src/HOL/MacLaurin.thy
author huffman
Mon, 17 May 2010 15:58:32 -0700
changeset 36974 b877866b5b00
parent 32039 c141f139ce26
child 41368 74e41b2d48ea
permissions -rw-r--r--
remove some unnamed simp rules from Transcendental.thy; move the needed ones to MacLaurin.thy where they are used
     1 (*  Author      : Jacques D. Fleuriot
     2     Copyright   : 2001 University of Edinburgh
     3     Conversion to Isar and new proofs by Lawrence C Paulson, 2004
     4 *)
     5 
     6 header{*MacLaurin Series*}
     7 
     8 theory MacLaurin
     9 imports Transcendental
    10 begin
    11 
    12 subsection{*Maclaurin's Theorem with Lagrange Form of Remainder*}
    13 
    14 text{*This is a very long, messy proof even now that it's been broken down
    15 into lemmas.*}
    16 
    17 lemma Maclaurin_lemma:
    18     "0 < h ==>
    19      \<exists>B. f h = (\<Sum>m=0..<n. (j m / real (fact m)) * (h^m)) +
    20                (B * ((h^n) / real(fact n)))"
    21 apply (rule_tac x = "(f h - (\<Sum>m=0..<n. (j m / real (fact m)) * h^m)) *
    22                  real(fact n) / (h^n)"
    23        in exI)
    24 apply (simp) 
    25 done
    26 
    27 lemma eq_diff_eq': "(x = y - z) = (y = x + (z::real))"
    28 by arith
    29 
    30 lemma fact_diff_Suc [rule_format]:
    31   "n < Suc m ==> fact (Suc m - n) = (Suc m - n) * fact (m - n)"
    32   by (subst fact_reduce_nat, auto)
    33 
    34 lemma Maclaurin_lemma2:
    35   assumes diff: "\<forall>m t. m < n \<and> 0\<le>t \<and> t\<le>h \<longrightarrow> DERIV (diff m) t :> diff (Suc m) t"
    36   assumes n: "n = Suc k"
    37   assumes difg: "difg =
    38         (\<lambda>m t. diff m t -
    39                ((\<Sum>p = 0..<n - m. diff (m + p) 0 / real (fact p) * t ^ p) +
    40                 B * (t ^ (n - m) / real (fact (n - m)))))"
    41   shows
    42       "\<forall>m t. m < n & 0 \<le> t & t \<le> h --> DERIV (difg m) t :> difg (Suc m) t"
    43 unfolding difg
    44  apply clarify
    45  apply (rule DERIV_diff)
    46   apply (simp add: diff)
    47  apply (simp only: n)
    48  apply (rule DERIV_add)
    49   apply (rule_tac [2] DERIV_cmult)
    50   apply (rule_tac [2] lemma_DERIV_subst)
    51    apply (rule_tac [2] DERIV_quotient)
    52      apply (rule_tac [3] DERIV_const)
    53     apply (rule_tac [2] DERIV_pow)
    54    prefer 3 
    55 
    56 apply (simp add: fact_diff_Suc)
    57   prefer 2 apply simp
    58  apply (frule less_iff_Suc_add [THEN iffD1], clarify)
    59  apply (simp del: setsum_op_ivl_Suc)
    60  apply (insert sumr_offset4 [of "Suc 0"])
    61  apply (simp del: setsum_op_ivl_Suc fact_Suc power_Suc)
    62  apply (rule lemma_DERIV_subst)
    63   apply (rule DERIV_add)
    64    apply (rule_tac [2] DERIV_const)
    65   apply (rule DERIV_sumr, clarify)
    66   prefer 2 apply simp
    67  apply (simp (no_asm) add: divide_inverse mult_assoc del: fact_Suc power_Suc)
    68  apply (rule DERIV_cmult)
    69  apply (rule lemma_DERIV_subst)
    70   apply (best intro!: DERIV_intros)
    71  apply (subst fact_Suc)
    72  apply (subst real_of_nat_mult)
    73  apply (simp add: mult_ac)
    74 done
    75 
    76 lemma Maclaurin:
    77   assumes h: "0 < h"
    78   assumes n: "0 < n"
    79   assumes diff_0: "diff 0 = f"
    80   assumes diff_Suc:
    81     "\<forall>m t. m < n & 0 \<le> t & t \<le> h --> DERIV (diff m) t :> diff (Suc m) t"
    82   shows
    83     "\<exists>t. 0 < t & t < h &
    84               f h =
    85               setsum (%m. (diff m 0 / real (fact m)) * h ^ m) {0..<n} +
    86               (diff n t / real (fact n)) * h ^ n"
    87 proof -
    88   from n obtain m where m: "n = Suc m"
    89     by (cases n, simp add: n)
    90 
    91   obtain B where f_h: "f h =
    92         (\<Sum>m = 0..<n. diff m (0\<Colon>real) / real (fact m) * h ^ m) +
    93         B * (h ^ n / real (fact n))"
    94     using Maclaurin_lemma [OF h] ..
    95 
    96   obtain g where g_def: "g = (%t. f t -
    97     (setsum (%m. (diff m 0 / real(fact m)) * t^m) {0..<n}
    98       + (B * (t^n / real(fact n)))))" by blast
    99 
   100   have g2: "g 0 = 0 & g h = 0"
   101     apply (simp add: m f_h g_def del: setsum_op_ivl_Suc)
   102     apply (cut_tac n = m and k = "Suc 0" in sumr_offset2)
   103     apply (simp add: eq_diff_eq' diff_0 del: setsum_op_ivl_Suc)
   104     done
   105 
   106   obtain difg where difg_def: "difg = (%m t. diff m t -
   107     (setsum (%p. (diff (m + p) 0 / real (fact p)) * (t ^ p)) {0..<n-m}
   108       + (B * ((t ^ (n - m)) / real (fact (n - m))))))" by blast
   109 
   110   have difg_0: "difg 0 = g"
   111     unfolding difg_def g_def by (simp add: diff_0)
   112 
   113   have difg_Suc: "\<forall>(m\<Colon>nat) t\<Colon>real.
   114         m < n \<and> (0\<Colon>real) \<le> t \<and> t \<le> h \<longrightarrow> DERIV (difg m) t :> difg (Suc m) t"
   115     using diff_Suc m difg_def by (rule Maclaurin_lemma2)
   116 
   117   have difg_eq_0: "\<forall>m. m < n --> difg m 0 = 0"
   118     apply clarify
   119     apply (simp add: m difg_def)
   120     apply (frule less_iff_Suc_add [THEN iffD1], clarify)
   121     apply (simp del: setsum_op_ivl_Suc)
   122     apply (insert sumr_offset4 [of "Suc 0"])
   123     apply (simp del: setsum_op_ivl_Suc fact_Suc)
   124     done
   125 
   126   have isCont_difg: "\<And>m x. \<lbrakk>m < n; 0 \<le> x; x \<le> h\<rbrakk> \<Longrightarrow> isCont (difg m) x"
   127     by (rule DERIV_isCont [OF difg_Suc [rule_format]]) simp
   128 
   129   have differentiable_difg:
   130     "\<And>m x. \<lbrakk>m < n; 0 \<le> x; x \<le> h\<rbrakk> \<Longrightarrow> difg m differentiable x"
   131     by (rule differentiableI [OF difg_Suc [rule_format]]) simp
   132 
   133   have difg_Suc_eq_0: "\<And>m t. \<lbrakk>m < n; 0 \<le> t; t \<le> h; DERIV (difg m) t :> 0\<rbrakk>
   134         \<Longrightarrow> difg (Suc m) t = 0"
   135     by (rule DERIV_unique [OF difg_Suc [rule_format]]) simp
   136 
   137   have "m < n" using m by simp
   138 
   139   have "\<exists>t. 0 < t \<and> t < h \<and> DERIV (difg m) t :> 0"
   140   using `m < n`
   141   proof (induct m)
   142   case 0
   143     show ?case
   144     proof (rule Rolle)
   145       show "0 < h" by fact
   146       show "difg 0 0 = difg 0 h" by (simp add: difg_0 g2)
   147       show "\<forall>x. 0 \<le> x \<and> x \<le> h \<longrightarrow> isCont (difg (0\<Colon>nat)) x"
   148         by (simp add: isCont_difg n)
   149       show "\<forall>x. 0 < x \<and> x < h \<longrightarrow> difg (0\<Colon>nat) differentiable x"
   150         by (simp add: differentiable_difg n)
   151     qed
   152   next
   153   case (Suc m')
   154     hence "\<exists>t. 0 < t \<and> t < h \<and> DERIV (difg m') t :> 0" by simp
   155     then obtain t where t: "0 < t" "t < h" "DERIV (difg m') t :> 0" by fast
   156     have "\<exists>t'. 0 < t' \<and> t' < t \<and> DERIV (difg (Suc m')) t' :> 0"
   157     proof (rule Rolle)
   158       show "0 < t" by fact
   159       show "difg (Suc m') 0 = difg (Suc m') t"
   160         using t `Suc m' < n` by (simp add: difg_Suc_eq_0 difg_eq_0)
   161       show "\<forall>x. 0 \<le> x \<and> x \<le> t \<longrightarrow> isCont (difg (Suc m')) x"
   162         using `t < h` `Suc m' < n` by (simp add: isCont_difg)
   163       show "\<forall>x. 0 < x \<and> x < t \<longrightarrow> difg (Suc m') differentiable x"
   164         using `t < h` `Suc m' < n` by (simp add: differentiable_difg)
   165     qed
   166     thus ?case
   167       using `t < h` by auto
   168   qed
   169 
   170   then obtain t where "0 < t" "t < h" "DERIV (difg m) t :> 0" by fast
   171 
   172   hence "difg (Suc m) t = 0"
   173     using `m < n` by (simp add: difg_Suc_eq_0)
   174 
   175   show ?thesis
   176   proof (intro exI conjI)
   177     show "0 < t" by fact
   178     show "t < h" by fact
   179     show "f h =
   180       (\<Sum>m = 0..<n. diff m 0 / real (fact m) * h ^ m) +
   181       diff n t / real (fact n) * h ^ n"
   182       using `difg (Suc m) t = 0`
   183       by (simp add: m f_h difg_def del: fact_Suc)
   184   qed
   185 
   186 qed
   187 
   188 lemma Maclaurin_objl:
   189   "0 < h & n>0 & diff 0 = f &
   190   (\<forall>m t. m < n & 0 \<le> t & t \<le> h --> DERIV (diff m) t :> diff (Suc m) t)
   191    --> (\<exists>t. 0 < t & t < h &
   192             f h = (\<Sum>m=0..<n. diff m 0 / real (fact m) * h ^ m) +
   193                   diff n t / real (fact n) * h ^ n)"
   194 by (blast intro: Maclaurin)
   195 
   196 
   197 lemma Maclaurin2:
   198    "[| 0 < h; diff 0 = f;
   199        \<forall>m t.
   200           m < n & 0 \<le> t & t \<le> h --> DERIV (diff m) t :> diff (Suc m) t |]
   201     ==> \<exists>t. 0 < t &
   202               t \<le> h &
   203               f h =
   204               (\<Sum>m=0..<n. diff m 0 / real (fact m) * h ^ m) +
   205               diff n t / real (fact n) * h ^ n"
   206 apply (case_tac "n", auto)
   207 apply (drule Maclaurin, auto)
   208 done
   209 
   210 lemma Maclaurin2_objl:
   211      "0 < h & diff 0 = f &
   212        (\<forall>m t.
   213           m < n & 0 \<le> t & t \<le> h --> DERIV (diff m) t :> diff (Suc m) t)
   214     --> (\<exists>t. 0 < t &
   215               t \<le> h &
   216               f h =
   217               (\<Sum>m=0..<n. diff m 0 / real (fact m) * h ^ m) +
   218               diff n t / real (fact n) * h ^ n)"
   219 by (blast intro: Maclaurin2)
   220 
   221 lemma Maclaurin_minus:
   222    "[| h < 0; n > 0; diff 0 = f;
   223        \<forall>m t. m < n & h \<le> t & t \<le> 0 --> DERIV (diff m) t :> diff (Suc m) t |]
   224     ==> \<exists>t. h < t &
   225               t < 0 &
   226               f h =
   227               (\<Sum>m=0..<n. diff m 0 / real (fact m) * h ^ m) +
   228               diff n t / real (fact n) * h ^ n"
   229 apply (cut_tac f = "%x. f (-x)"
   230         and diff = "%n x. (-1 ^ n) * diff n (-x)"
   231         and h = "-h" and n = n in Maclaurin_objl)
   232 apply (simp)
   233 apply safe
   234 apply (subst minus_mult_right)
   235 apply (rule DERIV_cmult)
   236 apply (rule lemma_DERIV_subst)
   237 apply (rule DERIV_chain2 [where g=uminus])
   238 apply (rule_tac [2] DERIV_minus, rule_tac [2] DERIV_ident)
   239 prefer 2 apply force
   240 apply force
   241 apply (rule_tac x = "-t" in exI, auto)
   242 apply (subgoal_tac "(\<Sum>m = 0..<n. -1 ^ m * diff m 0 * (-h)^m / real(fact m)) =
   243                     (\<Sum>m = 0..<n. diff m 0 * h ^ m / real(fact m))")
   244 apply (rule_tac [2] setsum_cong[OF refl])
   245 apply (auto simp add: divide_inverse power_mult_distrib [symmetric])
   246 done
   247 
   248 lemma Maclaurin_minus_objl:
   249      "(h < 0 & n > 0 & diff 0 = f &
   250        (\<forall>m t.
   251           m < n & h \<le> t & t \<le> 0 --> DERIV (diff m) t :> diff (Suc m) t))
   252     --> (\<exists>t. h < t &
   253               t < 0 &
   254               f h =
   255               (\<Sum>m=0..<n. diff m 0 / real (fact m) * h ^ m) +
   256               diff n t / real (fact n) * h ^ n)"
   257 by (blast intro: Maclaurin_minus)
   258 
   259 
   260 subsection{*More Convenient "Bidirectional" Version.*}
   261 
   262 (* not good for PVS sin_approx, cos_approx *)
   263 
   264 lemma Maclaurin_bi_le_lemma [rule_format]:
   265   "n>0 \<longrightarrow>
   266    diff 0 0 =
   267    (\<Sum>m = 0..<n. diff m 0 * 0 ^ m / real (fact m)) +
   268    diff n 0 * 0 ^ n / real (fact n)"
   269 by (induct "n", auto)
   270 
   271 lemma Maclaurin_bi_le:
   272    "[| diff 0 = f;
   273        \<forall>m t. m < n & abs t \<le> abs x --> DERIV (diff m) t :> diff (Suc m) t |]
   274     ==> \<exists>t. abs t \<le> abs x &
   275               f x =
   276               (\<Sum>m=0..<n. diff m 0 / real (fact m) * x ^ m) +
   277               diff n t / real (fact n) * x ^ n"
   278 apply (case_tac "n = 0", force)
   279 apply (case_tac "x = 0")
   280  apply (rule_tac x = 0 in exI)
   281  apply (force simp add: Maclaurin_bi_le_lemma)
   282 apply (cut_tac x = x and y = 0 in linorder_less_linear, auto)
   283  txt{*Case 1, where @{term "x < 0"}*}
   284  apply (cut_tac f = "diff 0" and diff = diff and h = x and n = n in Maclaurin_minus_objl, safe)
   285   apply (simp add: abs_if)
   286  apply (rule_tac x = t in exI)
   287  apply (simp add: abs_if)
   288 txt{*Case 2, where @{term "0 < x"}*}
   289 apply (cut_tac f = "diff 0" and diff = diff and h = x and n = n in Maclaurin_objl, safe)
   290  apply (simp add: abs_if)
   291 apply (rule_tac x = t in exI)
   292 apply (simp add: abs_if)
   293 done
   294 
   295 lemma Maclaurin_all_lt:
   296      "[| diff 0 = f;
   297          \<forall>m x. DERIV (diff m) x :> diff(Suc m) x;
   298         x ~= 0; n > 0
   299       |] ==> \<exists>t. 0 < abs t & abs t < abs x &
   300                f x = (\<Sum>m=0..<n. (diff m 0 / real (fact m)) * x ^ m) +
   301                      (diff n t / real (fact n)) * x ^ n"
   302 apply (rule_tac x = x and y = 0 in linorder_cases)
   303 prefer 2 apply blast
   304 apply (drule_tac [2] diff=diff in Maclaurin)
   305 apply (drule_tac diff=diff in Maclaurin_minus, simp_all, safe)
   306 apply (rule_tac [!] x = t in exI, auto)
   307 done
   308 
   309 lemma Maclaurin_all_lt_objl:
   310      "diff 0 = f &
   311       (\<forall>m x. DERIV (diff m) x :> diff(Suc m) x) &
   312       x ~= 0 & n > 0
   313       --> (\<exists>t. 0 < abs t & abs t < abs x &
   314                f x = (\<Sum>m=0..<n. (diff m 0 / real (fact m)) * x ^ m) +
   315                      (diff n t / real (fact n)) * x ^ n)"
   316 by (blast intro: Maclaurin_all_lt)
   317 
   318 lemma Maclaurin_zero [rule_format]:
   319      "x = (0::real)
   320       ==> n \<noteq> 0 -->
   321           (\<Sum>m=0..<n. (diff m (0::real) / real (fact m)) * x ^ m) =
   322           diff 0 0"
   323 by (induct n, auto)
   324 
   325 lemma Maclaurin_all_le: "[| diff 0 = f;
   326         \<forall>m x. DERIV (diff m) x :> diff (Suc m) x
   327       |] ==> \<exists>t. abs t \<le> abs x &
   328               f x = (\<Sum>m=0..<n. (diff m 0 / real (fact m)) * x ^ m) +
   329                     (diff n t / real (fact n)) * x ^ n"
   330 apply(cases "n=0")
   331 apply (force)
   332 apply (case_tac "x = 0")
   333 apply (frule_tac diff = diff and n = n in Maclaurin_zero, assumption)
   334 apply (drule not0_implies_Suc)
   335 apply (rule_tac x = 0 in exI, force)
   336 apply (frule_tac diff = diff and n = n in Maclaurin_all_lt, auto)
   337 apply (rule_tac x = t in exI, auto)
   338 done
   339 
   340 lemma Maclaurin_all_le_objl: "diff 0 = f &
   341       (\<forall>m x. DERIV (diff m) x :> diff (Suc m) x)
   342       --> (\<exists>t. abs t \<le> abs x &
   343               f x = (\<Sum>m=0..<n. (diff m 0 / real (fact m)) * x ^ m) +
   344                     (diff n t / real (fact n)) * x ^ n)"
   345 by (blast intro: Maclaurin_all_le)
   346 
   347 
   348 subsection{*Version for Exponential Function*}
   349 
   350 lemma Maclaurin_exp_lt: "[| x ~= 0; n > 0 |]
   351       ==> (\<exists>t. 0 < abs t &
   352                 abs t < abs x &
   353                 exp x = (\<Sum>m=0..<n. (x ^ m) / real (fact m)) +
   354                         (exp t / real (fact n)) * x ^ n)"
   355 by (cut_tac diff = "%n. exp" and f = exp and x = x and n = n in Maclaurin_all_lt_objl, auto)
   356 
   357 
   358 lemma Maclaurin_exp_le:
   359      "\<exists>t. abs t \<le> abs x &
   360             exp x = (\<Sum>m=0..<n. (x ^ m) / real (fact m)) +
   361                        (exp t / real (fact n)) * x ^ n"
   362 by (cut_tac diff = "%n. exp" and f = exp and x = x and n = n in Maclaurin_all_le_objl, auto)
   363 
   364 
   365 subsection{*Version for Sine Function*}
   366 
   367 lemma mod_exhaust_less_4:
   368   "m mod 4 = 0 | m mod 4 = 1 | m mod 4 = 2 | m mod 4 = (3::nat)"
   369 by auto
   370 
   371 lemma Suc_Suc_mult_two_diff_two [rule_format, simp]:
   372   "n\<noteq>0 --> Suc (Suc (2 * n - 2)) = 2*n"
   373 by (induct "n", auto)
   374 
   375 lemma lemma_Suc_Suc_4n_diff_2 [rule_format, simp]:
   376   "n\<noteq>0 --> Suc (Suc (4*n - 2)) = 4*n"
   377 by (induct "n", auto)
   378 
   379 lemma Suc_mult_two_diff_one [rule_format, simp]:
   380   "n\<noteq>0 --> Suc (2 * n - 1) = 2*n"
   381 by (induct "n", auto)
   382 
   383 
   384 text{*It is unclear why so many variant results are needed.*}
   385 
   386 lemma sin_expansion_lemma:
   387      "sin (x + real (Suc m) * pi / 2) =  
   388       cos (x + real (m) * pi / 2)"
   389 by (simp only: cos_add sin_add real_of_nat_Suc add_divide_distrib left_distrib, auto)
   390 
   391 lemma Maclaurin_sin_expansion2:
   392      "\<exists>t. abs t \<le> abs x &
   393        sin x =
   394        (\<Sum>m=0..<n. (if even m then 0
   395                        else (-1 ^ ((m - Suc 0) div 2)) / real (fact m)) *
   396                        x ^ m)
   397       + ((sin(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
   398 apply (cut_tac f = sin and n = n and x = x
   399         and diff = "%n x. sin (x + 1/2*real n * pi)" in Maclaurin_all_lt_objl)
   400 apply safe
   401 apply (simp (no_asm))
   402 apply (simp (no_asm) add: sin_expansion_lemma)
   403 apply (case_tac "n", clarify, simp, simp add: lemma_STAR_sin)
   404 apply (rule ccontr, simp)
   405 apply (drule_tac x = x in spec, simp)
   406 apply (erule ssubst)
   407 apply (rule_tac x = t in exI, simp)
   408 apply (rule setsum_cong[OF refl])
   409 apply (auto simp add: sin_zero_iff odd_Suc_mult_two_ex)
   410 done
   411 
   412 lemma Maclaurin_sin_expansion:
   413      "\<exists>t. sin x =
   414        (\<Sum>m=0..<n. (if even m then 0
   415                        else (-1 ^ ((m - Suc 0) div 2)) / real (fact m)) *
   416                        x ^ m)
   417       + ((sin(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
   418 apply (insert Maclaurin_sin_expansion2 [of x n]) 
   419 apply (blast intro: elim:); 
   420 done
   421 
   422 lemma Maclaurin_sin_expansion3:
   423      "[| n > 0; 0 < x |] ==>
   424        \<exists>t. 0 < t & t < x &
   425        sin x =
   426        (\<Sum>m=0..<n. (if even m then 0
   427                        else (-1 ^ ((m - Suc 0) div 2)) / real (fact m)) *
   428                        x ^ m)
   429       + ((sin(t + 1/2 * real(n) *pi) / real (fact n)) * x ^ n)"
   430 apply (cut_tac f = sin and n = n and h = x and diff = "%n x. sin (x + 1/2*real (n) *pi)" in Maclaurin_objl)
   431 apply safe
   432 apply simp
   433 apply (simp (no_asm) add: sin_expansion_lemma)
   434 apply (erule ssubst)
   435 apply (rule_tac x = t in exI, simp)
   436 apply (rule setsum_cong[OF refl])
   437 apply (auto simp add: sin_zero_iff odd_Suc_mult_two_ex)
   438 done
   439 
   440 lemma Maclaurin_sin_expansion4:
   441      "0 < x ==>
   442        \<exists>t. 0 < t & t \<le> x &
   443        sin x =
   444        (\<Sum>m=0..<n. (if even m then 0
   445                        else (-1 ^ ((m - Suc 0) div 2)) / real (fact m)) *
   446                        x ^ m)
   447       + ((sin(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
   448 apply (cut_tac f = sin and n = n and h = x and diff = "%n x. sin (x + 1/2*real (n) *pi)" in Maclaurin2_objl)
   449 apply safe
   450 apply simp
   451 apply (simp (no_asm) add: sin_expansion_lemma)
   452 apply (erule ssubst)
   453 apply (rule_tac x = t in exI, simp)
   454 apply (rule setsum_cong[OF refl])
   455 apply (auto simp add: sin_zero_iff odd_Suc_mult_two_ex)
   456 done
   457 
   458 
   459 subsection{*Maclaurin Expansion for Cosine Function*}
   460 
   461 lemma sumr_cos_zero_one [simp]:
   462  "(\<Sum>m=0..<(Suc n).
   463      (if even m then -1 ^ (m div 2)/(real  (fact m)) else 0) * 0 ^ m) = 1"
   464 by (induct "n", auto)
   465 
   466 lemma cos_expansion_lemma:
   467   "cos (x + real(Suc m) * pi / 2) = -sin (x + real m * pi / 2)"
   468 by (simp only: cos_add sin_add real_of_nat_Suc left_distrib add_divide_distrib, auto)
   469 
   470 lemma Maclaurin_cos_expansion:
   471      "\<exists>t. abs t \<le> abs x &
   472        cos x =
   473        (\<Sum>m=0..<n. (if even m
   474                        then -1 ^ (m div 2)/(real (fact m))
   475                        else 0) *
   476                        x ^ m)
   477       + ((cos(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
   478 apply (cut_tac f = cos and n = n and x = x and diff = "%n x. cos (x + 1/2*real (n) *pi)" in Maclaurin_all_lt_objl)
   479 apply safe
   480 apply (simp (no_asm))
   481 apply (simp (no_asm) add: cos_expansion_lemma)
   482 apply (case_tac "n", simp)
   483 apply (simp del: setsum_op_ivl_Suc)
   484 apply (rule ccontr, simp)
   485 apply (drule_tac x = x in spec, simp)
   486 apply (erule ssubst)
   487 apply (rule_tac x = t in exI, simp)
   488 apply (rule setsum_cong[OF refl])
   489 apply (auto simp add: cos_zero_iff even_mult_two_ex)
   490 done
   491 
   492 lemma Maclaurin_cos_expansion2:
   493      "[| 0 < x; n > 0 |] ==>
   494        \<exists>t. 0 < t & t < x &
   495        cos x =
   496        (\<Sum>m=0..<n. (if even m
   497                        then -1 ^ (m div 2)/(real (fact m))
   498                        else 0) *
   499                        x ^ m)
   500       + ((cos(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
   501 apply (cut_tac f = cos and n = n and h = x and diff = "%n x. cos (x + 1/2*real (n) *pi)" in Maclaurin_objl)
   502 apply safe
   503 apply simp
   504 apply (simp (no_asm) add: cos_expansion_lemma)
   505 apply (erule ssubst)
   506 apply (rule_tac x = t in exI, simp)
   507 apply (rule setsum_cong[OF refl])
   508 apply (auto simp add: cos_zero_iff even_mult_two_ex)
   509 done
   510 
   511 lemma Maclaurin_minus_cos_expansion:
   512      "[| x < 0; n > 0 |] ==>
   513        \<exists>t. x < t & t < 0 &
   514        cos x =
   515        (\<Sum>m=0..<n. (if even m
   516                        then -1 ^ (m div 2)/(real (fact m))
   517                        else 0) *
   518                        x ^ m)
   519       + ((cos(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
   520 apply (cut_tac f = cos and n = n and h = x and diff = "%n x. cos (x + 1/2*real (n) *pi)" in Maclaurin_minus_objl)
   521 apply safe
   522 apply simp
   523 apply (simp (no_asm) add: cos_expansion_lemma)
   524 apply (erule ssubst)
   525 apply (rule_tac x = t in exI, simp)
   526 apply (rule setsum_cong[OF refl])
   527 apply (auto simp add: cos_zero_iff even_mult_two_ex)
   528 done
   529 
   530 (* ------------------------------------------------------------------------- *)
   531 (* Version for ln(1 +/- x). Where is it??                                    *)
   532 (* ------------------------------------------------------------------------- *)
   533 
   534 lemma sin_bound_lemma:
   535     "[|x = y; abs u \<le> (v::real) |] ==> \<bar>(x + u) - y\<bar> \<le> v"
   536 by auto
   537 
   538 lemma Maclaurin_sin_bound:
   539   "abs(sin x - (\<Sum>m=0..<n. (if even m then 0 else (-1 ^ ((m - Suc 0) div 2)) / real (fact m)) *
   540   x ^ m))  \<le> inverse(real (fact n)) * \<bar>x\<bar> ^ n"
   541 proof -
   542   have "!! x (y::real). x \<le> 1 \<Longrightarrow> 0 \<le> y \<Longrightarrow> x * y \<le> 1 * y"
   543     by (rule_tac mult_right_mono,simp_all)
   544   note est = this[simplified]
   545   let ?diff = "\<lambda>(n::nat) x. if n mod 4 = 0 then sin(x) else if n mod 4 = 1 then cos(x) else if n mod 4 = 2 then -sin(x) else -cos(x)"
   546   have diff_0: "?diff 0 = sin" by simp
   547   have DERIV_diff: "\<forall>m x. DERIV (?diff m) x :> ?diff (Suc m) x"
   548     apply (clarify)
   549     apply (subst (1 2 3) mod_Suc_eq_Suc_mod)
   550     apply (cut_tac m=m in mod_exhaust_less_4)
   551     apply (safe, auto intro!: DERIV_intros)
   552     done
   553   from Maclaurin_all_le [OF diff_0 DERIV_diff]
   554   obtain t where t1: "\<bar>t\<bar> \<le> \<bar>x\<bar>" and
   555     t2: "sin x = (\<Sum>m = 0..<n. ?diff m 0 / real (fact m) * x ^ m) +
   556       ?diff n t / real (fact n) * x ^ n" by fast
   557   have diff_m_0:
   558     "\<And>m. ?diff m 0 = (if even m then 0
   559          else -1 ^ ((m - Suc 0) div 2))"
   560     apply (subst even_even_mod_4_iff)
   561     apply (cut_tac m=m in mod_exhaust_less_4)
   562     apply (elim disjE, simp_all)
   563     apply (safe dest!: mod_eqD, simp_all)
   564     done
   565   show ?thesis
   566     apply (subst t2)
   567     apply (rule sin_bound_lemma)
   568     apply (rule setsum_cong[OF refl])
   569     apply (subst diff_m_0, simp)
   570     apply (auto intro: mult_right_mono [where b=1, simplified] mult_right_mono
   571                    simp add: est mult_nonneg_nonneg mult_ac divide_inverse
   572                           power_abs [symmetric] abs_mult)
   573     done
   574 qed
   575 
   576 end