needs "../formal_lp/formal_interval/lin_approx.hl";; (* Explicit formula (float) for inv(&2) *) let float_inv2_th = let one_float_eq_one = FLOAT_TO_NUM_CONV one_float in let inv2_eq_lemma = prove(`interval_arith (&2 * x) (&1, &1) ==> inv (&2) = x`, REWRITE_TAC[interval_arith] THEN CONV_TAC REAL_FIELD) in let half_tm = (fst o dest_pair o rand o concl) (float_interval_inv 1 two_interval) in let half_interval = mk_const_interval half_tm in let mul_th = REWRITE_RULE[one_float_eq_one] (float_interval_mul 2 two_interval half_interval) in MATCH_MP inv2_eq_lemma mul_th;; let float_inv2 = rand (concl float_inv2_th);; let inv2_interval = mk_const_interval float_inv2;; let INTERVAL_IMP_HI = (RULE o prove)(`interval_arith x (lo, hi) ==> x <= hi`, REWRITE_TAC[interval_arith] THEN REAL_ARITH_TAC);; let interval_imp_hi int_th = let lhs, bounds = dest_comb (concl int_th) in let x_tm, (lo_tm, hi_tm) = rand lhs, dest_pair bounds in let th0 = INST[x_tm, x_var_real; lo_tm, lo_var_real; hi_tm, hi_var_real] INTERVAL_IMP_HI in MY_PROVE_HYP int_th th0;; (*****************************) (* cell_domain *) let dest_cell_domain tm = let lhs, w_tm = dest_comb tm in let lhs2, z_tm = dest_comb lhs in let lhs3, y_tm = dest_comb lhs2 in rand lhs3, y_tm, z_tm, w_tm;; (******************************************) let CELL_DOMAIN_IMP_INTERVAL_ARITH = prove(`cell_domain x y z w ==> interval_arith y (x, z)`, REWRITE_TAC[cell_domain; interval_arith] THEN REAL_ARITH_TAC);; let MK_CELL_DOMAIN_0' = (UNDISCH_ALL o PURE_REWRITE_RULE[GSYM IMP_IMP] o prove) (`(x <= y <=> T) /\ (y <= z <=> T) /\ y - x <= w1 /\ z - y <= w2 /\ (w1 <= w <=> T) /\ (w2 <= w <=> T) ==> cell_domain x y z w`, SIMP_TAC[cell_domain] THEN REAL_ARITH_TAC);; let MK_CELL_DOMAIN' = (UNDISCH_ALL o PURE_REWRITE_RULE[GSYM IMP_IMP] o prove) (`(x <= y <=> T) /\ (y <= z <=> T) /\ y - x <= w1 /\ z - y <= w2 /\ max w1 w2 = w ==> cell_domain x y z w`, REWRITE_TAC[cell_domain] THEN REAL_ARITH_TAC);; let mk_cell_domain0 pp x_tm y_tm z_tm w_tm = let xy_th = float_le x_tm y_tm and yz_th = float_le y_tm z_tm in let yx_w1 = float_sub_hi pp y_tm x_tm and zy_w2 = float_sub_hi pp z_tm y_tm in let w1_tm = (rand o concl) yx_w1 and w2_tm = (rand o concl) zy_w2 in let w1w = float_le w1_tm w_tm and w2w = float_le w2_tm w_tm in let th0 = INST[x_tm, x_var_real; y_tm, y_var_real; z_tm, z_var_real; w_tm, w_var_real; w1_tm, w1_var_real; w2_tm, w2_var_real] MK_CELL_DOMAIN_0' in (MY_PROVE_HYP xy_th o MY_PROVE_HYP yz_th o MY_PROVE_HYP yx_w1 o MY_PROVE_HYP zy_w2 o MY_PROVE_HYP w1w o MY_PROVE_HYP w2w) th0;; let mk_cell_domain pp x_tm y_tm z_tm = let w1_th = float_sub_hi pp y_tm x_tm and w2_th = float_sub_hi pp z_tm y_tm in let w1_tm = (rand o concl) w1_th and w2_tm = (rand o concl) w2_th in let max_th = float_max w1_tm w2_tm in let w_tm = (rand o concl) max_th in let x_le_y = float_le x_tm y_tm and y_le_z = float_le y_tm z_tm in let th0 = INST[x_tm, x_var_real; y_tm, y_var_real; z_tm, z_var_real; w_tm, w_var_real; w1_tm, w1_var_real; w2_tm, w2_var_real] MK_CELL_DOMAIN' in (MY_PROVE_HYP x_le_y o MY_PROVE_HYP y_le_z o MY_PROVE_HYP w1_th o MY_PROVE_HYP w2_th o MY_PROVE_HYP max_th) th0;; (* TODO: remove formal computation of y *) let mk_center_domain pp x_tm z_tm = let y0_tm = (rand o concl) (float_add_hi pp x_tm z_tm) in let y_tm = (rand o concl) (float_mul_eq float_inv2 y0_tm) in mk_cell_domain pp x_tm y_tm z_tm;; (* let x_tm = mk_float 1 50;; let z_tm = mk_float 4 50;; let domain_th = mk_center_domain 2 x_tm z_tm;; let x_tm, y_tm, z_tm, w_tm = dest_cell_domain (concl domain_th);; mk_cell_domain 2 x_tm y_tm z_tm;; mk_cell_domain0 2 x_tm y_tm z_tm w_tm;; *) (***************************************************) (* Elementary functions and their taylor intervals *) (***************************************************) (*****************************) (* f(x) = x *) let TAYLOR_X' = RULE taylor_x;; let eval_taylor_x domain_th = let x_tm, y_tm, z_tm, w_tm = dest_cell_domain (concl domain_th) in let th0 = INST[x_tm, x_var_real; y_tm, y_var_real; z_tm, z_var_real; w_tm, w_var_real] TAYLOR_X' in MY_PROVE_HYP domain_th th0;; (* eval_taylor_x domain_th;; *) (********************************) (* f(x) = const *) let TAYLOR_CONST' = RULE taylor_const;; let eval_taylor_const domain_th c_tm = let x_tm, y_tm, z_tm, w_tm = dest_cell_domain (concl domain_th) in (MY_PROVE_HYP domain_th o INST[c_tm, c_var_real; x_tm, x_var_real; y_tm, y_var_real; z_tm, z_var_real; w_tm, w_var_real]) TAYLOR_CONST';; let TAYLOR_CONST_INTERVAL' = (RULE o prove) (`cell_domain x y z w ==> interval_arith c bounds ==> taylor_interval (\x. c) x y z w bounds (&0, &0) (&0, &0)`, REPEAT DISCH_TAC THEN MP_TAC (SPEC_ALL taylor_const) THEN ASM_SIMP_TAC[taylor_interval; lin_approx_eq]);; let eval_taylor_const_interval int_th domain_th = let x_tm, y_tm, z_tm, w_tm = dest_cell_domain (concl domain_th) in let lhs, bounds = dest_comb (concl int_th) in let c_tm = rand lhs in (MY_PROVE_HYP int_th o MY_PROVE_HYP domain_th o INST[c_tm, c_var_real; bounds, bounds_var; x_tm, x_var_real; y_tm, y_var_real; z_tm, z_var_real; w_tm, w_var_real]) TAYLOR_CONST_INTERVAL';; (* eval_taylor_const domain_th `&3`;; *) (***********************************) (* f(x) = atn x *) let taylor_atn = prove(`cell_domain x y z w ==> bounded_on_int (\x. (-- &2 * x) / (&1 + x pow 2) pow 2) (x,z) dd_bounds ==> lin_approx atn y f_bounds df_bounds ==> taylor_interval atn x y z w f_bounds df_bounds dd_bounds`, REWRITE_TAC[cell_domain; taylor_interval; real_div; REAL_INV_POW] THEN REPEAT DISCH_TAC THEN ASM_REWRITE_TAC[] THEN MATCH_MP_TAC second_derivative_atn_bounds THEN ASM_REWRITE_TAC[]);; let TAYLOR_ATN' = (UNDISCH_ALL o REWRITE_RULE[REAL_POW_2]) taylor_atn;; let eval_taylor_atn pp domain_th = let x_tm, y_tm, z_tm, w_tm = dest_cell_domain (concl domain_th) in let atn_lin = eval_lin_approx_atn pp y_tm in let _, _, f_bounds, df_bounds = dest_lin_approx (concl atn_lin) in let ddf_th = let x_th = ASSUME (mk_interval x_var_real (mk_pair (x_tm, z_tm))) and ( * ) = float_interval_mul pp and (+) = float_interval_add pp and (/) = float_interval_div pp in let x2_1 = one_interval + x_th * x_th in mk_bounded_on_int ((neg_two_interval * x_th) / (x2_1 * x2_1)) in let dd_bounds = rand (concl ddf_th) in (MY_PROVE_HYP domain_th o MY_PROVE_HYP atn_lin o MY_PROVE_HYP ddf_th o INST[x_tm, x_var_real; y_tm, y_var_real; z_tm, z_var_real; w_tm, w_var_real; dd_bounds, dd_bounds_var; f_bounds, f_bounds_var; df_bounds, df_bounds_var]) TAYLOR_ATN';; (* let domain_th = mk_center_domain 5 (mk_float 1 50) (mk_float 4 50);; let pp = 5;; eval_taylor_atn pp domain_th;; *) (***********************************) (* f(x) = inv x *) let taylor_inv = prove(`cell_domain x y z w ==> interval_not_zero (x,z) ==> bounded_on_int (\x. &2 * inv (x pow 3)) (x,z) dd_bounds ==> lin_approx inv y f_bounds df_bounds ==> taylor_interval inv x y z w f_bounds df_bounds dd_bounds`, REWRITE_TAC[cell_domain; taylor_interval] THEN REPEAT DISCH_TAC THEN ASM_REWRITE_TAC[] THEN MATCH_MP_TAC (REWRITE_RULE[IMP_IMP] second_derivative_inv_bounds) THEN ASM_REWRITE_TAC[]);; let TAYLOR_INV' = (UNDISCH_ALL o REWRITE_RULE[GSYM real_div; REAL_ARITH `x pow 3 = x * x * x`]) taylor_inv;; let eval_taylor_inv pp domain_th = let x_tm, y_tm, z_tm, w_tm = dest_cell_domain (concl domain_th) in let int_tm = mk_pair (x_tm, z_tm) in let lin_th = eval_lin_approx_inv pp y_tm in let _, _, f_bounds, df_bounds = dest_lin_approx (concl lin_th) in let cond_th = check_interval_not_zero int_tm in let ddf_th = let x_th = ASSUME (mk_interval x_var_real (mk_pair (x_tm, z_tm))) and ( * ) = float_interval_mul pp and (/) = float_interval_div pp in mk_bounded_on_int (two_interval / (x_th * (x_th * x_th))) in let dd_bounds = rand (concl ddf_th) in (MY_PROVE_HYP domain_th o MY_PROVE_HYP lin_th o MY_PROVE_HYP ddf_th o MY_PROVE_HYP cond_th o INST[x_tm, x_var_real; y_tm, y_var_real; z_tm, z_var_real; w_tm, w_var_real; dd_bounds, dd_bounds_var; f_bounds, f_bounds_var; df_bounds, df_bounds_var]) TAYLOR_INV';; (* let domain_th = mk_center_domain 5 (mk_float 1 50) (mk_float 4 50);; let pp = 5;; eval_taylor_inv pp domain_th;; *) (***********************************) (* f(x) = sqrt x *) let taylor_sqrt = prove(`cell_domain x y z w ==> interval_pos (x,z) ==> bounded_on_int (\x. --inv (&4 * sqrt (x pow 3))) (x,z) dd_bounds ==> lin_approx sqrt y f_bounds df_bounds ==> taylor_interval sqrt x y z w f_bounds df_bounds dd_bounds`, REWRITE_TAC[cell_domain; taylor_interval] THEN REPEAT DISCH_TAC THEN ASM_REWRITE_TAC[] THEN MATCH_MP_TAC (REWRITE_RULE[IMP_IMP] second_derivative_sqrt_bounds) THEN ASM_REWRITE_TAC[]);; let TAYLOR_SQRT' = (UNDISCH_ALL o REWRITE_RULE[REAL_ARITH `x pow 3 = x * x * x`]) taylor_sqrt;; let four_interval = mk_float_interval_small_num 4;; let eval_taylor_sqrt pp domain_th = let x_tm, y_tm, z_tm, w_tm = dest_cell_domain (concl domain_th) in let int_tm = mk_pair (x_tm, z_tm) in let lin_th = eval_lin_approx_sqrt pp y_tm in let _, _, f_bounds, df_bounds = dest_lin_approx (concl lin_th) in let cond_th = check_interval_pos int_tm in let ddf_th = let x_th = ASSUME (mk_interval x_var_real (mk_pair (x_tm, z_tm))) and ( * ) = float_interval_mul pp and sqrt = float_interval_sqrt pp and inv = float_interval_inv pp and neg = float_interval_neg in mk_bounded_on_int (neg (inv (four_interval * sqrt (x_th * (x_th * x_th))))) in let dd_bounds = rand (concl ddf_th) in (MY_PROVE_HYP domain_th o MY_PROVE_HYP lin_th o MY_PROVE_HYP ddf_th o MY_PROVE_HYP cond_th o INST[x_tm, x_var_real; y_tm, y_var_real; z_tm, z_var_real; w_tm, w_var_real; dd_bounds, dd_bounds_var; f_bounds, f_bounds_var; df_bounds, df_bounds_var]) TAYLOR_SQRT';; (* let domain_th = mk_center_domain 5 (mk_float 1 50) (mk_float 4 50);; let pp = 5;; eval_taylor_sqrt pp domain_th;; *) (***********************************) (* f(x) = acs x *) let iabs_lt1_lemma = (GEN_REWRITE_RULE (RAND_CONV o LAND_CONV o RAND_CONV) [GSYM (FLOAT_TO_NUM_CONV one_float)] o prove) (`iabs int < &1 <=> (iabs int < &1 <=> T)`, REWRITE_TAC[]);; let taylor_acs = prove(`cell_domain x y z w ==> iabs (x,z) < &1 ==> bounded_on_int (\x. --(x / sqrt ((&1 - x * x) pow 3))) (x,z) dd_bounds ==> lin_approx acs y f_bounds df_bounds ==> taylor_interval acs x y z w f_bounds df_bounds dd_bounds`, REWRITE_TAC[cell_domain; taylor_interval] THEN REPEAT DISCH_TAC THEN ASM_REWRITE_TAC[] THEN MATCH_MP_TAC (REWRITE_RULE[IMP_IMP] second_derivative_acs_bounds) THEN ASM_REWRITE_TAC[]);; let TAYLOR_ACS' = (UNDISCH_ALL o PURE_ONCE_REWRITE_RULE[iabs_lt1_lemma] o REWRITE_RULE[REAL_ARITH `x pow 3 = x * x * x`]) taylor_acs;; let eval_taylor_acs pp domain_th = let x_tm, y_tm, z_tm, w_tm = dest_cell_domain (concl domain_th) in let int_tm = mk_pair (x_tm, z_tm) in let lin_th = eval_lin_approx_acs pp y_tm in let _, _, f_bounds, df_bounds = dest_lin_approx (concl lin_th) in let cond_th = check_interval_iabs int_tm one_float in let ddf_th = let x_th = ASSUME (mk_interval x_var_real (mk_pair (x_tm, z_tm))) and ( * ) = float_interval_mul pp and (-) = float_interval_sub pp and (/) = float_interval_div pp and sqrt = float_interval_sqrt pp and neg = float_interval_neg in let x2_1 = one_interval - x_th * x_th in mk_bounded_on_int (neg (x_th / sqrt (x2_1 * (x2_1 * x2_1)))) in let dd_bounds = rand (concl ddf_th) in (MY_PROVE_HYP domain_th o MY_PROVE_HYP lin_th o MY_PROVE_HYP ddf_th o MY_PROVE_HYP cond_th o INST[x_tm, x_var_real; y_tm, y_var_real; z_tm, z_var_real; w_tm, w_var_real; dd_bounds, dd_bounds_var; f_bounds, f_bounds_var; df_bounds, df_bounds_var]) TAYLOR_ACS';; (* let domain_th1 = mk_center_domain 5 (mk_float 1 49) (mk_float 8 49);; let domain_th2 = mk_center_domain 5 (mk_float (-5) 49) (mk_float 1 49);; let pp = 5;; eval_taylor_acs pp domain_th1;; eval_taylor_atn pp domain_th1;; eval_taylor_inv pp domain_th1;; eval_taylor_sqrt pp domain_th1;; eval_taylor_acs pp domain_th2;; eval_taylor_atn pp domain_th2;; eval_taylor_inv pp domain_th2;; eval_taylor_sqrt pp domain_th2;; *) (***********************************************************) (***********************************) (* Taylor bounds *) let dest_taylor_interval tm = let lhs, dd_bounds = dest_comb tm in let lhs, df_bounds = dest_comb lhs in let lhs, f_bounds = dest_comb lhs in let lhs, w_tm = dest_comb lhs in let lhs, z_tm = dest_comb lhs in let lhs, y_tm = dest_comb lhs in let lhs, x_tm = dest_comb lhs in rand lhs, x_tm, y_tm, z_tm, w_tm, f_bounds, df_bounds, dd_bounds;; (****************************) (* f_bounds *) let TAYLOR_F_BOUNDS' = (RULE o REWRITE_RULE[float_inv2_th]) taylor_f_bounds;; let eval_taylor_f_bounds pp th = let f_tm, x_tm, y_tm, z_tm, w_tm, f_bounds, df_bounds, dd_bounds = dest_taylor_interval (concl th) in let f_lo, f_hi = dest_pair f_bounds in let iabs_df_th = float_iabs df_bounds and iabs_dd_th = float_iabs dd_bounds in let df_tm = (rand o concl) iabs_df_th and dd_tm = (rand o concl) iabs_dd_th in let error_th = let df = mk_refl_ineq df_tm and inv2 = mk_refl_ineq float_inv2 and ( * ) = mul_ineq_pos_const_hi pp and ( + ) = add_ineq_hi pp in w_tm * (df + w_tm * (dd_tm * inv2)) in let t_tm = (rand o concl) error_th in let lo_th = float_sub_lo pp f_lo t_tm and hi_th = float_add_hi pp f_hi t_tm in let lo_tm = (lhand o concl) lo_th and hi_tm = (rand o concl) hi_th in (MY_PROVE_HYP lo_th o MY_PROVE_HYP hi_th o MY_PROVE_HYP error_th o MY_PROVE_HYP iabs_df_th o MY_PROVE_HYP iabs_dd_th o MY_PROVE_HYP th o INST[dd_bounds, dd_bounds_var; dd_tm, dd_var_real; df_bounds, df_bounds_var; df_tm, df_var_real; t_tm, t_var_real; lo_tm, lo_var_real; f_lo, f_lo_var; w_tm, w_var_real; f_hi, f_hi_var; hi_tm, hi_var_real; f_tm, f_var_fun; x_tm, x_var_real; y_tm, y_var_real; z_tm, z_var_real]) TAYLOR_F_BOUNDS';; (* let pp = 3;; let domain_th = mk_center_domain pp one_float two_float;; let th = eval_taylor_atn pp domain_th;; eval_taylor_f_bounds pp th;; (* 10: 1.620 *) test 1000 (eval_taylor_f_bounds pp) th;; *) (****************************) (* df_bounds *) let TAYLOR_DF_BOUNDS' = RULE taylor_df_bounds;; let eval_taylor_df_bounds pp th = let f_tm, x_tm, y_tm, z_tm, w_tm, f_bounds, df_bounds, dd_bounds = dest_taylor_interval (concl th) in let df_lo, df_hi = dest_pair df_bounds in let iabs_dd_th = float_iabs dd_bounds in let dd_tm = (rand o concl) iabs_dd_th in let w_dd_hi = float_mul_hi pp w_tm dd_tm in let lo_th = sub_ineq_lo pp (mk_refl_ineq df_lo) w_dd_hi and hi_th = add_ineq_hi pp (mk_refl_ineq df_hi) w_dd_hi in let lo_tm = (lhand o concl) lo_th and hi_tm = (rand o concl) hi_th in (MY_PROVE_HYP lo_th o MY_PROVE_HYP hi_th o MY_PROVE_HYP th o MY_PROVE_HYP iabs_dd_th o INST[dd_bounds, dd_bounds_var; dd_tm, dd_var_real; f_bounds, f_bounds_var; lo_tm, lo_var_real; df_lo, df_lo_var; w_tm, w_var_real; df_hi, df_hi_var; hi_tm, hi_var_real; f_tm, f_var_fun; x_tm, x_var_real; y_tm, y_var_real; z_tm, z_var_real]) TAYLOR_DF_BOUNDS';; (* let pp = 3;; let th = eval_taylor_atn pp domain_th;; eval_taylor_df_bounds pp th;; *) (**************************************************) (* mk_taylor_interval_th, dest_taylor_interval_th *) let TAYLOR_INTERVAL_EQ' = (RULE o prove)(`taylor_interval f x y z w f_bounds df_bounds dd_bounds <=> cell_domain x y z w /\ lin_approx f y f_bounds df_bounds /\ has_bounded_second_derivative f (x,z) dd_bounds`, SIMP_TAC[cell_domain; taylor_interval; CONJ_ACI]);; let MK_TAYLOR_INTERVAL' = (RULE o prove)(`cell_domain x y z w /\ lin_approx f y f_bounds df_bounds /\ has_bounded_second_derivative f (x,z) dd_bounds ==> taylor_interval f x y z w f_bounds df_bounds dd_bounds`, SIMP_TAC[cell_domain; taylor_interval]);; let dest_taylor_interval_th th = let f_tm, x_tm, y_tm, z_tm, w_tm, f_bounds, df_bounds, dd_bounds = dest_taylor_interval (concl th) in let th0 = INST[f_tm, f_var_fun; x_tm, x_var_real; y_tm, y_var_real; z_tm, z_var_real; w_tm, w_var_real; f_bounds, f_bounds_var; df_bounds, df_bounds_var; dd_bounds, dd_bounds_var] TAYLOR_INTERVAL_EQ' in let [domain; approx; second] = CONJUNCTS (EQ_MP th0 th) in domain, approx, second;; let mk_taylor_interval_th domain_th approx_th second_th = let x_tm, y_tm, z_tm, w_tm = dest_cell_domain (concl domain_th) in let f_tm, _, f_bounds, df_bounds = dest_lin_approx (concl approx_th) in let dd_bounds = rand (concl second_th) in let th0 = INST[f_tm, f_var_fun; x_tm, x_var_real; y_tm, y_var_real; z_tm, z_var_real; w_tm, w_var_real; f_bounds, f_bounds_var; df_bounds, df_bounds_var; dd_bounds, dd_bounds_var] MK_TAYLOR_INTERVAL' in (MY_PROVE_HYP approx_th o MY_PROVE_HYP domain_th o MY_PROVE_HYP second_th) th0;; (* let th = eval_taylor_atn 5 domain_th;; let domain_th, approx_th, second_th = dest_taylor_interval_th th;; mk_taylor_interval_th domain_th approx_th second_th;; *) (**************************************) (* has_bounded_second_derivative_dest *) let HAS_BOUNDED_SECOND_DERIVATIVE_EQ' = SPEC_ALL has_bounded_second_derivative;; let dest_has_bounded_second_derivative tm = let lhs, dd_bounds = dest_comb tm in let lhs2, int_tm = dest_comb lhs in rand lhs2, int_tm, dd_bounds;; let dest_has_bounded_second_derivative_th th = let f_tm, int_tm, dd_bounds = dest_has_bounded_second_derivative (concl th) in let th0 = INST[f_tm, f_var_fun; int_tm, int_var; dd_bounds, dd_bounds_var] HAS_BOUNDED_SECOND_DERIVATIVE_EQ' in let [diff_th; bounded_th] = CONJUNCTS (EQ_MP th0 th) in diff_th, bounded_th;; (* let diff_th, bounded_th = dest_has_bounded_second_derivative_th second_th;; *) (********************************************) (******************************) (* Taylor interval arithmetic *) (******************************) (**************************************) let taylor_interval_tm = `taylor_interval`;; let taylor_interval_norm th eq_th = let lhs1, d2f = dest_comb (concl th) in let lhs2, d1f = dest_comb lhs1 in let lhs3, d0f = dest_comb lhs2 in let lhs4, w = dest_comb lhs3 in let lhs5, z = dest_comb lhs4 in let lhs6, y = dest_comb lhs5 in let x = rand lhs6 in let th0 = AP_TERM taylor_interval_tm eq_th in let th1 = (AP_THM (AP_THM (AP_THM (AP_THM (AP_THM (AP_THM (AP_THM th0 x) y) z) w) d0f) d1f) d2f) in EQ_MP th1 th;; (*************************************) (* taylor_interval_neg *) let TAYLOR_INTERVAL_NEG' = (UNDISCH_ALL o prove) (`cell_domain x y z w ==> lin_approx (\x. -- (f x)) y bounds d_bounds ==> nth_diff_strong_int 2 (x,z) f ==> bounded_on_int (\x. -- nth_derivative 2 f x) (x,z) dd_bounds ==> taylor_interval (\x. -- (f x)) x y z w bounds d_bounds dd_bounds`, SIMP_TAC[taylor_interval; cell_domain] THEN ONCE_REWRITE_TAC[REAL_ARITH `--a = (-- (&1)) * a`] THEN REPEAT STRIP_TAC THEN ASM_SIMP_TAC[second_derivative_scale_bounds]);; let taylor_interval_neg th1 = let domain_th, approx1_th, second1_th = dest_taylor_interval_th th1 in let diff1_th, dd1_th = dest_has_bounded_second_derivative_th second1_th in let approx_th = lin_approx_neg approx1_th in let dd_th = bounded_on_int_neg dd1_th in let x_tm, y_tm, z_tm, w_tm = dest_cell_domain (concl domain_th) and f_tm = (rand o concl) diff1_th and _, _, bounds, d_bounds = dest_lin_approx (concl approx_th) and dd_bounds = (rand o concl) dd_th in let th0 = (MY_PROVE_HYP domain_th o MY_PROVE_HYP approx_th o MY_PROVE_HYP diff1_th o MY_PROVE_HYP dd_th o INST[x_tm, x_var_real; y_tm, y_var_real; z_tm, z_var_real; w_tm, w_var_real; f_tm, f_var_fun; bounds, bounds_var; d_bounds, d_bounds_var; dd_bounds, dd_bounds_var]) TAYLOR_INTERVAL_NEG' in let eq_th = unary_beta_eq f_tm neg_op_real in taylor_interval_norm th0 eq_th;; (* let th1 = eval_taylor_x domain_th and th2 = eval_taylor_sqrt pp domain_th;; taylor_interval_neg th1;; taylor_interval_neg th2;; *) (*************************************) (* taylor_interval_add *) let TAYLOR_INTERVAL_ADD' = (UNDISCH_ALL o prove) (`cell_domain x y z w ==> lin_approx (\x. f x + g x) y bounds d_bounds ==> nth_diff_strong_int 2 (x,z) f ==> nth_diff_strong_int 2 (x,z) g ==> bounded_on_int (\x. nth_derivative 2 f x + nth_derivative 2 g x) (x,z) dd_bounds ==> taylor_interval (\x. f x + g x) x y z w bounds d_bounds dd_bounds`, SIMP_TAC[taylor_interval; cell_domain] THEN REPEAT STRIP_TAC THEN ASM_SIMP_TAC[second_derivative_add_bounds]);; let taylor_interval_add pp th1 th2 = let domain_th, approx1_th, second1_th = dest_taylor_interval_th th1 and _, approx2_th, second2_th = dest_taylor_interval_th th2 in let diff1_th, dd1_th = dest_has_bounded_second_derivative_th second1_th and diff2_th, dd2_th = dest_has_bounded_second_derivative_th second2_th in let approx_th = lin_approx_add pp approx1_th approx2_th in let dd_th = let (+) = bounded_on_int_add pp in dd1_th + dd2_th in let x_tm, y_tm, z_tm, w_tm = dest_cell_domain (concl domain_th) and f_tm = (rand o concl) diff1_th and g_tm = (rand o concl) diff2_th and _, _, bounds, d_bounds = dest_lin_approx (concl approx_th) and dd_bounds = (rand o concl) dd_th in let th0 = (MY_PROVE_HYP domain_th o MY_PROVE_HYP approx_th o MY_PROVE_HYP diff1_th o MY_PROVE_HYP diff2_th o MY_PROVE_HYP dd_th o INST[x_tm, x_var_real; y_tm, y_var_real; z_tm, z_var_real; w_tm, w_var_real; f_tm, f_var_fun; g_tm, g_var_fun; bounds, bounds_var; d_bounds, d_bounds_var; dd_bounds, dd_bounds_var]) TAYLOR_INTERVAL_ADD' in let eq_th = binary_beta_eq f_tm g_tm add_op_real in taylor_interval_norm th0 eq_th;; (* let th1 = eval_taylor_x domain_th and th2 = eval_taylor_sqrt pp domain_th;; taylor_interval_add pp th1 th2;; *) (*************************************) (* taylor_interval_sub *) let TAYLOR_INTERVAL_SUB' = (UNDISCH_ALL o prove) (`cell_domain x y z w ==> lin_approx (\x. f x - g x) y bounds d_bounds ==> nth_diff_strong_int 2 (x,z) f ==> nth_diff_strong_int 2 (x,z) g ==> bounded_on_int (\x. nth_derivative 2 f x - nth_derivative 2 g x) (x,z) dd_bounds ==> taylor_interval (\x. f x - g x) x y z w bounds d_bounds dd_bounds`, SIMP_TAC[taylor_interval; cell_domain] THEN REPEAT STRIP_TAC THEN ASM_SIMP_TAC[second_derivative_sub_bounds]);; let taylor_interval_sub pp th1 th2 = let domain_th, approx1_th, second1_th = dest_taylor_interval_th th1 and _, approx2_th, second2_th = dest_taylor_interval_th th2 in let diff1_th, dd1_th = dest_has_bounded_second_derivative_th second1_th and diff2_th, dd2_th = dest_has_bounded_second_derivative_th second2_th in let approx_th = lin_approx_sub pp approx1_th approx2_th in let dd_th = let (-) = bounded_on_int_sub pp in dd1_th - dd2_th in let x_tm, y_tm, z_tm, w_tm = dest_cell_domain (concl domain_th) and f_tm = (rand o concl) diff1_th and g_tm = (rand o concl) diff2_th and _, _, bounds, d_bounds = dest_lin_approx (concl approx_th) and dd_bounds = (rand o concl) dd_th in let th0 = (MY_PROVE_HYP domain_th o MY_PROVE_HYP approx_th o MY_PROVE_HYP diff1_th o MY_PROVE_HYP diff2_th o MY_PROVE_HYP dd_th o INST[x_tm, x_var_real; y_tm, y_var_real; z_tm, z_var_real; w_tm, w_var_real; f_tm, f_var_fun; g_tm, g_var_fun; bounds, bounds_var; d_bounds, d_bounds_var; dd_bounds, dd_bounds_var]) TAYLOR_INTERVAL_SUB' in let eq_th = binary_beta_eq f_tm g_tm sub_op_real in taylor_interval_norm th0 eq_th;; (* let th1 = eval_taylor_x domain_th and th2 = eval_taylor_sqrt pp domain_th;; taylor_interval_sub pp th1 th2;; *) (*************************************) (* taylor_interval_mul *) let TAYLOR_INTERVAL_MUL' = (UNDISCH_ALL o prove) (`cell_domain x y z w ==> lin_approx (\x. f x * g x) y bounds d_bounds ==> nth_diff_strong_int 2 (x,z) f ==> nth_diff_strong_int 2 (x,z) g ==> bounded_on_int (\x. f x * nth_derivative 2 g x + &2 * derivative f x * derivative g x + nth_derivative 2 f x * g x) (x,z) dd_bounds ==> taylor_interval (\x. f x * g x) x y z w bounds d_bounds dd_bounds`, SIMP_TAC[taylor_interval; cell_domain] THEN REPEAT STRIP_TAC THEN ASM_SIMP_TAC[second_derivative_mul_bounds]);; let taylor_interval_mul pp th1 th2 = let domain_th, approx1_th, second1_th = dest_taylor_interval_th th1 and _, approx2_th, second2_th = dest_taylor_interval_th th2 in let diff1_th, dd1_th = dest_has_bounded_second_derivative_th second1_th and diff2_th, dd2_th = dest_has_bounded_second_derivative_th second2_th in let approx_th = lin_approx_mul pp approx1_th approx2_th in let dd_th = let dest = dest_bounded_on_int_raw in let f = (dest o eval_taylor_f_bounds pp) th1 and g = (dest o eval_taylor_f_bounds pp) th2 and df = (dest o eval_taylor_df_bounds pp) th1 and dg = (dest o eval_taylor_df_bounds pp) th2 and ddf = dest dd1_th and ddg = dest dd2_th and (+) = float_interval_add pp and ( * ) = float_interval_mul pp in mk_bounded_on_int (f * ddg + (two_interval * (df * dg) + ddf * g)) in let x_tm, y_tm, z_tm, w_tm = dest_cell_domain (concl domain_th) and f_tm = (rand o concl) diff1_th and g_tm = (rand o concl) diff2_th and _, _, bounds, d_bounds = dest_lin_approx (concl approx_th) and dd_bounds = (rand o concl) dd_th in let th0 = (MY_PROVE_HYP domain_th o MY_PROVE_HYP approx_th o MY_PROVE_HYP diff1_th o MY_PROVE_HYP diff2_th o MY_PROVE_HYP dd_th o INST[x_tm, x_var_real; y_tm, y_var_real; z_tm, z_var_real; w_tm, w_var_real; f_tm, f_var_fun; g_tm, g_var_fun; bounds, bounds_var; d_bounds, d_bounds_var; dd_bounds, dd_bounds_var]) TAYLOR_INTERVAL_MUL' in let eq_th = binary_beta_eq f_tm g_tm mul_op_real in taylor_interval_norm th0 eq_th;; (* let th1 = eval_taylor_x domain_th and th2 = eval_taylor_sqrt pp domain_th;; let th3 = taylor_interval_sub pp th1 th2;; taylor_interval_mul pp th1 th3;; *) (*************************************) (* taylor_interval_div *) let TAYLOR_INTERVAL_DIV' = (UNDISCH_ALL o prove) (`cell_domain x y z w ==> bounded_on_int g (x,z) g_bounds ==> interval_not_zero g_bounds ==> lin_approx (\x. f x / g x) y bounds d_bounds ==> nth_diff_strong_int 2 (x,z) f ==> nth_diff_strong_int 2 (x,z) g ==> bounded_on_int (\x. ((nth_derivative 2 f x * g x - f x * nth_derivative 2 g x) * g x - &2 * derivative g x * (derivative f x * g x - f x * derivative g x)) / (g x * g x * g x)) (x,z) dd_bounds ==> taylor_interval (\x. f x / g x) x y z w bounds d_bounds dd_bounds`, SIMP_TAC[taylor_interval; cell_domain] THEN REPEAT STRIP_TAC THEN MATCH_MP_TAC ((SPEC_ALL o REWRITE_RULE[IMP_IMP]) second_derivative_div_bounds) THEN ASM_REWRITE_TAC[REAL_ARITH `g x pow 3 = g x * g x * (g:real->real) x`]);; let taylor_interval_div pp th1 th2 = let domain_th, approx1_th, second1_th = dest_taylor_interval_th th1 and _, approx2_th, second2_th = dest_taylor_interval_th th2 in let diff1_th, dd1_th = dest_has_bounded_second_derivative_th second1_th and diff2_th, dd2_th = dest_has_bounded_second_derivative_th second2_th in let g_bounds_th = eval_taylor_f_bounds pp th2 and approx_th = lin_approx_div pp approx1_th approx2_th in let g_bounds = (rand o concl) g_bounds_th in let cond_th = check_interval_not_zero g_bounds in let dd_th = let dest = dest_bounded_on_int_raw in let f = (dest o eval_taylor_f_bounds pp) th1 and g = dest g_bounds_th and df = (dest o eval_taylor_df_bounds pp) th1 and dg = (dest o eval_taylor_df_bounds pp) th2 and ddf = dest dd1_th and ddg = dest dd2_th and (-) = float_interval_sub pp and ( * ) = float_interval_mul pp and (/) = float_interval_div pp in mk_bounded_on_int (((ddf * g - f * ddg) * g - two_interval * (dg * (df * g - f * dg))) / (g * (g * g))) in let x_tm, y_tm, z_tm, w_tm = dest_cell_domain (concl domain_th) and f_tm = (rand o concl) diff1_th and g_tm = (rand o concl) diff2_th and _, _, bounds, d_bounds = dest_lin_approx (concl approx_th) and dd_bounds = (rand o concl) dd_th in let th0 = (MY_PROVE_HYP domain_th o MY_PROVE_HYP approx_th o MY_PROVE_HYP g_bounds_th o MY_PROVE_HYP cond_th o MY_PROVE_HYP diff1_th o MY_PROVE_HYP diff2_th o MY_PROVE_HYP dd_th o INST[x_tm, x_var_real; y_tm, y_var_real; z_tm, z_var_real; w_tm, w_var_real; f_tm, f_var_fun; g_tm, g_var_fun; g_bounds, g_bounds_var; bounds, bounds_var; d_bounds, d_bounds_var; dd_bounds, dd_bounds_var]) TAYLOR_INTERVAL_DIV' in let eq_th = binary_beta_eq f_tm g_tm div_op_real in taylor_interval_norm th0 eq_th;; (* let pp = 5;; let domain_th = mk_center_domain pp one_float two_float;; let th1 = eval_taylor_x domain_th and th2 = eval_taylor_sqrt pp domain_th;; let th3 = taylor_interval_sub pp th1 th2;; taylor_interval_div pp th1 th2;; taylor_interval_div pp th3 th2;; (* 10: 3.372 *) test 100 (taylor_interval_div pp th1) th2;; *) (*************************************) (* taylor_interval_atn *) let TAYLOR_INTERVAL_ATN' = (UNDISCH_ALL o REWRITE_RULE[REAL_POW_2] o prove) (`cell_domain x y z w ==> lin_approx (\x. atn (f x)) y bounds d_bounds ==> nth_diff_strong_int 2 (x,z) f ==> bounded_on_int (\x. (nth_derivative 2 f x * (&1 + f x * f x) - &2 * f x * derivative f x pow 2) / (&1 + f x * f x) pow 2) (x,z) dd_bounds ==> taylor_interval (\x. atn (f x)) x y z w bounds d_bounds dd_bounds`, SIMP_TAC[taylor_interval; cell_domain] THEN REPEAT STRIP_TAC THEN MATCH_MP_TAC ((SPEC_ALL o REWRITE_RULE[IMP_IMP]) second_derivative_compose_atn_bounds) THEN ASM_REWRITE_TAC[]);; let taylor_interval_atn pp th1 = let domain_th, approx1_th, second1_th = dest_taylor_interval_th th1 in let diff1_th, dd1_th = dest_has_bounded_second_derivative_th second1_th in let approx_th = lin_approx_atn pp approx1_th in let dd_th = let dest = dest_bounded_on_int_raw in let f = (dest o eval_taylor_f_bounds pp) th1 and df = (dest o eval_taylor_df_bounds pp) th1 and ddf = dest dd1_th and (+) = float_interval_add pp and (-) = float_interval_sub pp and ( * ) = float_interval_mul pp and (/) = float_interval_div pp in let ff1 = one_interval + f * f in mk_bounded_on_int ((ddf * ff1 - two_interval * (f * (df * df))) / (ff1 * ff1)) in let x_tm, y_tm, z_tm, w_tm = dest_cell_domain (concl domain_th) and f_tm = (rand o concl) diff1_th and _, _, bounds, d_bounds = dest_lin_approx (concl approx_th) and dd_bounds = (rand o concl) dd_th in let th0 = (MY_PROVE_HYP domain_th o MY_PROVE_HYP approx_th o MY_PROVE_HYP diff1_th o MY_PROVE_HYP dd_th o INST[x_tm, x_var_real; y_tm, y_var_real; z_tm, z_var_real; w_tm, w_var_real; f_tm, f_var_fun; bounds, bounds_var; d_bounds, d_bounds_var; dd_bounds, dd_bounds_var]) TAYLOR_INTERVAL_ATN' in let eq_th = unary_beta_eq f_tm atn_tm in taylor_interval_norm th0 eq_th;; (* let pp = 5;; let domain_th = mk_center_domain pp one_float two_float;; let th1 = eval_taylor_x domain_th and th2 = eval_taylor_sqrt pp domain_th;; let th3 = taylor_interval_add pp th1 th2;; taylor_interval_atn pp th1;; taylor_interval_atn pp th2;; taylor_interval_atn pp th3;; *) (*************************************) (* taylor_interval_inv *) let TAYLOR_INTERVAL_INV' = (UNDISCH_ALL o REWRITE_RULE[REAL_POW_2; REAL_ARITH `a pow 3 = a * a * a`] o prove) (`cell_domain x y z w ==> bounded_on_int f (x,z) f_bounds ==> interval_not_zero f_bounds ==> lin_approx (\x. inv (f x)) y bounds d_bounds ==> nth_diff_strong_int 2 (x,z) f ==> bounded_on_int (\x. (&2 * derivative f x pow 2 - nth_derivative 2 f x * f x) / (f x pow 3)) (x,z) dd_bounds ==> taylor_interval (\x. inv (f x)) x y z w bounds d_bounds dd_bounds`, SIMP_TAC[taylor_interval; cell_domain] THEN REPEAT STRIP_TAC THEN MATCH_MP_TAC ((SPEC_ALL o REWRITE_RULE[IMP_IMP]) second_derivative_compose_inv_bounds) THEN ASM_REWRITE_TAC[]);; let taylor_interval_inv pp th1 = let domain_th, approx1_th, second1_th = dest_taylor_interval_th th1 in let diff1_th, dd1_th = dest_has_bounded_second_derivative_th second1_th in let f_bounds_th = eval_taylor_f_bounds pp th1 and approx_th = lin_approx_inv pp approx1_th in let f_bounds = (rand o concl) f_bounds_th in let cond_th = check_interval_not_zero f_bounds in let dd_th = let dest = dest_bounded_on_int_raw in let f = dest f_bounds_th and df = (dest o eval_taylor_df_bounds pp) th1 and ddf = dest dd1_th and (-) = float_interval_sub pp and ( * ) = float_interval_mul pp and (/) = float_interval_div pp in mk_bounded_on_int ((two_interval * (df * df) - ddf * f) / (f * (f * f))) in let x_tm, y_tm, z_tm, w_tm = dest_cell_domain (concl domain_th) and f_tm = (rand o concl) diff1_th and _, _, bounds, d_bounds = dest_lin_approx (concl approx_th) and dd_bounds = (rand o concl) dd_th in let th0 = (MY_PROVE_HYP domain_th o MY_PROVE_HYP approx_th o MY_PROVE_HYP f_bounds_th o MY_PROVE_HYP cond_th o MY_PROVE_HYP diff1_th o MY_PROVE_HYP dd_th o INST[x_tm, x_var_real; y_tm, y_var_real; z_tm, z_var_real; w_tm, w_var_real; f_tm, f_var_fun; f_bounds, f_bounds_var; bounds, bounds_var; d_bounds, d_bounds_var; dd_bounds, dd_bounds_var]) TAYLOR_INTERVAL_INV' in let eq_th = unary_beta_eq f_tm inv_tm in taylor_interval_norm th0 eq_th;; (* let pp = 5;; let domain_th = mk_center_domain pp one_float two_float;; let th1 = eval_taylor_x domain_th and th2 = eval_taylor_sqrt pp domain_th;; let th3 = taylor_interval_add pp th1 th2;; taylor_interval_inv pp th1;; taylor_interval_inv pp th2;; taylor_interval_inv pp th3;; *) (*************************************) (* taylor_interval_sqrt *) let TAYLOR_INTERVAL_SQRT' = (UNDISCH_ALL o REWRITE_RULE[REAL_POW_2; REAL_ARITH `a pow 3 = a * a * a`] o prove) (`cell_domain x y z w ==> bounded_on_int f (x,z) f_bounds ==> interval_pos f_bounds ==> lin_approx (\x. sqrt (f x)) y bounds d_bounds ==> nth_diff_strong_int 2 (x,z) f ==> bounded_on_int (\x. (&2 * nth_derivative 2 f x * f x - derivative f x pow 2) / (&4 * sqrt (f x pow 3))) (x,z) dd_bounds ==> taylor_interval (\x. sqrt (f x)) x y z w bounds d_bounds dd_bounds`, SIMP_TAC[taylor_interval; cell_domain] THEN REPEAT STRIP_TAC THEN MATCH_MP_TAC ((SPEC_ALL o REWRITE_RULE[IMP_IMP]) second_derivative_compose_sqrt_bounds) THEN ASM_REWRITE_TAC[]);; let taylor_interval_sqrt pp th1 = let domain_th, approx1_th, second1_th = dest_taylor_interval_th th1 in let diff1_th, dd1_th = dest_has_bounded_second_derivative_th second1_th in let f_bounds_th = eval_taylor_f_bounds pp th1 and approx_th = lin_approx_sqrt pp approx1_th in let f_bounds = (rand o concl) f_bounds_th in let cond_th = check_interval_pos f_bounds in let dd_th = let dest = dest_bounded_on_int_raw in let f = dest f_bounds_th and df = (dest o eval_taylor_df_bounds pp) th1 and ddf = dest dd1_th and (-) = float_interval_sub pp and ( * ) = float_interval_mul pp and (/) = float_interval_div pp and sqrt = float_interval_sqrt pp in mk_bounded_on_int ((two_interval * (ddf * f) - df * df) / (four_interval * sqrt (f * (f * f)))) in let x_tm, y_tm, z_tm, w_tm = dest_cell_domain (concl domain_th) and f_tm = (rand o concl) diff1_th and _, _, bounds, d_bounds = dest_lin_approx (concl approx_th) and dd_bounds = (rand o concl) dd_th in let th0 = (MY_PROVE_HYP domain_th o MY_PROVE_HYP approx_th o MY_PROVE_HYP f_bounds_th o MY_PROVE_HYP cond_th o MY_PROVE_HYP diff1_th o MY_PROVE_HYP dd_th o INST[x_tm, x_var_real; y_tm, y_var_real; z_tm, z_var_real; w_tm, w_var_real; f_tm, f_var_fun; f_bounds, f_bounds_var; bounds, bounds_var; d_bounds, d_bounds_var; dd_bounds, dd_bounds_var]) TAYLOR_INTERVAL_SQRT' in let eq_th = unary_beta_eq f_tm sqrt_tm in taylor_interval_norm th0 eq_th;; (* let pp = 5;; let domain_th = mk_center_domain pp one_float two_float;; let th1 = eval_taylor_x domain_th and th2 = eval_taylor_sqrt pp domain_th;; let th3 = taylor_interval_add pp th1 th2;; taylor_interval_sqrt pp th1;; taylor_interval_sqrt pp th2;; taylor_interval_sqrt pp th3;; *) (*************************************) (* taylor_interval_acs *) let TAYLOR_INTERVAL_ACS' = (UNDISCH_ALL o PURE_ONCE_REWRITE_RULE[iabs_lt1_lemma] o REWRITE_RULE[REAL_POW_2; REAL_ARITH `a pow 3 = a * a * a`] o prove) (`cell_domain x y z w ==> bounded_on_int f (x,z) f_bounds ==> (iabs f_bounds < &1 <=> T)==> lin_approx (\x. acs (f x)) y bounds d_bounds ==> nth_diff_strong_int 2 (x,z) f ==> bounded_on_int (\x. --((nth_derivative 2 f x * (&1 - f x * f x) + f x * derivative f x pow 2) / sqrt ((&1 - f x * f x) pow 3))) (x,z) dd_bounds ==> taylor_interval (\x. acs (f x)) x y z w bounds d_bounds dd_bounds`, SIMP_TAC[taylor_interval; cell_domain] THEN REPEAT STRIP_TAC THEN MATCH_MP_TAC ((SPEC_ALL o REWRITE_RULE[IMP_IMP]) second_derivative_compose_acs_bounds) THEN ASM_REWRITE_TAC[]);; let taylor_interval_acs pp th1 = let domain_th, approx1_th, second1_th = dest_taylor_interval_th th1 in let diff1_th, dd1_th = dest_has_bounded_second_derivative_th second1_th in let f_bounds_th = eval_taylor_f_bounds pp th1 and approx_th = lin_approx_acs pp approx1_th in let f_bounds = (rand o concl) f_bounds_th in let cond_th = check_interval_iabs f_bounds one_float in let dd_th = let dest = dest_bounded_on_int_raw in let f = dest f_bounds_th and df = (dest o eval_taylor_df_bounds pp) th1 and ddf = dest dd1_th and (+) = float_interval_add pp and (-) = float_interval_sub pp and ( * ) = float_interval_mul pp and (/) = float_interval_div pp and sqrt = float_interval_sqrt pp and neg = float_interval_neg in let ff1 = one_interval - f * f in mk_bounded_on_int (neg ((ddf * ff1 + f * (df * df)) / sqrt (ff1 * (ff1 * ff1)))) in let x_tm, y_tm, z_tm, w_tm = dest_cell_domain (concl domain_th) and f_tm = (rand o concl) diff1_th and _, _, bounds, d_bounds = dest_lin_approx (concl approx_th) and dd_bounds = (rand o concl) dd_th in let th0 = (MY_PROVE_HYP domain_th o MY_PROVE_HYP approx_th o MY_PROVE_HYP f_bounds_th o MY_PROVE_HYP cond_th o MY_PROVE_HYP diff1_th o MY_PROVE_HYP dd_th o INST[x_tm, x_var_real; y_tm, y_var_real; z_tm, z_var_real; w_tm, w_var_real; f_tm, f_var_fun; f_bounds, f_bounds_var; bounds, bounds_var; d_bounds, d_bounds_var; dd_bounds, dd_bounds_var]) TAYLOR_INTERVAL_ACS' in let eq_th = unary_beta_eq f_tm acs_tm in taylor_interval_norm th0 eq_th;; (* let pp = 5;; let domain_th = mk_center_domain pp (mk_float (-5) 49) (mk_float 3 49);; let th1 = eval_taylor_x domain_th and th2 = eval_taylor_atn pp domain_th;; let th3 = taylor_interval_mul pp th1 th2;; taylor_interval_acs pp th1;; taylor_interval_acs pp th2;; taylor_interval_acs pp th3;; *) (****************************************) (* Composition *) let dest_bounded_on_int_tm tm = let lhs, f_bounds = dest_comb tm in let lhs2, int_tm = dest_comb lhs in rand lhs2, int_tm, f_bounds;; let dest_interval_arith tm = let lhs, int_tm = dest_comb tm in rand lhs, int_tm;; let BOUNDED_SECOND_DERIVATIVE_COMPOSE' = (UNDISCH_ALL o REWRITE_RULE[REAL_POW_2] o SPEC_ALL) second_derivative_compose_bounds;; let BOUNDED_ON_INT_COMPOSE' = (UNDISCH_ALL o SPEC_ALL) bounded_on_int_compose;; let TAYLOR_INTERVAL_NARROW' = (UNDISCH_ALL o PURE_ONCE_REWRITE_RULE[REAL_ARITH `a <= b <=> (a <= b <=> T)`] o SPEC_ALL) taylor_interval_narrow;; let BOUNDED_ON_INT_IMP_INTERVAL' = (UNDISCH_ALL o SPEC_ALL) bounded_on_int_imp_interval_arith;; let LIN_APPROX_COMPOSE' = (UNDISCH_ALL o SPEC_ALL) lin_approx_compose;; let taylor_interval_compose pp eval_f eval_g domain_th = let g_taylor = eval_g pp domain_th in let _, lin_g, second_g = dest_taylor_interval_th g_taylor in let dg_th, g2_th = dest_has_bounded_second_derivative_th second_g in let g0_th = eval_taylor_f_bounds pp g_taylor in let g1_th = eval_taylor_df_bounds pp g_taylor in let g_tm, y_tm, g_bounds0, _ = dest_lin_approx (concl lin_g) in (* narrow domain *) let g0_lo, g0_hi = dest_pair g_bounds0 in let fu_domain = mk_center_domain (pp + 1) g0_lo g0_hi in let w0_tm = (rand o concl) fu_domain in (* wide domain *) let _, u_tm, _, _ = dest_cell_domain (concl fu_domain) in let g_lo, g_hi = (dest_pair o rand o concl) g0_th in let fw_domain = mk_cell_domain pp g_lo u_tm g_hi in let w_tm = (rand o concl) fw_domain in (* taylor_interval f *) let f_taylor = eval_f pp fw_domain in let f1_th = eval_taylor_df_bounds pp f_taylor in let _, lin_f, second_f = dest_taylor_interval_th f_taylor in let f_tm, _, f_bounds0, df_bounds0 = dest_lin_approx (concl lin_f) in let df_th, f2_th = dest_has_bounded_second_derivative_th second_f in (* has_bounded_second_derivative (\x. f (g x)) *) let _, int_tm, g_bounds = dest_bounded_on_int_tm (concl g0_th) in let df_tm, _, df_bounds = dest_bounded_on_int_tm (concl f1_th) in let ddf_tm, _, ddf_bounds = dest_bounded_on_int_tm (concl f2_th) in let f2_g_bounded_th = (MY_PROVE_HYP g0_th o MY_PROVE_HYP f2_th o INST[ddf_tm, f_var_fun; g_tm, g_var_fun; g_bounds, g_bounds_var; ddf_bounds, f_bounds_var; int_tm, int_var]) BOUNDED_ON_INT_COMPOSE' in let f1_g_bounded_th = (MY_PROVE_HYP g0_th o MY_PROVE_HYP f1_th o INST[df_tm, f_var_fun; g_tm, g_var_fun; g_bounds, g_bounds_var; df_bounds, f_bounds_var; int_tm, int_var]) BOUNDED_ON_INT_COMPOSE' in let fg2_bounded_th0 = let ( * ) = bounded_on_int_mul pp and (+) = bounded_on_int_add pp in (f2_g_bounded_th * (g1_th * g1_th) + f1_g_bounded_th * g2_th) in let dd_bounds = (rand o concl) fg2_bounded_th0 in let fg2_bounded_th = (MY_PROVE_HYP fg2_bounded_th0 o MY_PROVE_HYP g0_th o MY_PROVE_HYP dg_th o MY_PROVE_HYP df_th o INST[f_tm, f_var_fun; g_tm, g_var_fun; int_tm, int_var; dd_bounds, dd_bounds_var; g_bounds, g_bounds_var]) BOUNDED_SECOND_DERIVATIVE_COMPOSE' in (* lin_approx (\x. f (g x)) *) let fu_taylor = (MY_PROVE_HYP (float_le g_lo g0_lo) o MY_PROVE_HYP (float_le g0_hi g_hi) o MY_PROVE_HYP fu_domain o MY_PROVE_HYP f_taylor o INST[g0_lo, x0_var_real; u_tm, y_var_real; g0_hi, z0_var_real; w0_tm, w0_var_real; f_tm, f_var_fun; g_lo, x_var_real; g_hi, z_var_real; w_tm, w_var_real; f_bounds0, f_bounds_var; df_bounds0, df_bounds_var; ddf_bounds, dd_bounds_var]) TAYLOR_INTERVAL_NARROW' in let df0_th = let _, _, f_second = dest_taylor_interval_th fu_taylor in (fst o dest_has_bounded_second_derivative_th) f_second in let f00_th = eval_taylor_f_bounds pp fu_taylor in let f01_th = eval_taylor_df_bounds pp fu_taylor in let fg_bounds0 = (rand o concl) f00_th in let dfg_bounds0 = (rand o concl) f01_th in let dg0_th, int_g_th, int_dg_th = lin_approx_components lin_g in let gy_tm, _ = dest_interval_arith (concl int_g_th) in let int_df_g_th = (MY_PROVE_HYP int_g_th o MY_PROVE_HYP f01_th o INST[df_tm, f_var_fun; gy_tm, y_var_real; g_bounds0, int_var; dfg_bounds0, f_bounds_var]) BOUNDED_ON_INT_IMP_INTERVAL' in let int_dfg_th = float_interval_mul pp int_dg_th int_df_g_th in let dfg_bounds00 = rand (concl int_dfg_th) in let fg_lin_th = (MY_PROVE_HYP int_dfg_th o MY_PROVE_HYP int_g_th o MY_PROVE_HYP f00_th o MY_PROVE_HYP dg0_th o MY_PROVE_HYP df0_th o INST[f_tm, f_var_fun; g_tm, g_var_fun; y_tm, y_var_real; dfg_bounds00, d_bounds_var; g_bounds0, g_bounds_var; fg_bounds0, f_bounds_var]) LIN_APPROX_COMPOSE' in (* beta reduction *) let gx_tm = mk_comb (g_tm, x_var_real) in let gx_th = if is_abs g_tm then BETA gx_tm else REFL gx_tm in let fgx_th0 = MK_COMB (REFL f_tm, gx_th) in let fgx_eq_th = ABS x_var_real (if is_abs f_tm then TRANS fgx_th0 (BETA_CONV (rand (concl fgx_th0))) else fgx_th0) in let fg_lin_th1 = norm_lin_approx fg_lin_th fgx_eq_th and fg2_bounded_th1 = norm_second_derivative fg2_bounded_th fgx_eq_th in mk_taylor_interval_th domain_th fg_lin_th1 fg2_bounded_th1;;