Library Waterproof.Libs.Analysis.SupAndInf
Require Import Classical.
Require Import Classical_Pred_Type.
Require Import Coq.Reals.Reals.
Require Import Tactics.
Require Import Automation.
Require Import Notations.Common.
Require Import Notations.Reals.
Require Import Chains.
Require Import Notations.Sets.
Open Scope R_scope.
Waterproof Enable Automation RealsAndIntegers.
Open Scope subset_scope.
Definition is_upper_bound (A : subset ℝ) (M : ℝ) :=
∀ a ∈ A, a ≤ M.
Definition is_bounded_above (A : subset R) :=
∃ M ∈ ℝ, is_upper_bound A M.
Definition is_sup (A : subset R) (M : ℝ) :=
is_upper_bound A M ∧ ∀ L ∈ ℝ, is_upper_bound A L ⇒ M ≤ L.
Lemma is_upper_bound_Raxioms_is_upper_bound_iff (A : subset ℝ) (M : ℝ) :
is_upper_bound A M <-> Raxioms.is_upper_bound A M.
Proof.
reflexivity.
Qed.
Lemma bdd_above_bound_iff (A : subset ℝ) :
is_bounded_above A <-> bound A.
Proof.
unfold is_bounded_above, bound.
By (exists_exists_in_iff) we conclude that
((∃ M ∈ R, is_upper_bound A M) <-> ∃ m : ℝ, Raxioms.is_upper_bound A m).
Qed.
Lemma is_sup_is_lub_iff (A : subset ℝ) (M : ℝ) :
is_lub A M <-> is_sup A M.
Proof.
unfold is_lub, is_sup.
split.
* intros [H1 H2].
split.
+ auto using bdd_above_bound_iff.
+ intros L HL.
apply H2.
* intros [H1 H2].
split.
+ assumption.
+ intro b.
apply H2.
apply mem_subset_full_set.
Qed.
Notation "M 'is' 'the' '_supremum_' 'of' A" := (is_sup A M) (at level 69).
Notation "M 'is' 'the' 'supremum' 'of' A" := (is_sup A M) (at level 69, only parsing).
Local Ltac2 unfold_is_sup (statement : constr) := eval unfold is_sup in $statement.
Ltac2 Notation "Expand" "the" "definition" "of" "supremum" x(opt(seq("in", constr))) :=
wp_unfold unfold_is_sup (Some "supremum") true x.
Ltac2 Notation "_internal_" "Expand" "the" "definition" "of" "supremum" x(opt(seq("in", constr))) :=
wp_unfold unfold_is_sup (Some "supremum") false x.
Notation "A 'is' '_bounded' 'from' 'above_'" := (is_bounded_above A) (at level 69).
Notation "A 'is' 'bounded' 'from' 'above'" := (is_bounded_above A) (at level 69, only parsing).
Local Ltac2 unfold_bound (statement : constr) := eval unfold is_bounded_above in $statement.
Ltac2 Notation "Expand" "the" "definition" "of" "bounded" "from" "above" x(opt(seq("in", constr))) :=
wp_unfold unfold_bound (Some "bounded from above") true x.
Ltac2 Notation "_internal_" "Expand" "the" "definition" "of" "bounded" "from" "above" x(opt(seq("in", constr))) :=
wp_unfold unfold_bound (Some "bounded from above") false x.
Notation "M 'is' 'an' '_upper' 'bound_' 'for' A" := (is_upper_bound A M) (at level 69).
Notation "M 'is' 'an' 'upper' 'bound' 'for' A" := (is_upper_bound A M) (at level 69, only parsing).
Local Ltac2 unfold_is_upper_bound (statement : constr) := eval unfold is_upper_bound in $statement.
Ltac2 Notation "Expand" "the" "definition" "of" "upper" "bound" x(opt(seq("in", constr))) :=
wp_unfold unfold_is_upper_bound (Some "upper bound") true x.
Ltac2 Notation "_internal_" "Expand" "the" "definition" "of" "upper" "bound" x(opt(seq("in", constr))) :=
wp_unfold unfold_is_upper_bound (Some "upper bound") false x.
Maximum
Definition is_max (A : subset ℝ) (x : ℝ) := (x ∈ A) ∧ (x is an upper bound for A).
Notation "M 'is' 'the' '_maximum_' 'of' A" := (is_max A M) (at level 69).
Notation "M 'is' 'the' 'maximum' 'of' A" := (is_max A M) (at level 69, only parsing).
Local Ltac2 unfold_is_max (statement : constr) := eval unfold is_max in $statement.
Ltac2 Notation "Expand" "the" "definition" "of" "maximum" x(opt(seq("in", constr))) :=
wp_unfold unfold_is_max (Some "maximum") true x.
Ltac2 Notation "_internal_" "Expand" "the" "definition" "of" "maximum" x(opt(seq("in", constr))) :=
wp_unfold unfold_is_max (Some "maximum") false x.
Notation "M 'is' 'the' '_maximum_' 'of' A" := (is_max A M) (at level 69).
Notation "M 'is' 'the' 'maximum' 'of' A" := (is_max A M) (at level 69, only parsing).
Local Ltac2 unfold_is_max (statement : constr) := eval unfold is_max in $statement.
Ltac2 Notation "Expand" "the" "definition" "of" "maximum" x(opt(seq("in", constr))) :=
wp_unfold unfold_is_max (Some "maximum") true x.
Ltac2 Notation "_internal_" "Expand" "the" "definition" "of" "maximum" x(opt(seq("in", constr))) :=
wp_unfold unfold_is_max (Some "maximum") false x.
# The completeness axiom
The completeness axiom of the real numbers says that when a subset of the real numbers is bounded from above, and when there exists an element in the set, then there exists an such that is the supremum of .
Lemma R_complete (A : ℝ → Prop) :
∀ a ∈ A, (A is bounded from above) ⇒ ∃ M ∈ ℝ, M is the supremum of A.
Proof.
Take a ∈ A.
Assume that (A is bounded from above) (i).
It holds that (∃ M ∈ ℝ, is_upper_bound A M) (ii).
We claim that (there exists x : ℝ, A x).
{ Choose (a). We conclude that (A a). }
We claim that (bound A). {
Obtain M according to (ii).
We need to show that (∃ m : ℝ, ∀ x : ℝ, x ∈ A -> x ≤ m).
Choose m := M.
Take x ∈ A.
We conclude that (x ≤ m).
}
By completeness it holds that ({M | is_lub A M}).
Obtain such an M.
It holds that ((M is an upper bound for A) ∧
(∀ L : ℝ, L is an upper bound for A ⇒ M ≤ L)).
Choose (M).
* Indeed, (M ∈ ℝ).
* We need to show that ((M is an upper bound for A) ∧
∀ L ∈ ℝ, L is an upper bound for A ⇒ M ≤ L).
We show both statements.
+ We conclude that (M is an upper bound for A).
+ We need to show that (∀ L ∈ ℝ, L is an upper bound for A ⇒ M ≤ L).
Take L ∈ ℝ.
We conclude that (L is an upper bound for A ⇒ M ≤ L).
Qed.
Lemma R_complete_unsealed : ∀ (A : ℝ → Prop), ∀ (a : ℝ),
a ∈ A ⇒ (A is bounded from above) ⇒
exists M : R, M ∈ R ∧ M is the supremum of A.
exact R_complete.
Qed.
∀ a ∈ A, (A is bounded from above) ⇒ ∃ M ∈ ℝ, M is the supremum of A.
Proof.
Take a ∈ A.
Assume that (A is bounded from above) (i).
It holds that (∃ M ∈ ℝ, is_upper_bound A M) (ii).
We claim that (there exists x : ℝ, A x).
{ Choose (a). We conclude that (A a). }
We claim that (bound A). {
Obtain M according to (ii).
We need to show that (∃ m : ℝ, ∀ x : ℝ, x ∈ A -> x ≤ m).
Choose m := M.
Take x ∈ A.
We conclude that (x ≤ m).
}
By completeness it holds that ({M | is_lub A M}).
Obtain such an M.
It holds that ((M is an upper bound for A) ∧
(∀ L : ℝ, L is an upper bound for A ⇒ M ≤ L)).
Choose (M).
* Indeed, (M ∈ ℝ).
* We need to show that ((M is an upper bound for A) ∧
∀ L ∈ ℝ, L is an upper bound for A ⇒ M ≤ L).
We show both statements.
+ We conclude that (M is an upper bound for A).
+ We need to show that (∀ L ∈ ℝ, L is an upper bound for A ⇒ M ≤ L).
Take L ∈ ℝ.
We conclude that (L is an upper bound for A ⇒ M ≤ L).
Qed.
Lemma R_complete_unsealed : ∀ (A : ℝ → Prop), ∀ (a : ℝ),
a ∈ A ⇒ (A is bounded from above) ⇒
exists M : R, M ∈ R ∧ M is the supremum of A.
exact R_complete.
Qed.
Axiom completeness : ∀ A : ℝ → Prop,
is_bounded_above A ⇒
((∃ x : ℝ, x ∈ A) ⇒ { M : ℝ | is_sup A M }).
``` # Lower bounds
A number is called a lower bound of a subset , if for all , if then .
We say that a subset is bounded below if there exists an such that is a lower bound of .
# The infimum
A real number is called the **infimum** of a subset if it is the largest lower bound.
Definition is_inf (A : subset ℝ) (m : ℝ) :=
(is_lower_bound A m) ∧ (∀ l ∈ R, is_lower_bound A l ⇒ l ≤ m).
Notation "m 'is' 'the' '_infimum_' 'of' A" := (is_inf A m) (at level 69).
Notation "m 'is' 'the' 'infimum' 'of' A" := (is_inf A m) (at level 69, only parsing).
Local Ltac2 unfold_is_inf (statement : constr) := eval unfold is_inf in $statement.
Ltac2 Notation "Expand" "the" "definition" "of" "infimum" x(opt(seq("in", constr))) :=
wp_unfold unfold_is_inf (Some "infimum") true x.
Ltac2 Notation "_internal_" "Expand" "the" "definition" "of" "infimum" x(opt(seq("in", constr))) :=
wp_unfold unfold_is_inf (Some "infimum") false x.
Notation "A 'is' '_bounded' 'from' 'below_'" := (is_bounded_below A) (at level 69).
Notation "A 'is' 'bounded' 'from' 'below'" := (is_bounded_below A) (at level 69, only parsing).
Local Ltac2 unfold_is_bounded_below (statement : constr) :=
eval unfold is_bounded_below in $statement.
Ltac2 Notation "Expand" "the" "definition" "of" "bounded" "from" "below" x(opt(seq("in", constr))) :=
wp_unfold unfold_is_bounded_below (Some "bounded from below") true x.
Ltac2 Notation "_internal_" "Expand" "the" "definition" "of" "bounded" "from" "below" x(opt(seq("in", constr))) :=
wp_unfold unfold_is_bounded_below (Some "bounded from below") false x.
Notation "M 'is' 'a' '_lower' 'bound_' 'for' A" := (is_lower_bound A M) (at level 69).
Notation "M 'is' 'a' 'lower' 'bound' 'for' A" := (is_lower_bound A M) (at level 69, only parsing).
Local Ltac2 unfold_is_lower_bound (statement : constr) := eval unfold is_lower_bound in $statement.
Ltac2 Notation "Expand" "the" "definition" "of" "lower" "bound" x(opt(seq("in", constr))) :=
wp_unfold unfold_is_lower_bound (Some "lower bound") true x.
Ltac2 Notation "_internal_" "Expand" "the" "definition" "of" "lower" "bound" x(opt(seq("in", constr))) :=
wp_unfold unfold_is_lower_bound (Some "lower bound") false x.
(is_lower_bound A m) ∧ (∀ l ∈ R, is_lower_bound A l ⇒ l ≤ m).
Notation "m 'is' 'the' '_infimum_' 'of' A" := (is_inf A m) (at level 69).
Notation "m 'is' 'the' 'infimum' 'of' A" := (is_inf A m) (at level 69, only parsing).
Local Ltac2 unfold_is_inf (statement : constr) := eval unfold is_inf in $statement.
Ltac2 Notation "Expand" "the" "definition" "of" "infimum" x(opt(seq("in", constr))) :=
wp_unfold unfold_is_inf (Some "infimum") true x.
Ltac2 Notation "_internal_" "Expand" "the" "definition" "of" "infimum" x(opt(seq("in", constr))) :=
wp_unfold unfold_is_inf (Some "infimum") false x.
Notation "A 'is' '_bounded' 'from' 'below_'" := (is_bounded_below A) (at level 69).
Notation "A 'is' 'bounded' 'from' 'below'" := (is_bounded_below A) (at level 69, only parsing).
Local Ltac2 unfold_is_bounded_below (statement : constr) :=
eval unfold is_bounded_below in $statement.
Ltac2 Notation "Expand" "the" "definition" "of" "bounded" "from" "below" x(opt(seq("in", constr))) :=
wp_unfold unfold_is_bounded_below (Some "bounded from below") true x.
Ltac2 Notation "_internal_" "Expand" "the" "definition" "of" "bounded" "from" "below" x(opt(seq("in", constr))) :=
wp_unfold unfold_is_bounded_below (Some "bounded from below") false x.
Notation "M 'is' 'a' '_lower' 'bound_' 'for' A" := (is_lower_bound A M) (at level 69).
Notation "M 'is' 'a' 'lower' 'bound' 'for' A" := (is_lower_bound A M) (at level 69, only parsing).
Local Ltac2 unfold_is_lower_bound (statement : constr) := eval unfold is_lower_bound in $statement.
Ltac2 Notation "Expand" "the" "definition" "of" "lower" "bound" x(opt(seq("in", constr))) :=
wp_unfold unfold_is_lower_bound (Some "lower bound") true x.
Ltac2 Notation "_internal_" "Expand" "the" "definition" "of" "lower" "bound" x(opt(seq("in", constr))) :=
wp_unfold unfold_is_lower_bound (Some "lower bound") false x.
# Reflection of a subset of ℝ in the origin
Before we continue showing properties of the infimum,
we first introduce the reflection of subsets of
in the origin.
Given a subset ,
we consider the set
(which we write as ), defined by
TODO: add this to additional lemmas.. Hint Resolve neg_opp_is_original_elem : additional.
Lemma upp_bd_set_to_low_bd_set_opp :
∀ (A : ℝ → Prop), ∀ M ∈ ℝ,
M is an upper bound for A ⇒
is_lower_bound (set_opp A) (-M).
Proof.
Take A : (ℝ → Prop).
Take M ∈ ℝ.
Assume that (M is an upper bound for A) (i).
We need to show that (∀ b : ℝ, (set_opp A b) ⇒ -M ≤ b).
Take b : ℝ. Assume that (set_opp A b).
Define a := (-b).
It holds that (A a).
By (i) it holds that (a ≤ M).
We conclude that (-M ≤ b).
Qed.
Lemma low_bd_set_to_upp_bd_set_opp :
∀ (A : ℝ → Prop), ∀ m ∈ ℝ,
is_lower_bound A m ⇒
-m is an upper bound for (set_opp A).
Proof.
Take A : (ℝ → Prop).
Take m ∈ ℝ.
Assume that (is_lower_bound A m) (i).
We need to show that (for all b : ℝ, (set_opp A b) ⇒ b ≤ -m).
Take b : ℝ. Assume that (set_opp A b).
Define a := (-b).
By (i) it holds that (m ≤ a).
We conclude that (& b = -a <= -m).
Qed.
Lemma low_bd_set_opp_to_upp_bd_set :
∀ (A : ℝ → Prop), ∀ m ∈ ℝ,
is_lower_bound (set_opp A) m ⇒
-m is an upper bound for A.
Proof.
Take A : (ℝ → Prop).
Take m ∈ ℝ.
Assume that (is_lower_bound (set_opp A) m).
We need to show that (∀ a : ℝ, (A a) ⇒ a ≤ -m).
Take a : ℝ. Assume that (A a).
It holds that (for all b : ℝ, (set_opp A b) ⇒ m ≤ b).
We claim that (A (--a)).
{ It holds that (--a = a) (ii).
It holds that (A a) (iii).
exact (eq_ind_r(_,_,A,(iii),_,(ii))).
}
It holds that ((set_opp A) (-a)).
Define b := (-a).
It holds that (m ≤ b).
It holds that (m ≤ -a).
We conclude that (a ≤ - m).
Qed.
Lemma upp_bd_set_opp_to_low_bd_set :
∀ (A : ℝ → Prop), ∀ M ∈ ℝ,
is_upper_bound (set_opp A) M ⇒
is_lower_bound A (-M).
Proof.
Take A : (ℝ → Prop).
Take M ∈ ℝ.
Assume that (is_upper_bound (set_opp A) M) (i).
We need to show that (∀ a : ℝ, (A a) ⇒ -M ≤ a).
Take a : ℝ. Assume that (A a).
We claim that (A (--a)).
{ It holds that (--a = a) (ii).
It holds that (A a) (iii).
exact (eq_ind_r(_,_,A,(iii),_,(ii))).
}
It holds that ((set_opp A) (-a)).
Define b := (-a).
By (i) it holds that (b ≤ M).
It holds that (-a ≤ M).
We conclude that (- M ≤ a).
Qed.
Lemma bdd_below_to_bdd_above_set_opp :
∀ (A : ℝ → Prop),
is_bounded_below A ⇒ is_bounded_above (set_opp A).
Proof.
Take A : (ℝ → Prop).
Assume that (is_bounded_below A) (i).
We need to show that (∃ M ∈ ℝ, is_upper_bound (set_opp A) M).
By (i) it holds that (∃ m ∈ ℝ, is_lower_bound A m).
Obtain such an m.
Choose M := (-m).
* Indeed, (M ∈ ℝ).
* By low_bd_set_to_upp_bd_set_opp we conclude that (is_upper_bound (set_opp A) (M)).
Qed.
Lemma sup_set_opp_is_inf_set :
∀ (A : ℝ → Prop), ∀ M ∈ ℝ,
is_sup (set_opp A) M ⇒ is_inf A (-M).
Proof.
Take A : (ℝ → Prop).
Take M ∈ ℝ.
Assume that (is_sup (set_opp A) M).
It holds that (is_upper_bound (set_opp A) M
∧ (for all M0 : ℝ, M0 ∈ ℝ -> is_upper_bound (set_opp A) M0 ⇨ M ≤ M0)) (i).
Because (i) both (is_upper_bound (set_opp A) M) and
(for all M0 : ℝ, M0 ∈ ℝ -> is_upper_bound (set_opp A) M0 ⇨ M ≤ M0) hold.
We need to show that
(is_lower_bound A (- M) ∧ (∀ l ∈ ℝ, is_lower_bound A l ⇨ l ≤ -M)).
We show both statements.
- We need to show that (is_lower_bound A (- M)).
We claim that (is_upper_bound (set_opp A) M).
We need to show that (for all a : ℝ, (set_opp A a) ⇒ a ≤ M).
Take a : ℝ. Assume that (set_opp A a).
It holds that (for all x : ℝ, (set_opp A x) ⇒ x ≤ M) (ii).
By (ii) it holds that (is_upper_bound (set_opp A) M).
We conclude that (a <= M).
By upp_bd_set_opp_to_low_bd_set we conclude that (is_lower_bound A (-M)).
- We need to show that (∀ l ∈ ℝ, is_lower_bound A l ⇒ l ≤ -M).
Take l ∈ ℝ.
Assume that (is_lower_bound A l).
It holds that (is_upper_bound (set_opp A) M
∧ (for all M0 : ℝ, M0 ∈ ℝ -> is_upper_bound (set_opp A) M0 ⇨ M ≤ M0)).
It holds that (∀ b : ℝ, b ∈ ℝ -> is_upper_bound (set_opp A) b ⇒ M ≤ b) (ii).
By low_bd_set_to_upp_bd_set_opp it holds that (is_upper_bound (set_opp A) (-l)).
By (ii) it holds that (M ≤ -l).
We conclude that (l ≤ - M).
Qed.
Lemma exists_inf :
∀ (A : ℝ → Prop), ∀ x ∈ A, is_bounded_below A ⇒
∃ m ∈ ℝ, is_inf A m.
Proof.
Take A : (ℝ → Prop).
To show : (for all z : ℝ,
A(z) ⇨ A is _bounded from below_ ⇨ ∃ m ∈ ℝ, m is the _infimum_ of A).
Take z : ℝ. Assume that (A z).
Assume that (is_bounded_below A) (vi).
Define B := (set_opp A).
We claim that (is_bounded_above B) (i).
{ By bdd_below_to_bdd_above_set_opp it suffices to show that (is_bounded_below A).
We conclude that (is_bounded_below A).
}
We claim that (A (--z)).
{ It holds that (--z = z) (ii).
It holds that (A z) (iii).
exact (eq_ind_r(_,_,A,(iii),_,(ii))).
}
It holds that ((set_opp A) (-z)) (iv).
It holds that (B (-z)).
By R_complete it holds that (∃ M ∈ ℝ, is_sup B M).
Obtain such an M.
Choose m := (- M).
* Indeed, (m ∈ ℝ).
* By sup_set_opp_is_inf_set we conclude that (is_inf A m).
Qed.
∀ (A : ℝ → Prop), ∀ M ∈ ℝ,
M is an upper bound for A ⇒
is_lower_bound (set_opp A) (-M).
Proof.
Take A : (ℝ → Prop).
Take M ∈ ℝ.
Assume that (M is an upper bound for A) (i).
We need to show that (∀ b : ℝ, (set_opp A b) ⇒ -M ≤ b).
Take b : ℝ. Assume that (set_opp A b).
Define a := (-b).
It holds that (A a).
By (i) it holds that (a ≤ M).
We conclude that (-M ≤ b).
Qed.
Lemma low_bd_set_to_upp_bd_set_opp :
∀ (A : ℝ → Prop), ∀ m ∈ ℝ,
is_lower_bound A m ⇒
-m is an upper bound for (set_opp A).
Proof.
Take A : (ℝ → Prop).
Take m ∈ ℝ.
Assume that (is_lower_bound A m) (i).
We need to show that (for all b : ℝ, (set_opp A b) ⇒ b ≤ -m).
Take b : ℝ. Assume that (set_opp A b).
Define a := (-b).
By (i) it holds that (m ≤ a).
We conclude that (& b = -a <= -m).
Qed.
Lemma low_bd_set_opp_to_upp_bd_set :
∀ (A : ℝ → Prop), ∀ m ∈ ℝ,
is_lower_bound (set_opp A) m ⇒
-m is an upper bound for A.
Proof.
Take A : (ℝ → Prop).
Take m ∈ ℝ.
Assume that (is_lower_bound (set_opp A) m).
We need to show that (∀ a : ℝ, (A a) ⇒ a ≤ -m).
Take a : ℝ. Assume that (A a).
It holds that (for all b : ℝ, (set_opp A b) ⇒ m ≤ b).
We claim that (A (--a)).
{ It holds that (--a = a) (ii).
It holds that (A a) (iii).
exact (eq_ind_r(_,_,A,(iii),_,(ii))).
}
It holds that ((set_opp A) (-a)).
Define b := (-a).
It holds that (m ≤ b).
It holds that (m ≤ -a).
We conclude that (a ≤ - m).
Qed.
Lemma upp_bd_set_opp_to_low_bd_set :
∀ (A : ℝ → Prop), ∀ M ∈ ℝ,
is_upper_bound (set_opp A) M ⇒
is_lower_bound A (-M).
Proof.
Take A : (ℝ → Prop).
Take M ∈ ℝ.
Assume that (is_upper_bound (set_opp A) M) (i).
We need to show that (∀ a : ℝ, (A a) ⇒ -M ≤ a).
Take a : ℝ. Assume that (A a).
We claim that (A (--a)).
{ It holds that (--a = a) (ii).
It holds that (A a) (iii).
exact (eq_ind_r(_,_,A,(iii),_,(ii))).
}
It holds that ((set_opp A) (-a)).
Define b := (-a).
By (i) it holds that (b ≤ M).
It holds that (-a ≤ M).
We conclude that (- M ≤ a).
Qed.
Lemma bdd_below_to_bdd_above_set_opp :
∀ (A : ℝ → Prop),
is_bounded_below A ⇒ is_bounded_above (set_opp A).
Proof.
Take A : (ℝ → Prop).
Assume that (is_bounded_below A) (i).
We need to show that (∃ M ∈ ℝ, is_upper_bound (set_opp A) M).
By (i) it holds that (∃ m ∈ ℝ, is_lower_bound A m).
Obtain such an m.
Choose M := (-m).
* Indeed, (M ∈ ℝ).
* By low_bd_set_to_upp_bd_set_opp we conclude that (is_upper_bound (set_opp A) (M)).
Qed.
Lemma sup_set_opp_is_inf_set :
∀ (A : ℝ → Prop), ∀ M ∈ ℝ,
is_sup (set_opp A) M ⇒ is_inf A (-M).
Proof.
Take A : (ℝ → Prop).
Take M ∈ ℝ.
Assume that (is_sup (set_opp A) M).
It holds that (is_upper_bound (set_opp A) M
∧ (for all M0 : ℝ, M0 ∈ ℝ -> is_upper_bound (set_opp A) M0 ⇨ M ≤ M0)) (i).
Because (i) both (is_upper_bound (set_opp A) M) and
(for all M0 : ℝ, M0 ∈ ℝ -> is_upper_bound (set_opp A) M0 ⇨ M ≤ M0) hold.
We need to show that
(is_lower_bound A (- M) ∧ (∀ l ∈ ℝ, is_lower_bound A l ⇨ l ≤ -M)).
We show both statements.
- We need to show that (is_lower_bound A (- M)).
We claim that (is_upper_bound (set_opp A) M).
We need to show that (for all a : ℝ, (set_opp A a) ⇒ a ≤ M).
Take a : ℝ. Assume that (set_opp A a).
It holds that (for all x : ℝ, (set_opp A x) ⇒ x ≤ M) (ii).
By (ii) it holds that (is_upper_bound (set_opp A) M).
We conclude that (a <= M).
By upp_bd_set_opp_to_low_bd_set we conclude that (is_lower_bound A (-M)).
- We need to show that (∀ l ∈ ℝ, is_lower_bound A l ⇒ l ≤ -M).
Take l ∈ ℝ.
Assume that (is_lower_bound A l).
It holds that (is_upper_bound (set_opp A) M
∧ (for all M0 : ℝ, M0 ∈ ℝ -> is_upper_bound (set_opp A) M0 ⇨ M ≤ M0)).
It holds that (∀ b : ℝ, b ∈ ℝ -> is_upper_bound (set_opp A) b ⇒ M ≤ b) (ii).
By low_bd_set_to_upp_bd_set_opp it holds that (is_upper_bound (set_opp A) (-l)).
By (ii) it holds that (M ≤ -l).
We conclude that (l ≤ - M).
Qed.
Lemma exists_inf :
∀ (A : ℝ → Prop), ∀ x ∈ A, is_bounded_below A ⇒
∃ m ∈ ℝ, is_inf A m.
Proof.
Take A : (ℝ → Prop).
To show : (for all z : ℝ,
A(z) ⇨ A is _bounded from below_ ⇨ ∃ m ∈ ℝ, m is the _infimum_ of A).
Take z : ℝ. Assume that (A z).
Assume that (is_bounded_below A) (vi).
Define B := (set_opp A).
We claim that (is_bounded_above B) (i).
{ By bdd_below_to_bdd_above_set_opp it suffices to show that (is_bounded_below A).
We conclude that (is_bounded_below A).
}
We claim that (A (--z)).
{ It holds that (--z = z) (ii).
It holds that (A z) (iii).
exact (eq_ind_r(_,_,A,(iii),_,(ii))).
}
It holds that ((set_opp A) (-z)) (iv).
It holds that (B (-z)).
By R_complete it holds that (∃ M ∈ ℝ, is_sup B M).
Obtain such an M.
Choose m := (- M).
* Indeed, (m ∈ ℝ).
* By sup_set_opp_is_inf_set we conclude that (is_inf A m).
Qed.
# A supremum is an upper bound
If $M$ is the supremum of a set $A$, it is also an upper bound.
Lemma sup_is_upp_bd :
∀ A : (ℝ → Prop),
∀ M ∈ ℝ,
is_sup A M ⇒ is_upper_bound A M.
Proof.
Take A : (ℝ → Prop).
Take M ∈ ℝ.
Assume that (is_sup A M).
It holds that (is_upper_bound A M
∧ (∀ b ∈ ℝ, is_upper_bound A b ⇨ M ≤ b)) (i).
Because (i) both (is_upper_bound A M) and
(∀ M0 ∈ ℝ, is_upper_bound A M0 ⇨ M ≤ M0) hold.
It follows that (is_upper_bound A M).
Qed.
∀ A : (ℝ → Prop),
∀ M ∈ ℝ,
is_sup A M ⇒ is_upper_bound A M.
Proof.
Take A : (ℝ → Prop).
Take M ∈ ℝ.
Assume that (is_sup A M).
It holds that (is_upper_bound A M
∧ (∀ b ∈ ℝ, is_upper_bound A b ⇨ M ≤ b)) (i).
Because (i) both (is_upper_bound A M) and
(∀ M0 ∈ ℝ, is_upper_bound A M0 ⇨ M ≤ M0) hold.
It follows that (is_upper_bound A M).
Qed.
# Any upper bound is greater than or equal to the supremum
Lemma any_upp_bd_ge_sup :
∀ A : (ℝ → Prop),
∀ M ∈ ℝ, ∀ L ∈ ℝ,
is_sup A M ⇒ (is_upper_bound A L ⇒ M ≤ L).
Proof.
Take A : (ℝ → Prop).
Take M ∈ ℝ.
Take L ∈ ℝ.
Assume that (is_sup A M) (i).
Assume that (is_upper_bound A L).
Because (i) both (is_upper_bound A M) and
(∀ M0 ∈ ℝ, is_upper_bound A M0 ⇨ M ≤ M0) hold.
∀ A : (ℝ → Prop),
∀ M ∈ ℝ, ∀ L ∈ ℝ,
is_sup A M ⇒ (is_upper_bound A L ⇒ M ≤ L).
Proof.
Take A : (ℝ → Prop).
Take M ∈ ℝ.
Take L ∈ ℝ.
Assume that (is_sup A M) (i).
Assume that (is_upper_bound A L).
Because (i) both (is_upper_bound A M) and
(∀ M0 ∈ ℝ, is_upper_bound A M0 ⇨ M ≤ M0) hold.
We need to show that .
# Infima # An infimum is a lower bound
Lemma inf_is_low_bd :
∀ A : (ℝ → Prop),
∀ m ∈ ℝ,
is_inf A m ⇒ is_lower_bound A m.
Proof.
Take A : (ℝ → Prop).
Take m ∈ R.
Assume that (is_inf A m) (i).
Because (i) both (is_lower_bound A m) (ii) and
(∀ M0 ∈ ℝ, is_lower_bound A M0 ⇨ M0 ≤ m) hold.
By (ii) we conclude that (is_lower_bound A m).
Qed.
∀ A : (ℝ → Prop),
∀ m ∈ ℝ,
is_inf A m ⇒ is_lower_bound A m.
Proof.
Take A : (ℝ → Prop).
Take m ∈ R.
Assume that (is_inf A m) (i).
Because (i) both (is_lower_bound A m) (ii) and
(∀ M0 ∈ ℝ, is_lower_bound A M0 ⇨ M0 ≤ m) hold.
By (ii) we conclude that (is_lower_bound A m).
Qed.
# Any lower bound is less than or equal to the infimum
Lemma any_low_bd_le_inf :
∀ A : (ℝ → Prop),
∀ m ∈ ℝ, ∀ l ∈ ℝ,
is_inf A m ⇒ is_lower_bound A l ⇒ l ≤ m.
Proof.
Take A : (ℝ → Prop).
Take m ∈ ℝ.
Take l ∈ ℝ.
Assume that (is_inf A m) (i).
Assume that (is_lower_bound A l).
Because (i) both (is_lower_bound A m) and
(∀ M0 ∈ ℝ, is_lower_bound A M0 ⇨ M0 ≤ m) hold.
We conclude that (l ≤ m).
Qed.
∀ A : (ℝ → Prop),
∀ m ∈ ℝ, ∀ l ∈ ℝ,
is_inf A m ⇒ is_lower_bound A l ⇒ l ≤ m.
Proof.
Take A : (ℝ → Prop).
Take m ∈ ℝ.
Take l ∈ ℝ.
Assume that (is_inf A m) (i).
Assume that (is_lower_bound A l).
Because (i) both (is_lower_bound A m) and
(∀ M0 ∈ ℝ, is_lower_bound A M0 ⇨ M0 ≤ m) hold.
We conclude that (l ≤ m).
Qed.
# $\varepsilon$-characterizations
Lemma exists_almost_maximizer :
∀ (A : ℝ → Prop), ∀ M ∈ ℝ,
is_sup A M ⇒
∀ (L : ℝ), L < M ⇒
∃ a ∈ A, L < a.
Proof.
Take A : (ℝ → Prop).
Take M ∈ ℝ.
Assume that (is_sup A M).
Take L : ℝ.
Assume that (L < M).
We argue by contradiction.
Assume that (¬ (there exists a : ℝ, (A a) ∧ L < a)) (i).
It holds that (∀ x : ℝ, (A x) ⇒ x <= L) (ii).
By (ii) it holds that (is_upper_bound A L).
∀ (A : ℝ → Prop), ∀ M ∈ ℝ,
is_sup A M ⇒
∀ (L : ℝ), L < M ⇒
∃ a ∈ A, L < a.
Proof.
Take A : (ℝ → Prop).
Take M ∈ ℝ.
Assume that (is_sup A M).
Take L : ℝ.
Assume that (L < M).
We argue by contradiction.
Assume that (¬ (there exists a : ℝ, (A a) ∧ L < a)) (i).
It holds that (∀ x : ℝ, (A x) ⇒ x <= L) (ii).
By (ii) it holds that (is_upper_bound A L).
TODO: why can't this be done automatically?
By any_upp_bd_ge_sup it holds that (M <= L).
It holds that (¬(M ≤ L)).
Contradiction.
Qed.
Lemma exists_almost_minimizer :
∀ (A : ℝ → Prop), ∀ m ∈ ℝ,
is_inf A m ⇒
∀ L > m,
∃ a ∈ A, a < L.
Proof.
Take A : (ℝ → Prop).
Take m ∈ ℝ.
Assume that (is_inf A m).
Take L : ℝ.
Assume that (L > m).
We argue by contradiction.
Assume that (¬ (there exists a : ℝ, (A a) ∧ L > a)).
It holds that (∀ x : ℝ, (A x) ⇒ L ≤ x) (i).
By (i) it holds that (is_lower_bound A L).
It holds that (¬(M ≤ L)).
Contradiction.
Qed.
Lemma exists_almost_minimizer :
∀ (A : ℝ → Prop), ∀ m ∈ ℝ,
is_inf A m ⇒
∀ L > m,
∃ a ∈ A, a < L.
Proof.
Take A : (ℝ → Prop).
Take m ∈ ℝ.
Assume that (is_inf A m).
Take L : ℝ.
Assume that (L > m).
We argue by contradiction.
Assume that (¬ (there exists a : ℝ, (A a) ∧ L > a)).
It holds that (∀ x : ℝ, (A x) ⇒ L ≤ x) (i).
By (i) it holds that (is_lower_bound A L).
TODO: why can't this be done automatically?
By any_low_bd_le_inf it holds that (L <= m).
It holds that (¬(L ≤ m)).
Contradiction.
Qed.
Lemma if_almost_maximizer_then_every_upp_bd_larger :
∀ (A : ℝ → Prop), ∀ M ∈ ℝ,
(∀ (L : ℝ), L < M ⇒ ∃ a ∈ A, L < a)
⇒ ∀ K ∈ ℝ, is_upper_bound A K ⇒ M ≤ K.
Proof.
Take A : (ℝ → Prop) and M ∈ ℝ.
Assume that (∀ L : ℝ, L < M ⇒ there exists a : ℝ, (A a) ∧ L < a) (i).
Take K ∈ ℝ.
Assume that (is_upper_bound A K).
It holds that (∀ a : ℝ, (A a) ⇒ a ≤ K) (ii).
We need to show that (M ≤ K).
We argue by contradiction.
Assume that (¬ M ≤ K).
It holds that (M > K).
By (i) it holds that (∃ a : ℝ, (A a) ∧ K < a).
Obtain such an a. It holds that ((A a) ∧ (K < a)) (iii).
Because (iii) both (A a) and (K < a) hold.
By (ii) it holds that (a ≤ K).
It holds that (K < K).
It holds that (¬ (K < K)).
Contradiction.
Qed.
Lemma if_almost_minimizer_then_every_low_bd_smaller :
∀ (A : ℝ → Prop), ∀ m ∈ ℝ,
(∀ L > m, ∃ a ∈ A, a < L)
⇒ ∀ K ∈ ℝ, is_lower_bound A K ⇒ K ≤ m.
Proof.
Take A : (ℝ → Prop) and m ∈ ℝ.
Assume that (∀ L : ℝ, L > m ⇒ there exists a : ℝ, (A a) ∧ L > a) (i).
Take K ∈ ℝ.
Assume that (is_lower_bound A K).
It holds that (∀ a : ℝ, (A a) ⇒ K ≤ a) (ii).
We need to show that (K ≤ m).
We argue by contradiction.
Assume that (¬ K ≤ m).
It holds that (K > m).
By (i) it holds that (∃ a : ℝ, (A a) ∧ K > a).
Obtain such an a. It holds that ((A a) ∧ (K > a)) (iii).
Because (iii) both (A a) and (K > a) hold.
By (ii) it holds that (K ≤ a).
It holds that (K > K).
It holds that (¬ (K > K)).
Contradiction.
Qed.
Lemma if_almost_maximizer_ε_then_every_upp_bd_larger :
∀ (A : ℝ → Prop), ∀ M ∈ ℝ,
(∀ ε > 0, ∃ a ∈ A, M - ε < a)
⇒ ∀ K ∈ ℝ, is_upper_bound A K ⇒ M ≤ K.
Proof.
Take A : (ℝ → Prop) and M ∈ ℝ.
Assume that (for all ε : ℝ, ε > 0 ⇨ there exists a : ℝ, (A a) ∧ M - ε < a) (i).
Take K ∈ ℝ.
apply if_almost_maximizer_then_every_upp_bd_larger.
* We conclude that (M ∈ ℝ).
* Take L : ℝ; such that (L < M).
It holds that (M - L > 0).
Define ε1 := (M - L).
It holds that (ε1 > 0).
By (i) it holds that (there exists a : ℝ, (A a) ∧ M - ε1 < a).
Obtain such an a. It holds that ((A a) ∧ (M - ε1 < a)) (ii).
Because (ii) both (A a) and (M - ε1 < a) hold.
Choose (a).
+ Indeed, (a ∈ A).
+ We conclude that (& L = M - (M - L) = M - ε1 < a).
* We conclude that (K ∈ ℝ).
Qed.
Lemma if_almost_minimizer_ε_then_every_low_bd_smaller :
∀ (A : ℝ → Prop), ∀ m ∈ ℝ,
(∀ ε > 0, ∃ a ∈ A, m + ε > a)
⇒ ∀ K ∈ ℝ, is_lower_bound A K ⇒ K ≤ m.
Proof.
Take A : (ℝ → Prop) and m ∈ ℝ.
Assume that (for all ε : ℝ, ε > 0 ⇨ there exists a : ℝ, (A a) ∧ m + ε > a) (i).
Take K ∈ ℝ.
apply if_almost_minimizer_then_every_low_bd_smaller.
* We conclude that (m ∈ ℝ).
* Take L : ℝ; such that (L > m).
It holds that (L - m > 0).
Define ε1 := (L - m).
It holds that (ε1 > 0).
By (i) it holds that (there exists a : ℝ, (A a) ∧ m + ε1 > a).
Obtain such an a. It holds that ((A a) ∧ (m + ε1 > a)) (ii).
Choose (a).
- Indeed, (a ∈ A).
- We conclude that (& a < m + ε1 = m + L - m = L).
* We conclude that (K ∈ ℝ).
Qed.
Lemma exists_almost_maximizer_ε :
∀ (A : ℝ → Prop), ∀ M ∈ ℝ,
is_sup A M ⇒
∀ ε > 0, ∃ a ∈ A, M - ε < a.
Proof.
Take A : (ℝ → Prop).
Take M ∈ ℝ.
Assume that (is_sup A M).
Take ε : ℝ; such that (ε > 0).
It holds that (M - ε < M).
It holds that (¬(L ≤ m)).
Contradiction.
Qed.
Lemma if_almost_maximizer_then_every_upp_bd_larger :
∀ (A : ℝ → Prop), ∀ M ∈ ℝ,
(∀ (L : ℝ), L < M ⇒ ∃ a ∈ A, L < a)
⇒ ∀ K ∈ ℝ, is_upper_bound A K ⇒ M ≤ K.
Proof.
Take A : (ℝ → Prop) and M ∈ ℝ.
Assume that (∀ L : ℝ, L < M ⇒ there exists a : ℝ, (A a) ∧ L < a) (i).
Take K ∈ ℝ.
Assume that (is_upper_bound A K).
It holds that (∀ a : ℝ, (A a) ⇒ a ≤ K) (ii).
We need to show that (M ≤ K).
We argue by contradiction.
Assume that (¬ M ≤ K).
It holds that (M > K).
By (i) it holds that (∃ a : ℝ, (A a) ∧ K < a).
Obtain such an a. It holds that ((A a) ∧ (K < a)) (iii).
Because (iii) both (A a) and (K < a) hold.
By (ii) it holds that (a ≤ K).
It holds that (K < K).
It holds that (¬ (K < K)).
Contradiction.
Qed.
Lemma if_almost_minimizer_then_every_low_bd_smaller :
∀ (A : ℝ → Prop), ∀ m ∈ ℝ,
(∀ L > m, ∃ a ∈ A, a < L)
⇒ ∀ K ∈ ℝ, is_lower_bound A K ⇒ K ≤ m.
Proof.
Take A : (ℝ → Prop) and m ∈ ℝ.
Assume that (∀ L : ℝ, L > m ⇒ there exists a : ℝ, (A a) ∧ L > a) (i).
Take K ∈ ℝ.
Assume that (is_lower_bound A K).
It holds that (∀ a : ℝ, (A a) ⇒ K ≤ a) (ii).
We need to show that (K ≤ m).
We argue by contradiction.
Assume that (¬ K ≤ m).
It holds that (K > m).
By (i) it holds that (∃ a : ℝ, (A a) ∧ K > a).
Obtain such an a. It holds that ((A a) ∧ (K > a)) (iii).
Because (iii) both (A a) and (K > a) hold.
By (ii) it holds that (K ≤ a).
It holds that (K > K).
It holds that (¬ (K > K)).
Contradiction.
Qed.
Lemma if_almost_maximizer_ε_then_every_upp_bd_larger :
∀ (A : ℝ → Prop), ∀ M ∈ ℝ,
(∀ ε > 0, ∃ a ∈ A, M - ε < a)
⇒ ∀ K ∈ ℝ, is_upper_bound A K ⇒ M ≤ K.
Proof.
Take A : (ℝ → Prop) and M ∈ ℝ.
Assume that (for all ε : ℝ, ε > 0 ⇨ there exists a : ℝ, (A a) ∧ M - ε < a) (i).
Take K ∈ ℝ.
apply if_almost_maximizer_then_every_upp_bd_larger.
* We conclude that (M ∈ ℝ).
* Take L : ℝ; such that (L < M).
It holds that (M - L > 0).
Define ε1 := (M - L).
It holds that (ε1 > 0).
By (i) it holds that (there exists a : ℝ, (A a) ∧ M - ε1 < a).
Obtain such an a. It holds that ((A a) ∧ (M - ε1 < a)) (ii).
Because (ii) both (A a) and (M - ε1 < a) hold.
Choose (a).
+ Indeed, (a ∈ A).
+ We conclude that (& L = M - (M - L) = M - ε1 < a).
* We conclude that (K ∈ ℝ).
Qed.
Lemma if_almost_minimizer_ε_then_every_low_bd_smaller :
∀ (A : ℝ → Prop), ∀ m ∈ ℝ,
(∀ ε > 0, ∃ a ∈ A, m + ε > a)
⇒ ∀ K ∈ ℝ, is_lower_bound A K ⇒ K ≤ m.
Proof.
Take A : (ℝ → Prop) and m ∈ ℝ.
Assume that (for all ε : ℝ, ε > 0 ⇨ there exists a : ℝ, (A a) ∧ m + ε > a) (i).
Take K ∈ ℝ.
apply if_almost_minimizer_then_every_low_bd_smaller.
* We conclude that (m ∈ ℝ).
* Take L : ℝ; such that (L > m).
It holds that (L - m > 0).
Define ε1 := (L - m).
It holds that (ε1 > 0).
By (i) it holds that (there exists a : ℝ, (A a) ∧ m + ε1 > a).
Obtain such an a. It holds that ((A a) ∧ (m + ε1 > a)) (ii).
Choose (a).
- Indeed, (a ∈ A).
- We conclude that (& a < m + ε1 = m + L - m = L).
* We conclude that (K ∈ ℝ).
Qed.
Lemma exists_almost_maximizer_ε :
∀ (A : ℝ → Prop), ∀ M ∈ ℝ,
is_sup A M ⇒
∀ ε > 0, ∃ a ∈ A, M - ε < a.
Proof.
Take A : (ℝ → Prop).
Take M ∈ ℝ.
Assume that (is_sup A M).
Take ε : ℝ; such that (ε > 0).
It holds that (M - ε < M).
TODO: fix this
apply exists_almost_maximizer with (L := M- ε) (M := M).
- We conclude that (M ∈ ℝ).
- We conclude that (is_sup A M).
- We conclude that (M - ε < M).
Qed.
Lemma exists_almost_minimizer_ε :
∀ (A : ℝ → Prop), ∀ m ∈ ℝ,
is_inf A m ⇒
∀ ε > 0, ∃ a ∈ A, a < m + ε.
Proof.
Take A : (ℝ → Prop).
Take m ∈ ℝ.
Assume that (is_inf A m).
Take ε : ℝ; such that (ε > 0).
It holds that (m + ε > m).
- We conclude that (M ∈ ℝ).
- We conclude that (is_sup A M).
- We conclude that (M - ε < M).
Qed.
Lemma exists_almost_minimizer_ε :
∀ (A : ℝ → Prop), ∀ m ∈ ℝ,
is_inf A m ⇒
∀ ε > 0, ∃ a ∈ A, a < m + ε.
Proof.
Take A : (ℝ → Prop).
Take m ∈ ℝ.
Assume that (is_inf A m).
Take ε : ℝ; such that (ε > 0).
It holds that (m + ε > m).
TODO: fix this
apply exists_almost_minimizer with (L := m + ε) (m := m).
- We conclude that (m ∈ ℝ).
- We conclude that (is_inf A m).
- We conclude that (m + ε > m).
Qed.
Definition is_sup_alt_char (A : ℝ → Prop) (M : ℝ) :=
is_upper_bound A M ∧ (∀ ε > 0, ∃ a ∈ A, M - ε < a).
Definition is_inf_alt_char (A : ℝ → Prop) (m : ℝ) :=
is_lower_bound A m ∧ (∀ ε > 0, ∃ a ∈ A, a < m + ε).
Theorem alt_char_sup (A : ℝ → Prop) (M : ℝ) :
is_sup A M ⇔ is_sup_alt_char A M.
Proof.
We show both directions.
- We need to show that (is_sup A M ⇨ is_sup_alt_char A M).
Assume that (is_sup A M).
We need to show that (
is_upper_bound A M
∧ (for all ε : ℝ,
ε > 0 ⇨ there exists a : ℝ, (A a) ∧
M - ε < a) ).
We show both statements.
+ We need to show that (is_upper_bound A M).
It holds that (
is_upper_bound A M
∧ (∀ M0 ∈ ℝ,
is_upper_bound A M0 ⇨ M ≤ M0) ) (i).
Because (i) both (is_upper_bound A M) and
(∀ M0 ∈ ℝ, is_upper_bound A M0 ⇨ M ≤ M0) hold.
It follows that (is_upper_bound A M).
+ We need to show that (for all ε : ℝ, ε > 0 ⇨ there exists a : ℝ, (A a) ∧ M - ε < a ).
apply exists_almost_maximizer_ε.
* We conclude that (M ∈ ℝ).
* We conclude that (M is the supremum of A).
- We need to show that (is_sup_alt_char A M ⇨ is_sup A M).
Assume that (is_sup_alt_char A M).
It holds that (
is_upper_bound A M
∧ (for all ε : ℝ,
ε > 0 ⇨ there exists a : ℝ, (A a) ∧
M - ε < a) ) (i).
Because (i) both (is_upper_bound A M) (ii) and
(for all ε : ℝ, ε > 0 ⇨ there exists a : ℝ, (A a) ∧ M - ε < a) (iii) hold.
We need to show that (
is_upper_bound A M
∧ (∀ M0 ∈ ℝ,
is_upper_bound A M0 ⇨ M ≤ M0) ).
We show both statements.
+ We need to show that (is_upper_bound A M).
By (ii) we conclude that (is_upper_bound A M).
+ We need to show that (∀ M0 ∈ ℝ, is_upper_bound A M0 ⇨ M ≤ M0).
Take M0 ∈ ℝ.
apply if_almost_maximizer_ε_then_every_upp_bd_larger.
* We conclude that (M ∈ ℝ).
* By (iii) we conclude that (∀ ε > 0, ∃ a ∈ A, M - ε < a).
* We conclude that (M0 ∈ ℝ).
Qed.
Theorem alt_char_inf (A : ℝ -> Prop) (m : ℝ) :
is_inf A m ⇔ is_inf_alt_char A m.
Proof.
We show both directions.
- We need to show that (is_inf A m ⇨ is_inf_alt_char A m).
Assume that (is_inf A m).
We need to show that (
is_lower_bound A m
∧ (for all ε : ℝ,
ε > 0 ⇨ there exists a : ℝ, (A a) ∧
m + ε > a) ).
We show both statements.
+ We need to show that (is_lower_bound A m).
It holds that (
is_lower_bound A m ∧ (∀ l ∈ ℝ,
is_lower_bound A l ⇨ l ≤ m)
) (i).
Because (i) both (is_lower_bound A m) and
(∀ l ∈ ℝ, is_lower_bound A l ⇨ l ≤ m) hold.
It follows that (is_lower_bound A m).
+ We need to show that (for all ε : ℝ, ε > 0 ⇨ there exists a : ℝ, (A a) ∧ m + ε > a).
By exists_almost_minimizer_ε we conclude that
(for all ε : ℝ,
ε > 0 ⇨ there exists a : ℝ, (A a) ∧
m + ε > a).
- We need to show that (is_inf_alt_char A m ⇨ is_inf A m).
Assume that (is_inf_alt_char A m).
It holds that (
is_lower_bound A m
∧ (for all ε : ℝ,
ε > 0 ⇨ there exists a : ℝ, (A a) ∧
m + ε > a) ) (i).
Because (i) both (is_lower_bound A m) (ii) and
(for all ε : ℝ, ε > 0 ⇨ there exists a : ℝ, (A a) ∧ m + ε > a) hold.
We need to show that (
is_lower_bound A m ∧ (∀ l ∈ ℝ,
is_lower_bound A l ⇨ l ≤ m)
).
We show both statements.
+ We need to show that (is_lower_bound A m).
By (ii) we conclude that (is_lower_bound A m).
+ We need to show that (∀ l ∈ ℝ, is_lower_bound A l ⇨ l ≤ m).
By if_almost_minimizer_ε_then_every_low_bd_smaller
we conclude that (∀ l ∈ ℝ,
is_lower_bound A l ⇨ l ≤ m).
Qed.
Lemma max_or_strict :
∀ (A : ℝ → Prop), ∀ M ∈ ℝ,
is_sup A M ⇒
(M ∈ A) ∨ (∀ a ∈ A, a < M).
Proof.
Take A : (ℝ → Prop).
Take M ∈ ℝ.
Assume that (is_sup A M).
We argue by contradiction.
Assume that (¬ (A M ∨ (for all a : ℝ, (A a) ⇒ a < M))).
It holds that ((¬ (A M)) ∧
¬(∀ a : ℝ, (A a) ⇒ a < M)) (i).
Because (i) both(¬ (A M)) and (¬(∀ a : ℝ, (A a) ⇒ a < M)) hold.
We claim that (for all a : ℝ, (A a) ⇒ a < M).
{
Take a : ℝ. Assume that (A a).
By sup_is_upp_bd it holds that (is_upper_bound A M).
It holds that (a ≤ M).
We claim that (M ≠ a).
{
Assume that (M = a) (ii).
We claim that (A M).
{ It holds that (A a) (iii).
exact (eq_ind_r(_,_,A,(iii),_,(ii))).
}
Contradiction.
}
We conclude that (a < M).
}
Contradiction.
Qed.
- We conclude that (m ∈ ℝ).
- We conclude that (is_inf A m).
- We conclude that (m + ε > m).
Qed.
Definition is_sup_alt_char (A : ℝ → Prop) (M : ℝ) :=
is_upper_bound A M ∧ (∀ ε > 0, ∃ a ∈ A, M - ε < a).
Definition is_inf_alt_char (A : ℝ → Prop) (m : ℝ) :=
is_lower_bound A m ∧ (∀ ε > 0, ∃ a ∈ A, a < m + ε).
Theorem alt_char_sup (A : ℝ → Prop) (M : ℝ) :
is_sup A M ⇔ is_sup_alt_char A M.
Proof.
We show both directions.
- We need to show that (is_sup A M ⇨ is_sup_alt_char A M).
Assume that (is_sup A M).
We need to show that (
is_upper_bound A M
∧ (for all ε : ℝ,
ε > 0 ⇨ there exists a : ℝ, (A a) ∧
M - ε < a) ).
We show both statements.
+ We need to show that (is_upper_bound A M).
It holds that (
is_upper_bound A M
∧ (∀ M0 ∈ ℝ,
is_upper_bound A M0 ⇨ M ≤ M0) ) (i).
Because (i) both (is_upper_bound A M) and
(∀ M0 ∈ ℝ, is_upper_bound A M0 ⇨ M ≤ M0) hold.
It follows that (is_upper_bound A M).
+ We need to show that (for all ε : ℝ, ε > 0 ⇨ there exists a : ℝ, (A a) ∧ M - ε < a ).
apply exists_almost_maximizer_ε.
* We conclude that (M ∈ ℝ).
* We conclude that (M is the supremum of A).
- We need to show that (is_sup_alt_char A M ⇨ is_sup A M).
Assume that (is_sup_alt_char A M).
It holds that (
is_upper_bound A M
∧ (for all ε : ℝ,
ε > 0 ⇨ there exists a : ℝ, (A a) ∧
M - ε < a) ) (i).
Because (i) both (is_upper_bound A M) (ii) and
(for all ε : ℝ, ε > 0 ⇨ there exists a : ℝ, (A a) ∧ M - ε < a) (iii) hold.
We need to show that (
is_upper_bound A M
∧ (∀ M0 ∈ ℝ,
is_upper_bound A M0 ⇨ M ≤ M0) ).
We show both statements.
+ We need to show that (is_upper_bound A M).
By (ii) we conclude that (is_upper_bound A M).
+ We need to show that (∀ M0 ∈ ℝ, is_upper_bound A M0 ⇨ M ≤ M0).
Take M0 ∈ ℝ.
apply if_almost_maximizer_ε_then_every_upp_bd_larger.
* We conclude that (M ∈ ℝ).
* By (iii) we conclude that (∀ ε > 0, ∃ a ∈ A, M - ε < a).
* We conclude that (M0 ∈ ℝ).
Qed.
Theorem alt_char_inf (A : ℝ -> Prop) (m : ℝ) :
is_inf A m ⇔ is_inf_alt_char A m.
Proof.
We show both directions.
- We need to show that (is_inf A m ⇨ is_inf_alt_char A m).
Assume that (is_inf A m).
We need to show that (
is_lower_bound A m
∧ (for all ε : ℝ,
ε > 0 ⇨ there exists a : ℝ, (A a) ∧
m + ε > a) ).
We show both statements.
+ We need to show that (is_lower_bound A m).
It holds that (
is_lower_bound A m ∧ (∀ l ∈ ℝ,
is_lower_bound A l ⇨ l ≤ m)
) (i).
Because (i) both (is_lower_bound A m) and
(∀ l ∈ ℝ, is_lower_bound A l ⇨ l ≤ m) hold.
It follows that (is_lower_bound A m).
+ We need to show that (for all ε : ℝ, ε > 0 ⇨ there exists a : ℝ, (A a) ∧ m + ε > a).
By exists_almost_minimizer_ε we conclude that
(for all ε : ℝ,
ε > 0 ⇨ there exists a : ℝ, (A a) ∧
m + ε > a).
- We need to show that (is_inf_alt_char A m ⇨ is_inf A m).
Assume that (is_inf_alt_char A m).
It holds that (
is_lower_bound A m
∧ (for all ε : ℝ,
ε > 0 ⇨ there exists a : ℝ, (A a) ∧
m + ε > a) ) (i).
Because (i) both (is_lower_bound A m) (ii) and
(for all ε : ℝ, ε > 0 ⇨ there exists a : ℝ, (A a) ∧ m + ε > a) hold.
We need to show that (
is_lower_bound A m ∧ (∀ l ∈ ℝ,
is_lower_bound A l ⇨ l ≤ m)
).
We show both statements.
+ We need to show that (is_lower_bound A m).
By (ii) we conclude that (is_lower_bound A m).
+ We need to show that (∀ l ∈ ℝ, is_lower_bound A l ⇨ l ≤ m).
By if_almost_minimizer_ε_then_every_low_bd_smaller
we conclude that (∀ l ∈ ℝ,
is_lower_bound A l ⇨ l ≤ m).
Qed.
Lemma max_or_strict :
∀ (A : ℝ → Prop), ∀ M ∈ ℝ,
is_sup A M ⇒
(M ∈ A) ∨ (∀ a ∈ A, a < M).
Proof.
Take A : (ℝ → Prop).
Take M ∈ ℝ.
Assume that (is_sup A M).
We argue by contradiction.
Assume that (¬ (A M ∨ (for all a : ℝ, (A a) ⇒ a < M))).
It holds that ((¬ (A M)) ∧
¬(∀ a : ℝ, (A a) ⇒ a < M)) (i).
Because (i) both(¬ (A M)) and (¬(∀ a : ℝ, (A a) ⇒ a < M)) hold.
We claim that (for all a : ℝ, (A a) ⇒ a < M).
{
Take a : ℝ. Assume that (A a).
By sup_is_upp_bd it holds that (is_upper_bound A M).
It holds that (a ≤ M).
We claim that (M ≠ a).
{
Assume that (M = a) (ii).
We claim that (A M).
{ It holds that (A a) (iii).
exact (eq_ind_r(_,_,A,(iii),_,(ii))).
}
Contradiction.
}
We conclude that (a < M).
}
Contradiction.
Qed.
Lemma bounded_by_upper_bound_propform
(A : ℝ → Prop) (M : ℝ) (b : ℝ) :
is_upper_bound A M ⇒ b ∈ A ⇒ b ≤ M.
Proof.
Assume that (is_upper_bound A M) (i).
Assume that (A b) (ii).
We conclude that (b ≤ M).
Qed.
Lemma bounded_by_lower_bound_propform
(A : ℝ → Prop) (m : ℝ) (b : ℝ) :
is_lower_bound A m ⇒ b ∈ A ⇒ m ≤ b.
Proof.
Assume that (is_lower_bound A m) (i).
Assume that (A b) (ii).
We conclude that (m ≤ b).
Qed.
Lemma seq_ex_almost_maximizer_ε :
∀ (a : ℕ → ℝ), ∀ (pr : has_ub a),
∀ ε > 0, ∃ k : ℕ, a k > lub a pr - ε.
Proof.
Take a : (ℕ → ℝ).
Assume that (has_ub a) (i).
We need to show that (∀ ε > 0,
there exists k : ℕ, a k > (let (a0, _) := ub_to_lub a (i) in a0) - ε).
Define lub_a_prf := (ub_to_lub a (i)).
We need to show that (∀ ε > 0, ∃ k, a(k) > (let (a0, _) := lub_a_prf in a0) - ε).
clear _defeq. Obtain such an l.
Take ε > 0.
We claim that (is_sup (EUn a) l).
{
apply is_sup_is_lub_iff; assumption.
}
By exists_almost_maximizer_ε it holds that (∃ y : ℝ, (EUn a) y ∧ y > l - ε).
Obtain such a y. It holds that ((EUn a) y ∧ y > l - ε) (iv).
Because (iv) both (EUn a y) and (y > l - ε) hold.
It holds that (there exists n : ℕ , y = a n).
Obtain such an n.
Choose k := n.
simpl.
We need to show that (l - ε < a n).
We conclude that (& l - ε < y = a n).
Qed.
Lemma seq_ex_almost_maximizer_m :
∀ (a : ℕ → ℝ), ∀ (pr : has_ub a), ∀ (m : ℕ),
∃ k : ℕ, a k > lub a pr - 1 / (INR(m) + 1).
Proof.
Take a : (ℕ → ℝ).
Assume that (has_ub a).
Take m : ℕ.
apply seq_ex_almost_maximizer_ε.
(A : ℝ → Prop) (M : ℝ) (b : ℝ) :
is_upper_bound A M ⇒ b ∈ A ⇒ b ≤ M.
Proof.
Assume that (is_upper_bound A M) (i).
Assume that (A b) (ii).
We conclude that (b ≤ M).
Qed.
Lemma bounded_by_lower_bound_propform
(A : ℝ → Prop) (m : ℝ) (b : ℝ) :
is_lower_bound A m ⇒ b ∈ A ⇒ m ≤ b.
Proof.
Assume that (is_lower_bound A m) (i).
Assume that (A b) (ii).
We conclude that (m ≤ b).
Qed.
Lemma seq_ex_almost_maximizer_ε :
∀ (a : ℕ → ℝ), ∀ (pr : has_ub a),
∀ ε > 0, ∃ k : ℕ, a k > lub a pr - ε.
Proof.
Take a : (ℕ → ℝ).
Assume that (has_ub a) (i).
We need to show that (∀ ε > 0,
there exists k : ℕ, a k > (let (a0, _) := ub_to_lub a (i) in a0) - ε).
Define lub_a_prf := (ub_to_lub a (i)).
We need to show that (∀ ε > 0, ∃ k, a(k) > (let (a0, _) := lub_a_prf in a0) - ε).
clear _defeq. Obtain such an l.
Take ε > 0.
We claim that (is_sup (EUn a) l).
{
apply is_sup_is_lub_iff; assumption.
}
By exists_almost_maximizer_ε it holds that (∃ y : ℝ, (EUn a) y ∧ y > l - ε).
Obtain such a y. It holds that ((EUn a) y ∧ y > l - ε) (iv).
Because (iv) both (EUn a y) and (y > l - ε) hold.
It holds that (there exists n : ℕ , y = a n).
Obtain such an n.
Choose k := n.
simpl.
We need to show that (l - ε < a n).
We conclude that (& l - ε < y = a n).
Qed.
Lemma seq_ex_almost_maximizer_m :
∀ (a : ℕ → ℝ), ∀ (pr : has_ub a), ∀ (m : ℕ),
∃ k : ℕ, a k > lub a pr - 1 / (INR(m) + 1).
Proof.
Take a : (ℕ → ℝ).
Assume that (has_ub a).
Take m : ℕ.
apply seq_ex_almost_maximizer_ε.
We need to show that .
It holds that (0 < m + 1)%R.
We conclude that (1 / (m+1) > 0).
Qed.
Lemma exists_almost_lim_sup_aux
(a : ℕ → ℝ) (pr : has_ub a) :
∀ m ∈ ℕ, ∀ N ∈ ℕ,
(∃ k ≥ N, (a k > sequence_ub a pr N - 1 / (INR(m) + 1))%R)%nat.
Proof.
We need to show that
(∀ m ∈ ℕ, ∀ Nn ∈ ℕ, (∃ k ≥ Nn, (a(k) > sequence_ub(a, pr, Nn) - 1 / (m + 1))%R)%nat).
Take m, Nn ∈ ℕ.
By seq_ex_almost_maximizer_m it holds that
(∃ k : ℕ, a (Nn + k)%nat > sequence_ub a (pr) Nn - 1 / (INR m + 1)).
Obtain such a k. Choose k0 := (Nn+k)%nat.
- Indeed, ((k0 ≥ Nn)%nat).
- We need to show that ( a k0 > sequence_ub a (pr) Nn - 1 / (m + 1) ).
We conclude that ( a k0 > sequence_ub a (pr) Nn - 1 / (m + 1) ).
Qed.
#[export] Hint Resolve bounded_by_upper_bound_propform : wp_reals.
#[export] Hint Resolve bounded_by_lower_bound_propform : wp_reals.
#[export] Hint Resolve alt_char_inf : wp_reals.
#[export] Hint Resolve alt_char_sup : wp_reals.
#[export] Hint Resolve <- alt_char_inf : wp_reals.
#[export] Hint Resolve <- alt_char_sup : wp_reals.
We conclude that (1 / (m+1) > 0).
Qed.
Lemma exists_almost_lim_sup_aux
(a : ℕ → ℝ) (pr : has_ub a) :
∀ m ∈ ℕ, ∀ N ∈ ℕ,
(∃ k ≥ N, (a k > sequence_ub a pr N - 1 / (INR(m) + 1))%R)%nat.
Proof.
We need to show that
(∀ m ∈ ℕ, ∀ Nn ∈ ℕ, (∃ k ≥ Nn, (a(k) > sequence_ub(a, pr, Nn) - 1 / (m + 1))%R)%nat).
Take m, Nn ∈ ℕ.
By seq_ex_almost_maximizer_m it holds that
(∃ k : ℕ, a (Nn + k)%nat > sequence_ub a (pr) Nn - 1 / (INR m + 1)).
Obtain such a k. Choose k0 := (Nn+k)%nat.
- Indeed, ((k0 ≥ Nn)%nat).
- We need to show that ( a k0 > sequence_ub a (pr) Nn - 1 / (m + 1) ).
We conclude that ( a k0 > sequence_ub a (pr) Nn - 1 / (m + 1) ).
Qed.
#[export] Hint Resolve bounded_by_upper_bound_propform : wp_reals.
#[export] Hint Resolve bounded_by_lower_bound_propform : wp_reals.
#[export] Hint Resolve alt_char_inf : wp_reals.
#[export] Hint Resolve alt_char_sup : wp_reals.
#[export] Hint Resolve <- alt_char_inf : wp_reals.
#[export] Hint Resolve <- alt_char_sup : wp_reals.
# **Hints**
#[export] Hint Unfold is_lub : wp_reals.
#[export] Hint Unfold is_inf : wp_reals.
#[export] Hint Unfold is_upper_bound : wp_reals.
#[export] Hint Unfold is_lower_bound : wp_reals.
Close Scope R_scope.
#[export] Hint Unfold is_inf : wp_reals.
#[export] Hint Unfold is_upper_bound : wp_reals.
#[export] Hint Unfold is_lower_bound : wp_reals.
Close Scope R_scope.