_on s /\ t SUBSET s ==> f analytic_on t`,
REWRITE_TAC[analytic_on; SUBSET] THEN MESON_TAC[]);;
let ANALYTIC_ON_UNION = prove
(`!f s t. f analytic_on (s UNION t) <=> f analytic_on s /\ f analytic_on t`,
REWRITE_TAC [analytic_on; IN_UNION] THEN MESON_TAC[]);;
let ANALYTIC_ON_UNIONS = prove
(`!f s. f analytic_on (UNIONS s) <=> (!t. t IN s ==> f analytic_on t)`,
REWRITE_TAC [analytic_on; IN_UNIONS] THEN MESON_TAC[]);;
let ANALYTIC_ON_HOLOMORPHIC = prove
(`!f s. f analytic_on s <=> ?t. open t /\ s SUBSET t /\ f holomorphic_on t`,
REPEAT GEN_TAC THEN MATCH_MP_TAC EQ_TRANS THEN
EXISTS_TAC `?t. open t /\ s SUBSET t /\ f analytic_on t` THEN CONJ_TAC THENL
[EQ_TAC THENL
[DISCH_TAC THEN EXISTS_TAC `UNIONS {u | open u /\ f analytic_on u}` THEN
SIMP_TAC [IN_ELIM_THM; OPEN_UNIONS; ANALYTIC_ON_UNIONS] THEN
REWRITE_TAC [SUBSET; IN_UNIONS; IN_ELIM_THM] THEN
ASM_MESON_TAC [analytic_on; ANALYTIC_ON_OPEN; OPEN_BALL; CENTRE_IN_BALL];
MESON_TAC [ANALYTIC_ON_SUBSET]];
MESON_TAC [ANALYTIC_ON_OPEN]]);;
let ANALYTIC_ON_LINEAR = prove
(`!s c. (\w. c * w) analytic_on s`,
REPEAT GEN_TAC THEN
REWRITE_TAC [ANALYTIC_ON_HOLOMORPHIC; HOLOMORPHIC_ON_LINEAR] THEN
EXISTS_TAC `(:complex)` THEN REWRITE_TAC [OPEN_UNIV; SUBSET_UNIV]);;
let ANALYTIC_ON_CONST = prove
(`!c s. (\z. c) analytic_on s`,
REWRITE_TAC[analytic_on; HOLOMORPHIC_ON_CONST] THEN MESON_TAC[REAL_LT_01]);;
let ANALYTIC_ON_ID = prove
(`!s. (\z. z) analytic_on s`,
REWRITE_TAC[analytic_on; HOLOMORPHIC_ON_ID] THEN MESON_TAC[REAL_LT_01]);;
let ANALYTIC_ON_COMPOSE = prove
(`!f g s. f analytic_on s /\ g analytic_on (IMAGE f s)
==> (g o f) analytic_on s`,
REWRITE_TAC[analytic_on; FORALL_IN_IMAGE] THEN REPEAT GEN_TAC THEN
DISCH_THEN(CONJUNCTS_THEN2 (LABEL_TAC "f") (LABEL_TAC "g")) THEN
X_GEN_TAC `z:complex` THEN DISCH_TAC THEN
REMOVE_THEN "f" (MP_TAC o SPEC `z:complex`) THEN ASM_REWRITE_TAC[] THEN
DISCH_THEN(X_CHOOSE_THEN `d:real` STRIP_ASSUME_TAC) THEN
FIRST_ASSUM(MP_TAC o MATCH_MP HOLOMORPHIC_ON_IMP_CONTINUOUS_ON) THEN
SIMP_TAC[CONTINUOUS_ON_EQ_CONTINUOUS_AT; OPEN_BALL] THEN
DISCH_THEN(MP_TAC o SPEC `z:complex`) THEN
ASM_REWRITE_TAC[CENTRE_IN_BALL; CONTINUOUS_AT_BALL] THEN
FIRST_X_ASSUM(MP_TAC o SPEC `z:complex`) THEN ASM_REWRITE_TAC[] THEN
DISCH_THEN(X_CHOOSE_THEN `e:real` STRIP_ASSUME_TAC) THEN
DISCH_THEN(MP_TAC o SPEC `e:real`) THEN ASM_REWRITE_TAC[] THEN
DISCH_THEN(X_CHOOSE_THEN `k:real` STRIP_ASSUME_TAC) THEN
EXISTS_TAC `min (d:real) k` THEN ASM_REWRITE_TAC[REAL_LT_MIN] THEN
MATCH_MP_TAC HOLOMORPHIC_ON_COMPOSE THEN
CONJ_TAC THEN MATCH_MP_TAC HOLOMORPHIC_ON_SUBSET THENL
[EXISTS_TAC `ball(z:complex,d)`;
EXISTS_TAC `ball((f:complex->complex) z,e)`] THEN
ASM_REWRITE_TAC[BALL_MIN_INTER; INTER_SUBSET] THEN ASM SET_TAC[]);;
let ANALYTIC_ON_COMPOSE_GEN = prove
(`!f g s t. f analytic_on s /\ g analytic_on t /\ (!z. z IN s ==> f z IN t)
==> g o f analytic_on s`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC ANALYTIC_ON_COMPOSE THEN
ASM_REWRITE_TAC[] THEN MATCH_MP_TAC ANALYTIC_ON_SUBSET THEN ASM SET_TAC[]);;
let ANALYTIC_ON_NEG = prove
(`!f s. f analytic_on s ==> (\z. --(f z)) analytic_on s`,
SIMP_TAC[analytic_on] THEN MESON_TAC[HOLOMORPHIC_ON_NEG]);;
let ANALYTIC_ON_ADD = prove
(`!f g s.
f analytic_on s /\ g analytic_on s ==> (\z. f z + g z) analytic_on s`,
REPEAT GEN_TAC THEN REWRITE_TAC[analytic_on] THEN
REWRITE_TAC[AND_FORALL_THM] THEN MATCH_MP_TAC MONO_FORALL THEN
GEN_TAC THEN DISCH_THEN(fun th -> DISCH_TAC THEN MP_TAC th) THEN
ASM_REWRITE_TAC[] THEN DISCH_THEN(CONJUNCTS_THEN2
(X_CHOOSE_TAC `d:real`) (X_CHOOSE_TAC `e:real`)) THEN
EXISTS_TAC `min (d:real) e` THEN
ASM_REWRITE_TAC[REAL_LT_MIN; BALL_MIN_INTER; IN_INTER] THEN
MATCH_MP_TAC HOLOMORPHIC_ON_ADD THEN
ASM_MESON_TAC[HOLOMORPHIC_ON_SUBSET; INTER_SUBSET]);;
let ANALYTIC_ON_SUB = prove
(`!f g s.
f analytic_on s /\ g analytic_on s ==> (\z. f z - g z) analytic_on s`,
SIMP_TAC[complex_sub; ANALYTIC_ON_ADD; ANALYTIC_ON_NEG]);;
let ANALYTIC_ON_MUL = prove
(`!f g s.
f analytic_on s /\ g analytic_on s ==> (\z. f z * g z) analytic_on s`,
REPEAT GEN_TAC THEN REWRITE_TAC[analytic_on] THEN
REWRITE_TAC[AND_FORALL_THM] THEN MATCH_MP_TAC MONO_FORALL THEN
GEN_TAC THEN DISCH_THEN(fun th -> DISCH_TAC THEN MP_TAC th) THEN
ASM_REWRITE_TAC[] THEN DISCH_THEN(CONJUNCTS_THEN2
(X_CHOOSE_TAC `d:real`) (X_CHOOSE_TAC `e:real`)) THEN
EXISTS_TAC `min (d:real) e` THEN
ASM_REWRITE_TAC[REAL_LT_MIN; BALL_MIN_INTER; IN_INTER] THEN
MATCH_MP_TAC HOLOMORPHIC_ON_MUL THEN
ASM_MESON_TAC[HOLOMORPHIC_ON_SUBSET; INTER_SUBSET]);;
let ANALYTIC_ON_INV = prove
(`!f s. f analytic_on s /\ (!z. z IN s ==> ~(f z = Cx(&0)))
==> (\z. inv(f z)) analytic_on s`,
REPEAT STRIP_TAC THEN REWRITE_TAC[analytic_on] THEN
X_GEN_TAC `z:complex` THEN DISCH_TAC THEN
FIRST_ASSUM(MP_TAC o GEN_REWRITE_RULE I [analytic_on]) THEN
DISCH_THEN(MP_TAC o SPEC `z:complex`) THEN ASM_REWRITE_TAC[] THEN
DISCH_THEN(X_CHOOSE_THEN `d:real` STRIP_ASSUME_TAC) THEN
SUBGOAL_THEN `?e. &0 < e /\ !y:complex. dist(z,y) < e ==> ~(f y = Cx(&0))`
MP_TAC THENL
[MATCH_MP_TAC CONTINUOUS_ON_OPEN_AVOID THEN
EXISTS_TAC `ball(z:complex,d)` THEN
ASM_SIMP_TAC[HOLOMORPHIC_ON_IMP_CONTINUOUS_ON; CENTRE_IN_BALL; OPEN_BALL];
REWRITE_TAC[GSYM IN_BALL] THEN
DISCH_THEN(X_CHOOSE_THEN `e:real` STRIP_ASSUME_TAC) THEN
EXISTS_TAC `min (d:real) e` THEN ASM_REWRITE_TAC[REAL_LT_MIN] THEN
MATCH_MP_TAC HOLOMORPHIC_ON_INV THEN
ASM_SIMP_TAC[BALL_MIN_INTER; IN_INTER] THEN
ASM_MESON_TAC[HOLOMORPHIC_ON_SUBSET; INTER_SUBSET]]);;
let ANALYTIC_ON_DIV = prove
(`!f g s.
f analytic_on s /\ g analytic_on s /\
(!z. z IN s ==> ~(g z = Cx(&0)))
==> (\z. f z / g z) analytic_on s`,
SIMP_TAC[complex_div; ANALYTIC_ON_MUL; ANALYTIC_ON_INV]);;
let ANALYTIC_ON_POW = prove
(`!f s n. f analytic_on s ==> (\z. (f z) pow n) analytic_on s`,
REWRITE_TAC[RIGHT_FORALL_IMP_THM] THEN REPEAT GEN_TAC THEN
DISCH_TAC THEN INDUCT_TAC THEN REWRITE_TAC[complex_pow] THEN
ASM_SIMP_TAC[ANALYTIC_ON_CONST; ANALYTIC_ON_MUL]);;
let ANALYTIC_ON_VSUM = prove
(`!f s k. FINITE k /\ (!a. a IN k ==> (f a) analytic_on s)
==> (\x. vsum k (\a. f a x)) analytic_on s`,
GEN_TAC THEN GEN_TAC THEN REWRITE_TAC[IMP_CONJ] THEN
MATCH_MP_TAC FINITE_INDUCT_STRONG THEN SIMP_TAC[VSUM_CLAUSES] THEN
SIMP_TAC[ANALYTIC_ON_CONST; IN_INSERT; NOT_IN_EMPTY] THEN
REPEAT STRIP_TAC THEN MATCH_MP_TAC ANALYTIC_ON_ADD THEN
ASM_SIMP_TAC[ETA_AX]);;
(* ------------------------------------------------------------------------- *)
(* The case of analyticity at a point. *)
(* ------------------------------------------------------------------------- *)
let ANALYTIC_AT_BALL = prove
(`!f z. f analytic_on {z} <=> ?e. &0<e /\ f holomorphic_on ball (z,e)`,
REWRITE_TAC [analytic_on; IN_SING] THEN MESON_TAC []);;
let ANALYTIC_AT = prove
(`!f z. f analytic_on {z} <=> ?s. open s /\ z IN s /\ f holomorphic_on s`,
REWRITE_TAC [ANALYTIC_ON_HOLOMORPHIC; SING_SUBSET]);;
let ANALYTIC_ON_ANALYTIC_AT = prove
(`!f s. f analytic_on s <=> !z. z IN s ==> f analytic_on {z}`,
REWRITE_TAC [ANALYTIC_AT_BALL; analytic_on]);;
let ANALYTIC_AT_TWO = prove
(`!f g z. f analytic_on {z} /\ g analytic_on {z} <=>
?s. open s /\ z IN s /\ f holomorphic_on s /\ g holomorphic_on s`,
REWRITE_TAC [ANALYTIC_AT] THEN
MESON_TAC [HOLOMORPHIC_ON_SUBSET; OPEN_INTER; INTER_SUBSET; IN_INTER]);;
let ANALYTIC_AT_ADD = prove
(`!f g z. f analytic_on {z} /\ g analytic_on {z}
==> (\w. f w + g w) analytic_on {z}`,
REWRITE_TAC [ANALYTIC_AT_TWO] THEN REWRITE_TAC [ANALYTIC_AT] THEN
MESON_TAC [HOLOMORPHIC_ON_ADD]);;
let ANALYTIC_AT_SUB = prove
(`!f g z. f analytic_on {z} /\ g analytic_on {z}
==> (\w. f w - g w) analytic_on {z}`,
REWRITE_TAC [ANALYTIC_AT_TWO] THEN REWRITE_TAC [ANALYTIC_AT] THEN
MESON_TAC [HOLOMORPHIC_ON_SUB]);;
let ANALYTIC_AT_MUL = prove
(`!f g z. f analytic_on {z} /\ g analytic_on {z}
==> (\w. f w * g w) analytic_on {z}`,
REWRITE_TAC [ANALYTIC_AT_TWO] THEN REWRITE_TAC [ANALYTIC_AT] THEN
MESON_TAC [HOLOMORPHIC_ON_MUL]);;
let ANALYTIC_AT_POW = prove
(`!f n z. f analytic_on {z}
==> (\w. f w pow n) analytic_on {z}`,
REWRITE_TAC [ANALYTIC_AT] THEN MESON_TAC [HOLOMORPHIC_ON_POW]);;
(* ------------------------------------------------------------------------- *)
(* Combining theorems for derivative with analytic_at {z} hypotheses. *)
(* ------------------------------------------------------------------------- *)
let COMPLEX_DERIVATIVE_ADD_AT = prove
(`!f g z. f analytic_on {z} /\ g analytic_on {z}
==> complex_derivative (\w. f w + g w) z =
complex_derivative f z + complex_derivative g z`,
REWRITE_TAC [ANALYTIC_AT_TWO] THEN REPEAT STRIP_TAC THEN
MATCH_MP_TAC COMPLEX_DERIVATIVE_ADD THEN
ASM_MESON_TAC [HOLOMORPHIC_ON_IMP_DIFFERENTIABLE_AT]);;
let COMPLEX_DERIVATIVE_SUB_AT = prove
(`!f g z. f analytic_on {z} /\ g analytic_on {z}
==> complex_derivative (\w. f w - g w) z =
complex_derivative f z - complex_derivative g z`,
REWRITE_TAC [ANALYTIC_AT_TWO] THEN REPEAT STRIP_TAC THEN
MATCH_MP_TAC COMPLEX_DERIVATIVE_SUB THEN
ASM_MESON_TAC [HOLOMORPHIC_ON_IMP_DIFFERENTIABLE_AT]);;
let COMPLEX_DERIVATIVE_MUL_AT = prove
(`!f g z. f analytic_on {z} /\ g analytic_on {z}
==> complex_derivative (\w. f w * g w) z =
f z * complex_derivative g z + complex_derivative f z * g z`,
REWRITE_TAC [ANALYTIC_AT_TWO] THEN REPEAT STRIP_TAC THEN
MATCH_MP_TAC COMPLEX_DERIVATIVE_MUL THEN
ASM_MESON_TAC [HOLOMORPHIC_ON_IMP_DIFFERENTIABLE_AT]);;
let COMPLEX_DERIVATIVE_LMUL_AT = prove
(`!f c z. f analytic_on {z}
==> complex_derivative (\w. c * f w) z = c * complex_derivative f z`,
REWRITE_TAC [ANALYTIC_AT] THEN
MESON_TAC [HOLOMORPHIC_ON_IMP_DIFFERENTIABLE_AT; COMPLEX_DERIVATIVE_LMUL]);;
let COMPLEX_DERIVATIVE_RMUL_AT = prove
(`!f c z. f analytic_on {z}
==> complex_derivative (\w. f w * c) z = complex_derivative f z * c`,
REWRITE_TAC [ANALYTIC_AT] THEN
MESON_TAC [HOLOMORPHIC_ON_IMP_DIFFERENTIABLE_AT; COMPLEX_DERIVATIVE_RMUL]);;
(* ------------------------------------------------------------------------- *)
(* A composition lemma for functions of mixed type. *)
(* ------------------------------------------------------------------------- *)
let HAS_VECTOR_DERIVATIVE_REAL_COMPLEX = prove
(`(f has_complex_derivative f') (at(Cx(drop a)))
==> ((\x. f(Cx(drop x))) has_vector_derivative f') (at a)`,
REWRITE_TAC[has_complex_derivative; has_vector_derivative] THEN
REWRITE_TAC[COMPLEX_CMUL] THEN MP_TAC(ISPECL
[`\x. Cx(drop x)`; `f:complex->complex`;
`\x. Cx(drop x)`; `\x:complex. f' * x`; `a:real^1`] DIFF_CHAIN_AT) THEN
REWRITE_TAC[o_DEF; COMPLEX_MUL_SYM; IMP_CONJ] THEN
DISCH_THEN MATCH_MP_TAC THEN MATCH_MP_TAC HAS_DERIVATIVE_LINEAR THEN
REWRITE_TAC[linear; DROP_ADD; DROP_CMUL; CX_ADD; CX_MUL; COMPLEX_CMUL]);;
let DIFFERENTIABLE_REAL_COMPLEX = prove
(`!f a. f complex_differentiable at (Cx(drop a))
==> (\x. f(Cx(drop x))) differentiable at a`,
REWRITE_TAC[complex_differentiable; VECTOR_DERIVATIVE_WORKS] THEN
REPEAT STRIP_TAC THEN REWRITE_TAC[vector_derivative] THEN
ASM_MESON_TAC[HAS_VECTOR_DERIVATIVE_REAL_COMPLEX]);;
(* ------------------------------------------------------------------------- *)
(* Complex differentiation of sequences and series. *)
(* ------------------------------------------------------------------------- *)
let HAS_COMPLEX_DERIVATIVE_SEQUENCE = prove
(`!s f f' g'.
convex s /\
(!n x. x IN s
==> (f n has_complex_derivative f' n x) (at x within s)) /\
(!e. &0 < e
==> ?N. !n x. n >= N /\ x IN s ==> norm (f' n x - g' x) <= e) /\
(?x l. x IN s /\ ((\n. f n x) --> l) sequentially)
==> ?g. !x. x IN s
==> ((\n. f n x) --> g x) sequentially /\
(g has_complex_derivative g' x) (at x within s)`,
REWRITE_TAC[has_complex_derivative] THEN REPEAT STRIP_TAC THEN
MATCH_MP_TAC HAS_DERIVATIVE_SEQUENCE THEN
EXISTS_TAC `\n x h:complex. (f':num->complex->complex) n x * h` THEN
ASM_SIMP_TAC[] THEN CONJ_TAC THENL [ALL_TAC; ASM_MESON_TAC[]] THEN
REWRITE_TAC[GSYM COMPLEX_SUB_RDISTRIB; COMPLEX_NORM_MUL] THEN
ASM_MESON_TAC[REAL_LE_RMUL; NORM_POS_LE]);;
let HAS_COMPLEX_DERIVATIVE_SERIES = prove
(`!s f f' g' k.
convex s /\
(!n x. x IN s
==> (f n has_complex_derivative f' n x) (at x within s)) /\
(!e. &0 < e
==> ?N. !n x. n >= N /\ x IN s
==> norm(vsum (k INTER (0..n)) (\i. f' i x) - g' x)
<= e) /\
(?x l. x IN s /\ ((\n. f n x) sums l) k)
==> ?g. !x. x IN s
==> ((\n. f n x) sums g x) k /\
(g has_complex_derivative g' x) (at x within s)`,
REWRITE_TAC[has_complex_derivative] THEN REPEAT STRIP_TAC THEN
MATCH_MP_TAC HAS_DERIVATIVE_SERIES THEN
EXISTS_TAC `\n x h:complex. (f':num->complex->complex) n x * h` THEN
ASM_SIMP_TAC[] THEN CONJ_TAC THENL [ALL_TAC; ASM_MESON_TAC[]] THEN
SIMP_TAC[GSYM COMPLEX_SUB_RDISTRIB; VSUM_COMPLEX_RMUL; FINITE_NUMSEG;
FINITE_INTER; COMPLEX_NORM_MUL] THEN
ASM_MESON_TAC[REAL_LE_RMUL; NORM_POS_LE]);;
(* ------------------------------------------------------------------------- *)
(* Bound theorem. *)
(* ------------------------------------------------------------------------- *)
let COMPLEX_DIFFERENTIABLE_BOUND = prove
(`!f f' s B.
convex s /\
(!x. x IN s ==> (f has_complex_derivative f'(x)) (at x within s) /\
norm(f' x) <= B)
==> !x y. x IN s /\ y IN s ==> norm(f x - f y) <= B * norm(x - y)`,
REPEAT GEN_TAC THEN REWRITE_TAC[has_complex_derivative] THEN
STRIP_TAC THEN MATCH_MP_TAC DIFFERENTIABLE_BOUND THEN
EXISTS_TAC `\x:complex h. f' x * h` THEN ASM_SIMP_TAC[] THEN
REPEAT STRIP_TAC THEN
MP_TAC(ISPEC `\h. (f':complex->complex) x * h` ONORM) THEN
REWRITE_TAC[LINEAR_COMPLEX_MUL] THEN
DISCH_THEN(MATCH_MP_TAC o CONJUNCT2) THEN
GEN_TAC THEN REWRITE_TAC[COMPLEX_NORM_MUL] THEN
ASM_MESON_TAC[REAL_LE_RMUL; NORM_POS_LE]);;
(* ------------------------------------------------------------------------- *)
(* Inverse function theorem for complex derivatives. *)
(* ------------------------------------------------------------------------- *)
let HAS_COMPLEX_DERIVATIVE_INVERSE_BASIC = prove
(`!f g f' t y.
(f has_complex_derivative f') (at (g y)) /\
~(f' = Cx(&0)) /\
g continuous at y /\
open t /\
y IN t /\
(!z. z IN t ==> f (g z) = z)
==> (g has_complex_derivative inv(f')) (at y)`,
REWRITE_TAC[has_complex_derivative] THEN REPEAT STRIP_TAC THEN
MATCH_MP_TAC HAS_DERIVATIVE_INVERSE_BASIC THEN
MAP_EVERY EXISTS_TAC
[`f:complex->complex`; `\x:complex. f' * x`; `t:complex->bool`] THEN
ASM_REWRITE_TAC[LINEAR_COMPLEX_MUL; FUN_EQ_THM; o_THM; I_THM] THEN
UNDISCH_TAC `~(f' = Cx(&0))` THEN CONV_TAC COMPLEX_FIELD);;
let HAS_COMPLEX_DERIVATIVE_INVERSE_STRONG = prove
(`!f g f' s x.
open s /\
x IN s /\
f continuous_on s /\
(!x. x IN s ==> g (f x) = x) /\
(f has_complex_derivative f') (at x) /\
~(f' = Cx(&0))
==> (g has_complex_derivative inv(f')) (at (f x))`,
REWRITE_TAC[has_complex_derivative] THEN REPEAT STRIP_TAC THEN
MATCH_MP_TAC HAS_DERIVATIVE_INVERSE_STRONG THEN
MAP_EVERY EXISTS_TAC [`\x:complex. f' * x`; `s:complex->bool`] THEN
ASM_REWRITE_TAC[] THEN ASM_SIMP_TAC[FUN_EQ_THM; o_THM; I_THM] THEN
UNDISCH_TAC `~(f' = Cx(&0))` THEN CONV_TAC COMPLEX_FIELD);;
let HAS_COMPLEX_DERIVATIVE_INVERSE_STRONG_X = prove
(`!f g f' s y.
open s /\ (g y) IN s /\ f continuous_on s /\
(!x. x IN s ==> (g(f(x)) = x)) /\
(f has_complex_derivative f') (at (g y)) /\ ~(f' = Cx(&0)) /\
f(g y) = y
==> (g has_complex_derivative inv(f')) (at y)`,
REWRITE_TAC[has_complex_derivative] THEN REPEAT STRIP_TAC THEN
MATCH_MP_TAC HAS_DERIVATIVE_INVERSE_STRONG_X THEN MAP_EVERY EXISTS_TAC
[`f:complex->complex`; `\x:complex. f' * x`; `s:complex->bool`] THEN
ASM_REWRITE_TAC[] THEN ASM_SIMP_TAC[FUN_EQ_THM; o_THM; I_THM] THEN
UNDISCH_TAC `~(f' = Cx(&0))` THEN CONV_TAC COMPLEX_FIELD);;
(* ------------------------------------------------------------------------- *)
(* Cauchy-Riemann condition and relation to conformal. *)
(* ------------------------------------------------------------------------- *)
let CAUCHY_RIEMANN = prove
(`!f z. f complex_differentiable at z <=>
f differentiable at z /\
(jacobian f (at z))$1$1 = (jacobian f (at z))$2$2 /\
(jacobian f (at z))$1$2 = --((jacobian f (at z))$2$1)`,
REPEAT GEN_TAC THEN
SIMP_TAC[complex_differentiable; differentiable; has_complex_derivative] THEN
MATCH_MP_TAC(MESON[]
`(!y. (f has_derivative y) (at z)
==> ((?x. y = h x) <=> P f))
==> ((?x. (f has_derivative (h x)) (at z)) <=>
(?y. (f has_derivative y) (at z)) /\ P f)`) THEN
GEN_TAC THEN DISCH_TAC THEN REWRITE_TAC[jacobian] THEN
FIRST_ASSUM(SUBST1_TAC o SYM o MATCH_MP FRECHET_DERIVATIVE_AT) THEN
RULE_ASSUM_TAC(REWRITE_RULE[has_derivative]) THEN
ASM_REWRITE_TAC[COMPLEX_LINEAR]);;
let COMPLEX_DERIVATIVE_JACOBIAN = prove
(`!f z.
f complex_differentiable (at z)
==> complex_derivative f z =
complex(jacobian f (at z)$1$1,jacobian f (at z)$2$1)`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC COMPLEX_DERIVATIVE_UNIQUE_AT THEN
MAP_EVERY EXISTS_TAC [`f:complex->complex`; `z:complex`] THEN
ASM_REWRITE_TAC[HAS_COMPLEX_DERIVATIVE_DIFFERENTIABLE] THEN
REWRITE_TAC[has_complex_derivative] THEN
FIRST_ASSUM(STRIP_ASSUME_TAC o GEN_REWRITE_RULE I [CAUCHY_RIEMANN]) THEN
FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [JACOBIAN_WORKS]) THEN
MATCH_MP_TAC EQ_IMP THEN AP_THM_TAC THEN AP_TERM_TAC THEN
ASM_SIMP_TAC[CART_EQ; matrix_vector_mul; DIMINDEX_2; SUM_2; ARITH;
FORALL_2; FUN_EQ_THM; LAMBDA_BETA] THEN
REWRITE_TAC[GSYM RE_DEF; GSYM IM_DEF; IM; RE; complex_mul] THEN
REAL_ARITH_TAC);;
let JACOBIAN_COMPLEX_DERIVATIVE = prove
(`!f f' z.
(f has_complex_derivative f') (at z)
==> det(jacobian f (at z)) = norm(f') pow 2`,
REPEAT STRIP_TAC THEN
MP_TAC(fst(EQ_IMP_RULE(ISPECL [`f:complex->complex`; `z:complex`]
CAUCHY_RIEMANN))) THEN
ANTS_TAC THENL [ASM_MESON_TAC[complex_differentiable]; STRIP_TAC] THEN
ASM_REWRITE_TAC[DET_2; GSYM DOT_2; GSYM NORM_POW_2; REAL_ARITH
`y * y - --x * x:real = x * x + y * y`] THEN
REWRITE_TAC[jacobian] THEN
RULE_ASSUM_TAC(REWRITE_RULE[has_complex_derivative]) THEN
FIRST_ASSUM(SUBST1_TAC o MATCH_MP HAS_FRECHET_DERIVATIVE_UNIQUE_AT) THEN
SIMP_TAC[NORM_POW_2; DOT_2; matrix; LAMBDA_BETA; DIMINDEX_2; ARITH; complex;
complex_mul; VECTOR_2; IM_DEF; RE_DEF; BASIS_COMPONENT] THEN
REAL_ARITH_TAC);;
let COMPLEX_DIFFERENTIABLE_EQ_CONFORMAL = prove
(`!f z.
f complex_differentiable at z /\ ~(complex_derivative f z = Cx(&0)) <=>
f differentiable at z /\
?a. ~(a = &0) /\ rotation_matrix (a %% jacobian f (at z))`,
REPEAT GEN_TAC THEN EQ_TAC THENL
[DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC) THEN
ASM_SIMP_TAC[COMPLEX_DIFFERENTIABLE_IMP_DIFFERENTIABLE;
COMPLEX_DERIVATIVE_JACOBIAN] THEN
REWRITE_TAC[GSYM COMPLEX_VEC_0; GSYM DOT_EQ_0] THEN
REWRITE_TAC[DOT_2; GSYM RE_DEF; GSYM IM_DEF; RE; IM; GSYM REAL_POW_2] THEN
REWRITE_TAC[RE_DEF; IM_DEF; ROTATION_MATRIX_2] THEN
RULE_ASSUM_TAC(REWRITE_RULE[CAUCHY_RIEMANN]) THEN
ASM_REWRITE_TAC[MATRIX_CMUL_COMPONENT] THEN DISCH_TAC THEN
REWRITE_TAC[REAL_MUL_RNEG; GSYM REAL_ADD_LDISTRIB;
REAL_ARITH `(a * x:real) pow 2 = a pow 2 * x pow 2`] THEN
EXISTS_TAC
`inv(sqrt(jacobian (f:complex->complex) (at z)$2$2 pow 2 +
jacobian f (at z)$2$1 pow 2))` THEN
MATCH_MP_TAC(REAL_FIELD
`x pow 2 = y /\ ~(y = &0)
==> ~(inv x = &0) /\ inv(x) pow 2 * y = &1`) THEN
ASM_SIMP_TAC[SQRT_POW_2; REAL_LE_ADD; REAL_LE_POW_2];
REWRITE_TAC[ROTATION_MATRIX_2; MATRIX_CMUL_COMPONENT] THEN
DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC) THEN
DISCH_THEN(X_CHOOSE_THEN `a:real` (CONJUNCTS_THEN2 ASSUME_TAC MP_TAC)) THEN
ASM_REWRITE_TAC[GSYM REAL_MUL_RNEG; REAL_EQ_MUL_LCANCEL] THEN
STRIP_TAC THEN MATCH_MP_TAC(TAUT `a /\ (a ==> b) ==> a /\ b`) THEN
CONJ_TAC THENL [ASM_REWRITE_TAC[CAUCHY_RIEMANN]; DISCH_TAC] THEN
ASM_SIMP_TAC[COMPLEX_DERIVATIVE_JACOBIAN] THEN
REWRITE_TAC[GSYM COMPLEX_VEC_0; GSYM DOT_EQ_0] THEN
REWRITE_TAC[DOT_2; GSYM RE_DEF; GSYM IM_DEF; RE; IM; GSYM REAL_POW_2] THEN
FIRST_X_ASSUM(MP_TAC o MATCH_MP
(REAL_RING `(a * x) pow 2 + (a * y) pow 2 = &1
==> ~(x pow 2 + y pow 2 = &0)`)) THEN
ASM_REWRITE_TAC[RE_DEF; IM_DEF]]);;
let HOLOMORPHIC_CONSTANT_RE = prove
(`!f s. open s /\ connected s /\
f holomorphic_on s /\
(?c. !z. z IN s ==> Re(f z) = c)
==> (?a. !z. z IN s ==> f z = a)`,
REPEAT STRIP_TAC THEN
MATCH_MP_TAC HAS_DERIVATIVE_ZERO_CONNECTED_CONSTANT THEN
ASM_REWRITE_TAC[] THEN
SUBGOAL_THEN `!z. z IN s ==> f complex_differentiable at z` MP_TAC
THENL [ASM_MESON_TAC[HOLOMORPHIC_ON_IMP_DIFFERENTIABLE_AT]; ALL_TAC] THEN
REWRITE_TAC[CAUCHY_RIEMANN; JACOBIAN_WORKS] THEN STRIP_TAC THEN
X_GEN_TAC `z:complex` THEN DISCH_TAC THEN
SUBGOAL_THEN `(\h. jacobian (f:complex->complex) (at z) ** h) = (\h. vec 0)`
(fun th -> ASM_SIMP_TAC[GSYM th]) THEN
SUBGOAL_THEN
`(Cx o Re) o (\h. jacobian (f:complex->complex) (at z) ** h) = (\h. vec 0)`
MP_TAC THENL
[MATCH_MP_TAC FRECHET_DERIVATIVE_UNIQUE_AT THEN
MAP_EVERY EXISTS_TAC [`(Cx o Re) o (f:complex->complex)`; `z:complex`] THEN
CONJ_TAC THENL
[MATCH_MP_TAC DIFF_CHAIN_AT THEN
ASM_SIMP_TAC[HAS_DERIVATIVE_LINEAR; LINEAR_CX_RE];
MATCH_MP_TAC HAS_DERIVATIVE_TRANSFORM_WITHIN_OPEN THEN
MAP_EVERY EXISTS_TAC
[`(\z. Cx c):complex->complex`; `s:complex->bool`] THEN
ASM_SIMP_TAC[HAS_DERIVATIVE_CONST; o_THM]];
REWRITE_TAC[COMPLEX_VEC_0] THEN
REWRITE_TAC[FUN_EQ_THM; o_THM; RE_DEF; CX_INJ] THEN
SIMP_TAC[MATRIX_VECTOR_MUL_COMPONENT; DIMINDEX_2; ARITH] THEN
REWRITE_TAC[FORALL_DOT_EQ_0] THEN
REWRITE_TAC[CART_EQ; FORALL_2; DIMINDEX_2; VEC_COMPONENT] THEN
REWRITE_TAC[GSYM COMPLEX_VEC_0] THEN
SIMP_TAC[MATRIX_VECTOR_MUL_COMPONENT; DIMINDEX_2; ARITH] THEN
SIMP_TAC[DOT_2; VEC_COMPONENT] THEN STRIP_TAC THEN
REPEAT(FIRST_X_ASSUM(MP_TAC o SPEC `z:complex`)) THEN
ASM_REWRITE_TAC[] THEN CONV_TAC REAL_RING]);;
let HOLOMORPHIC_CONSTANT_IM = prove
(`!f s. open s /\ connected s /\
f holomorphic_on s /\
(?c. !z. z IN s ==> Im(f z) = c)
==> (?a. !z. z IN s ==> f z = a)`,
REPEAT STRIP_TAC THEN
MATCH_MP_TAC HAS_DERIVATIVE_ZERO_CONNECTED_CONSTANT THEN
ASM_REWRITE_TAC[] THEN
SUBGOAL_THEN `!z. z IN s ==> f complex_differentiable at z` MP_TAC
THENL [ASM_MESON_TAC[HOLOMORPHIC_ON_IMP_DIFFERENTIABLE_AT]; ALL_TAC] THEN
REWRITE_TAC[CAUCHY_RIEMANN; JACOBIAN_WORKS] THEN STRIP_TAC THEN
X_GEN_TAC `z:complex` THEN DISCH_TAC THEN
SUBGOAL_THEN `(\h. jacobian (f:complex->complex) (at z) ** h) = (\h. vec 0)`
(fun th -> ASM_SIMP_TAC[GSYM th]) THEN
SUBGOAL_THEN
`(Cx o Im) o (\h. jacobian (f:complex->complex) (at z) ** h) = (\h. vec 0)`
MP_TAC THENL
[MATCH_MP_TAC FRECHET_DERIVATIVE_UNIQUE_AT THEN
MAP_EVERY EXISTS_TAC [`(Cx o Im) o (f:complex->complex)`; `z:complex`] THEN
CONJ_TAC THENL
[MATCH_MP_TAC DIFF_CHAIN_AT THEN
ASM_SIMP_TAC[HAS_DERIVATIVE_LINEAR; LINEAR_CX_IM];
MATCH_MP_TAC HAS_DERIVATIVE_TRANSFORM_WITHIN_OPEN THEN
MAP_EVERY EXISTS_TAC
[`(\z. Cx c):complex->complex`; `s:complex->bool`] THEN
ASM_SIMP_TAC[HAS_DERIVATIVE_CONST; o_THM]];
REWRITE_TAC[COMPLEX_VEC_0] THEN
REWRITE_TAC[FUN_EQ_THM; o_THM; IM_DEF; CX_INJ] THEN
SIMP_TAC[MATRIX_VECTOR_MUL_COMPONENT; DIMINDEX_2; ARITH] THEN
REWRITE_TAC[FORALL_DOT_EQ_0] THEN
REWRITE_TAC[CART_EQ; FORALL_2; DIMINDEX_2; VEC_COMPONENT] THEN
REWRITE_TAC[GSYM COMPLEX_VEC_0] THEN
SIMP_TAC[MATRIX_VECTOR_MUL_COMPONENT; DIMINDEX_2; ARITH] THEN
SIMP_TAC[DOT_2; VEC_COMPONENT] THEN STRIP_TAC THEN
REPEAT(FIRST_X_ASSUM(MP_TAC o SPEC `z:complex`)) THEN
ASM_REWRITE_TAC[] THEN CONV_TAC REAL_RING]);;
(* ------------------------------------------------------------------------- *)
(* Differentiation conversion. *)
(* ------------------------------------------------------------------------- *)
let complex_differentiation_theorems = ref [];;
let add_complex_differentiation_theorems =
let ETA_THM = prove
(`(f has_complex_derivative f') net <=>
((\x. f x) has_complex_derivative f') net`,
REWRITE_TAC[ETA_AX]) in
let ETA_TWEAK =
PURE_REWRITE_RULE [IMP_CONJ] o
GEN_REWRITE_RULE (LAND_CONV o ONCE_DEPTH_CONV) [ETA_THM] o
SPEC_ALL in
fun l -> complex_differentiation_theorems :=
!complex_differentiation_theorems @ map ETA_TWEAK l;;
add_complex_differentiation_theorems
[HAS_COMPLEX_DERIVATIVE_LMUL_WITHIN; HAS_COMPLEX_DERIVATIVE_LMUL_AT;
HAS_COMPLEX_DERIVATIVE_RMUL_WITHIN; HAS_COMPLEX_DERIVATIVE_RMUL_AT;
HAS_COMPLEX_DERIVATIVE_CDIV_WITHIN; HAS_COMPLEX_DERIVATIVE_CDIV_AT;
HAS_COMPLEX_DERIVATIVE_ID;
HAS_COMPLEX_DERIVATIVE_CONST;
HAS_COMPLEX_DERIVATIVE_NEG;
HAS_COMPLEX_DERIVATIVE_ADD;
HAS_COMPLEX_DERIVATIVE_SUB;
HAS_COMPLEX_DERIVATIVE_MUL_WITHIN; HAS_COMPLEX_DERIVATIVE_MUL_AT;
HAS_COMPLEX_DERIVATIVE_DIV_WITHIN; HAS_COMPLEX_DERIVATIVE_DIV_AT;
HAS_COMPLEX_DERIVATIVE_POW_WITHIN; HAS_COMPLEX_DERIVATIVE_POW_AT;
HAS_COMPLEX_DERIVATIVE_INV_WITHIN; HAS_COMPLEX_DERIVATIVE_INV_AT];;
let GEN_COMPLEX_DIFF_CONV ths =
let partfn tm = let l,r = dest_comb tm in mk_pair(lhand l,r)
and is_deriv = can (term_match [] `(f has_complex_derivative f') net`)
and ths' =
unions(mapfilter (CONJUNCTS o REWRITE_RULE[FORALL_AND_THM] o
MATCH_MP HAS_COMPLEX_DERIVATIVE_CHAIN_UNIV) ths) in
let rec COMPLEX_DIFF_CONV tm =
try tryfind (fun th -> PART_MATCH partfn th (partfn tm))
(!complex_differentiation_theorems @ ths')
with Failure _ ->
let ith = tryfind (fun th ->
PART_MATCH (partfn o repeat (snd o dest_imp)) th (partfn tm))
(!complex_differentiation_theorems @ ths') in
COMPLEX_DIFF_ELIM ith
and COMPLEX_DIFF_ELIM th =
let tm = concl th in
if not(is_imp tm) then th else
let t = lhand tm in
if not(is_deriv t) then UNDISCH th
else COMPLEX_DIFF_ELIM (MATCH_MP th (COMPLEX_DIFF_CONV t)) in
COMPLEX_DIFF_CONV;;
let COMPLEX_DIFF_CONV = GEN_COMPLEX_DIFF_CONV [];;
(* ------------------------------------------------------------------------- *)
(* Hence a tactic. *)
(* ------------------------------------------------------------------------- *)
let GEN_COMPLEX_DIFF_TAC ths =
let pth = MESON[]
`(f has_complex_derivative f') net
==> f' = g'
==> (f has_complex_derivative g') net` in
W(fun (asl,w) -> let th = MATCH_MP pth (GEN_COMPLEX_DIFF_CONV ths w) in
MATCH_MP_TAC(repeat (GEN_REWRITE_RULE I [IMP_IMP]) (DISCH_ALL th)));;
let COMPLEX_DIFF_TAC = GEN_COMPLEX_DIFF_TAC [];;
let COMPLEX_DIFFERENTIABLE_TAC =
let DISCH_FIRST th = DISCH (hd(hyp th)) th in
GEN_REWRITE_TAC I [complex_differentiable] THEN
W(fun (asl,w) ->
let th = COMPLEX_DIFF_CONV(snd(dest_exists w)) in
let f' = rand(rator(concl th)) in
EXISTS_TAC f' THEN
(if hyp th = [] then MATCH_ACCEPT_TAC th else
let th' = repeat (GEN_REWRITE_RULE I [IMP_IMP] o DISCH_FIRST)
(DISCH_FIRST th) in
MATCH_MP_TAC th'));;
(* ------------------------------------------------------------------------- *)
(* A kind of complex Taylor theorem. *)
(* ------------------------------------------------------------------------- *)
let COMPLEX_TAYLOR = prove
(`!f n s B.
convex s /\
(!i x. x IN s /\ i <= n
==> ((f i) has_complex_derivative f (i + 1) x) (at x within s)) /\
(!x. x IN s ==> norm(f (n + 1) x) <= B)
==> !w z. w IN s /\ z IN s
==> norm(f 0 z -
vsum (0..n) (\i. f i w * (z - w) pow i / Cx(&(FACT i))))
<= B * norm(z - w) pow (n + 1) / &(FACT n)`,
let lemma = prove
(`!f:num->real^N.
vsum (0..n) f = f 0 - f (n + 1) + vsum (0..n) (\i. f (i + 1))`,
REWRITE_TAC[GSYM(REWRITE_CONV[o_DEF] `(f:num->real^N) o (\i. i + 1)`)] THEN
ASM_SIMP_TAC[GSYM VSUM_IMAGE; EQ_ADD_RCANCEL; FINITE_NUMSEG] THEN
REWRITE_TAC[GSYM NUMSEG_OFFSET_IMAGE] THEN
SIMP_TAC[VSUM_CLAUSES_LEFT; LE_0] THEN
REWRITE_TAC[VSUM_CLAUSES_NUMSEG; GSYM ADD1] THEN
REWRITE_TAC[ARITH; ARITH_RULE `1 <= SUC n`] THEN VECTOR_ARITH_TAC) in
REPEAT STRIP_TAC THEN MP_TAC(SPECL
[`(\w. vsum (0..n) (\i. f i w * (z - w) pow i / Cx(&(FACT i))))`;
`\w. (f:num->complex->complex) (n + 1) w *
(z - w) pow n / Cx(&(FACT n))`; `segment[w:complex,z]`;
`B * norm(z - w:complex) pow n / &(FACT n)`]
COMPLEX_DIFFERENTIABLE_BOUND) THEN
ANTS_TAC THENL
[ASM_REWRITE_TAC[CONVEX_SEGMENT] THEN X_GEN_TAC `u:complex` THEN
DISCH_TAC THEN SUBGOAL_THEN `(u:complex) IN s` ASSUME_TAC THENL
[ASM_MESON_TAC[CONVEX_CONTAINS_SEGMENT; SUBSET]; ALL_TAC] THEN
CONJ_TAC THENL
[ALL_TAC;
REWRITE_TAC[COMPLEX_NORM_MUL; COMPLEX_NORM_DIV; COMPLEX_NORM_CX;
COMPLEX_NORM_POW; REAL_ABS_NUM] THEN
MATCH_MP_TAC REAL_LE_MUL2 THEN
ASM_SIMP_TAC[REAL_LE_DIV; NORM_POS_LE; REAL_POS; REAL_POW_LE] THEN
ASM_SIMP_TAC[REAL_LE_DIV2_EQ; REAL_OF_NUM_LT; FACT_LT] THEN
MATCH_MP_TAC REAL_POW_LE2 THEN REWRITE_TAC[NORM_POS_LE] THEN
ASM_MESON_TAC[SEGMENT_BOUND; NORM_SUB]] THEN
MATCH_MP_TAC HAS_COMPLEX_DERIVATIVE_WITHIN_SUBSET THEN
EXISTS_TAC `s:complex->bool` THEN CONJ_TAC THENL
[ALL_TAC; ASM_MESON_TAC[CONVEX_CONTAINS_SEGMENT]] THEN
SUBGOAL_THEN
`((\u. vsum (0..n) (\i. f i u * (z - u) pow i / Cx (&(FACT i))))
has_complex_derivative
vsum (0..n) (\i. f i u * (-- Cx(&i) * (z - u) pow (i - 1)) /
Cx(&(FACT i)) +
f (i + 1) u * (z - u) pow i / Cx (&(FACT i))))
(at u within s)`
MP_TAC THENL
[MATCH_MP_TAC HAS_COMPLEX_DERIVATIVE_VSUM THEN
REWRITE_TAC[FINITE_NUMSEG; IN_NUMSEG] THEN REPEAT STRIP_TAC THEN
MATCH_MP_TAC HAS_COMPLEX_DERIVATIVE_MUL_WITHIN THEN
ASM_SIMP_TAC[ETA_AX] THEN W(MP_TAC o COMPLEX_DIFF_CONV o snd) THEN
MATCH_MP_TAC EQ_IMP THEN AP_THM_TAC THEN AP_TERM_TAC THEN
REWRITE_TAC[complex_div] THEN CONV_TAC COMPLEX_RING;
ALL_TAC] THEN
ASM_SIMP_TAC[] THEN MATCH_MP_TAC EQ_IMP THEN AP_THM_TAC THEN
AP_TERM_TAC THEN REWRITE_TAC[VSUM_ADD_NUMSEG] THEN
GEN_REWRITE_TAC (LAND_CONV o LAND_CONV) [lemma] THEN
REWRITE_TAC[GSYM VSUM_ADD_NUMSEG; GSYM COMPLEX_ADD_ASSOC] THEN
REWRITE_TAC[ADD_SUB] THEN REWRITE_TAC[GSYM ADD1; FACT] THEN
REWRITE_TAC[GSYM REAL_OF_NUM_SUC; GSYM REAL_OF_NUM_MUL; CX_MUL] THEN
REWRITE_TAC[complex_div; COMPLEX_INV_MUL; GSYM COMPLEX_MUL_ASSOC] THEN
REWRITE_TAC[COMPLEX_RING
`--a * b * inv a * c:complex = --(a * inv a) * b * c`] THEN
SIMP_TAC[COMPLEX_MUL_RINV; CX_INJ; REAL_ARITH `~(&n + &1 = &0)`] THEN
REWRITE_TAC[COMPLEX_MUL_LNEG; COMPLEX_MUL_RNEG; COMPLEX_MUL_LID] THEN
REWRITE_TAC[COMPLEX_ADD_LINV; GSYM COMPLEX_VEC_0; VSUM_0] THEN
REWRITE_TAC[COMPLEX_VEC_0; COMPLEX_ADD_RID] THEN
REWRITE_TAC[COMPLEX_MUL_LZERO; COMPLEX_MUL_RZERO; COMPLEX_NEG_0] THEN
CONV_TAC COMPLEX_RING;
ALL_TAC] THEN
DISCH_THEN(MP_TAC o SPECL [`z:complex`; `w:complex`]) THEN ANTS_TAC THEN
ASM_REWRITE_TAC[ENDS_IN_SEGMENT] THEN MATCH_MP_TAC EQ_IMP THEN
BINOP_TAC THENL
[ALL_TAC;
REWRITE_TAC[REAL_POW_ADD; real_div; REAL_POW_1] THEN REAL_ARITH_TAC] THEN
AP_TERM_TAC THEN AP_THM_TAC THEN AP_TERM_TAC THEN
SIMP_TAC[VSUM_CLAUSES_LEFT; LE_0; complex_pow; FACT; COMPLEX_DIV_1] THEN
REWRITE_TAC[SIMPLE_COMPLEX_ARITH `x * Cx(&1) + y = x <=> y = Cx(&0)`] THEN
REWRITE_TAC[GSYM COMPLEX_VEC_0] THEN MATCH_MP_TAC VSUM_EQ_0 THEN
INDUCT_TAC THEN
ASM_REWRITE_TAC[complex_pow; complex_div; COMPLEX_MUL_LZERO;
COMPLEX_MUL_RZERO; COMPLEX_SUB_REFL; COMPLEX_VEC_0] THEN
REWRITE_TAC[IN_NUMSEG] THEN ARITH_TAC);;
(* ------------------------------------------------------------------------- *)
(* The simplest special case. *)
(* ------------------------------------------------------------------------- *)
let COMPLEX_MVT = prove
(`!f f' s B.
convex s /\
(!z. z IN s ==> (f has_complex_derivative f' z) (at z within s)) /\
(!z. z IN s ==> norm (f' z) <= B)
==> !w z. w IN s /\ z IN s ==> norm (f z - f w) <= B * norm (z - w)`,
REPEAT STRIP_TAC THEN
MP_TAC(SPECL [`(\n. if n = 0 then f else f'):num->complex->complex`;
`0`; `s:complex->bool`; `B:real`] COMPLEX_TAYLOR) THEN
SIMP_TAC[NUMSEG_SING; VSUM_SING; LE; ARITH] THEN
REWRITE_TAC[complex_pow; REAL_POW_1; FACT; REAL_DIV_1] THEN
ASM_SIMP_TAC[COMPLEX_DIV_1; COMPLEX_MUL_RID]);;
(* ------------------------------------------------------------------------- *)
(* Something more like the traditional MVT for real components. *)
(* Could, perhaps should, sharpen this to derivatives inside the segment. *)
(* ------------------------------------------------------------------------- *)
let COMPLEX_MVT_LINE = prove
(`!f f' w z.
(!u. u IN segment[w,z]
==> (f has_complex_derivative f'(u)) (at u))
==> ?u. u IN segment[w,z] /\ Re(f z) - Re(f w) = Re(f'(u) * (z - w))`,
REPEAT STRIP_TAC THEN
MP_TAC(ISPECL
[`(lift o Re) o (f:complex->complex) o
(\t. (&1 - drop t) % w + drop t % z)`;
`\u. (lift o Re) o
(\h. (f':complex->complex)((&1 - drop u) % w + drop u % z) * h) o
(\t. drop t % (z - w))`;
`vec 0:real^1`; `vec 1:real^1`]
MVT_VERY_SIMPLE) THEN
ANTS_TAC THENL
[REWRITE_TAC[DROP_VEC; REAL_POS] THEN
X_GEN_TAC `t:real^1` THEN STRIP_TAC THEN
MATCH_MP_TAC HAS_DERIVATIVE_AT_WITHIN THEN
MATCH_MP_TAC DIFF_CHAIN_AT THEN CONJ_TAC THENL
[ALL_TAC;
MATCH_MP_TAC HAS_DERIVATIVE_LINEAR THEN
REWRITE_TAC[linear; LIFT_ADD; RE_ADD; LIFT_CMUL; RE_CMUL; o_DEF]] THEN
MATCH_MP_TAC DIFF_CHAIN_AT THEN CONJ_TAC THENL
[REWRITE_TAC[VECTOR_ARITH `(&1 - t) % w + t % z = w + t % (z - w)`] THEN
GEN_REWRITE_TAC (RATOR_CONV o RAND_CONV o ABS_CONV)
[GSYM VECTOR_ADD_LID] THEN
MATCH_MP_TAC HAS_DERIVATIVE_ADD THEN
REWRITE_TAC[HAS_DERIVATIVE_CONST] THEN
MATCH_MP_TAC HAS_DERIVATIVE_LINEAR THEN
REWRITE_TAC[linear; DROP_ADD; DROP_CMUL] THEN
CONJ_TAC THEN VECTOR_ARITH_TAC;
ALL_TAC] THEN
REWRITE_TAC[GSYM has_complex_derivative] THEN
FIRST_X_ASSUM MATCH_MP_TAC;
REWRITE_TAC[o_THM; GSYM LIFT_SUB; LIFT_EQ; DROP_VEC; VECTOR_SUB_RZERO] THEN
CONV_TAC REAL_RAT_REDUCE_CONV THEN
REWRITE_TAC[VECTOR_MUL_LID; VECTOR_MUL_LZERO] THEN
REWRITE_TAC[VECTOR_ADD_LID; VECTOR_ADD_RID] THEN
DISCH_THEN(X_CHOOSE_THEN `t:real^1` STRIP_ASSUME_TAC) THEN
EXISTS_TAC `(&1 - drop t) % w + drop t % z:complex`] THEN
ASM_REWRITE_TAC[segment; IN_ELIM_THM] THEN
EXISTS_TAC `drop t` THEN ASM_REWRITE_TAC[] THEN
FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [IN_INTERVAL_1]) THEN
REWRITE_TAC[DROP_VEC]);;
let COMPLEX_TAYLOR_MVT = prove
(`!f w z n.
(!i x. x IN segment[w,z] /\ i <= n
==> ((f i) has_complex_derivative f (i + 1) x) (at x))
==> ?u. u IN segment[w,z] /\
Re(f 0 z) =
Re(vsum (0..n) (\i. f i w * (z - w) pow i / Cx(&(FACT i))) +
(f (n + 1) u * (z - u) pow n / Cx (&(FACT n))) * (z - w))`,
let lemma = prove
(`!f:num->real^N.
vsum (0..n) f = f 0 - f (n + 1) + vsum (0..n) (\i. f (i + 1))`,
REWRITE_TAC[GSYM(REWRITE_CONV[o_DEF] `(f:num->real^N) o (\i. i + 1)`)] THEN
ASM_SIMP_TAC[GSYM VSUM_IMAGE; EQ_ADD_RCANCEL; FINITE_NUMSEG] THEN
REWRITE_TAC[GSYM NUMSEG_OFFSET_IMAGE] THEN
SIMP_TAC[VSUM_CLAUSES_LEFT; LE_0] THEN
REWRITE_TAC[VSUM_CLAUSES_NUMSEG; GSYM ADD1] THEN
REWRITE_TAC[ARITH; ARITH_RULE `1 <= SUC n`] THEN VECTOR_ARITH_TAC) in
REPEAT STRIP_TAC THEN MP_TAC(SPECL
[`(\w. vsum (0..n) (\i. f i w * (z - w) pow i / Cx(&(FACT i))))`;
`\w. (f:num->complex->complex) (n + 1) w *
(z - w) pow n / Cx(&(FACT n))`;
`w:complex`; `z:complex`]
COMPLEX_MVT_LINE) THEN
ANTS_TAC THENL
[ASM_REWRITE_TAC[CONVEX_SEGMENT] THEN X_GEN_TAC `u:complex` THEN
DISCH_TAC THEN
SUBGOAL_THEN
`((\u. vsum (0..n) (\i. f i u * (z - u) pow i / Cx (&(FACT i))))
has_complex_derivative
vsum (0..n) (\i. f i u * (-- Cx(&i) * (z - u) pow (i - 1)) /
Cx(&(FACT i)) +
f (i + 1) u * (z - u) pow i / Cx (&(FACT i))))
(at u)`
MP_TAC THENL
[MATCH_MP_TAC HAS_COMPLEX_DERIVATIVE_VSUM THEN
REWRITE_TAC[FINITE_NUMSEG; IN_NUMSEG] THEN REPEAT STRIP_TAC THEN
MATCH_MP_TAC HAS_COMPLEX_DERIVATIVE_MUL_AT THEN
ASM_SIMP_TAC[ETA_AX] THEN W(MP_TAC o COMPLEX_DIFF_CONV o snd) THEN
MATCH_MP_TAC EQ_IMP THEN AP_THM_TAC THEN AP_TERM_TAC THEN
REWRITE_TAC[complex_div] THEN CONV_TAC COMPLEX_RING;
ALL_TAC] THEN
ASM_SIMP_TAC[] THEN MATCH_MP_TAC EQ_IMP THEN AP_THM_TAC THEN
AP_TERM_TAC THEN REWRITE_TAC[VSUM_ADD_NUMSEG] THEN
GEN_REWRITE_TAC (LAND_CONV o LAND_CONV) [lemma] THEN
REWRITE_TAC[GSYM VSUM_ADD_NUMSEG; GSYM COMPLEX_ADD_ASSOC] THEN
REWRITE_TAC[ADD_SUB] THEN REWRITE_TAC[GSYM ADD1; FACT] THEN
REWRITE_TAC[GSYM REAL_OF_NUM_SUC; GSYM REAL_OF_NUM_MUL; CX_MUL] THEN
REWRITE_TAC[complex_div; COMPLEX_INV_MUL; GSYM COMPLEX_MUL_ASSOC] THEN
REWRITE_TAC[COMPLEX_RING
`--a * b * inv a * c:complex = --(a * inv a) * b * c`] THEN
SIMP_TAC[COMPLEX_MUL_RINV; CX_INJ; REAL_ARITH `~(&n + &1 = &0)`] THEN
REWRITE_TAC[COMPLEX_MUL_LNEG; COMPLEX_MUL_RNEG; COMPLEX_MUL_LID] THEN
REWRITE_TAC[COMPLEX_ADD_LINV; GSYM COMPLEX_VEC_0; VSUM_0] THEN
REWRITE_TAC[COMPLEX_VEC_0; COMPLEX_ADD_RID] THEN
REWRITE_TAC[COMPLEX_MUL_LZERO; COMPLEX_MUL_RZERO; COMPLEX_NEG_0] THEN
CONV_TAC COMPLEX_RING;
ALL_TAC] THEN
MATCH_MP_TAC MONO_EXISTS THEN X_GEN_TAC `u:complex` THEN
MATCH_MP_TAC MONO_AND THEN REWRITE_TAC[RE_ADD] THEN
REWRITE_TAC[ONCE_REWRITE_RULE[REAL_ADD_SYM] REAL_EQ_SUB_RADD] THEN
DISCH_THEN(SUBST1_TAC o SYM) THEN
SIMP_TAC[VSUM_CLAUSES_LEFT; LE_0; complex_pow; FACT; COMPLEX_DIV_1] THEN
REWRITE_TAC[COMPLEX_MUL_RID; RE_ADD] THEN
MATCH_MP_TAC(REAL_ARITH `Re x = &0 ==> y = y + Re x`) THEN
SIMP_TAC[RE_VSUM; FINITE_NUMSEG] THEN
MATCH_MP_TAC SUM_EQ_0_NUMSEG THEN
INDUCT_TAC THEN REWRITE_TAC[ARITH] THEN
REWRITE_TAC[COMPLEX_SUB_REFL; complex_pow; complex_div] THEN
REWRITE_TAC[COMPLEX_MUL_LZERO; COMPLEX_MUL_RZERO; RE_CX]);;
(* ------------------------------------------------------------------------- *)
(* Further useful properties of complex conjugation. *)
(* ------------------------------------------------------------------------- *)
let LIM_CNJ = prove
(`!net f l. ((\x. cnj(f x)) --> cnj l) net <=> (f --> l) net`,
REWRITE_TAC[tendsto; dist; GSYM CNJ_SUB; COMPLEX_NORM_CNJ]);;
let SUMS_CNJ = prove
(`!net f l. ((\x. cnj(f x)) sums cnj l) net <=> (f sums l) net`,
SIMP_TAC[sums; LIM_CNJ; GSYM CNJ_VSUM; FINITE_INTER_NUMSEG]);;
let CONTINUOUS_WITHIN_CNJ = prove
(`!s z. cnj continuous (at z within s)`,
SIMP_TAC[LINEAR_CONTINUOUS_WITHIN; LINEAR_CNJ]);;
let CONTINUOUS_AT_CNJ = prove
(`!z. cnj continuous (at z)`,
SIMP_TAC[LINEAR_CONTINUOUS_AT; LINEAR_CNJ]);;
let CONTINUOUS_ON_CNJ = prove
(`!s. cnj continuous_on s`,
SIMP_TAC[LINEAR_CONTINUOUS_ON; LINEAR_CNJ]);;
(* ------------------------------------------------------------------------- *)
(* Some limit theorems about real part of real series etc. *)
(* ------------------------------------------------------------------------- *)
let REAL_LIM = prove
(`!net:(A)net f l.
(f --> l) net /\ ~(trivial_limit net) /\
eventually (\a. real(f a)) net
==> real l`,
REWRITE_TAC[IM_DEF; real] THEN REPEAT STRIP_TAC THEN
MATCH_MP_TAC LIM_COMPONENT_EQ THEN
REWRITE_TAC[DIMINDEX_2; ARITH] THEN ASM_MESON_TAC[]);;
let REAL_LIM_SEQUENTIALLY = prove
(`!f l. (f --> l) sequentially /\ (?N. !n. n >= N ==> real(f n))
==> real l`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC(ISPEC `sequentially` REAL_LIM) THEN
REWRITE_TAC[SEQUENTIALLY; EVENTUALLY_SEQUENTIALLY;
TRIVIAL_LIMIT_SEQUENTIALLY] THEN
ASM_MESON_TAC[GE]);;
let REAL_SERIES = prove
(`!f l s. (f sums l) s /\ (!n. real(f n)) ==> real l`,
REWRITE_TAC[sums] THEN REPEAT STRIP_TAC THEN
MATCH_MP_TAC REAL_LIM_SEQUENTIALLY THEN
EXISTS_TAC `\n. vsum(s INTER (0..n)) f :complex` THEN
ASM_SIMP_TAC[REAL_VSUM; FINITE_INTER; FINITE_NUMSEG]);;
(* ------------------------------------------------------------------------- *)
(* Often convenient to use comparison with real limit of complex type. *)
(* ------------------------------------------------------------------------- *)
let LIM_NULL_COMPARISON_COMPLEX = prove
(`!net:(A)net f g.
eventually (\x. norm(f x) <= norm(g x)) net /\
(g --> Cx(&0)) net
==> (f --> Cx(&0)) net`,
REWRITE_TAC[GSYM COMPLEX_VEC_0] THEN REPEAT STRIP_TAC THEN
MATCH_MP_TAC(ISPEC `net:(A)net` LIM_NULL_COMPARISON) THEN
EXISTS_TAC `norm o (g:A->complex)` THEN
ASM_REWRITE_TAC[o_THM; GSYM LIM_NULL_NORM]);;
let LIM_NULL_COMPARISON_COMPLEX_RE = prove
(`!net:(A)net f g.
eventually (\x. norm(f x) <= Re(g x)) net /\
(g --> Cx(&0)) net
==> (f --> Cx(&0)) net`,
REPEAT STRIP_TAC THEN
MATCH_MP_TAC(ISPEC `net:(A)net` LIM_NULL_COMPARISON_COMPLEX) THEN
EXISTS_TAC `g:A->complex` THEN ASM_REWRITE_TAC[] THEN
FIRST_ASSUM(MATCH_MP_TAC o MATCH_MP
(REWRITE_RULE[IMP_CONJ_ALT] EVENTUALLY_MONO)) THEN
REWRITE_TAC[] THEN
MESON_TAC[COMPLEX_NORM_GE_RE_IM; REAL_ABS_LE; REAL_LE_TRANS]);;
let SERIES_COMPARISON_COMPLEX = prove
(`!f:num->real^N g s.
summable s g /\
(!n. n IN s ==> real(g n) /\ &0 <= Re(g n)) /\
(?N. !n. n >= N /\ n IN s ==> norm(f n) <= norm(g n))
==> summable s f`,
REPEAT GEN_TAC THEN REWRITE_TAC[summable] THEN
DISCH_THEN(REPEAT_TCL CONJUNCTS_THEN ASSUME_TAC) THEN
MATCH_MP_TAC SERIES_COMPARISON THEN
EXISTS_TAC `\n. norm((g:num->complex) n)` THEN ASM_REWRITE_TAC[] THEN
FIRST_X_ASSUM(X_CHOOSE_THEN `l:complex` STRIP_ASSUME_TAC) THEN
EXISTS_TAC `lift(Re l)` THEN MATCH_MP_TAC SUMS_EQ THEN
EXISTS_TAC `\i:num. lift(Re(g i))` THEN
ASM_SIMP_TAC[REAL_NORM_POS; o_DEF] THEN
REWRITE_TAC[RE_DEF] THEN MATCH_MP_TAC SERIES_COMPONENT THEN
ASM_REWRITE_TAC[DIMINDEX_2; ARITH]);;
let SERIES_COMPARISON_UNIFORM_COMPLEX = prove
(`!f:A->num->real^N g P s.
summable s g /\
(!n. n IN s ==> real(g n) /\ &0 <= Re(g n)) /\
(?N. !n x. N <= n /\ n IN s /\ P x ==> norm(f x n) <= norm(g n))
==> ?l. !e. &0 < e
==> ?N. !n x. N <= n /\ P x
==> dist(vsum(s INTER (0..n)) (f x),l x) <
e`,
REPEAT GEN_TAC THEN REWRITE_TAC[summable] THEN
DISCH_THEN(REPEAT_TCL CONJUNCTS_THEN ASSUME_TAC) THEN
MATCH_MP_TAC SERIES_COMPARISON_UNIFORM THEN
EXISTS_TAC `\n. norm((g:num->complex) n)` THEN ASM_REWRITE_TAC[] THEN
FIRST_X_ASSUM(X_CHOOSE_THEN `l:complex` STRIP_ASSUME_TAC) THEN
EXISTS_TAC `lift(Re l)` THEN MATCH_MP_TAC SUMS_EQ THEN
EXISTS_TAC `\i:num. lift(Re(g i))` THEN
ASM_SIMP_TAC[REAL_NORM_POS; o_DEF] THEN
REWRITE_TAC[RE_DEF] THEN MATCH_MP_TAC SERIES_COMPONENT THEN
ASM_REWRITE_TAC[DIMINDEX_2; ARITH]);;
let SUMMABLE_SUBSET_COMPLEX = prove
(`!x s t. (!n. n IN s ==> real(x n) /\ &0 <= Re(x n)) /\
summable s x /\ t SUBSET s
==> summable t x`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC SUMMABLE_SUBSET THEN
EXISTS_TAC `s:num->bool` THEN ASM_REWRITE_TAC[] THEN
MATCH_MP_TAC SERIES_COMPARISON_COMPLEX THEN
EXISTS_TAC `x:num->complex` THEN ASM_REWRITE_TAC[] THEN
MESON_TAC[REAL_LE_REFL; NORM_0; NORM_POS_LE]);;
let SERIES_ABSCONV_IMP_CONV = prove
(`!x:num->real^N k. summable k (\n. Cx(norm(x n))) ==> summable k x`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC SERIES_COMPARISON_COMPLEX THEN
EXISTS_TAC `\n:num. Cx(norm(x n:real^N))` THEN
ASM_REWRITE_TAC[REAL_CX; RE_CX; NORM_POS_LE; COMPLEX_NORM_CX] THEN
REWRITE_TAC[REAL_ABS_NORM; REAL_LE_REFL]);;
(* ------------------------------------------------------------------------- *)
(* Complex-valued geometric series. *)
(* ------------------------------------------------------------------------- *)
let SUMS_GP = prove
(`!n z. norm(z) < &1
==> ((\k. z pow k) sums (z pow n / (Cx(&1) - z))) (from n)`,
REPEAT STRIP_TAC THEN REWRITE_TAC[SERIES_FROM; VSUM_GP] THEN
ASM_CASES_TAC `z = Cx(&1)` THENL
[ASM_MESON_TAC[COMPLEX_NORM_NUM; REAL_LT_REFL]; ALL_TAC] THEN
MATCH_MP_TAC LIM_TRANSFORM_EVENTUALLY THEN
EXISTS_TAC `\m. (z pow n - z pow SUC m) / (Cx (&1) - z)` THEN CONJ_TAC THENL
[ASM_REWRITE_TAC[EVENTUALLY_SEQUENTIALLY] THEN
EXISTS_TAC `n:num` THEN SIMP_TAC[GSYM NOT_LE];
MATCH_MP_TAC LIM_COMPLEX_DIV THEN
ASM_REWRITE_TAC[COMPLEX_SUB_0; LIM_CONST] THEN
GEN_REWRITE_TAC (RATOR_CONV o RAND_CONV) [GSYM COMPLEX_SUB_RZERO] THEN
MATCH_MP_TAC LIM_SUB THEN REWRITE_TAC[LIM_CONST] THEN
REWRITE_TAC[LIM_SEQUENTIALLY; GSYM COMPLEX_VEC_0] THEN
REWRITE_TAC[NORM_ARITH `dist(x,vec 0) = norm x`] THEN
X_GEN_TAC `e:real` THEN DISCH_TAC THEN
MP_TAC(SPECL [`norm(z:complex)`; `e:real`] REAL_ARCH_POW_INV) THEN
ASM_REWRITE_TAC[] THEN MATCH_MP_TAC MONO_EXISTS THEN
X_GEN_TAC `n:num` THEN DISCH_TAC THEN X_GEN_TAC `m:num` THEN DISCH_TAC THEN
FIRST_X_ASSUM(MATCH_MP_TAC o MATCH_MP (REAL_ARITH
`x < e ==> y <= x ==> y < e`)) THEN
REWRITE_TAC[COMPLEX_NORM_POW] THEN MATCH_MP_TAC REAL_POW_MONO_INV THEN
ASM_SIMP_TAC[NORM_POS_LE; REAL_LT_IMP_LE] THEN
UNDISCH_TAC `n:num <= m` THEN ARITH_TAC]);;
let SUMMABLE_GP = prove
(`!z k. norm(z) < &1 ==> summable k (\n. z pow n)`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC SUMMABLE_RATIO THEN
MAP_EVERY EXISTS_TAC [`norm(z:complex)`; `0`] THEN
ASM_REWRITE_TAC[complex_pow; COMPLEX_NORM_MUL; REAL_LE_REFL]);;
(* ------------------------------------------------------------------------- *)
(* Complex version (the usual one) of Dirichlet convergence test. *)
(* ------------------------------------------------------------------------- *)
let SERIES_DIRICHLET_COMPLEX_GEN = prove
(`!f g N k m p l.
bounded {vsum (m..n) f | n IN (:num)} /\
summable (from p) (\n. Cx(norm(g(n + 1) - g(n)))) /\
((\n. vsum(1..n) f * g(n + 1)) --> l) sequentially
==> summable (from k) (\n. f(n) * g(n))`,
REPEAT STRIP_TAC THEN ONCE_REWRITE_TAC[COMPLEX_MUL_SYM] THEN
MATCH_MP_TAC SERIES_DIRICHLET_BILINEAR THEN
MAP_EVERY EXISTS_TAC [`m:num`; `p:num`; `l:complex`] THEN
ASM_REWRITE_TAC[BILINEAR_COMPLEX_MUL] THEN
ONCE_REWRITE_TAC[COMPLEX_MUL_SYM] THEN ASM_REWRITE_TAC[] THEN
FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [summable]) THEN
REWRITE_TAC[summable; SERIES_CAUCHY] THEN
SIMP_TAC[GSYM(REWRITE_RULE[o_DEF] LIFT_SUM); FINITE_NUMSEG; FINITE_INTER;
VSUM_CX; NORM_LIFT; COMPLEX_NORM_CX]);;
let SERIES_DIRICHLET_COMPLEX = prove
(`!f g N k m.
bounded {vsum (m..n) f | n IN (:num)} /\
(!n. real(g n)) /\
(!n. N <= n ==> Re(g(n + 1)) <= Re(g n)) /\
(g --> Cx(&0)) sequentially
==> summable (from k) (\n. f(n) * g(n))`,
REPEAT STRIP_TAC THEN
MP_TAC(ISPECL [`f:num->complex`; `\n:num. Re(g n)`; `N:num`; `k:num`;
`m:num`] SERIES_DIRICHLET) THEN
ASM_REWRITE_TAC[] THEN ANTS_TAC THENL
[FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [LIM_SEQUENTIALLY]) THEN
REWRITE_TAC[LIM_SEQUENTIALLY; o_THM; dist; VECTOR_SUB_RZERO] THEN
REWRITE_TAC[COMPLEX_SUB_RZERO; NORM_LIFT] THEN
MESON_TAC[COMPLEX_NORM_GE_RE_IM; REAL_LET_TRANS];
MATCH_MP_TAC EQ_IMP THEN AP_TERM_TAC THEN
REWRITE_TAC[COMPLEX_CMUL; FUN_EQ_THM] THEN
ASM_MESON_TAC[REAL; COMPLEX_MUL_SYM]]);;
(* ------------------------------------------------------------------------- *)
(* Versions with explicit bounds are sometimes useful. *)
(* ------------------------------------------------------------------------- *)
let SERIES_DIRICHLET_COMPLEX_VERY_EXPLICIT = prove
(`!f g B p.
&0 < B /\ 1 <= p /\
(!m n. p <= m ==> norm(vsum(m..n) f) <= B) /\
(!n. p <= n ==> real(g n) /\ &0 <= Re(g n)) /\
(!n. p <= n ==> Re(g(n + 1)) <= Re(g n))
==> !m n. p <= m
==> norm(vsum(m..n) (\k. f k * g k)) <= &2 * B * norm(g m)`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC REAL_LE_TRANS THEN
EXISTS_TAC
`norm(vsum(m..n) (\k. (vsum(p..k) f - vsum(p..(k-1)) f) * g k))` THEN
CONJ_TAC THENL
[MATCH_MP_TAC REAL_EQ_IMP_LE THEN AP_TERM_TAC THEN
MATCH_MP_TAC VSUM_EQ_NUMSEG THEN X_GEN_TAC `k:num` THEN STRIP_TAC THEN
REWRITE_TAC[] THEN AP_THM_TAC THEN AP_TERM_TAC THEN
SUBGOAL_THEN `p:num <= k`
(fun th -> SIMP_TAC[GSYM(MATCH_MP NUMSEG_RREC th)])
THENL [ASM_ARITH_TAC; ALL_TAC] THEN
SIMP_TAC[VSUM_CLAUSES; FINITE_NUMSEG; IN_NUMSEG] THEN
COND_CASES_TAC THENL [ASM_ARITH_TAC; VECTOR_ARITH_TAC];
ALL_TAC] THEN
ONCE_REWRITE_TAC[COMPLEX_MUL_SYM] THEN
REWRITE_TAC[MATCH_MP BILINEAR_VSUM_PARTIAL_PRE BILINEAR_COMPLEX_MUL] THEN
COND_CASES_TAC THEN
ASM_SIMP_TAC[NORM_0; REAL_LE_MUL; REAL_POS; REAL_LT_IMP_LE; NORM_POS_LE] THEN
MATCH_MP_TAC(NORM_ARITH
`norm(c) <= e - norm(a) - norm(b) ==> norm(a - b - c) <= e`) THEN
MATCH_MP_TAC REAL_LE_TRANS THEN
EXISTS_TAC `sum (m..n) (\k. norm(g(k + 1) - g(k)) * B)` THEN CONJ_TAC THENL
[MATCH_MP_TAC VSUM_NORM_LE THEN REWRITE_TAC[IN_NUMSEG; FINITE_NUMSEG] THEN
X_GEN_TAC `k:num` THEN STRIP_TAC THEN REWRITE_TAC[COMPLEX_NORM_MUL] THEN
MATCH_MP_TAC REAL_LE_MUL2 THEN
ASM_SIMP_TAC[REAL_LE_REFL; LE_REFL; NORM_POS_LE];
ALL_TAC] THEN
MATCH_MP_TAC REAL_LE_TRANS THEN
EXISTS_TAC `sum(m..n) (\k. Re(g(k)) - Re(g(k + 1))) * B` THEN CONJ_TAC THENL
[ASM_SIMP_TAC[SUM_RMUL; REAL_LE_RMUL_EQ] THEN
MATCH_MP_TAC REAL_EQ_IMP_LE THEN MATCH_MP_TAC SUM_EQ_NUMSEG THEN
X_GEN_TAC `i:num` THEN STRIP_TAC THEN
SUBGOAL_THEN `p <= i /\ p <= i + 1` ASSUME_TAC THENL
[ASM_ARITH_TAC; ALL_TAC] THEN
ASM_SIMP_TAC[REAL_NORM; REAL_SUB; RE_SUB] THEN
ASM_SIMP_TAC[REAL_ARITH `abs(x - y) = y - x <=> x <= y`];
ALL_TAC] THEN
ASM_REWRITE_TAC[SUM_DIFFS; COMPLEX_NORM_MUL] THEN
MATCH_MP_TAC(REAL_ARITH
`w * n1 <= w * B /\ z * n2 <= z * B /\ &0 <= B * (&2 * y - (x + w + z))
==> x * B <= &2 * B * y - w * n1 - z * n2`) THEN
REPEAT(CONJ_TAC THENL
[MATCH_MP_TAC REAL_LE_LMUL THEN
ASM_SIMP_TAC[NORM_POS_LE; LE_REFL]; ALL_TAC]) THEN
MATCH_MP_TAC REAL_LE_MUL THEN ASM_SIMP_TAC[REAL_LT_IMP_LE] THEN
SUBGOAL_THEN
`p <= m /\ p <= m + 1 /\ p <= n /\ p <= n + 1`
STRIP_ASSUME_TAC THENL [ASM_ARITH_TAC; ALL_TAC] THEN
ASM_SIMP_TAC[REAL_NORM; real_abs] THEN REAL_ARITH_TAC);;
let SERIES_DIRICHLET_COMPLEX_EXPLICIT = prove
(`!f g p q.
1 <= p /\
bounded {vsum (q..n) f | n IN (:num)} /\
(!n. p <= n ==> real(g n) /\ &0 <= Re(g n)) /\
(!n. p <= n ==> Re(g(n + 1)) <= Re(g n))
==> ?B. &0 < B /\
!m n. p <= m
==> norm(vsum(m..n) (\k. f k * g k))
<= B * norm(g m)`,
REWRITE_TAC[FORALL_AND_THM] THEN REPEAT STRIP_TAC THEN
FIRST_X_ASSUM(MP_TAC o MATCH_MP BOUNDED_PARTIAL_SUMS) THEN
SIMP_TAC[BOUNDED_POS; IN_ELIM_THM; IN_UNIV; LEFT_IMP_EXISTS_THM] THEN
REWRITE_TAC[MESON[] `(!x a b. x = f a b ==> p a b) <=> (!a b. p a b)`] THEN
X_GEN_TAC `B:real` THEN STRIP_TAC THEN EXISTS_TAC `&2 * B` THEN
ASM_SIMP_TAC[GSYM REAL_MUL_ASSOC; REAL_LT_MUL; REAL_OF_NUM_LT; ARITH] THEN
MATCH_MP_TAC SERIES_DIRICHLET_COMPLEX_VERY_EXPLICIT THEN
ASM_SIMP_TAC[]);;
(* ------------------------------------------------------------------------- *)
(* Integrals and complex multiplication. *)
(* ------------------------------------------------------------------------- *)
let HAS_INTEGRAL_COMPLEX_LMUL = prove
(`!f y i c. (f has_integral y) i ==> ((\x. c * f(x)) has_integral (c * y)) i`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC
(REWRITE_RULE[o_DEF] HAS_INTEGRAL_LINEAR) THEN
ASM_REWRITE_TAC[linear; COMPLEX_CMUL] THEN CONV_TAC COMPLEX_RING);;
let HAS_INTEGRAL_COMPLEX_RMUL = prove
(`!f y i c. (f has_integral y) i ==> ((\x. f(x) * c) has_integral (y * c)) i`,
ONCE_REWRITE_TAC[COMPLEX_MUL_SYM] THEN
REWRITE_TAC[HAS_INTEGRAL_COMPLEX_LMUL]);;
let HAS_INTEGRAL_COMPLEX_0 = prove
(`!s. ((\x. Cx(&0)) has_integral Cx(&0)) s`,
REWRITE_TAC[GSYM COMPLEX_VEC_0; HAS_INTEGRAL_0]);;
let INTEGRABLE_COMPLEX_LMUL = prove
(`!f:real^N->complex s c.
f integrable_on s ==> (\x. c * f x) integrable_on s`,
REWRITE_TAC[integrable_on] THEN MESON_TAC[HAS_INTEGRAL_COMPLEX_LMUL]);;
let INTEGRABLE_COMPLEX_RMUL = prove
(`!f:real^N->complex s c.
f integrable_on s ==> (\x. f x * c) integrable_on s`,
ONCE_REWRITE_TAC[COMPLEX_MUL_SYM] THEN
REWRITE_TAC[INTEGRABLE_COMPLEX_LMUL]);;
let INTEGRABLE_COMPLEX_0 = prove
(`!s. (\x. Cx(&0)) integrable_on s`,
REWRITE_TAC[integrable_on] THEN MESON_TAC[HAS_INTEGRAL_COMPLEX_0]);;
let INTEGRABLE_COMPLEX_LMUL_EQ = prove
(`!f:real^N->complex s c.
(\x. c * f x) integrable_on s <=> c = Cx(&0) \/ f integrable_on s`,
REPEAT(STRIP_TAC ORELSE EQ_TAC) THEN
ASM_SIMP_TAC[INTEGRABLE_COMPLEX_LMUL; COMPLEX_MUL_LZERO] THEN
REWRITE_TAC[INTEGRABLE_COMPLEX_0] THEN
ASM_CASES_TAC `c = Cx(&0)` THEN ASM_REWRITE_TAC[] THEN
FIRST_X_ASSUM(MP_TAC o SPEC `inv c:complex` o
MATCH_MP INTEGRABLE_COMPLEX_LMUL) THEN
ASM_SIMP_TAC[COMPLEX_MUL_ASSOC; COMPLEX_MUL_LID; COMPLEX_MUL_LINV; ETA_AX]);;
let INTEGRABLE_COMPLEX_RMUL_EQ = prove
(`!f:real^N->complex s c.
(\x. f x * c) integrable_on s <=> c = Cx(&0) \/ f integrable_on s`,
ONCE_REWRITE_TAC[COMPLEX_MUL_SYM] THEN
REWRITE_TAC[INTEGRABLE_COMPLEX_LMUL_EQ]);;
let INTEGRAL_COMPLEX_LMUL = prove
(`!f:real^N->complex s c.
f integrable_on s ==> integral s (\x. c * f x) = c * integral s f`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC INTEGRAL_UNIQUE THEN
MATCH_MP_TAC HAS_INTEGRAL_COMPLEX_LMUL THEN
ASM_SIMP_TAC[INTEGRABLE_INTEGRAL]);;
let INTEGRAL_COMPLEX_RMUL = prove
(`!f:real^N->complex s c.
f integrable_on s ==> integral s (\x. f x * c) = integral s f * c`,
ONCE_REWRITE_TAC[COMPLEX_MUL_SYM] THEN
REWRITE_TAC[INTEGRAL_COMPLEX_LMUL]);;
let ABSOLUTELY_INTEGRABLE_COMPLEX_LMUL = prove
(`!f s c. f absolutely_integrable_on s
==> (\x. c * f x) absolutely_integrable_on s`,
SIMP_TAC[absolutely_integrable_on; INTEGRABLE_COMPLEX_LMUL] THEN
SIMP_TAC[COMPLEX_NORM_MUL; LIFT_CMUL; INTEGRABLE_CMUL]);;
let ABSOLUTELY_INTEGRABLE_COMPLEX_RMUL = prove
(`!f s c. f absolutely_integrable_on s
==> (\x. f x * c) absolutely_integrable_on s`,
ONCE_REWRITE_TAC[COMPLEX_MUL_SYM] THEN
REWRITE_TAC[ABSOLUTELY_INTEGRABLE_COMPLEX_LMUL]);;
let REAL_COMPLEX_INTEGRAL = prove
(`!f:real^N->complex s.
f integrable_on s /\ (!x. x IN s ==> real(f x)) ==> real(integral s f)`,
REWRITE_TAC[real; IM_DEF] THEN SIMP_TAC[INTEGRAL_COMPONENT] THEN
REPEAT STRIP_TAC THEN REWRITE_TAC[GSYM LIFT_EQ; LIFT_DROP; LIFT_NUM] THEN
MATCH_MP_TAC INTEGRAL_EQ_0 THEN
ASM_REWRITE_TAC[GSYM LIFT_NUM; LIFT_EQ]);;
let INTEGRABLE_BOUNDED_VARIATION_COMPLEX_LMUL = prove
(`!f g a b.
f integrable_on interval[a,b] /\
g has_bounded_variation_on interval[a,b]
==> (\x. g x * f x) integrable_on interval[a,b]`,
REPEAT STRIP_TAC THEN
MATCH_MP_TAC INTEGRABLE_BOUNDED_VARIATION_BILINEAR_LMUL THEN
ASM_REWRITE_TAC[BILINEAR_COMPLEX_MUL]);;
let INTEGRABLE_BOUNDED_VARIATION_COMPLEX_RMUL = prove
(`!f g a b.
f integrable_on interval[a,b] /\
g has_bounded_variation_on interval[a,b]
==> (\x. f x * g x) integrable_on interval[a,b]`,
ONCE_REWRITE_TAC[COMPLEX_MUL_SYM] THEN
REWRITE_TAC[INTEGRABLE_BOUNDED_VARIATION_COMPLEX_LMUL]);;
let HAS_BOUNDED_VARIATION_ON_COMPLEX_MUL = prove
(`!f g:real^1->complex s.
f has_bounded_variation_on s /\
g has_bounded_variation_on s /\
is_interval s
==> (\x. f x * g x) has_bounded_variation_on s`,
REPEAT GEN_TAC THEN
ONCE_REWRITE_TAC[HAS_BOUNDED_VARIATION_ON_COMPONENTWISE] THEN
REWRITE_TAC[complex_mul; DIMINDEX_2; FORALL_2; GSYM IM_DEF; GSYM RE_DEF] THEN
SIMP_TAC[RE; IM; LIFT_ADD; LIFT_SUB; LIFT_CMUL] THEN REPEAT STRIP_TAC THENL
[MATCH_MP_TAC HAS_BOUNDED_VARIATION_ON_SUB;
MATCH_MP_TAC HAS_BOUNDED_VARIATION_ON_ADD] THEN
CONJ_TAC THEN
GEN_REWRITE_TAC (LAND_CONV o BINDER_CONV o LAND_CONV)
[GSYM LIFT_DROP] THEN
MATCH_MP_TAC HAS_BOUNDED_VARIATION_ON_MUL THEN ASM_REWRITE_TAC[]);;
let HAS_BOUNDED_VARIATION_ON_COMPLEX_INV = prove
(`!f s e. f has_bounded_variation_on s /\
&0 < e /\ (!x. x IN s ==> e <= norm(f x))
==> (\x. inv(f x)) has_bounded_variation_on s`,
REPEAT GEN_TAC THEN
DISCH_THEN(CONJUNCTS_THEN2 MP_TAC STRIP_ASSUME_TAC) THEN
REWRITE_TAC[has_bounded_variation_on; HAS_BOUNDED_SETVARIATION_ON] THEN
DISCH_THEN(X_CHOOSE_THEN `B:real` STRIP_ASSUME_TAC) THEN
EXISTS_TAC `(B / e pow 2):real` THEN
ASM_SIMP_TAC[REAL_LT_DIV; REAL_POW_LT] THEN
MAP_EVERY X_GEN_TAC [`d:(real^1->bool)->bool`; `t:real^1->bool`] THEN
STRIP_TAC THEN FIRST_X_ASSUM(MP_TAC o SPECL
[`d:(real^1->bool)->bool`; `t:real^1->bool`]) THEN
ASM_REWRITE_TAC[] THEN
FIRST_ASSUM(ASSUME_TAC o MATCH_MP DIVISION_OF_FINITE) THEN
ASM_SIMP_TAC[REAL_LE_RDIV_EQ; REAL_POW_LT; GSYM SUM_RMUL] THEN
MATCH_MP_TAC(REWRITE_RULE[IMP_CONJ] REAL_LE_TRANS) THEN
MATCH_MP_TAC SUM_LE THEN ASM_REWRITE_TAC[] THEN FIRST_ASSUM(fun th ->
REWRITE_TAC[MATCH_MP FORALL_IN_DIVISION_NONEMPTY th]) THEN
ASM_SIMP_TAC[INTERVAL_LOWERBOUND_NONEMPTY; INTERVAL_UPPERBOUND_NONEMPTY] THEN
MAP_EVERY X_GEN_TAC [`a:real^1`; `b:real^1`] THEN STRIP_TAC THEN
SUBGOAL_THEN `~(f(a:real^1) = Cx(&0)) /\ ~(f(b:real^1) = Cx(&0))`
STRIP_ASSUME_TAC THENL
[RULE_ASSUM_TAC(REWRITE_RULE[division_of; GSYM REAL_NOT_LT]) THEN
ASM_MESON_TAC[SUBSET; COMPLEX_NORM_0; ENDS_IN_INTERVAL];
ASM_SIMP_TAC[COMPLEX_FIELD
`~(w = Cx(&0)) /\ ~(z = Cx(&0))
==> inv w - inv z = --(w - z) / (z * w)`]] THEN
ASM_SIMP_TAC[GSYM REAL_LE_RDIV_EQ; REAL_POW_LT; COMPLEX_NORM_DIV] THEN
REWRITE_TAC[NORM_NEG; real_div] THEN
MATCH_MP_TAC REAL_LE_LMUL THEN REWRITE_TAC[NORM_POS_LE] THEN
MATCH_MP_TAC REAL_LE_INV2 THEN
ASM_SIMP_TAC[COMPLEX_NORM_MUL; REAL_POW_2; REAL_LT_MUL] THEN
MATCH_MP_TAC REAL_LE_MUL2 THEN ASM_SIMP_TAC[REAL_LT_IMP_LE] THEN
CONJ_TAC THEN FIRST_X_ASSUM MATCH_MP_TAC THEN
RULE_ASSUM_TAC(REWRITE_RULE[division_of; GSYM REAL_NOT_LT]) THEN
ASM_MESON_TAC[SUBSET; COMPLEX_NORM_0; ENDS_IN_INTERVAL]);;
(* ------------------------------------------------------------------------- *)
(* Relations among convergence and absolute convergence for power series. *)
(* ------------------------------------------------------------------------- *)
let ABEL_LEMMA = prove
(`!a M r r0.
&0 <= r /\ r < r0 /\
(!n. n IN k ==> norm(a n) * r0 pow n <= M)
==> summable k (\n. Cx(norm(a(n)) * r pow n))`,
REPEAT STRIP_TAC THEN
SUBGOAL_THEN `&0 < r0` ASSUME_TAC THENL
[ASM_REAL_ARITH_TAC; ALL_TAC] THEN
ASM_CASES_TAC `k:num->bool = {}` THEN ASM_REWRITE_TAC[SUMMABLE_TRIVIAL] THEN
SUBGOAL_THEN `&0 <= M` ASSUME_TAC THENL
[FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [GSYM MEMBER_NOT_EMPTY]) THEN
DISCH_THEN(X_CHOOSE_TAC `i:num`) THEN
FIRST_X_ASSUM(MP_TAC o SPEC `i:num`) THEN ASM_REWRITE_TAC[] THEN
MATCH_MP_TAC(REAL_ARITH `&0 <= x ==> x <= y ==> &0 <= y`) THEN
MATCH_MP_TAC REAL_LE_MUL THEN
ASM_SIMP_TAC[NORM_POS_LE; REAL_POW_LE; REAL_LT_IMP_LE];
ALL_TAC] THEN
MATCH_MP_TAC SERIES_COMPARISON_COMPLEX THEN
EXISTS_TAC `\n. Cx(M * (r / r0) pow n)` THEN REPEAT CONJ_TAC THENL
[REWRITE_TAC[CX_MUL; CX_POW] THEN MATCH_MP_TAC SUMMABLE_COMPLEX_LMUL THEN
MATCH_MP_TAC SUMMABLE_GP THEN REWRITE_TAC[COMPLEX_NORM_CX] THEN
ASM_SIMP_TAC[REAL_ABS_DIV; real_abs; REAL_LT_IMP_LE] THEN
ASM_SIMP_TAC[REAL_LT_LDIV_EQ; REAL_MUL_LID];
REWRITE_TAC[REAL_CX; RE_CX] THEN
REPEAT STRIP_TAC THEN MATCH_MP_TAC REAL_LE_MUL THEN ASM_REWRITE_TAC[] THEN
ASM_SIMP_TAC[REAL_LE_DIV; REAL_POW_LE; REAL_LT_IMP_LE];
EXISTS_TAC `0` THEN REWRITE_TAC[COMPLEX_NORM_CX] THEN REPEAT STRIP_TAC THEN
REWRITE_TAC[REAL_ABS_MUL; REAL_ABS_POW; REAL_ABS_NORM; REAL_ABS_DIV] THEN
ASM_SIMP_TAC[real_abs; REAL_LT_IMP_LE; REAL_POW_DIV] THEN
REWRITE_TAC[real_div; REAL_MUL_ASSOC] THEN
ASM_SIMP_TAC[GSYM real_div; REAL_LE_RDIV_EQ; REAL_POW_LT] THEN
ONCE_REWRITE_TAC[REAL_ARITH `(a * b) * c:real = (a * c) * b`] THEN
ASM_SIMP_TAC[REAL_LE_RMUL; REAL_POW_LE; REAL_LT_IMP_LE]]);;
let POWER_SERIES_CONV_IMP_ABSCONV = prove
(`!a k w z.
summable k (\n. a(n) * z pow n) /\ norm(w) < norm(z)
==> summable k (\n. Cx(norm(a(n) * w pow n)))`,
REPEAT STRIP_TAC THEN
REWRITE_TAC[COMPLEX_NORM_MUL; COMPLEX_NORM_POW] THEN
MATCH_MP_TAC ABEL_LEMMA THEN
FIRST_ASSUM(MP_TAC o MATCH_MP SUMMABLE_IMP_BOUNDED) THEN
REWRITE_TAC[BOUNDED_POS; FORALL_IN_IMAGE] THEN
MATCH_MP_TAC MONO_EXISTS THEN X_GEN_TAC `B:real` THEN STRIP_TAC THEN
EXISTS_TAC `norm(z:complex)` THEN REWRITE_TAC[NORM_POS_LE] THEN
ASM_REWRITE_TAC[GSYM COMPLEX_NORM_POW; GSYM COMPLEX_NORM_MUL]);;
let POWER_SERIES_CONV_IMP_ABSCONV_WEAK = prove
(`!a k w z.
summable k (\n. a(n) * z pow n) /\ norm(w) < norm(z)
==> summable k (\n. Cx(norm(a(n))) * w pow n)`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC SERIES_COMPARISON_COMPLEX THEN
EXISTS_TAC `\n. Cx(norm(a(n) * w pow n))` THEN CONJ_TAC THENL
[MATCH_MP_TAC POWER_SERIES_CONV_IMP_ABSCONV THEN
EXISTS_TAC `z:complex` THEN ASM_REWRITE_TAC[];
ALL_TAC] THEN
REWRITE_TAC[REAL_CX; RE_CX; NORM_POS_LE] THEN
REWRITE_TAC[COMPLEX_NORM_MUL; COMPLEX_NORM_CX; REAL_ABS_NORM;
REAL_ABS_MUL; REAL_LE_REFL]);;
let POWER_SERIES_RADIUS_OF_CONVERGENCE = prove
(`!a k w z.
summable k (\n. a n * z pow n) /\ norm w < norm z
==> summable k (\n. a n * w pow n)`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC SERIES_ABSCONV_IMP_CONV THEN
REWRITE_TAC[] THEN ASM_MESON_TAC[POWER_SERIES_CONV_IMP_ABSCONV]);;
(* ------------------------------------------------------------------------- *)
(* Comparing sums and "integrals" via complex antiderivatives. *)
(* ------------------------------------------------------------------------- *)
let SUM_INTEGRAL_UBOUND_INCREASING = prove
(`!f g m n.
m <= n /\
(!x. x IN segment[Cx(&m),Cx(&n + &1)]
==> (g has_complex_derivative f(x)) (at x)) /\
(!x y. &m <= x /\ x <= y /\ y <= &n + &1 ==> Re(f(Cx x)) <= Re(f(Cx y)))
==> sum(m..n) (\k. Re(f(Cx(&k)))) <= Re(g(Cx(&n + &1)) - g(Cx(&m)))`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC REAL_LE_TRANS THEN
EXISTS_TAC `--sum(m..n) (\k. Re(g(Cx(&k))) - Re(g(Cx(&(k + 1)))))` THEN
CONJ_TAC THENL
[ALL_TAC;
ASM_REWRITE_TAC[SUM_DIFFS; RE_SUB; REAL_NEG_SUB; REAL_OF_NUM_ADD] THEN
REWRITE_TAC[REAL_LE_REFL]] THEN
REWRITE_TAC[GSYM SUM_NEG] THEN MATCH_MP_TAC SUM_LE_NUMSEG THEN
REWRITE_TAC[REAL_NEG_SUB] THEN X_GEN_TAC `r:num` THEN STRIP_TAC THEN
MP_TAC(ISPECL [`g:complex->complex`; `f:complex->complex`;
`Cx(&r)`; `Cx(&r + &1)`] COMPLEX_MVT_LINE) THEN
ANTS_TAC THENL
[X_GEN_TAC `u:complex` THEN STRIP_TAC THEN FIRST_X_ASSUM MATCH_MP_TAC THEN
UNDISCH_TAC `u IN segment[Cx(&r),Cx(&r + &1)]` THEN
REWRITE_TAC[SEGMENT_CONVEX_HULL] THEN
SPEC_TAC(`u:complex`,`u:complex`) THEN REWRITE_TAC[GSYM SUBSET] THEN
MATCH_MP_TAC HULL_MINIMAL THEN REWRITE_TAC[CONVEX_CONVEX_HULL] THEN
REWRITE_TAC[SUBSET; IN_INSERT; NOT_IN_EMPTY; GSYM SEGMENT_CONVEX_HULL] THEN
REPEAT STRIP_TAC THEN ASM_REWRITE_TAC[IN_SEGMENT_CX] THEN
REWRITE_TAC[REAL_OF_NUM_ADD; REAL_OF_NUM_LE] THEN
ASM_ARITH_TAC;
REWRITE_TAC[GSYM REAL_OF_NUM_ADD] THEN DISCH_THEN(X_CHOOSE_THEN `u:complex`
(CONJUNCTS_THEN2 ASSUME_TAC SUBST1_TAC)) THEN
REWRITE_TAC[CX_ADD; COMPLEX_RING `y * ((x + Cx(&1)) - x) = y`] THEN
SUBGOAL_THEN `?y. u = Cx y` (CHOOSE_THEN SUBST_ALL_TAC) THENL
[ASM_MESON_TAC[REAL_SEGMENT; REAL_CX; REAL]; ALL_TAC] THEN
FIRST_X_ASSUM MATCH_MP_TAC THEN
FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [IN_SEGMENT_CX]) THEN
REPEAT(FIRST_X_ASSUM
(MP_TAC o GEN_REWRITE_RULE I [GSYM REAL_OF_NUM_LE])) THEN
REAL_ARITH_TAC]);;
let SUM_INTEGRAL_UBOUND_DECREASING = prove
(`!f g m n.
m <= n /\
(!x. x IN segment[Cx(&m - &1),Cx(&n)]
==> (g has_complex_derivative f(x)) (at x)) /\
(!x y. &m - &1 <= x /\ x <= y /\ y <= &n ==> Re(f(Cx y)) <= Re(f(Cx x)))
==> sum(m..n) (\k. Re(f(Cx(&k)))) <= Re(g(Cx(&n)) - g(Cx(&m - &1)))`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC REAL_LE_TRANS THEN EXISTS_TAC
`--sum(m..n) (\k. Re(g(Cx(&(k) - &1))) - Re(g(Cx(&(k+1) - &1))))` THEN
CONJ_TAC THENL
[ALL_TAC;
ASM_REWRITE_TAC[SUM_DIFFS; REAL_NEG_SUB] THEN
REWRITE_TAC[GSYM REAL_OF_NUM_ADD; GSYM REAL_OF_NUM_SUB] THEN
REWRITE_TAC[RE_SUB; REAL_ARITH `(x + &1) - &1 = x`; REAL_LE_REFL]] THEN
REWRITE_TAC[GSYM SUM_NEG] THEN MATCH_MP_TAC SUM_LE_NUMSEG THEN
REWRITE_TAC[REAL_NEG_SUB] THEN X_GEN_TAC `r:num` THEN STRIP_TAC THEN
REWRITE_TAC[GSYM REAL_OF_NUM_ADD; REAL_ARITH `(x + &1) - &1 = x`] THEN
MP_TAC(ISPECL [`g:complex->complex`; `f:complex->complex`;
`Cx(&r - &1)`; `Cx(&r)`] COMPLEX_MVT_LINE) THEN
ANTS_TAC THENL
[X_GEN_TAC `u:complex` THEN STRIP_TAC THEN FIRST_X_ASSUM MATCH_MP_TAC THEN
UNDISCH_TAC `u IN segment[Cx(&r - &1),Cx(&r)]` THEN
REWRITE_TAC[SEGMENT_CONVEX_HULL] THEN
SPEC_TAC(`u:complex`,`u:complex`) THEN REWRITE_TAC[GSYM SUBSET] THEN
MATCH_MP_TAC HULL_MINIMAL THEN REWRITE_TAC[CONVEX_CONVEX_HULL] THEN
REWRITE_TAC[SUBSET; IN_INSERT; NOT_IN_EMPTY; GSYM SEGMENT_CONVEX_HULL] THEN
REPEAT STRIP_TAC THEN ASM_REWRITE_TAC[IN_SEGMENT_CX] THEN
REPEAT(POP_ASSUM MP_TAC) THEN
REWRITE_TAC[GSYM REAL_OF_NUM_LE] THEN REAL_ARITH_TAC;
REWRITE_TAC[GSYM REAL_OF_NUM_ADD] THEN DISCH_THEN(X_CHOOSE_THEN `u:complex`
(CONJUNCTS_THEN2 ASSUME_TAC SUBST1_TAC)) THEN
REWRITE_TAC[CX_SUB; COMPLEX_RING `y * (x - (x - Cx(&1))) = y`] THEN
SUBGOAL_THEN `?y. u = Cx y` (CHOOSE_THEN SUBST_ALL_TAC) THENL
[ASM_MESON_TAC[REAL_SEGMENT; REAL_CX; REAL]; ALL_TAC] THEN
FIRST_X_ASSUM MATCH_MP_TAC THEN
FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [IN_SEGMENT_CX]) THEN
REPEAT(FIRST_X_ASSUM
(MP_TAC o GEN_REWRITE_RULE I [GSYM REAL_OF_NUM_LE])) THEN
REAL_ARITH_TAC]);;
let SUM_INTEGRAL_LBOUND_INCREASING = prove
(`!f g m n.
m <= n /\
(!x. x IN segment[Cx(&m - &1),Cx(&n)]
==> (g has_complex_derivative f(x)) (at x)) /\
(!x y. &m - &1 <= x /\ x <= y /\ y <= &n ==> Re(f(Cx x)) <= Re(f(Cx y)))
==> Re(g(Cx(&n)) - g(Cx(&m - &1))) <= sum(m..n) (\k. Re(f(Cx(&k))))`,
REPEAT STRIP_TAC THEN
MP_TAC(ISPECL [`\z. --((f:complex->complex) z)`;
`\z. --((g:complex->complex) z)`;
`m:num`; `n:num`] SUM_INTEGRAL_UBOUND_DECREASING) THEN
REWRITE_TAC[RE_NEG; RE_SUB; SUM_NEG; REAL_LE_NEG2;
REAL_ARITH `--x - --y:real = --(x - y)`] THEN
ASM_SIMP_TAC[HAS_COMPLEX_DERIVATIVE_NEG]);;
let SUM_INTEGRAL_LBOUND_DECREASING = prove
(`!f g m n.
m <= n /\
(!x. x IN segment[Cx(&m),Cx(&n + &1)]
==> (g has_complex_derivative f(x)) (at x)) /\
(!x y. &m <= x /\ x <= y /\ y <= &n + &1 ==> Re(f(Cx y)) <= Re(f(Cx x)))
==> Re(g(Cx(&n + &1)) - g(Cx(&m))) <= sum(m..n) (\k. Re(f(Cx(&k))))`,
REPEAT STRIP_TAC THEN
MP_TAC(ISPECL [`\z. --((f:complex->complex) z)`;
`\z. --((g:complex->complex) z)`;
`m:num`; `n:num`] SUM_INTEGRAL_UBOUND_INCREASING) THEN
REWRITE_TAC[RE_NEG; RE_SUB; SUM_NEG; REAL_LE_NEG2;
REAL_ARITH `--x - --y:real = --(x - y)`] THEN
ASM_SIMP_TAC[HAS_COMPLEX_DERIVATIVE_NEG]);;
let SUM_INTEGRAL_BOUNDS_INCREASING = prove
(`!f g m n.
m <= n /\
(!x. x IN segment[Cx(&m - &1),Cx (&n + &1)]
==> (g has_complex_derivative f x) (at x)) /\
(!x y.
&m - &1 <= x /\ x <= y /\ y <= &n + &1
==> Re(f(Cx x)) <= Re(f(Cx y)))
==> Re(g(Cx(&n)) - g(Cx(&m - &1))) <= sum(m..n) (\k. Re(f(Cx(&k)))) /\
sum (m..n) (\k. Re(f(Cx(&k)))) <= Re(g(Cx(&n + &1)) - g(Cx(&m)))`,
REPEAT STRIP_TAC THENL
[MATCH_MP_TAC SUM_INTEGRAL_LBOUND_INCREASING;
MATCH_MP_TAC SUM_INTEGRAL_UBOUND_INCREASING] THEN
REPEAT STRIP_TAC THEN ASM_REWRITE_TAC[] THEN
FIRST_X_ASSUM MATCH_MP_TAC THEN
RULE_ASSUM_TAC(REWRITE_RULE[IN_SEGMENT_CX_GEN; GSYM REAL_OF_NUM_LE]) THEN
REWRITE_TAC[IN_SEGMENT_CX_GEN] THEN ASM_REAL_ARITH_TAC);;
let SUM_INTEGRAL_BOUNDS_DECREASING = prove
(`!f g m n.
m <= n /\
(!x. x IN segment[Cx(&m - &1),Cx(&n + &1)]
==> (g has_complex_derivative f(x)) (at x)) /\
(!x y. &m - &1 <= x /\ x <= y /\ y <= &n + &1
==> Re(f(Cx y)) <= Re(f(Cx x)))
==> Re(g(Cx(&n + &1)) - g(Cx(&m))) <= sum(m..n) (\k. Re(f(Cx(&k)))) /\
sum(m..n) (\k. Re(f(Cx(&k)))) <= Re(g(Cx(&n)) - g(Cx(&m - &1)))`,
REPEAT STRIP_TAC THENL
[MATCH_MP_TAC SUM_INTEGRAL_LBOUND_DECREASING;
MATCH_MP_TAC SUM_INTEGRAL_UBOUND_DECREASING] THEN
REPEAT STRIP_TAC THEN ASM_REWRITE_TAC[] THEN
FIRST_X_ASSUM MATCH_MP_TAC THEN
RULE_ASSUM_TAC(REWRITE_RULE[IN_SEGMENT_CX_GEN; GSYM REAL_OF_NUM_LE]) THEN
REWRITE_TAC[IN_SEGMENT_CX_GEN] THEN ASM_REAL_ARITH_TAC);;
(* ------------------------------------------------------------------------- *)
(* Relating different kinds of complex limits. *)
(* ------------------------------------------------------------------------- *)
let LIM_INFINITY_SEQUENTIALLY_COMPLEX = prove
(`!f l. (f --> l) at_infinity ==> ((\n. f(Cx(&n))) --> l) sequentially`,
REPEAT GEN_TAC THEN REWRITE_TAC[LIM_AT_INFINITY; LIM_SEQUENTIALLY] THEN
DISCH_TAC THEN X_GEN_TAC `e:real` THEN DISCH_TAC THEN
FIRST_X_ASSUM(MP_TAC o SPEC `e:real`) THEN ASM_REWRITE_TAC[] THEN
DISCH_THEN(X_CHOOSE_TAC `B:real`) THEN
MP_TAC(ISPEC `B:real` REAL_ARCH_SIMPLE) THEN
MATCH_MP_TAC MONO_EXISTS THEN X_GEN_TAC `N:num` THEN
REPEAT STRIP_TAC THEN FIRST_X_ASSUM MATCH_MP_TAC THEN
REWRITE_TAC[COMPLEX_NORM_CX] THEN
REPEAT(POP_ASSUM MP_TAC) THEN
REWRITE_TAC[GSYM REAL_OF_NUM_LE] THEN REAL_ARITH_TAC);;
let LIM_AT_INFINITY_COMPLEX_0 = prove
(`!f l:real^N.
(f --> l) at_infinity <=> ((f o inv) --> l) (at(Cx(&0)))`,
REPEAT GEN_TAC THEN REWRITE_TAC[LIM_AT_LE; LIM_AT_INFINITY_POS; o_DEF] THEN
REWRITE_TAC[GSYM DIST_NZ; real_ge] THEN
REWRITE_TAC[dist; COMPLEX_SUB_RZERO] THEN EQ_TAC THEN DISCH_TAC THEN
X_GEN_TAC `e:real` THEN DISCH_TAC THEN
FIRST_X_ASSUM(MP_TAC o SPEC `e:real`) THEN ASM_REWRITE_TAC[real_ge] THEN
DISCH_THEN(X_CHOOSE_THEN `b:real` STRIP_ASSUME_TAC) THEN
EXISTS_TAC `inv(b:real)` THEN ASM_REWRITE_TAC[REAL_LT_INV_EQ] THEN
X_GEN_TAC `z:complex` THEN STRIP_TAC THENL
[ALL_TAC; SUBST1_TAC(SYM(SPEC `z:complex` COMPLEX_INV_INV))] THEN
FIRST_X_ASSUM MATCH_MP_TAC THENL
[GEN_REWRITE_TAC LAND_CONV [GSYM REAL_INV_INV] THEN
REWRITE_TAC[COMPLEX_NORM_INV] THEN MATCH_MP_TAC REAL_LE_INV2 THEN
ASM_REWRITE_TAC[COMPLEX_NORM_NZ];
ASM_REWRITE_TAC[COMPLEX_INV_EQ_0] THEN CONJ_TAC THENL
[REWRITE_TAC[GSYM COMPLEX_NORM_NZ] THEN
TRANS_TAC REAL_LTE_TRANS `inv(b:real)` THEN
ASM_REWRITE_TAC[REAL_LT_INV_EQ];
GEN_REWRITE_TAC RAND_CONV [GSYM REAL_INV_INV] THEN
REWRITE_TAC[COMPLEX_NORM_INV] THEN MATCH_MP_TAC REAL_LE_INV2 THEN
ASM_REWRITE_TAC[REAL_LT_INV_EQ]]]);;
let LIM_ZERO_INFINITY_COMPLEX = prove
(`!f l:real^N.
((\x. f(Cx(&1) / x)) --> l) (at (Cx(&0))) ==> (f --> l) at_infinity`,
REWRITE_TAC[LIM_AT_INFINITY_COMPLEX_0; o_DEF; complex_div] THEN
REWRITE_TAC[COMPLEX_MUL_LID]);;
(* ------------------------------------------------------------------------- *)
(* Transforming complex limits to real ones. *)
(* ------------------------------------------------------------------------- *)
let LIM_COMPLEX_REAL = prove
(`!f g l m.
eventually (\n. Re(g n) = f n) sequentially /\
Re m = l /\
(g --> m) sequentially
==> !e. &0 < e ==> ?N. !n. N <= n ==> abs(f n - l) < e`,
REPEAT GEN_TAC THEN
REWRITE_TAC[EVENTUALLY_SEQUENTIALLY; LIM_SEQUENTIALLY] THEN
DISCH_THEN(CONJUNCTS_THEN2 (X_CHOOSE_TAC `N1:num`)
(CONJUNCTS_THEN2 (SUBST1_TAC o SYM) ASSUME_TAC)) THEN
X_GEN_TAC `e:real` THEN DISCH_TAC THEN
FIRST_X_ASSUM(MP_TAC o SPEC `e:real`) THEN ASM_REWRITE_TAC[dist] THEN
DISCH_THEN(X_CHOOSE_TAC `N0:num`) THEN EXISTS_TAC `N0 + N1:num` THEN
X_GEN_TAC `n:num` THEN DISCH_THEN(STRIP_ASSUME_TAC o MATCH_MP (ARITH_RULE
`N0 + N1:num <= n ==> N0 <= n /\ N1 <= n`)) THEN
UNDISCH_THEN `!n. N0 <= n ==> norm ((g:num->complex) n - m) < e`
(MP_TAC o SPEC `n:num`) THEN
FIRST_X_ASSUM(MP_TAC o SPEC `n:num`) THEN ASM_REWRITE_TAC[] THEN
DISCH_THEN(SUBST1_TAC o SYM) THEN REWRITE_TAC[GSYM RE_SUB] THEN
MATCH_MP_TAC(REAL_ARITH `x <= y ==> y < e ==> x < e`) THEN
REWRITE_TAC[COMPLEX_NORM_GE_RE_IM]);;
let LIM_COMPLEX_REAL_0 = prove
(`!f g. eventually (\n. Re(g n) = f n) sequentially /\
(g --> Cx(&0)) sequentially
==> !e. &0 < e ==> ?N. !n. N <= n ==> abs(f n) < e`,
MP_TAC LIM_COMPLEX_REAL THEN
REPLICATE_TAC 2 (MATCH_MP_TAC MONO_FORALL THEN GEN_TAC) THEN
DISCH_THEN(MP_TAC o SPECL [`&0`; `Cx(&0)`]) THEN
REWRITE_TAC[RE_CX; REAL_SUB_RZERO]);;
(* ------------------------------------------------------------------------- *)
(* Uniform convergence of power series in a "Stolz angle". *)
(* ------------------------------------------------------------------------- *)
let POWER_SERIES_UNIFORM_CONVERGENCE_STOLZ_1 = prove
(`!M a s e.
summable s a /\ &0 < M /\ &0 < e
==> eventually
(\n. !z. norm(Cx(&1) - z) <= M * (&1 - norm z)
==> norm(vsum (s INTER (0..n)) (\i. a i * z pow i) -
infsum s (\i. a i * z pow i)) < e)
sequentially`,
let lemma = prove
(`!M w z. &0 < M /\ norm(w - z) <= M * (norm w - norm z) /\ ~(z = w)
==> norm(z) < norm(w)`,
REPEAT STRIP_TAC THEN REWRITE_TAC[REAL_LT_LE] THEN CONJ_TAC THENL
[ASM_MESON_TAC[REAL_LE_MUL_EQ; REAL_SUB_LE; NORM_POS_LE; REAL_LE_TRANS];
DISCH_THEN SUBST_ALL_TAC THEN
ASM_MESON_TAC[REAL_SUB_REFL; REAL_MUL_RZERO;NORM_LE_0; VECTOR_SUB_EQ]])
and lemma1 = prove
(`!m n. m < n
==> vsum (m..n) (\i. a i * z pow i) =
(Cx(&1) - z) * vsum(m..n-1) (\i. vsum (m..i) a * z pow i) +
vsum(m..n) a * z pow n`,
GEN_TAC THEN INDUCT_TAC THEN REWRITE_TAC[NOT_SUC; SUC_SUB1] THEN
SIMP_TAC[VSUM_CLAUSES_NUMSEG; LT; LT_IMP_LE] THEN STRIP_TAC THENL
[ASM_REWRITE_TAC[VSUM_SING_NUMSEG; complex_pow] THEN CONV_TAC COMPLEX_RING;
ASM_SIMP_TAC[] THEN UNDISCH_TAC `m:num < n` THEN
POP_ASSUM(K ALL_TAC)] THEN
SPEC_TAC(`n:num`,`n:num`) THEN
INDUCT_TAC THEN REWRITE_TAC[CONJUNCT1 LT] THEN POP_ASSUM(K ALL_TAC) THEN
SIMP_TAC[SUC_SUB1; VSUM_CLAUSES_NUMSEG; LT_IMP_LE] THEN
ASM_REWRITE_TAC[VSUM_SING_NUMSEG; complex_pow] THEN
CONV_TAC COMPLEX_RING) in
SUBGOAL_THEN
`!M a e.
summable (:num) a /\ &0 < M /\ &0 < e
==> eventually
(\n. !z. norm(Cx(&1) - z) <= M * (&1 - norm z)
==> norm(vsum (0..n) (\i. a i * z pow i) -
infsum (:num) (\i. a i * z pow i)) < e)
sequentially`
ASSUME_TAC THENL
[ALL_TAC;
REPEAT STRIP_TAC THEN FIRST_ASSUM(MP_TAC o ISPECL
[`M:real`; `\i:num. if i IN s then a i else Cx(&0)`; `e:real`]) THEN
REWRITE_TAC[COND_RAND; COND_RATOR; COMPLEX_MUL_LZERO] THEN
ASM_REWRITE_TAC[GSYM COMPLEX_VEC_0; GSYM VSUM_RESTRICT_SET;
INFSUM_RESTRICT; SUMMABLE_RESTRICT] THEN
REWRITE_TAC[SET_RULE `{i | i IN t /\ i IN s} = s INTER t`]] THEN
REPEAT STRIP_TAC THEN
ONCE_REWRITE_TAC[MESON[]
`(!z. P z) <=> P (Cx(&1)) /\ (!z. ~(z = Cx(&1)) ==> P z)`] THEN
REWRITE_TAC[EVENTUALLY_AND] THEN CONJ_TAC THENL
[REWRITE_TAC[COMPLEX_NORM_CX; REAL_ABS_NUM; COMPLEX_SUB_REFL;
REAL_SUB_REFL; REAL_MUL_RZERO; REAL_LE_REFL] THEN
UNDISCH_TAC `&0 < e` THEN SPEC_TAC(`e:real`,`e:real`) THEN
REWRITE_TAC[GSYM tendsto; COMPLEX_POW_ONE; COMPLEX_MUL_RID; GSYM dist;
ETA_AX] THEN
FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [GSYM SUMS_INFSUM]) THEN
REWRITE_TAC[sums; INTER_UNIV];
ALL_TAC] THEN
REWRITE_TAC[IMP_IMP; EVENTUALLY_SEQUENTIALLY] THEN
REWRITE_TAC[RIGHT_IMP_FORALL_THM; IMP_IMP; GSYM dist] THEN
UNDISCH_TAC `&0 < e` THEN SPEC_TAC(`e:real`,`e:real`) THEN
MATCH_MP_TAC UNIFORMLY_CAUCHY_IMP_UNIFORMLY_CONVERGENT THEN
REWRITE_TAC[GSYM LIM_SEQUENTIALLY] THEN CONJ_TAC THENL
[X_GEN_TAC `e:real` THEN DISCH_TAC THEN
REWRITE_TAC[MESON[] `(!m n z. P m /\ P n /\ Q z ==> R m n z) <=>
(!z. Q z ==> !m n. P m /\ P n ==> R m n z)`] THEN
FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [GSYM SUMS_INFSUM]) THEN
REWRITE_TAC[sums] THEN
DISCH_THEN(MP_TAC o MATCH_MP CONVERGENT_IMP_CAUCHY) THEN
REWRITE_TAC[cauchy; GSYM dist] THEN
DISCH_THEN(MP_TAC o SPEC `min (e / &2) (e / &2 / M)`) THEN
ASM_SIMP_TAC[REAL_LT_MIN; REAL_LT_DIV; REAL_HALF; GE; INTER_UNIV] THEN
REWRITE_TAC[GSYM REAL_LT_MIN] THEN
ONCE_REWRITE_TAC[SEQUENCE_CAUCHY_WLOG] THEN
SUBGOAL_THEN
`!f:num->complex m n. m <= n
==> dist(vsum (0..m) f,vsum (0..n) f) = norm(vsum (m+1..n) f)`
(fun th -> SIMP_TAC[th])
THENL
[REPEAT STRIP_TAC THEN
MATCH_MP_TAC(NORM_ARITH `a + c = b ==> dist(a,b) = norm c`) THEN
MATCH_MP_TAC VSUM_COMBINE_R THEN ASM_ARITH_TAC;
ALL_TAC] THEN
MATCH_MP_TAC MONO_EXISTS THEN X_GEN_TAC `N:num` THEN
REWRITE_TAC[REAL_LT_MIN] THEN STRIP_TAC THEN
X_GEN_TAC `z:complex` THEN REWRITE_TAC[dist] THEN STRIP_TAC THEN
SUBGOAL_THEN `norm(z:complex) < &1` ASSUME_TAC THENL
[UNDISCH_TAC `~(z = Cx(&1))` THEN
ONCE_REWRITE_TAC[GSYM CONTRAPOS_THM] THEN
REWRITE_TAC[NORM_POS_LT; VECTOR_SUB_EQ] THEN DISCH_TAC THEN
FIRST_X_ASSUM(MATCH_MP_TAC o MATCH_MP (NORM_ARITH
`norm(a - b) <= M ==> &0 <= --M ==> b = a`)) THEN
REWRITE_TAC[GSYM REAL_MUL_RNEG; REAL_NEG_SUB] THEN
MATCH_MP_TAC REAL_LE_MUL THEN ASM_REAL_ARITH_TAC;
ALL_TAC] THEN
MAP_EVERY X_GEN_TAC [`m:num`; `n:num`] THEN STRIP_TAC THEN
ASM_CASES_TAC `m + 1 < n` THENL
[ASM_SIMP_TAC[lemma1] THEN
MATCH_MP_TAC(NORM_ARITH
`norm(a) < e / &2 /\ norm(b) < e / &2 ==> norm(a + b) < e`) THEN
REWRITE_TAC[COMPLEX_NORM_MUL; COMPLEX_NORM_POW] THEN CONJ_TAC THENL
[MATCH_MP_TAC REAL_LET_TRANS THEN
EXISTS_TAC `(M * (&1 - norm(z:complex))) *
sum (m+1..n-1) (\i. e / &2 / M * norm(z) pow i)` THEN
CONJ_TAC THENL
[MATCH_MP_TAC REAL_LE_MUL2 THEN ASM_REWRITE_TAC[NORM_POS_LE] THEN
MATCH_MP_TAC VSUM_NORM_LE THEN
REWRITE_TAC[FINITE_NUMSEG; IN_NUMSEG] THEN
X_GEN_TAC `p:num` THEN STRIP_TAC THEN
ASM_SIMP_TAC[COMPLEX_NORM_MUL; COMPLEX_NORM_POW] THEN
MATCH_MP_TAC REAL_LE_RMUL THEN
SIMP_TAC[REAL_POW_LE; NORM_POS_LE] THEN
MATCH_MP_TAC(REAL_ARITH
`x < e / &2 /\ x < e / &2 / M ==> x <= e / &2 / M`) THEN
FIRST_X_ASSUM MATCH_MP_TAC THEN ASM_ARITH_TAC;
REWRITE_TAC[SUM_LMUL] THEN
REWRITE_TAC[REAL_ARITH
`(M * z1) * e / &2 / M * s < e / &2 <=>
e * (M / M) * s * z1 < e * &1`] THEN
ASM_SIMP_TAC[REAL_LT_LMUL_EQ] THEN
ASM_SIMP_TAC[REAL_DIV_REFL; REAL_LT_IMP_NZ; REAL_MUL_LID] THEN
ASM_SIMP_TAC[GSYM REAL_LT_RDIV_EQ; REAL_SUB_LT] THEN
REWRITE_TAC[SUM_GP] THEN
COND_CASES_TAC THENL [ASM_ARITH_TAC; ALL_TAC] THEN
COND_CASES_TAC THENL
[UNDISCH_TAC `norm(Cx(&1) - z) <= M * (&1 - norm z)` THEN
ASM_REWRITE_TAC[REAL_SUB_REFL; REAL_MUL_RZERO] THEN
ASM_REWRITE_TAC[NORM_ARITH `norm(x - y:complex) <= &0 <=> x = y`];
ALL_TAC] THEN
ASM_SIMP_TAC[REAL_LT_DIV2_EQ; REAL_SUB_LT] THEN
MATCH_MP_TAC(REAL_ARITH
`&0 <= y /\ x < &1 ==> x - y < &1`) THEN
ASM_SIMP_TAC[REAL_POW_LE; NORM_POS_LE] THEN
MATCH_MP_TAC REAL_POW_1_LT THEN
ASM_REWRITE_TAC[NORM_POS_LE] THEN ARITH_TAC];
GEN_REWRITE_TAC RAND_CONV [GSYM REAL_MUL_RID] THEN
MATCH_MP_TAC REAL_LT_MUL2 THEN SIMP_TAC[NORM_POS_LE; REAL_POW_LE] THEN
CONJ_TAC THENL
[MATCH_MP_TAC(REAL_ARITH
`x < e / &2 /\ x < e / &2 / M ==> x < e / &2`) THEN
FIRST_X_ASSUM MATCH_MP_TAC THEN ASM_ARITH_TAC;
MATCH_MP_TAC REAL_POW_1_LT THEN
ASM_REWRITE_TAC[NORM_POS_LE] THEN ASM_ARITH_TAC]];
ASM_CASES_TAC `(m+1)..n = {}` THENL
[ASM_REWRITE_TAC[VSUM_CLAUSES; NORM_0]; ALL_TAC] THEN
RULE_ASSUM_TAC(REWRITE_RULE[NUMSEG_EMPTY]) THEN
SUBGOAL_THEN `m + 1 = n` SUBST1_TAC THENL [ASM_ARITH_TAC; ALL_TAC] THEN
REWRITE_TAC[VSUM_SING_NUMSEG] THEN
REWRITE_TAC[COMPLEX_NORM_MUL; COMPLEX_NORM_POW] THEN
GEN_REWRITE_TAC RAND_CONV [GSYM REAL_MUL_RID] THEN
MATCH_MP_TAC REAL_LT_MUL2 THEN SIMP_TAC[NORM_POS_LE; REAL_POW_LE] THEN
CONJ_TAC THENL
[FIRST_X_ASSUM(MP_TAC o SPECL [`m:num`; `n:num`]) THEN
SUBGOAL_THEN `m + 1 = n` SUBST1_TAC THENL [ASM_ARITH_TAC; ALL_TAC] THEN
ANTS_TAC THENL [ASM_ARITH_TAC; REWRITE_TAC[VSUM_SING_NUMSEG]] THEN
ASM_REAL_ARITH_TAC;
MATCH_MP_TAC REAL_POW_1_LT THEN
ASM_REWRITE_TAC[NORM_POS_LE] THEN ASM_ARITH_TAC]];
X_GEN_TAC `z:complex` THEN REWRITE_TAC[dist] THEN STRIP_TAC THEN
MP_TAC(ISPECL [`M:real`; `Cx(&1)`; `z:complex`] lemma) THEN
ASM_REWRITE_TAC[COMPLEX_NORM_CX; REAL_ABS_NUM] THEN DISCH_TAC THEN
SUBGOAL_THEN `summable (:num) (\i. a i * z pow i)` MP_TAC THENL
[MATCH_MP_TAC SERIES_ABSCONV_IMP_CONV THEN
REWRITE_TAC[] THEN MATCH_MP_TAC POWER_SERIES_CONV_IMP_ABSCONV THEN
EXISTS_TAC `Cx(&1)` THEN
REWRITE_TAC[COMPLEX_POW_ONE; COMPLEX_NORM_CX] THEN
ASM_REWRITE_TAC[REAL_ABS_NUM; COMPLEX_MUL_RID; ETA_AX];
REWRITE_TAC[GSYM SUMS_INFSUM] THEN
REWRITE_TAC[sums; INTER_UNIV]]]);;
let POWER_SERIES_UNIFORM_CONVERGENCE_STOLZ = prove
(`!M a w s e.
summable s (\i. a i * w pow i) /\ &0 < M /\ &0 < e
==> eventually
(\n. !z. norm(w - z) <= M * (norm w - norm z)
==> norm(vsum (s INTER (0..n)) (\i. a i * z pow i) -
infsum s (\i. a i * z pow i)) < e)
sequentially`,
REPEAT GEN_TAC THEN DISCH_TAC THEN ASM_CASES_TAC `w = Cx(&0)` THENL
[ASM_REWRITE_TAC[COMPLEX_SUB_LZERO; REAL_SUB_LZERO; COMPLEX_NORM_0] THEN
REWRITE_TAC[NORM_NEG; REAL_ARITH
`n <= M * --n <=> &0 <= --n * (&1 + M)`] THEN
ASM_SIMP_TAC[REAL_LE_MUL_EQ; REAL_ARITH `&0 < M ==> &0 < &1 + M`] THEN
REWRITE_TAC[NORM_ARITH `&0 <= --norm z <=> z = vec 0`] THEN
REWRITE_TAC[EVENTUALLY_SEQUENTIALLY; FORALL_UNWIND_THM2] THEN
EXISTS_TAC `1` THEN X_GEN_TAC `n:num` THEN DISCH_TAC THEN
REWRITE_TAC[COMPLEX_VEC_0; COMPLEX_POW_ZERO] THEN
REWRITE_TAC[COND_RATOR; COND_RAND; COMPLEX_MUL_RZERO; COMPLEX_MUL_RID] THEN
MATCH_MP_TAC(NORM_ARITH `x = y /\ &0 < e ==> norm(y - x) < e`) THEN
ASM_REWRITE_TAC[] THEN MATCH_MP_TAC INFSUM_UNIQUE THEN
REWRITE_TAC[sums] THEN MATCH_MP_TAC LIM_EVENTUALLY THEN
REWRITE_TAC[EVENTUALLY_SEQUENTIALLY] THEN EXISTS_TAC `1` THEN
X_GEN_TAC `m:num` THEN DISCH_TAC THEN
SIMP_TAC[GSYM COMPLEX_VEC_0; VSUM_DELTA] THEN
REWRITE_TAC[IN_INTER; LE_0; IN_NUMSEG];
FIRST_ASSUM(MP_TAC o MATCH_MP POWER_SERIES_UNIFORM_CONVERGENCE_STOLZ_1) THEN
MATCH_MP_TAC(REWRITE_RULE[IMP_CONJ] EVENTUALLY_MONO) THEN
X_GEN_TAC `n:num` THEN REWRITE_TAC[] THEN DISCH_TAC THEN
X_GEN_TAC `z:complex` THEN STRIP_TAC THEN
FIRST_X_ASSUM(MP_TAC o SPEC `z / w:complex`) THEN
ASM_SIMP_TAC[GSYM COMPLEX_MUL_ASSOC; GSYM COMPLEX_POW_MUL] THEN
ASM_SIMP_TAC[COMPLEX_DIV_LMUL] THEN DISCH_THEN MATCH_MP_TAC THEN
MATCH_MP_TAC REAL_LE_RCANCEL_IMP THEN EXISTS_TAC `norm(w:complex)` THEN
ASM_REWRITE_TAC[COMPLEX_NORM_NZ; GSYM COMPLEX_NORM_MUL] THEN
ASM_SIMP_TAC[COMPLEX_FIELD
`~(w = Cx(&0)) ==> (Cx(&1) - z / w) * w = w - z`] THEN
REWRITE_TAC[GSYM REAL_MUL_ASSOC; REAL_SUB_RDISTRIB] THEN
REWRITE_TAC[GSYM COMPLEX_NORM_MUL; REAL_MUL_LID] THEN
ASM_SIMP_TAC[COMPLEX_DIV_RMUL]]);;
(* ------------------------------------------------------------------------- *)
(* Hence continuity and the Abel limit theorem. *)
(* ------------------------------------------------------------------------- *)
let ABEL_POWER_SERIES_CONTINUOUS = prove
(`!M s a w.
summable s (\i. a i * w pow i) /\ &0 < M
==> (\z. infsum s (\i. a i * z pow i)) continuous_on
{z | norm(w - z) <= M * (norm w - norm z)}`,
REPEAT STRIP_TAC THEN
MATCH_MP_TAC(ISPEC `sequentially` CONTINUOUS_UNIFORM_LIMIT) THEN
EXISTS_TAC `\n z. vsum (s INTER (0..n)) (\i. a i * z pow i)` THEN
ASM_SIMP_TAC[POWER_SERIES_UNIFORM_CONVERGENCE_STOLZ; IN_ELIM_THM;
TRIVIAL_LIMIT_SEQUENTIALLY] THEN
MATCH_MP_TAC ALWAYS_EVENTUALLY THEN X_GEN_TAC `n:num` THEN
REWRITE_TAC[] THEN MATCH_MP_TAC CONTINUOUS_ON_VSUM THEN
SIMP_TAC[CONTINUOUS_ON_COMPLEX_MUL; CONTINUOUS_ON_COMPLEX_POW;
CONTINUOUS_ON_ID; CONTINUOUS_ON_CONST; FINITE_INTER;
FINITE_NUMSEG]);;
let ABEL_POWER_SERIES_CONTINUOUS_1 = prove
(`!M s a.
summable s a /\ &0 < M
==> (\z. infsum s (\i. a i * z pow i)) continuous_on
{z | norm(Cx(&1) - z) <= M * (&1 - norm z)}`,
MP_TAC ABEL_POWER_SERIES_CONTINUOUS THEN
REPEAT(MATCH_MP_TAC MONO_FORALL THEN GEN_TAC) THEN
DISCH_THEN(MP_TAC o SPEC `Cx(&1)`) THEN
REWRITE_TAC[COMPLEX_NORM_CX; REAL_ABS_NUM; COMPLEX_POW_ONE] THEN
REWRITE_TAC[COMPLEX_MUL_RID; ETA_AX]);;
let ABEL_LIMIT_THEOREM = prove
(`!M s a w.
summable s (\i. a i * w pow i) /\ &0 < M
==> (!z. norm(z) < norm(w) ==> summable s (\i. a i * z pow i)) /\
((\z. infsum s (\i. a i * z pow i)) -->
infsum s (\i. a i * w pow i))
(at w within {z | norm(w - z) <= M * (norm w - norm z)})`,
MP_TAC ABEL_POWER_SERIES_CONTINUOUS THEN
REPEAT(MATCH_MP_TAC MONO_FORALL THEN GEN_TAC) THEN
DISCH_THEN(fun th -> STRIP_TAC THEN MP_TAC th) THEN
ASM_REWRITE_TAC[] THEN REPEAT STRIP_TAC THENL
[ASM_MESON_TAC[POWER_SERIES_RADIUS_OF_CONVERGENCE]; ALL_TAC] THEN
FIRST_X_ASSUM(MATCH_MP_TAC o REWRITE_RULE[CONTINUOUS_ON]) THEN
REWRITE_TAC[IN_ELIM_THM; COMPLEX_SUB_REFL; REAL_SUB_REFL] THEN
REWRITE_TAC[COMPLEX_NORM_CX] THEN REAL_ARITH_TAC);;
let ABEL_LIMIT_THEOREM_1 = prove
(`!M s a.
summable s a /\ &0 < M
==> (!z. norm(z) < &1 ==> summable s (\i. a i * z pow i)) /\
((\z. infsum s (\i. a i * z pow i)) --> infsum s a)
(at (Cx(&1)) within {z | norm(Cx(&1) - z) <= M * (&1 - norm z)})`,
MP_TAC ABEL_LIMIT_THEOREM THEN
REPEAT(MATCH_MP_TAC MONO_FORALL THEN GEN_TAC) THEN
DISCH_THEN(MP_TAC o SPEC `Cx(&1)`) THEN
REWRITE_TAC[COMPLEX_NORM_CX; REAL_ABS_NUM; COMPLEX_POW_ONE] THEN
REWRITE_TAC[COMPLEX_MUL_RID; ETA_AX]);;
(* ------------------------------------------------------------------------- *)
(* Continuity and uniqueness of power series. These would drop easily out *)
(* of later developments, but it seems nice to prove them without all the *)
(* machinery of Cauchy's theorem etc. *)
(* ------------------------------------------------------------------------- *)
let POWER_SERIES_CONTINUOUS = prove
(`!a k f z r.
(!w. w IN ball(z,r) ==> ((\n. a n * (w - z) pow n) sums f w) k)
==> f continuous_on ball(z,r)`,
REWRITE_TAC[IN_BALL] THEN REPEAT STRIP_TAC THEN
SIMP_TAC[CONTINUOUS_ON_EQ_CONTINUOUS_AT; OPEN_BALL] THEN
X_GEN_TAC `w:complex` THEN REWRITE_TAC[IN_BALL] THEN DISCH_TAC THEN
ABBREV_TAC `R = (r + dist(z,w:complex)) / &2` THEN
MATCH_MP_TAC CONTINUOUS_ON_INTERIOR THEN
EXISTS_TAC `cball(z:complex,R)` THEN
REWRITE_TAC[INTERIOR_CBALL; IN_BALL] THEN CONJ_TAC THENL
[ALL_TAC;
EXPAND_TAC "R" THEN UNDISCH_TAC `dist(z:complex,w) < r` THEN
CONV_TAC NORM_ARITH] THEN
MATCH_MP_TAC(ISPEC `sequentially` CONTINUOUS_UNIFORM_LIMIT) THEN
EXISTS_TAC
`\n w. vsum(k INTER (0..n)) (\i. (a:num->complex) i * (w - z) pow i)` THEN
REWRITE_TAC[TRIVIAL_LIMIT_SEQUENTIALLY] THEN CONJ_TAC THENL
[REWRITE_TAC[EVENTUALLY_SEQUENTIALLY] THEN EXISTS_TAC `1` THEN
REPEAT STRIP_TAC THEN MATCH_MP_TAC CONTINUOUS_ON_VSUM THEN
SIMP_TAC[FINITE_INTER; FINITE_NUMSEG; IN_INTER; IN_NUMSEG] THEN
X_GEN_TAC `i:num` THEN STRIP_TAC THEN
MATCH_MP_TAC CONTINUOUS_ON_COMPLEX_LMUL THEN
MATCH_MP_TAC CONTINUOUS_ON_COMPLEX_POW THEN
MATCH_MP_TAC CONTINUOUS_ON_SUB THEN
REWRITE_TAC[CONTINUOUS_ON_CONST; CONTINUOUS_ON_ID];
ALL_TAC] THEN
MP_TAC(ISPECL
[`\w n. (a:num->complex) n * (w - z) pow n`;
`\n. Cx (norm (a n * Cx R pow n))`;
`\x:complex. x IN cball(z,R)`;
`k:num->bool`] SERIES_COMPARISON_UNIFORM_COMPLEX) THEN
REWRITE_TAC[EVENTUALLY_SEQUENTIALLY; dist] THEN ANTS_TAC THENL
[REWRITE_TAC[RE_CX; NORM_POS_LE; REAL_CX] THEN CONJ_TAC THENL
[MATCH_MP_TAC POWER_SERIES_CONV_IMP_ABSCONV THEN
EXISTS_TAC `Cx((r + R) / &2)` THEN CONJ_TAC THENL
[FIRST_X_ASSUM(MP_TAC o SPEC `z + Cx((r + R) / &2)`) THEN
ANTS_TAC THENL
[REWRITE_TAC[NORM_ARITH `dist(z,z + r) = norm r`];
REWRITE_TAC[summable; COMPLEX_RING `(z + r) - z:complex = r`] THEN
MESON_TAC[]];
ALL_TAC] THEN
REWRITE_TAC[COMPLEX_NORM_CX] THEN
EXPAND_TAC "R" THEN UNDISCH_TAC `dist(z:complex,w) < r` THEN
CONV_TAC NORM_ARITH;
EXISTS_TAC `1` THEN REWRITE_TAC[IN_CBALL; dist] THEN
REPEAT STRIP_TAC THEN REWRITE_TAC[COMPLEX_NORM_MUL] THEN
REWRITE_TAC[COMPLEX_NORM_CX; REAL_ABS_MUL; REAL_ABS_NORM] THEN
MATCH_MP_TAC REAL_LE_LMUL THEN REWRITE_TAC[NORM_POS_LE] THEN
REWRITE_TAC[COMPLEX_NORM_POW] THEN MATCH_MP_TAC REAL_POW_LE2 THEN
REWRITE_TAC[NORM_POS_LE; COMPLEX_NORM_CX] THEN
UNDISCH_TAC `norm(z - x:complex) <= R` THEN CONV_TAC NORM_ARITH];
DISCH_THEN(X_CHOOSE_TAC `g:complex->complex`) THEN
SUBGOAL_THEN `!x. x IN cball(z,R) ==> (f:complex->complex) x = g x`
MP_TAC THENL [ALL_TAC; ASM_MESON_TAC[]] THEN
X_GEN_TAC `y:complex` THEN REWRITE_TAC[IN_CBALL] THEN DISCH_TAC THEN
MATCH_MP_TAC SERIES_UNIQUE THEN
EXISTS_TAC `\n. (a:num->complex) n * (y - z) pow n` THEN
EXISTS_TAC `k:num->bool` THEN REWRITE_TAC[] THEN CONJ_TAC THENL
[FIRST_X_ASSUM MATCH_MP_TAC THEN
FIRST_X_ASSUM(K ALL_TAC o SPEC `&0`) THEN
REPEAT(POP_ASSUM MP_TAC) THEN CONV_TAC NORM_ARITH;
REWRITE_TAC[sums; LIM_SEQUENTIALLY; dist] THEN
RULE_ASSUM_TAC(REWRITE_RULE[IN_CBALL]) THEN ASM_MESON_TAC[]]]);;
let POWER_SERIES_LIMIT_POINT_OF_ZEROS = prove
(`!f c z k r s.
&0 < r /\
(!w. dist(w,z) < r ==> ((\i. c i * (w - z) pow i) sums f(w)) k) /\
(!w. w IN s ==> f(w) = Cx(&0)) /\ z limit_point_of s
==> !i. i IN k ==> c(i) = Cx(&0)`,
REPEAT GEN_TAC THEN STRIP_TAC THEN
ONCE_REWRITE_TAC[MESON[] `(!x. P x ==> Q x) <=> ~(?x. P x /\ ~Q x)`] THEN
GEN_REWRITE_TAC RAND_CONV [num_WOP] THEN
REWRITE_TAC[TAUT `(p ==> ~(q /\ ~r)) <=> q /\ p ==> r`] THEN
DISCH_THEN(X_CHOOSE_THEN `m:num` STRIP_ASSUME_TAC) THEN
SUBGOAL_THEN
`!w. w IN ball(z,r) /\ ~(w = z)
==> ((\i. c(m + i) * (w - z) pow i) sums f(w) / (w - z) pow m)
{i | m + i IN k}`
ASSUME_TAC THENL
[REPEAT STRIP_TAC THEN MATCH_MP_TAC SUMS_EQ THEN
EXISTS_TAC `\i. (c(m + i) * (w - z) pow (m + i)) / (w - z) pow m` THEN
REWRITE_TAC[IN_ELIM_THM] THEN CONJ_TAC THENL
[REPEAT STRIP_TAC THEN
REWRITE_TAC[complex_div; GSYM COMPLEX_MUL_ASSOC] THEN
AP_TERM_TAC THEN REWRITE_TAC[GSYM complex_div] THEN
ASM_SIMP_TAC[COMPLEX_DIV_POW2; COMPLEX_SUB_0; LE_ADD] THEN
AP_TERM_TAC THEN ARITH_TAC;
REWRITE_TAC[complex_div] THEN
MATCH_MP_TAC SERIES_COMPLEX_RMUL THEN
MP_TAC(ISPECL [`m:num`; `\i. (c:num->complex) i * (w - z) pow i`;
`(f:complex->complex) w`; `{i:num | m + i IN k}`]
(ONCE_REWRITE_RULE[ADD_SYM] SUMS_REINDEX_GEN)) THEN
REWRITE_TAC[] THEN DISCH_THEN SUBST1_TAC THEN
REWRITE_TAC[IMAGE; IN_ELIM_THM] THEN
SUBGOAL_THEN `((\i. c i * (w - z) pow i) sums (f:complex->complex) w) k`
MP_TAC THENL [ASM_MESON_TAC[IN_BALL; DIST_SYM]; ALL_TAC] THEN
ONCE_REWRITE_TAC[GSYM SERIES_RESTRICT] THEN
MATCH_MP_TAC(REWRITE_RULE[IMP_CONJ] SUMS_EQ) THEN
X_GEN_TAC `i:num` THEN REWRITE_TAC[IN_UNIV; IN_ELIM_THM] THEN
REWRITE_TAC[GSYM LE_EXISTS; MESON[]
`(?x. f x IN k /\ y = f x) <=> y IN k /\ (?x. y = f x)`] THEN
ASM_CASES_TAC `(i:num) IN k` THEN ASM_REWRITE_TAC[] THEN
COND_CASES_TAC THEN ASM_REWRITE_TAC[COMPLEX_VEC_0; COMPLEX_ENTIRE] THEN
ASM_MESON_TAC[NOT_LE]];
ALL_TAC] THEN
SUBGOAL_THEN
`((\i. c(m + i) * (z - z) pow i) sums
vsum {0} (\i. c(m + i) * (z - z) pow i))
{i | m + i IN k}`
MP_TAC THENL
[MATCH_MP_TAC SERIES_VSUM THEN EXISTS_TAC `{0}` THEN
REWRITE_TAC[FINITE_SING; SING_SUBSET; IN_ELIM_THM; IN_SING] THEN
ASM_REWRITE_TAC[ADD_CLAUSES; COMPLEX_VEC_0; COMPLEX_ENTIRE] THEN
SIMP_TAC[COMPLEX_SUB_REFL; COMPLEX_POW_EQ_0];
REWRITE_TAC[VSUM_SING; complex_pow; ADD_CLAUSES; COMPLEX_MUL_RID] THEN
DISCH_TAC] THEN
SUBGOAL_THEN
`!w. w IN ball(z,r)
==> summable {i | m + i IN k} (\i. c(m + i) * (w - z) pow i)`
MP_TAC THENL
[X_GEN_TAC `w:complex` THEN DISCH_TAC THEN REWRITE_TAC[summable] THEN
ASM_CASES_TAC `w:complex = z` THEN ASM_MESON_TAC[];
REWRITE_TAC[summable; RIGHT_IMP_EXISTS_THM; SKOLEM_THM] THEN
DISCH_THEN(X_CHOOSE_TAC `g:complex->complex`)] THEN
SUBGOAL_THEN `(g:complex->complex) continuous_on ball(z,r)`
ASSUME_TAC THENL
[MATCH_MP_TAC POWER_SERIES_CONTINUOUS THEN ASM_MESON_TAC[];
ALL_TAC] THEN
SUBGOAL_THEN
`!x. x IN closure((s INTER cball(z,r / &2)) DELETE z)
==> (g:complex->complex) x IN {Cx(&0)}`
MP_TAC THENL
[MATCH_MP_TAC FORALL_IN_CLOSURE THEN REWRITE_TAC[CLOSED_SING; IN_SING] THEN
CONJ_TAC THENL
[FIRST_X_ASSUM(MATCH_MP_TAC o MATCH_MP (REWRITE_RULE[IMP_CONJ]
CONTINUOUS_ON_SUBSET)) THEN
TRANS_TAC SUBSET_TRANS `closure(cball(z:complex,r / &2))` THEN
SIMP_TAC[SUBSET_CLOSURE; INTER_SUBSET;
SET_RULE `s SUBSET t ==> (s DELETE z) SUBSET t`] THEN
SIMP_TAC[CLOSURE_CLOSED; CLOSED_CBALL; SUBSET_BALLS; DIST_REFL] THEN
ASM_REAL_ARITH_TAC;
X_GEN_TAC `w:complex` THEN REWRITE_TAC[IN_INTER; IN_DELETE] THEN
STRIP_TAC THEN
SUBGOAL_THEN `(g:complex->complex) w = f w / (w - z) pow m`
(fun th -> ASM_SIMP_TAC[COMPLEX_DIV_EQ_0; th]) THEN
MATCH_MP_TAC SERIES_UNIQUE THEN
EXISTS_TAC `\i. (c:num->complex) (m + i) * (w - z) pow i` THEN
EXISTS_TAC `{i:num | m + i IN k}` THEN
REWRITE_TAC[] THEN CONJ_TAC THEN FIRST_ASSUM MATCH_MP_TAC THEN
ASM_REWRITE_TAC[] THEN UNDISCH_TAC `w IN cball(z:complex,r / &2)` THEN
REWRITE_TAC[IN_CBALL; IN_BALL] THEN ASM_REAL_ARITH_TAC];
DISCH_THEN(MP_TAC o SPEC `z:complex`) THEN
REWRITE_TAC[IN_CLOSURE_DELETE; NOT_IMP; IN_SING] THEN CONJ_TAC THENL
[UNDISCH_TAC `(z:complex) limit_point_of s` THEN
REWRITE_TAC[LIMPT_INFINITE_CBALL; INTER_ASSOC] THEN
REWRITE_TAC[GSYM CBALL_MIN_INTER] THEN
DISCH_THEN(fun th -> X_GEN_TAC `e:real` THEN
MP_TAC(SPEC `min (r / &2) e` th)) THEN
ASM_REWRITE_TAC[REAL_HALF; REAL_LT_MIN];
SUBGOAL_THEN `(g:complex->complex) z = c(m:num)`
(fun th -> ASM_REWRITE_TAC[th]) THEN
MATCH_MP_TAC SERIES_UNIQUE THEN
EXISTS_TAC `\i. (c:num->complex) (m + i) * (z - z) pow i` THEN
EXISTS_TAC `{i:num | m + i IN k}` THEN
ASM_REWRITE_TAC[] THEN FIRST_X_ASSUM MATCH_MP_TAC THEN
ASM_REWRITE_TAC[CENTRE_IN_BALL]]]);;
let POWER_SERIES_UNIQUE = prove
(`!f g c d k r s t z.
&0 < r /\ &0 < s /\
(!w. w IN ball(z,r) ==> ((\i. c i * (w - z) pow i) sums f w) k) /\
(!w. w IN ball(z,s) ==> ((\i. d i * (w - z) pow i) sums g w) k) /\
(!w. w IN t ==> f w = g w) /\
z limit_point_of t
==> (!i. i IN k ==> c i = d i)`,
REPEAT GEN_TAC THEN STRIP_TAC THEN ONCE_REWRITE_TAC[GSYM COMPLEX_SUB_0] THEN
MATCH_MP_TAC POWER_SERIES_LIMIT_POINT_OF_ZEROS THEN
MAP_EVERY EXISTS_TAC
[`\z. (f:complex->complex) z - g z`; `z:complex`; `min r s:real`;
`t:complex->bool`] THEN
ONCE_REWRITE_TAC[DIST_SYM] THEN
ASM_REWRITE_TAC[GSYM IN_BALL; BALL_MIN_INTER; IN_INTER] THEN
ASM_REWRITE_TAC[REAL_LT_MIN; COMPLEX_SUB_0] THEN
REWRITE_TAC[COMPLEX_SUB_RDISTRIB] THEN
ASM_SIMP_TAC[SERIES_SUB]);;
(* ------------------------------------------------------------------------- *)
(* The only endomorphisms of C that are measurable or map R into R are the *)
(* obvious ones. Hence such an automorphism is the identity or conjugation. *)
(* ------------------------------------------------------------------------- *)
let MEASURABLE_COMPLEX_ENDOMORPHISM = prove
(`!f:complex->complex.
f measurable_on (:complex) /\
(!x y. f(x + y) = f x + f y) /\
(!x y. f(x * y) = f x * f y) <=>
f = (\x. Cx(&0)) \/ f = I \/ f = cnj`,
GEN_TAC THEN EQ_TAC THENL
[STRIP_TAC;
STRIP_TAC THEN
ASM_REWRITE_TAC[MEASURABLE_ON_CONST; COMPLEX_MUL_LZERO; COMPLEX_ADD_LID;
I_THM; CNJ_ADD; CNJ_MUL] THEN
MATCH_MP_TAC CONTINUOUS_IMP_MEASURABLE_ON THEN
MATCH_MP_TAC LINEAR_CONTINUOUS_ON THEN
REWRITE_TAC[LINEAR_CNJ; LINEAR_I]] THEN
SUBGOAL_THEN `linear(f:complex->complex)` ASSUME_TAC THENL
[ASM_MESON_TAC[MEASURABLE_ADDITIVE_IMP_LINEAR]; ALL_TAC] THEN
ONCE_REWRITE_TAC[TAUT `p \/ q <=> ~p ==> q`] THEN DISCH_TAC THEN
SUBGOAL_THEN `!x. real x ==> f x = x` ASSUME_TAC THENL
[FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE RAND_CONV [FUN_EQ_THM]) THEN
REWRITE_TAC[NOT_FORALL_THM; LEFT_IMP_EXISTS_THM] THEN
X_GEN_TAC `z:complex` THEN STRIP_TAC THEN
X_GEN_TAC `x:complex` THEN DISCH_TAC THEN
FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [linear]) THEN
DISCH_THEN(MP_TAC o CONJUNCT2) THEN REWRITE_TAC[COMPLEX_CMUL] THEN
DISCH_THEN(MP_TAC o SPECL [`Re x`; `z:complex`]) THEN
RULE_ASSUM_TAC(REWRITE_RULE[REAL]) THEN
ASM_REWRITE_TAC[] THEN
UNDISCH_TAC `~(f(z:complex) = Cx(&0))` THEN CONV_TAC COMPLEX_RING;
ALL_TAC] THEN
SUBGOAL_THEN `f(ii) = ii \/ f(ii) = --ii` MP_TAC THENL
[REWRITE_TAC[COMPLEX_RING `z = ii \/ z = --ii <=> z * z = --Cx(&1)`] THEN
ASM_MESON_TAC[REAL_NEG; REAL_CX; COMPLEX_RING `ii * ii = --Cx(&1)`];
ALL_TAC] THEN
MATCH_MP_TAC MONO_OR THEN REPEAT STRIP_TAC THEN
REWRITE_TAC[FUN_EQ_THM] THEN X_GEN_TAC `z:complex` THEN
SUBST1_TAC(SPEC `z:complex` COMPLEX_EXPAND) THEN
ASM_REWRITE_TAC[I_THM; CNJ_ADD; CNJ_MUL; CNJ_CX; CNJ_II] THEN
ASM_MESON_TAC[REAL_CX]);;
let REAL_COMPLEX_ENDOMORPHISM = prove
(`!f:complex->complex.
IMAGE f real SUBSET real /\
(!x y. f(x + y) = f x + f y) /\
(!x y. f(x * y) = f x * f y) <=>
f = (\x. Cx(&0)) \/ f = I \/ f = cnj`,
GEN_TAC THEN EQ_TAC THENL
[STRIP_TAC;
STRIP_TAC THEN
ASM_REWRITE_TAC[SUBSET; FORALL_IN_IMAGE; COMPLEX_MUL_LZERO; COMPLEX_ADD_LID;
I_THM; CNJ_ADD; CNJ_MUL] THEN
REWRITE_TAC[IN; CNJ_CNJ; REAL_CX; REAL_CNJ; EQ_SYM_EQ]] THEN
ONCE_REWRITE_TAC[TAUT `p \/ q <=> ~p ==> q`] THEN DISCH_TAC THEN
SUBGOAL_THEN `!x. real x ==> f x = x` ASSUME_TAC THENL
[SUBGOAL_THEN `!n. f(Cx(&n)) = Cx(&n)` ASSUME_TAC THENL
[INDUCT_TAC THENL
[ASM_MESON_TAC[COMPLEX_RING `z = Cx(&0) <=> z + w = w`];
ASM_REWRITE_TAC[GSYM REAL_OF_NUM_SUC; CX_ADD] THEN
FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE RAND_CONV [FUN_EQ_THM]) THEN
REWRITE_TAC[NOT_FORALL_THM; LEFT_IMP_EXISTS_THM] THEN
X_GEN_TAC `z:complex` THEN STRIP_TAC THEN AP_TERM_TAC THEN
ASM_MESON_TAC[COMPLEX_RING `w * z = w <=> w = Cx(&0) \/ z = Cx(&1)`]];
ALL_TAC] THEN
SUBGOAL_THEN `!z. (f:complex->complex) (--z) = --(f z)` ASSUME_TAC THENL
[ASM_MESON_TAC[COMPLEX_RING `w = --z <=> w + z = Cx(&0)`];
ALL_TAC] THEN
SUBGOAL_THEN
`!z. ~(z = Cx(&0)) ==> (f:complex->complex) (inv z) = inv(f z)`
ASSUME_TAC THENL
[REPEAT STRIP_TAC THEN MATCH_MP_TAC(COMPLEX_FIELD
`z * w = Cx(&1) ==> z = inv w`) THEN
ASM_MESON_TAC[COMPLEX_MUL_LINV];
ALL_TAC] THEN
SUBGOAL_THEN `!q. rational q ==> f(Cx q) = Cx q` ASSUME_TAC THENL
[ASM_REWRITE_TAC[rational; LEFT_IMP_EXISTS_THM] THEN
MAP_EVERY X_GEN_TAC [`q:real`; `m:real`; `n:real`] THEN
STRIP_TAC THEN ASM_SIMP_TAC[real_div; CX_MUL; CX_INV; CX_INJ] THEN
BINOP_TAC THENL
[UNDISCH_TAC `integer m` THEN SPEC_TAC(`m:real`,`y:real`);
AP_TERM_TAC THEN UNDISCH_TAC `integer n` THEN
SPEC_TAC(`n:real`,`y:real`)] THEN
MATCH_MP_TAC FORALL_INTEGER THEN ASM_SIMP_TAC[CX_NEG];
ALL_TAC] THEN
MATCH_MP_TAC(MESON[REAL] `(!x. P(Cx x)) ==> (!x. real x ==> P x)`) THEN
SUBGOAL_THEN `!x y. x <= y ==> Re(f(Cx x)) <= Re(f(Cx y))` ASSUME_TAC THENL
[REPEAT GEN_TAC THEN GEN_REWRITE_TAC LAND_CONV [GSYM REAL_SUB_LE] THEN
REWRITE_TAC[REAL_POS_EQ_SQUARE; LEFT_IMP_EXISTS_THM] THEN
X_GEN_TAC `z:real` THEN
REWRITE_TAC[REAL_RING `z pow 2 = y - x <=> y:real = x + z * z`] THEN
DISCH_THEN SUBST1_TAC THEN
ASM_REWRITE_TAC[CX_ADD; CX_MUL; RE_ADD; REAL_LE_ADDR] THEN
FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [SUBSET]) THEN
REWRITE_TAC[FORALL_IN_IMAGE] THEN DISCH_THEN(MP_TAC o SPEC `Cx z`) THEN
REWRITE_TAC[IN; REAL_CX] THEN REWRITE_TAC[REAL] THEN
DISCH_THEN(SUBST1_TAC o SYM) THEN REWRITE_TAC[RE_MUL_CX; RE_CX] THEN
REWRITE_TAC[REAL_LE_SQUARE];
ALL_TAC] THEN
X_GEN_TAC `x:real` THEN REWRITE_TAC[COMPLEX_EQ; RE_CX; IM_CX] THEN
FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [SUBSET]) THEN
REWRITE_TAC[FORALL_IN_IMAGE] THEN DISCH_THEN(MP_TAC o SPEC `Cx x`) THEN
REWRITE_TAC[IN; REAL_CX] THEN SIMP_TAC[real] THEN DISCH_TAC THEN
MATCH_MP_TAC(REAL_ARITH `~(x < y) /\ ~(y < x) ==> x:real = y`) THEN
REPEAT STRIP_TAC THEN
FIRST_ASSUM(MP_TAC o MATCH_MP RATIONAL_BETWEEN) THEN
DISCH_THEN(X_CHOOSE_THEN `q:real` STRIP_ASSUME_TAC) THENL
[FIRST_X_ASSUM(MP_TAC o SPECL [`q:real`; `x:real`]);
FIRST_X_ASSUM(MP_TAC o SPECL [`x:real`; `q:real`])] THEN
ASM_SIMP_TAC[REAL_LT_IMP_LE; RE_CX] THEN ASM_REAL_ARITH_TAC;
ALL_TAC] THEN
SUBGOAL_THEN `f(ii) = ii \/ f(ii) = --ii` MP_TAC THENL
[REWRITE_TAC[COMPLEX_RING `z = ii \/ z = --ii <=> z * z = --Cx(&1)`] THEN
ASM_MESON_TAC[REAL_NEG; REAL_CX; COMPLEX_RING `ii * ii = --Cx(&1)`];
ALL_TAC] THEN
MATCH_MP_TAC MONO_OR THEN REPEAT STRIP_TAC THEN
REWRITE_TAC[FUN_EQ_THM] THEN X_GEN_TAC `z:complex` THEN
SUBST1_TAC(SPEC `z:complex` COMPLEX_EXPAND) THEN
ASM_REWRITE_TAC[I_THM; CNJ_ADD; CNJ_MUL; CNJ_CX; CNJ_II] THEN
ASM_MESON_TAC[REAL_CX]);;
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