Theory RealDef

Up to index of Isabelle/HOL

theory RealDef
imports Rat

(*  Title       : HOL/RealDef.thy
Author : Jacques D. Fleuriot, 1998
Conversion to Isar and new proofs by Lawrence C Paulson, 2003/4
Additional contributions by Jeremy Avigad
Construction of Cauchy Reals by Brian Huffman, 2010
*)


header {* Development of the Reals using Cauchy Sequences *}

theory RealDef
imports Rat
begin


text {*
This theory contains a formalization of the real numbers as
equivalence classes of Cauchy sequences of rationals. See
\url{HOL/ex/Dedekind_Real.thy} for an alternative construction
using Dedekind cuts.
*}


subsection {* Preliminary lemmas *}

lemma add_diff_add:
fixes a b c d :: "'a::ab_group_add"
shows "(a + c) - (b + d) = (a - b) + (c - d)"

by simp

lemma minus_diff_minus:
fixes a b :: "'a::ab_group_add"
shows "- a - - b = - (a - b)"

by simp

lemma mult_diff_mult:
fixes x y a b :: "'a::ring"
shows "(x * y - a * b) = x * (y - b) + (x - a) * b"

by (simp add: algebra_simps)

lemma inverse_diff_inverse:
fixes a b :: "'a::division_ring"
assumes "a ≠ 0" and "b ≠ 0"
shows "inverse a - inverse b = - (inverse a * (a - b) * inverse b)"

using assms by (simp add: algebra_simps)

lemma obtain_pos_sum:
fixes r :: rat assumes r: "0 < r"
obtains s t where "0 < s" and "0 < t" and "r = s + t"

proof
from r show "0 < r/2" by simp
from r show "0 < r/2" by simp
show "r = r/2 + r/2" by simp
qed

subsection {* Sequences that converge to zero *}

definition
vanishes :: "(nat => rat) => bool"
where
"vanishes X = (∀r>0. ∃k. ∀n≥k. ¦X n¦ < r)"


lemma vanishesI: "(!!r. 0 < r ==> ∃k. ∀n≥k. ¦X n¦ < r) ==> vanishes X"
unfolding vanishes_def by simp

lemma vanishesD: "[|vanishes X; 0 < r|] ==> ∃k. ∀n≥k. ¦X n¦ < r"
unfolding vanishes_def by simp

lemma vanishes_const [simp]: "vanishes (λn. c) <-> c = 0"
unfolding vanishes_def
apply (cases "c = 0", auto)
apply (rule exI [where x="¦c¦"], auto)
done

lemma vanishes_minus: "vanishes X ==> vanishes (λn. - X n)"
unfolding vanishes_def by simp

lemma vanishes_add:
assumes X: "vanishes X" and Y: "vanishes Y"
shows "vanishes (λn. X n + Y n)"

proof (rule vanishesI)
fix r :: rat assume "0 < r"
then obtain s t where s: "0 < s" and t: "0 < t" and r: "r = s + t"
by (rule obtain_pos_sum)
obtain i where i: "∀n≥i. ¦X n¦ < s"
using vanishesD [OF X s] ..
obtain j where j: "∀n≥j. ¦Y n¦ < t"
using vanishesD [OF Y t] ..
have "∀n≥max i j. ¦X n + Y n¦ < r"
proof (clarsimp)
fix n assume n: "i ≤ n" "j ≤ n"
have "¦X n + Y n¦ ≤ ¦X n¦ + ¦Y n¦" by (rule abs_triangle_ineq)
also have "… < s + t" by (simp add: add_strict_mono i j n)
finally show "¦X n + Y n¦ < r" unfolding r .
qed
thus "∃k. ∀n≥k. ¦X n + Y n¦ < r" ..
qed

lemma vanishes_diff:
assumes X: "vanishes X" and Y: "vanishes Y"
shows "vanishes (λn. X n - Y n)"

unfolding diff_minus by (intro vanishes_add vanishes_minus X Y)

lemma vanishes_mult_bounded:
assumes X: "∃a>0. ∀n. ¦X n¦ < a"
assumes Y: "vanishes (λn. Y n)"
shows "vanishes (λn. X n * Y n)"

proof (rule vanishesI)
fix r :: rat assume r: "0 < r"
obtain a where a: "0 < a" "∀n. ¦X n¦ < a"
using X by fast
obtain b where b: "0 < b" "r = a * b"
proof
show "0 < r / a" using r a by (simp add: divide_pos_pos)
show "r = a * (r / a)" using a by simp
qed
obtain k where k: "∀n≥k. ¦Y n¦ < b"
using vanishesD [OF Y b(1)] ..
have "∀n≥k. ¦X n * Y n¦ < r"
by (simp add: b(2) abs_mult mult_strict_mono' a k)
thus "∃k. ∀n≥k. ¦X n * Y n¦ < r" ..
qed

subsection {* Cauchy sequences *}

definition
cauchy :: "(nat => rat) set"
where
"cauchy X <-> (∀r>0. ∃k. ∀m≥k. ∀n≥k. ¦X m - X n¦ < r)"


lemma cauchyI:
"(!!r. 0 < r ==> ∃k. ∀m≥k. ∀n≥k. ¦X m - X n¦ < r) ==> cauchy X"

unfolding cauchy_def by simp

lemma cauchyD:
"[|cauchy X; 0 < r|] ==> ∃k. ∀m≥k. ∀n≥k. ¦X m - X n¦ < r"

unfolding cauchy_def by simp

lemma cauchy_const [simp]: "cauchy (λn. x)"
unfolding cauchy_def by simp

lemma cauchy_add [simp]:
assumes X: "cauchy X" and Y: "cauchy Y"
shows "cauchy (λn. X n + Y n)"

proof (rule cauchyI)
fix r :: rat assume "0 < r"
then obtain s t where s: "0 < s" and t: "0 < t" and r: "r = s + t"
by (rule obtain_pos_sum)
obtain i where i: "∀m≥i. ∀n≥i. ¦X m - X n¦ < s"
using cauchyD [OF X s] ..
obtain j where j: "∀m≥j. ∀n≥j. ¦Y m - Y n¦ < t"
using cauchyD [OF Y t] ..
have "∀m≥max i j. ∀n≥max i j. ¦(X m + Y m) - (X n + Y n)¦ < r"
proof (clarsimp)
fix m n assume *: "i ≤ m" "j ≤ m" "i ≤ n" "j ≤ n"
have "¦(X m + Y m) - (X n + Y n)¦ ≤ ¦X m - X n¦ + ¦Y m - Y n¦"
unfolding add_diff_add by (rule abs_triangle_ineq)
also have "… < s + t"
by (rule add_strict_mono, simp_all add: i j *)
finally show "¦(X m + Y m) - (X n + Y n)¦ < r" unfolding r .
qed
thus "∃k. ∀m≥k. ∀n≥k. ¦(X m + Y m) - (X n + Y n)¦ < r" ..
qed

lemma cauchy_minus [simp]:
assumes X: "cauchy X"
shows "cauchy (λn. - X n)"

using assms unfolding cauchy_def
unfolding minus_diff_minus abs_minus_cancel .

lemma cauchy_diff [simp]:
assumes X: "cauchy X" and Y: "cauchy Y"
shows "cauchy (λn. X n - Y n)"

using assms unfolding diff_minus by simp

lemma cauchy_imp_bounded:
assumes "cauchy X" shows "∃b>0. ∀n. ¦X n¦ < b"

proof -
obtain k where k: "∀m≥k. ∀n≥k. ¦X m - X n¦ < 1"
using cauchyD [OF assms zero_less_one] ..
show "∃b>0. ∀n. ¦X n¦ < b"
proof (intro exI conjI allI)
have "0 ≤ ¦X 0¦" by simp
also have "¦X 0¦ ≤ Max (abs ` X ` {..k})" by simp
finally have "0 ≤ Max (abs ` X ` {..k})" .
thus "0 < Max (abs ` X ` {..k}) + 1" by simp
next
fix n :: nat
show "¦X n¦ < Max (abs ` X ` {..k}) + 1"
proof (rule linorder_le_cases)
assume "n ≤ k"
hence "¦X n¦ ≤ Max (abs ` X ` {..k})" by simp
thus "¦X n¦ < Max (abs ` X ` {..k}) + 1" by simp
next
assume "k ≤ n"
have "¦X n¦ = ¦X k + (X n - X k)¦" by simp
also have "¦X k + (X n - X k)¦ ≤ ¦X k¦ + ¦X n - X k¦"
by (rule abs_triangle_ineq)
also have "… < Max (abs ` X ` {..k}) + 1"
by (rule add_le_less_mono, simp, simp add: k `k ≤ n`)
finally show "¦X n¦ < Max (abs ` X ` {..k}) + 1" .
qed
qed
qed

lemma cauchy_mult [simp]:
assumes X: "cauchy X" and Y: "cauchy Y"
shows "cauchy (λn. X n * Y n)"

proof (rule cauchyI)
fix r :: rat assume "0 < r"
then obtain u v where u: "0 < u" and v: "0 < v" and "r = u + v"
by (rule obtain_pos_sum)
obtain a where a: "0 < a" "∀n. ¦X n¦ < a"
using cauchy_imp_bounded [OF X] by fast
obtain b where b: "0 < b" "∀n. ¦Y n¦ < b"
using cauchy_imp_bounded [OF Y] by fast
obtain s t where s: "0 < s" and t: "0 < t" and r: "r = a * t + s * b"
proof
show "0 < v/b" using v b(1) by (rule divide_pos_pos)
show "0 < u/a" using u a(1) by (rule divide_pos_pos)
show "r = a * (u/a) + (v/b) * b"
using a(1) b(1) `r = u + v` by simp
qed
obtain i where i: "∀m≥i. ∀n≥i. ¦X m - X n¦ < s"
using cauchyD [OF X s] ..
obtain j where j: "∀m≥j. ∀n≥j. ¦Y m - Y n¦ < t"
using cauchyD [OF Y t] ..
have "∀m≥max i j. ∀n≥max i j. ¦X m * Y m - X n * Y n¦ < r"
proof (clarsimp)
fix m n assume *: "i ≤ m" "j ≤ m" "i ≤ n" "j ≤ n"
have "¦X m * Y m - X n * Y n¦ = ¦X m * (Y m - Y n) + (X m - X n) * Y n¦"
unfolding mult_diff_mult ..
also have "… ≤ ¦X m * (Y m - Y n)¦ + ¦(X m - X n) * Y n¦"
by (rule abs_triangle_ineq)
also have "… = ¦X m¦ * ¦Y m - Y n¦ + ¦X m - X n¦ * ¦Y n¦"
unfolding abs_mult ..
also have "… < a * t + s * b"
by (simp_all add: add_strict_mono mult_strict_mono' a b i j *)
finally show "¦X m * Y m - X n * Y n¦ < r" unfolding r .
qed
thus "∃k. ∀m≥k. ∀n≥k. ¦X m * Y m - X n * Y n¦ < r" ..
qed

lemma cauchy_not_vanishes_cases:
assumes X: "cauchy X"
assumes nz: "¬ vanishes X"
shows "∃b>0. ∃k. (∀n≥k. b < - X n) ∨ (∀n≥k. b < X n)"

proof -
obtain r where "0 < r" and r: "∀k. ∃n≥k. r ≤ ¦X n¦"
using nz unfolding vanishes_def by (auto simp add: not_less)
obtain s t where s: "0 < s" and t: "0 < t" and "r = s + t"
using `0 < r` by (rule obtain_pos_sum)
obtain i where i: "∀m≥i. ∀n≥i. ¦X m - X n¦ < s"
using cauchyD [OF X s] ..
obtain k where "i ≤ k" and "r ≤ ¦X k¦"
using r by fast
have k: "∀n≥k. ¦X n - X k¦ < s"
using i `i ≤ k` by auto
have "X k ≤ - r ∨ r ≤ X k"
using `r ≤ ¦X k¦` by auto
hence "(∀n≥k. t < - X n) ∨ (∀n≥k. t < X n)"
unfolding `r = s + t` using k by auto
hence "∃k. (∀n≥k. t < - X n) ∨ (∀n≥k. t < X n)" ..
thus "∃t>0. ∃k. (∀n≥k. t < - X n) ∨ (∀n≥k. t < X n)"
using t by auto
qed

lemma cauchy_not_vanishes:
assumes X: "cauchy X"
assumes nz: "¬ vanishes X"
shows "∃b>0. ∃k. ∀n≥k. b < ¦X n¦"

using cauchy_not_vanishes_cases [OF assms]
by clarify (rule exI, erule conjI, rule_tac x=k in exI, auto)

lemma cauchy_inverse [simp]:
assumes X: "cauchy X"
assumes nz: "¬ vanishes X"
shows "cauchy (λn. inverse (X n))"

proof (rule cauchyI)
fix r :: rat assume "0 < r"
obtain b i where b: "0 < b" and i: "∀n≥i. b < ¦X n¦"
using cauchy_not_vanishes [OF X nz] by fast
from b i have nz: "∀n≥i. X n ≠ 0" by auto
obtain s where s: "0 < s" and r: "r = inverse b * s * inverse b"
proof
show "0 < b * r * b"
by (simp add: `0 < r` b mult_pos_pos)
show "r = inverse b * (b * r * b) * inverse b"
using b by simp
qed
obtain j where j: "∀m≥j. ∀n≥j. ¦X m - X n¦ < s"
using cauchyD [OF X s] ..
have "∀m≥max i j. ∀n≥max i j. ¦inverse (X m) - inverse (X n)¦ < r"
proof (clarsimp)
fix m n assume *: "i ≤ m" "j ≤ m" "i ≤ n" "j ≤ n"
have "¦inverse (X m) - inverse (X n)¦ =
inverse ¦X m¦ * ¦X m - X n¦ * inverse ¦X n¦"

by (simp add: inverse_diff_inverse nz * abs_mult)
also have "… < inverse b * s * inverse b"
by (simp add: mult_strict_mono less_imp_inverse_less
mult_pos_pos i j b * s)

finally show "¦inverse (X m) - inverse (X n)¦ < r" unfolding r .
qed
thus "∃k. ∀m≥k. ∀n≥k. ¦inverse (X m) - inverse (X n)¦ < r" ..
qed

subsection {* Equivalence relation on Cauchy sequences *}

definition
realrel :: "((nat => rat) × (nat => rat)) set"
where
"realrel = {(X, Y). cauchy X ∧ cauchy Y ∧ vanishes (λn. X n - Y n)}"


lemma refl_realrel: "refl_on {X. cauchy X} realrel"
unfolding realrel_def by (rule refl_onI, clarsimp, simp)

lemma sym_realrel: "sym realrel"
unfolding realrel_def
by (rule symI, clarify, drule vanishes_minus, simp)

lemma trans_realrel: "trans realrel"
unfolding realrel_def
apply (rule transI, clarify)
apply (drule (1) vanishes_add)
apply (simp add: algebra_simps)
done

lemma equiv_realrel: "equiv {X. cauchy X} realrel"
using refl_realrel sym_realrel trans_realrel
by (rule equiv.intro)

subsection {* The field of real numbers *}

typedef (open) real = "{X. cauchy X} // realrel"
by (fast intro: quotientI cauchy_const)

definition
Real :: "(nat => rat) => real"
where
"Real X = Abs_real (realrel `` {X})"


definition
real_case :: "((nat => rat) => 'a) => real => 'a"
where
"real_case f x = (THE y. ∀X∈Rep_real x. y = f X)"


lemma Real_induct [induct type: real]:
"(!!X. cauchy X ==> P (Real X)) ==> P x"

unfolding Real_def
apply (induct x)
apply (erule quotientE)
apply (simp)
done

lemma real_case_1:
assumes f: "congruent realrel f"
assumes X: "cauchy X"
shows "real_case f (Real X) = f X"

unfolding real_case_def Real_def
apply (subst Abs_real_inverse)
apply (simp add: quotientI X)
apply (rule the_equality)
apply clarsimp
apply (erule congruent.congruent [OF f])
apply (erule bspec)
apply simp
apply (rule refl_onD [OF refl_realrel])
apply (simp add: X)
done

lemma real_case_2:
assumes f: "congruent2 realrel realrel f"
assumes X: "cauchy X" and Y: "cauchy Y"
shows "real_case (λX. real_case (λY. f X Y) (Real Y)) (Real X) = f X Y"

apply (subst real_case_1 [OF _ X])
apply (rule congruent.intro)
apply (subst real_case_1 [OF _ Y])
apply (rule congruent2_implies_congruent [OF equiv_realrel f])
apply (simp add: realrel_def)
apply (subst real_case_1 [OF _ Y])
apply (rule congruent2_implies_congruent [OF equiv_realrel f])
apply (simp add: realrel_def)
apply (erule congruent2.congruent2 [OF f])
apply (rule refl_onD [OF refl_realrel])
apply (simp add: Y)
apply (rule real_case_1 [OF _ Y])
apply (rule congruent2_implies_congruent [OF equiv_realrel f])
apply (simp add: X)
done

lemma eq_Real:
"cauchy X ==> cauchy Y ==> Real X = Real Y <-> vanishes (λn. X n - Y n)"

unfolding Real_def
apply (subst Abs_real_inject)
apply (simp add: quotientI)
apply (simp add: quotientI)
apply (simp add: eq_equiv_class_iff [OF equiv_realrel])
apply (simp add: realrel_def)
done

lemma add_respects2_realrel:
"(λX Y. Real (λn. X n + Y n)) respects2 realrel"

proof (rule congruent2_commuteI [OF equiv_realrel, unfolded mem_Collect_eq])
fix X Y show "Real (λn. X n + Y n) = Real (λn. Y n + X n)"
by (simp add: add_commute)
next
fix X assume X: "cauchy X"
fix Y Z assume "(Y, Z) ∈ realrel"
hence Y: "cauchy Y" and Z: "cauchy Z" and YZ: "vanishes (λn. Y n - Z n)"
unfolding realrel_def by simp_all
show "Real (λn. X n + Y n) = Real (λn. X n + Z n)"
proof (rule eq_Real [THEN iffD2])
show "cauchy (λn. X n + Y n)" using X Y by (rule cauchy_add)
show "cauchy (λn. X n + Z n)" using X Z by (rule cauchy_add)
show "vanishes (λn. (X n + Y n) - (X n + Z n))"
unfolding add_diff_add using YZ by simp
qed
qed

lemma minus_respects_realrel:
"(λX. Real (λn. - X n)) respects realrel"

proof (rule congruent.intro)
fix X Y assume "(X, Y) ∈ realrel"
hence X: "cauchy X" and Y: "cauchy Y" and XY: "vanishes (λn. X n - Y n)"
unfolding realrel_def by simp_all
show "Real (λn. - X n) = Real (λn. - Y n)"
proof (rule eq_Real [THEN iffD2])
show "cauchy (λn. - X n)" using X by (rule cauchy_minus)
show "cauchy (λn. - Y n)" using Y by (rule cauchy_minus)
show "vanishes (λn. (- X n) - (- Y n))"
unfolding minus_diff_minus using XY by (rule vanishes_minus)
qed
qed

lemma mult_respects2_realrel:
"(λX Y. Real (λn. X n * Y n)) respects2 realrel"

proof (rule congruent2_commuteI [OF equiv_realrel, unfolded mem_Collect_eq])
fix X Y
show "Real (λn. X n * Y n) = Real (λn. Y n * X n)"
by (simp add: mult_commute)
next
fix X assume X: "cauchy X"
fix Y Z assume "(Y, Z) ∈ realrel"
hence Y: "cauchy Y" and Z: "cauchy Z" and YZ: "vanishes (λn. Y n - Z n)"
unfolding realrel_def by simp_all
show "Real (λn. X n * Y n) = Real (λn. X n * Z n)"
proof (rule eq_Real [THEN iffD2])
show "cauchy (λn. X n * Y n)" using X Y by (rule cauchy_mult)
show "cauchy (λn. X n * Z n)" using X Z by (rule cauchy_mult)
have "vanishes (λn. X n * (Y n - Z n))"
by (intro vanishes_mult_bounded cauchy_imp_bounded X YZ)
thus "vanishes (λn. X n * Y n - X n * Z n)"
by (simp add: right_diff_distrib)
qed
qed

lemma vanishes_diff_inverse:
assumes X: "cauchy X" "¬ vanishes X"
assumes Y: "cauchy Y" "¬ vanishes Y"
assumes XY: "vanishes (λn. X n - Y n)"
shows "vanishes (λn. inverse (X n) - inverse (Y n))"

proof (rule vanishesI)
fix r :: rat assume r: "0 < r"
obtain a i where a: "0 < a" and i: "∀n≥i. a < ¦X n¦"
using cauchy_not_vanishes [OF X] by fast
obtain b j where b: "0 < b" and j: "∀n≥j. b < ¦Y n¦"
using cauchy_not_vanishes [OF Y] by fast
obtain s where s: "0 < s" and "inverse a * s * inverse b = r"
proof
show "0 < a * r * b"
using a r b by (simp add: mult_pos_pos)
show "inverse a * (a * r * b) * inverse b = r"
using a r b by simp
qed
obtain k where k: "∀n≥k. ¦X n - Y n¦ < s"
using vanishesD [OF XY s] ..
have "∀n≥max (max i j) k. ¦inverse (X n) - inverse (Y n)¦ < r"
proof (clarsimp)
fix n assume n: "i ≤ n" "j ≤ n" "k ≤ n"
have "X n ≠ 0" and "Y n ≠ 0"
using i j a b n by auto
hence "¦inverse (X n) - inverse (Y n)¦ =
inverse ¦X n¦ * ¦X n - Y n¦ * inverse ¦Y n¦"

by (simp add: inverse_diff_inverse abs_mult)
also have "… < inverse a * s * inverse b"
apply (intro mult_strict_mono' less_imp_inverse_less)
apply (simp_all add: a b i j k n mult_nonneg_nonneg)
done
also note `inverse a * s * inverse b = r`
finally show "¦inverse (X n) - inverse (Y n)¦ < r" .
qed
thus "∃k. ∀n≥k. ¦inverse (X n) - inverse (Y n)¦ < r" ..
qed

lemma inverse_respects_realrel:
"(λX. if vanishes X then c else Real (λn. inverse (X n))) respects realrel"
(is "?inv respects realrel")

proof (rule congruent.intro)
fix X Y assume "(X, Y) ∈ realrel"
hence X: "cauchy X" and Y: "cauchy Y" and XY: "vanishes (λn. X n - Y n)"
unfolding realrel_def by simp_all
have "vanishes X <-> vanishes Y"
proof
assume "vanishes X"
from vanishes_diff [OF this XY] show "vanishes Y" by simp
next
assume "vanishes Y"
from vanishes_add [OF this XY] show "vanishes X" by simp
qed
thus "?inv X = ?inv Y"
by (simp add: vanishes_diff_inverse eq_Real X Y XY)
qed

instantiation real :: field_inverse_zero
begin


definition
"0 = Real (λn. 0)"


definition
"1 = Real (λn. 1)"


definition
"x + y = real_case (λX. real_case (λY. Real (λn. X n + Y n)) y) x"


definition
"- x = real_case (λX. Real (λn. - X n)) x"


definition
"x - y = (x::real) + - y"


definition
"x * y = real_case (λX. real_case (λY. Real (λn. X n * Y n)) y) x"


definition
"inverse =
real_case (λX. if vanishes X then 0 else Real (λn. inverse (X n)))"


definition
"x / y = (x::real) * inverse y"


lemma add_Real:
assumes X: "cauchy X" and Y: "cauchy Y"
shows "Real X + Real Y = Real (λn. X n + Y n)"

unfolding plus_real_def
by (rule real_case_2 [OF add_respects2_realrel X Y])

lemma minus_Real:
assumes X: "cauchy X"
shows "- Real X = Real (λn. - X n)"

unfolding uminus_real_def
by (rule real_case_1 [OF minus_respects_realrel X])

lemma diff_Real:
assumes X: "cauchy X" and Y: "cauchy Y"
shows "Real X - Real Y = Real (λn. X n - Y n)"

unfolding minus_real_def diff_minus
by (simp add: minus_Real add_Real X Y)

lemma mult_Real:
assumes X: "cauchy X" and Y: "cauchy Y"
shows "Real X * Real Y = Real (λn. X n * Y n)"

unfolding times_real_def
by (rule real_case_2 [OF mult_respects2_realrel X Y])

lemma inverse_Real:
assumes X: "cauchy X"
shows "inverse (Real X) =
(if vanishes X then 0 else Real (λn. inverse (X n)))"

unfolding inverse_real_def
by (rule real_case_1 [OF inverse_respects_realrel X])

instance proof
fix a b c :: real
show "a + b = b + a"
by (induct a, induct b) (simp add: add_Real add_ac)
show "(a + b) + c = a + (b + c)"
by (induct a, induct b, induct c) (simp add: add_Real add_ac)
show "0 + a = a"
unfolding zero_real_def
by (induct a) (simp add: add_Real)
show "- a + a = 0"
unfolding zero_real_def
by (induct a) (simp add: minus_Real add_Real)
show "a - b = a + - b"
by (rule minus_real_def)
show "(a * b) * c = a * (b * c)"
by (induct a, induct b, induct c) (simp add: mult_Real mult_ac)
show "a * b = b * a"
by (induct a, induct b) (simp add: mult_Real mult_ac)
show "1 * a = a"
unfolding one_real_def
by (induct a) (simp add: mult_Real)
show "(a + b) * c = a * c + b * c"
by (induct a, induct b, induct c)
(simp add: mult_Real add_Real algebra_simps)

show "(0::real) ≠ (1::real)"
unfolding zero_real_def one_real_def
by (simp add: eq_Real)
show "a ≠ 0 ==> inverse a * a = 1"
unfolding zero_real_def one_real_def
apply (induct a)
apply (simp add: eq_Real inverse_Real mult_Real)
apply (rule vanishesI)
apply (frule (1) cauchy_not_vanishes, clarify)
apply (rule_tac x=k in exI, clarify)
apply (drule_tac x=n in spec, simp)
done
show "a / b = a * inverse b"
by (rule divide_real_def)
show "inverse (0::real) = 0"
by (simp add: zero_real_def inverse_Real)
qed

end

subsection {* Positive reals *}

definition
positive :: "real => bool"
where
"positive = real_case (λX. ∃r>0. ∃k. ∀n≥k. r < X n)"


lemma bool_congruentI:
assumes sym: "sym r"
assumes P: "!!x y. (x, y) ∈ r ==> P x ==> P y"
shows "P respects r"

apply (rule congruent.intro)
apply (rule iffI)
apply (erule (1) P)
apply (erule (1) P [OF symD [OF sym]])
done

lemma positive_respects_realrel:
"(λX. ∃r>0. ∃k. ∀n≥k. r < X n) respects realrel"

proof (rule bool_congruentI)
show "sym realrel" by (rule sym_realrel)
next
fix X Y assume "(X, Y) ∈ realrel"
hence XY: "vanishes (λn. X n - Y n)"
unfolding realrel_def by simp_all
assume "∃r>0. ∃k. ∀n≥k. r < X n"
then obtain r i where "0 < r" and i: "∀n≥i. r < X n"
by fast
obtain s t where s: "0 < s" and t: "0 < t" and r: "r = s + t"
using `0 < r` by (rule obtain_pos_sum)
obtain j where j: "∀n≥j. ¦X n - Y n¦ < s"
using vanishesD [OF XY s] ..
have "∀n≥max i j. t < Y n"
proof (clarsimp)
fix n assume n: "i ≤ n" "j ≤ n"
have "¦X n - Y n¦ < s" and "r < X n"
using i j n by simp_all
thus "t < Y n" unfolding r by simp
qed
thus "∃r>0. ∃k. ∀n≥k. r < Y n" using t by fast
qed

lemma positive_Real:
assumes X: "cauchy X"
shows "positive (Real X) <-> (∃r>0. ∃k. ∀n≥k. r < X n)"

unfolding positive_def
by (rule real_case_1 [OF positive_respects_realrel X])

lemma positive_zero: "¬ positive 0"
unfolding zero_real_def by (auto simp add: positive_Real)

lemma positive_add:
"positive x ==> positive y ==> positive (x + y)"

apply (induct x, induct y, rename_tac Y X)
apply (simp add: add_Real positive_Real)
apply (clarify, rename_tac a b i j)
apply (rule_tac x="a + b" in exI, simp)
apply (rule_tac x="max i j" in exI, clarsimp)
apply (simp add: add_strict_mono)
done

lemma positive_mult:
"positive x ==> positive y ==> positive (x * y)"

apply (induct x, induct y, rename_tac Y X)
apply (simp add: mult_Real positive_Real)
apply (clarify, rename_tac a b i j)
apply (rule_tac x="a * b" in exI, simp add: mult_pos_pos)
apply (rule_tac x="max i j" in exI, clarsimp)
apply (rule mult_strict_mono, auto)
done

lemma positive_minus:
"¬ positive x ==> x ≠ 0 ==> positive (- x)"

apply (induct x, rename_tac X)
apply (simp add: zero_real_def eq_Real minus_Real positive_Real)
apply (drule (1) cauchy_not_vanishes_cases, safe, fast, fast)
done

instantiation real :: linordered_field_inverse_zero
begin


definition
"x < y <-> positive (y - x)"


definition
"x ≤ (y::real) <-> x < y ∨ x = y"


definition
"abs (a::real) = (if a < 0 then - a else a)"


definition
"sgn (a::real) = (if a = 0 then 0 else if 0 < a then 1 else - 1)"


instance proof
fix a b c :: real
show "¦a¦ = (if a < 0 then - a else a)"
by (rule abs_real_def)
show "a < b <-> a ≤ b ∧ ¬ b ≤ a"
unfolding less_eq_real_def less_real_def
by (auto, drule (1) positive_add, simp_all add: positive_zero)
show "a ≤ a"
unfolding less_eq_real_def by simp
show "a ≤ b ==> b ≤ c ==> a ≤ c"
unfolding less_eq_real_def less_real_def
by (auto, drule (1) positive_add, simp add: algebra_simps)
show "a ≤ b ==> b ≤ a ==> a = b"
unfolding less_eq_real_def less_real_def
by (auto, drule (1) positive_add, simp add: positive_zero)
show "a ≤ b ==> c + a ≤ c + b"
unfolding less_eq_real_def less_real_def by auto
show "sgn a = (if a = 0 then 0 else if 0 < a then 1 else - 1)"
by (rule sgn_real_def)
show "a ≤ b ∨ b ≤ a"
unfolding less_eq_real_def less_real_def
by (auto dest!: positive_minus)
show "a < b ==> 0 < c ==> c * a < c * b"
unfolding less_real_def
by (drule (1) positive_mult, simp add: algebra_simps)
qed

end

instantiation real :: distrib_lattice
begin


definition
"(inf :: real => real => real) = min"


definition
"(sup :: real => real => real) = max"


instance proof
qed (auto simp add: inf_real_def sup_real_def min_max.sup_inf_distrib1)

end

instantiation real :: number_ring
begin


definition
"(number_of x :: real) = of_int x"


instance proof
qed (rule number_of_real_def)

end

lemma of_nat_Real: "of_nat x = Real (λn. of_nat x)"
apply (induct x)
apply (simp add: zero_real_def)
apply (simp add: one_real_def add_Real)
done

lemma of_int_Real: "of_int x = Real (λn. of_int x)"
apply (cases x rule: int_diff_cases)
apply (simp add: of_nat_Real diff_Real)
done

lemma of_rat_Real: "of_rat x = Real (λn. x)"
apply (induct x)
apply (simp add: Fract_of_int_quotient of_rat_divide)
apply (simp add: of_int_Real divide_inverse)
apply (simp add: inverse_Real mult_Real)
done

instance real :: archimedean_field
proof
fix x :: real
show "∃z. x ≤ of_int z"
apply (induct x)
apply (frule cauchy_imp_bounded, clarify)
apply (rule_tac x="ceiling b + 1" in exI)
apply (rule less_imp_le)
apply (simp add: of_int_Real less_real_def diff_Real positive_Real)
apply (rule_tac x=1 in exI, simp add: algebra_simps)
apply (rule_tac x=0 in exI, clarsimp)
apply (rule le_less_trans [OF abs_ge_self])
apply (rule less_le_trans [OF _ le_of_int_ceiling])
apply simp
done
qed

subsection {* Completeness *}

lemma not_positive_Real:
assumes X: "cauchy X"
shows "¬ positive (Real X) <-> (∀r>0. ∃k. ∀n≥k. X n ≤ r)"

unfolding positive_Real [OF X]
apply (auto, unfold not_less)
apply (erule obtain_pos_sum)
apply (drule_tac x=s in spec, simp)
apply (drule_tac r=t in cauchyD [OF X], clarify)
apply (drule_tac x=k in spec, clarsimp)
apply (rule_tac x=n in exI, clarify, rename_tac m)
apply (drule_tac x=m in spec, simp)
apply (drule_tac x=n in spec, simp)
apply (drule spec, drule (1) mp, clarify, rename_tac i)
apply (rule_tac x="max i k" in exI, simp)
done

lemma le_Real:
assumes X: "cauchy X" and Y: "cauchy Y"
shows "Real X ≤ Real Y = (∀r>0. ∃k. ∀n≥k. X n ≤ Y n + r)"

unfolding not_less [symmetric, where 'a=real] less_real_def
apply (simp add: diff_Real not_positive_Real X Y)
apply (simp add: diff_le_eq add_ac)
done

lemma le_RealI:
assumes Y: "cauchy Y"
shows "∀n. x ≤ of_rat (Y n) ==> x ≤ Real Y"

proof (induct x)
fix X assume X: "cauchy X" and "∀n. Real X ≤ of_rat (Y n)"
hence le: "!!m r. 0 < r ==> ∃k. ∀n≥k. X n ≤ Y m + r"
by (simp add: of_rat_Real le_Real)
{
fix r :: rat assume "0 < r"
then obtain s t where s: "0 < s" and t: "0 < t" and r: "r = s + t"
by (rule obtain_pos_sum)
obtain i where i: "∀m≥i. ∀n≥i. ¦Y m - Y n¦ < s"
using cauchyD [OF Y s] ..
obtain j where j: "∀n≥j. X n ≤ Y i + t"
using le [OF t] ..
have "∀n≥max i j. X n ≤ Y n + r"
proof (clarsimp)
fix n assume n: "i ≤ n" "j ≤ n"
have "X n ≤ Y i + t" using n j by simp
moreover have "¦Y i - Y n¦ < s" using n i by simp
ultimately show "X n ≤ Y n + r" unfolding r by simp
qed
hence "∃k. ∀n≥k. X n ≤ Y n + r" ..
}
thus "Real X ≤ Real Y"
by (simp add: of_rat_Real le_Real X Y)
qed

lemma Real_leI:
assumes X: "cauchy X"
assumes le: "∀n. of_rat (X n) ≤ y"
shows "Real X ≤ y"

proof -
have "- y ≤ - Real X"
by (simp add: minus_Real X le_RealI of_rat_minus le)
thus ?thesis by simp
qed

lemma less_RealD:
assumes Y: "cauchy Y"
shows "x < Real Y ==> ∃n. x < of_rat (Y n)"

by (erule contrapos_pp, simp add: not_less, erule Real_leI [OF Y])

lemma of_nat_less_two_power:
"of_nat n < (2::'a::{linordered_idom,number_ring}) ^ n"

apply (induct n)
apply simp
apply (subgoal_tac "(1::'a) ≤ 2 ^ n")
apply (drule (1) add_le_less_mono, simp)
apply simp
done

lemma complete_real:
fixes S :: "real set"
assumes "∃x. x ∈ S" and "∃z. ∀x∈S. x ≤ z"
shows "∃y. (∀x∈S. x ≤ y) ∧ (∀z. (∀x∈S. x ≤ z) --> y ≤ z)"

proof -
obtain x where x: "x ∈ S" using assms(1) ..
obtain z where z: "∀x∈S. x ≤ z" using assms(2) ..

def P "λx. ∀y∈S. y ≤ of_rat x"
obtain a where a: "¬ P a"
proof
have "of_int (floor (x - 1)) ≤ x - 1" by (rule of_int_floor_le)
also have "x - 1 < x" by simp
finally have "of_int (floor (x - 1)) < x" .
hence "¬ x ≤ of_int (floor (x - 1))" by (simp only: not_le)
then show "¬ P (of_int (floor (x - 1)))"
unfolding P_def of_rat_of_int_eq using x by fast
qed
obtain b where b: "P b"
proof
show "P (of_int (ceiling z))"
unfolding P_def of_rat_of_int_eq
proof
fix y assume "y ∈ S"
hence "y ≤ z" using z by simp
also have "z ≤ of_int (ceiling z)" by (rule le_of_int_ceiling)
finally show "y ≤ of_int (ceiling z)" .
qed
qed

def avg "λx y :: rat. x/2 + y/2"
def bisect "λ(x, y). if P (avg x y) then (x, avg x y) else (avg x y, y)"
def A "λn. fst ((bisect ^^ n) (a, b))"
def B "λn. snd ((bisect ^^ n) (a, b))"
def C "λn. avg (A n) (B n)"
have A_0 [simp]: "A 0 = a" unfolding A_def by simp
have B_0 [simp]: "B 0 = b" unfolding B_def by simp
have A_Suc [simp]: "!!n. A (Suc n) = (if P (C n) then A n else C n)"
unfolding A_def B_def C_def bisect_def split_def by simp
have B_Suc [simp]: "!!n. B (Suc n) = (if P (C n) then C n else B n)"
unfolding A_def B_def C_def bisect_def split_def by simp

have width: "!!n. B n - A n = (b - a) / 2^n"
apply (simp add: eq_divide_eq)
apply (induct_tac n, simp)
apply (simp add: C_def avg_def algebra_simps)
done

have twos: "!!y r :: rat. 0 < r ==> ∃n. y / 2 ^ n < r"
apply (simp add: divide_less_eq)
apply (subst mult_commute)
apply (frule_tac y=y in ex_less_of_nat_mult)
apply clarify
apply (rule_tac x=n in exI)
apply (erule less_trans)
apply (rule mult_strict_right_mono)
apply (rule le_less_trans [OF _ of_nat_less_two_power])
apply simp
apply assumption
done

have PA: "!!n. ¬ P (A n)"
by (induct_tac n, simp_all add: a)
have PB: "!!n. P (B n)"
by (induct_tac n, simp_all add: b)
have ab: "a < b"
using a b unfolding P_def
apply (clarsimp simp add: not_le)
apply (drule (1) bspec)
apply (drule (1) less_le_trans)
apply (simp add: of_rat_less)
done
have AB: "!!n. A n < B n"
by (induct_tac n, simp add: ab, simp add: C_def avg_def)
have A_mono: "!!i j. i ≤ j ==> A i ≤ A j"
apply (auto simp add: le_less [where 'a=nat])
apply (erule less_Suc_induct)
apply (clarsimp simp add: C_def avg_def)
apply (simp add: add_divide_distrib [symmetric])
apply (rule AB [THEN less_imp_le])
apply simp
done
have B_mono: "!!i j. i ≤ j ==> B j ≤ B i"
apply (auto simp add: le_less [where 'a=nat])
apply (erule less_Suc_induct)
apply (clarsimp simp add: C_def avg_def)
apply (simp add: add_divide_distrib [symmetric])
apply (rule AB [THEN less_imp_le])
apply simp
done
have cauchy_lemma:
"!!X. ∀n. ∀i≥n. A n ≤ X i ∧ X i ≤ B n ==> cauchy X"

apply (rule cauchyI)
apply (drule twos [where y="b - a"])
apply (erule exE)
apply (rule_tac x=n in exI, clarify, rename_tac i j)
apply (rule_tac y="B n - A n" in le_less_trans) defer
apply (simp add: width)
apply (drule_tac x=n in spec)
apply (frule_tac x=i in spec, drule (1) mp)
apply (frule_tac x=j in spec, drule (1) mp)
apply (frule A_mono, drule B_mono)
apply (frule A_mono, drule B_mono)
apply arith
done
have "cauchy A"
apply (rule cauchy_lemma [rule_format])
apply (simp add: A_mono)
apply (erule order_trans [OF less_imp_le [OF AB] B_mono])
done
have "cauchy B"
apply (rule cauchy_lemma [rule_format])
apply (simp add: B_mono)
apply (erule order_trans [OF A_mono less_imp_le [OF AB]])
done
have 1: "∀x∈S. x ≤ Real B"
proof
fix x assume "x ∈ S"
then show "x ≤ Real B"
using PB [unfolded P_def] `cauchy B`
by (simp add: le_RealI)
qed
have 2: "∀z. (∀x∈S. x ≤ z) --> Real A ≤ z"
apply clarify
apply (erule contrapos_pp)
apply (simp add: not_le)
apply (drule less_RealD [OF `cauchy A`], clarify)
apply (subgoal_tac "¬ P (A n)")
apply (simp add: P_def not_le, clarify)
apply (erule rev_bexI)
apply (erule (1) less_trans)
apply (simp add: PA)
done
have "vanishes (λn. (b - a) / 2 ^ n)"
proof (rule vanishesI)
fix r :: rat assume "0 < r"
then obtain k where k: "¦b - a¦ / 2 ^ k < r"
using twos by fast
have "∀n≥k. ¦(b - a) / 2 ^ n¦ < r"
proof (clarify)
fix n assume n: "k ≤ n"
have "¦(b - a) / 2 ^ n¦ = ¦b - a¦ / 2 ^ n"
by simp
also have "… ≤ ¦b - a¦ / 2 ^ k"
using n by (simp add: divide_left_mono mult_pos_pos)
also note k
finally show "¦(b - a) / 2 ^ n¦ < r" .
qed
thus "∃k. ∀n≥k. ¦(b - a) / 2 ^ n¦ < r" ..
qed
hence 3: "Real B = Real A"
by (simp add: eq_Real `cauchy A` `cauchy B` width)
show "∃y. (∀x∈S. x ≤ y) ∧ (∀z. (∀x∈S. x ≤ z) --> y ≤ z)"
using 1 2 3 by (rule_tac x="Real B" in exI, simp)
qed

subsection {* Hiding implementation details *}

hide_const (open) vanishes cauchy positive Real real_case

declare Real_induct [induct del]
declare Abs_real_induct [induct del]
declare Abs_real_cases [cases del]

subsection {* Legacy theorem names *}

text {* TODO: Could we have a way to mark theorem names as deprecated,
and have Isabelle issue a warning and display the preferred name? *}


lemmas real_diff_def = minus_real_def [of "r" "s", standard]
lemmas real_divide_def = divide_real_def [of "R" "S", standard]
lemmas real_less_def = less_le [of "x::real" "y", standard]
lemmas real_abs_def = abs_real_def [of "r", standard]
lemmas real_sgn_def = sgn_real_def [of "x", standard]
lemmas real_mult_commute = mult_commute [of "z::real" "w", standard]
lemmas real_mult_assoc = mult_assoc [of "z1::real" "z2" "z3", standard]
lemmas real_mult_1 = mult_1_left [of "z::real", standard]
lemmas real_add_mult_distrib = left_distrib [of "z1::real" "z2" "w", standard]
lemmas real_zero_not_eq_one = zero_neq_one [where 'a=real]
lemmas real_mult_inverse_left = left_inverse [of "x::real", standard]
lemmas INVERSE_ZERO = inverse_zero [where 'a=real]
lemmas real_le_refl = order_refl [of "w::real", standard]
lemmas real_le_antisym = order_antisym [of "z::real" "w", standard]
lemmas real_le_trans = order_trans [of "i::real" "j" "k", standard]
lemmas real_le_linear = linear [of "z::real" "w", standard]
lemmas real_le_eq_diff = le_iff_diff_le_0 [of "x::real" "y", standard]
lemmas real_add_left_mono = add_left_mono [of "x::real" "y" "z", standard]
lemmas real_mult_order = mult_pos_pos [of "x::real" "y", standard]
lemmas real_mult_less_mono2 =
mult_strict_left_mono [of "x::real" "y" "z", COMP swap_prems_rl, standard]


subsection{*More Lemmas*}

text {* BH: These lemmas should not be necessary; they should be
covered by existing simp rules and simplification procedures. *}


lemma real_mult_left_cancel: "(c::real) ≠ 0 ==> (c*a=c*b) = (a=b)"
by simp (* redundant with mult_cancel_left *)

lemma real_mult_right_cancel: "(c::real) ≠ 0 ==> (a*c=b*c) = (a=b)"
by simp (* redundant with mult_cancel_right *)

lemma real_mult_less_iff1 [simp]: "(0::real) < z ==> (x*z < y*z) = (x < y)"
by simp (* solved by linordered_ring_less_cancel_factor simproc *)

lemma real_mult_le_cancel_iff1 [simp]: "(0::real) < z ==> (x*z ≤ y*z) = (x≤y)"
by simp (* solved by linordered_ring_le_cancel_factor simproc *)

lemma real_mult_le_cancel_iff2 [simp]: "(0::real) < z ==> (z*x ≤ z*y) = (x≤y)"
by (rule mult_le_cancel_left_pos)
(* BH: Why doesn't "simp" prove this one, like it does the last one? *)


subsection {* Embedding numbers into the Reals *}

abbreviation
real_of_nat :: "nat => real"
where
"real_of_nat ≡ of_nat"


abbreviation
real_of_int :: "int => real"
where
"real_of_int ≡ of_int"


abbreviation
real_of_rat :: "rat => real"
where
"real_of_rat ≡ of_rat"


consts
(*overloaded constant for injecting other types into "real"*)
real :: "'a => real"


defs (overloaded)
real_of_nat_def [code_unfold]: "real == real_of_nat"
real_of_int_def [code_unfold]: "real == real_of_int"


lemma real_eq_of_nat: "real = of_nat"
unfolding real_of_nat_def ..

lemma real_eq_of_int: "real = of_int"
unfolding real_of_int_def ..

lemma real_of_int_zero [simp]: "real (0::int) = 0"
by (simp add: real_of_int_def)

lemma real_of_one [simp]: "real (1::int) = (1::real)"
by (simp add: real_of_int_def)

lemma real_of_int_add [simp]: "real(x + y) = real (x::int) + real y"
by (simp add: real_of_int_def)

lemma real_of_int_minus [simp]: "real(-x) = -real (x::int)"
by (simp add: real_of_int_def)

lemma real_of_int_diff [simp]: "real(x - y) = real (x::int) - real y"
by (simp add: real_of_int_def)

lemma real_of_int_mult [simp]: "real(x * y) = real (x::int) * real y"
by (simp add: real_of_int_def)

lemma real_of_int_power [simp]: "real (x ^ n) = real (x::int) ^ n"
by (simp add: real_of_int_def of_int_power)

lemmas power_real_of_int = real_of_int_power [symmetric]

lemma real_of_int_setsum [simp]: "real ((SUM x:A. f x)::int) = (SUM x:A. real(f x))"
apply (subst real_eq_of_int)+
apply (rule of_int_setsum)
done

lemma real_of_int_setprod [simp]: "real ((PROD x:A. f x)::int) =
(PROD x:A. real(f x))"

apply (subst real_eq_of_int)+
apply (rule of_int_setprod)
done

lemma real_of_int_zero_cancel [simp, algebra, presburger]: "(real x = 0) = (x = (0::int))"
by (simp add: real_of_int_def)

lemma real_of_int_inject [iff, algebra, presburger]: "(real (x::int) = real y) = (x = y)"
by (simp add: real_of_int_def)

lemma real_of_int_less_iff [iff, presburger]: "(real (x::int) < real y) = (x < y)"
by (simp add: real_of_int_def)

lemma real_of_int_le_iff [simp, presburger]: "(real (x::int) ≤ real y) = (x ≤ y)"
by (simp add: real_of_int_def)

lemma real_of_int_gt_zero_cancel_iff [simp, presburger]: "(0 < real (n::int)) = (0 < n)"
by (simp add: real_of_int_def)

lemma real_of_int_ge_zero_cancel_iff [simp, presburger]: "(0 <= real (n::int)) = (0 <= n)"
by (simp add: real_of_int_def)

lemma real_of_int_lt_zero_cancel_iff [simp, presburger]: "(real (n::int) < 0) = (n < 0)"
by (simp add: real_of_int_def)

lemma real_of_int_le_zero_cancel_iff [simp, presburger]: "(real (n::int) <= 0) = (n <= 0)"
by (simp add: real_of_int_def)

lemma real_of_int_abs [simp]: "real (abs x) = abs(real (x::int))"
by (auto simp add: abs_if)

lemma int_less_real_le: "((n::int) < m) = (real n + 1 <= real m)"
apply (subgoal_tac "real n + 1 = real (n + 1)")
apply (simp del: real_of_int_add)
apply auto
done

lemma int_le_real_less: "((n::int) <= m) = (real n < real m + 1)"
apply (subgoal_tac "real m + 1 = real (m + 1)")
apply (simp del: real_of_int_add)
apply simp
done

lemma real_of_int_div_aux: "d ~= 0 ==> (real (x::int)) / (real d) =
real (x div d) + (real (x mod d)) / (real d)"

proof -
assume "d ~= 0"
have "x = (x div d) * d + x mod d"
by auto
then have "real x = real (x div d) * real d + real(x mod d)"
by (simp only: real_of_int_mult [THEN sym] real_of_int_add [THEN sym])
then have "real x / real d = ... / real d"
by simp
then show ?thesis
by (auto simp add: add_divide_distrib algebra_simps prems)
qed

lemma real_of_int_div: "(d::int) ~= 0 ==> d dvd n ==>
real(n div d) = real n / real d"

apply (frule real_of_int_div_aux [of d n])
apply simp
apply (simp add: dvd_eq_mod_eq_0)
done

lemma real_of_int_div2:
"0 <= real (n::int) / real (x) - real (n div x)"

apply (case_tac "x = 0")
apply simp
apply (case_tac "0 < x")
apply (simp add: algebra_simps)
apply (subst real_of_int_div_aux)
apply simp
apply simp
apply (subst zero_le_divide_iff)
apply auto
apply (simp add: algebra_simps)
apply (subst real_of_int_div_aux)
apply simp
apply simp
apply (subst zero_le_divide_iff)
apply auto
done

lemma real_of_int_div3:
"real (n::int) / real (x) - real (n div x) <= 1"

apply(case_tac "x = 0")
apply simp
apply (simp add: algebra_simps)
apply (subst real_of_int_div_aux)
apply assumption
apply simp
apply (subst divide_le_eq)
apply clarsimp
apply (rule conjI)
apply (rule impI)
apply (rule order_less_imp_le)
apply simp
apply (rule impI)
apply (rule order_less_imp_le)
apply simp
done

lemma real_of_int_div4: "real (n div x) <= real (n::int) / real x"
by (insert real_of_int_div2 [of n x], simp)

lemma Ints_real_of_int [simp]: "real (x::int) ∈ Ints"
unfolding real_of_int_def by (rule Ints_of_int)


subsection{*Embedding the Naturals into the Reals*}

lemma real_of_nat_zero [simp]: "real (0::nat) = 0"
by (simp add: real_of_nat_def)

lemma real_of_nat_1 [simp]: "real (1::nat) = 1"
by (simp add: real_of_nat_def)

lemma real_of_nat_one [simp]: "real (Suc 0) = (1::real)"
by (simp add: real_of_nat_def)

lemma real_of_nat_add [simp]: "real (m + n) = real (m::nat) + real n"
by (simp add: real_of_nat_def)

(*Not for addsimps: often the LHS is used to represent a positive natural*)
lemma real_of_nat_Suc: "real (Suc n) = real n + (1::real)"
by (simp add: real_of_nat_def)

lemma real_of_nat_less_iff [iff]:
"(real (n::nat) < real m) = (n < m)"

by (simp add: real_of_nat_def)

lemma real_of_nat_le_iff [iff]: "(real (n::nat) ≤ real m) = (n ≤ m)"
by (simp add: real_of_nat_def)

lemma real_of_nat_ge_zero [iff]: "0 ≤ real (n::nat)"
by (simp add: real_of_nat_def zero_le_imp_of_nat)

lemma real_of_nat_Suc_gt_zero: "0 < real (Suc n)"
by (simp add: real_of_nat_def del: of_nat_Suc)

lemma real_of_nat_mult [simp]: "real (m * n) = real (m::nat) * real n"
by (simp add: real_of_nat_def of_nat_mult)

lemma real_of_nat_power [simp]: "real (m ^ n) = real (m::nat) ^ n"
by (simp add: real_of_nat_def of_nat_power)

lemmas power_real_of_nat = real_of_nat_power [symmetric]

lemma real_of_nat_setsum [simp]: "real ((SUM x:A. f x)::nat) =
(SUM x:A. real(f x))"

apply (subst real_eq_of_nat)+
apply (rule of_nat_setsum)
done

lemma real_of_nat_setprod [simp]: "real ((PROD x:A. f x)::nat) =
(PROD x:A. real(f x))"

apply (subst real_eq_of_nat)+
apply (rule of_nat_setprod)
done

lemma real_of_card: "real (card A) = setsum (%x.1) A"
apply (subst card_eq_setsum)
apply (subst real_of_nat_setsum)
apply simp
done

lemma real_of_nat_inject [iff]: "(real (n::nat) = real m) = (n = m)"
by (simp add: real_of_nat_def)

lemma real_of_nat_zero_iff [iff]: "(real (n::nat) = 0) = (n = 0)"
by (simp add: real_of_nat_def)

lemma real_of_nat_diff: "n ≤ m ==> real (m - n) = real (m::nat) - real n"
by (simp add: add: real_of_nat_def of_nat_diff)

lemma real_of_nat_gt_zero_cancel_iff [simp]: "(0 < real (n::nat)) = (0 < n)"
by (auto simp: real_of_nat_def)

lemma real_of_nat_le_zero_cancel_iff [simp]: "(real (n::nat) ≤ 0) = (n = 0)"
by (simp add: add: real_of_nat_def)

lemma not_real_of_nat_less_zero [simp]: "~ real (n::nat) < 0"
by (simp add: add: real_of_nat_def)

lemma nat_less_real_le: "((n::nat) < m) = (real n + 1 <= real m)"
apply (subgoal_tac "real n + 1 = real (Suc n)")
apply simp
apply (auto simp add: real_of_nat_Suc)
done

lemma nat_le_real_less: "((n::nat) <= m) = (real n < real m + 1)"
apply (subgoal_tac "real m + 1 = real (Suc m)")
apply (simp add: less_Suc_eq_le)
apply (simp add: real_of_nat_Suc)
done

lemma real_of_nat_div_aux: "0 < d ==> (real (x::nat)) / (real d) =
real (x div d) + (real (x mod d)) / (real d)"

proof -
assume "0 < d"
have "x = (x div d) * d + x mod d"
by auto
then have "real x = real (x div d) * real d + real(x mod d)"
by (simp only: real_of_nat_mult [THEN sym] real_of_nat_add [THEN sym])
then have "real x / real d = … / real d"
by simp
then show ?thesis
by (auto simp add: add_divide_distrib algebra_simps prems)
qed

lemma real_of_nat_div: "0 < (d::nat) ==> d dvd n ==>
real(n div d) = real n / real d"

apply (frule real_of_nat_div_aux [of d n])
apply simp
apply (subst dvd_eq_mod_eq_0 [THEN sym])
apply assumption
done

lemma real_of_nat_div2:
"0 <= real (n::nat) / real (x) - real (n div x)"

apply(case_tac "x = 0")
apply (simp)
apply (simp add: algebra_simps)
apply (subst real_of_nat_div_aux)
apply simp
apply simp
apply (subst zero_le_divide_iff)
apply simp
done

lemma real_of_nat_div3:
"real (n::nat) / real (x) - real (n div x) <= 1"

apply(case_tac "x = 0")
apply (simp)
apply (simp add: algebra_simps)
apply (subst real_of_nat_div_aux)
apply simp
apply simp
done

lemma real_of_nat_div4: "real (n div x) <= real (n::nat) / real x"
by (insert real_of_nat_div2 [of n x], simp)

lemma real_of_int_real_of_nat: "real (int n) = real n"
by (simp add: real_of_nat_def real_of_int_def int_eq_of_nat)

lemma real_of_int_of_nat_eq [simp]: "real (of_nat n :: int) = real n"
by (simp add: real_of_int_def real_of_nat_def)

lemma real_nat_eq_real [simp]: "0 <= x ==> real(nat x) = real x"
apply (subgoal_tac "real(int(nat x)) = real(nat x)")
apply force
apply (simp only: real_of_int_real_of_nat)
done

lemma Nats_real_of_nat [simp]: "real (n::nat) ∈ Nats"
unfolding real_of_nat_def by (rule of_nat_in_Nats)

lemma Ints_real_of_nat [simp]: "real (n::nat) ∈ Ints"
unfolding real_of_nat_def by (rule Ints_of_nat)


subsection{* Rationals *}

lemma Rats_real_nat[simp]: "real(n::nat) ∈ \<rat>"
by (simp add: real_eq_of_nat)


lemma Rats_eq_int_div_int:
"\<rat> = { real(i::int)/real(j::int) |i j. j ≠ 0}" (is "_ = ?S")

proof
show "\<rat> ⊆ ?S"
proof
fix x::real assume "x : \<rat>"
then obtain r where "x = of_rat r" unfolding Rats_def ..
have "of_rat r : ?S"
by (cases r)(auto simp add:of_rat_rat real_eq_of_int)
thus "x : ?S" using `x = of_rat r` by simp
qed
next
show "?S ⊆ \<rat>"
proof(auto simp:Rats_def)
fix i j :: int assume "j ≠ 0"
hence "real i / real j = of_rat(Fract i j)"
by (simp add:of_rat_rat real_eq_of_int)
thus "real i / real j ∈ range of_rat" by blast
qed
qed

lemma Rats_eq_int_div_nat:
"\<rat> = { real(i::int)/real(n::nat) |i n. n ≠ 0}"

proof(auto simp:Rats_eq_int_div_int)
fix i j::int assume "j ≠ 0"
show "EX (i'::int) (n::nat). real i/real j = real i'/real n ∧ 0<n"
proof cases
assume "j>0"
hence "real i/real j = real i/real(nat j) ∧ 0<nat j"
by (simp add: real_eq_of_int real_eq_of_nat of_nat_nat)
thus ?thesis by blast
next
assume "~ j>0"
hence "real i/real j = real(-i)/real(nat(-j)) ∧ 0<nat(-j)" using `j≠0`
by (simp add: real_eq_of_int real_eq_of_nat of_nat_nat)
thus ?thesis by blast
qed
next
fix i::int and n::nat assume "0 < n"
hence "real i/real n = real i/real(int n) ∧ int n ≠ 0" by simp
thus "∃(i'::int) j::int. real i/real n = real i'/real j ∧ j ≠ 0" by blast
qed

lemma Rats_abs_nat_div_natE:
assumes "x ∈ \<rat>"
obtains m n :: nat
where "n ≠ 0" and "¦x¦ = real m / real n" and "gcd m n = 1"

proof -
from `x ∈ \<rat>` obtain i::int and n::nat where "n ≠ 0" and "x = real i / real n"
by(auto simp add: Rats_eq_int_div_nat)
hence "¦x¦ = real(nat(abs i)) / real n" by simp
then obtain m :: nat where x_rat: "¦x¦ = real m / real n" by blast
let ?gcd = "gcd m n"
from `n≠0` have gcd: "?gcd ≠ 0" by simp
let ?k = "m div ?gcd"
let ?l = "n div ?gcd"
let ?gcd' = "gcd ?k ?l"
have "?gcd dvd m" .. then have gcd_k: "?gcd * ?k = m"
by (rule dvd_mult_div_cancel)
have "?gcd dvd n" .. then have gcd_l: "?gcd * ?l = n"
by (rule dvd_mult_div_cancel)
from `n≠0` and gcd_l have "?l ≠ 0" by (auto iff del: neq0_conv)
moreover
have "¦x¦ = real ?k / real ?l"
proof -
from gcd have "real ?k / real ?l =
real (?gcd * ?k) / real (?gcd * ?l)"
by simp
also from gcd_k and gcd_l have "… = real m / real n" by simp
also from x_rat have "… = ¦x¦" ..
finally show ?thesis ..
qed
moreover
have "?gcd' = 1"
proof -
have "?gcd * ?gcd' = gcd (?gcd * ?k) (?gcd * ?l)"
by (rule gcd_mult_distrib_nat)
with gcd_k gcd_l have "?gcd * ?gcd' = ?gcd" by simp
with gcd show ?thesis by auto
qed
ultimately show ?thesis ..
qed


subsection{*Numerals and Arithmetic*}

declare number_of_real_def [code del]

lemma [code_unfold_post]:
"number_of k = real_of_int (number_of k)"

unfolding number_of_is_id number_of_real_def ..


text{*Collapse applications of @{term real} to @{term number_of}*}
lemma real_number_of [simp]: "real (number_of v :: int) = number_of v"
by (simp add: real_of_int_def)

lemma real_of_nat_number_of [simp]:
"real (number_of v :: nat) =
(if neg (number_of v :: int) then 0
else (number_of v :: real))"

by (simp add: real_of_int_real_of_nat [symmetric])

declaration {*
K (Lin_Arith.add_inj_thms [@{thm real_of_nat_le_iff} RS iffD2, @{thm real_of_nat_inject} RS iffD2]
(* not needed because x < (y::nat) can be rewritten as Suc x <= y: real_of_nat_less_iff RS iffD2 *)
#> Lin_Arith.add_inj_thms [@{thm real_of_int_le_iff} RS iffD2, @{thm real_of_int_inject} RS iffD2]
(* not needed because x < (y::int) can be rewritten as x + 1 <= y: real_of_int_less_iff RS iffD2 *)
#> Lin_Arith.add_simps [@{thm real_of_nat_zero}, @{thm real_of_nat_Suc}, @{thm real_of_nat_add},
@{thm real_of_nat_mult}, @{thm real_of_int_zero}, @{thm real_of_one},
@{thm real_of_int_add}, @{thm real_of_int_minus}, @{thm real_of_int_diff},
@{thm real_of_int_mult}, @{thm real_of_int_of_nat_eq},
@{thm real_of_nat_number_of}, @{thm real_number_of}]
#> Lin_Arith.add_inj_const (@{const_name real}, @{typ "nat => real"})
#> Lin_Arith.add_inj_const (@{const_name real}, @{typ "int => real"}))
*}



subsection{* Simprules combining x+y and 0: ARE THEY NEEDED?*}

text{*Needed in this non-standard form by Hyperreal/Transcendental*}
lemma real_0_le_divide_iff:
"((0::real) ≤ x/y) = ((x ≤ 0 | 0 ≤ y) & (0 ≤ x | y ≤ 0))"

by (auto simp add: zero_le_divide_iff)

lemma real_add_minus_iff [simp]: "(x + - a = (0::real)) = (x=a)"
by arith

text {* FIXME: redundant with @{text add_eq_0_iff} below *}
lemma real_add_eq_0_iff: "(x+y = (0::real)) = (y = -x)"
by auto

lemma real_add_less_0_iff: "(x+y < (0::real)) = (y < -x)"
by auto

lemma real_0_less_add_iff: "((0::real) < x+y) = (-x < y)"
by auto

lemma real_add_le_0_iff: "(x+y ≤ (0::real)) = (y ≤ -x)"
by auto

lemma real_0_le_add_iff: "((0::real) ≤ x+y) = (-x ≤ y)"
by auto

subsection {* Lemmas about powers *}

text {* FIXME: declare this in Rings.thy or not at all *}
declare abs_mult_self [simp]

(* used by Import/HOL/real.imp *)
lemma two_realpow_ge_one: "(1::real) ≤ 2 ^ n"
by simp

lemma two_realpow_gt [simp]: "real (n::nat) < 2 ^ n"
apply (induct "n")
apply (auto simp add: real_of_nat_Suc)
apply (subst mult_2)
apply (erule add_less_le_mono)
apply (rule two_realpow_ge_one)
done

text {* TODO: no longer real-specific; rename and move elsewhere *}
lemma realpow_Suc_le_self:
fixes r :: "'a::linordered_semidom"
shows "[| 0 ≤ r; r ≤ 1 |] ==> r ^ Suc n ≤ r"

by (insert power_decreasing [of 1 "Suc n" r], simp)

text {* TODO: no longer real-specific; rename and move elsewhere *}
lemma realpow_minus_mult:
fixes x :: "'a::monoid_mult"
shows "0 < n ==> x ^ (n - 1) * x = x ^ n"

by (simp add: power_commutes split add: nat_diff_split)

text {* TODO: no longer real-specific; rename and move elsewhere *}
lemma realpow_two_diff:
fixes x :: "'a::comm_ring_1"
shows "x^Suc (Suc 0) - y^Suc (Suc 0) = (x - y) * (x + y)"

by (simp add: algebra_simps)

text {* TODO: move elsewhere *}
lemma add_eq_0_iff:
fixes x y :: "'a::group_add"
shows "x + y = 0 <-> y = - x"

by (auto dest: minus_unique)

text {* TODO: no longer real-specific; rename and move elsewhere *}
lemma realpow_two_disj:
fixes x :: "'a::idom"
shows "(x^Suc (Suc 0) = y^Suc (Suc 0)) = (x = y | x = -y)"

using realpow_two_diff [of x y]
by (auto simp add: add_eq_0_iff)

text {* FIXME: declare this [simp] for all types, or not at all *}
lemma real_two_squares_add_zero_iff [simp]:
"(x * x + y * y = 0) = ((x::real) = 0 ∧ y = 0)"

by (rule sum_squares_eq_zero_iff)

text {* TODO: no longer real-specific; rename and move elsewhere *}
lemma real_squared_diff_one_factored:
fixes x :: "'a::ring_1"
shows "x * x - 1 = (x + 1) * (x - 1)"

by (simp add: algebra_simps)

text {* FIXME: declare this [simp] for all types, or not at all *}
lemma realpow_two_sum_zero_iff [simp]:
"(x ^ 2 + y ^ 2 = (0::real)) = (x = 0 & y = 0)"

by (rule sum_power2_eq_zero_iff)

lemma real_minus_mult_self_le [simp]: "-(u * u) ≤ (x * (x::real))"
by (rule_tac y = 0 in order_trans, auto)

lemma realpow_square_minus_le [simp]: "-(u ^ 2) ≤ (x::real) ^ 2"
by (auto simp add: power2_eq_square)


subsection{*Density of the Reals*}

lemma real_lbound_gt_zero:
"[| (0::real) < d1; 0 < d2 |] ==> ∃e. 0 < e & e < d1 & e < d2"

apply (rule_tac x = " (min d1 d2) /2" in exI)
apply (simp add: min_def)
done


text{*Similar results are proved in @{text Fields}*}
lemma real_less_half_sum: "x < y ==> x < (x+y) / (2::real)"
by auto

lemma real_gt_half_sum: "x < y ==> (x+y)/(2::real) < y"
by auto


subsection{*Absolute Value Function for the Reals*}

lemma abs_minus_add_cancel: "abs(x + (-y)) = abs (y + (-(x::real)))"
by (simp add: abs_if)

(* FIXME: redundant, but used by Integration/RealRandVar.thy in AFP *)
lemma abs_le_interval_iff: "(abs x ≤ r) = (-r≤x & x≤(r::real))"
by (force simp add: abs_le_iff)

lemma abs_add_one_gt_zero [simp]: "(0::real) < 1 + abs(x)"
by (simp add: abs_if)

lemma abs_real_of_nat_cancel [simp]: "abs (real x) = real (x::nat)"
by (rule abs_of_nonneg [OF real_of_nat_ge_zero])

lemma abs_add_one_not_less_self [simp]: "~ abs(x) + (1::real) < x"
by simp

lemma abs_sum_triangle_ineq: "abs ((x::real) + y + (-l + -m)) ≤ abs(x + -l) + abs(y + -m)"
by simp


subsection {* Implementation of rational real numbers *}

definition Ratreal :: "rat => real" where
[simp]: "Ratreal = of_rat"


code_datatype Ratreal

lemma Ratreal_number_collapse [code_post]:
"Ratreal 0 = 0"
"Ratreal 1 = 1"
"Ratreal (number_of k) = number_of k"

by simp_all

lemma zero_real_code [code, code_unfold]:
"0 = Ratreal 0"

by simp

lemma one_real_code [code, code_unfold]:
"1 = Ratreal 1"

by simp

lemma number_of_real_code [code_unfold]:
"number_of k = Ratreal (number_of k)"

by simp

lemma Ratreal_number_of_quotient [code_post]:
"Ratreal (number_of r) / Ratreal (number_of s) = number_of r / number_of s"

by simp

lemma Ratreal_number_of_quotient2 [code_post]:
"Ratreal (number_of r / number_of s) = number_of r / number_of s"

unfolding Ratreal_number_of_quotient [symmetric] Ratreal_def of_rat_divide ..

instantiation real :: eq
begin


definition "eq_class.eq (x::real) y <-> x - y = 0"

instance by default (simp add: eq_real_def)

lemma real_eq_code [code]: "eq_class.eq (Ratreal x) (Ratreal y) <-> eq_class.eq x y"
by (simp add: eq_real_def eq)

lemma real_eq_refl [code nbe]:
"eq_class.eq (x::real) x <-> True"

by (rule HOL.eq_refl)

end

lemma real_less_eq_code [code]: "Ratreal x ≤ Ratreal y <-> x ≤ y"
by (simp add: of_rat_less_eq)

lemma real_less_code [code]: "Ratreal x < Ratreal y <-> x < y"
by (simp add: of_rat_less)

lemma real_plus_code [code]: "Ratreal x + Ratreal y = Ratreal (x + y)"
by (simp add: of_rat_add)

lemma real_times_code [code]: "Ratreal x * Ratreal y = Ratreal (x * y)"
by (simp add: of_rat_mult)

lemma real_uminus_code [code]: "- Ratreal x = Ratreal (- x)"
by (simp add: of_rat_minus)

lemma real_minus_code [code]: "Ratreal x - Ratreal y = Ratreal (x - y)"
by (simp add: of_rat_diff)

lemma real_inverse_code [code]: "inverse (Ratreal x) = Ratreal (inverse x)"
by (simp add: of_rat_inverse)

lemma real_divide_code [code]: "Ratreal x / Ratreal y = Ratreal (x / y)"
by (simp add: of_rat_divide)

definition (in term_syntax)
valterm_ratreal :: "rat × (unit => Code_Evaluation.term) => real × (unit => Code_Evaluation.term)" where
[code_unfold]: "valterm_ratreal k = Code_Evaluation.valtermify Ratreal {·} k"


notation fcomp (infixl "o>" 60)
notation scomp (infixl "o->" 60)

instantiation real :: random
begin


definition
"Quickcheck.random i = Quickcheck.random i o-> (λr. Pair (valterm_ratreal r))"


instance ..

end

no_notation fcomp (infixl "o>" 60)
no_notation scomp (infixl "o->" 60)

text {* Setup for SML code generator *}

types_code
real ("(int */ int)")
attach (term_of) {*
fun term_of_real (p, q) =
let
val rT = HOLogic.realT
in
if q = 1 orelse p = 0 then HOLogic.mk_number rT p
else @{term "op / :: real => real => real"} $
HOLogic.mk_number rT p $ HOLogic.mk_number rT q
end;
*}

attach (test) {*
fun gen_real i =
let
val p = random_range 0 i;
val q = random_range 1 (i + 1);
val g = Integer.gcd p q;
val p' = p div g;
val q' = q div g;
val r = (if one_of [true, false] then p' else ~ p',
if p' = 0 then 1 else q')
in
(r, fn () => term_of_real r)
end;
*}


consts_code
Ratreal ("(_)")


consts_code
"of_int :: int => real" ("\<module>real'_of'_int")
attach {*
fun real_of_int i = (i, 1);
*}


setup {*
Nitpick.register_frac_type @{type_name real}
[(@{const_name zero_real_inst.zero_real}, @{const_name Nitpick.zero_frac}),
(@{const_name one_real_inst.one_real}, @{const_name Nitpick.one_frac}),
(@{const_name plus_real_inst.plus_real}, @{const_name Nitpick.plus_frac}),
(@{const_name times_real_inst.times_real}, @{const_name Nitpick.times_frac}),
(@{const_name uminus_real_inst.uminus_real}, @{const_name Nitpick.uminus_frac}),
(@{const_name number_real_inst.number_of_real}, @{const_name Nitpick.number_of_frac}),
(@{const_name inverse_real_inst.inverse_real}, @{const_name Nitpick.inverse_frac}),
(@{const_name ord_real_inst.less_eq_real}, @{const_name Nitpick.less_eq_frac})]
*}


lemmas [nitpick_def] = inverse_real_inst.inverse_real
number_real_inst.number_of_real one_real_inst.one_real
ord_real_inst.less_eq_real plus_real_inst.plus_real
times_real_inst.times_real uminus_real_inst.uminus_real
zero_real_inst.zero_real


end