src/HOL/Multivariate_Analysis/Cartesian_Euclidean_Space.thy
author hoelzl
Thu, 28 Jul 2011 10:42:24 +0200
changeset 44866 c479836d9048
parent 43685 5af15f1e2ef6
child 44948 427db4ab3c99
permissions -rw-r--r--
simplified definition of vector (also removed Cartesian_Euclidean_Space.from_nat which collides with Countable.from_nat)
     1 
     2 header {*Instanciates the finite cartesian product of euclidean spaces as a euclidean space.*}
     3 
     4 theory Cartesian_Euclidean_Space
     5 imports Finite_Cartesian_Product Integration
     6 begin
     7 
     8 lemma delta_mult_idempotent:
     9   "(if k=a then 1 else (0::'a::semiring_1)) * (if k=a then 1 else 0) = (if k=a then 1 else 0)" by (cases "k=a", auto)
    10 
    11 lemma setsum_Plus:
    12   "\<lbrakk>finite A; finite B\<rbrakk> \<Longrightarrow>
    13     (\<Sum>x\<in>A <+> B. g x) = (\<Sum>x\<in>A. g (Inl x)) + (\<Sum>x\<in>B. g (Inr x))"
    14   unfolding Plus_def
    15   by (subst setsum_Un_disjoint, auto simp add: setsum_reindex)
    16 
    17 lemma setsum_UNIV_sum:
    18   fixes g :: "'a::finite + 'b::finite \<Rightarrow> _"
    19   shows "(\<Sum>x\<in>UNIV. g x) = (\<Sum>x\<in>UNIV. g (Inl x)) + (\<Sum>x\<in>UNIV. g (Inr x))"
    20   apply (subst UNIV_Plus_UNIV [symmetric])
    21   apply (rule setsum_Plus [OF finite finite])
    22   done
    23 
    24 lemma setsum_mult_product:
    25   "setsum h {..<A * B :: nat} = (\<Sum>i\<in>{..<A}. \<Sum>j\<in>{..<B}. h (j + i * B))"
    26   unfolding sumr_group[of h B A, unfolded atLeast0LessThan, symmetric]
    27 proof (rule setsum_cong, simp, rule setsum_reindex_cong)
    28   fix i show "inj_on (\<lambda>j. j + i * B) {..<B}" by (auto intro!: inj_onI)
    29   show "{i * B..<i * B + B} = (\<lambda>j. j + i * B) ` {..<B}"
    30   proof safe
    31     fix j assume "j \<in> {i * B..<i * B + B}"
    32     thus "j \<in> (\<lambda>j. j + i * B) ` {..<B}"
    33       by (auto intro!: image_eqI[of _ _ "j - i * B"])
    34   qed simp
    35 qed simp
    36 
    37 subsection{* Basic componentwise operations on vectors. *}
    38 
    39 instantiation cart :: (times,finite) times
    40 begin
    41   definition vector_mult_def : "op * \<equiv> (\<lambda> x y.  (\<chi> i. (x$i) * (y$i)))"
    42   instance ..
    43 end
    44 
    45 instantiation cart :: (one,finite) one
    46 begin
    47   definition vector_one_def : "1 \<equiv> (\<chi> i. 1)"
    48   instance ..
    49 end
    50 
    51 instantiation cart :: (ord,finite) ord
    52 begin
    53   definition vector_le_def:
    54     "less_eq (x :: 'a ^'b) y = (ALL i. x$i <= y$i)"
    55   definition vector_less_def: "less (x :: 'a ^'b) y = (ALL i. x$i < y$i)"
    56   instance by (intro_classes)
    57 end
    58 
    59 text{* The ordering on one-dimensional vectors is linear. *}
    60 
    61 class cart_one = assumes UNIV_one: "card (UNIV \<Colon> 'a set) = Suc 0"
    62 begin
    63   subclass finite
    64   proof from UNIV_one show "finite (UNIV :: 'a set)"
    65       by (auto intro!: card_ge_0_finite) qed
    66 end
    67 
    68 instantiation cart :: (linorder,cart_one) linorder begin
    69 instance proof
    70   guess a B using UNIV_one[where 'a='b] unfolding card_Suc_eq apply- by(erule exE)+
    71   hence *:"UNIV = {a}" by auto
    72   have "\<And>P. (\<forall>i\<in>UNIV. P i) \<longleftrightarrow> P a" unfolding * by auto hence all:"\<And>P. (\<forall>i. P i) \<longleftrightarrow> P a" by auto
    73   fix x y z::"'a^'b::cart_one" note * = vector_le_def vector_less_def all Cart_eq
    74   show "x\<le>x" "(x < y) = (x \<le> y \<and> \<not> y \<le> x)" "x\<le>y \<or> y\<le>x" unfolding * by(auto simp only:field_simps)
    75   { assume "x\<le>y" "y\<le>z" thus "x\<le>z" unfolding * by(auto simp only:field_simps) }
    76   { assume "x\<le>y" "y\<le>x" thus "x=y" unfolding * by(auto simp only:field_simps) }
    77 qed end
    78 
    79 text{* Constant Vectors *} 
    80 
    81 definition "vec x = (\<chi> i. x)"
    82 
    83 text{* Also the scalar-vector multiplication. *}
    84 
    85 definition vector_scalar_mult:: "'a::times \<Rightarrow> 'a ^ 'n \<Rightarrow> 'a ^ 'n" (infixl "*s" 70)
    86   where "c *s x = (\<chi> i. c * (x$i))"
    87 
    88 subsection {* A naive proof procedure to lift really trivial arithmetic stuff from the basis of the vector space. *}
    89 
    90 method_setup vector = {*
    91 let
    92   val ss1 = HOL_basic_ss addsimps [@{thm setsum_addf} RS sym,
    93   @{thm setsum_subtractf} RS sym, @{thm setsum_right_distrib},
    94   @{thm setsum_left_distrib}, @{thm setsum_negf} RS sym]
    95   val ss2 = @{simpset} addsimps
    96              [@{thm vector_add_def}, @{thm vector_mult_def},
    97               @{thm vector_minus_def}, @{thm vector_uminus_def},
    98               @{thm vector_one_def}, @{thm vector_zero_def}, @{thm vec_def},
    99               @{thm vector_scaleR_def},
   100               @{thm Cart_lambda_beta}, @{thm vector_scalar_mult_def}]
   101  fun vector_arith_tac ths =
   102    simp_tac ss1
   103    THEN' (fn i => rtac @{thm setsum_cong2} i
   104          ORELSE rtac @{thm setsum_0'} i
   105          ORELSE simp_tac (HOL_basic_ss addsimps [@{thm "Cart_eq"}]) i)
   106    (* THEN' TRY o clarify_tac HOL_cs  THEN' (TRY o rtac @{thm iffI}) *)
   107    THEN' asm_full_simp_tac (ss2 addsimps ths)
   108  in
   109   Attrib.thms >> (fn ths => K (SIMPLE_METHOD' (vector_arith_tac ths)))
   110  end
   111 *} "lift trivial vector statements to real arith statements"
   112 
   113 lemma vec_0[simp]: "vec 0 = 0" by (vector vector_zero_def)
   114 lemma vec_1[simp]: "vec 1 = 1" by (vector vector_one_def)
   115 
   116 lemma vec_inj[simp]: "vec x = vec y \<longleftrightarrow> x = y" by vector
   117 
   118 lemma vec_in_image_vec: "vec x \<in> (vec ` S) \<longleftrightarrow> x \<in> S" by auto
   119 
   120 lemma vec_add: "vec(x + y) = vec x + vec y"  by (vector vec_def)
   121 lemma vec_sub: "vec(x - y) = vec x - vec y" by (vector vec_def)
   122 lemma vec_cmul: "vec(c * x) = c *s vec x " by (vector vec_def)
   123 lemma vec_neg: "vec(- x) = - vec x " by (vector vec_def)
   124 
   125 lemma vec_setsum: assumes fS: "finite S"
   126   shows "vec(setsum f S) = setsum (vec o f) S"
   127   apply (induct rule: finite_induct[OF fS])
   128   apply (simp)
   129   apply (auto simp add: vec_add)
   130   done
   131 
   132 text{* Obvious "component-pushing". *}
   133 
   134 lemma vec_component [simp]: "vec x $ i = x"
   135   by (vector vec_def)
   136 
   137 lemma vector_mult_component [simp]: "(x * y)$i = x$i * y$i"
   138   by vector
   139 
   140 lemma vector_smult_component [simp]: "(c *s y)$i = c * (y$i)"
   141   by vector
   142 
   143 lemma cond_component: "(if b then x else y)$i = (if b then x$i else y$i)" by vector
   144 
   145 lemmas vector_component =
   146   vec_component vector_add_component vector_mult_component
   147   vector_smult_component vector_minus_component vector_uminus_component
   148   vector_scaleR_component cond_component
   149 
   150 subsection {* Some frequently useful arithmetic lemmas over vectors. *}
   151 
   152 instance cart :: (semigroup_mult,finite) semigroup_mult
   153   apply (intro_classes) by (vector mult_assoc)
   154 
   155 instance cart :: (monoid_mult,finite) monoid_mult
   156   apply (intro_classes) by vector+
   157 
   158 instance cart :: (ab_semigroup_mult,finite) ab_semigroup_mult
   159   apply (intro_classes) by (vector mult_commute)
   160 
   161 instance cart :: (ab_semigroup_idem_mult,finite) ab_semigroup_idem_mult
   162   apply (intro_classes) by (vector mult_idem)
   163 
   164 instance cart :: (comm_monoid_mult,finite) comm_monoid_mult
   165   apply (intro_classes) by vector
   166 
   167 instance cart :: (semiring,finite) semiring
   168   apply (intro_classes) by (vector field_simps)+
   169 
   170 instance cart :: (semiring_0,finite) semiring_0
   171   apply (intro_classes) by (vector field_simps)+
   172 instance cart :: (semiring_1,finite) semiring_1
   173   apply (intro_classes) by vector
   174 instance cart :: (comm_semiring,finite) comm_semiring
   175   apply (intro_classes) by (vector field_simps)+
   176 
   177 instance cart :: (comm_semiring_0,finite) comm_semiring_0 by (intro_classes)
   178 instance cart :: (cancel_comm_monoid_add, finite) cancel_comm_monoid_add ..
   179 instance cart :: (semiring_0_cancel,finite) semiring_0_cancel by (intro_classes)
   180 instance cart :: (comm_semiring_0_cancel,finite) comm_semiring_0_cancel by (intro_classes)
   181 instance cart :: (ring,finite) ring by (intro_classes)
   182 instance cart :: (semiring_1_cancel,finite) semiring_1_cancel by (intro_classes)
   183 instance cart :: (comm_semiring_1,finite) comm_semiring_1 by (intro_classes)
   184 
   185 instance cart :: (ring_1,finite) ring_1 ..
   186 
   187 instance cart :: (real_algebra,finite) real_algebra
   188   apply intro_classes
   189   apply (simp_all add: vector_scaleR_def field_simps)
   190   apply vector
   191   apply vector
   192   done
   193 
   194 instance cart :: (real_algebra_1,finite) real_algebra_1 ..
   195 
   196 lemma of_nat_index:
   197   "(of_nat n :: 'a::semiring_1 ^'n)$i = of_nat n"
   198   apply (induct n)
   199   apply vector
   200   apply vector
   201   done
   202 
   203 lemma one_index[simp]:
   204   "(1 :: 'a::one ^'n)$i = 1" by vector
   205 
   206 instance cart :: (semiring_char_0, finite) semiring_char_0
   207 proof
   208   fix m n :: nat
   209   show "inj (of_nat :: nat \<Rightarrow> 'a ^ 'b)"
   210     by (auto intro!: injI simp add: Cart_eq of_nat_index)
   211 qed
   212 
   213 instance cart :: (comm_ring_1,finite) comm_ring_1 ..
   214 instance cart :: (ring_char_0,finite) ring_char_0 ..
   215 
   216 instance cart :: (real_vector,finite) real_vector ..
   217 
   218 lemma vector_smult_assoc: "a *s (b *s x) = ((a::'a::semigroup_mult) * b) *s x"
   219   by (vector mult_assoc)
   220 lemma vector_sadd_rdistrib: "((a::'a::semiring) + b) *s x = a *s x + b *s x"
   221   by (vector field_simps)
   222 lemma vector_add_ldistrib: "(c::'a::semiring) *s (x + y) = c *s x + c *s y"
   223   by (vector field_simps)
   224 lemma vector_smult_lzero[simp]: "(0::'a::mult_zero) *s x = 0" by vector
   225 lemma vector_smult_lid[simp]: "(1::'a::monoid_mult) *s x = x" by vector
   226 lemma vector_ssub_ldistrib: "(c::'a::ring) *s (x - y) = c *s x - c *s y"
   227   by (vector field_simps)
   228 lemma vector_smult_rneg: "(c::'a::ring) *s -x = -(c *s x)" by vector
   229 lemma vector_smult_lneg: "- (c::'a::ring) *s x = -(c *s x)" by vector
   230 lemma vector_sneg_minus1: "-x = (- (1::'a::ring_1)) *s x" by vector
   231 lemma vector_smult_rzero[simp]: "c *s 0 = (0::'a::mult_zero ^ 'n)" by vector
   232 lemma vector_sub_rdistrib: "((a::'a::ring) - b) *s x = a *s x - b *s x"
   233   by (vector field_simps)
   234 
   235 lemma vec_eq[simp]: "(vec m = vec n) \<longleftrightarrow> (m = n)"
   236   by (simp add: Cart_eq)
   237 
   238 lemma norm_eq_0_imp: "norm x = 0 ==> x = (0::real ^'n)" by (metis norm_eq_zero)
   239 lemma vector_mul_eq_0[simp]: "(a *s x = 0) \<longleftrightarrow> a = (0::'a::idom) \<or> x = 0"
   240   by vector
   241 lemma vector_mul_lcancel[simp]: "a *s x = a *s y \<longleftrightarrow> a = (0::real) \<or> x = y"
   242   by (metis eq_iff_diff_eq_0 vector_mul_eq_0 vector_ssub_ldistrib)
   243 lemma vector_mul_rcancel[simp]: "a *s x = b *s x \<longleftrightarrow> (a::real) = b \<or> x = 0"
   244   by (metis eq_iff_diff_eq_0 vector_mul_eq_0 vector_sub_rdistrib)
   245 lemma vector_mul_lcancel_imp: "a \<noteq> (0::real) ==>  a *s x = a *s y ==> (x = y)"
   246   by (metis vector_mul_lcancel)
   247 lemma vector_mul_rcancel_imp: "x \<noteq> 0 \<Longrightarrow> (a::real) *s x = b *s x ==> a = b"
   248   by (metis vector_mul_rcancel)
   249 
   250 lemma component_le_norm_cart: "\<bar>x$i\<bar> <= norm x"
   251   apply (simp add: norm_vector_def)
   252   apply (rule member_le_setL2, simp_all)
   253   done
   254 
   255 lemma norm_bound_component_le_cart: "norm x <= e ==> \<bar>x$i\<bar> <= e"
   256   by (metis component_le_norm_cart order_trans)
   257 
   258 lemma norm_bound_component_lt_cart: "norm x < e ==> \<bar>x$i\<bar> < e"
   259   by (metis component_le_norm_cart basic_trans_rules(21))
   260 
   261 lemma norm_le_l1_cart: "norm x <= setsum(\<lambda>i. \<bar>x$i\<bar>) UNIV"
   262   by (simp add: norm_vector_def setL2_le_setsum)
   263 
   264 lemma scalar_mult_eq_scaleR: "c *s x = c *\<^sub>R x"
   265   unfolding vector_scaleR_def vector_scalar_mult_def by simp
   266 
   267 lemma dist_mul[simp]: "dist (c *s x) (c *s y) = \<bar>c\<bar> * dist x y"
   268   unfolding dist_norm scalar_mult_eq_scaleR
   269   unfolding scaleR_right_diff_distrib[symmetric] by simp
   270 
   271 lemma setsum_component [simp]:
   272   fixes f:: " 'a \<Rightarrow> ('b::comm_monoid_add) ^'n"
   273   shows "(setsum f S)$i = setsum (\<lambda>x. (f x)$i) S"
   274   by (cases "finite S", induct S set: finite, simp_all)
   275 
   276 lemma setsum_eq: "setsum f S = (\<chi> i. setsum (\<lambda>x. (f x)$i ) S)"
   277   by (simp add: Cart_eq)
   278 
   279 lemma setsum_cmul:
   280   fixes f:: "'c \<Rightarrow> ('a::semiring_1)^'n"
   281   shows "setsum (\<lambda>x. c *s f x) S = c *s setsum f S"
   282   by (simp add: Cart_eq setsum_right_distrib)
   283 
   284 (* TODO: use setsum_norm_allsubsets_bound *)
   285 lemma setsum_norm_allsubsets_bound_cart:
   286   fixes f:: "'a \<Rightarrow> real ^'n"
   287   assumes fP: "finite P" and fPs: "\<And>Q. Q \<subseteq> P \<Longrightarrow> norm (setsum f Q) \<le> e"
   288   shows "setsum (\<lambda>x. norm (f x)) P \<le> 2 * real CARD('n) *  e"
   289 proof-
   290   let ?d = "real CARD('n)"
   291   let ?nf = "\<lambda>x. norm (f x)"
   292   let ?U = "UNIV :: 'n set"
   293   have th0: "setsum (\<lambda>x. setsum (\<lambda>i. \<bar>f x $ i\<bar>) ?U) P = setsum (\<lambda>i. setsum (\<lambda>x. \<bar>f x $ i\<bar>) P) ?U"
   294     by (rule setsum_commute)
   295   have th1: "2 * ?d * e = of_nat (card ?U) * (2 * e)" by (simp add: real_of_nat_def)
   296   have "setsum ?nf P \<le> setsum (\<lambda>x. setsum (\<lambda>i. \<bar>f x $ i\<bar>) ?U) P"
   297     apply (rule setsum_mono)    by (rule norm_le_l1_cart)
   298   also have "\<dots> \<le> 2 * ?d * e"
   299     unfolding th0 th1
   300   proof(rule setsum_bounded)
   301     fix i assume i: "i \<in> ?U"
   302     let ?Pp = "{x. x\<in> P \<and> f x $ i \<ge> 0}"
   303     let ?Pn = "{x. x \<in> P \<and> f x $ i < 0}"
   304     have thp: "P = ?Pp \<union> ?Pn" by auto
   305     have thp0: "?Pp \<inter> ?Pn ={}" by auto
   306     have PpP: "?Pp \<subseteq> P" and PnP: "?Pn \<subseteq> P" by blast+
   307     have Ppe:"setsum (\<lambda>x. \<bar>f x $ i\<bar>) ?Pp \<le> e"
   308       using component_le_norm_cart[of "setsum (\<lambda>x. f x) ?Pp" i]  fPs[OF PpP]
   309       by (auto intro: abs_le_D1)
   310     have Pne: "setsum (\<lambda>x. \<bar>f x $ i\<bar>) ?Pn \<le> e"
   311       using component_le_norm_cart[of "setsum (\<lambda>x. - f x) ?Pn" i]  fPs[OF PnP]
   312       by (auto simp add: setsum_negf intro: abs_le_D1)
   313     have "setsum (\<lambda>x. \<bar>f x $ i\<bar>) P = setsum (\<lambda>x. \<bar>f x $ i\<bar>) ?Pp + setsum (\<lambda>x. \<bar>f x $ i\<bar>) ?Pn"
   314       apply (subst thp)
   315       apply (rule setsum_Un_zero)
   316       using fP thp0 by auto
   317     also have "\<dots> \<le> 2*e" using Pne Ppe by arith
   318     finally show "setsum (\<lambda>x. \<bar>f x $ i\<bar>) P \<le> 2*e" .
   319   qed
   320   finally show ?thesis .
   321 qed
   322 
   323 subsection {* A bijection between 'n::finite and {..<CARD('n)} *}
   324 
   325 definition cart_bij_nat :: "nat \<Rightarrow> ('n::finite)" where
   326   "cart_bij_nat = (SOME p. bij_betw p {..<CARD('n)} (UNIV::'n set) )"
   327 
   328 abbreviation "\<pi> \<equiv> cart_bij_nat"
   329 definition "\<pi>' = inv_into {..<CARD('n)} (\<pi>::nat \<Rightarrow> ('n::finite))"
   330 
   331 lemma bij_betw_pi:
   332   "bij_betw \<pi> {..<CARD('n::finite)} (UNIV::('n::finite) set)"
   333   using ex_bij_betw_nat_finite[of "UNIV::'n set"]
   334   by (auto simp: cart_bij_nat_def atLeast0LessThan
   335     intro!: someI_ex[of "\<lambda>x. bij_betw x {..<CARD('n)} (UNIV::'n set)"])
   336 
   337 lemma bij_betw_pi'[intro]: "bij_betw \<pi>' (UNIV::'n set) {..<CARD('n::finite)}"
   338   using bij_betw_inv_into[OF bij_betw_pi] unfolding \<pi>'_def by auto
   339 
   340 lemma pi'_inj[intro]: "inj \<pi>'"
   341   using bij_betw_pi' unfolding bij_betw_def by auto
   342 
   343 lemma pi'_range[intro]: "\<And>i::'n. \<pi>' i < CARD('n::finite)"
   344   using bij_betw_pi' unfolding bij_betw_def by auto
   345 
   346 lemma \<pi>\<pi>'[simp]: "\<And>i::'n::finite. \<pi> (\<pi>' i) = i"
   347   using bij_betw_pi by (auto intro!: f_inv_into_f simp: \<pi>'_def bij_betw_def)
   348 
   349 lemma \<pi>'\<pi>[simp]: "\<And>i. i\<in>{..<CARD('n::finite)} \<Longrightarrow> \<pi>' (\<pi> i::'n) = i"
   350   using bij_betw_pi by (auto intro!: inv_into_f_eq simp: \<pi>'_def bij_betw_def)
   351 
   352 lemma \<pi>\<pi>'_alt[simp]: "\<And>i. i<CARD('n::finite) \<Longrightarrow> \<pi>' (\<pi> i::'n) = i"
   353   by auto
   354 
   355 lemma \<pi>_inj_on: "inj_on (\<pi>::nat\<Rightarrow>'n::finite) {..<CARD('n)}"
   356   using bij_betw_pi[where 'n='n] by (simp add: bij_betw_def)
   357 
   358 instantiation cart :: (real_basis,finite) real_basis
   359 begin
   360 
   361 definition "(basis i::'a^'b) =
   362   (if i < (CARD('b) * DIM('a))
   363   then (\<chi> j::'b. if j = \<pi>(i div DIM('a)) then basis (i mod DIM('a)) else 0)
   364   else 0)"
   365 
   366 lemma basis_eq:
   367   assumes "i < CARD('b)" and "j < DIM('a)"
   368   shows "basis (j + i * DIM('a)) = (\<chi> k. if k = \<pi> i then basis j else 0)"
   369 proof -
   370   have "j + i * DIM('a) <  DIM('a) * (i + 1)" using assms by (auto simp: field_simps)
   371   also have "\<dots> \<le> DIM('a) * CARD('b)" using assms unfolding mult_le_cancel1 by auto
   372   finally show ?thesis
   373     unfolding basis_cart_def using assms by (auto simp: Cart_eq not_less field_simps)
   374 qed
   375 
   376 lemma basis_eq_pi':
   377   assumes "j < DIM('a)"
   378   shows "basis (j + \<pi>' i * DIM('a)) $ k = (if k = i then basis j else 0)"
   379   apply (subst basis_eq)
   380   using pi'_range assms by simp_all
   381 
   382 lemma split_times_into_modulo[consumes 1]:
   383   fixes k :: nat
   384   assumes "k < A * B"
   385   obtains i j where "i < A" and "j < B" and "k = j + i * B"
   386 proof
   387   have "A * B \<noteq> 0"
   388   proof assume "A * B = 0" with assms show False by simp qed
   389   hence "0 < B" by auto
   390   thus "k mod B < B" using `0 < B` by auto
   391 next
   392   have "k div B * B \<le> k div B * B + k mod B" by (rule le_add1)
   393   also have "... < A * B" using assms by simp
   394   finally show "k div B < A" by auto
   395 qed simp
   396 
   397 lemma split_CARD_DIM[consumes 1]:
   398   fixes k :: nat
   399   assumes k: "k < CARD('b) * DIM('a)"
   400   obtains i and j::'b where "i < DIM('a)" "k = i + \<pi>' j * DIM('a)"
   401 proof -
   402   from split_times_into_modulo[OF k] guess i j . note ij = this
   403   show thesis
   404   proof
   405     show "j < DIM('a)" using ij by simp
   406     show "k = j + \<pi>' (\<pi> i :: 'b) * DIM('a)"
   407       using ij by simp
   408   qed
   409 qed
   410 
   411 lemma linear_less_than_times:
   412   fixes i j A B :: nat assumes "i < B" "j < A"
   413   shows "j + i * A < B * A"
   414 proof -
   415   have "i * A + j < (Suc i)*A" using `j < A` by simp
   416   also have "\<dots> \<le> B * A" using `i < B` unfolding mult_le_cancel2 by simp
   417   finally show ?thesis by simp
   418 qed
   419 
   420 instance
   421 proof
   422   let ?b = "basis :: nat \<Rightarrow> 'a^'b"
   423   let ?b' = "basis :: nat \<Rightarrow> 'a"
   424 
   425   have setsum_basis:
   426     "\<And>f. (\<Sum>x\<in>range basis. f (x::'a)) = f 0 + (\<Sum>i<DIM('a). f (basis i))"
   427     unfolding range_basis apply (subst setsum.insert)
   428     by (auto simp: basis_eq_0_iff setsum.insert setsum_reindex[OF basis_inj])
   429 
   430   have inj: "inj_on ?b {..<CARD('b)*DIM('a)}"
   431     by (auto intro!: inj_onI elim!: split_CARD_DIM split: split_if_asm
   432              simp add: Cart_eq basis_eq_pi' all_conj_distrib basis_neq_0
   433                        inj_on_iff[OF basis_inj])
   434   moreover
   435   hence indep: "independent (?b ` {..<CARD('b) * DIM('a)})"
   436   proof (rule independent_eq_inj_on[THEN iffD2], safe elim!: split_CARD_DIM del: notI)
   437     fix j and i :: 'b and u :: "'a^'b \<Rightarrow> real" assume "j < DIM('a)"
   438     let ?x = "j + \<pi>' i * DIM('a)"
   439     show "(\<Sum>k\<in>{..<CARD('b) * DIM('a)} - {?x}. u(?b k) *\<^sub>R ?b k) \<noteq> ?b ?x"
   440       unfolding Cart_eq not_all
   441     proof
   442       have "(\<lambda>j. j + \<pi>' i*DIM('a))`({..<DIM('a)}-{j}) =
   443         {\<pi>' i*DIM('a)..<Suc (\<pi>' i) * DIM('a)} - {?x}"(is "?S = ?I - _")
   444       proof safe
   445         fix y assume "y \<in> ?I"
   446         moreover def k \<equiv> "y - \<pi>' i*DIM('a)"
   447         ultimately have "k < DIM('a)" and "y = k + \<pi>' i * DIM('a)" by auto
   448         moreover assume "y \<notin> ?S"
   449         ultimately show "y = j + \<pi>' i * DIM('a)" by auto
   450       qed auto
   451 
   452       have "(\<Sum>k\<in>{..<CARD('b) * DIM('a)} - {?x}. u(?b k) *\<^sub>R ?b k) $ i =
   453           (\<Sum>k\<in>{..<CARD('b) * DIM('a)} - {?x}. u(?b k) *\<^sub>R ?b k $ i)" by simp
   454       also have "\<dots> = (\<Sum>k\<in>?S. u(?b k) *\<^sub>R ?b k $ i)"
   455         unfolding `?S = ?I - {?x}`
   456       proof (safe intro!: setsum_mono_zero_cong_right)
   457         fix y assume "y \<in> {\<pi>' i*DIM('a)..<Suc (\<pi>' i) * DIM('a)}"
   458         moreover have "Suc (\<pi>' i) * DIM('a) \<le> CARD('b) * DIM('a)"
   459           unfolding mult_le_cancel2 using pi'_range[of i] by simp
   460         ultimately show "y < CARD('b) * DIM('a)" by simp
   461       next
   462         fix y assume "y < CARD('b) * DIM('a)"
   463         with split_CARD_DIM guess l k . note y = this
   464         moreover assume "u (?b y) *\<^sub>R ?b y $ i \<noteq> 0"
   465         ultimately show "y \<in> {\<pi>' i*DIM('a)..<Suc (\<pi>' i) * DIM('a)}"
   466           by (auto simp: basis_eq_pi' split: split_if_asm)
   467       qed simp
   468       also have "\<dots> = (\<Sum>k\<in>{..<DIM('a)} - {j}. u (?b (k + \<pi>' i*DIM('a))) *\<^sub>R (?b' k))"
   469         by (subst setsum_reindex) (auto simp: basis_eq_pi' intro!: inj_onI)
   470       also have "\<dots> \<noteq> ?b ?x $ i"
   471       proof -
   472         note independent_eq_inj_on[THEN iffD1, OF basis_inj independent_basis, rule_format]
   473         note this[of j "\<lambda>v. u (\<chi> ka::'b. if ka = i then v else (0\<Colon>'a))"]
   474         thus ?thesis by (simp add: `j < DIM('a)` basis_eq pi'_range)
   475       qed
   476       finally show "(\<Sum>k\<in>{..<CARD('b) * DIM('a)} - {?x}. u(?b k) *\<^sub>R ?b k) $ i \<noteq> ?b ?x $ i" .
   477     qed
   478   qed
   479   ultimately
   480   show "\<exists>d>0. ?b ` {d..} = {0} \<and> independent (?b ` {..<d}) \<and> inj_on ?b {..<d}"
   481     by (auto intro!: exI[of _ "CARD('b) * DIM('a)"] simp: basis_cart_def)
   482 
   483   from indep have exclude_0: "0 \<notin> ?b ` {..<CARD('b) * DIM('a)}"
   484     using dependent_0[of "?b ` {..<CARD('b) * DIM('a)}"] by blast
   485 
   486   show "span (range ?b) = UNIV"
   487   proof -
   488     { fix x :: "'a^'b"
   489       let "?if i y" = "(\<chi> k::'b. if k = i then ?b' y else (0\<Colon>'a))"
   490       have The_if: "\<And>i j. j < DIM('a) \<Longrightarrow> (THE k. (?if i j) $ k \<noteq> 0) = i"
   491         by (rule the_equality) (simp_all split: split_if_asm add: basis_neq_0)
   492       { fix x :: 'a
   493         have "x \<in> span (range basis)"
   494           using span_basis by (auto simp: range_basis)
   495         hence "\<exists>u. (\<Sum>x<DIM('a). u (?b' x) *\<^sub>R ?b' x) = x"
   496           by (subst (asm) span_finite) (auto simp: setsum_basis) }
   497       hence "\<forall>i. \<exists>u. (\<Sum>x<DIM('a). u (?b' x) *\<^sub>R ?b' x) = i" by auto
   498       then obtain u where u: "\<forall>i. (\<Sum>x<DIM('a). u i (?b' x) *\<^sub>R ?b' x) = i"
   499         by (auto dest: choice)
   500       have "\<exists>u. \<forall>i. (\<Sum>j<DIM('a). u (?if i j) *\<^sub>R ?b' j) = x $ i"
   501         apply (rule exI[of _ "\<lambda>v. let i = (THE i. v$i \<noteq> 0) in u (x$i) (v$i)"])
   502         using The_if u by simp }
   503     moreover
   504     have "\<And>i::'b. {..<CARD('b)} \<inter> {x. i = \<pi> x} = {\<pi>' i}"
   505       using pi'_range[where 'n='b] by auto
   506     moreover
   507     have "range ?b = {0} \<union> ?b ` {..<CARD('b) * DIM('a)}"
   508       by (auto simp: image_def basis_cart_def)
   509     ultimately
   510     show ?thesis
   511       by (auto simp add: Cart_eq setsum_reindex[OF inj] range_basis
   512           setsum_mult_product basis_eq if_distrib setsum_cases span_finite
   513           setsum_reindex[OF basis_inj])
   514   qed
   515 qed
   516 
   517 end
   518 
   519 lemma DIM_cart[simp]: "DIM('a^'b) = CARD('b) * DIM('a::real_basis)"
   520 proof (safe intro!: dimension_eq elim!: split_times_into_modulo del: notI)
   521   fix i j assume *: "i < CARD('b)" "j < DIM('a)"
   522   hence A: "(i * DIM('a) + j) div DIM('a) = i"
   523     by (subst div_add1_eq) simp
   524   from * have B: "(i * DIM('a) + j) mod DIM('a) = j"
   525     unfolding mod_mult_self3 by simp
   526   show "basis (j + i * DIM('a)) \<noteq> (0::'a^'b)" unfolding basis_cart_def
   527     using * basis_finite[where 'a='a]
   528       linear_less_than_times[of i "CARD('b)" j "DIM('a)"]
   529     by (auto simp: A B field_simps Cart_eq basis_eq_0_iff)
   530 qed (auto simp: basis_cart_def)
   531 
   532 lemma if_distr: "(if P then f else g) $ i = (if P then f $ i else g $ i)" by simp
   533 
   534 lemma split_dimensions'[consumes 1]:
   535   assumes "k < DIM('a::real_basis^'b)"
   536   obtains i j where "i < CARD('b::finite)" and "j < DIM('a::real_basis)" and "k = j + i * DIM('a::real_basis)"
   537 using split_times_into_modulo[OF assms[simplified]] .
   538 
   539 lemma cart_euclidean_bound[intro]:
   540   assumes j:"j < DIM('a::{real_basis})"
   541   shows "j + \<pi>' (i::'b::finite) * DIM('a) < CARD('b) * DIM('a::real_basis)"
   542   using linear_less_than_times[OF pi'_range j, of i] .
   543 
   544 instance cart :: (real_basis_with_inner,finite) real_basis_with_inner ..
   545 
   546 lemma (in real_basis) forall_CARD_DIM:
   547   "(\<forall>i<CARD('b) * DIM('a). P i) \<longleftrightarrow> (\<forall>(i::'b::finite) j. j<DIM('a) \<longrightarrow> P (j + \<pi>' i * DIM('a)))"
   548    (is "?l \<longleftrightarrow> ?r")
   549 proof (safe elim!: split_times_into_modulo)
   550   fix i :: 'b and j assume "j < DIM('a)"
   551   note linear_less_than_times[OF pi'_range[of i] this]
   552   moreover assume "?l"
   553   ultimately show "P (j + \<pi>' i * DIM('a))" by auto
   554 next
   555   fix i j assume "i < CARD('b)" "j < DIM('a)" and "?r"
   556   from `?r`[rule_format, OF `j < DIM('a)`, of "\<pi> i"] `i < CARD('b)`
   557   show "P (j + i * DIM('a))" by simp
   558 qed
   559 
   560 lemma (in real_basis) exists_CARD_DIM:
   561   "(\<exists>i<CARD('b) * DIM('a). P i) \<longleftrightarrow> (\<exists>i::'b::finite. \<exists>j<DIM('a). P (j + \<pi>' i * DIM('a)))"
   562   using forall_CARD_DIM[where 'b='b, of "\<lambda>x. \<not> P x"] by blast
   563 
   564 lemma forall_CARD:
   565   "(\<forall>i<CARD('b). P i) \<longleftrightarrow> (\<forall>i::'b::finite. P (\<pi>' i))"
   566   using forall_CARD_DIM[where 'a=real, of P] by simp
   567 
   568 lemma exists_CARD:
   569   "(\<exists>i<CARD('b). P i) \<longleftrightarrow> (\<exists>i::'b::finite. P (\<pi>' i))"
   570   using exists_CARD_DIM[where 'a=real, of P] by simp
   571 
   572 lemmas cart_simps = forall_CARD_DIM exists_CARD_DIM forall_CARD exists_CARD
   573 
   574 lemma cart_euclidean_nth[simp]:
   575   fixes x :: "('a::real_basis_with_inner, 'b::finite) cart"
   576   assumes j:"j < DIM('a)"
   577   shows "x $$ (j + \<pi>' i * DIM('a)) = x $ i $$ j"
   578   unfolding euclidean_component_def inner_vector_def basis_eq_pi'[OF j] if_distrib cond_application_beta
   579   by (simp add: setsum_cases)
   580 
   581 lemma real_euclidean_nth:
   582   fixes x :: "real^'n"
   583   shows "x $$ \<pi>' i = (x $ i :: real)"
   584   using cart_euclidean_nth[where 'a=real, of 0 x i] by simp
   585 
   586 lemmas nth_conv_component = real_euclidean_nth[symmetric]
   587 
   588 lemma mult_split_eq:
   589   fixes A :: nat assumes "x < A" "y < A"
   590   shows "x + i * A = y + j * A \<longleftrightarrow> x = y \<and> i = j"
   591 proof
   592   assume *: "x + i * A = y + j * A"
   593   { fix x y i j assume "i < j" "x < A" and *: "x + i * A = y + j * A"
   594     hence "x + i * A < Suc i * A" using `x < A` by simp
   595     also have "\<dots> \<le> j * A" using `i < j` unfolding mult_le_cancel2 by simp
   596     also have "\<dots> \<le> y + j * A" by simp
   597     finally have "i = j" using * by simp }
   598   note eq = this
   599 
   600   have "i = j"
   601   proof (cases rule: linorder_cases)
   602     assume "i < j" from eq[OF this `x < A` *] show "i = j" by simp
   603   next
   604     assume "j < i" from eq[OF this `y < A` *[symmetric]] show "i = j" by simp
   605   qed simp
   606   thus "x = y \<and> i = j" using * by simp
   607 qed simp
   608 
   609 instance cart :: (euclidean_space,finite) euclidean_space
   610 proof (default, safe elim!: split_dimensions')
   611   let ?b = "basis :: nat \<Rightarrow> 'a^'b"
   612   have if_distrib_op: "\<And>f P Q a b c d.
   613     f (if P then a else b) (if Q then c else d) =
   614       (if P then if Q then f a c else f a d else if Q then f b c else f b d)"
   615     by simp
   616 
   617   fix i j k l
   618   assume "i < CARD('b)" "k < CARD('b)" "j < DIM('a)" "l < DIM('a)"
   619   thus "?b (j + i * DIM('a)) \<bullet> ?b (l + k * DIM('a)) =
   620     (if j + i * DIM('a) = l + k * DIM('a) then 1 else 0)"
   621     using inj_on_iff[OF \<pi>_inj_on[where 'n='b], of k i]
   622     by (auto simp add: basis_eq inner_vector_def if_distrib_op[of inner] setsum_cases basis_orthonormal mult_split_eq)
   623 qed
   624 
   625 instance cart :: (ordered_euclidean_space,finite) ordered_euclidean_space
   626 proof
   627   fix x y::"'a^'b"
   628   show "(x \<le> y) = (\<forall>i<DIM(('a, 'b) cart). x $$ i \<le> y $$ i)"
   629     unfolding vector_le_def apply(subst eucl_le) by (simp add: cart_simps)
   630   show"(x < y) = (\<forall>i<DIM(('a, 'b) cart). x $$ i < y $$ i)"
   631     unfolding vector_less_def apply(subst eucl_less) by (simp add: cart_simps)
   632 qed
   633 
   634 subsection{* Basis vectors in coordinate directions. *}
   635 
   636 definition "cart_basis k = (\<chi> i. if i = k then 1 else 0)"
   637 
   638 lemma basis_component [simp]: "cart_basis k $ i = (if k=i then 1 else 0)"
   639   unfolding cart_basis_def by simp
   640 
   641 lemma norm_basis[simp]:
   642   shows "norm (cart_basis k :: real ^'n) = 1"
   643   apply (simp add: cart_basis_def norm_eq_sqrt_inner) unfolding inner_vector_def
   644   apply (vector delta_mult_idempotent)
   645   using setsum_delta[of "UNIV :: 'n set" "k" "\<lambda>k. 1::real"] by auto
   646 
   647 lemma norm_basis_1: "norm(cart_basis 1 :: real ^'n::{finite,one}) = 1"
   648   by (rule norm_basis)
   649 
   650 lemma vector_choose_size: "0 <= c ==> \<exists>(x::real^'n). norm x = c"
   651   by (rule exI[where x="c *\<^sub>R cart_basis arbitrary"]) simp
   652 
   653 lemma vector_choose_dist: assumes e: "0 <= e"
   654   shows "\<exists>(y::real^'n). dist x y = e"
   655 proof-
   656   from vector_choose_size[OF e] obtain c:: "real ^'n"  where "norm c = e"
   657     by blast
   658   then have "dist x (x - c) = e" by (simp add: dist_norm)
   659   then show ?thesis by blast
   660 qed
   661 
   662 lemma basis_inj[intro]: "inj (cart_basis :: 'n \<Rightarrow> real ^'n)"
   663   by (simp add: inj_on_def Cart_eq)
   664 
   665 lemma basis_expansion:
   666   "setsum (\<lambda>i. (x$i) *s cart_basis i) UNIV = (x::('a::ring_1) ^'n)" (is "?lhs = ?rhs" is "setsum ?f ?S = _")
   667   by (auto simp add: Cart_eq if_distrib setsum_delta[of "?S", where ?'b = "'a", simplified] cong del: if_weak_cong)
   668 
   669 lemma smult_conv_scaleR: "c *s x = scaleR c x"
   670   unfolding vector_scalar_mult_def vector_scaleR_def by simp
   671 
   672 lemma basis_expansion':
   673   "setsum (\<lambda>i. (x$i) *\<^sub>R cart_basis i) UNIV = x"
   674   by (rule basis_expansion [where 'a=real, unfolded smult_conv_scaleR])
   675 
   676 lemma basis_expansion_unique:
   677   "setsum (\<lambda>i. f i *s cart_basis i) UNIV = (x::('a::comm_ring_1) ^'n) \<longleftrightarrow> (\<forall>i. f i = x$i)"
   678   by (simp add: Cart_eq setsum_delta if_distrib cong del: if_weak_cong)
   679 
   680 lemma dot_basis:
   681   shows "cart_basis i \<bullet> x = x$i" "x \<bullet> (cart_basis i) = (x$i)"
   682   by (auto simp add: inner_vector_def cart_basis_def cond_application_beta if_distrib setsum_delta
   683            cong del: if_weak_cong)
   684 
   685 lemma inner_basis:
   686   fixes x :: "'a::{real_inner, real_algebra_1} ^ 'n"
   687   shows "inner (cart_basis i) x = inner 1 (x $ i)"
   688     and "inner x (cart_basis i) = inner (x $ i) 1"
   689   unfolding inner_vector_def cart_basis_def
   690   by (auto simp add: cond_application_beta if_distrib setsum_delta cong del: if_weak_cong)
   691 
   692 lemma basis_eq_0: "cart_basis i = (0::'a::semiring_1^'n) \<longleftrightarrow> False"
   693   by (auto simp add: Cart_eq)
   694 
   695 lemma basis_nonzero:
   696   shows "cart_basis k \<noteq> (0:: 'a::semiring_1 ^'n)"
   697   by (simp add: basis_eq_0)
   698 
   699 text {* some lemmas to map between Eucl and Cart *}
   700 lemma basis_real_n[simp]:"(basis (\<pi>' i)::real^'a) = cart_basis i"
   701   unfolding basis_cart_def using pi'_range[where 'n='a]
   702   by (auto simp: Cart_eq Cart_lambda_beta)
   703 
   704 subsection {* Orthogonality on cartesian products *}
   705 
   706 lemma orthogonal_basis:
   707   shows "orthogonal (cart_basis i) x \<longleftrightarrow> x$i = (0::real)"
   708   by (auto simp add: orthogonal_def inner_vector_def cart_basis_def if_distrib
   709                      cond_application_beta setsum_delta cong del: if_weak_cong)
   710 
   711 lemma orthogonal_basis_basis:
   712   shows "orthogonal (cart_basis i :: real^'n) (cart_basis j) \<longleftrightarrow> i \<noteq> j"
   713   unfolding orthogonal_basis[of i] basis_component[of j] by simp
   714 
   715 subsection {* Linearity on cartesian products *}
   716 
   717 lemma linear_vmul_component:
   718   assumes lf: "linear f"
   719   shows "linear (\<lambda>x. f x $ k *\<^sub>R v)"
   720   using lf
   721   by (auto simp add: linear_def algebra_simps)
   722 
   723 
   724 subsection{* Adjoints on cartesian products *}
   725 
   726 text {* TODO: The following lemmas about adjoints should hold for any
   727 Hilbert space (i.e. complete inner product space).
   728 (see \url{http://en.wikipedia.org/wiki/Hermitian_adjoint})
   729 *}
   730 
   731 lemma adjoint_works_lemma:
   732   fixes f:: "real ^'n \<Rightarrow> real ^'m"
   733   assumes lf: "linear f"
   734   shows "\<forall>x y. f x \<bullet> y = x \<bullet> adjoint f y"
   735 proof-
   736   let ?N = "UNIV :: 'n set"
   737   let ?M = "UNIV :: 'm set"
   738   have fN: "finite ?N" by simp
   739   have fM: "finite ?M" by simp
   740   {fix y:: "real ^ 'm"
   741     let ?w = "(\<chi> i. (f (cart_basis i) \<bullet> y)) :: real ^ 'n"
   742     {fix x
   743       have "f x \<bullet> y = f (setsum (\<lambda>i. (x$i) *\<^sub>R cart_basis i) ?N) \<bullet> y"
   744         by (simp only: basis_expansion')
   745       also have "\<dots> = (setsum (\<lambda>i. (x$i) *\<^sub>R f (cart_basis i)) ?N) \<bullet> y"
   746         unfolding linear_setsum[OF lf fN]
   747         by (simp add: linear_cmul[OF lf])
   748       finally have "f x \<bullet> y = x \<bullet> ?w"
   749         apply (simp only: )
   750         apply (simp add: inner_vector_def setsum_left_distrib setsum_right_distrib setsum_commute[of _ ?M ?N] field_simps)
   751         done}
   752   }
   753   then show ?thesis unfolding adjoint_def
   754     some_eq_ex[of "\<lambda>f'. \<forall>x y. f x \<bullet> y = x \<bullet> f' y"]
   755     using choice_iff[of "\<lambda>a b. \<forall>x. f x \<bullet> a = x \<bullet> b "]
   756     by metis
   757 qed
   758 
   759 lemma adjoint_works:
   760   fixes f:: "real ^'n \<Rightarrow> real ^'m"
   761   assumes lf: "linear f"
   762   shows "x \<bullet> adjoint f y = f x \<bullet> y"
   763   using adjoint_works_lemma[OF lf] by metis
   764 
   765 lemma adjoint_linear:
   766   fixes f:: "real ^'n \<Rightarrow> real ^'m"
   767   assumes lf: "linear f"
   768   shows "linear (adjoint f)"
   769   unfolding linear_def vector_eq_ldot[where 'a="real^'n", symmetric] apply safe
   770   unfolding inner_simps smult_conv_scaleR adjoint_works[OF lf] by auto
   771 
   772 lemma adjoint_clauses:
   773   fixes f:: "real ^'n \<Rightarrow> real ^'m"
   774   assumes lf: "linear f"
   775   shows "x \<bullet> adjoint f y = f x \<bullet> y"
   776   and "adjoint f y \<bullet> x = y \<bullet> f x"
   777   by (simp_all add: adjoint_works[OF lf] inner_commute)
   778 
   779 lemma adjoint_adjoint:
   780   fixes f:: "real ^'n \<Rightarrow> real ^'m"
   781   assumes lf: "linear f"
   782   shows "adjoint (adjoint f) = f"
   783   by (rule adjoint_unique, simp add: adjoint_clauses [OF lf])
   784 
   785 
   786 subsection {* Matrix operations *}
   787 
   788 text{* Matrix notation. NB: an MxN matrix is of type @{typ "'a^'n^'m"}, not @{typ "'a^'m^'n"} *}
   789 
   790 definition matrix_matrix_mult :: "('a::semiring_1) ^'n^'m \<Rightarrow> 'a ^'p^'n \<Rightarrow> 'a ^ 'p ^'m"  (infixl "**" 70)
   791   where "m ** m' == (\<chi> i j. setsum (\<lambda>k. ((m$i)$k) * ((m'$k)$j)) (UNIV :: 'n set)) ::'a ^ 'p ^'m"
   792 
   793 definition matrix_vector_mult :: "('a::semiring_1) ^'n^'m \<Rightarrow> 'a ^'n \<Rightarrow> 'a ^ 'm"  (infixl "*v" 70)
   794   where "m *v x \<equiv> (\<chi> i. setsum (\<lambda>j. ((m$i)$j) * (x$j)) (UNIV ::'n set)) :: 'a^'m"
   795 
   796 definition vector_matrix_mult :: "'a ^ 'm \<Rightarrow> ('a::semiring_1) ^'n^'m \<Rightarrow> 'a ^'n "  (infixl "v*" 70)
   797   where "v v* m == (\<chi> j. setsum (\<lambda>i. ((m$i)$j) * (v$i)) (UNIV :: 'm set)) :: 'a^'n"
   798 
   799 definition "(mat::'a::zero => 'a ^'n^'n) k = (\<chi> i j. if i = j then k else 0)"
   800 definition transpose where 
   801   "(transpose::'a^'n^'m \<Rightarrow> 'a^'m^'n) A = (\<chi> i j. ((A$j)$i))"
   802 definition "(row::'m => 'a ^'n^'m \<Rightarrow> 'a ^'n) i A = (\<chi> j. ((A$i)$j))"
   803 definition "(column::'n =>'a^'n^'m =>'a^'m) j A = (\<chi> i. ((A$i)$j))"
   804 definition "rows(A::'a^'n^'m) = { row i A | i. i \<in> (UNIV :: 'm set)}"
   805 definition "columns(A::'a^'n^'m) = { column i A | i. i \<in> (UNIV :: 'n set)}"
   806 
   807 lemma mat_0[simp]: "mat 0 = 0" by (vector mat_def)
   808 lemma matrix_add_ldistrib: "(A ** (B + C)) = (A ** B) + (A ** C)"
   809   by (vector matrix_matrix_mult_def setsum_addf[symmetric] field_simps)
   810 
   811 lemma matrix_mul_lid:
   812   fixes A :: "'a::semiring_1 ^ 'm ^ 'n"
   813   shows "mat 1 ** A = A"
   814   apply (simp add: matrix_matrix_mult_def mat_def)
   815   apply vector
   816   by (auto simp only: if_distrib cond_application_beta setsum_delta'[OF finite]  mult_1_left mult_zero_left if_True UNIV_I)
   817 
   818 
   819 lemma matrix_mul_rid:
   820   fixes A :: "'a::semiring_1 ^ 'm ^ 'n"
   821   shows "A ** mat 1 = A"
   822   apply (simp add: matrix_matrix_mult_def mat_def)
   823   apply vector
   824   by (auto simp only: if_distrib cond_application_beta setsum_delta[OF finite]  mult_1_right mult_zero_right if_True UNIV_I cong: if_cong)
   825 
   826 lemma matrix_mul_assoc: "A ** (B ** C) = (A ** B) ** C"
   827   apply (vector matrix_matrix_mult_def setsum_right_distrib setsum_left_distrib mult_assoc)
   828   apply (subst setsum_commute)
   829   apply simp
   830   done
   831 
   832 lemma matrix_vector_mul_assoc: "A *v (B *v x) = (A ** B) *v x"
   833   apply (vector matrix_matrix_mult_def matrix_vector_mult_def setsum_right_distrib setsum_left_distrib mult_assoc)
   834   apply (subst setsum_commute)
   835   apply simp
   836   done
   837 
   838 lemma matrix_vector_mul_lid: "mat 1 *v x = (x::'a::semiring_1 ^ 'n)"
   839   apply (vector matrix_vector_mult_def mat_def)
   840   by (simp add: if_distrib cond_application_beta
   841     setsum_delta' cong del: if_weak_cong)
   842 
   843 lemma matrix_transpose_mul: "transpose(A ** B) = transpose B ** transpose (A::'a::comm_semiring_1^_^_)"
   844   by (simp add: matrix_matrix_mult_def transpose_def Cart_eq mult_commute)
   845 
   846 lemma matrix_eq:
   847   fixes A B :: "'a::semiring_1 ^ 'n ^ 'm"
   848   shows "A = B \<longleftrightarrow>  (\<forall>x. A *v x = B *v x)" (is "?lhs \<longleftrightarrow> ?rhs")
   849   apply auto
   850   apply (subst Cart_eq)
   851   apply clarify
   852   apply (clarsimp simp add: matrix_vector_mult_def cart_basis_def if_distrib cond_application_beta Cart_eq cong del: if_weak_cong)
   853   apply (erule_tac x="cart_basis ia" in allE)
   854   apply (erule_tac x="i" in allE)
   855   by (auto simp add: cart_basis_def if_distrib cond_application_beta setsum_delta[OF finite] cong del: if_weak_cong)
   856 
   857 lemma matrix_vector_mul_component:
   858   shows "((A::real^_^_) *v x)$k = (A$k) \<bullet> x"
   859   by (simp add: matrix_vector_mult_def inner_vector_def)
   860 
   861 lemma dot_lmul_matrix: "((x::real ^_) v* A) \<bullet> y = x \<bullet> (A *v y)"
   862   apply (simp add: inner_vector_def matrix_vector_mult_def vector_matrix_mult_def setsum_left_distrib setsum_right_distrib mult_ac)
   863   apply (subst setsum_commute)
   864   by simp
   865 
   866 lemma transpose_mat: "transpose (mat n) = mat n"
   867   by (vector transpose_def mat_def)
   868 
   869 lemma transpose_transpose: "transpose(transpose A) = A"
   870   by (vector transpose_def)
   871 
   872 lemma row_transpose:
   873   fixes A:: "'a::semiring_1^_^_"
   874   shows "row i (transpose A) = column i A"
   875   by (simp add: row_def column_def transpose_def Cart_eq)
   876 
   877 lemma column_transpose:
   878   fixes A:: "'a::semiring_1^_^_"
   879   shows "column i (transpose A) = row i A"
   880   by (simp add: row_def column_def transpose_def Cart_eq)
   881 
   882 lemma rows_transpose: "rows(transpose (A::'a::semiring_1^_^_)) = columns A"
   883 by (auto simp add: rows_def columns_def row_transpose intro: set_eqI)
   884 
   885 lemma columns_transpose: "columns(transpose (A::'a::semiring_1^_^_)) = rows A" by (metis transpose_transpose rows_transpose)
   886 
   887 text{* Two sometimes fruitful ways of looking at matrix-vector multiplication. *}
   888 
   889 lemma matrix_mult_dot: "A *v x = (\<chi> i. A$i \<bullet> x)"
   890   by (simp add: matrix_vector_mult_def inner_vector_def)
   891 
   892 lemma matrix_mult_vsum: "(A::'a::comm_semiring_1^'n^'m) *v x = setsum (\<lambda>i. (x$i) *s column i A) (UNIV:: 'n set)"
   893   by (simp add: matrix_vector_mult_def Cart_eq column_def mult_commute)
   894 
   895 lemma vector_componentwise:
   896   "(x::'a::ring_1^'n) = (\<chi> j. setsum (\<lambda>i. (x$i) * (cart_basis i :: 'a^'n)$j) (UNIV :: 'n set))"
   897   apply (subst basis_expansion[symmetric])
   898   by (vector Cart_eq setsum_component)
   899 
   900 lemma linear_componentwise:
   901   fixes f:: "real ^'m \<Rightarrow> real ^ _"
   902   assumes lf: "linear f"
   903   shows "(f x)$j = setsum (\<lambda>i. (x$i) * (f (cart_basis i)$j)) (UNIV :: 'm set)" (is "?lhs = ?rhs")
   904 proof-
   905   let ?M = "(UNIV :: 'm set)"
   906   let ?N = "(UNIV :: 'n set)"
   907   have fM: "finite ?M" by simp
   908   have "?rhs = (setsum (\<lambda>i.(x$i) *\<^sub>R f (cart_basis i) ) ?M)$j"
   909     unfolding vector_smult_component[symmetric] smult_conv_scaleR
   910     unfolding setsum_component[of "(\<lambda>i.(x$i) *\<^sub>R f (cart_basis i :: real^'m))" ?M]
   911     ..
   912   then show ?thesis unfolding linear_setsum_mul[OF lf fM, symmetric] basis_expansion' ..
   913 qed
   914 
   915 text{* Inverse matrices  (not necessarily square) *}
   916 
   917 definition "invertible(A::'a::semiring_1^'n^'m) \<longleftrightarrow> (\<exists>A'::'a^'m^'n. A ** A' = mat 1 \<and> A' ** A = mat 1)"
   918 
   919 definition "matrix_inv(A:: 'a::semiring_1^'n^'m) =
   920         (SOME A'::'a^'m^'n. A ** A' = mat 1 \<and> A' ** A = mat 1)"
   921 
   922 text{* Correspondence between matrices and linear operators. *}
   923 
   924 definition matrix:: "('a::{plus,times, one, zero}^'m \<Rightarrow> 'a ^ 'n) \<Rightarrow> 'a^'m^'n"
   925 where "matrix f = (\<chi> i j. (f(cart_basis j))$i)"
   926 
   927 lemma matrix_vector_mul_linear: "linear(\<lambda>x. A *v (x::real ^ _))"
   928   by (simp add: linear_def matrix_vector_mult_def Cart_eq field_simps setsum_right_distrib setsum_addf)
   929 
   930 lemma matrix_works: assumes lf: "linear f" shows "matrix f *v x = f (x::real ^ 'n)"
   931 apply (simp add: matrix_def matrix_vector_mult_def Cart_eq mult_commute)
   932 apply clarify
   933 apply (rule linear_componentwise[OF lf, symmetric])
   934 done
   935 
   936 lemma matrix_vector_mul: "linear f ==> f = (\<lambda>x. matrix f *v (x::real ^ 'n))" by (simp add: ext matrix_works)
   937 
   938 lemma matrix_of_matrix_vector_mul: "matrix(\<lambda>x. A *v (x :: real ^ 'n)) = A"
   939   by (simp add: matrix_eq matrix_vector_mul_linear matrix_works)
   940 
   941 lemma matrix_compose:
   942   assumes lf: "linear (f::real^'n \<Rightarrow> real^'m)"
   943   and lg: "linear (g::real^'m \<Rightarrow> real^_)"
   944   shows "matrix (g o f) = matrix g ** matrix f"
   945   using lf lg linear_compose[OF lf lg] matrix_works[OF linear_compose[OF lf lg]]
   946   by (simp  add: matrix_eq matrix_works matrix_vector_mul_assoc[symmetric] o_def)
   947 
   948 lemma matrix_vector_column:"(A::'a::comm_semiring_1^'n^_) *v x = setsum (\<lambda>i. (x$i) *s ((transpose A)$i)) (UNIV:: 'n set)"
   949   by (simp add: matrix_vector_mult_def transpose_def Cart_eq mult_commute)
   950 
   951 lemma adjoint_matrix: "adjoint(\<lambda>x. (A::real^'n^'m) *v x) = (\<lambda>x. transpose A *v x)"
   952   apply (rule adjoint_unique)
   953   apply (simp add: transpose_def inner_vector_def matrix_vector_mult_def setsum_left_distrib setsum_right_distrib)
   954   apply (subst setsum_commute)
   955   apply (auto simp add: mult_ac)
   956   done
   957 
   958 lemma matrix_adjoint: assumes lf: "linear (f :: real^'n \<Rightarrow> real ^'m)"
   959   shows "matrix(adjoint f) = transpose(matrix f)"
   960   apply (subst matrix_vector_mul[OF lf])
   961   unfolding adjoint_matrix matrix_of_matrix_vector_mul ..
   962 
   963 section {* lambda skolemization on cartesian products *}
   964 
   965 (* FIXME: rename do choice_cart *)
   966 
   967 lemma lambda_skolem: "(\<forall>i. \<exists>x. P i x) \<longleftrightarrow>
   968    (\<exists>x::'a ^ 'n. \<forall>i. P i (x $ i))" (is "?lhs \<longleftrightarrow> ?rhs")
   969 proof-
   970   let ?S = "(UNIV :: 'n set)"
   971   {assume H: "?rhs"
   972     then have ?lhs by auto}
   973   moreover
   974   {assume H: "?lhs"
   975     then obtain f where f:"\<forall>i. P i (f i)" unfolding choice_iff by metis
   976     let ?x = "(\<chi> i. (f i)) :: 'a ^ 'n"
   977     {fix i
   978       from f have "P i (f i)" by metis
   979       then have "P i (?x $ i)" by auto
   980     }
   981     hence "\<forall>i. P i (?x$i)" by metis
   982     hence ?rhs by metis }
   983   ultimately show ?thesis by metis
   984 qed
   985 
   986 subsection {* Standard bases are a spanning set, and obviously finite. *}
   987 
   988 lemma span_stdbasis:"span {cart_basis i :: real^'n | i. i \<in> (UNIV :: 'n set)} = UNIV"
   989 apply (rule set_eqI)
   990 apply auto
   991 apply (subst basis_expansion'[symmetric])
   992 apply (rule span_setsum)
   993 apply simp
   994 apply auto
   995 apply (rule span_mul)
   996 apply (rule span_superset)
   997 apply (auto simp add: Collect_def mem_def)
   998 done
   999 
  1000 lemma finite_stdbasis: "finite {cart_basis i ::real^'n |i. i\<in> (UNIV:: 'n set)}" (is "finite ?S")
  1001 proof-
  1002   have eq: "?S = cart_basis ` UNIV" by blast
  1003   show ?thesis unfolding eq by auto
  1004 qed
  1005 
  1006 lemma card_stdbasis: "card {cart_basis i ::real^'n |i. i\<in> (UNIV :: 'n set)} = CARD('n)" (is "card ?S = _")
  1007 proof-
  1008   have eq: "?S = cart_basis ` UNIV" by blast
  1009   show ?thesis unfolding eq using card_image[OF basis_inj] by simp
  1010 qed
  1011 
  1012 
  1013 lemma independent_stdbasis_lemma:
  1014   assumes x: "(x::real ^ 'n) \<in> span (cart_basis ` S)"
  1015   and iS: "i \<notin> S"
  1016   shows "(x$i) = 0"
  1017 proof-
  1018   let ?U = "UNIV :: 'n set"
  1019   let ?B = "cart_basis ` S"
  1020   let ?P = "\<lambda>(x::real^_). \<forall>i\<in> ?U. i \<notin> S \<longrightarrow> x$i =0"
  1021  {fix x::"real^_" assume xS: "x\<in> ?B"
  1022    from xS have "?P x" by auto}
  1023  moreover
  1024  have "subspace ?P"
  1025    by (auto simp add: subspace_def Collect_def mem_def)
  1026  ultimately show ?thesis
  1027    using x span_induct[of ?B ?P x] iS by blast
  1028 qed
  1029 
  1030 lemma independent_stdbasis: "independent {cart_basis i ::real^'n |i. i\<in> (UNIV :: 'n set)}"
  1031 proof-
  1032   let ?I = "UNIV :: 'n set"
  1033   let ?b = "cart_basis :: _ \<Rightarrow> real ^'n"
  1034   let ?B = "?b ` ?I"
  1035   have eq: "{?b i|i. i \<in> ?I} = ?B"
  1036     by auto
  1037   {assume d: "dependent ?B"
  1038     then obtain k where k: "k \<in> ?I" "?b k \<in> span (?B - {?b k})"
  1039       unfolding dependent_def by auto
  1040     have eq1: "?B - {?b k} = ?B - ?b ` {k}"  by simp
  1041     have eq2: "?B - {?b k} = ?b ` (?I - {k})"
  1042       unfolding eq1
  1043       apply (rule inj_on_image_set_diff[symmetric])
  1044       apply (rule basis_inj) using k(1) by auto
  1045     from k(2) have th0: "?b k \<in> span (?b ` (?I - {k}))" unfolding eq2 .
  1046     from independent_stdbasis_lemma[OF th0, of k, simplified]
  1047     have False by simp}
  1048   then show ?thesis unfolding eq dependent_def ..
  1049 qed
  1050 
  1051 lemma vector_sub_project_orthogonal_cart: "(b::real^'n) \<bullet> (x - ((b \<bullet> x) / (b \<bullet> b)) *s b) = 0"
  1052   unfolding inner_simps smult_conv_scaleR by auto
  1053 
  1054 lemma linear_eq_stdbasis_cart:
  1055   assumes lf: "linear (f::real^'m \<Rightarrow> _)" and lg: "linear g"
  1056   and fg: "\<forall>i. f (cart_basis i) = g(cart_basis i)"
  1057   shows "f = g"
  1058 proof-
  1059   let ?U = "UNIV :: 'm set"
  1060   let ?I = "{cart_basis i:: real^'m|i. i \<in> ?U}"
  1061   {fix x assume x: "x \<in> (UNIV :: (real^'m) set)"
  1062     from equalityD2[OF span_stdbasis]
  1063     have IU: " (UNIV :: (real^'m) set) \<subseteq> span ?I" by blast
  1064     from linear_eq[OF lf lg IU] fg x
  1065     have "f x = g x" unfolding Collect_def  Ball_def mem_def by metis}
  1066   then show ?thesis by (auto intro: ext)
  1067 qed
  1068 
  1069 lemma bilinear_eq_stdbasis_cart:
  1070   assumes bf: "bilinear (f:: real^'m \<Rightarrow> real^'n \<Rightarrow> _)"
  1071   and bg: "bilinear g"
  1072   and fg: "\<forall>i j. f (cart_basis i) (cart_basis j) = g (cart_basis i) (cart_basis j)"
  1073   shows "f = g"
  1074 proof-
  1075   from fg have th: "\<forall>x \<in> {cart_basis i| i. i\<in> (UNIV :: 'm set)}. \<forall>y\<in>  {cart_basis j |j. j \<in> (UNIV :: 'n set)}. f x y = g x y" by blast
  1076   from bilinear_eq[OF bf bg equalityD2[OF span_stdbasis] equalityD2[OF span_stdbasis] th] show ?thesis by (blast intro: ext)
  1077 qed
  1078 
  1079 lemma left_invertible_transpose:
  1080   "(\<exists>(B). B ** transpose (A) = mat (1::'a::comm_semiring_1)) \<longleftrightarrow> (\<exists>(B). A ** B = mat 1)"
  1081   by (metis matrix_transpose_mul transpose_mat transpose_transpose)
  1082 
  1083 lemma right_invertible_transpose:
  1084   "(\<exists>(B). transpose (A) ** B = mat (1::'a::comm_semiring_1)) \<longleftrightarrow> (\<exists>(B). B ** A = mat 1)"
  1085   by (metis matrix_transpose_mul transpose_mat transpose_transpose)
  1086 
  1087 lemma matrix_left_invertible_injective:
  1088 "(\<exists>B. (B::real^'m^'n) ** (A::real^'n^'m) = mat 1) \<longleftrightarrow> (\<forall>x y. A *v x = A *v y \<longrightarrow> x = y)"
  1089 proof-
  1090   {fix B:: "real^'m^'n" and x y assume B: "B ** A = mat 1" and xy: "A *v x = A*v y"
  1091     from xy have "B*v (A *v x) = B *v (A*v y)" by simp
  1092     hence "x = y"
  1093       unfolding matrix_vector_mul_assoc B matrix_vector_mul_lid .}
  1094   moreover
  1095   {assume A: "\<forall>x y. A *v x = A *v y \<longrightarrow> x = y"
  1096     hence i: "inj (op *v A)" unfolding inj_on_def by auto
  1097     from linear_injective_left_inverse[OF matrix_vector_mul_linear i]
  1098     obtain g where g: "linear g" "g o op *v A = id" by blast
  1099     have "matrix g ** A = mat 1"
  1100       unfolding matrix_eq matrix_vector_mul_lid matrix_vector_mul_assoc[symmetric] matrix_works[OF g(1)]
  1101       using g(2) by (simp add: o_def id_def stupid_ext)
  1102     then have "\<exists>B. (B::real ^'m^'n) ** A = mat 1" by blast}
  1103   ultimately show ?thesis by blast
  1104 qed
  1105 
  1106 lemma matrix_left_invertible_ker:
  1107   "(\<exists>B. (B::real ^'m^'n) ** (A::real^'n^'m) = mat 1) \<longleftrightarrow> (\<forall>x. A *v x = 0 \<longrightarrow> x = 0)"
  1108   unfolding matrix_left_invertible_injective
  1109   using linear_injective_0[OF matrix_vector_mul_linear, of A]
  1110   by (simp add: inj_on_def)
  1111 
  1112 lemma matrix_right_invertible_surjective:
  1113 "(\<exists>B. (A::real^'n^'m) ** (B::real^'m^'n) = mat 1) \<longleftrightarrow> surj (\<lambda>x. A *v x)"
  1114 proof-
  1115   {fix B :: "real ^'m^'n"  assume AB: "A ** B = mat 1"
  1116     {fix x :: "real ^ 'm"
  1117       have "A *v (B *v x) = x"
  1118         by (simp add: matrix_vector_mul_lid matrix_vector_mul_assoc AB)}
  1119     hence "surj (op *v A)" unfolding surj_def by metis }
  1120   moreover
  1121   {assume sf: "surj (op *v A)"
  1122     from linear_surjective_right_inverse[OF matrix_vector_mul_linear sf]
  1123     obtain g:: "real ^'m \<Rightarrow> real ^'n" where g: "linear g" "op *v A o g = id"
  1124       by blast
  1125 
  1126     have "A ** (matrix g) = mat 1"
  1127       unfolding matrix_eq  matrix_vector_mul_lid
  1128         matrix_vector_mul_assoc[symmetric] matrix_works[OF g(1)]
  1129       using g(2) unfolding o_def stupid_ext[symmetric] id_def
  1130       .
  1131     hence "\<exists>B. A ** (B::real^'m^'n) = mat 1" by blast
  1132   }
  1133   ultimately show ?thesis unfolding surj_def by blast
  1134 qed
  1135 
  1136 lemma matrix_left_invertible_independent_columns:
  1137   fixes A :: "real^'n^'m"
  1138   shows "(\<exists>(B::real ^'m^'n). B ** A = mat 1) \<longleftrightarrow> (\<forall>c. setsum (\<lambda>i. c i *s column i A) (UNIV :: 'n set) = 0 \<longrightarrow> (\<forall>i. c i = 0))"
  1139    (is "?lhs \<longleftrightarrow> ?rhs")
  1140 proof-
  1141   let ?U = "UNIV :: 'n set"
  1142   {assume k: "\<forall>x. A *v x = 0 \<longrightarrow> x = 0"
  1143     {fix c i assume c: "setsum (\<lambda>i. c i *s column i A) ?U = 0"
  1144       and i: "i \<in> ?U"
  1145       let ?x = "\<chi> i. c i"
  1146       have th0:"A *v ?x = 0"
  1147         using c
  1148         unfolding matrix_mult_vsum Cart_eq
  1149         by auto
  1150       from k[rule_format, OF th0] i
  1151       have "c i = 0" by (vector Cart_eq)}
  1152     hence ?rhs by blast}
  1153   moreover
  1154   {assume H: ?rhs
  1155     {fix x assume x: "A *v x = 0"
  1156       let ?c = "\<lambda>i. ((x$i ):: real)"
  1157       from H[rule_format, of ?c, unfolded matrix_mult_vsum[symmetric], OF x]
  1158       have "x = 0" by vector}}
  1159   ultimately show ?thesis unfolding matrix_left_invertible_ker by blast
  1160 qed
  1161 
  1162 lemma matrix_right_invertible_independent_rows:
  1163   fixes A :: "real^'n^'m"
  1164   shows "(\<exists>(B::real^'m^'n). A ** B = mat 1) \<longleftrightarrow> (\<forall>c. setsum (\<lambda>i. c i *s row i A) (UNIV :: 'm set) = 0 \<longrightarrow> (\<forall>i. c i = 0))"
  1165   unfolding left_invertible_transpose[symmetric]
  1166     matrix_left_invertible_independent_columns
  1167   by (simp add: column_transpose)
  1168 
  1169 lemma matrix_right_invertible_span_columns:
  1170   "(\<exists>(B::real ^'n^'m). (A::real ^'m^'n) ** B = mat 1) \<longleftrightarrow> span (columns A) = UNIV" (is "?lhs = ?rhs")
  1171 proof-
  1172   let ?U = "UNIV :: 'm set"
  1173   have fU: "finite ?U" by simp
  1174   have lhseq: "?lhs \<longleftrightarrow> (\<forall>y. \<exists>(x::real^'m). setsum (\<lambda>i. (x$i) *s column i A) ?U = y)"
  1175     unfolding matrix_right_invertible_surjective matrix_mult_vsum surj_def
  1176     apply (subst eq_commute) ..
  1177   have rhseq: "?rhs \<longleftrightarrow> (\<forall>x. x \<in> span (columns A))" by blast
  1178   {assume h: ?lhs
  1179     {fix x:: "real ^'n"
  1180         from h[unfolded lhseq, rule_format, of x] obtain y:: "real ^'m"
  1181           where y: "setsum (\<lambda>i. (y$i) *s column i A) ?U = x" by blast
  1182         have "x \<in> span (columns A)"
  1183           unfolding y[symmetric]
  1184           apply (rule span_setsum[OF fU])
  1185           apply clarify
  1186           unfolding smult_conv_scaleR
  1187           apply (rule span_mul)
  1188           apply (rule span_superset)
  1189           unfolding columns_def
  1190           by blast}
  1191     then have ?rhs unfolding rhseq by blast}
  1192   moreover
  1193   {assume h:?rhs
  1194     let ?P = "\<lambda>(y::real ^'n). \<exists>(x::real^'m). setsum (\<lambda>i. (x$i) *s column i A) ?U = y"
  1195     {fix y have "?P y"
  1196       proof(rule span_induct_alt[of ?P "columns A", folded smult_conv_scaleR])
  1197         show "\<exists>x\<Colon>real ^ 'm. setsum (\<lambda>i. (x$i) *s column i A) ?U = 0"
  1198           by (rule exI[where x=0], simp)
  1199       next
  1200         fix c y1 y2 assume y1: "y1 \<in> columns A" and y2: "?P y2"
  1201         from y1 obtain i where i: "i \<in> ?U" "y1 = column i A"
  1202           unfolding columns_def by blast
  1203         from y2 obtain x:: "real ^'m" where
  1204           x: "setsum (\<lambda>i. (x$i) *s column i A) ?U = y2" by blast
  1205         let ?x = "(\<chi> j. if j = i then c + (x$i) else (x$j))::real^'m"
  1206         show "?P (c*s y1 + y2)"
  1207           proof(rule exI[where x= "?x"], vector, auto simp add: i x[symmetric] if_distrib right_distrib cond_application_beta cong del: if_weak_cong)
  1208             fix j
  1209             have th: "\<forall>xa \<in> ?U. (if xa = i then (c + (x$i)) * ((column xa A)$j)
  1210            else (x$xa) * ((column xa A$j))) = (if xa = i then c * ((column i A)$j) else 0) + ((x$xa) * ((column xa A)$j))" using i(1)
  1211               by (simp add: field_simps)
  1212             have "setsum (\<lambda>xa. if xa = i then (c + (x$i)) * ((column xa A)$j)
  1213            else (x$xa) * ((column xa A$j))) ?U = setsum (\<lambda>xa. (if xa = i then c * ((column i A)$j) else 0) + ((x$xa) * ((column xa A)$j))) ?U"
  1214               apply (rule setsum_cong[OF refl])
  1215               using th by blast
  1216             also have "\<dots> = setsum (\<lambda>xa. if xa = i then c * ((column i A)$j) else 0) ?U + setsum (\<lambda>xa. ((x$xa) * ((column xa A)$j))) ?U"
  1217               by (simp add: setsum_addf)
  1218             also have "\<dots> = c * ((column i A)$j) + setsum (\<lambda>xa. ((x$xa) * ((column xa A)$j))) ?U"
  1219               unfolding setsum_delta[OF fU]
  1220               using i(1) by simp
  1221             finally show "setsum (\<lambda>xa. if xa = i then (c + (x$i)) * ((column xa A)$j)
  1222            else (x$xa) * ((column xa A$j))) ?U = c * ((column i A)$j) + setsum (\<lambda>xa. ((x$xa) * ((column xa A)$j))) ?U" .
  1223           qed
  1224         next
  1225           show "y \<in> span (columns A)" unfolding h by blast
  1226         qed}
  1227     then have ?lhs unfolding lhseq ..}
  1228   ultimately show ?thesis by blast
  1229 qed
  1230 
  1231 lemma matrix_left_invertible_span_rows:
  1232   "(\<exists>(B::real^'m^'n). B ** (A::real^'n^'m) = mat 1) \<longleftrightarrow> span (rows A) = UNIV"
  1233   unfolding right_invertible_transpose[symmetric]
  1234   unfolding columns_transpose[symmetric]
  1235   unfolding matrix_right_invertible_span_columns
  1236  ..
  1237 
  1238 text {* The same result in terms of square matrices. *}
  1239 
  1240 lemma matrix_left_right_inverse:
  1241   fixes A A' :: "real ^'n^'n"
  1242   shows "A ** A' = mat 1 \<longleftrightarrow> A' ** A = mat 1"
  1243 proof-
  1244   {fix A A' :: "real ^'n^'n" assume AA': "A ** A' = mat 1"
  1245     have sA: "surj (op *v A)"
  1246       unfolding surj_def
  1247       apply clarify
  1248       apply (rule_tac x="(A' *v y)" in exI)
  1249       by (simp add: matrix_vector_mul_assoc AA' matrix_vector_mul_lid)
  1250     from linear_surjective_isomorphism[OF matrix_vector_mul_linear sA]
  1251     obtain f' :: "real ^'n \<Rightarrow> real ^'n"
  1252       where f': "linear f'" "\<forall>x. f' (A *v x) = x" "\<forall>x. A *v f' x = x" by blast
  1253     have th: "matrix f' ** A = mat 1"
  1254       by (simp add: matrix_eq matrix_works[OF f'(1)] matrix_vector_mul_assoc[symmetric] matrix_vector_mul_lid f'(2)[rule_format])
  1255     hence "(matrix f' ** A) ** A' = mat 1 ** A'" by simp
  1256     hence "matrix f' = A'" by (simp add: matrix_mul_assoc[symmetric] AA' matrix_mul_rid matrix_mul_lid)
  1257     hence "matrix f' ** A = A' ** A" by simp
  1258     hence "A' ** A = mat 1" by (simp add: th)}
  1259   then show ?thesis by blast
  1260 qed
  1261 
  1262 text {* Considering an n-element vector as an n-by-1 or 1-by-n matrix. *}
  1263 
  1264 definition "rowvector v = (\<chi> i j. (v$j))"
  1265 
  1266 definition "columnvector v = (\<chi> i j. (v$i))"
  1267 
  1268 lemma transpose_columnvector:
  1269  "transpose(columnvector v) = rowvector v"
  1270   by (simp add: transpose_def rowvector_def columnvector_def Cart_eq)
  1271 
  1272 lemma transpose_rowvector: "transpose(rowvector v) = columnvector v"
  1273   by (simp add: transpose_def columnvector_def rowvector_def Cart_eq)
  1274 
  1275 lemma dot_rowvector_columnvector:
  1276   "columnvector (A *v v) = A ** columnvector v"
  1277   by (vector columnvector_def matrix_matrix_mult_def matrix_vector_mult_def)
  1278 
  1279 lemma dot_matrix_product: "(x::real^'n) \<bullet> y = (((rowvector x ::real^'n^1) ** (columnvector y :: real^1^'n))$1)$1"
  1280   by (vector matrix_matrix_mult_def rowvector_def columnvector_def inner_vector_def)
  1281 
  1282 lemma dot_matrix_vector_mul:
  1283   fixes A B :: "real ^'n ^'n" and x y :: "real ^'n"
  1284   shows "(A *v x) \<bullet> (B *v y) =
  1285       (((rowvector x :: real^'n^1) ** ((transpose A ** B) ** (columnvector y :: real ^1^'n)))$1)$1"
  1286 unfolding dot_matrix_product transpose_columnvector[symmetric]
  1287   dot_rowvector_columnvector matrix_transpose_mul matrix_mul_assoc ..
  1288 
  1289 
  1290 lemma infnorm_cart:"infnorm (x::real^'n) = Sup {abs(x$i) |i. i\<in> (UNIV :: 'n set)}"
  1291   unfolding infnorm_def apply(rule arg_cong[where f=Sup]) apply safe
  1292   apply(rule_tac x="\<pi> i" in exI) defer
  1293   apply(rule_tac x="\<pi>' i" in exI) unfolding nth_conv_component using pi'_range by auto
  1294 
  1295 lemma infnorm_set_image_cart:
  1296   "{abs(x$i) |i. i\<in> (UNIV :: _ set)} =
  1297   (\<lambda>i. abs(x$i)) ` (UNIV)" by blast
  1298 
  1299 lemma infnorm_set_lemma_cart:
  1300   shows "finite {abs((x::'a::abs ^'n)$i) |i. i\<in> (UNIV :: 'n set)}"
  1301   and "{abs(x$i) |i. i\<in> (UNIV :: 'n::finite set)} \<noteq> {}"
  1302   unfolding  infnorm_set_image_cart
  1303   by auto
  1304 
  1305 lemma component_le_infnorm_cart:
  1306   shows "\<bar>x$i\<bar> \<le> infnorm (x::real^'n)"
  1307   unfolding nth_conv_component
  1308   using component_le_infnorm[of x] .
  1309 
  1310 instance cart :: (perfect_space, finite) perfect_space
  1311 proof
  1312   fix x :: "'a ^ 'b"
  1313   {
  1314     fix e :: real assume "0 < e"
  1315     def a \<equiv> "x $ undefined"
  1316     have "a islimpt UNIV" by (rule islimpt_UNIV)
  1317     with `0 < e` obtain b where "b \<noteq> a" and "dist b a < e"
  1318       unfolding islimpt_approachable by auto
  1319     def y \<equiv> "Cart_lambda ((Cart_nth x)(undefined := b))"
  1320     from `b \<noteq> a` have "y \<noteq> x"
  1321       unfolding a_def y_def by (simp add: Cart_eq)
  1322     from `dist b a < e` have "dist y x < e"
  1323       unfolding dist_vector_def a_def y_def
  1324       apply simp
  1325       apply (rule le_less_trans [OF setL2_le_setsum [OF zero_le_dist]])
  1326       apply (subst setsum_diff1' [where a=undefined], simp, simp, simp)
  1327       done
  1328     from `y \<noteq> x` and `dist y x < e`
  1329     have "\<exists>y\<in>UNIV. y \<noteq> x \<and> dist y x < e" by auto
  1330   }
  1331   then show "x islimpt UNIV" unfolding islimpt_approachable by blast
  1332 qed
  1333 
  1334 lemma closed_positive_orthant: "closed {x::real^'n. \<forall>i. 0 \<le>x$i}"
  1335 proof-
  1336   let ?U = "UNIV :: 'n set"
  1337   let ?O = "{x::real^'n. \<forall>i. x$i\<ge>0}"
  1338   {fix x:: "real^'n" and i::'n assume H: "\<forall>e>0. \<exists>x'\<in>?O. x' \<noteq> x \<and> dist x' x < e"
  1339     and xi: "x$i < 0"
  1340     from xi have th0: "-x$i > 0" by arith
  1341     from H[rule_format, OF th0] obtain x' where x': "x' \<in>?O" "x' \<noteq> x" "dist x' x < -x $ i" by blast
  1342       have th:" \<And>b a (x::real). abs x <= b \<Longrightarrow> b <= a ==> ~(a + x < 0)" by arith
  1343       have th': "\<And>x (y::real). x < 0 \<Longrightarrow> 0 <= y ==> abs x <= abs (y - x)" by arith
  1344       have th1: "\<bar>x$i\<bar> \<le> \<bar>(x' - x)$i\<bar>" using x'(1) xi
  1345         apply (simp only: vector_component)
  1346         by (rule th') auto
  1347       have th2: "\<bar>dist x x'\<bar> \<ge> \<bar>(x' - x)$i\<bar>" using  component_le_norm_cart[of "x'-x" i]
  1348         apply (simp add: dist_norm) by norm
  1349       from th[OF th1 th2] x'(3) have False by (simp add: dist_commute) }
  1350   then show ?thesis unfolding closed_limpt islimpt_approachable
  1351     unfolding not_le[symmetric] by blast
  1352 qed
  1353 lemma Lim_component_cart:
  1354   fixes f :: "'a \<Rightarrow> 'b::metric_space ^ 'n"
  1355   shows "(f ---> l) net \<Longrightarrow> ((\<lambda>a. f a $i) ---> l$i) net"
  1356   unfolding tendsto_iff
  1357   apply (clarify)
  1358   apply (drule spec, drule (1) mp)
  1359   apply (erule eventually_elim1)
  1360   apply (erule le_less_trans [OF dist_nth_le_cart])
  1361   done
  1362 
  1363 lemma bounded_component_cart: "bounded s \<Longrightarrow> bounded ((\<lambda>x. x $ i) ` s)"
  1364 unfolding bounded_def
  1365 apply clarify
  1366 apply (rule_tac x="x $ i" in exI)
  1367 apply (rule_tac x="e" in exI)
  1368 apply clarify
  1369 apply (rule order_trans [OF dist_nth_le_cart], simp)
  1370 done
  1371 
  1372 lemma compact_lemma_cart:
  1373   fixes f :: "nat \<Rightarrow> 'a::heine_borel ^ 'n"
  1374   assumes "bounded s" and "\<forall>n. f n \<in> s"
  1375   shows "\<forall>d.
  1376         \<exists>l r. subseq r \<and>
  1377         (\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r n) $ i) (l $ i) < e) sequentially)"
  1378 proof
  1379   fix d::"'n set" have "finite d" by simp
  1380   thus "\<exists>l::'a ^ 'n. \<exists>r. subseq r \<and>
  1381       (\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r n) $ i) (l $ i) < e) sequentially)"
  1382   proof(induct d) case empty thus ?case unfolding subseq_def by auto
  1383   next case (insert k d)
  1384     have s': "bounded ((\<lambda>x. x $ k) ` s)" using `bounded s` by (rule bounded_component_cart)
  1385     obtain l1::"'a^'n" and r1 where r1:"subseq r1" and lr1:"\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r1 n) $ i) (l1 $ i) < e) sequentially"
  1386       using insert(3) by auto
  1387     have f': "\<forall>n. f (r1 n) $ k \<in> (\<lambda>x. x $ k) ` s" using `\<forall>n. f n \<in> s` by simp
  1388     obtain l2 r2 where r2:"subseq r2" and lr2:"((\<lambda>i. f (r1 (r2 i)) $ k) ---> l2) sequentially"
  1389       using bounded_imp_convergent_subsequence[OF s' f'] unfolding o_def by auto
  1390     def r \<equiv> "r1 \<circ> r2" have r:"subseq r"
  1391       using r1 and r2 unfolding r_def o_def subseq_def by auto
  1392     moreover
  1393     def l \<equiv> "(\<chi> i. if i = k then l2 else l1$i)::'a^'n"
  1394     { fix e::real assume "e>0"
  1395       from lr1 `e>0` have N1:"eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r1 n) $ i) (l1 $ i) < e) sequentially" by blast
  1396       from lr2 `e>0` have N2:"eventually (\<lambda>n. dist (f (r1 (r2 n)) $ k) l2 < e) sequentially" by (rule tendstoD)
  1397       from r2 N1 have N1': "eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r1 (r2 n)) $ i) (l1 $ i) < e) sequentially"
  1398         by (rule eventually_subseq)
  1399       have "eventually (\<lambda>n. \<forall>i\<in>(insert k d). dist (f (r n) $ i) (l $ i) < e) sequentially"
  1400         using N1' N2 by (rule eventually_elim2, simp add: l_def r_def)
  1401     }
  1402     ultimately show ?case by auto
  1403   qed
  1404 qed
  1405 
  1406 instance cart :: (heine_borel, finite) heine_borel
  1407 proof
  1408   fix s :: "('a ^ 'b) set" and f :: "nat \<Rightarrow> 'a ^ 'b"
  1409   assume s: "bounded s" and f: "\<forall>n. f n \<in> s"
  1410   then obtain l r where r: "subseq r"
  1411     and l: "\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>UNIV. dist (f (r n) $ i) (l $ i) < e) sequentially"
  1412     using compact_lemma_cart [OF s f] by blast
  1413   let ?d = "UNIV::'b set"
  1414   { fix e::real assume "e>0"
  1415     hence "0 < e / (real_of_nat (card ?d))"
  1416       using zero_less_card_finite using divide_pos_pos[of e, of "real_of_nat (card ?d)"] by auto
  1417     with l have "eventually (\<lambda>n. \<forall>i. dist (f (r n) $ i) (l $ i) < e / (real_of_nat (card ?d))) sequentially"
  1418       by simp
  1419     moreover
  1420     { fix n assume n: "\<forall>i. dist (f (r n) $ i) (l $ i) < e / (real_of_nat (card ?d))"
  1421       have "dist (f (r n)) l \<le> (\<Sum>i\<in>?d. dist (f (r n) $ i) (l $ i))"
  1422         unfolding dist_vector_def using zero_le_dist by (rule setL2_le_setsum)
  1423       also have "\<dots> < (\<Sum>i\<in>?d. e / (real_of_nat (card ?d)))"
  1424         by (rule setsum_strict_mono) (simp_all add: n)
  1425       finally have "dist (f (r n)) l < e" by simp
  1426     }
  1427     ultimately have "eventually (\<lambda>n. dist (f (r n)) l < e) sequentially"
  1428       by (rule eventually_elim1)
  1429   }
  1430   hence *:"((f \<circ> r) ---> l) sequentially" unfolding o_def tendsto_iff by simp
  1431   with r show "\<exists>l r. subseq r \<and> ((f \<circ> r) ---> l) sequentially" by auto
  1432 qed
  1433 
  1434 lemma continuous_at_component: "continuous (at a) (\<lambda>x. x $ i)"
  1435 unfolding continuous_at by (intro tendsto_intros)
  1436 
  1437 lemma continuous_on_component: "continuous_on s (\<lambda>x. x $ i)"
  1438 unfolding continuous_on_def by (intro ballI tendsto_intros)
  1439 
  1440 lemma interval_cart: fixes a :: "'a::ord^'n" shows
  1441   "{a <..< b} = {x::'a^'n. \<forall>i. a$i < x$i \<and> x$i < b$i}" and
  1442   "{a .. b} = {x::'a^'n. \<forall>i. a$i \<le> x$i \<and> x$i \<le> b$i}"
  1443   by (auto simp add: set_eq_iff vector_less_def vector_le_def)
  1444 
  1445 lemma mem_interval_cart: fixes a :: "'a::ord^'n" shows
  1446   "x \<in> {a<..<b} \<longleftrightarrow> (\<forall>i. a$i < x$i \<and> x$i < b$i)"
  1447   "x \<in> {a .. b} \<longleftrightarrow> (\<forall>i. a$i \<le> x$i \<and> x$i \<le> b$i)"
  1448   using interval_cart[of a b] by(auto simp add: set_eq_iff vector_less_def vector_le_def)
  1449 
  1450 lemma interval_eq_empty_cart: fixes a :: "real^'n" shows
  1451  "({a <..< b} = {} \<longleftrightarrow> (\<exists>i. b$i \<le> a$i))" (is ?th1) and
  1452  "({a  ..  b} = {} \<longleftrightarrow> (\<exists>i. b$i < a$i))" (is ?th2)
  1453 proof-
  1454   { fix i x assume as:"b$i \<le> a$i" and x:"x\<in>{a <..< b}"
  1455     hence "a $ i < x $ i \<and> x $ i < b $ i" unfolding mem_interval_cart by auto
  1456     hence "a$i < b$i" by auto
  1457     hence False using as by auto  }
  1458   moreover
  1459   { assume as:"\<forall>i. \<not> (b$i \<le> a$i)"
  1460     let ?x = "(1/2) *\<^sub>R (a + b)"
  1461     { fix i
  1462       have "a$i < b$i" using as[THEN spec[where x=i]] by auto
  1463       hence "a$i < ((1/2) *\<^sub>R (a+b)) $ i" "((1/2) *\<^sub>R (a+b)) $ i < b$i"
  1464         unfolding vector_smult_component and vector_add_component
  1465         by auto  }
  1466     hence "{a <..< b} \<noteq> {}" using mem_interval_cart(1)[of "?x" a b] by auto  }
  1467   ultimately show ?th1 by blast
  1468 
  1469   { fix i x assume as:"b$i < a$i" and x:"x\<in>{a .. b}"
  1470     hence "a $ i \<le> x $ i \<and> x $ i \<le> b $ i" unfolding mem_interval_cart by auto
  1471     hence "a$i \<le> b$i" by auto
  1472     hence False using as by auto  }
  1473   moreover
  1474   { assume as:"\<forall>i. \<not> (b$i < a$i)"
  1475     let ?x = "(1/2) *\<^sub>R (a + b)"
  1476     { fix i
  1477       have "a$i \<le> b$i" using as[THEN spec[where x=i]] by auto
  1478       hence "a$i \<le> ((1/2) *\<^sub>R (a+b)) $ i" "((1/2) *\<^sub>R (a+b)) $ i \<le> b$i"
  1479         unfolding vector_smult_component and vector_add_component
  1480         by auto  }
  1481     hence "{a .. b} \<noteq> {}" using mem_interval_cart(2)[of "?x" a b] by auto  }
  1482   ultimately show ?th2 by blast
  1483 qed
  1484 
  1485 lemma interval_ne_empty_cart: fixes a :: "real^'n" shows
  1486   "{a  ..  b} \<noteq> {} \<longleftrightarrow> (\<forall>i. a$i \<le> b$i)" and
  1487   "{a <..< b} \<noteq> {} \<longleftrightarrow> (\<forall>i. a$i < b$i)"
  1488   unfolding interval_eq_empty_cart[of a b] by (auto simp add: not_less not_le)
  1489     (* BH: Why doesn't just "auto" work here? *)
  1490 
  1491 lemma subset_interval_imp_cart: fixes a :: "real^'n" shows
  1492  "(\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i) \<Longrightarrow> {c .. d} \<subseteq> {a .. b}" and
  1493  "(\<forall>i. a$i < c$i \<and> d$i < b$i) \<Longrightarrow> {c .. d} \<subseteq> {a<..<b}" and
  1494  "(\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i) \<Longrightarrow> {c<..<d} \<subseteq> {a .. b}" and
  1495  "(\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i) \<Longrightarrow> {c<..<d} \<subseteq> {a<..<b}"
  1496   unfolding subset_eq[unfolded Ball_def] unfolding mem_interval_cart
  1497   by (auto intro: order_trans less_le_trans le_less_trans less_imp_le) (* BH: Why doesn't just "auto" work here? *)
  1498 
  1499 lemma interval_sing: fixes a :: "'a::linorder^'n" shows
  1500  "{a .. a} = {a} \<and> {a<..<a} = {}"
  1501 apply(auto simp add: set_eq_iff vector_less_def vector_le_def Cart_eq)
  1502 apply (simp add: order_eq_iff)
  1503 apply (auto simp add: not_less less_imp_le)
  1504 done
  1505 
  1506 lemma interval_open_subset_closed_cart:  fixes a :: "'a::preorder^'n" shows
  1507  "{a<..<b} \<subseteq> {a .. b}"
  1508 proof(simp add: subset_eq, rule)
  1509   fix x
  1510   assume x:"x \<in>{a<..<b}"
  1511   { fix i
  1512     have "a $ i \<le> x $ i"
  1513       using x order_less_imp_le[of "a$i" "x$i"]
  1514       by(simp add: set_eq_iff vector_less_def vector_le_def Cart_eq)
  1515   }
  1516   moreover
  1517   { fix i
  1518     have "x $ i \<le> b $ i"
  1519       using x order_less_imp_le[of "x$i" "b$i"]
  1520       by(simp add: set_eq_iff vector_less_def vector_le_def Cart_eq)
  1521   }
  1522   ultimately
  1523   show "a \<le> x \<and> x \<le> b"
  1524     by(simp add: set_eq_iff vector_less_def vector_le_def Cart_eq)
  1525 qed
  1526 
  1527 lemma subset_interval_cart: fixes a :: "real^'n" shows
  1528  "{c .. d} \<subseteq> {a .. b} \<longleftrightarrow> (\<forall>i. c$i \<le> d$i) --> (\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i)" (is ?th1) and
  1529  "{c .. d} \<subseteq> {a<..<b} \<longleftrightarrow> (\<forall>i. c$i \<le> d$i) --> (\<forall>i. a$i < c$i \<and> d$i < b$i)" (is ?th2) and
  1530  "{c<..<d} \<subseteq> {a .. b} \<longleftrightarrow> (\<forall>i. c$i < d$i) --> (\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i)" (is ?th3) and
  1531  "{c<..<d} \<subseteq> {a<..<b} \<longleftrightarrow> (\<forall>i. c$i < d$i) --> (\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i)" (is ?th4)
  1532   using subset_interval[of c d a b] by (simp_all add: cart_simps real_euclidean_nth)
  1533 
  1534 lemma disjoint_interval_cart: fixes a::"real^'n" shows
  1535   "{a .. b} \<inter> {c .. d} = {} \<longleftrightarrow> (\<exists>i. (b$i < a$i \<or> d$i < c$i \<or> b$i < c$i \<or> d$i < a$i))" (is ?th1) and
  1536   "{a .. b} \<inter> {c<..<d} = {} \<longleftrightarrow> (\<exists>i. (b$i < a$i \<or> d$i \<le> c$i \<or> b$i \<le> c$i \<or> d$i \<le> a$i))" (is ?th2) and
  1537   "{a<..<b} \<inter> {c .. d} = {} \<longleftrightarrow> (\<exists>i. (b$i \<le> a$i \<or> d$i < c$i \<or> b$i \<le> c$i \<or> d$i \<le> a$i))" (is ?th3) and
  1538   "{a<..<b} \<inter> {c<..<d} = {} \<longleftrightarrow> (\<exists>i. (b$i \<le> a$i \<or> d$i \<le> c$i \<or> b$i \<le> c$i \<or> d$i \<le> a$i))" (is ?th4)
  1539   using disjoint_interval[of a b c d] by (simp_all add: cart_simps real_euclidean_nth)
  1540 
  1541 lemma inter_interval_cart: fixes a :: "'a::linorder^'n" shows
  1542  "{a .. b} \<inter> {c .. d} =  {(\<chi> i. max (a$i) (c$i)) .. (\<chi> i. min (b$i) (d$i))}"
  1543   unfolding set_eq_iff and Int_iff and mem_interval_cart
  1544   by auto
  1545 
  1546 lemma closed_interval_left_cart: fixes b::"real^'n"
  1547   shows "closed {x::real^'n. \<forall>i. x$i \<le> b$i}"
  1548 proof-
  1549   { fix i
  1550     fix x::"real^'n" assume x:"\<forall>e>0. \<exists>x'\<in>{x. \<forall>i. x $ i \<le> b $ i}. x' \<noteq> x \<and> dist x' x < e"
  1551     { assume "x$i > b$i"
  1552       then obtain y where "y $ i \<le> b $ i"  "y \<noteq> x"  "dist y x < x$i - b$i" using x[THEN spec[where x="x$i - b$i"]] by auto
  1553       hence False using component_le_norm_cart[of "y - x" i] unfolding dist_norm and vector_minus_component by auto   }
  1554     hence "x$i \<le> b$i" by(rule ccontr)auto  }
  1555   thus ?thesis unfolding closed_limpt unfolding islimpt_approachable by blast
  1556 qed
  1557 
  1558 lemma closed_interval_right_cart: fixes a::"real^'n"
  1559   shows "closed {x::real^'n. \<forall>i. a$i \<le> x$i}"
  1560 proof-
  1561   { fix i
  1562     fix x::"real^'n" assume x:"\<forall>e>0. \<exists>x'\<in>{x. \<forall>i. a $ i \<le> x $ i}. x' \<noteq> x \<and> dist x' x < e"
  1563     { assume "a$i > x$i"
  1564       then obtain y where "a $ i \<le> y $ i"  "y \<noteq> x"  "dist y x < a$i - x$i" using x[THEN spec[where x="a$i - x$i"]] by auto
  1565       hence False using component_le_norm_cart[of "y - x" i] unfolding dist_norm and vector_minus_component by auto   }
  1566     hence "a$i \<le> x$i" by(rule ccontr)auto  }
  1567   thus ?thesis unfolding closed_limpt unfolding islimpt_approachable by blast
  1568 qed
  1569 
  1570 lemma is_interval_cart:"is_interval (s::(real^'n) set) \<longleftrightarrow>
  1571   (\<forall>a\<in>s. \<forall>b\<in>s. \<forall>x. (\<forall>i. ((a$i \<le> x$i \<and> x$i \<le> b$i) \<or> (b$i \<le> x$i \<and> x$i \<le> a$i))) \<longrightarrow> x \<in> s)"
  1572   unfolding is_interval_def Ball_def by (simp add: cart_simps real_euclidean_nth)
  1573 
  1574 lemma closed_halfspace_component_le_cart:
  1575   shows "closed {x::real^'n. x$i \<le> a}"
  1576   using closed_halfspace_le[of "(cart_basis i)::real^'n" a] unfolding inner_basis[OF assms] by auto
  1577 
  1578 lemma closed_halfspace_component_ge_cart:
  1579   shows "closed {x::real^'n. x$i \<ge> a}"
  1580   using closed_halfspace_ge[of a "(cart_basis i)::real^'n"] unfolding inner_basis[OF assms] by auto
  1581 
  1582 lemma open_halfspace_component_lt_cart:
  1583   shows "open {x::real^'n. x$i < a}"
  1584   using open_halfspace_lt[of "(cart_basis i)::real^'n" a] unfolding inner_basis[OF assms] by auto
  1585 
  1586 lemma open_halfspace_component_gt_cart:
  1587   shows "open {x::real^'n. x$i  > a}"
  1588   using open_halfspace_gt[of a "(cart_basis i)::real^'n"] unfolding inner_basis[OF assms] by auto
  1589 
  1590 lemma Lim_component_le_cart: fixes f :: "'a \<Rightarrow> real^'n"
  1591   assumes "(f ---> l) net" "\<not> (trivial_limit net)"  "eventually (\<lambda>x. f(x)$i \<le> b) net"
  1592   shows "l$i \<le> b"
  1593 proof-
  1594   { fix x have "x \<in> {x::real^'n. inner (cart_basis i) x \<le> b} \<longleftrightarrow> x$i \<le> b" unfolding inner_basis by auto } note * = this
  1595   show ?thesis using Lim_in_closed_set[of "{x. inner (cart_basis i) x \<le> b}" f net l] unfolding *
  1596     using closed_halfspace_le[of "(cart_basis i)::real^'n" b] and assms(1,2,3) by auto
  1597 qed
  1598 
  1599 lemma Lim_component_ge_cart: fixes f :: "'a \<Rightarrow> real^'n"
  1600   assumes "(f ---> l) net"  "\<not> (trivial_limit net)"  "eventually (\<lambda>x. b \<le> (f x)$i) net"
  1601   shows "b \<le> l$i"
  1602 proof-
  1603   { fix x have "x \<in> {x::real^'n. inner (cart_basis i) x \<ge> b} \<longleftrightarrow> x$i \<ge> b" unfolding inner_basis by auto } note * = this
  1604   show ?thesis using Lim_in_closed_set[of "{x. inner (cart_basis i) x \<ge> b}" f net l] unfolding *
  1605     using closed_halfspace_ge[of b "(cart_basis i)::real^'n"] and assms(1,2,3) by auto
  1606 qed
  1607 
  1608 lemma Lim_component_eq_cart: fixes f :: "'a \<Rightarrow> real^'n"
  1609   assumes net:"(f ---> l) net" "~(trivial_limit net)" and ev:"eventually (\<lambda>x. f(x)$i = b) net"
  1610   shows "l$i = b"
  1611   using ev[unfolded order_eq_iff eventually_and] using Lim_component_ge_cart[OF net, of b i] and
  1612     Lim_component_le_cart[OF net, of i b] by auto
  1613 
  1614 lemma connected_ivt_component_cart: fixes x::"real^'n" shows
  1615  "connected s \<Longrightarrow> x \<in> s \<Longrightarrow> y \<in> s \<Longrightarrow> x$k \<le> a \<Longrightarrow> a \<le> y$k \<Longrightarrow> (\<exists>z\<in>s.  z$k = a)"
  1616   using connected_ivt_hyperplane[of s x y "(cart_basis k)::real^'n" a] by (auto simp add: inner_basis)
  1617 
  1618 lemma subspace_substandard_cart:
  1619  "subspace {x::real^_. (\<forall>i. P i \<longrightarrow> x$i = 0)}"
  1620   unfolding subspace_def by auto
  1621 
  1622 lemma closed_substandard_cart:
  1623  "closed {x::real^'n. \<forall>i. P i --> x$i = 0}" (is "closed ?A")
  1624 proof-
  1625   let ?D = "{i. P i}"
  1626   let ?Bs = "{{x::real^'n. inner (cart_basis i) x = 0}| i. i \<in> ?D}"
  1627   { fix x
  1628     { assume "x\<in>?A"
  1629       hence x:"\<forall>i\<in>?D. x $ i = 0" by auto
  1630       hence "x\<in> \<Inter> ?Bs" by(auto simp add: inner_basis x) }
  1631     moreover
  1632     { assume x:"x\<in>\<Inter>?Bs"
  1633       { fix i assume i:"i \<in> ?D"
  1634         then obtain B where BB:"B \<in> ?Bs" and B:"B = {x::real^'n. inner (cart_basis i) x = 0}" by auto
  1635         hence "x $ i = 0" unfolding B using x unfolding inner_basis by auto  }
  1636       hence "x\<in>?A" by auto }
  1637     ultimately have "x\<in>?A \<longleftrightarrow> x\<in> \<Inter>?Bs" .. }
  1638   hence "?A = \<Inter> ?Bs" by auto
  1639   thus ?thesis by(auto simp add: closed_Inter closed_hyperplane)
  1640 qed
  1641 
  1642 lemma dim_substandard_cart:
  1643   shows "dim {x::real^'n. \<forall>i. i \<notin> d \<longrightarrow> x$i = 0} = card d" (is "dim ?A = _")
  1644 proof- have *:"{x. \<forall>i<DIM((real, 'n) cart). i \<notin> \<pi>' ` d \<longrightarrow> x $$ i = 0} = 
  1645     {x::real^'n. \<forall>i. i \<notin> d \<longrightarrow> x$i = 0}"apply safe
  1646     apply(erule_tac x="\<pi>' i" in allE) defer
  1647     apply(erule_tac x="\<pi> i" in allE)
  1648     unfolding image_iff real_euclidean_nth[symmetric] by (auto simp: pi'_inj[THEN inj_eq])
  1649   have " \<pi>' ` d \<subseteq> {..<DIM((real, 'n) cart)}" using pi'_range[where 'n='n] by auto
  1650   thus ?thesis using dim_substandard[of "\<pi>' ` d", where 'a="real^'n"] 
  1651     unfolding * using card_image[of "\<pi>'" d] using pi'_inj unfolding inj_on_def by auto
  1652 qed
  1653 
  1654 lemma affinity_inverses:
  1655   assumes m0: "m \<noteq> (0::'a::field)"
  1656   shows "(\<lambda>x. m *s x + c) o (\<lambda>x. inverse(m) *s x + (-(inverse(m) *s c))) = id"
  1657   "(\<lambda>x. inverse(m) *s x + (-(inverse(m) *s c))) o (\<lambda>x. m *s x + c) = id"
  1658   using m0
  1659 apply (auto simp add: fun_eq_iff vector_add_ldistrib)
  1660 by (simp_all add: vector_smult_lneg[symmetric] vector_smult_assoc vector_sneg_minus1[symmetric])
  1661 
  1662 lemma vector_affinity_eq:
  1663   assumes m0: "(m::'a::field) \<noteq> 0"
  1664   shows "m *s x + c = y \<longleftrightarrow> x = inverse m *s y + -(inverse m *s c)"
  1665 proof
  1666   assume h: "m *s x + c = y"
  1667   hence "m *s x = y - c" by (simp add: field_simps)
  1668   hence "inverse m *s (m *s x) = inverse m *s (y - c)" by simp
  1669   then show "x = inverse m *s y + - (inverse m *s c)"
  1670     using m0 by (simp add: vector_smult_assoc vector_ssub_ldistrib)
  1671 next
  1672   assume h: "x = inverse m *s y + - (inverse m *s c)"
  1673   show "m *s x + c = y" unfolding h diff_minus[symmetric]
  1674     using m0 by (simp add: vector_smult_assoc vector_ssub_ldistrib)
  1675 qed
  1676 
  1677 lemma vector_eq_affinity:
  1678  "(m::'a::field) \<noteq> 0 ==> (y = m *s x + c \<longleftrightarrow> inverse(m) *s y + -(inverse(m) *s c) = x)"
  1679   using vector_affinity_eq[where m=m and x=x and y=y and c=c]
  1680   by metis
  1681 
  1682 lemma const_vector_cart:"((\<chi> i. d)::real^'n) = (\<chi>\<chi> i. d)"
  1683   apply(subst euclidean_eq)
  1684 proof safe case goal1
  1685   hence *:"(basis i::real^'n) = cart_basis (\<pi> i)"
  1686     unfolding basis_real_n[THEN sym] by auto
  1687   have "((\<chi> i. d)::real^'n) $$ i = d" unfolding euclidean_component_def *
  1688     unfolding dot_basis by auto
  1689   thus ?case using goal1 by auto
  1690 qed
  1691 
  1692 section "Convex Euclidean Space"
  1693 
  1694 lemma Cart_1:"(1::real^'n) = (\<chi>\<chi> i. 1)"
  1695   apply(subst euclidean_eq)
  1696 proof safe case goal1 thus ?case using nth_conv_component[THEN sym,where i1="\<pi> i" and x1="1::real^'n"] by auto
  1697 qed
  1698 
  1699 declare vector_add_ldistrib[simp] vector_ssub_ldistrib[simp] vector_smult_assoc[simp] vector_smult_rneg[simp]
  1700 declare vector_sadd_rdistrib[simp] vector_sub_rdistrib[simp]
  1701 
  1702 lemmas vector_component_simps = vector_minus_component vector_smult_component vector_add_component vector_le_def Cart_lambda_beta basis_component vector_uminus_component
  1703 
  1704 lemma convex_box_cart:
  1705   assumes "\<And>i. convex {x. P i x}"
  1706   shows "convex {x. \<forall>i. P i (x$i)}"
  1707   using assms unfolding convex_def by auto
  1708 
  1709 lemma convex_positive_orthant_cart: "convex {x::real^'n. (\<forall>i. 0 \<le> x$i)}"
  1710   by (rule convex_box_cart) (simp add: atLeast_def[symmetric] convex_real_interval)
  1711 
  1712 lemma unit_interval_convex_hull_cart:
  1713   "{0::real^'n .. 1} = convex hull {x. \<forall>i. (x$i = 0) \<or> (x$i = 1)}" (is "?int = convex hull ?points")
  1714   unfolding Cart_1 unit_interval_convex_hull[where 'a="real^'n"]
  1715   apply(rule arg_cong[where f="\<lambda>x. convex hull x"]) apply(rule set_eqI) unfolding mem_Collect_eq
  1716   apply safe apply(erule_tac x="\<pi>' i" in allE) unfolding nth_conv_component defer
  1717   apply(erule_tac x="\<pi> i" in allE) by auto
  1718 
  1719 lemma cube_convex_hull_cart:
  1720   assumes "0 < d" obtains s::"(real^'n) set" where "finite s" "{x - (\<chi> i. d) .. x + (\<chi> i. d)} = convex hull s" 
  1721 proof- from cube_convex_hull[OF assms, where 'a="real^'n" and x=x] guess s . note s=this
  1722   show thesis apply(rule that[OF s(1)]) unfolding s(2)[THEN sym] const_vector_cart ..
  1723 qed
  1724 
  1725 lemma std_simplex_cart:
  1726   "(insert (0::real^'n) { cart_basis i | i. i\<in>UNIV}) =
  1727   (insert 0 { basis i | i. i<DIM((real,'n) cart)})"
  1728   apply(rule arg_cong[where f="\<lambda>s. (insert 0 s)"])
  1729   unfolding basis_real_n[THEN sym] apply safe
  1730   apply(rule_tac x="\<pi>' i" in exI) defer
  1731   apply(rule_tac x="\<pi> i" in exI) using pi'_range[where 'n='n] by auto
  1732 
  1733 subsection "Brouwer Fixpoint"
  1734 
  1735 lemma kuhn_labelling_lemma_cart:
  1736   assumes "(\<forall>x::real^_. P x \<longrightarrow> P (f x))"  "\<forall>x. P x \<longrightarrow> (\<forall>i. Q i \<longrightarrow> 0 \<le> x$i \<and> x$i \<le> 1)"
  1737   shows "\<exists>l. (\<forall>x i. l x i \<le> (1::nat)) \<and>
  1738              (\<forall>x i. P x \<and> Q i \<and> (x$i = 0) \<longrightarrow> (l x i = 0)) \<and>
  1739              (\<forall>x i. P x \<and> Q i \<and> (x$i = 1) \<longrightarrow> (l x i = 1)) \<and>
  1740              (\<forall>x i. P x \<and> Q i \<and> (l x i = 0) \<longrightarrow> x$i \<le> f(x)$i) \<and>
  1741              (\<forall>x i. P x \<and> Q i \<and> (l x i = 1) \<longrightarrow> f(x)$i \<le> x$i)" proof-
  1742   have and_forall_thm:"\<And>P Q. (\<forall>x. P x) \<and> (\<forall>x. Q x) \<longleftrightarrow> (\<forall>x. P x \<and> Q x)" by auto
  1743   have *:"\<forall>x y::real. 0 \<le> x \<and> x \<le> 1 \<and> 0 \<le> y \<and> y \<le> 1 \<longrightarrow> (x \<noteq> 1 \<and> x \<le> y \<or> x \<noteq> 0 \<and> y \<le> x)" by auto
  1744   show ?thesis unfolding and_forall_thm apply(subst choice_iff[THEN sym])+ proof(rule,rule) case goal1
  1745     let ?R = "\<lambda>y. (P x \<and> Q xa \<and> x $ xa = 0 \<longrightarrow> y = (0::nat)) \<and>
  1746         (P x \<and> Q xa \<and> x $ xa = 1 \<longrightarrow> y = 1) \<and> (P x \<and> Q xa \<and> y = 0 \<longrightarrow> x $ xa \<le> f x $ xa) \<and> (P x \<and> Q xa \<and> y = 1 \<longrightarrow> f x $ xa \<le> x $ xa)"
  1747     { assume "P x" "Q xa" hence "0 \<le> f x $ xa \<and> f x $ xa \<le> 1" using assms(2)[rule_format,of "f x" xa]
  1748         apply(drule_tac assms(1)[rule_format]) by auto }
  1749     hence "?R 0 \<or> ?R 1" by auto thus ?case by auto qed qed 
  1750 
  1751 lemma interval_bij_cart:"interval_bij = (\<lambda> (a,b) (u,v) (x::real^'n).
  1752     (\<chi> i. u$i + (x$i - a$i) / (b$i - a$i) * (v$i - u$i))::real^'n)"
  1753   unfolding interval_bij_def apply(rule ext)+ apply safe
  1754   unfolding Cart_eq Cart_lambda_beta unfolding nth_conv_component
  1755   apply rule apply(subst euclidean_lambda_beta) using pi'_range by auto
  1756 
  1757 lemma interval_bij_affine_cart:
  1758  "interval_bij (a,b) (u,v) = (\<lambda>x. (\<chi> i. (v$i - u$i) / (b$i - a$i) * x$i) +
  1759             (\<chi> i. u$i - (v$i - u$i) / (b$i - a$i) * a$i)::real^'n)"
  1760   apply rule unfolding Cart_eq interval_bij_cart vector_component_simps
  1761   by(auto simp add: field_simps add_divide_distrib[THEN sym]) 
  1762 
  1763 subsection "Derivative"
  1764 
  1765 lemma has_derivative_vmul_component_cart: fixes c::"real^'a \<Rightarrow> real^'b" and v::"real^'c"
  1766   assumes "(c has_derivative c') net"
  1767   shows "((\<lambda>x. c(x)$k *\<^sub>R v) has_derivative (\<lambda>x. (c' x)$k *\<^sub>R v)) net" 
  1768   using has_derivative_vmul_component[OF assms] 
  1769   unfolding nth_conv_component .
  1770 
  1771 lemma differentiable_at_imp_differentiable_on: "(\<forall>x\<in>(s::(real^'n) set). f differentiable at x) \<Longrightarrow> f differentiable_on s"
  1772   unfolding differentiable_on_def by(auto intro!: differentiable_at_withinI)
  1773 
  1774 definition "jacobian f net = matrix(frechet_derivative f net)"
  1775 
  1776 lemma jacobian_works: "(f::(real^'a) \<Rightarrow> (real^'b)) differentiable net \<longleftrightarrow> (f has_derivative (\<lambda>h. (jacobian f net) *v h)) net"
  1777   apply rule unfolding jacobian_def apply(simp only: matrix_works[OF linear_frechet_derivative]) defer
  1778   apply(rule differentiableI) apply assumption unfolding frechet_derivative_works by assumption
  1779 
  1780 subsection {* Component of the differential must be zero if it exists at a local        *)
  1781 (* maximum or minimum for that corresponding component. *}
  1782 
  1783 lemma differential_zero_maxmin_component: fixes f::"real^'a \<Rightarrow> real^'b"
  1784   assumes "0 < e" "((\<forall>y \<in> ball x e. (f y)$k \<le> (f x)$k) \<or> (\<forall>y\<in>ball x e. (f x)$k \<le> (f y)$k))"
  1785   "f differentiable (at x)" shows "jacobian f (at x) $ k = 0"
  1786 (* FIXME: reuse proof of generic differential_zero_maxmin_component*)
  1787 
  1788 proof(rule ccontr)
  1789   def D \<equiv> "jacobian f (at x)" assume "jacobian f (at x) $ k \<noteq> 0"
  1790   then obtain j where j:"D$k$j \<noteq> 0" unfolding Cart_eq D_def by auto
  1791   hence *:"abs (jacobian f (at x) $ k $ j) / 2 > 0" unfolding D_def by auto
  1792   note as = assms(3)[unfolded jacobian_works has_derivative_at_alt]
  1793   guess e' using as[THEN conjunct2,rule_format,OF *] .. note e' = this
  1794   guess d using real_lbound_gt_zero[OF assms(1) e'[THEN conjunct1]] .. note d = this
  1795   { fix c assume "abs c \<le> d" 
  1796     hence *:"norm (x + c *\<^sub>R cart_basis j - x) < e'" using norm_basis[of j] d by auto
  1797     have "\<bar>(f (x + c *\<^sub>R cart_basis j) - f x - D *v (c *\<^sub>R cart_basis j)) $ k\<bar> \<le> norm (f (x + c *\<^sub>R cart_basis j) - f x - D *v (c *\<^sub>R cart_basis j))" 
  1798       by(rule component_le_norm_cart)
  1799     also have "\<dots> \<le> \<bar>D $ k $ j\<bar> / 2 * \<bar>c\<bar>" using e'[THEN conjunct2,rule_format,OF *] and norm_basis[of j] unfolding D_def[symmetric] by auto
  1800     finally have "\<bar>(f (x + c *\<^sub>R cart_basis j) - f x - D *v (c *\<^sub>R cart_basis j)) $ k\<bar> \<le> \<bar>D $ k $ j\<bar> / 2 * \<bar>c\<bar>" by simp
  1801     hence "\<bar>f (x + c *\<^sub>R cart_basis j) $ k - f x $ k - c * D $ k $ j\<bar> \<le> \<bar>D $ k $ j\<bar> / 2 * \<bar>c\<bar>"
  1802       unfolding vector_component_simps matrix_vector_mul_component unfolding smult_conv_scaleR[symmetric] 
  1803       unfolding inner_simps dot_basis smult_conv_scaleR by simp  } note * = this
  1804   have "x + d *\<^sub>R cart_basis j \<in> ball x e" "x - d *\<^sub>R cart_basis j \<in> ball x e"
  1805     unfolding mem_ball dist_norm using norm_basis[of j] d by auto
  1806   hence **:"((f (x - d *\<^sub>R cart_basis j))$k \<le> (f x)$k \<and> (f (x + d *\<^sub>R cart_basis j))$k \<le> (f x)$k) \<or>
  1807          ((f (x - d *\<^sub>R cart_basis j))$k \<ge> (f x)$k \<and> (f (x + d *\<^sub>R cart_basis j))$k \<ge> (f x)$k)" using assms(2) by auto
  1808   have ***:"\<And>y y1 y2 d dx::real. (y1\<le>y\<and>y2\<le>y) \<or> (y\<le>y1\<and>y\<le>y2) \<Longrightarrow> d < abs dx \<Longrightarrow> abs(y1 - y - - dx) \<le> d \<Longrightarrow> (abs (y2 - y - dx) \<le> d) \<Longrightarrow> False" by arith
  1809   show False apply(rule ***[OF **, where dx="d * D $ k $ j" and d="\<bar>D $ k $ j\<bar> / 2 * \<bar>d\<bar>"]) 
  1810     using *[of "-d"] and *[of d] and d[THEN conjunct1] and j unfolding mult_minus_left
  1811     unfolding abs_mult diff_minus_eq_add scaleR.minus_left unfolding algebra_simps by (auto intro: mult_pos_pos)
  1812 qed
  1813 
  1814 subsection {* Lemmas for working on @{typ "real^1"} *}
  1815 
  1816 lemma forall_1[simp]: "(\<forall>i::1. P i) \<longleftrightarrow> P 1"
  1817   by (metis num1_eq_iff)
  1818 
  1819 lemma ex_1[simp]: "(\<exists>x::1. P x) \<longleftrightarrow> P 1"
  1820   by auto (metis num1_eq_iff)
  1821 
  1822 lemma exhaust_2:
  1823   fixes x :: 2 shows "x = 1 \<or> x = 2"
  1824 proof (induct x)
  1825   case (of_int z)
  1826   then have "0 <= z" and "z < 2" by simp_all
  1827   then have "z = 0 | z = 1" by arith
  1828   then show ?case by auto
  1829 qed
  1830 
  1831 lemma forall_2: "(\<forall>i::2. P i) \<longleftrightarrow> P 1 \<and> P 2"
  1832   by (metis exhaust_2)
  1833 
  1834 lemma exhaust_3:
  1835   fixes x :: 3 shows "x = 1 \<or> x = 2 \<or> x = 3"
  1836 proof (induct x)
  1837   case (of_int z)
  1838   then have "0 <= z" and "z < 3" by simp_all
  1839   then have "z = 0 \<or> z = 1 \<or> z = 2" by arith
  1840   then show ?case by auto
  1841 qed
  1842 
  1843 lemma forall_3: "(\<forall>i::3. P i) \<longleftrightarrow> P 1 \<and> P 2 \<and> P 3"
  1844   by (metis exhaust_3)
  1845 
  1846 lemma UNIV_1 [simp]: "UNIV = {1::1}"
  1847   by (auto simp add: num1_eq_iff)
  1848 
  1849 lemma UNIV_2: "UNIV = {1::2, 2::2}"
  1850   using exhaust_2 by auto
  1851 
  1852 lemma UNIV_3: "UNIV = {1::3, 2::3, 3::3}"
  1853   using exhaust_3 by auto
  1854 
  1855 lemma setsum_1: "setsum f (UNIV::1 set) = f 1"
  1856   unfolding UNIV_1 by simp
  1857 
  1858 lemma setsum_2: "setsum f (UNIV::2 set) = f 1 + f 2"
  1859   unfolding UNIV_2 by simp
  1860 
  1861 lemma setsum_3: "setsum f (UNIV::3 set) = f 1 + f 2 + f 3"
  1862   unfolding UNIV_3 by (simp add: add_ac)
  1863 
  1864 instantiation num1 :: cart_one begin
  1865 instance proof
  1866   show "CARD(1) = Suc 0" by auto
  1867 qed end
  1868 
  1869 (* "lift" from 'a to 'a^1 and "drop" from 'a^1 to 'a -- FIXME: potential use of transfer *)
  1870 
  1871 abbreviation vec1:: "'a \<Rightarrow> 'a ^ 1" where "vec1 x \<equiv> vec x"
  1872 
  1873 abbreviation dest_vec1:: "'a ^1 \<Rightarrow> 'a"
  1874   where "dest_vec1 x \<equiv> (x$1)"
  1875 
  1876 lemma vec1_dest_vec1[simp]: "vec1(dest_vec1 x) = x" "dest_vec1(vec1 y) = y"
  1877   by (simp_all add:  Cart_eq)
  1878 
  1879 lemma vec1_component[simp]: "(vec1 x)$1 = x"
  1880   by (simp_all add:  Cart_eq)
  1881 
  1882 declare vec1_dest_vec1(1) [simp]
  1883 
  1884 lemma forall_vec1: "(\<forall>x. P x) \<longleftrightarrow> (\<forall>x. P (vec1 x))"
  1885   by (metis vec1_dest_vec1(1))
  1886 
  1887 lemma exists_vec1: "(\<exists>x. P x) \<longleftrightarrow> (\<exists>x. P(vec1 x))"
  1888   by (metis vec1_dest_vec1(1))
  1889 
  1890 lemma vec1_eq[simp]:  "vec1 x = vec1 y \<longleftrightarrow> x = y"
  1891   by (metis vec1_dest_vec1(2))
  1892 
  1893 lemma dest_vec1_eq[simp]: "dest_vec1 x = dest_vec1 y \<longleftrightarrow> x = y"
  1894   by (metis vec1_dest_vec1(1))
  1895 
  1896 subsection{* The collapse of the general concepts to dimension one. *}
  1897 
  1898 lemma vector_one: "(x::'a ^1) = (\<chi> i. (x$1))"
  1899   by (simp add: Cart_eq)
  1900 
  1901 lemma forall_one: "(\<forall>(x::'a ^1). P x) \<longleftrightarrow> (\<forall>x. P(\<chi> i. x))"
  1902   apply auto
  1903   apply (erule_tac x= "x$1" in allE)
  1904   apply (simp only: vector_one[symmetric])
  1905   done
  1906 
  1907 lemma norm_vector_1: "norm (x :: _^1) = norm (x$1)"
  1908   by (simp add: norm_vector_def)
  1909 
  1910 lemma norm_real: "norm(x::real ^ 1) = abs(x$1)"
  1911   by (simp add: norm_vector_1)
  1912 
  1913 lemma dist_real: "dist(x::real ^ 1) y = abs((x$1) - (y$1))"
  1914   by (auto simp add: norm_real dist_norm)
  1915 
  1916 subsection{* Explicit vector construction from lists. *}
  1917 
  1918 definition "vector l = (\<chi> i. foldr (\<lambda>x f n. fun_upd (f (n+1)) n x) l (\<lambda>n x. 0) 1 i)"
  1919 
  1920 lemma vector_1: "(vector[x]) $1 = x"
  1921   unfolding vector_def by simp
  1922 
  1923 lemma vector_2:
  1924  "(vector[x,y]) $1 = x"
  1925  "(vector[x,y] :: 'a^2)$2 = (y::'a::zero)"
  1926   unfolding vector_def by simp_all
  1927 
  1928 lemma vector_3:
  1929  "(vector [x,y,z] ::('a::zero)^3)$1 = x"
  1930  "(vector [x,y,z] ::('a::zero)^3)$2 = y"
  1931  "(vector [x,y,z] ::('a::zero)^3)$3 = z"
  1932   unfolding vector_def by simp_all
  1933 
  1934 lemma forall_vector_1: "(\<forall>v::'a::zero^1. P v) \<longleftrightarrow> (\<forall>x. P(vector[x]))"
  1935   apply auto
  1936   apply (erule_tac x="v$1" in allE)
  1937   apply (subgoal_tac "vector [v$1] = v")
  1938   apply simp
  1939   apply (vector vector_def)
  1940   apply simp
  1941   done
  1942 
  1943 lemma forall_vector_2: "(\<forall>v::'a::zero^2. P v) \<longleftrightarrow> (\<forall>x y. P(vector[x, y]))"
  1944   apply auto
  1945   apply (erule_tac x="v$1" in allE)
  1946   apply (erule_tac x="v$2" in allE)
  1947   apply (subgoal_tac "vector [v$1, v$2] = v")
  1948   apply simp
  1949   apply (vector vector_def)
  1950   apply (simp add: forall_2)
  1951   done
  1952 
  1953 lemma forall_vector_3: "(\<forall>v::'a::zero^3. P v) \<longleftrightarrow> (\<forall>x y z. P(vector[x, y, z]))"
  1954   apply auto
  1955   apply (erule_tac x="v$1" in allE)
  1956   apply (erule_tac x="v$2" in allE)
  1957   apply (erule_tac x="v$3" in allE)
  1958   apply (subgoal_tac "vector [v$1, v$2, v$3] = v")
  1959   apply simp
  1960   apply (vector vector_def)
  1961   apply (simp add: forall_3)
  1962   done
  1963 
  1964 lemma range_vec1[simp]:"range vec1 = UNIV" apply(rule set_eqI,rule) unfolding image_iff defer
  1965   apply(rule_tac x="dest_vec1 x" in bexI) by auto
  1966 
  1967 lemma dest_vec1_lambda: "dest_vec1(\<chi> i. x i) = x 1"
  1968   by (simp)
  1969 
  1970 lemma dest_vec1_vec: "dest_vec1(vec x) = x"
  1971   by (simp)
  1972 
  1973 lemma dest_vec1_sum: assumes fS: "finite S"
  1974   shows "dest_vec1(setsum f S) = setsum (dest_vec1 o f) S"
  1975   apply (induct rule: finite_induct[OF fS])
  1976   apply simp
  1977   apply auto
  1978   done
  1979 
  1980 lemma norm_vec1 [simp]: "norm(vec1 x) = abs(x)"
  1981   by (simp add: vec_def norm_real)
  1982 
  1983 lemma dist_vec1: "dist(vec1 x) (vec1 y) = abs(x - y)"
  1984   by (simp only: dist_real vec1_component)
  1985 lemma abs_dest_vec1: "norm x = \<bar>dest_vec1 x\<bar>"
  1986   by (metis vec1_dest_vec1(1) norm_vec1)
  1987 
  1988 lemmas vec1_dest_vec1_simps = forall_vec1 vec_add[THEN sym] dist_vec1 vec_sub[THEN sym] vec1_dest_vec1 norm_vec1 vector_smult_component
  1989    vec1_eq vec_cmul[THEN sym] smult_conv_scaleR[THEN sym] o_def dist_real_def norm_vec1 real_norm_def
  1990 
  1991 lemma bounded_linear_vec1:"bounded_linear (vec1::real\<Rightarrow>real^1)"
  1992   unfolding bounded_linear_def additive_def bounded_linear_axioms_def 
  1993   unfolding smult_conv_scaleR[THEN sym] unfolding vec1_dest_vec1_simps
  1994   apply(rule conjI) defer apply(rule conjI) defer apply(rule_tac x=1 in exI) by auto
  1995 
  1996 lemma linear_vmul_dest_vec1:
  1997   fixes f:: "real^_ \<Rightarrow> real^1"
  1998   shows "linear f \<Longrightarrow> linear (\<lambda>x. dest_vec1(f x) *s v)"
  1999   unfolding smult_conv_scaleR
  2000   by (rule linear_vmul_component)
  2001 
  2002 lemma linear_from_scalars:
  2003   assumes lf: "linear (f::real^1 \<Rightarrow> real^_)"
  2004   shows "f = (\<lambda>x. dest_vec1 x *s column 1 (matrix f))"
  2005   unfolding smult_conv_scaleR
  2006   apply (rule ext)
  2007   apply (subst matrix_works[OF lf, symmetric])
  2008   apply (auto simp add: Cart_eq matrix_vector_mult_def column_def mult_commute)
  2009   done
  2010 
  2011 lemma linear_to_scalars: assumes lf: "linear (f::real ^'n \<Rightarrow> real^1)"
  2012   shows "f = (\<lambda>x. vec1(row 1 (matrix f) \<bullet> x))"
  2013   apply (rule ext)
  2014   apply (subst matrix_works[OF lf, symmetric])
  2015   apply (simp add: Cart_eq matrix_vector_mult_def row_def inner_vector_def mult_commute)
  2016   done
  2017 
  2018 lemma dest_vec1_eq_0: "dest_vec1 x = 0 \<longleftrightarrow> x = 0"
  2019   by (simp add: dest_vec1_eq[symmetric])
  2020 
  2021 lemma setsum_scalars: assumes fS: "finite S"
  2022   shows "setsum f S = vec1 (setsum (dest_vec1 o f) S)"
  2023   unfolding vec_setsum[OF fS] by simp
  2024 
  2025 lemma dest_vec1_wlog_le: "(\<And>(x::'a::linorder ^ 1) y. P x y \<longleftrightarrow> P y x)  \<Longrightarrow> (\<And>x y. dest_vec1 x <= dest_vec1 y ==> P x y) \<Longrightarrow> P x y"
  2026   apply (cases "dest_vec1 x \<le> dest_vec1 y")
  2027   apply simp
  2028   apply (subgoal_tac "dest_vec1 y \<le> dest_vec1 x")
  2029   apply (auto)
  2030   done
  2031 
  2032 text{* Lifting and dropping *}
  2033 
  2034 lemma continuous_on_o_dest_vec1: fixes f::"real \<Rightarrow> 'a::real_normed_vector"
  2035   assumes "continuous_on {a..b::real} f" shows "continuous_on {vec1 a..vec1 b} (f o dest_vec1)"
  2036   using assms unfolding continuous_on_iff apply safe
  2037   apply(erule_tac x="x$1" in ballE,erule_tac x=e in allE) apply safe
  2038   apply(rule_tac x=d in exI) apply safe unfolding o_def dist_real_def dist_real 
  2039   apply(erule_tac x="dest_vec1 x'" in ballE) by(auto simp add:vector_le_def)
  2040 
  2041 lemma continuous_on_o_vec1: fixes f::"real^1 \<Rightarrow> 'a::real_normed_vector"
  2042   assumes "continuous_on {a..b} f" shows "continuous_on {dest_vec1 a..dest_vec1 b} (f o vec1)"
  2043   using assms unfolding continuous_on_iff apply safe
  2044   apply(erule_tac x="vec x" in ballE,erule_tac x=e in allE) apply safe
  2045   apply(rule_tac x=d in exI) apply safe unfolding o_def dist_real_def dist_real 
  2046   apply(erule_tac x="vec1 x'" in ballE) by(auto simp add:vector_le_def)
  2047 
  2048 lemma continuous_on_vec1:"continuous_on A (vec1::real\<Rightarrow>real^1)"
  2049   by(rule linear_continuous_on[OF bounded_linear_vec1])
  2050 
  2051 lemma mem_interval_1: fixes x :: "real^1" shows
  2052  "(x \<in> {a .. b} \<longleftrightarrow> dest_vec1 a \<le> dest_vec1 x \<and> dest_vec1 x \<le> dest_vec1 b)"
  2053  "(x \<in> {a<..<b} \<longleftrightarrow> dest_vec1 a < dest_vec1 x \<and> dest_vec1 x < dest_vec1 b)"
  2054 by(simp_all add: Cart_eq vector_less_def vector_le_def)
  2055 
  2056 lemma vec1_interval:fixes a::"real" shows
  2057   "vec1 ` {a .. b} = {vec1 a .. vec1 b}"
  2058   "vec1 ` {a<..<b} = {vec1 a<..<vec1 b}"
  2059   apply(rule_tac[!] set_eqI) unfolding image_iff vector_less_def unfolding mem_interval_cart
  2060   unfolding forall_1 unfolding vec1_dest_vec1_simps
  2061   apply rule defer apply(rule_tac x="dest_vec1 x" in bexI) prefer 3 apply rule defer
  2062   apply(rule_tac x="dest_vec1 x" in bexI) by auto
  2063 
  2064 (* Some special cases for intervals in R^1.                                  *)
  2065 
  2066 lemma interval_cases_1: fixes x :: "real^1" shows
  2067  "x \<in> {a .. b} ==> x \<in> {a<..<b} \<or> (x = a) \<or> (x = b)"
  2068   unfolding Cart_eq vector_less_def vector_le_def mem_interval_cart by(auto simp del:dest_vec1_eq)
  2069 
  2070 lemma in_interval_1: fixes x :: "real^1" shows
  2071  "(x \<in> {a .. b} \<longleftrightarrow> dest_vec1 a \<le> dest_vec1 x \<and> dest_vec1 x \<le> dest_vec1 b) \<and>
  2072   (x \<in> {a<..<b} \<longleftrightarrow> dest_vec1 a < dest_vec1 x \<and> dest_vec1 x < dest_vec1 b)"
  2073   unfolding Cart_eq vector_less_def vector_le_def mem_interval_cart by(auto simp del:dest_vec1_eq)
  2074 
  2075 lemma interval_eq_empty_1: fixes a :: "real^1" shows
  2076   "{a .. b} = {} \<longleftrightarrow> dest_vec1 b < dest_vec1 a"
  2077   "{a<..<b} = {} \<longleftrightarrow> dest_vec1 b \<le> dest_vec1 a"
  2078   unfolding interval_eq_empty_cart and ex_1 by auto
  2079 
  2080 lemma subset_interval_1: fixes a :: "real^1" shows
  2081  "({a .. b} \<subseteq> {c .. d} \<longleftrightarrow>  dest_vec1 b < dest_vec1 a \<or>
  2082                 dest_vec1 c \<le> dest_vec1 a \<and> dest_vec1 a \<le> dest_vec1 b \<and> dest_vec1 b \<le> dest_vec1 d)"
  2083  "({a .. b} \<subseteq> {c<..<d} \<longleftrightarrow>  dest_vec1 b < dest_vec1 a \<or>
  2084                 dest_vec1 c < dest_vec1 a \<and> dest_vec1 a \<le> dest_vec1 b \<and> dest_vec1 b < dest_vec1 d)"
  2085  "({a<..<b} \<subseteq> {c .. d} \<longleftrightarrow>  dest_vec1 b \<le> dest_vec1 a \<or>
  2086                 dest_vec1 c \<le> dest_vec1 a \<and> dest_vec1 a < dest_vec1 b \<and> dest_vec1 b \<le> dest_vec1 d)"
  2087  "({a<..<b} \<subseteq> {c<..<d} \<longleftrightarrow> dest_vec1 b \<le> dest_vec1 a \<or>
  2088                 dest_vec1 c \<le> dest_vec1 a \<and> dest_vec1 a < dest_vec1 b \<and> dest_vec1 b \<le> dest_vec1 d)"
  2089   unfolding subset_interval_cart[of a b c d] unfolding forall_1 by auto
  2090 
  2091 lemma eq_interval_1: fixes a :: "real^1" shows
  2092  "{a .. b} = {c .. d} \<longleftrightarrow>
  2093           dest_vec1 b < dest_vec1 a \<and> dest_vec1 d < dest_vec1 c \<or>
  2094           dest_vec1 a = dest_vec1 c \<and> dest_vec1 b = dest_vec1 d"
  2095 unfolding set_eq_subset[of "{a .. b}" "{c .. d}"]
  2096 unfolding subset_interval_1(1)[of a b c d]
  2097 unfolding subset_interval_1(1)[of c d a b]
  2098 by auto
  2099 
  2100 lemma disjoint_interval_1: fixes a :: "real^1" shows
  2101   "{a .. b} \<inter> {c .. d} = {} \<longleftrightarrow> dest_vec1 b < dest_vec1 a \<or> dest_vec1 d < dest_vec1 c  \<or>  dest_vec1 b < dest_vec1 c \<or> dest_vec1 d < dest_vec1 a"
  2102   "{a .. b} \<inter> {c<..<d} = {} \<longleftrightarrow> dest_vec1 b < dest_vec1 a \<or> dest_vec1 d \<le> dest_vec1 c  \<or>  dest_vec1 b \<le> dest_vec1 c \<or> dest_vec1 d \<le> dest_vec1 a"
  2103   "{a<..<b} \<inter> {c .. d} = {} \<longleftrightarrow> dest_vec1 b \<le> dest_vec1 a \<or> dest_vec1 d < dest_vec1 c  \<or>  dest_vec1 b \<le> dest_vec1 c \<or> dest_vec1 d \<le> dest_vec1 a"
  2104   "{a<..<b} \<inter> {c<..<d} = {} \<longleftrightarrow> dest_vec1 b \<le> dest_vec1 a \<or> dest_vec1 d \<le> dest_vec1 c  \<or>  dest_vec1 b \<le> dest_vec1 c \<or> dest_vec1 d \<le> dest_vec1 a"
  2105   unfolding disjoint_interval_cart and ex_1 by auto
  2106 
  2107 lemma open_closed_interval_1: fixes a :: "real^1" shows
  2108  "{a<..<b} = {a .. b} - {a, b}"
  2109   unfolding set_eq_iff apply simp unfolding vector_less_def and vector_le_def and forall_1 and dest_vec1_eq[THEN sym] by(auto simp del:dest_vec1_eq)
  2110 
  2111 lemma closed_open_interval_1: "dest_vec1 (a::real^1) \<le> dest_vec1 b ==> {a .. b} = {a<..<b} \<union> {a,b}"
  2112   unfolding set_eq_iff apply simp unfolding vector_less_def and vector_le_def and forall_1 and dest_vec1_eq[THEN sym] by(auto simp del:dest_vec1_eq)
  2113 
  2114 lemma Lim_drop_le: fixes f :: "'a \<Rightarrow> real^1" shows
  2115   "(f ---> l) net \<Longrightarrow> ~(trivial_limit net) \<Longrightarrow> eventually (\<lambda>x. dest_vec1 (f x) \<le> b) net ==> dest_vec1 l \<le> b"
  2116   using Lim_component_le_cart[of f l net 1 b] by auto
  2117 
  2118 lemma Lim_drop_ge: fixes f :: "'a \<Rightarrow> real^1" shows
  2119  "(f ---> l) net \<Longrightarrow> ~(trivial_limit net) \<Longrightarrow> eventually (\<lambda>x. b \<le> dest_vec1 (f x)) net ==> b \<le> dest_vec1 l"
  2120   using Lim_component_ge_cart[of f l net b 1] by auto
  2121 
  2122 text{* Also more convenient formulations of monotone convergence.                *}
  2123 
  2124 lemma bounded_increasing_convergent: fixes s::"nat \<Rightarrow> real^1"
  2125   assumes "bounded {s n| n::nat. True}"  "\<forall>n. dest_vec1(s n) \<le> dest_vec1(s(Suc n))"
  2126   shows "\<exists>l. (s ---> l) sequentially"
  2127 proof-
  2128   obtain a where a:"\<forall>n. \<bar>dest_vec1 (s n)\<bar> \<le>  a" using assms(1)[unfolded bounded_iff abs_dest_vec1] by auto
  2129   { fix m::nat
  2130     have "\<And> n. n\<ge>m \<longrightarrow> dest_vec1 (s m) \<le> dest_vec1 (s n)"
  2131       apply(induct_tac n) apply simp using assms(2) apply(erule_tac x="na" in allE) by(auto simp add: not_less_eq_eq)  }
  2132   hence "\<forall>m n. m \<le> n \<longrightarrow> dest_vec1 (s m) \<le> dest_vec1 (s n)" by auto
  2133   then obtain l where "\<forall>e>0. \<exists>N. \<forall>n\<ge>N. \<bar>dest_vec1 (s n) - l\<bar> < e" using convergent_bounded_monotone[OF a] unfolding monoseq_def by auto
  2134   thus ?thesis unfolding Lim_sequentially apply(rule_tac x="vec1 l" in exI)
  2135     unfolding dist_norm unfolding abs_dest_vec1  by auto
  2136 qed
  2137 
  2138 lemma dest_vec1_simps[simp]: fixes a::"real^1"
  2139   shows "a$1 = 0 \<longleftrightarrow> a = 0" (*"a \<le> 1 \<longleftrightarrow> dest_vec1 a \<le> 1" "0 \<le> a \<longleftrightarrow> 0 \<le> dest_vec1 a"*)
  2140   "a \<le> b \<longleftrightarrow> dest_vec1 a \<le> dest_vec1 b" "dest_vec1 (1::real^1) = 1"
  2141   by(auto simp add: vector_le_def Cart_eq)
  2142 
  2143 lemma dest_vec1_inverval:
  2144   "dest_vec1 ` {a .. b} = {dest_vec1 a .. dest_vec1 b}"
  2145   "dest_vec1 ` {a<.. b} = {dest_vec1 a<.. dest_vec1 b}"
  2146   "dest_vec1 ` {a ..<b} = {dest_vec1 a ..<dest_vec1 b}"
  2147   "dest_vec1 ` {a<..<b} = {dest_vec1 a<..<dest_vec1 b}"
  2148   apply(rule_tac [!] equalityI)
  2149   unfolding subset_eq Ball_def Bex_def mem_interval_1 image_iff
  2150   apply(rule_tac [!] allI)apply(rule_tac [!] impI)
  2151   apply(rule_tac[2] x="vec1 x" in exI)apply(rule_tac[4] x="vec1 x" in exI)
  2152   apply(rule_tac[6] x="vec1 x" in exI)apply(rule_tac[8] x="vec1 x" in exI)
  2153   by (auto simp add: vector_less_def vector_le_def)
  2154 
  2155 lemma dest_vec1_setsum: assumes "finite S"
  2156   shows " dest_vec1 (setsum f S) = setsum (\<lambda>x. dest_vec1 (f x)) S"
  2157   using dest_vec1_sum[OF assms] by auto
  2158 
  2159 lemma open_dest_vec1_vimage: "open S \<Longrightarrow> open (dest_vec1 -` S)"
  2160 unfolding open_vector_def forall_1 by auto
  2161 
  2162 lemma tendsto_dest_vec1 [tendsto_intros]:
  2163   "(f ---> l) net \<Longrightarrow> ((\<lambda>x. dest_vec1 (f x)) ---> dest_vec1 l) net"
  2164 by(rule tendsto_Cart_nth)
  2165 
  2166 lemma continuous_dest_vec1: "continuous net f \<Longrightarrow> continuous net (\<lambda>x. dest_vec1 (f x))"
  2167   unfolding continuous_def by (rule tendsto_dest_vec1)
  2168 
  2169 lemma forall_dest_vec1: "(\<forall>x. P x) \<longleftrightarrow> (\<forall>x. P(dest_vec1 x))" 
  2170   apply safe defer apply(erule_tac x="vec1 x" in allE) by auto
  2171 
  2172 lemma forall_of_dest_vec1: "(\<forall>v. P (\<lambda>x. dest_vec1 (v x))) \<longleftrightarrow> (\<forall>x. P x)"
  2173   apply rule apply rule apply(erule_tac x="(vec1 \<circ> x)" in allE) unfolding o_def vec1_dest_vec1 by auto 
  2174 
  2175 lemma forall_of_dest_vec1': "(\<forall>v. P (dest_vec1 v)) \<longleftrightarrow> (\<forall>x. P x)"
  2176   apply rule apply rule apply(erule_tac x="(vec1 x)" in allE) defer apply rule 
  2177   apply(erule_tac x="dest_vec1 v" in allE) unfolding o_def vec1_dest_vec1 by auto
  2178 
  2179 lemma dist_vec1_0[simp]: "dist(vec1 (x::real)) 0 = norm x" unfolding dist_norm by auto
  2180 
  2181 lemma bounded_linear_vec1_dest_vec1: fixes f::"real \<Rightarrow> real"
  2182   shows "linear (vec1 \<circ> f \<circ> dest_vec1) = bounded_linear f" (is "?l = ?r") proof-
  2183   { assume ?l guess K using linear_bounded[OF `?l`] ..
  2184     hence "\<exists>K. \<forall>x. \<bar>f x\<bar> \<le> \<bar>x\<bar> * K" apply(rule_tac x=K in exI)
  2185       unfolding vec1_dest_vec1_simps by (auto simp add:field_simps) }
  2186   thus ?thesis unfolding linear_def bounded_linear_def additive_def bounded_linear_axioms_def o_def
  2187     unfolding vec1_dest_vec1_simps by auto qed
  2188 
  2189 lemma vec1_le[simp]:fixes a::real shows "vec1 a \<le> vec1 b \<longleftrightarrow> a \<le> b"
  2190   unfolding vector_le_def by auto
  2191 lemma vec1_less[simp]:fixes a::real shows "vec1 a < vec1 b \<longleftrightarrow> a < b"
  2192   unfolding vector_less_def by auto
  2193 
  2194 
  2195 subsection {* Derivatives on real = Derivatives on @{typ "real^1"} *}
  2196 
  2197 lemma has_derivative_within_vec1_dest_vec1: fixes f::"real\<Rightarrow>real" shows
  2198   "((vec1 \<circ> f \<circ> dest_vec1) has_derivative (vec1 \<circ> f' \<circ> dest_vec1)) (at (vec1 x) within vec1 ` s)
  2199   = (f has_derivative f') (at x within s)"
  2200   unfolding has_derivative_within unfolding bounded_linear_vec1_dest_vec1[unfolded linear_conv_bounded_linear]
  2201   unfolding o_def Lim_within Ball_def unfolding forall_vec1 
  2202   unfolding vec1_dest_vec1_simps dist_vec1_0 image_iff by auto  
  2203 
  2204 lemma has_derivative_at_vec1_dest_vec1: fixes f::"real\<Rightarrow>real" shows
  2205   "((vec1 \<circ> f \<circ> dest_vec1) has_derivative (vec1 \<circ> f' \<circ> dest_vec1)) (at (vec1 x)) = (f has_derivative f') (at x)"
  2206   using has_derivative_within_vec1_dest_vec1[where s=UNIV, unfolded range_vec1 within_UNIV] by auto
  2207 
  2208 lemma bounded_linear_vec1': fixes f::"'a::real_normed_vector\<Rightarrow>real"
  2209   shows "bounded_linear f = bounded_linear (vec1 \<circ> f)"
  2210   unfolding bounded_linear_def additive_def bounded_linear_axioms_def o_def
  2211   unfolding vec1_dest_vec1_simps by auto
  2212 
  2213 lemma bounded_linear_dest_vec1: fixes f::"real\<Rightarrow>'a::real_normed_vector"
  2214   shows "bounded_linear f = bounded_linear (f \<circ> dest_vec1)"
  2215   unfolding bounded_linear_def additive_def bounded_linear_axioms_def o_def
  2216   unfolding vec1_dest_vec1_simps by auto
  2217 
  2218 lemma has_derivative_at_vec1: fixes f::"'a::real_normed_vector\<Rightarrow>real" shows
  2219   "(f has_derivative f') (at x) = ((vec1 \<circ> f) has_derivative (vec1 \<circ> f')) (at x)"
  2220   unfolding has_derivative_at unfolding bounded_linear_vec1'[unfolded linear_conv_bounded_linear]
  2221   unfolding o_def Lim_at unfolding vec1_dest_vec1_simps dist_vec1_0 by auto
  2222 
  2223 lemma has_derivative_within_dest_vec1:fixes f::"real\<Rightarrow>'a::real_normed_vector" shows
  2224   "((f \<circ> dest_vec1) has_derivative (f' \<circ> dest_vec1)) (at (vec1 x) within vec1 ` s) = (f has_derivative f') (at x within s)"
  2225   unfolding has_derivative_within bounded_linear_dest_vec1 unfolding o_def Lim_within Ball_def
  2226   unfolding vec1_dest_vec1_simps dist_vec1_0 image_iff by auto
  2227 
  2228 lemma has_derivative_at_dest_vec1:fixes f::"real\<Rightarrow>'a::real_normed_vector" shows
  2229   "((f \<circ> dest_vec1) has_derivative (f' \<circ> dest_vec1)) (at (vec1 x)) = (f has_derivative f') (at x)"
  2230   using has_derivative_within_dest_vec1[where s=UNIV] by(auto simp add:within_UNIV)
  2231 
  2232 subsection {* In particular if we have a mapping into @{typ "real^1"}. *}
  2233 
  2234 lemma onorm_vec1: fixes f::"real \<Rightarrow> real"
  2235   shows "onorm (\<lambda>x. vec1 (f (dest_vec1 x))) = onorm f" proof-
  2236   have "\<forall>x::real^1. norm x = 1 \<longleftrightarrow> x\<in>{vec1 -1, vec1 (1::real)}" unfolding forall_vec1 by(auto simp add:Cart_eq)
  2237   hence 1:"{x. norm x = 1} = {vec1 -1, vec1 (1::real)}" by auto
  2238   have 2:"{norm (vec1 (f (dest_vec1 x))) |x. norm x = 1} = (\<lambda>x. norm (vec1 (f (dest_vec1 x)))) ` {x. norm x=1}" by auto
  2239   have "\<forall>x::real. norm x = 1 \<longleftrightarrow> x\<in>{-1, 1}" by auto hence 3:"{x. norm x = 1} = {-1, (1::real)}" by auto
  2240   have 4:"{norm (f x) |x. norm x = 1} = (\<lambda>x. norm (f x)) ` {x. norm x=1}" by auto
  2241   show ?thesis unfolding onorm_def 1 2 3 4 by(simp add:Sup_finite_Max) qed
  2242 
  2243 lemma convex_vec1:"convex (vec1 ` s) = convex (s::real set)"
  2244   unfolding convex_def Ball_def forall_vec1 unfolding vec1_dest_vec1_simps image_iff by auto
  2245 
  2246 lemma bounded_linear_component_cart[intro]: "bounded_linear (\<lambda>x::real^'n. x $ k)"
  2247   apply(rule bounded_linearI[where K=1]) 
  2248   using component_le_norm_cart[of _ k] unfolding real_norm_def by auto
  2249 
  2250 lemma bounded_vec1[intro]:  "bounded s \<Longrightarrow> bounded (vec1 ` (s::real set))"
  2251   unfolding bounded_def apply safe apply(rule_tac x="vec1 x" in exI,rule_tac x=e in exI)
  2252   by(auto simp add: dist_real dist_real_def)
  2253 
  2254 (*lemma content_closed_interval_cases_cart:
  2255   "content {a..b::real^'n} =
  2256   (if {a..b} = {} then 0 else setprod (\<lambda>i. b$i - a$i) UNIV)" 
  2257 proof(cases "{a..b} = {}")
  2258   case True thus ?thesis unfolding content_def by auto
  2259 next case Falsethus ?thesis unfolding content_def unfolding if_not_P[OF False]
  2260   proof(cases "\<forall>i. a $ i \<le> b $ i")
  2261     case False thus ?thesis unfolding content_def using t by auto
  2262   next case True note interval_eq_empty
  2263    apply auto 
  2264   
  2265   sorry*)
  2266 
  2267 lemma integral_component_eq_cart[simp]: fixes f::"'n::ordered_euclidean_space \<Rightarrow> real^'m"
  2268   assumes "f integrable_on s" shows "integral s (\<lambda>x. f x $ k) = integral s f $ k"
  2269   using integral_linear[OF assms(1) bounded_linear_component_cart,unfolded o_def] .
  2270 
  2271 lemma interval_split_cart:
  2272   "{a..b::real^'n} \<inter> {x. x$k \<le> c} = {a .. (\<chi> i. if i = k then min (b$k) c else b$i)}"
  2273   "{a..b} \<inter> {x. x$k \<ge> c} = {(\<chi> i. if i = k then max (a$k) c else a$i) .. b}"
  2274   apply(rule_tac[!] set_eqI) unfolding Int_iff mem_interval_cart mem_Collect_eq
  2275   unfolding Cart_lambda_beta by auto
  2276 
  2277 (*lemma content_split_cart:
  2278   "content {a..b::real^'n} = content({a..b} \<inter> {x. x$k \<le> c}) + content({a..b} \<inter> {x. x$k >= c})"
  2279 proof- note simps = interval_split_cart content_closed_interval_cases_cart Cart_lambda_beta vector_le_def
  2280   { presume "a\<le>b \<Longrightarrow> ?thesis" thus ?thesis apply(cases "a\<le>b") unfolding simps by auto }
  2281   have *:"UNIV = insert k (UNIV - {k})" "\<And>x. finite (UNIV-{x::'n})" "\<And>x. x\<notin>UNIV-{x}" by auto
  2282   have *:"\<And>X Y Z. (\<Prod>i\<in>UNIV. Z i (if i = k then X else Y i)) = Z k X * (\<Prod>i\<in>UNIV-{k}. Z i (Y i))"
  2283     "(\<Prod>i\<in>UNIV. b$i - a$i) = (\<Prod>i\<in>UNIV-{k}. b$i - a$i) * (b$k - a$k)" 
  2284     apply(subst *(1)) defer apply(subst *(1)) unfolding setprod_insert[OF *(2-)] by auto
  2285   assume as:"a\<le>b" moreover have "\<And>x. min (b $ k) c = max (a $ k) c
  2286     \<Longrightarrow> x* (b$k - a$k) = x*(max (a $ k) c - a $ k) + x*(b $ k - max (a $ k) c)"
  2287     by  (auto simp add:field_simps)
  2288   moreover have "\<not> a $ k \<le> c \<Longrightarrow> \<not> c \<le> b $ k \<Longrightarrow> False"
  2289     unfolding not_le using as[unfolded vector_le_def,rule_format,of k] by auto
  2290   ultimately show ?thesis 
  2291     unfolding simps unfolding *(1)[of "\<lambda>i x. b$i - x"] *(1)[of "\<lambda>i x. x - a$i"] *(2) by(auto)
  2292 qed*)
  2293 
  2294 lemma has_integral_vec1: assumes "(f has_integral k) {a..b}"
  2295   shows "((\<lambda>x. vec1 (f x)) has_integral (vec1 k)) {a..b}"
  2296 proof- have *:"\<And>p. (\<Sum>(x, k)\<in>p. content k *\<^sub>R vec1 (f x)) - vec1 k = vec1 ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - k)"
  2297     unfolding vec_sub Cart_eq by(auto simp add: split_beta)
  2298   show ?thesis using assms unfolding has_integral apply safe
  2299     apply(erule_tac x=e in allE,safe) apply(rule_tac x=d in exI,safe)
  2300     apply(erule_tac x=p in allE,safe) unfolding * norm_vector_1 by auto qed
  2301 
  2302 end