1 (* ========================================================================= *)
2 (* #64: L'Hopital's rule. *)
3 (* ========================================================================= *)
5 needs "Library/analysis.ml";;
7 override_interface ("-->",`(tends_real_real)`);;
11 (* ------------------------------------------------------------------------- *)
12 (* Cauchy mean value theorem. *)
13 (* ------------------------------------------------------------------------- *)
18 (!x. a <= x /\ x <= b ==> f contl x /\ g contl x) /\
19 (!x. a < x /\ x < b ==> f differentiable x /\ g differentiable x)
20 ==> ?z f' g'. a < z /\ z < b /\ (f diffl f') z /\ (g diffl g') z /\
21 (f b - f a) * g' = (g b - g a) * f'`,
23 MP_TAC(SPECL [`\x:real. f(x) * (g(b) - g(a)) - g(x) * (f(b) - f(a))`;
24 `a:real`; `b:real`] MVT) THEN
26 [ASM_SIMP_TAC[CONT_SUB; CONT_MUL; CONT_CONST] THEN
27 X_GEN_TAC `x:real` THEN DISCH_THEN(ANTE_RES_THEN MP_TAC) THEN
28 REWRITE_TAC[differentiable] THEN
29 DISCH_THEN(CONJUNCTS_THEN2
30 (X_CHOOSE_TAC `f':real`) (X_CHOOSE_TAC `g':real`)) THEN
31 EXISTS_TAC `f' * (g(b:real) - g a) - g' * (f b - f a)` THEN
32 ASM_SIMP_TAC[ONCE_REWRITE_RULE[REAL_MUL_SYM] DIFF_CMUL; DIFF_SUB];
34 GEN_REWRITE_TAC LAND_CONV [SWAP_EXISTS_THM] THEN
35 MATCH_MP_TAC MONO_EXISTS THEN X_GEN_TAC `z:real` THEN
36 REWRITE_TAC[REAL_ARITH
37 `(fb * (gb - ga) - gb * (fb - fa)) -
38 (fa * (gb - ga) - ga * (fb - fa)) = y <=> y = &0`] THEN
39 ASM_SIMP_TAC[REAL_ENTIRE; REAL_SUB_0; REAL_LT_IMP_NE] THEN
40 DISCH_THEN(X_CHOOSE_THEN `l:real` STRIP_ASSUME_TAC) THEN
41 UNDISCH_THEN `l = &0` SUBST_ALL_TAC THEN
43 `!x. a < x /\ x < b ==> f differentiable x /\ g differentiable x` THEN
44 DISCH_THEN(MP_TAC o SPEC `z:real`) THEN ASM_REWRITE_TAC[differentiable] THEN
45 DISCH_THEN(CONJUNCTS_THEN2
46 (X_CHOOSE_TAC `f':real`) (X_CHOOSE_TAC `g':real`)) THEN
47 MAP_EVERY EXISTS_TAC [`f':real`; `g':real`] THEN
48 ASM_REWRITE_TAC[] THEN ONCE_REWRITE_TAC[REAL_MUL_SYM] THEN
49 CONV_TAC SYM_CONV THEN ONCE_REWRITE_TAC[GSYM REAL_SUB_0] THEN
50 MATCH_MP_TAC DIFF_UNIQ THEN
51 EXISTS_TAC `\x:real. f(x) * (g(b) - g(a)) - g(x) * (f(b) - f(a))` THEN
52 EXISTS_TAC `z:real` THEN
53 ASM_SIMP_TAC[ONCE_REWRITE_RULE[REAL_MUL_SYM] DIFF_CMUL; DIFF_SUB]);;
55 (* ------------------------------------------------------------------------- *)
56 (* First, assume f and g actually take value zero at c. *)
57 (* ------------------------------------------------------------------------- *)
59 let LHOPITAL_WEAK = prove
62 (!x. &0 < abs(x - c) /\ abs(x - c) < d
63 ==> (f diffl f'(x)) x /\ (g diffl g'(x)) x /\ ~(g'(x) = &0)) /\
64 f(c) = &0 /\ g(c) = &0 /\ (f --> &0) c /\ (g --> &0) c /\
65 ((\x. f'(x) / g'(x)) --> L) c
66 ==> ((\x. f(x) / g(x)) --> L) c`,
67 REPEAT STRIP_TAC THEN SUBGOAL_THEN
68 `!x. &0 < abs(x - c) /\ abs(x - c) < d
69 ==> ?z. &0 < abs(z - c) /\ abs(z - c) < abs(x - c) /\
70 f(x) * g'(z) = f'(z) * g(x)`
72 [X_GEN_TAC `x:real` THEN DISCH_THEN(MP_TAC o MATCH_MP (REAL_ARITH
73 `&0 < abs(x - c) /\ abs(x - c) < d
74 ==> c < x /\ x < c + d \/ c - d < x /\ x < c`)) THEN
77 [`f:real->real`; `g:real->real`; `c:real`; `x:real`] MVT2) THEN
79 [ASM_REWRITE_TAC[] THEN
80 GEN_REWRITE_TAC (LAND_CONV o BINDER_CONV o funpow 2 LAND_CONV)
82 ASM_MESON_TAC[CONTL_LIM; DIFF_CONT; REAL_LT_IMP_LE; differentiable;
84 `c < z /\ z <= x /\ x < c + d ==> &0 < abs(z - c) /\ abs(z - c) < d`];
86 ASM_REWRITE_TAC[REAL_SUB_RZERO] THEN MATCH_MP_TAC MONO_EXISTS THEN
87 GEN_TAC THEN GEN_REWRITE_TAC (funpow 4 RAND_CONV) [REAL_MUL_SYM] THEN
88 REPEAT STRIP_TAC THENL
91 FIRST_X_ASSUM(fun th -> MP_TAC th THEN
92 MATCH_MP_TAC EQ_IMP THEN BINOP_TAC) THEN
93 ASM_MESON_TAC[DIFF_UNIQ; REAL_ARITH
94 `c < z /\ z < x /\ x < c + d ==> &0 < abs(z - c) /\ abs(z - c) < d`]];
96 [`f:real->real`; `g:real->real`; `x:real`; `c:real`] MVT2) THEN
98 [ASM_REWRITE_TAC[] THEN
99 GEN_REWRITE_TAC (LAND_CONV o BINDER_CONV o LAND_CONV o RAND_CONV)
101 ASM_MESON_TAC[CONTL_LIM; DIFF_CONT; REAL_LT_IMP_LE; differentiable;
103 `c - d < x /\ x <= z /\ z < c ==> &0 < abs(z - c) /\ abs(z - c) < d`];
105 ASM_REWRITE_TAC[REAL_SUB_LZERO; REAL_MUL_LNEG; REAL_EQ_NEG2] THEN
106 MATCH_MP_TAC MONO_EXISTS THEN GEN_TAC THEN
107 GEN_REWRITE_TAC (funpow 4 RAND_CONV) [REAL_MUL_SYM] THEN
108 REPEAT STRIP_TAC THENL
111 FIRST_X_ASSUM(fun th -> MP_TAC th THEN
112 MATCH_MP_TAC EQ_IMP THEN BINOP_TAC) THEN
113 ASM_MESON_TAC[DIFF_UNIQ; REAL_ARITH
114 `c - d < x /\ x < z /\ z < c
115 ==> &0 < abs(z - c) /\ abs(z - c) < d`]]];
117 REWRITE_TAC[LIM] THEN X_GEN_TAC `e:real` THEN DISCH_TAC THEN
118 UNDISCH_TAC `((\x. f' x / g' x) --> L) c` THEN REWRITE_TAC[LIM] THEN
119 DISCH_THEN(MP_TAC o SPEC `e:real`) THEN ASM_REWRITE_TAC[] THEN
120 DISCH_THEN(X_CHOOSE_THEN `r:real` STRIP_ASSUME_TAC) THEN
121 MP_TAC(SPECL [`d:real`; `r:real`] REAL_DOWN2) THEN ASM_REWRITE_TAC[] THEN
122 MATCH_MP_TAC MONO_EXISTS THEN X_GEN_TAC `k:real` THEN STRIP_TAC THEN
123 ASM_REWRITE_TAC[] THEN X_GEN_TAC `x:real` THEN STRIP_TAC THEN
125 `!x. &0 < abs(x - c) /\ abs(x - c) < r ==> abs(f' x / g' x - L) < e` THEN
126 REMOVE_THEN "*" (MP_TAC o SPEC `x:real`) THEN
127 ANTS_TAC THENL [ASM_REAL_ARITH_TAC; ALL_TAC] THEN
128 DISCH_THEN(X_CHOOSE_THEN `z:real` STRIP_ASSUME_TAC) THEN
129 DISCH_THEN(MP_TAC o SPEC `z:real`) THEN
130 ANTS_TAC THENL [ASM_REAL_ARITH_TAC; ALL_TAC] THEN
131 MATCH_MP_TAC(REAL_ARITH `x = y ==> abs(x - l) < e ==> abs(y - l) < e`) THEN
132 MATCH_MP_TAC(REAL_FIELD
133 `~(gz = &0) /\ ~(gx = &0) /\ fx * gz = fz * gx ==> fz / gz = fx / gx`) THEN
134 ASM_REWRITE_TAC[] THEN CONJ_TAC THENL
135 [ASM_MESON_TAC[REAL_LT_TRANS]; ALL_TAC] THEN
136 MP_TAC(ASSUME `&0 < abs(x - c)`) THEN DISCH_THEN(MP_TAC o MATCH_MP
137 (REAL_ARITH `&0 < abs(x - c) ==> c < x \/ x < c`)) THEN
138 REPEAT STRIP_TAC THENL
139 [MP_TAC(SPECL [`g:real->real`; `c:real`; `x:real`] ROLLE) THEN
140 ASM_REWRITE_TAC[NOT_IMP; GSYM CONJ_ASSOC] THEN CONJ_TAC THENL
141 [GEN_TAC THEN GEN_REWRITE_TAC (funpow 2 LAND_CONV) [REAL_LE_LT] THEN
142 ASM_MESON_TAC[CONTL_LIM; DIFF_CONT; REAL_LT_TRANS; REAL_ARITH
143 `c < z /\ z <= x /\ abs(x - c) < d
144 ==> &0 < abs(z - c) /\ abs(z - c) < d`];
147 [ASM_MESON_TAC[differentiable; REAL_LT_TRANS; REAL_ARITH
148 `c < z /\ z < x /\ abs(x - c) < d
149 ==> &0 < abs(z - c) /\ abs(z - c) < d`];
151 REWRITE_TAC[NOT_EXISTS_THM] THEN X_GEN_TAC `w:real` THEN STRIP_TAC THEN
152 FIRST_X_ASSUM(MP_TAC o SPEC `w:real`) THEN
153 ANTS_TAC THENL [ASM_REAL_ARITH_TAC; ALL_TAC] THEN
154 ASM_MESON_TAC[DIFF_UNIQ];
155 MP_TAC(SPECL [`g:real->real`; `x:real`; `c:real`] ROLLE) THEN
156 ASM_REWRITE_TAC[NOT_IMP; GSYM CONJ_ASSOC] THEN CONJ_TAC THENL
157 [GEN_TAC THEN GEN_REWRITE_TAC (LAND_CONV o RAND_CONV) [REAL_LE_LT] THEN
158 ASM_MESON_TAC[CONTL_LIM; DIFF_CONT; REAL_LT_TRANS; REAL_ARITH
159 `x <= z /\ z < c /\ z < c /\ abs(x - c) < d
160 ==> &0 < abs(z - c) /\ abs(z - c) < d`];
163 [ASM_MESON_TAC[differentiable; REAL_LT_TRANS; REAL_ARITH
164 `x < z /\ z < c /\ abs(x - c) < d
165 ==> &0 < abs(z - c) /\ abs(z - c) < d`];
167 REWRITE_TAC[NOT_EXISTS_THM] THEN X_GEN_TAC `w:real` THEN STRIP_TAC THEN
168 FIRST_X_ASSUM(MP_TAC o SPEC `w:real`) THEN
169 ANTS_TAC THENL [ASM_REAL_ARITH_TAC; ALL_TAC] THEN
170 ASM_MESON_TAC[DIFF_UNIQ]]);;
172 (* ------------------------------------------------------------------------- *)
173 (* Now generalize by continuity extension. *)
174 (* ------------------------------------------------------------------------- *)
179 (!x. &0 < abs(x - c) /\ abs(x - c) < d
180 ==> (f diffl f'(x)) x /\ (g diffl g'(x)) x /\ ~(g'(x) = &0)) /\
181 (f --> &0) c /\ (g --> &0) c /\ ((\x. f'(x) / g'(x)) --> L) c
182 ==> ((\x. f(x) / g(x)) --> L) c`,
184 MP_TAC(SPECL [`\x:real. if x = c then &0 else f(x)`;
185 `\x:real. if x = c then &0 else g(x)`;
186 `f':real->real`; `g':real->real`;
187 `c:real`; `L:real`; `d:real`] LHOPITAL_WEAK) THEN
188 SIMP_TAC[LIM; REAL_ARITH `&0 < abs(x - c) ==> ~(x = c)`] THEN
189 REWRITE_TAC[diffl] THEN STRIP_TAC THEN STRIP_TAC THEN
190 FIRST_X_ASSUM MATCH_MP_TAC THEN
191 ASM_REWRITE_TAC[] THEN REPEAT STRIP_TAC THEN ASM_SIMP_TAC[diffl] THENL
192 [MATCH_MP_TAC LIM_TRANSFORM THEN EXISTS_TAC `\h. (f(x + h) - f x) / h`;
193 MATCH_MP_TAC LIM_TRANSFORM THEN EXISTS_TAC `\h. (g(x + h) - g x) / h`;
194 ASM_MESON_TAC[]] THEN
195 ASM_SIMP_TAC[REAL_ARITH `&0 < abs(x - c) ==> ~(x = c)`] THEN
196 REWRITE_TAC[LIM] THEN X_GEN_TAC `e:real` THEN DISCH_TAC THEN
197 EXISTS_TAC `abs(x - c)` THEN REWRITE_TAC[REAL_SUB_RZERO] THEN
198 ASM_SIMP_TAC[REAL_ARITH
199 `&0 < abs(x - c) /\ &0 < abs z /\ abs z < abs(x - c) ==> ~(x + z = c)`] THEN
200 ASM_REWRITE_TAC[REAL_SUB_REFL; REAL_ABS_NUM]);;