src/HOL/Library/Lubs_Glbs.thy
changeset 55715 c4159fe6fa46
parent 52479 763c6872bd10
     1.1 --- /dev/null	Thu Jan 01 00:00:00 1970 +0000
     1.2 +++ b/src/HOL/Library/Lubs_Glbs.thy	Tue Nov 05 09:45:02 2013 +0100
     1.3 @@ -0,0 +1,245 @@
     1.4 +(*  Title:      HOL/Library/Lubs_Glbs.thy
     1.5 +    Author:     Jacques D. Fleuriot, University of Cambridge
     1.6 +    Author:     Amine Chaieb, University of Cambridge *)
     1.7 +
     1.8 +header {* Definitions of Least Upper Bounds and Greatest Lower Bounds *}
     1.9 +
    1.10 +theory Lubs_Glbs
    1.11 +imports Complex_Main
    1.12 +begin
    1.13 +
    1.14 +text {* Thanks to suggestions by James Margetson *}
    1.15 +
    1.16 +definition setle :: "'a set \<Rightarrow> 'a::ord \<Rightarrow> bool"  (infixl "*<=" 70)
    1.17 +  where "S *<= x = (ALL y: S. y \<le> x)"
    1.18 +
    1.19 +definition setge :: "'a::ord \<Rightarrow> 'a set \<Rightarrow> bool"  (infixl "<=*" 70)
    1.20 +  where "x <=* S = (ALL y: S. x \<le> y)"
    1.21 +
    1.22 +
    1.23 +subsection {* Rules for the Relations @{text "*<="} and @{text "<=*"} *}
    1.24 +
    1.25 +lemma setleI: "ALL y: S. y \<le> x \<Longrightarrow> S *<= x"
    1.26 +  by (simp add: setle_def)
    1.27 +
    1.28 +lemma setleD: "S *<= x \<Longrightarrow> y: S \<Longrightarrow> y \<le> x"
    1.29 +  by (simp add: setle_def)
    1.30 +
    1.31 +lemma setgeI: "ALL y: S. x \<le> y \<Longrightarrow> x <=* S"
    1.32 +  by (simp add: setge_def)
    1.33 +
    1.34 +lemma setgeD: "x <=* S \<Longrightarrow> y: S \<Longrightarrow> x \<le> y"
    1.35 +  by (simp add: setge_def)
    1.36 +
    1.37 +
    1.38 +definition leastP :: "('a \<Rightarrow> bool) \<Rightarrow> 'a::ord \<Rightarrow> bool"
    1.39 +  where "leastP P x = (P x \<and> x <=* Collect P)"
    1.40 +
    1.41 +definition isUb :: "'a set \<Rightarrow> 'a set \<Rightarrow> 'a::ord \<Rightarrow> bool"
    1.42 +  where "isUb R S x = (S *<= x \<and> x: R)"
    1.43 +
    1.44 +definition isLub :: "'a set \<Rightarrow> 'a set \<Rightarrow> 'a::ord \<Rightarrow> bool"
    1.45 +  where "isLub R S x = leastP (isUb R S) x"
    1.46 +
    1.47 +definition ubs :: "'a set \<Rightarrow> 'a::ord set \<Rightarrow> 'a set"
    1.48 +  where "ubs R S = Collect (isUb R S)"
    1.49 +
    1.50 +
    1.51 +subsection {* Rules about the Operators @{term leastP}, @{term ub} and @{term lub} *}
    1.52 +
    1.53 +lemma leastPD1: "leastP P x \<Longrightarrow> P x"
    1.54 +  by (simp add: leastP_def)
    1.55 +
    1.56 +lemma leastPD2: "leastP P x \<Longrightarrow> x <=* Collect P"
    1.57 +  by (simp add: leastP_def)
    1.58 +
    1.59 +lemma leastPD3: "leastP P x \<Longrightarrow> y: Collect P \<Longrightarrow> x \<le> y"
    1.60 +  by (blast dest!: leastPD2 setgeD)
    1.61 +
    1.62 +lemma isLubD1: "isLub R S x \<Longrightarrow> S *<= x"
    1.63 +  by (simp add: isLub_def isUb_def leastP_def)
    1.64 +
    1.65 +lemma isLubD1a: "isLub R S x \<Longrightarrow> x: R"
    1.66 +  by (simp add: isLub_def isUb_def leastP_def)
    1.67 +
    1.68 +lemma isLub_isUb: "isLub R S x \<Longrightarrow> isUb R S x"
    1.69 +  unfolding isUb_def by (blast dest: isLubD1 isLubD1a)
    1.70 +
    1.71 +lemma isLubD2: "isLub R S x \<Longrightarrow> y : S \<Longrightarrow> y \<le> x"
    1.72 +  by (blast dest!: isLubD1 setleD)
    1.73 +
    1.74 +lemma isLubD3: "isLub R S x \<Longrightarrow> leastP (isUb R S) x"
    1.75 +  by (simp add: isLub_def)
    1.76 +
    1.77 +lemma isLubI1: "leastP(isUb R S) x \<Longrightarrow> isLub R S x"
    1.78 +  by (simp add: isLub_def)
    1.79 +
    1.80 +lemma isLubI2: "isUb R S x \<Longrightarrow> x <=* Collect (isUb R S) \<Longrightarrow> isLub R S x"
    1.81 +  by (simp add: isLub_def leastP_def)
    1.82 +
    1.83 +lemma isUbD: "isUb R S x \<Longrightarrow> y : S \<Longrightarrow> y \<le> x"
    1.84 +  by (simp add: isUb_def setle_def)
    1.85 +
    1.86 +lemma isUbD2: "isUb R S x \<Longrightarrow> S *<= x"
    1.87 +  by (simp add: isUb_def)
    1.88 +
    1.89 +lemma isUbD2a: "isUb R S x \<Longrightarrow> x: R"
    1.90 +  by (simp add: isUb_def)
    1.91 +
    1.92 +lemma isUbI: "S *<= x \<Longrightarrow> x: R \<Longrightarrow> isUb R S x"
    1.93 +  by (simp add: isUb_def)
    1.94 +
    1.95 +lemma isLub_le_isUb: "isLub R S x \<Longrightarrow> isUb R S y \<Longrightarrow> x \<le> y"
    1.96 +  unfolding isLub_def by (blast intro!: leastPD3)
    1.97 +
    1.98 +lemma isLub_ubs: "isLub R S x \<Longrightarrow> x <=* ubs R S"
    1.99 +  unfolding ubs_def isLub_def by (rule leastPD2)
   1.100 +
   1.101 +lemma isLub_unique: "[| isLub R S x; isLub R S y |] ==> x = (y::'a::linorder)"
   1.102 +  apply (frule isLub_isUb)
   1.103 +  apply (frule_tac x = y in isLub_isUb)
   1.104 +  apply (blast intro!: order_antisym dest!: isLub_le_isUb)
   1.105 +  done
   1.106 +
   1.107 +lemma isUb_UNIV_I: "(\<And>y. y \<in> S \<Longrightarrow> y \<le> u) \<Longrightarrow> isUb UNIV S u"
   1.108 +  by (simp add: isUbI setleI)
   1.109 +
   1.110 +
   1.111 +definition greatestP :: "('a \<Rightarrow> bool) \<Rightarrow> 'a::ord \<Rightarrow> bool"
   1.112 +  where "greatestP P x = (P x \<and> Collect P *<=  x)"
   1.113 +
   1.114 +definition isLb :: "'a set \<Rightarrow> 'a set \<Rightarrow> 'a::ord \<Rightarrow> bool"
   1.115 +  where "isLb R S x = (x <=* S \<and> x: R)"
   1.116 +
   1.117 +definition isGlb :: "'a set \<Rightarrow> 'a set \<Rightarrow> 'a::ord \<Rightarrow> bool"
   1.118 +  where "isGlb R S x = greatestP (isLb R S) x"
   1.119 +
   1.120 +definition lbs :: "'a set \<Rightarrow> 'a::ord set \<Rightarrow> 'a set"
   1.121 +  where "lbs R S = Collect (isLb R S)"
   1.122 +
   1.123 +
   1.124 +subsection {* Rules about the Operators @{term greatestP}, @{term isLb} and @{term isGlb} *}
   1.125 +
   1.126 +lemma greatestPD1: "greatestP P x \<Longrightarrow> P x"
   1.127 +  by (simp add: greatestP_def)
   1.128 +
   1.129 +lemma greatestPD2: "greatestP P x \<Longrightarrow> Collect P *<= x"
   1.130 +  by (simp add: greatestP_def)
   1.131 +
   1.132 +lemma greatestPD3: "greatestP P x \<Longrightarrow> y: Collect P \<Longrightarrow> x \<ge> y"
   1.133 +  by (blast dest!: greatestPD2 setleD)
   1.134 +
   1.135 +lemma isGlbD1: "isGlb R S x \<Longrightarrow> x <=* S"
   1.136 +  by (simp add: isGlb_def isLb_def greatestP_def)
   1.137 +
   1.138 +lemma isGlbD1a: "isGlb R S x \<Longrightarrow> x: R"
   1.139 +  by (simp add: isGlb_def isLb_def greatestP_def)
   1.140 +
   1.141 +lemma isGlb_isLb: "isGlb R S x \<Longrightarrow> isLb R S x"
   1.142 +  unfolding isLb_def by (blast dest: isGlbD1 isGlbD1a)
   1.143 +
   1.144 +lemma isGlbD2: "isGlb R S x \<Longrightarrow> y : S \<Longrightarrow> y \<ge> x"
   1.145 +  by (blast dest!: isGlbD1 setgeD)
   1.146 +
   1.147 +lemma isGlbD3: "isGlb R S x \<Longrightarrow> greatestP (isLb R S) x"
   1.148 +  by (simp add: isGlb_def)
   1.149 +
   1.150 +lemma isGlbI1: "greatestP (isLb R S) x \<Longrightarrow> isGlb R S x"
   1.151 +  by (simp add: isGlb_def)
   1.152 +
   1.153 +lemma isGlbI2: "isLb R S x \<Longrightarrow> Collect (isLb R S) *<= x \<Longrightarrow> isGlb R S x"
   1.154 +  by (simp add: isGlb_def greatestP_def)
   1.155 +
   1.156 +lemma isLbD: "isLb R S x \<Longrightarrow> y : S \<Longrightarrow> y \<ge> x"
   1.157 +  by (simp add: isLb_def setge_def)
   1.158 +
   1.159 +lemma isLbD2: "isLb R S x \<Longrightarrow> x <=* S "
   1.160 +  by (simp add: isLb_def)
   1.161 +
   1.162 +lemma isLbD2a: "isLb R S x \<Longrightarrow> x: R"
   1.163 +  by (simp add: isLb_def)
   1.164 +
   1.165 +lemma isLbI: "x <=* S \<Longrightarrow> x: R \<Longrightarrow> isLb R S x"
   1.166 +  by (simp add: isLb_def)
   1.167 +
   1.168 +lemma isGlb_le_isLb: "isGlb R S x \<Longrightarrow> isLb R S y \<Longrightarrow> x \<ge> y"
   1.169 +  unfolding isGlb_def by (blast intro!: greatestPD3)
   1.170 +
   1.171 +lemma isGlb_ubs: "isGlb R S x \<Longrightarrow> lbs R S *<= x"
   1.172 +  unfolding lbs_def isGlb_def by (rule greatestPD2)
   1.173 +
   1.174 +lemma isGlb_unique: "[| isGlb R S x; isGlb R S y |] ==> x = (y::'a::linorder)"
   1.175 +  apply (frule isGlb_isLb)
   1.176 +  apply (frule_tac x = y in isGlb_isLb)
   1.177 +  apply (blast intro!: order_antisym dest!: isGlb_le_isLb)
   1.178 +  done
   1.179 +
   1.180 +lemma bdd_above_setle: "bdd_above A \<longleftrightarrow> (\<exists>a. A *<= a)"
   1.181 +  by (auto simp: bdd_above_def setle_def)
   1.182 +
   1.183 +lemma bdd_below_setge: "bdd_below A \<longleftrightarrow> (\<exists>a. a <=* A)"
   1.184 +  by (auto simp: bdd_below_def setge_def)
   1.185 +
   1.186 +lemma isLub_cSup: 
   1.187 +  "(S::'a :: conditionally_complete_lattice set) \<noteq> {} \<Longrightarrow> (\<exists>b. S *<= b) \<Longrightarrow> isLub UNIV S (Sup S)"
   1.188 +  by  (auto simp add: isLub_def setle_def leastP_def isUb_def
   1.189 +            intro!: setgeI cSup_upper cSup_least)
   1.190 +
   1.191 +lemma isGlb_cInf: 
   1.192 +  "(S::'a :: conditionally_complete_lattice set) \<noteq> {} \<Longrightarrow> (\<exists>b. b <=* S) \<Longrightarrow> isGlb UNIV S (Inf S)"
   1.193 +  by  (auto simp add: isGlb_def setge_def greatestP_def isLb_def
   1.194 +            intro!: setleI cInf_lower cInf_greatest)
   1.195 +
   1.196 +lemma cSup_le: "(S::'a::conditionally_complete_lattice set) \<noteq> {} \<Longrightarrow> S *<= b \<Longrightarrow> Sup S \<le> b"
   1.197 +  by (metis cSup_least setle_def)
   1.198 +
   1.199 +lemma cInf_ge: "(S::'a :: conditionally_complete_lattice set) \<noteq> {} \<Longrightarrow> b <=* S \<Longrightarrow> Inf S \<ge> b"
   1.200 +  by (metis cInf_greatest setge_def)
   1.201 +
   1.202 +lemma cSup_bounds:
   1.203 +  fixes S :: "'a :: conditionally_complete_lattice set"
   1.204 +  shows "S \<noteq> {} \<Longrightarrow> a <=* S \<Longrightarrow> S *<= b \<Longrightarrow> a \<le> Sup S \<and> Sup S \<le> b"
   1.205 +  using cSup_least[of S b] cSup_upper2[of _ S a]
   1.206 +  by (auto simp: bdd_above_setle setge_def setle_def)
   1.207 +
   1.208 +lemma cSup_unique: "(S::'a :: {conditionally_complete_linorder, no_bot} set) *<= b \<Longrightarrow> (\<forall>b'<b. \<exists>x\<in>S. b' < x) \<Longrightarrow> Sup S = b"
   1.209 +  by (rule cSup_eq) (auto simp: not_le[symmetric] setle_def)
   1.210 +
   1.211 +lemma cInf_unique: "b <=* (S::'a :: {conditionally_complete_linorder, no_top} set) \<Longrightarrow> (\<forall>b'>b. \<exists>x\<in>S. b' > x) \<Longrightarrow> Inf S = b"
   1.212 +  by (rule cInf_eq) (auto simp: not_le[symmetric] setge_def)
   1.213 +
   1.214 +text{* Use completeness of reals (supremum property) to show that any bounded sequence has a least upper bound*}
   1.215 +
   1.216 +lemma reals_complete: "\<exists>X. X \<in> S \<Longrightarrow> \<exists>Y. isUb (UNIV::real set) S Y \<Longrightarrow> \<exists>t. isLub (UNIV :: real set) S t"
   1.217 +  by (intro exI[of _ "Sup S"] isLub_cSup) (auto simp: setle_def isUb_def intro!: cSup_upper)
   1.218 +
   1.219 +lemma Bseq_isUb: "\<And>X :: nat \<Rightarrow> real. Bseq X \<Longrightarrow> \<exists>U. isUb (UNIV::real set) {x. \<exists>n. X n = x} U"
   1.220 +  by (auto intro: isUbI setleI simp add: Bseq_def abs_le_iff)
   1.221 +
   1.222 +lemma Bseq_isLub: "\<And>X :: nat \<Rightarrow> real. Bseq X \<Longrightarrow> \<exists>U. isLub (UNIV::real set) {x. \<exists>n. X n = x} U"
   1.223 +  by (blast intro: reals_complete Bseq_isUb)
   1.224 +
   1.225 +lemma isLub_mono_imp_LIMSEQ:
   1.226 +  fixes X :: "nat \<Rightarrow> real"
   1.227 +  assumes u: "isLub UNIV {x. \<exists>n. X n = x} u" (* FIXME: use 'range X' *)
   1.228 +  assumes X: "\<forall>m n. m \<le> n \<longrightarrow> X m \<le> X n"
   1.229 +  shows "X ----> u"
   1.230 +proof -
   1.231 +  have "X ----> (SUP i. X i)"
   1.232 +    using u[THEN isLubD1] X
   1.233 +    by (intro LIMSEQ_incseq_SUP) (auto simp: incseq_def image_def eq_commute bdd_above_setle)
   1.234 +  also have "(SUP i. X i) = u"
   1.235 +    using isLub_cSup[of "range X"] u[THEN isLubD1]
   1.236 +    by (intro isLub_unique[OF _ u]) (auto simp add: SUP_def image_def eq_commute)
   1.237 +  finally show ?thesis .
   1.238 +qed
   1.239 +
   1.240 +lemmas real_isGlb_unique = isGlb_unique[where 'a=real]
   1.241 +
   1.242 +lemma real_le_inf_subset: "t \<noteq> {} \<Longrightarrow> t \<subseteq> s \<Longrightarrow> \<exists>b. b <=* s \<Longrightarrow> Inf s \<le> Inf (t::real set)"
   1.243 +  by (rule cInf_superset_mono) (auto simp: bdd_below_setge)
   1.244 +
   1.245 +lemma real_ge_sup_subset: "t \<noteq> {} \<Longrightarrow> t \<subseteq> s \<Longrightarrow> \<exists>b. s *<= b \<Longrightarrow> Sup s \<ge> Sup (t::real set)"
   1.246 +  by (rule cSup_subset_mono) (auto simp: bdd_above_setle)
   1.247 +
   1.248 +end