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Diffstat (limited to 'theories/Reals/Cauchy/ConstructiveRcomplete.v')
| -rw-r--r-- | theories/Reals/Cauchy/ConstructiveRcomplete.v | 446 |
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diff --git a/theories/Reals/Cauchy/ConstructiveRcomplete.v b/theories/Reals/Cauchy/ConstructiveRcomplete.v new file mode 100644 index 0000000000..51fd0dd7f9 --- /dev/null +++ b/theories/Reals/Cauchy/ConstructiveRcomplete.v @@ -0,0 +1,446 @@ +(************************************************************************) +(* * The Coq Proof Assistant / The Coq Development Team *) +(* v * Copyright INRIA, CNRS and contributors *) +(* <O___,, * (see version control and CREDITS file for authors & dates) *) +(* \VV/ **************************************************************) +(* // * This file is distributed under the terms of the *) +(* * GNU Lesser General Public License Version 2.1 *) +(* * (see LICENSE file for the text of the license) *) +(************************************************************************) +(************************************************************************) + +Require Import QArith_base. +Require Import Qabs. +Require Import ConstructiveReals. +Require Import ConstructiveCauchyRealsMult. +Require Import Logic.ConstructiveEpsilon. +Require Import ConstructiveCauchyAbs. + +Local Open Scope CReal_scope. + +(* We use <= in sort Prop rather than < in sort Set, + it is equivalent for the definition of limits and it + extracts smaller programs. *) +Definition seq_cv (un : nat -> CReal) (l : CReal) : Set + := forall p : positive, + { n : nat | forall i:nat, le n i -> CReal_abs (un i - l) <= inject_Q (1#p) }. + +Definition Un_cauchy_mod (un : nat -> CReal) : Set + := forall p : positive, + { n : nat | forall i j:nat, le n i -> le n j + -> CReal_abs (un i - un j) <= inject_Q (1#p) }. + +Lemma seq_cv_proper : forall (un : nat -> CReal) (a b : CReal), + seq_cv un a + -> a == b + -> seq_cv un b. +Proof. + intros. intro p. specialize (H p) as [n H]. + exists n. intros. rewrite <- H0. apply H, H1. +Qed. + +Instance seq_cv_morph + : forall (un : nat -> CReal), CMorphisms.Proper + (CMorphisms.respectful CRealEq CRelationClasses.iffT) (seq_cv un). +Proof. + split. intros. apply (seq_cv_proper un x). exact H0. exact H. + intros. apply (seq_cv_proper un y). exact H0. symmetry. exact H. +Qed. + +Lemma growing_transit : forall un : nat -> CReal, + (forall n:nat, un n <= un (S n)) + -> forall n p : nat, le n p -> un n <= un p. +Proof. + induction p. + - intros. inversion H0. apply CRealLe_refl. + - intros. apply Nat.le_succ_r in H0. destruct H0. + apply (CReal_le_trans _ (un p)). apply IHp, H0. apply H. + subst n. apply CRealLe_refl. +Qed. + +Lemma growing_infinite : forall un : nat -> nat, + (forall n:nat, lt (un n) (un (S n))) + -> forall n : nat, le n (un n). +Proof. + induction n. + - apply le_0_n. + - specialize (H n). unfold lt in H. + apply (le_trans _ (S (un n))). apply le_n_S, IHn. exact H. +Qed. + +Lemma Un_cv_growing : forall (un : nat -> CReal) (l : CReal), + (forall n:nat, un n <= un (S n)) + -> (forall n:nat, un n <= l) + -> (forall p : positive, { n : nat | l - un n <= inject_Q (1#p) }) + -> seq_cv un l. +Proof. + intros. intro p. + specialize (H1 p) as [n nmaj]. exists n. + intros. rewrite CReal_abs_minus_sym, CReal_abs_right. + apply (CReal_le_trans _ (l - un n)). apply CReal_plus_le_compat_l. + apply CReal_opp_ge_le_contravar. + exact (growing_transit _ H n i H1). exact nmaj. + rewrite <- (CReal_plus_opp_r (un i)). apply CReal_plus_le_compat. + apply H0. apply CRealLe_refl. +Qed. + + + +(* Sharpen the archimedean property : constructive versions of + the usual floor and ceiling functions. *) +Definition Rfloor (a : CReal) + : { p : Z & inject_Q (p#1) < a < inject_Q (p#1) + 2 }. +Proof. + destruct (CRealArchimedean a) as [n [H H0]]. + exists (n-2)%Z. split. + - setoid_replace (n - 2 # 1)%Q with ((n#1) + - 2)%Q. + rewrite inject_Q_plus, (opp_inject_Q 2). + apply (CReal_plus_lt_reg_r 2). ring_simplify. + rewrite CReal_plus_comm. exact H0. + rewrite Qinv_plus_distr. reflexivity. + - setoid_replace (n - 2 # 1)%Q with ((n#1) + - 2)%Q. + rewrite inject_Q_plus, (opp_inject_Q 2). + ring_simplify. exact H. + rewrite Qinv_plus_distr. reflexivity. +Defined. + + +(* A point in an archimedean field is the limit of a + sequence of rational numbers (n maps to the q between + a and a+1/n). This will yield a maximum + archimedean field, which is the field of real numbers. *) +Definition FQ_dense (a b : CReal) + : a < b -> { q : Q & a < inject_Q q < b }. +Proof. + intros H. assert (0 < b - a) as epsPos. + { apply (CReal_plus_lt_compat_l (-a)) in H. + rewrite CReal_plus_opp_l, CReal_plus_comm in H. + apply H. } + pose proof (Rup_pos ((/(b-a)) (inr epsPos))) + as [n maj]. + destruct (Rfloor (inject_Q (2 * Z.pos n # 1) * b)) as [p maj2]. + exists (p # (2*n))%Q. split. + - apply (CReal_lt_trans a (b - inject_Q (1 # n))). + apply (CReal_plus_lt_reg_r (inject_Q (1#n))). + unfold CReal_minus. rewrite CReal_plus_assoc. rewrite CReal_plus_opp_l. + rewrite CReal_plus_0_r. apply (CReal_plus_lt_reg_l (-a)). + rewrite <- CReal_plus_assoc, CReal_plus_opp_l, CReal_plus_0_l. + rewrite CReal_plus_comm. + apply (CReal_mult_lt_reg_l (inject_Q (Z.pos n # 1))). + apply inject_Q_lt. reflexivity. rewrite <- inject_Q_mult. + setoid_replace ((Z.pos n # 1) * (1 # n))%Q with 1%Q. + apply (CReal_mult_lt_compat_l (b-a)) in maj. + rewrite CReal_inv_r, CReal_mult_comm in maj. exact maj. + exact epsPos. unfold Qeq; simpl. do 2 rewrite Pos.mul_1_r. reflexivity. + apply (CReal_plus_lt_reg_r (inject_Q (1 # n))). + unfold CReal_minus. rewrite CReal_plus_assoc, CReal_plus_opp_l. + rewrite CReal_plus_0_r. rewrite <- inject_Q_plus. + destruct maj2 as [_ maj2]. + setoid_replace ((p # 2 * n) + (1 # n))%Q + with ((p + 2 # 2 * n))%Q. + apply (CReal_mult_lt_reg_r (inject_Q (Z.pos (2 * n) # 1))). + apply inject_Q_lt. reflexivity. rewrite <- inject_Q_mult. + setoid_replace ((p + 2 # 2 * n) * (Z.pos (2 * n) # 1))%Q + with ((p#1) + 2)%Q. + rewrite inject_Q_plus. rewrite Pos2Z.inj_mul. + rewrite CReal_mult_comm. exact maj2. + unfold Qeq; simpl. rewrite Pos.mul_1_r, Z.mul_1_r. ring. + setoid_replace (1#n)%Q with (2#2*n)%Q. 2: reflexivity. + apply Qinv_plus_distr. + - destruct maj2 as [maj2 _]. + apply (CReal_mult_lt_reg_r (inject_Q (Z.pos (2 * n) # 1))). + apply inject_Q_lt. reflexivity. + rewrite <- inject_Q_mult. + setoid_replace ((p # 2 * n) * (Z.pos (2 * n) # 1))%Q + with ((p#1))%Q. + rewrite CReal_mult_comm. exact maj2. + unfold Qeq; simpl. rewrite Pos.mul_1_r, Z.mul_1_r. reflexivity. +Qed. + +Definition RQ_limit : forall (x : CReal) (n:nat), + { q:Q & x < inject_Q q < x + inject_Q (1 # Pos.of_nat n) }. +Proof. + intros x n. apply (FQ_dense x (x + inject_Q (1 # Pos.of_nat n))). + rewrite <- (CReal_plus_0_r x). rewrite CReal_plus_assoc. + apply CReal_plus_lt_compat_l. rewrite CReal_plus_0_l. apply inject_Q_lt. + reflexivity. +Qed. + +Lemma Qabs_Rabs : forall q : Q, + inject_Q (Qabs q) == CReal_abs (inject_Q q). +Proof. + intro q. apply Qabs_case. + - intros. rewrite CReal_abs_right. reflexivity. + apply inject_Q_le, H. + - intros. rewrite CReal_abs_left, opp_inject_Q. reflexivity. + apply inject_Q_le, H. +Qed. + +Definition Un_cauchy_Q (xn : nat -> Q) : Set + := forall n : positive, + { k : nat | forall p q : nat, le k p -> le k q + -> (Qabs (xn p - xn q) <= 1#n)%Q }. + +Lemma CReal_smaller_interval : forall a b c d : CReal, + a <= c -> c <= b + -> a <= d -> d <= b + -> CReal_abs (d - c) <= b-a. +Proof. + intros. apply CReal_abs_le. split. + - apply (CReal_plus_le_reg_l (b+c)). ring_simplify. + apply CReal_plus_le_compat; assumption. + - apply (CReal_plus_le_reg_l (a+c)). ring_simplify. + apply CReal_plus_le_compat; assumption. +Qed. + +Lemma Rdiag_cauchy_sequence : forall (xn : nat -> CReal), + Un_cauchy_mod xn + -> Un_cauchy_Q (fun n:nat => let (l,_) := RQ_limit (xn n) n in l). +Proof. + intros xn H p. specialize (H (2 * p)%positive) as [k cv]. + exists (max k (2 * Pos.to_nat p)). intros. + specialize (cv p0 q + (le_trans _ _ _ (Nat.le_max_l _ _) H) + (le_trans _ _ _ (Nat.le_max_l _ _) H0)). + destruct (RQ_limit (xn p0) p0) as [r rmaj]. + destruct (RQ_limit (xn q) q) as [s smaj]. + apply Qabs_Qle_condition. split. + - apply le_inject_Q. unfold Qminus. + apply (CReal_le_trans _ (xn p0 - (xn q + inject_Q (1 # 2 * p)))). + + unfold CReal_minus. rewrite CReal_opp_plus_distr. + rewrite <- CReal_plus_assoc. + apply (CReal_plus_le_reg_r (xn q - xn p0 - inject_Q (-(1#p)))). + ring_simplify. unfold CReal_minus. do 2 rewrite <- opp_inject_Q. + rewrite <- inject_Q_plus. + setoid_replace (- - (1 # p) + - (1 # 2 * p))%Q with (1 # 2 * p)%Q. + rewrite CReal_abs_minus_sym in cv. + exact (CReal_le_trans _ _ _ (CReal_le_abs _ ) cv). + rewrite Qopp_involutive. + setoid_replace (1#p)%Q with (2 # 2 *p)%Q. rewrite Qinv_minus_distr. + reflexivity. reflexivity. + + rewrite inject_Q_plus. apply CReal_plus_le_compat. + apply CRealLt_asym. + destruct (RQ_limit (xn p0) p0); simpl. apply rmaj. + apply CRealLt_asym. + rewrite opp_inject_Q. apply CReal_opp_gt_lt_contravar. + destruct smaj. apply (CReal_lt_le_trans _ _ _ c0). + apply CReal_plus_le_compat_l. apply inject_Q_le. + apply Z2Nat.inj_le. discriminate. discriminate. + simpl. assert ((Pos.to_nat p~0 <= q)%nat). + { apply (le_trans _ (Init.Nat.max k (2 * Pos.to_nat p))). + 2: apply H0. replace (p~0)%positive with (2*p)%positive. + 2: reflexivity. rewrite Pos2Nat.inj_mul. + apply Nat.le_max_r. } + rewrite Nat2Pos.id. apply H1. intro abs. subst q. + inversion H1. pose proof (Pos2Nat.is_pos (p~0)). + rewrite H3 in H2. inversion H2. + - apply le_inject_Q. unfold Qminus. + apply (CReal_le_trans _ (xn p0 + inject_Q (1 # 2 * p) - xn q)). + + rewrite inject_Q_plus. apply CReal_plus_le_compat. + apply CRealLt_asym. + destruct (RQ_limit (xn p0) p0); unfold proj1_sig. + apply (CReal_lt_le_trans _ (xn p0 + inject_Q (1 # Pos.of_nat p0))). + apply rmaj. apply CReal_plus_le_compat_l. apply inject_Q_le. + apply Z2Nat.inj_le. discriminate. discriminate. + simpl. assert ((Pos.to_nat p~0 <= p0)%nat). + { apply (le_trans _ (Init.Nat.max k (2 * Pos.to_nat p))). + 2: apply H. replace (p~0)%positive with (2*p)%positive. + 2: reflexivity. rewrite Pos2Nat.inj_mul. + apply Nat.le_max_r. } + rewrite Nat2Pos.id. apply H1. intro abs. subst p0. + inversion H1. pose proof (Pos2Nat.is_pos (p~0)). + rewrite H3 in H2. inversion H2. + apply CRealLt_asym. + rewrite opp_inject_Q. apply CReal_opp_gt_lt_contravar. + destruct (RQ_limit (xn q) q); simpl. apply smaj. + + unfold CReal_minus. rewrite (CReal_plus_comm (xn p0)). + rewrite CReal_plus_assoc. + apply (CReal_plus_le_reg_l (- inject_Q (1 # 2 * p))). + rewrite <- CReal_plus_assoc. rewrite CReal_plus_opp_l. rewrite CReal_plus_0_l. + rewrite <- opp_inject_Q. rewrite <- inject_Q_plus. + setoid_replace (- (1 # 2 * p) + (1 # p))%Q with (1 # 2 * p)%Q. + exact (CReal_le_trans _ _ _ (CReal_le_abs _) cv). + rewrite Qplus_comm. + setoid_replace (1#p)%Q with (2 # 2*p)%Q. rewrite Qinv_minus_distr. + reflexivity. reflexivity. +Qed. + +Lemma CReal_absSmall : forall (x y : CReal) (n : positive), + (Qlt (2 # n) + (proj1_sig x (Pos.to_nat n) - Qabs (proj1_sig y (Pos.to_nat n)))) + -> CReal_abs y <= x. +Proof. + intros x y n maj. apply CReal_abs_le. split. + - apply CRealLt_asym. exists n. destruct x as [xn caux], y as [yn cauy]; simpl. + simpl in maj. unfold Qminus. rewrite Qopp_involutive. + rewrite Qplus_comm. + apply (Qlt_le_trans _ (xn (Pos.to_nat n) - Qabs (yn (Pos.to_nat n)))). + apply maj. apply Qplus_le_r. + rewrite <- (Qopp_involutive (yn (Pos.to_nat n))). + apply Qopp_le_compat. rewrite Qabs_opp. apply Qle_Qabs. + - apply CRealLt_asym. exists n. destruct x as [xn caux], y as [yn cauy]; simpl. + simpl in maj. + apply (Qlt_le_trans _ (xn (Pos.to_nat n) - Qabs (yn (Pos.to_nat n)))). + apply maj. apply Qplus_le_r. apply Qopp_le_compat. apply Qle_Qabs. +Qed. + + +(* An element of CReal is a Cauchy sequence of rational numbers, + show that it converges to itself in CReal. *) +Lemma CReal_cv_self : forall (qn : nat -> Q) (x : CReal) (cvmod : positive -> nat), + QSeqEquiv qn (fun n => proj1_sig x n) cvmod + -> seq_cv (fun n => inject_Q (qn n)) x. +Proof. + intros qn x cvmod H p. + specialize (H (2*p)%positive). exists (cvmod (2*p)%positive). + intros p0 H0. + apply (CReal_absSmall + _ _ (Pos.max (4 * p)%positive (Pos.of_nat (cvmod (2 * p)%positive)))). + setoid_replace (proj1_sig (inject_Q (1 # p)) (Pos.to_nat (Pos.max (4 * p) (Pos.of_nat (cvmod (2 * p)%positive))))) + with (1 # p)%Q. + 2: reflexivity. + setoid_replace (proj1_sig (CReal_plus (inject_Q (qn p0)) (CReal_opp x)) (Pos.to_nat (Pos.max (4 * p) (Pos.of_nat (cvmod (2 * p)%positive))))) + with (qn p0 - proj1_sig x (2 * (Pos.to_nat (Pos.max (4 * p) (Pos.of_nat (cvmod (2 * p)%positive)))))%nat)%Q. + 2: destruct x; reflexivity. + apply (Qle_lt_trans _ (1 # 2 * p)). + unfold Qle; simpl. rewrite Pos2Z.inj_max. apply Z.le_max_l. + rewrite <- (Qplus_lt_r + _ _ (Qabs + (qn p0 - + proj1_sig x + (2 * Pos.to_nat (Pos.max (4 * p) (Pos.of_nat (cvmod (2 * p)%positive))))%nat) + -(1#2*p))). + ring_simplify. + setoid_replace (-1 * (1 # 2 * p) + (1 # p))%Q with (1 # 2 * p)%Q. + apply H. apply H0. rewrite Pos2Nat.inj_max. + apply (le_trans _ (1 * Nat.max (Pos.to_nat (4 * p)) (Pos.to_nat (Pos.of_nat (cvmod (2 * p)%positive))))). + destruct (cvmod (2*p)%positive). apply le_0_n. rewrite mult_1_l. + rewrite Nat2Pos.id. 2: discriminate. apply Nat.le_max_r. + apply Nat.mul_le_mono_nonneg_r. apply le_0_n. auto. + setoid_replace (1 # p)%Q with (2 # 2 * p)%Q. + rewrite Qplus_comm. rewrite Qinv_minus_distr. + reflexivity. reflexivity. +Qed. + +(* Q is dense in Archimedean fields, so all real numbers + are limits of rational sequences. + The biggest computable such field has all rational limits. *) +Lemma R_has_all_rational_limits : forall qn : nat -> Q, + Un_cauchy_Q qn + -> { r : CReal & seq_cv (fun n:nat => inject_Q (qn n)) r }. +Proof. + (* qn is an element of CReal. Show that inject_Q qn + converges to it in CReal. *) + intros. + destruct (standard_modulus qn (fun p => proj1_sig (H (Pos.succ p)))). + - intros p n k H0 H1. destruct (H (Pos.succ p)%positive) as [x a]; simpl in H0,H1. + specialize (a n k H0 H1). + apply (Qle_lt_trans _ (1#Pos.succ p) _ a). + apply Pos2Z.pos_lt_pos. simpl. apply Pos.lt_succ_diag_r. + - exists (exist _ (fun n : nat => + qn (increasing_modulus (fun p : positive => proj1_sig (H (Pos.succ p))) n)) H0). + apply (CReal_cv_self qn (exist _ (fun n : nat => + qn (increasing_modulus (fun p : positive => proj1_sig (H (Pos.succ p))) n)) H0) + (fun p : positive => Init.Nat.max (proj1_sig (H (Pos.succ p))) (Pos.to_nat p))). + apply H1. +Qed. + +Lemma Rcauchy_complete : forall (xn : nat -> CReal), + Un_cauchy_mod xn + -> { l : CReal & seq_cv xn l }. +Proof. + intros xn cau. + destruct (R_has_all_rational_limits (fun n => let (l,_) := RQ_limit (xn n) n in l) + (Rdiag_cauchy_sequence xn cau)) + as [l cv]. + exists l. intro p. specialize (cv (2*p)%positive) as [k cv]. + exists (max k (2 * Pos.to_nat p)). intros p0 H. + specialize (cv p0 (le_trans _ _ _ (Nat.le_max_l _ _) H)). + destruct (RQ_limit (xn p0) p0) as [q maj]. + apply CReal_abs_le. split. + - apply (CReal_le_trans _ (inject_Q q - inject_Q (1 # 2 * p) - l)). + + unfold CReal_minus. rewrite (CReal_plus_comm (inject_Q q)). + apply (CReal_plus_le_reg_r (inject_Q (1 # p) + l - inject_Q q)). + ring_simplify. unfold CReal_minus. + rewrite <- (opp_inject_Q (1# 2*p)), <- inject_Q_plus. + setoid_replace ((1 # p) + - (1 # 2* p))%Q with (1#2*p)%Q. + rewrite CReal_abs_minus_sym in cv. + exact (CReal_le_trans _ _ _ (CReal_le_abs _) cv). + setoid_replace (1#p)%Q with (2 # 2*p)%Q. + rewrite Qinv_minus_distr. reflexivity. reflexivity. + + unfold CReal_minus. + do 2 rewrite <- (CReal_plus_comm (-l)). apply CReal_plus_le_compat_l. + apply (CReal_plus_le_reg_r (inject_Q (1 # 2 * p))). + ring_simplify. rewrite CReal_plus_comm. + apply (CReal_le_trans _ (xn p0 + inject_Q (1 # Pos.of_nat p0))). + apply CRealLt_asym, maj. apply CReal_plus_le_compat_l. + apply inject_Q_le. + apply Z2Nat.inj_le. discriminate. discriminate. + simpl. assert ((Pos.to_nat p~0 <= p0)%nat). + { apply (le_trans _ (Init.Nat.max k (2 * Pos.to_nat p))). + 2: apply H. replace (p~0)%positive with (2*p)%positive. + 2: reflexivity. rewrite Pos2Nat.inj_mul. + apply Nat.le_max_r. } + rewrite Nat2Pos.id. apply H0. intro abs. subst p0. + inversion H0. pose proof (Pos2Nat.is_pos (p~0)). + rewrite H2 in H1. inversion H1. + - apply (CReal_le_trans _ (inject_Q q - l)). + + unfold CReal_minus. do 2 rewrite <- (CReal_plus_comm (-l)). + apply CReal_plus_le_compat_l. apply CRealLt_asym, maj. + + apply (CReal_le_trans _ (inject_Q (1 # 2 * p))). + exact (CReal_le_trans _ _ _ (CReal_le_abs _) cv). + apply inject_Q_le. rewrite <- Qplus_0_r. + setoid_replace (1#p)%Q with ((1#2*p)+(1#2*p))%Q. + apply Qplus_le_r. discriminate. + rewrite Qinv_plus_distr. reflexivity. +Qed. + +Lemma CRealLtIsLinear : isLinearOrder CRealLt. +Proof. + repeat split. exact CRealLt_asym. + exact CReal_lt_trans. + intros. destruct (CRealLt_dec x z y H). + left. exact c. right. exact c. +Qed. + +Lemma CRealAbsLUB : forall x y : CReal, + x <= y /\ (- x) <= y <-> (CReal_abs x) <= y. +Proof. + split. + - intros [H H0]. apply CReal_abs_le. split. 2: exact H. + apply (CReal_plus_le_reg_r (y-x)). ring_simplify. exact H0. + - intros. apply CReal_abs_def2 in H. destruct H. split. + exact H. fold (-x <= y). + apply (CReal_plus_le_reg_r (x-y)). ring_simplify. exact H0. +Qed. + +Lemma CRealComplete : forall xn : nat -> CReal, + (forall p : positive, + {n : nat | + forall i j : nat, + (n <= i)%nat -> (n <= j)%nat -> (CReal_abs (xn i + - xn j)) <= (inject_Q (1 # p))}) -> + {l : CReal & + forall p : positive, + {n : nat | + forall i : nat, (n <= i)%nat -> (CReal_abs (xn i + - l)) <= (inject_Q (1 # p))}}. +Proof. + intros. destruct (Rcauchy_complete xn) as [l cv]. + intro p. destruct (H p) as [n a]. exists n. intros. + exact (a i j H0 H1). + exists l. intros p. destruct (cv p). + exists x. exact c. +Defined. + +Definition CRealConstructive : ConstructiveReals + := Build_ConstructiveReals + CReal CRealLt CRealLtIsLinear CRealLtProp + CRealLtEpsilon CRealLtForget CRealLtDisjunctEpsilon + (inject_Q 0) (inject_Q 1) + CReal_plus CReal_opp CReal_mult + CReal_isRing CReal_isRingExt CRealLt_0_1 + CReal_plus_lt_compat_l CReal_plus_lt_reg_l + CReal_mult_lt_0_compat + CReal_inv CReal_inv_l CReal_inv_0_lt_compat + inject_Q inject_Q_plus inject_Q_mult + inject_Q_one inject_Q_lt lt_inject_Q + CRealQ_dense Rup_pos CReal_abs CRealAbsLUB CRealComplete. |
