diff --git a/src/HOL/Analysis/Bounded_Linear_Function.thy b/src/HOL/Analysis/Bounded_Linear_Function.thy
--- a/src/HOL/Analysis/Bounded_Linear_Function.thy
+++ b/src/HOL/Analysis/Bounded_Linear_Function.thy
@@ -1,819 +1,843 @@
 (*  Title:      HOL/Analysis/Bounded_Linear_Function.thy
     Author:     Fabian Immler, TU München
 *)
 
 section \<open>Bounded Linear Function\<close>
 
 theory Bounded_Linear_Function
 imports
   Topology_Euclidean_Space
   Operator_Norm
   Uniform_Limit
   Function_Topology
 
 begin
 
 lemma onorm_componentwise:
   assumes "bounded_linear f"
   shows "onorm f \<le> (\<Sum>i\<in>Basis. norm (f i))"
 proof -
   {
     fix i::'a
     assume "i \<in> Basis"
     hence "onorm (\<lambda>x. (x \<bullet> i) *\<^sub>R f i) \<le> onorm (\<lambda>x. (x \<bullet> i)) * norm (f i)"
       by (auto intro!: onorm_scaleR_left_lemma bounded_linear_inner_left)
     also have "\<dots> \<le>  norm i * norm (f i)"
       by (rule mult_right_mono)
         (auto simp: ac_simps Cauchy_Schwarz_ineq2 intro!: onorm_le)
     finally have "onorm (\<lambda>x. (x \<bullet> i) *\<^sub>R f i) \<le> norm (f i)" using \<open>i \<in> Basis\<close>
       by simp
   } hence "onorm (\<lambda>x. \<Sum>i\<in>Basis. (x \<bullet> i) *\<^sub>R f i) \<le> (\<Sum>i\<in>Basis. norm (f i))"
     by (auto intro!: order_trans[OF onorm_sum_le] bounded_linear_scaleR_const
       sum_mono bounded_linear_inner_left)
   also have "(\<lambda>x. \<Sum>i\<in>Basis. (x \<bullet> i) *\<^sub>R f i) = (\<lambda>x. f (\<Sum>i\<in>Basis. (x \<bullet> i) *\<^sub>R i))"
     by (simp add: linear_sum bounded_linear.linear assms linear_simps)
   also have "\<dots> = f"
     by (simp add: euclidean_representation)
   finally show ?thesis .
 qed
 
 lemmas onorm_componentwise_le = order_trans[OF onorm_componentwise]
 
 subsection\<^marker>\<open>tag unimportant\<close> \<open>Intro rules for \<^term>\<open>bounded_linear\<close>\<close>
 
 named_theorems bounded_linear_intros
 
 lemma onorm_inner_left:
   assumes "bounded_linear r"
   shows "onorm (\<lambda>x. r x \<bullet> f) \<le> onorm r * norm f"
 proof (rule onorm_bound)
   fix x
   have "norm (r x \<bullet> f) \<le> norm (r x) * norm f"
     by (simp add: Cauchy_Schwarz_ineq2)
   also have "\<dots> \<le> onorm r * norm x * norm f"
     by (intro mult_right_mono onorm assms norm_ge_zero)
   finally show "norm (r x \<bullet> f) \<le> onorm r * norm f * norm x"
     by (simp add: ac_simps)
 qed (intro mult_nonneg_nonneg norm_ge_zero onorm_pos_le assms)
 
 lemma onorm_inner_right:
   assumes "bounded_linear r"
   shows "onorm (\<lambda>x. f \<bullet> r x) \<le> norm f * onorm r"
   apply (subst inner_commute)
   apply (rule onorm_inner_left[OF assms, THEN order_trans])
   apply simp
   done
 
 lemmas [bounded_linear_intros] =
   bounded_linear_zero
   bounded_linear_add
   bounded_linear_const_mult
   bounded_linear_mult_const
   bounded_linear_scaleR_const
   bounded_linear_const_scaleR
   bounded_linear_ident
   bounded_linear_sum
   bounded_linear_Pair
   bounded_linear_sub
   bounded_linear_fst_comp
   bounded_linear_snd_comp
   bounded_linear_inner_left_comp
   bounded_linear_inner_right_comp
 
 
 subsection\<^marker>\<open>tag unimportant\<close> \<open>declaration of derivative/continuous/tendsto introduction rules for bounded linear functions\<close>
 
 attribute_setup bounded_linear =
   \<open>Scan.succeed (Thm.declaration_attribute (fn thm =>
     fold (fn (r, s) => Named_Theorems.add_thm s (thm RS r))
       [
         (@{thm bounded_linear.has_derivative}, \<^named_theorems>\<open>derivative_intros\<close>),
         (@{thm bounded_linear.tendsto}, \<^named_theorems>\<open>tendsto_intros\<close>),
         (@{thm bounded_linear.continuous}, \<^named_theorems>\<open>continuous_intros\<close>),
         (@{thm bounded_linear.continuous_on}, \<^named_theorems>\<open>continuous_intros\<close>),
         (@{thm bounded_linear.uniformly_continuous_on}, \<^named_theorems>\<open>continuous_intros\<close>),
         (@{thm bounded_linear_compose}, \<^named_theorems>\<open>bounded_linear_intros\<close>)
       ]))\<close>
 
 attribute_setup bounded_bilinear =
   \<open>Scan.succeed (Thm.declaration_attribute (fn thm =>
     fold (fn (r, s) => Named_Theorems.add_thm s (thm RS r))
       [
         (@{thm bounded_bilinear.FDERIV}, \<^named_theorems>\<open>derivative_intros\<close>),
         (@{thm bounded_bilinear.tendsto}, \<^named_theorems>\<open>tendsto_intros\<close>),
         (@{thm bounded_bilinear.continuous}, \<^named_theorems>\<open>continuous_intros\<close>),
         (@{thm bounded_bilinear.continuous_on}, \<^named_theorems>\<open>continuous_intros\<close>),
         (@{thm bounded_linear_compose[OF bounded_bilinear.bounded_linear_left]},
           \<^named_theorems>\<open>bounded_linear_intros\<close>),
         (@{thm bounded_linear_compose[OF bounded_bilinear.bounded_linear_right]},
           \<^named_theorems>\<open>bounded_linear_intros\<close>),
         (@{thm bounded_linear.uniformly_continuous_on[OF bounded_bilinear.bounded_linear_left]},
           \<^named_theorems>\<open>continuous_intros\<close>),
         (@{thm bounded_linear.uniformly_continuous_on[OF bounded_bilinear.bounded_linear_right]},
           \<^named_theorems>\<open>continuous_intros\<close>)
       ]))\<close>
 
 
 subsection \<open>Type of bounded linear functions\<close>
 
 typedef\<^marker>\<open>tag important\<close> (overloaded) ('a, 'b) blinfun ("(_ \<Rightarrow>\<^sub>L /_)" [22, 21] 21) =
   "{f::'a::real_normed_vector\<Rightarrow>'b::real_normed_vector. bounded_linear f}"
   morphisms blinfun_apply Blinfun
   by (blast intro: bounded_linear_intros)
 
 declare [[coercion
     "blinfun_apply :: ('a::real_normed_vector \<Rightarrow>\<^sub>L'b::real_normed_vector) \<Rightarrow> 'a \<Rightarrow> 'b"]]
 
 lemma bounded_linear_blinfun_apply[bounded_linear_intros]:
   "bounded_linear g \<Longrightarrow> bounded_linear (\<lambda>x. blinfun_apply f (g x))"
   by (metis blinfun_apply mem_Collect_eq bounded_linear_compose)
 
 setup_lifting type_definition_blinfun
 
 lemma blinfun_eqI: "(\<And>i. blinfun_apply x i = blinfun_apply y i) \<Longrightarrow> x = y"
   by transfer auto
 
 lemma bounded_linear_Blinfun_apply: "bounded_linear f \<Longrightarrow> blinfun_apply (Blinfun f) = f"
   by (auto simp: Blinfun_inverse)
 
 
 subsection \<open>Type class instantiations\<close>
 
 instantiation blinfun :: (real_normed_vector, real_normed_vector) real_normed_vector
 begin
 
 lift_definition\<^marker>\<open>tag important\<close> norm_blinfun :: "'a \<Rightarrow>\<^sub>L 'b \<Rightarrow> real" is onorm .
 
 lift_definition minus_blinfun :: "'a \<Rightarrow>\<^sub>L 'b \<Rightarrow> 'a \<Rightarrow>\<^sub>L 'b \<Rightarrow> 'a \<Rightarrow>\<^sub>L 'b"
   is "\<lambda>f g x. f x - g x"
   by (rule bounded_linear_sub)
 
 definition dist_blinfun :: "'a \<Rightarrow>\<^sub>L 'b \<Rightarrow> 'a \<Rightarrow>\<^sub>L 'b \<Rightarrow> real"
   where "dist_blinfun a b = norm (a - b)"
 
 definition [code del]:
   "(uniformity :: (('a \<Rightarrow>\<^sub>L 'b) \<times> ('a \<Rightarrow>\<^sub>L 'b)) filter) = (INF e\<in>{0 <..}. principal {(x, y). dist x y < e})"
 
 definition open_blinfun :: "('a \<Rightarrow>\<^sub>L 'b) set \<Rightarrow> bool"
   where [code del]: "open_blinfun S = (\<forall>x\<in>S. \<forall>\<^sub>F (x', y) in uniformity. x' = x \<longrightarrow> y \<in> S)"
 
 lift_definition uminus_blinfun :: "'a \<Rightarrow>\<^sub>L 'b \<Rightarrow> 'a \<Rightarrow>\<^sub>L 'b" is "\<lambda>f x. - f x"
   by (rule bounded_linear_minus)
 
 lift_definition\<^marker>\<open>tag important\<close> zero_blinfun :: "'a \<Rightarrow>\<^sub>L 'b" is "\<lambda>x. 0"
   by (rule bounded_linear_zero)
 
 lift_definition\<^marker>\<open>tag important\<close> plus_blinfun :: "'a \<Rightarrow>\<^sub>L 'b \<Rightarrow> 'a \<Rightarrow>\<^sub>L 'b \<Rightarrow> 'a \<Rightarrow>\<^sub>L 'b"
   is "\<lambda>f g x. f x + g x"
   by (metis bounded_linear_add)
 
 lift_definition\<^marker>\<open>tag important\<close> scaleR_blinfun::"real \<Rightarrow> 'a \<Rightarrow>\<^sub>L 'b \<Rightarrow> 'a \<Rightarrow>\<^sub>L 'b" is "\<lambda>r f x. r *\<^sub>R f x"
   by (metis bounded_linear_compose bounded_linear_scaleR_right)
 
 definition sgn_blinfun :: "'a \<Rightarrow>\<^sub>L 'b \<Rightarrow> 'a \<Rightarrow>\<^sub>L 'b"
   where "sgn_blinfun x = scaleR (inverse (norm x)) x"
 
 instance
   apply standard
   unfolding dist_blinfun_def open_blinfun_def sgn_blinfun_def uniformity_blinfun_def
   apply (rule refl | (transfer, force simp: onorm_triangle onorm_scaleR onorm_eq_0 algebra_simps))+
   done
 
 end
 
 declare uniformity_Abort[where 'a="('a :: real_normed_vector) \<Rightarrow>\<^sub>L ('b :: real_normed_vector)", code]
 
 lemma norm_blinfun_eqI:
   assumes "n \<le> norm (blinfun_apply f x) / norm x"
   assumes "\<And>x. norm (blinfun_apply f x) \<le> n * norm x"
   assumes "0 \<le> n"
   shows "norm f = n"
   by (auto simp: norm_blinfun_def
     intro!: antisym onorm_bound assms order_trans[OF _ le_onorm]
     bounded_linear_intros)
 
 lemma norm_blinfun: "norm (blinfun_apply f x) \<le> norm f * norm x"
   by transfer (rule onorm)
 
 lemma norm_blinfun_bound: "0 \<le> b \<Longrightarrow> (\<And>x. norm (blinfun_apply f x) \<le> b * norm x) \<Longrightarrow> norm f \<le> b"
   by transfer (rule onorm_bound)
 
 lemma bounded_bilinear_blinfun_apply[bounded_bilinear]: "bounded_bilinear blinfun_apply"
 proof
   fix f g::"'a \<Rightarrow>\<^sub>L 'b" and a b::'a and r::real
   show "(f + g) a = f a + g a" "(r *\<^sub>R f) a = r *\<^sub>R f a"
     by (transfer, simp)+
   interpret bounded_linear f for f::"'a \<Rightarrow>\<^sub>L 'b"
     by (auto intro!: bounded_linear_intros)
   show "f (a + b) = f a + f b" "f (r *\<^sub>R a) = r *\<^sub>R f a"
     by (simp_all add: add scaleR)
   show "\<exists>K. \<forall>a b. norm (blinfun_apply a b) \<le> norm a * norm b * K"
     by (auto intro!: exI[where x=1] norm_blinfun)
 qed
 
 interpretation blinfun: bounded_bilinear blinfun_apply
   by (rule bounded_bilinear_blinfun_apply)
 
 lemmas bounded_linear_apply_blinfun[intro, simp] = blinfun.bounded_linear_left
 
+declare blinfun.zero_left [simp] blinfun.zero_right [simp]
+
 
 context bounded_bilinear
 begin
 
 named_theorems bilinear_simps
 
 lemmas [bilinear_simps] =
   add_left
   add_right
   diff_left
   diff_right
   minus_left
   minus_right
   scaleR_left
   scaleR_right
   zero_left
   zero_right
   sum_left
   sum_right
 
 end
 
 
 instance blinfun :: (real_normed_vector, banach) banach
 proof
   fix X::"nat \<Rightarrow> 'a \<Rightarrow>\<^sub>L 'b"
   assume "Cauchy X"
   {
     fix x::'a
     {
       fix x::'a
       assume "norm x \<le> 1"
       have "Cauchy (\<lambda>n. X n x)"
       proof (rule CauchyI)
         fix e::real
         assume "0 < e"
         from CauchyD[OF \<open>Cauchy X\<close> \<open>0 < e\<close>] obtain M
           where M: "\<And>m n. m \<ge> M \<Longrightarrow> n \<ge> M \<Longrightarrow> norm (X m - X n) < e"
           by auto
         show "\<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. norm (X m x - X n x) < e"
         proof (safe intro!: exI[where x=M])
           fix m n
           assume le: "M \<le> m" "M \<le> n"
           have "norm (X m x - X n x) = norm ((X m - X n) x)"
             by (simp add: blinfun.bilinear_simps)
           also have "\<dots> \<le> norm (X m - X n) * norm x"
              by (rule norm_blinfun)
           also have "\<dots> \<le> norm (X m - X n) * 1"
             using \<open>norm x \<le> 1\<close> norm_ge_zero by (rule mult_left_mono)
           also have "\<dots> = norm (X m - X n)" by simp
           also have "\<dots> < e" using le by fact
           finally show "norm (X m x - X n x) < e" .
         qed
       qed
       hence "convergent (\<lambda>n. X n x)"
         by (metis Cauchy_convergent_iff)
     } note convergent_norm1 = this
     define y where "y = x /\<^sub>R norm x"
     have y: "norm y \<le> 1" and xy: "x = norm x *\<^sub>R y"
       by (simp_all add: y_def inverse_eq_divide)
     have "convergent (\<lambda>n. norm x *\<^sub>R X n y)"
       by (intro bounded_bilinear.convergent[OF bounded_bilinear_scaleR] convergent_const
         convergent_norm1 y)
     also have "(\<lambda>n. norm x *\<^sub>R X n y) = (\<lambda>n. X n x)"
       by (subst xy) (simp add: blinfun.bilinear_simps)
     finally have "convergent (\<lambda>n. X n x)" .
   }
   then obtain v where v: "\<And>x. (\<lambda>n. X n x) \<longlonglongrightarrow> v x"
     unfolding convergent_def
     by metis
 
   have "Cauchy (\<lambda>n. norm (X n))"
   proof (rule CauchyI)
     fix e::real
     assume "e > 0"
     from CauchyD[OF \<open>Cauchy X\<close> \<open>0 < e\<close>] obtain M
       where M: "\<And>m n. m \<ge> M \<Longrightarrow> n \<ge> M \<Longrightarrow> norm (X m - X n) < e"
       by auto
     show "\<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. norm (norm (X m) - norm (X n)) < e"
     proof (safe intro!: exI[where x=M])
       fix m n assume mn: "m \<ge> M" "n \<ge> M"
       have "norm (norm (X m) - norm (X n)) \<le> norm (X m - X n)"
         by (metis norm_triangle_ineq3 real_norm_def)
       also have "\<dots> < e" using mn by fact
       finally show "norm (norm (X m) - norm (X n)) < e" .
     qed
   qed
   then obtain K where K: "(\<lambda>n. norm (X n)) \<longlonglongrightarrow> K"
     unfolding Cauchy_convergent_iff convergent_def
     by metis
 
   have "bounded_linear v"
   proof
     fix x y and r::real
     from tendsto_add[OF v[of x] v [of y]] v[of "x + y", unfolded blinfun.bilinear_simps]
       tendsto_scaleR[OF tendsto_const[of r] v[of x]] v[of "r *\<^sub>R x", unfolded blinfun.bilinear_simps]
     show "v (x + y) = v x + v y" "v (r *\<^sub>R x) = r *\<^sub>R v x"
       by (metis (poly_guards_query) LIMSEQ_unique)+
     show "\<exists>K. \<forall>x. norm (v x) \<le> norm x * K"
     proof (safe intro!: exI[where x=K])
       fix x
       have "norm (v x) \<le> K * norm x"
         by (rule tendsto_le[OF _ tendsto_mult[OF K tendsto_const] tendsto_norm[OF v]])
           (auto simp: norm_blinfun)
       thus "norm (v x) \<le> norm x * K"
         by (simp add: ac_simps)
     qed
   qed
   hence Bv: "\<And>x. (\<lambda>n. X n x) \<longlonglongrightarrow> Blinfun v x"
     by (auto simp: bounded_linear_Blinfun_apply v)
 
   have "X \<longlonglongrightarrow> Blinfun v"
   proof (rule LIMSEQ_I)
     fix r::real assume "r > 0"
     define r' where "r' = r / 2"
     have "0 < r'" "r' < r" using \<open>r > 0\<close> by (simp_all add: r'_def)
     from CauchyD[OF \<open>Cauchy X\<close> \<open>r' > 0\<close>]
     obtain M where M: "\<And>m n. m \<ge> M \<Longrightarrow> n \<ge> M \<Longrightarrow> norm (X m - X n) < r'"
       by metis
     show "\<exists>no. \<forall>n\<ge>no. norm (X n - Blinfun v) < r"
     proof (safe intro!: exI[where x=M])
       fix n assume n: "M \<le> n"
       have "norm (X n - Blinfun v) \<le> r'"
       proof (rule norm_blinfun_bound)
         fix x
         have "eventually (\<lambda>m. m \<ge> M) sequentially"
           by (metis eventually_ge_at_top)
         hence ev_le: "eventually (\<lambda>m. norm (X n x - X m x) \<le> r' * norm x) sequentially"
         proof eventually_elim
           case (elim m)
           have "norm (X n x - X m x) = norm ((X n - X m) x)"
             by (simp add: blinfun.bilinear_simps)
           also have "\<dots> \<le> norm ((X n - X m)) * norm x"
             by (rule norm_blinfun)
           also have "\<dots> \<le> r' * norm x"
             using M[OF n elim] by (simp add: mult_right_mono)
           finally show ?case .
         qed
         have tendsto_v: "(\<lambda>m. norm (X n x - X m x)) \<longlonglongrightarrow> norm (X n x - Blinfun v x)"
           by (auto intro!: tendsto_intros Bv)
         show "norm ((X n - Blinfun v) x) \<le> r' * norm x"
           by (auto intro!: tendsto_upperbound tendsto_v ev_le simp: blinfun.bilinear_simps)
       qed (simp add: \<open>0 < r'\<close> less_imp_le)
       thus "norm (X n - Blinfun v) < r"
         by (metis \<open>r' < r\<close> le_less_trans)
     qed
   qed
   thus "convergent X"
     by (rule convergentI)
 qed
 
 subsection\<^marker>\<open>tag unimportant\<close> \<open>On Euclidean Space\<close>
 
 lemma Zfun_sum:
   assumes "finite s"
   assumes f: "\<And>i. i \<in> s \<Longrightarrow> Zfun (f i) F"
   shows "Zfun (\<lambda>x. sum (\<lambda>i. f i x) s) F"
   using assms by induct (auto intro!: Zfun_zero Zfun_add)
 
 lemma norm_blinfun_euclidean_le:
   fixes a::"'a::euclidean_space \<Rightarrow>\<^sub>L 'b::real_normed_vector"
   shows "norm a \<le> sum (\<lambda>x. norm (a x)) Basis"
   apply (rule norm_blinfun_bound)
    apply (simp add: sum_nonneg)
   apply (subst euclidean_representation[symmetric, where 'a='a])
   apply (simp only: blinfun.bilinear_simps sum_distrib_right)
   apply (rule order.trans[OF norm_sum sum_mono])
   apply (simp add: abs_mult mult_right_mono ac_simps Basis_le_norm)
   done
 
 lemma tendsto_componentwise1:
   fixes a::"'a::euclidean_space \<Rightarrow>\<^sub>L 'b::real_normed_vector"
     and b::"'c \<Rightarrow> 'a \<Rightarrow>\<^sub>L 'b"
   assumes "(\<And>j. j \<in> Basis \<Longrightarrow> ((\<lambda>n. b n j) \<longlongrightarrow> a j) F)"
   shows "(b \<longlongrightarrow> a) F"
 proof -
   have "\<And>j. j \<in> Basis \<Longrightarrow> Zfun (\<lambda>x. norm (b x j - a j)) F"
     using assms unfolding tendsto_Zfun_iff Zfun_norm_iff .
   hence "Zfun (\<lambda>x. \<Sum>j\<in>Basis. norm (b x j - a j)) F"
     by (auto intro!: Zfun_sum)
   thus ?thesis
     unfolding tendsto_Zfun_iff
     by (rule Zfun_le)
       (auto intro!: order_trans[OF norm_blinfun_euclidean_le] simp: blinfun.bilinear_simps)
 qed
 
 lift_definition
   blinfun_of_matrix::"('b::euclidean_space \<Rightarrow> 'a::euclidean_space \<Rightarrow> real) \<Rightarrow> 'a \<Rightarrow>\<^sub>L 'b"
   is "\<lambda>a x. \<Sum>i\<in>Basis. \<Sum>j\<in>Basis. ((x \<bullet> j) * a i j) *\<^sub>R i"
   by (intro bounded_linear_intros)
 
 lemma blinfun_of_matrix_works:
   fixes f::"'a::euclidean_space \<Rightarrow>\<^sub>L 'b::euclidean_space"
   shows "blinfun_of_matrix (\<lambda>i j. (f j) \<bullet> i) = f"
 proof (transfer, rule,  rule euclidean_eqI)
   fix f::"'a \<Rightarrow> 'b" and x::'a and b::'b assume "bounded_linear f" and b: "b \<in> Basis"
   then interpret bounded_linear f by simp
   have "(\<Sum>j\<in>Basis. \<Sum>i\<in>Basis. (x \<bullet> i * (f i \<bullet> j)) *\<^sub>R j) \<bullet> b
     = (\<Sum>j\<in>Basis. if j = b then (\<Sum>i\<in>Basis. (x \<bullet> i * (f i \<bullet> j))) else 0)"
     using b
     by (simp add: inner_sum_left inner_Basis if_distrib cong: if_cong) (simp add: sum.swap)
   also have "\<dots> = (\<Sum>i\<in>Basis. (x \<bullet> i * (f i \<bullet> b)))"
     using b by (simp add: sum.delta)
   also have "\<dots> = f x \<bullet> b"
     by (metis (mono_tags, lifting) Linear_Algebra.linear_componentwise linear_axioms)
   finally show "(\<Sum>j\<in>Basis. \<Sum>i\<in>Basis. (x \<bullet> i * (f i \<bullet> j)) *\<^sub>R j) \<bullet> b = f x \<bullet> b" .
 qed
 
 lemma blinfun_of_matrix_apply:
   "blinfun_of_matrix a x = (\<Sum>i\<in>Basis. \<Sum>j\<in>Basis. ((x \<bullet> j) * a i j) *\<^sub>R i)"
   by transfer simp
 
 lemma blinfun_of_matrix_minus: "blinfun_of_matrix x - blinfun_of_matrix y = blinfun_of_matrix (x - y)"
   by transfer (auto simp: algebra_simps sum_subtractf)
 
 lemma norm_blinfun_of_matrix:
   "norm (blinfun_of_matrix a) \<le> (\<Sum>i\<in>Basis. \<Sum>j\<in>Basis. \<bar>a i j\<bar>)"
   apply (rule norm_blinfun_bound)
    apply (simp add: sum_nonneg)
   apply (simp only: blinfun_of_matrix_apply sum_distrib_right)
   apply (rule order_trans[OF norm_sum sum_mono])
   apply (rule order_trans[OF norm_sum sum_mono])
   apply (simp add: abs_mult mult_right_mono ac_simps Basis_le_norm)
   done
 
 lemma tendsto_blinfun_of_matrix:
   assumes "\<And>i j. i \<in> Basis \<Longrightarrow> j \<in> Basis \<Longrightarrow> ((\<lambda>n. b n i j) \<longlongrightarrow> a i j) F"
   shows "((\<lambda>n. blinfun_of_matrix (b n)) \<longlongrightarrow> blinfun_of_matrix a) F"
 proof -
   have "\<And>i j. i \<in> Basis \<Longrightarrow> j \<in> Basis \<Longrightarrow> Zfun (\<lambda>x. norm (b x i j - a i j)) F"
     using assms unfolding tendsto_Zfun_iff Zfun_norm_iff .
   hence "Zfun (\<lambda>x. (\<Sum>i\<in>Basis. \<Sum>j\<in>Basis. \<bar>b x i j - a i j\<bar>)) F"
     by (auto intro!: Zfun_sum)
   thus ?thesis
     unfolding tendsto_Zfun_iff blinfun_of_matrix_minus
     by (rule Zfun_le) (auto intro!: order_trans[OF norm_blinfun_of_matrix])
 qed
 
 lemma tendsto_componentwise:
   fixes a::"'a::euclidean_space \<Rightarrow>\<^sub>L 'b::euclidean_space"
     and b::"'c \<Rightarrow> 'a \<Rightarrow>\<^sub>L 'b"
   shows "(\<And>i j. i \<in> Basis \<Longrightarrow> j \<in> Basis \<Longrightarrow> ((\<lambda>n. b n j \<bullet> i) \<longlongrightarrow> a j \<bullet> i) F) \<Longrightarrow> (b \<longlongrightarrow> a) F"
   apply (subst blinfun_of_matrix_works[of a, symmetric])
   apply (subst blinfun_of_matrix_works[of "b x" for x, symmetric, abs_def])
   by (rule tendsto_blinfun_of_matrix)
 
 lemma
   continuous_blinfun_componentwiseI:
   fixes f:: "'b::t2_space \<Rightarrow> 'a::euclidean_space \<Rightarrow>\<^sub>L 'c::euclidean_space"
   assumes "\<And>i j. i \<in> Basis \<Longrightarrow> j \<in> Basis \<Longrightarrow> continuous F (\<lambda>x. (f x) j \<bullet> i)"
   shows "continuous F f"
   using assms by (auto simp: continuous_def intro!: tendsto_componentwise)
 
 lemma
   continuous_blinfun_componentwiseI1:
   fixes f:: "'b::t2_space \<Rightarrow> 'a::euclidean_space \<Rightarrow>\<^sub>L 'c::real_normed_vector"
   assumes "\<And>i. i \<in> Basis \<Longrightarrow> continuous F (\<lambda>x. f x i)"
   shows "continuous F f"
   using assms by (auto simp: continuous_def intro!: tendsto_componentwise1)
 
 lemma
   continuous_on_blinfun_componentwise:
   fixes f:: "'d::t2_space \<Rightarrow> 'e::euclidean_space \<Rightarrow>\<^sub>L 'f::real_normed_vector"
   assumes "\<And>i. i \<in> Basis \<Longrightarrow> continuous_on s (\<lambda>x. f x i)"
   shows "continuous_on s f"
   using assms
   by (auto intro!: continuous_at_imp_continuous_on intro!: tendsto_componentwise1
     simp: continuous_on_eq_continuous_within continuous_def)
 
 lemma bounded_linear_blinfun_matrix: "bounded_linear (\<lambda>x. (x::_\<Rightarrow>\<^sub>L _) j \<bullet> i)"
   by (auto intro!: bounded_linearI' bounded_linear_intros)
 
 lemma continuous_blinfun_matrix:
   fixes f:: "'b::t2_space \<Rightarrow> 'a::real_normed_vector \<Rightarrow>\<^sub>L 'c::real_inner"
   assumes "continuous F f"
   shows "continuous F (\<lambda>x. (f x) j \<bullet> i)"
   by (rule bounded_linear.continuous[OF bounded_linear_blinfun_matrix assms])
 
 lemma continuous_on_blinfun_matrix:
   fixes f::"'a::t2_space \<Rightarrow> 'b::real_normed_vector \<Rightarrow>\<^sub>L 'c::real_inner"
   assumes "continuous_on S f"
   shows "continuous_on S (\<lambda>x. (f x) j \<bullet> i)"
   using assms
   by (auto simp: continuous_on_eq_continuous_within continuous_blinfun_matrix)
 
 lemma continuous_on_blinfun_of_matrix[continuous_intros]:
   assumes "\<And>i j. i \<in> Basis \<Longrightarrow> j \<in> Basis \<Longrightarrow> continuous_on S (\<lambda>s. g s i j)"
   shows "continuous_on S (\<lambda>s. blinfun_of_matrix (g s))"
   using assms
   by (auto simp: continuous_on intro!: tendsto_blinfun_of_matrix)
 
 lemma mult_if_delta:
   "(if P then (1::'a::comm_semiring_1) else 0) * q = (if P then q else 0)"
   by auto
 
 lemma compact_blinfun_lemma:
   fixes f :: "nat \<Rightarrow> 'a::euclidean_space \<Rightarrow>\<^sub>L 'b::euclidean_space"
   assumes "bounded (range f)"
   shows "\<forall>d\<subseteq>Basis. \<exists>l::'a \<Rightarrow>\<^sub>L 'b. \<exists> r::nat\<Rightarrow>nat.
     strict_mono r \<and> (\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r n) i) (l i) < e) sequentially)"
   by (rule compact_lemma_general[where unproj = "\<lambda>e. blinfun_of_matrix (\<lambda>i j. e j \<bullet> i)"])
    (auto intro!: euclidean_eqI[where 'a='b] bounded_linear_image assms
     simp: blinfun_of_matrix_works blinfun_of_matrix_apply inner_Basis mult_if_delta sum.delta'
       scaleR_sum_left[symmetric])
 
 lemma blinfun_euclidean_eqI: "(\<And>i. i \<in> Basis \<Longrightarrow> blinfun_apply x i = blinfun_apply y i) \<Longrightarrow> x = y"
   apply (auto intro!: blinfun_eqI)
   apply (subst (2) euclidean_representation[symmetric, where 'a='a])
   apply (subst (1) euclidean_representation[symmetric, where 'a='a])
   apply (simp add: blinfun.bilinear_simps)
   done
 
 lemma Blinfun_eq_matrix: "bounded_linear f \<Longrightarrow> Blinfun f = blinfun_of_matrix (\<lambda>i j. f j \<bullet> i)"
   by (intro blinfun_euclidean_eqI)
      (auto simp: blinfun_of_matrix_apply bounded_linear_Blinfun_apply inner_Basis if_distrib
       if_distribR sum.delta' euclidean_representation
       cong: if_cong)
 
 text \<open>TODO: generalize (via \<open>compact_cball\<close>)?\<close>
 instance blinfun :: (euclidean_space, euclidean_space) heine_borel
 proof
   fix f :: "nat \<Rightarrow> 'a \<Rightarrow>\<^sub>L 'b"
   assume f: "bounded (range f)"
   then obtain l::"'a \<Rightarrow>\<^sub>L 'b" and r where r: "strict_mono r"
     and l: "\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>Basis. dist (f (r n) i) (l i) < e) sequentially"
     using compact_blinfun_lemma [OF f] by blast
   {
     fix e::real
     let ?d = "real_of_nat DIM('a) * real_of_nat DIM('b)"
     assume "e > 0"
     hence "e / ?d > 0" by (simp add: DIM_positive)
     with l have "eventually (\<lambda>n. \<forall>i\<in>Basis. dist (f (r n) i) (l i) < e / ?d) sequentially"
       by simp
     moreover
     {
       fix n
       assume n: "\<forall>i\<in>Basis. dist (f (r n) i) (l i) < e / ?d"
       have "norm (f (r n) - l) = norm (blinfun_of_matrix (\<lambda>i j. (f (r n) - l) j \<bullet> i))"
         unfolding blinfun_of_matrix_works ..
       also note norm_blinfun_of_matrix
       also have "(\<Sum>i\<in>Basis. \<Sum>j\<in>Basis. \<bar>(f (r n) - l) j \<bullet> i\<bar>) <
         (\<Sum>i\<in>(Basis::'b set). e / real_of_nat DIM('b))"
       proof (rule sum_strict_mono)
         fix i::'b assume i: "i \<in> Basis"
         have "(\<Sum>j::'a\<in>Basis. \<bar>(f (r n) - l) j \<bullet> i\<bar>) < (\<Sum>j::'a\<in>Basis. e / ?d)"
         proof (rule sum_strict_mono)
           fix j::'a assume j: "j \<in> Basis"
           have "\<bar>(f (r n) - l) j \<bullet> i\<bar> \<le> norm ((f (r n) - l) j)"
             by (simp add: Basis_le_norm i)
           also have "\<dots> < e / ?d"
             using n i j by (auto simp: dist_norm blinfun.bilinear_simps)
           finally show "\<bar>(f (r n) - l) j \<bullet> i\<bar> < e / ?d" by simp
         qed simp_all
         also have "\<dots> \<le> e / real_of_nat DIM('b)"
           by simp
         finally show "(\<Sum>j\<in>Basis. \<bar>(f (r n) - l) j \<bullet> i\<bar>) < e / real_of_nat DIM('b)"
           by simp
       qed simp_all
       also have "\<dots> \<le> e" by simp
       finally have "dist (f (r n)) l < e"
         by (auto simp: dist_norm)
     }
     ultimately have "eventually (\<lambda>n. dist (f (r n)) l < e) sequentially"
       using eventually_elim2 by force
   }
   then have *: "((f \<circ> r) \<longlongrightarrow> l) sequentially"
     unfolding o_def tendsto_iff by simp
   with r show "\<exists>l r. strict_mono r \<and> ((f \<circ> r) \<longlongrightarrow> l) sequentially"
     by auto
 qed
 
 
 subsection\<^marker>\<open>tag unimportant\<close> \<open>concrete bounded linear functions\<close>
 
 lemma transfer_bounded_bilinear_bounded_linearI:
   assumes "g = (\<lambda>i x. (blinfun_apply (f i) x))"
   shows "bounded_bilinear g = bounded_linear f"
 proof
   assume "bounded_bilinear g"
   then interpret bounded_bilinear f by (simp add: assms)
   show "bounded_linear f"
   proof (unfold_locales, safe intro!: blinfun_eqI)
     fix i
     show "f (x + y) i = (f x + f y) i" "f (r *\<^sub>R x) i = (r *\<^sub>R f x) i" for r x y
       by (auto intro!: blinfun_eqI simp: blinfun.bilinear_simps)
     from _ nonneg_bounded show "\<exists>K. \<forall>x. norm (f x) \<le> norm x * K"
       by (rule ex_reg) (auto intro!: onorm_bound simp: norm_blinfun.rep_eq ac_simps)
   qed
 qed (auto simp: assms intro!: blinfun.comp)
 
 lemma transfer_bounded_bilinear_bounded_linear[transfer_rule]:
   "(rel_fun (rel_fun (=) (pcr_blinfun (=) (=))) (=)) bounded_bilinear bounded_linear"
   by (auto simp: pcr_blinfun_def cr_blinfun_def rel_fun_def OO_def
     intro!: transfer_bounded_bilinear_bounded_linearI)
 
 context bounded_bilinear
 begin
 
 lift_definition prod_left::"'b \<Rightarrow> 'a \<Rightarrow>\<^sub>L 'c" is "(\<lambda>b a. prod a b)"
   by (rule bounded_linear_left)
 declare prod_left.rep_eq[simp]
 
 lemma bounded_linear_prod_left[bounded_linear]: "bounded_linear prod_left"
   by transfer (rule flip)
 
 lift_definition prod_right::"'a \<Rightarrow> 'b \<Rightarrow>\<^sub>L 'c" is "(\<lambda>a b. prod a b)"
   by (rule bounded_linear_right)
 declare prod_right.rep_eq[simp]
 
 lemma bounded_linear_prod_right[bounded_linear]: "bounded_linear prod_right"
   by transfer (rule bounded_bilinear_axioms)
 
 end
 
 lift_definition id_blinfun::"'a::real_normed_vector \<Rightarrow>\<^sub>L 'a" is "\<lambda>x. x"
   by (rule bounded_linear_ident)
 
 lemmas blinfun_apply_id_blinfun[simp] = id_blinfun.rep_eq
 
 lemma norm_blinfun_id[simp]:
   "norm (id_blinfun::'a::{real_normed_vector, perfect_space} \<Rightarrow>\<^sub>L 'a) = 1"
   by transfer (auto simp: onorm_id)
 
 lemma norm_blinfun_id_le:
   "norm (id_blinfun::'a::real_normed_vector \<Rightarrow>\<^sub>L 'a) \<le> 1"
   by transfer (auto simp: onorm_id_le)
 
 
 lift_definition fst_blinfun::"('a::real_normed_vector \<times> 'b::real_normed_vector) \<Rightarrow>\<^sub>L 'a" is fst
   by (rule bounded_linear_fst)
 
 lemma blinfun_apply_fst_blinfun[simp]: "blinfun_apply fst_blinfun = fst"
   by transfer (rule refl)
 
 
 lift_definition snd_blinfun::"('a::real_normed_vector \<times> 'b::real_normed_vector) \<Rightarrow>\<^sub>L 'b" is snd
   by (rule bounded_linear_snd)
 
 lemma blinfun_apply_snd_blinfun[simp]: "blinfun_apply snd_blinfun = snd"
   by transfer (rule refl)
 
 
 lift_definition blinfun_compose::
   "'a::real_normed_vector \<Rightarrow>\<^sub>L 'b::real_normed_vector \<Rightarrow>
     'c::real_normed_vector \<Rightarrow>\<^sub>L 'a \<Rightarrow>
     'c \<Rightarrow>\<^sub>L 'b" (infixl "o\<^sub>L" 55) is "(o)"
   parametric comp_transfer
   unfolding o_def
   by (rule bounded_linear_compose)
 
 lemma blinfun_apply_blinfun_compose[simp]: "(a o\<^sub>L b) c = a (b c)"
   by (simp add: blinfun_compose.rep_eq)
 
 lemma norm_blinfun_compose:
   "norm (f o\<^sub>L g) \<le> norm f * norm g"
   by transfer (rule onorm_compose)
 
 lemma bounded_bilinear_blinfun_compose[bounded_bilinear]: "bounded_bilinear (o\<^sub>L)"
   by unfold_locales
     (auto intro!: blinfun_eqI exI[where x=1] simp: blinfun.bilinear_simps norm_blinfun_compose)
 
 lemma blinfun_compose_zero[simp]:
   "blinfun_compose 0 = (\<lambda>_. 0)"
   "blinfun_compose x 0 = 0"
   by (auto simp: blinfun.bilinear_simps intro!: blinfun_eqI)
 
+lemma blinfun_bij2:
+  fixes f::"'a \<Rightarrow>\<^sub>L 'a::euclidean_space"
+  assumes "f o\<^sub>L g = id_blinfun"
+  shows "bij (blinfun_apply g)"
+proof (rule bijI)
+  show "inj g"
+    using assms
+    by (metis blinfun_apply_id_blinfun blinfun_compose.rep_eq injI inj_on_imageI2)
+  then show "surj g"
+    using blinfun.bounded_linear_right bounded_linear_def linear_inj_imp_surj by blast
+qed
+
+lemma blinfun_bij1:
+  fixes f::"'a \<Rightarrow>\<^sub>L 'a::euclidean_space"
+  assumes "f o\<^sub>L g = id_blinfun"
+  shows "bij (blinfun_apply f)"
+proof (rule bijI)
+  show "surj (blinfun_apply f)"
+    by (metis assms blinfun_apply_blinfun_compose blinfun_apply_id_blinfun surjI)
+  then show "inj (blinfun_apply f)"
+    using blinfun.bounded_linear_right bounded_linear_def linear_surj_imp_inj by blast
+qed
 
 lift_definition blinfun_inner_right::"'a::real_inner \<Rightarrow> 'a \<Rightarrow>\<^sub>L real" is "(\<bullet>)"
   by (rule bounded_linear_inner_right)
 declare blinfun_inner_right.rep_eq[simp]
 
 lemma bounded_linear_blinfun_inner_right[bounded_linear]: "bounded_linear blinfun_inner_right"
   by transfer (rule bounded_bilinear_inner)
 
 
 lift_definition blinfun_inner_left::"'a::real_inner \<Rightarrow> 'a \<Rightarrow>\<^sub>L real" is "\<lambda>x y. y \<bullet> x"
   by (rule bounded_linear_inner_left)
 declare blinfun_inner_left.rep_eq[simp]
 
 lemma bounded_linear_blinfun_inner_left[bounded_linear]: "bounded_linear blinfun_inner_left"
   by transfer (rule bounded_bilinear.flip[OF bounded_bilinear_inner])
 
 
 lift_definition blinfun_scaleR_right::"real \<Rightarrow> 'a \<Rightarrow>\<^sub>L 'a::real_normed_vector" is "(*\<^sub>R)"
   by (rule bounded_linear_scaleR_right)
 declare blinfun_scaleR_right.rep_eq[simp]
 
 lemma bounded_linear_blinfun_scaleR_right[bounded_linear]: "bounded_linear blinfun_scaleR_right"
   by transfer (rule bounded_bilinear_scaleR)
 
 
 lift_definition blinfun_scaleR_left::"'a::real_normed_vector \<Rightarrow> real \<Rightarrow>\<^sub>L 'a" is "\<lambda>x y. y *\<^sub>R x"
   by (rule bounded_linear_scaleR_left)
 lemmas [simp] = blinfun_scaleR_left.rep_eq
 
 lemma bounded_linear_blinfun_scaleR_left[bounded_linear]: "bounded_linear blinfun_scaleR_left"
   by transfer (rule bounded_bilinear.flip[OF bounded_bilinear_scaleR])
 
 
 lift_definition blinfun_mult_right::"'a \<Rightarrow> 'a \<Rightarrow>\<^sub>L 'a::real_normed_algebra" is "(*)"
   by (rule bounded_linear_mult_right)
 declare blinfun_mult_right.rep_eq[simp]
 
 lemma bounded_linear_blinfun_mult_right[bounded_linear]: "bounded_linear blinfun_mult_right"
   by transfer (rule bounded_bilinear_mult)
 
 
 lift_definition blinfun_mult_left::"'a::real_normed_algebra \<Rightarrow> 'a \<Rightarrow>\<^sub>L 'a" is "\<lambda>x y. y * x"
   by (rule bounded_linear_mult_left)
 lemmas [simp] = blinfun_mult_left.rep_eq
 
 lemma bounded_linear_blinfun_mult_left[bounded_linear]: "bounded_linear blinfun_mult_left"
   by transfer (rule bounded_bilinear.flip[OF bounded_bilinear_mult])
 
 lemmas bounded_linear_function_uniform_limit_intros[uniform_limit_intros] =
   bounded_linear.uniform_limit[OF bounded_linear_apply_blinfun]
   bounded_linear.uniform_limit[OF bounded_linear_blinfun_apply]
   bounded_linear.uniform_limit[OF bounded_linear_blinfun_matrix]
 
 
 subsection \<open>The strong operator topology on continuous linear operators\<close>
 
 text \<open>Let \<open>'a\<close> and \<open>'b\<close> be two normed real vector spaces. Then the space of linear continuous
 operators from \<open>'a\<close> to \<open>'b\<close> has a canonical norm, and therefore a canonical corresponding topology
 (the type classes instantiation are given in \<^file>\<open>Bounded_Linear_Function.thy\<close>).
 
 However, there is another topology on this space, the strong operator topology, where \<open>T\<^sub>n\<close> tends to
 \<open>T\<close> iff, for all \<open>x\<close> in \<open>'a\<close>, then \<open>T\<^sub>n x\<close> tends to \<open>T x\<close>. This is precisely the product topology
 where the target space is endowed with the norm topology. It is especially useful when \<open>'b\<close> is the set
 of real numbers, since then this topology is compact.
 
 We can not implement it using type classes as there is already a topology, but at least we
 can define it as a topology.
 
 Note that there is yet another (common and useful) topology on operator spaces, the weak operator
 topology, defined analogously using the product topology, but where the target space is given the
 weak-* topology, i.e., the pullback of the weak topology on the bidual of the space under the
 canonical embedding of a space into its bidual. We do not define it there, although it could also be
 defined analogously.
 \<close>
 
 definition\<^marker>\<open>tag important\<close> strong_operator_topology::"('a::real_normed_vector \<Rightarrow>\<^sub>L'b::real_normed_vector) topology"
 where "strong_operator_topology = pullback_topology UNIV blinfun_apply euclidean"
 
 lemma strong_operator_topology_topspace:
   "topspace strong_operator_topology = UNIV"
 unfolding strong_operator_topology_def topspace_pullback_topology topspace_euclidean by auto
 
 lemma strong_operator_topology_basis:
   fixes f::"('a::real_normed_vector \<Rightarrow>\<^sub>L'b::real_normed_vector)" and U::"'i \<Rightarrow> 'b set" and x::"'i \<Rightarrow> 'a"
   assumes "finite I" "\<And>i. i \<in> I \<Longrightarrow> open (U i)"
   shows "openin strong_operator_topology {f. \<forall>i\<in>I. blinfun_apply f (x i) \<in> U i}"
 proof -
   have "open {g::('a\<Rightarrow>'b). \<forall>i\<in>I. g (x i) \<in> U i}"
     by (rule product_topology_basis'[OF assms])
   moreover have "{f. \<forall>i\<in>I. blinfun_apply f (x i) \<in> U i}
                 = blinfun_apply-`{g::('a\<Rightarrow>'b). \<forall>i\<in>I. g (x i) \<in> U i} \<inter> UNIV"
     by auto
   ultimately show ?thesis
     unfolding strong_operator_topology_def by (subst openin_pullback_topology) auto
 qed
 
 lemma strong_operator_topology_continuous_evaluation:
   "continuous_map strong_operator_topology euclidean (\<lambda>f. blinfun_apply f x)"
 proof -
   have "continuous_map strong_operator_topology euclidean ((\<lambda>f. f x) o blinfun_apply)"
     unfolding strong_operator_topology_def apply (rule continuous_map_pullback)
     using continuous_on_product_coordinates by fastforce
   then show ?thesis unfolding comp_def by simp
 qed
 
 lemma continuous_on_strong_operator_topo_iff_coordinatewise:
   "continuous_map T strong_operator_topology f
     \<longleftrightarrow> (\<forall>x. continuous_map T euclidean (\<lambda>y. blinfun_apply (f y) x))"
 proof (auto)
   fix x::"'b"
   assume "continuous_map T strong_operator_topology f"
   with continuous_map_compose[OF this strong_operator_topology_continuous_evaluation]
   have "continuous_map T euclidean ((\<lambda>z. blinfun_apply z x) o f)"
     by simp
   then show "continuous_map T euclidean (\<lambda>y. blinfun_apply (f y) x)"
     unfolding comp_def by auto
 next
   assume *: "\<forall>x. continuous_map T euclidean (\<lambda>y. blinfun_apply (f y) x)"
   have "\<And>i. continuous_map T euclidean (\<lambda>x. blinfun_apply (f x) i)"
     using * unfolding comp_def by auto
   then have "continuous_map T euclidean (blinfun_apply o f)"
     unfolding o_def
     by (metis (no_types) continuous_map_componentwise_UNIV euclidean_product_topology)
   show "continuous_map T strong_operator_topology f"
     unfolding strong_operator_topology_def
     apply (rule continuous_map_pullback')
     by (auto simp add: \<open>continuous_map T euclidean (blinfun_apply o f)\<close>)
 qed
 
 lemma strong_operator_topology_weaker_than_euclidean:
   "continuous_map euclidean strong_operator_topology (\<lambda>f. f)"
   by (subst continuous_on_strong_operator_topo_iff_coordinatewise,
     auto simp add: linear_continuous_on)
 
 end
diff --git a/src/HOL/Analysis/Complex_Transcendental.thy b/src/HOL/Analysis/Complex_Transcendental.thy
--- a/src/HOL/Analysis/Complex_Transcendental.thy
+++ b/src/HOL/Analysis/Complex_Transcendental.thy
@@ -1,4274 +1,4306 @@
 section \<open>Complex Transcendental Functions\<close>
 
 text\<open>By John Harrison et al.  Ported from HOL Light by L C Paulson (2015)\<close>
 
 theory Complex_Transcendental
 imports
   Complex_Analysis_Basics Summation_Tests "HOL-Library.Periodic_Fun"
 begin
 
 subsection\<open>Möbius transformations\<close>
 
 (* TODO: Figure out what to do with Möbius transformations *)
 definition\<^marker>\<open>tag important\<close> "moebius a b c d = (\<lambda>z. (a*z+b) / (c*z+d :: 'a :: field))"
 
 theorem moebius_inverse:
   assumes "a * d \<noteq> b * c" "c * z + d \<noteq> 0"
   shows   "moebius d (-b) (-c) a (moebius a b c d z) = z"
 proof -
   from assms have "(-c) * moebius a b c d z + a \<noteq> 0" unfolding moebius_def
     by (simp add: field_simps)
   with assms show ?thesis
     unfolding moebius_def by (simp add: moebius_def divide_simps) (simp add: algebra_simps)?
 qed
 
 lemma moebius_inverse':
   assumes "a * d \<noteq> b * c" "c * z - a \<noteq> 0"
   shows   "moebius a b c d (moebius d (-b) (-c) a z) = z"
   using assms moebius_inverse[of d a "-b" "-c" z]
   by (auto simp: algebra_simps)
 
 lemma cmod_add_real_less:
   assumes "Im z \<noteq> 0" "r\<noteq>0"
     shows "cmod (z + r) < cmod z + \<bar>r\<bar>"
 proof (cases z)
   case (Complex x y)
   have "r * x / \<bar>r\<bar> < sqrt (x*x + y*y)"
     apply (rule real_less_rsqrt)
     using assms
     apply (simp add: Complex power2_eq_square)
     using not_real_square_gt_zero by blast
   then show ?thesis using assms Complex
     apply (simp add: cmod_def)
     apply (rule power2_less_imp_less, auto)
     apply (simp add: power2_eq_square field_simps)
     done
 qed
 
 lemma cmod_diff_real_less: "Im z \<noteq> 0 \<Longrightarrow> x\<noteq>0 \<Longrightarrow> cmod (z - x) < cmod z + \<bar>x\<bar>"
   using cmod_add_real_less [of z "-x"]
   by simp
 
 lemma cmod_square_less_1_plus:
   assumes "Im z = 0 \<Longrightarrow> \<bar>Re z\<bar> < 1"
     shows "(cmod z)\<^sup>2 < 1 + cmod (1 - z\<^sup>2)"
 proof (cases "Im z = 0 \<or> Re z = 0")
   case True
   with assms abs_square_less_1 show ?thesis
     by (force simp add: Re_power2 Im_power2 cmod_def)
 next
   case False
   with cmod_diff_real_less [of "1 - z\<^sup>2" "1"] show ?thesis
     by (simp add: norm_power Im_power2)
 qed
 
 subsection\<^marker>\<open>tag unimportant\<close>\<open>The Exponential Function\<close>
 
 lemma norm_exp_i_times [simp]: "norm (exp(\<i> * of_real y)) = 1"
   by simp
 
 lemma norm_exp_imaginary: "norm(exp z) = 1 \<Longrightarrow> Re z = 0"
   by simp
 
 lemma field_differentiable_within_exp: "exp field_differentiable (at z within s)"
   using DERIV_exp field_differentiable_at_within field_differentiable_def by blast
 
 lemma continuous_within_exp:
   fixes z::"'a::{real_normed_field,banach}"
   shows "continuous (at z within s) exp"
 by (simp add: continuous_at_imp_continuous_within)
 
 lemma holomorphic_on_exp [holomorphic_intros]: "exp holomorphic_on s"
   by (simp add: field_differentiable_within_exp holomorphic_on_def)
 
 lemma holomorphic_on_exp' [holomorphic_intros]:
   "f holomorphic_on s \<Longrightarrow> (\<lambda>x. exp (f x)) holomorphic_on s"
   using holomorphic_on_compose[OF _ holomorphic_on_exp] by (simp add: o_def)
 
 subsection\<open>Euler and de Moivre formulas\<close>
 
 text\<open>The sine series times \<^term>\<open>i\<close>\<close>
 lemma sin_i_eq: "(\<lambda>n. (\<i> * sin_coeff n) * z^n) sums (\<i> * sin z)"
 proof -
   have "(\<lambda>n. \<i> * sin_coeff n *\<^sub>R z^n) sums (\<i> * sin z)"
     using sin_converges sums_mult by blast
   then show ?thesis
     by (simp add: scaleR_conv_of_real field_simps)
 qed
 
 theorem exp_Euler: "exp(\<i> * z) = cos(z) + \<i> * sin(z)"
 proof -
   have "(\<lambda>n. (cos_coeff n + \<i> * sin_coeff n) * z^n) = (\<lambda>n. (\<i> * z) ^ n /\<^sub>R (fact n))"
   proof
     fix n
     show "(cos_coeff n + \<i> * sin_coeff n) * z^n = (\<i> * z) ^ n /\<^sub>R (fact n)"
       by (auto simp: cos_coeff_def sin_coeff_def scaleR_conv_of_real field_simps elim!: evenE oddE)
   qed
   also have "... sums (exp (\<i> * z))"
     by (rule exp_converges)
   finally have "(\<lambda>n. (cos_coeff n + \<i> * sin_coeff n) * z^n) sums (exp (\<i> * z))" .
   moreover have "(\<lambda>n. (cos_coeff n + \<i> * sin_coeff n) * z^n) sums (cos z + \<i> * sin z)"
     using sums_add [OF cos_converges [of z] sin_i_eq [of z]]
     by (simp add: field_simps scaleR_conv_of_real)
   ultimately show ?thesis
     using sums_unique2 by blast
 qed
 
 corollary\<^marker>\<open>tag unimportant\<close> exp_minus_Euler: "exp(-(\<i> * z)) = cos(z) - \<i> * sin(z)"
   using exp_Euler [of "-z"]
   by simp
 
 lemma sin_exp_eq: "sin z = (exp(\<i> * z) - exp(-(\<i> * z))) / (2*\<i>)"
   by (simp add: exp_Euler exp_minus_Euler)
 
 lemma sin_exp_eq': "sin z = \<i> * (exp(-(\<i> * z)) - exp(\<i> * z)) / 2"
   by (simp add: exp_Euler exp_minus_Euler)
 
 lemma cos_exp_eq:  "cos z = (exp(\<i> * z) + exp(-(\<i> * z))) / 2"
   by (simp add: exp_Euler exp_minus_Euler)
 
 theorem Euler: "exp(z) = of_real(exp(Re z)) *
               (of_real(cos(Im z)) + \<i> * of_real(sin(Im z)))"
 by (cases z) (simp add: exp_add exp_Euler cos_of_real exp_of_real sin_of_real Complex_eq)
 
 lemma Re_sin: "Re(sin z) = sin(Re z) * (exp(Im z) + exp(-(Im z))) / 2"
   by (simp add: sin_exp_eq field_simps Re_divide Im_exp)
 
 lemma Im_sin: "Im(sin z) = cos(Re z) * (exp(Im z) - exp(-(Im z))) / 2"
   by (simp add: sin_exp_eq field_simps Im_divide Re_exp)
 
 lemma Re_cos: "Re(cos z) = cos(Re z) * (exp(Im z) + exp(-(Im z))) / 2"
   by (simp add: cos_exp_eq field_simps Re_divide Re_exp)
 
 lemma Im_cos: "Im(cos z) = sin(Re z) * (exp(-(Im z)) - exp(Im z)) / 2"
   by (simp add: cos_exp_eq field_simps Im_divide Im_exp)
 
 lemma Re_sin_pos: "0 < Re z \<Longrightarrow> Re z < pi \<Longrightarrow> Re (sin z) > 0"
   by (auto simp: Re_sin Im_sin add_pos_pos sin_gt_zero)
 
 lemma Im_sin_nonneg: "Re z = 0 \<Longrightarrow> 0 \<le> Im z \<Longrightarrow> 0 \<le> Im (sin z)"
   by (simp add: Re_sin Im_sin algebra_simps)
 
 lemma Im_sin_nonneg2: "Re z = pi \<Longrightarrow> Im z \<le> 0 \<Longrightarrow> 0 \<le> Im (sin z)"
   by (simp add: Re_sin Im_sin algebra_simps)
 
 subsection\<^marker>\<open>tag unimportant\<close>\<open>Relationships between real and complex trigonometric and hyperbolic functions\<close>
 
 lemma real_sin_eq [simp]: "Re(sin(of_real x)) = sin x"
   by (simp add: sin_of_real)
 
 lemma real_cos_eq [simp]: "Re(cos(of_real x)) = cos x"
   by (simp add: cos_of_real)
 
 lemma DeMoivre: "(cos z + \<i> * sin z) ^ n = cos(n * z) + \<i> * sin(n * z)"
   by (metis exp_Euler [symmetric] exp_of_nat_mult mult.left_commute)
 
 lemma exp_cnj: "cnj (exp z) = exp (cnj z)"
 proof -
   have "(\<lambda>n. cnj (z ^ n /\<^sub>R (fact n))) = (\<lambda>n. (cnj z)^n /\<^sub>R (fact n))"
     by auto
   also have "... sums (exp (cnj z))"
     by (rule exp_converges)
   finally have "(\<lambda>n. cnj (z ^ n /\<^sub>R (fact n))) sums (exp (cnj z))" .
   moreover have "(\<lambda>n. cnj (z ^ n /\<^sub>R (fact n))) sums (cnj (exp z))"
     by (metis exp_converges sums_cnj)
   ultimately show ?thesis
     using sums_unique2
     by blast
 qed
 
 lemma cnj_sin: "cnj(sin z) = sin(cnj z)"
   by (simp add: sin_exp_eq exp_cnj field_simps)
 
 lemma cnj_cos: "cnj(cos z) = cos(cnj z)"
   by (simp add: cos_exp_eq exp_cnj field_simps)
 
 lemma field_differentiable_at_sin: "sin field_differentiable at z"
   using DERIV_sin field_differentiable_def by blast
 
 lemma field_differentiable_within_sin: "sin field_differentiable (at z within S)"
   by (simp add: field_differentiable_at_sin field_differentiable_at_within)
 
 lemma field_differentiable_at_cos: "cos field_differentiable at z"
   using DERIV_cos field_differentiable_def by blast
 
 lemma field_differentiable_within_cos: "cos field_differentiable (at z within S)"
   by (simp add: field_differentiable_at_cos field_differentiable_at_within)
 
 lemma holomorphic_on_sin: "sin holomorphic_on S"
   by (simp add: field_differentiable_within_sin holomorphic_on_def)
 
 lemma holomorphic_on_cos: "cos holomorphic_on S"
   by (simp add: field_differentiable_within_cos holomorphic_on_def)
 
 lemma holomorphic_on_sin' [holomorphic_intros]:
   assumes "f holomorphic_on A"
   shows   "(\<lambda>x. sin (f x)) holomorphic_on A"
   using holomorphic_on_compose[OF assms holomorphic_on_sin] by (simp add: o_def)
 
 lemma holomorphic_on_cos' [holomorphic_intros]:
   assumes "f holomorphic_on A"
   shows   "(\<lambda>x. cos (f x)) holomorphic_on A"
   using holomorphic_on_compose[OF assms holomorphic_on_cos] by (simp add: o_def)
 
 subsection\<^marker>\<open>tag unimportant\<close>\<open>More on the Polar Representation of Complex Numbers\<close>
 
 lemma exp_Complex: "exp(Complex r t) = of_real(exp r) * Complex (cos t) (sin t)"
   by (simp add: Complex_eq exp_add exp_Euler exp_of_real sin_of_real cos_of_real)
 
 lemma exp_eq_1: "exp z = 1 \<longleftrightarrow> Re(z) = 0 \<and> (\<exists>n::int. Im(z) = of_int (2 * n) * pi)"
                  (is "?lhs = ?rhs")
 proof
   assume "exp z = 1"
   then have "Re z = 0"
     by (metis exp_eq_one_iff norm_exp_eq_Re norm_one)
   with \<open>?lhs\<close> show ?rhs
     by (metis Re_exp complex_Re_of_int cos_one_2pi_int exp_zero mult.commute mult_numeral_1 numeral_One of_int_mult of_int_numeral)
 next
   assume ?rhs then show ?lhs
     using Im_exp Re_exp complex_eq_iff
     by (simp add: cos_one_2pi_int cos_one_sin_zero mult.commute)
 qed
 
 lemma exp_eq: "exp w = exp z \<longleftrightarrow> (\<exists>n::int. w = z + (of_int (2 * n) * pi) * \<i>)"
                 (is "?lhs = ?rhs")
 proof -
   have "exp w = exp z \<longleftrightarrow> exp (w-z) = 1"
     by (simp add: exp_diff)
   also have "... \<longleftrightarrow> (Re w = Re z \<and> (\<exists>n::int. Im w - Im z = of_int (2 * n) * pi))"
     by (simp add: exp_eq_1)
   also have "... \<longleftrightarrow> ?rhs"
     by (auto simp: algebra_simps intro!: complex_eqI)
   finally show ?thesis .
 qed
 
 lemma exp_complex_eqI: "\<bar>Im w - Im z\<bar> < 2*pi \<Longrightarrow> exp w = exp z \<Longrightarrow> w = z"
   by (auto simp: exp_eq abs_mult)
 
 lemma exp_integer_2pi:
   assumes "n \<in> \<int>"
   shows "exp((2 * n * pi) * \<i>) = 1"
 proof -
   have "exp((2 * n * pi) * \<i>) = exp 0"
     using assms unfolding Ints_def exp_eq by auto
   also have "... = 1"
     by simp
   finally show ?thesis .
 qed
 
 lemma exp_plus_2pin [simp]: "exp (z + \<i> * (of_int n * (of_real pi * 2))) = exp z"
   by (simp add: exp_eq)
 
 lemma exp_integer_2pi_plus1:
   assumes "n \<in> \<int>"
   shows "exp(((2 * n + 1) * pi) * \<i>) = - 1"
 proof -
   from assms obtain n' where [simp]: "n = of_int n'"
     by (auto simp: Ints_def)
   have "exp(((2 * n + 1) * pi) * \<i>) = exp (pi * \<i>)"
     using assms by (subst exp_eq) (auto intro!: exI[of _ n'] simp: algebra_simps)
   also have "... = - 1"
     by simp
   finally show ?thesis .
 qed
 
 lemma inj_on_exp_pi:
   fixes z::complex shows "inj_on exp (ball z pi)"
 proof (clarsimp simp: inj_on_def exp_eq)
   fix y n
   assume "dist z (y + 2 * of_int n * of_real pi * \<i>) < pi"
          "dist z y < pi"
   then have "dist y (y + 2 * of_int n * of_real pi * \<i>) < pi+pi"
     using dist_commute_lessI dist_triangle_less_add by blast
   then have "norm (2 * of_int n * of_real pi * \<i>) < 2*pi"
     by (simp add: dist_norm)
   then show "n = 0"
     by (auto simp: norm_mult)
 qed
 
 lemma cmod_add_squared:
   fixes r1 r2::real
   assumes "r1 \<ge> 0" "r2 \<ge> 0"
   shows "(cmod (r1 * exp (\<i> * \<theta>1) + r2 * exp (\<i> * \<theta>2)))\<^sup>2 = r1\<^sup>2 + r2\<^sup>2 + 2 * r1 * r2 * cos (\<theta>1 - \<theta>2)" (is "(cmod (?z1 + ?z2))\<^sup>2 = ?rhs")
 proof -
   have "(cmod (?z1 + ?z2))\<^sup>2 = (?z1 + ?z2) * cnj (?z1 + ?z2)"
     by (rule complex_norm_square)
   also have "\<dots> = (?z1 * cnj ?z1 + ?z2 * cnj ?z2) + (?z1 * cnj ?z2 + cnj ?z1 * ?z2)"
     by (simp add: algebra_simps)
   also have "\<dots> = (norm ?z1)\<^sup>2 + (norm ?z2)\<^sup>2 + 2 * Re (?z1 * cnj ?z2)"
     unfolding complex_norm_square [symmetric] cnj_add_mult_eq_Re by simp
   also have "\<dots> = ?rhs"
     by (simp add: norm_mult) (simp add: exp_Euler complex_is_Real_iff [THEN iffD1] cos_diff algebra_simps)
   finally show ?thesis
     using of_real_eq_iff by blast
 qed
 
 lemma cmod_diff_squared:
   fixes r1 r2::real
   assumes "r1 \<ge> 0" "r2 \<ge> 0"
   shows "(cmod (r1 * exp (\<i> * \<theta>1) - r2 * exp (\<i> * \<theta>2)))\<^sup>2 = r1\<^sup>2 + r2\<^sup>2 - 2*r1*r2*cos (\<theta>1 - \<theta>2)" (is "(cmod (?z1 - ?z2))\<^sup>2 = ?rhs")
 proof -
   have "exp (\<i> * (\<theta>2 + pi)) = - exp (\<i> * \<theta>2)"
     by (simp add: exp_Euler cos_plus_pi sin_plus_pi)
   then have "(cmod (?z1 - ?z2))\<^sup>2 = cmod (?z1 + r2 * exp (\<i> * (\<theta>2 + pi))) ^2"
     by simp
   also have "\<dots> = r1\<^sup>2 + r2\<^sup>2 + 2*r1*r2*cos (\<theta>1 - (\<theta>2 + pi))"
     using assms cmod_add_squared by blast
   also have "\<dots> = ?rhs"
     by (simp add: add.commute diff_add_eq_diff_diff_swap)
   finally show ?thesis .
 qed
 
 lemma polar_convergence:
   fixes R::real
   assumes "\<And>j. r j > 0" "R > 0"
   shows "((\<lambda>j. r j * exp (\<i> * \<theta> j)) \<longlonglongrightarrow> (R * exp (\<i> * \<Theta>))) \<longleftrightarrow>
          (r \<longlonglongrightarrow> R) \<and> (\<exists>k. (\<lambda>j. \<theta> j - of_int (k j) * (2 * pi)) \<longlonglongrightarrow> \<Theta>)"    (is "(?z \<longlonglongrightarrow> ?Z) = ?rhs")
 proof
   assume L: "?z \<longlonglongrightarrow> ?Z"
   have rR: "r \<longlonglongrightarrow> R"
     using tendsto_norm [OF L] assms by (auto simp: norm_mult abs_of_pos)
   moreover obtain k where "(\<lambda>j. \<theta> j - of_int (k j) * (2 * pi)) \<longlonglongrightarrow> \<Theta>"
   proof -
     have "cos (\<theta> j - \<Theta>) = ((r j)\<^sup>2 + R\<^sup>2 - (norm(?z j - ?Z))\<^sup>2) / (2 * R * r j)" for j
       apply (subst cmod_diff_squared)
       using assms by (auto simp: field_split_simps less_le)
     moreover have "(\<lambda>j. ((r j)\<^sup>2 + R\<^sup>2 - (norm(?z j - ?Z))\<^sup>2) / (2 * R * r j)) \<longlonglongrightarrow> ((R\<^sup>2 + R\<^sup>2 - (norm(?Z - ?Z))\<^sup>2) / (2 * R * R))"
       by (intro L rR tendsto_intros) (use \<open>R > 0\<close> in force)
     moreover have "((R\<^sup>2 + R\<^sup>2 - (norm(?Z - ?Z))\<^sup>2) / (2 * R * R)) = 1"
       using \<open>R > 0\<close> by (simp add: power2_eq_square field_split_simps)
     ultimately have "(\<lambda>j. cos (\<theta> j - \<Theta>)) \<longlonglongrightarrow> 1"
       by auto
     then show ?thesis
       using that cos_diff_limit_1 by blast
   qed
   ultimately show ?rhs
     by metis
 next
   assume R: ?rhs
   show "?z \<longlonglongrightarrow> ?Z"
   proof (rule tendsto_mult)
     show "(\<lambda>x. complex_of_real (r x)) \<longlonglongrightarrow> of_real R"
       using R by (auto simp: tendsto_of_real_iff)
     obtain k where "(\<lambda>j. \<theta> j - of_int (k j) * (2 * pi)) \<longlonglongrightarrow> \<Theta>"
       using R by metis
     then have "(\<lambda>j. complex_of_real (\<theta> j - of_int (k j) * (2 * pi))) \<longlonglongrightarrow> of_real \<Theta>"
       using tendsto_of_real_iff by force
     then have "(\<lambda>j.  exp (\<i> * of_real (\<theta> j - of_int (k j) * (2 * pi)))) \<longlonglongrightarrow> exp (\<i> * \<Theta>)"
       using tendsto_mult [OF tendsto_const] isCont_exp isCont_tendsto_compose by blast
     moreover have "exp (\<i> * of_real (\<theta> j - of_int (k j) * (2 * pi))) = exp (\<i> * \<theta> j)" for j
       unfolding exp_eq
       by (rule_tac x="- k j" in exI) (auto simp: algebra_simps)
     ultimately show "(\<lambda>j. exp (\<i> * \<theta> j)) \<longlonglongrightarrow> exp (\<i> * \<Theta>)"
       by auto
   qed
 qed
 
 lemma sin_cos_eq_iff: "sin y = sin x \<and> cos y = cos x \<longleftrightarrow> (\<exists>n::int. y = x + 2 * pi * n)"
 proof -
   { assume "sin y = sin x" "cos y = cos x"
     then have "cos (y-x) = 1"
       using cos_add [of y "-x"] by simp
     then have "\<exists>n::int. y-x = 2 * pi * n"
       using cos_one_2pi_int by auto }
   then show ?thesis
   apply (auto simp: sin_add cos_add)
   apply (metis add.commute diff_add_cancel)
   done
 qed
 
 lemma exp_i_ne_1:
   assumes "0 < x" "x < 2*pi"
   shows "exp(\<i> * of_real x) \<noteq> 1"
 proof
   assume "exp (\<i> * of_real x) = 1"
   then have "exp (\<i> * of_real x) = exp 0"
     by simp
   then obtain n where "\<i> * of_real x = (of_int (2 * n) * pi) * \<i>"
     by (simp only: Ints_def exp_eq) auto
   then have "of_real x = (of_int (2 * n) * pi)"
     by (metis complex_i_not_zero mult.commute mult_cancel_left of_real_eq_iff real_scaleR_def scaleR_conv_of_real)
   then have "x = (of_int (2 * n) * pi)"
     by simp
   then show False using assms
     by (cases n) (auto simp: zero_less_mult_iff mult_less_0_iff)
 qed
 
 lemma sin_eq_0:
   fixes z::complex
   shows "sin z = 0 \<longleftrightarrow> (\<exists>n::int. z = of_real(n * pi))"
   by (simp add: sin_exp_eq exp_eq)
 
 lemma cos_eq_0:
   fixes z::complex
   shows "cos z = 0 \<longleftrightarrow> (\<exists>n::int. z = of_real(n * pi) + of_real pi/2)"
   using sin_eq_0 [of "z - of_real pi/2"]
   by (simp add: sin_diff algebra_simps)
 
 lemma cos_eq_1:
   fixes z::complex
   shows "cos z = 1 \<longleftrightarrow> (\<exists>n::int. z = of_real(2 * n * pi))"
 proof -
   have "cos z = cos (2*(z/2))"
     by simp
   also have "... = 1 - 2 * sin (z/2) ^ 2"
     by (simp only: cos_double_sin)
   finally have [simp]: "cos z = 1 \<longleftrightarrow> sin (z/2) = 0"
     by simp
   show ?thesis
     by (auto simp: sin_eq_0)
 qed
 
 lemma csin_eq_1:
   fixes z::complex
   shows "sin z = 1 \<longleftrightarrow> (\<exists>n::int. z = of_real(2 * n * pi) + of_real pi/2)"
   using cos_eq_1 [of "z - of_real pi/2"]
   by (simp add: cos_diff algebra_simps)
 
 lemma csin_eq_minus1:
   fixes z::complex
   shows "sin z = -1 \<longleftrightarrow> (\<exists>n::int. z = of_real(2 * n * pi) + 3/2*pi)"
         (is "_ = ?rhs")
 proof -
   have "sin z = -1 \<longleftrightarrow> sin (-z) = 1"
     by (simp add: equation_minus_iff)
   also have "... \<longleftrightarrow> (\<exists>n::int. -z = of_real(2 * n * pi) + of_real pi/2)"
     by (simp only: csin_eq_1)
   also have "... \<longleftrightarrow> (\<exists>n::int. z = - of_real(2 * n * pi) - of_real pi/2)"
     apply (rule iff_exI)
     by (metis (no_types) is_num_normalize(8) minus_minus of_real_def real_vector.scale_minus_left uminus_add_conv_diff)
   also have "... = ?rhs"
     apply safe
     apply (rule_tac [2] x="-(x+1)" in exI)
     apply (rule_tac x="-(x+1)" in exI)
     apply (simp_all add: algebra_simps)
     done
   finally show ?thesis .
 qed
 
 lemma ccos_eq_minus1:
   fixes z::complex
   shows "cos z = -1 \<longleftrightarrow> (\<exists>n::int. z = of_real(2 * n * pi) + pi)"
   using csin_eq_1 [of "z - of_real pi/2"]
   by (simp add: sin_diff algebra_simps equation_minus_iff)
 
 lemma sin_eq_1: "sin x = 1 \<longleftrightarrow> (\<exists>n::int. x = (2 * n + 1 / 2) * pi)"
                 (is "_ = ?rhs")
 proof -
   have "sin x = 1 \<longleftrightarrow> sin (complex_of_real x) = 1"
     by (metis of_real_1 one_complex.simps(1) real_sin_eq sin_of_real)
   also have "... \<longleftrightarrow> (\<exists>n::int. complex_of_real x = of_real(2 * n * pi) + of_real pi/2)"
     by (simp only: csin_eq_1)
   also have "... \<longleftrightarrow> (\<exists>n::int. x = of_real(2 * n * pi) + of_real pi/2)"
     by (rule iff_exI) (auto simp: algebra_simps intro: injD [OF inj_of_real [where 'a = complex]])
   also have "... = ?rhs"
     by (auto simp: algebra_simps)
   finally show ?thesis .
 qed
 
 lemma sin_eq_minus1: "sin x = -1 \<longleftrightarrow> (\<exists>n::int. x = (2*n + 3/2) * pi)"  (is "_ = ?rhs")
 proof -
   have "sin x = -1 \<longleftrightarrow> sin (complex_of_real x) = -1"
     by (metis Re_complex_of_real of_real_def scaleR_minus1_left sin_of_real)
   also have "... \<longleftrightarrow> (\<exists>n::int. complex_of_real x = of_real(2 * n * pi) + 3/2*pi)"
     by (simp only: csin_eq_minus1)
   also have "... \<longleftrightarrow> (\<exists>n::int. x = of_real(2 * n * pi) + 3/2*pi)"
     by (rule iff_exI) (auto simp: algebra_simps intro: injD [OF inj_of_real [where 'a = complex]])
   also have "... = ?rhs"
     by (auto simp: algebra_simps)
   finally show ?thesis .
 qed
 
 lemma cos_eq_minus1: "cos x = -1 \<longleftrightarrow> (\<exists>n::int. x = (2*n + 1) * pi)"
                       (is "_ = ?rhs")
 proof -
   have "cos x = -1 \<longleftrightarrow> cos (complex_of_real x) = -1"
     by (metis Re_complex_of_real of_real_def scaleR_minus1_left cos_of_real)
   also have "... \<longleftrightarrow> (\<exists>n::int. complex_of_real x = of_real(2 * n * pi) + pi)"
     by (simp only: ccos_eq_minus1)
   also have "... \<longleftrightarrow> (\<exists>n::int. x = of_real(2 * n * pi) + pi)"
     by (rule iff_exI) (auto simp: algebra_simps intro: injD [OF inj_of_real [where 'a = complex]])
   also have "... = ?rhs"
     by (auto simp: algebra_simps)
   finally show ?thesis .
 qed
 
 lemma dist_exp_i_1: "norm(exp(\<i> * of_real t) - 1) = 2 * \<bar>sin(t / 2)\<bar>"
   apply (simp add: exp_Euler cmod_def power2_diff sin_of_real cos_of_real algebra_simps)
   using cos_double_sin [of "t/2"]
   apply (simp add: real_sqrt_mult)
   done
 
 
 lemma complex_sin_eq:
   fixes w :: complex
   shows "sin w = sin z \<longleftrightarrow> (\<exists>n \<in> \<int>. w = z + of_real(2*n*pi) \<or> w = -z + of_real((2*n + 1)*pi))"
         (is "?lhs = ?rhs")
 proof
   assume ?lhs
   then have "sin w - sin z = 0"
     by (auto simp: algebra_simps)
   then have "sin ((w - z) / 2)*cos ((w + z) / 2) = 0"
     by (auto simp: sin_diff_sin)
   then consider "sin ((w - z) / 2) = 0" | "cos ((w + z) / 2) = 0"
     using mult_eq_0_iff by blast
   then show ?rhs
   proof cases
     case 1
     then show ?thesis
       by (simp add: sin_eq_0 algebra_simps) (metis Ints_of_int of_real_of_int_eq)
   next
     case 2
     then show ?thesis
       by (simp add: cos_eq_0 algebra_simps) (metis Ints_of_int of_real_of_int_eq)
   qed
 next
   assume ?rhs
   then obtain n::int where w: "w = z + of_real (2* of_int n*pi) \<or>
                                w = -z + of_real ((2* of_int n + 1)*pi)"
     using Ints_cases by blast
   then show ?lhs
     using Periodic_Fun.sin.plus_of_int [of z n]
     apply (auto simp: algebra_simps)
     by (metis (no_types, hide_lams) add_diff_cancel_left add_diff_cancel_left' add_minus_cancel
               mult.commute sin.plus_of_int sin_minus sin_plus_pi)
 qed
 
 lemma complex_cos_eq:
   fixes w :: complex
   shows "cos w = cos z \<longleftrightarrow> (\<exists>n \<in> \<int>. w = z + of_real(2*n*pi) \<or> w = -z + of_real(2*n*pi))"
         (is "?lhs = ?rhs")
 proof
   assume ?lhs
   then have "cos w - cos z = 0"
     by (auto simp: algebra_simps)
   then have "sin ((w + z) / 2) * sin ((z - w) / 2) = 0"
     by (auto simp: cos_diff_cos)
   then consider "sin ((w + z) / 2) = 0" | "sin ((z - w) / 2) = 0"
     using mult_eq_0_iff by blast
   then show ?rhs
   proof cases
     case 1
     then show ?thesis
       apply (simp add: sin_eq_0 algebra_simps)
       by (metis Ints_of_int of_real_of_int_eq)
   next
     case 2
     then show ?thesis
       apply (clarsimp simp: sin_eq_0 algebra_simps)
       by (metis Ints_of_int add_minus_cancel distrib_right mult_of_int_commute mult_zero_right of_int_0 of_int_add of_real_of_int_eq)
   qed
 next
   assume ?rhs
   then obtain n::int where w: "w = z + of_real (2* of_int n*pi) \<or>
                                w = -z + of_real(2*n*pi)"
     using Ints_cases  by (metis of_int_mult of_int_numeral)
   then show ?lhs
     using Periodic_Fun.cos.plus_of_int [of z n]
     apply (simp add: algebra_simps)
     by (metis cos.plus_of_int cos_minus minus_add_cancel mult.commute)
 qed
 
 lemma sin_eq:
    "sin x = sin y \<longleftrightarrow> (\<exists>n \<in> \<int>. x = y + 2*n*pi \<or> x = -y + (2*n + 1)*pi)"
   using complex_sin_eq [of x y]
   by (simp only: sin_of_real Re_complex_of_real of_real_add [symmetric] of_real_minus [symmetric] of_real_mult [symmetric] of_real_eq_iff)
 
 lemma cos_eq:
    "cos x = cos y \<longleftrightarrow> (\<exists>n \<in> \<int>. x = y + 2*n*pi \<or> x = -y + 2*n*pi)"
   using complex_cos_eq [of x y]
   by (simp only: cos_of_real Re_complex_of_real of_real_add [symmetric] of_real_minus [symmetric] of_real_mult [symmetric] of_real_eq_iff)
 
 lemma sinh_complex:
   fixes z :: complex
   shows "(exp z - inverse (exp z)) / 2 = -\<i> * sin(\<i> * z)"
   by (simp add: sin_exp_eq field_split_simps exp_minus)
 
 lemma sin_i_times:
   fixes z :: complex
   shows "sin(\<i> * z) = \<i> * ((exp z - inverse (exp z)) / 2)"
   using sinh_complex by auto
 
 lemma sinh_real:
   fixes x :: real
   shows "of_real((exp x - inverse (exp x)) / 2) = -\<i> * sin(\<i> * of_real x)"
   by (simp add: exp_of_real sin_i_times)
 
 lemma cosh_complex:
   fixes z :: complex
   shows "(exp z + inverse (exp z)) / 2 = cos(\<i> * z)"
   by (simp add: cos_exp_eq field_split_simps exp_minus exp_of_real)
 
 lemma cosh_real:
   fixes x :: real
   shows "of_real((exp x + inverse (exp x)) / 2) = cos(\<i> * of_real x)"
   by (simp add: cos_exp_eq field_split_simps exp_minus exp_of_real)
 
 lemmas cos_i_times = cosh_complex [symmetric]
 
 lemma norm_cos_squared:
     "norm(cos z) ^ 2 = cos(Re z) ^ 2 + (exp(Im z) - inverse(exp(Im z))) ^ 2 / 4"
   apply (cases z)
   apply (simp add: cos_add cmod_power2 cos_of_real sin_of_real Complex_eq)
   apply (simp add: cos_exp_eq sin_exp_eq exp_minus exp_of_real Re_divide Im_divide power_divide)
   apply (simp only: left_diff_distrib [symmetric] power_mult_distrib sin_squared_eq)
   apply (simp add: power2_eq_square algebra_simps field_split_simps)
   done
 
 lemma norm_sin_squared:
     "norm(sin z) ^ 2 = (exp(2 * Im z) + inverse(exp(2 * Im z)) - 2 * cos(2 * Re z)) / 4"
   apply (cases z)
   apply (simp add: sin_add cmod_power2 cos_of_real sin_of_real cos_double_cos exp_double Complex_eq)
   apply (simp add: cos_exp_eq sin_exp_eq exp_minus exp_of_real Re_divide Im_divide power_divide)
   apply (simp only: left_diff_distrib [symmetric] power_mult_distrib cos_squared_eq)
   apply (simp add: power2_eq_square algebra_simps field_split_simps)
   done
 
 lemma exp_uminus_Im: "exp (- Im z) \<le> exp (cmod z)"
   using abs_Im_le_cmod linear order_trans by fastforce
 
 lemma norm_cos_le:
   fixes z::complex
   shows "norm(cos z) \<le> exp(norm z)"
 proof -
   have "Im z \<le> cmod z"
     using abs_Im_le_cmod abs_le_D1 by auto
   with exp_uminus_Im show ?thesis
     apply (simp add: cos_exp_eq norm_divide)
     apply (rule order_trans [OF norm_triangle_ineq], simp)
     apply (metis add_mono exp_le_cancel_iff mult_2_right)
     done
 qed
 
 lemma norm_cos_plus1_le:
   fixes z::complex
   shows "norm(1 + cos z) \<le> 2 * exp(norm z)"
 proof -
   have mono: "\<And>u w z::real. (1 \<le> w | 1 \<le> z) \<Longrightarrow> (w \<le> u & z \<le> u) \<Longrightarrow> 2 + w + z \<le> 4 * u"
       by arith
   have *: "Im z \<le> cmod z"
     using abs_Im_le_cmod abs_le_D1 by auto
   have triangle3: "\<And>x y z. norm(x + y + z) \<le> norm(x) + norm(y) + norm(z)"
     by (simp add: norm_add_rule_thm)
   have "norm(1 + cos z) = cmod (1 + (exp (\<i> * z) + exp (- (\<i> * z))) / 2)"
     by (simp add: cos_exp_eq)
   also have "... = cmod ((2 + exp (\<i> * z) + exp (- (\<i> * z))) / 2)"
     by (simp add: field_simps)
   also have "... = cmod (2 + exp (\<i> * z) + exp (- (\<i> * z))) / 2"
     by (simp add: norm_divide)
   finally show ?thesis
     by (metis exp_eq_one_iff exp_le_cancel_iff mult_2 norm_cos_le norm_ge_zero norm_one norm_triangle_mono)
 qed
 
 lemma sinh_conv_sin: "sinh z = -\<i> * sin (\<i>*z)"
   by (simp add: sinh_field_def sin_i_times exp_minus)
 
 lemma cosh_conv_cos: "cosh z = cos (\<i>*z)"
   by (simp add: cosh_field_def cos_i_times exp_minus)
 
 lemma tanh_conv_tan: "tanh z = -\<i> * tan (\<i>*z)"
   by (simp add: tanh_def sinh_conv_sin cosh_conv_cos tan_def)
 
 lemma sin_conv_sinh: "sin z = -\<i> * sinh (\<i>*z)"
   by (simp add: sinh_conv_sin)
 
 lemma cos_conv_cosh: "cos z = cosh (\<i>*z)"
   by (simp add: cosh_conv_cos)
 
 lemma tan_conv_tanh: "tan z = -\<i> * tanh (\<i>*z)"
   by (simp add: tan_def sin_conv_sinh cos_conv_cosh tanh_def)
 
 lemma sinh_complex_eq_iff:
   "sinh (z :: complex) = sinh w \<longleftrightarrow>
       (\<exists>n\<in>\<int>. z = w - 2 * \<i> * of_real n * of_real pi \<or>
               z = -(2 * complex_of_real n + 1) * \<i> * complex_of_real pi - w)" (is "_ = ?rhs")
 proof -
   have "sinh z = sinh w \<longleftrightarrow> sin (\<i> * z) = sin (\<i> * w)"
     by (simp add: sinh_conv_sin)
   also have "\<dots> \<longleftrightarrow> ?rhs"
     by (subst complex_sin_eq) (force simp: field_simps complex_eq_iff)
   finally show ?thesis .
 qed
 
 
 subsection\<^marker>\<open>tag unimportant\<close>\<open>Taylor series for complex exponential, sine and cosine\<close>
 
 declare power_Suc [simp del]
 
 lemma Taylor_exp_field:
   fixes z::"'a::{banach,real_normed_field}"
   shows "norm (exp z - (\<Sum>i\<le>n. z ^ i / fact i)) \<le> exp (norm z) * (norm z ^ Suc n) / fact n"
 proof (rule field_Taylor[of _ n "\<lambda>k. exp" "exp (norm z)" 0 z, simplified])
   show "convex (closed_segment 0 z)"
     by (rule convex_closed_segment [of 0 z])
 next
   fix k x
   assume "x \<in> closed_segment 0 z" "k \<le> n"
   show "(exp has_field_derivative exp x) (at x within closed_segment 0 z)"
     using DERIV_exp DERIV_subset by blast
 next
   fix x
   assume x: "x \<in> closed_segment 0 z"
   have "norm (exp x) \<le> exp (norm x)"
     by (rule norm_exp)
   also have "norm x \<le> norm z"
     using x by (auto simp: closed_segment_def intro!: mult_left_le_one_le)
   finally show "norm (exp x) \<le> exp (norm z)"
     by simp
 qed auto
 
 lemma Taylor_exp:
   "norm(exp z - (\<Sum>k\<le>n. z ^ k / (fact k))) \<le> exp\<bar>Re z\<bar> * (norm z) ^ (Suc n) / (fact n)"
 proof (rule complex_Taylor [of _ n "\<lambda>k. exp" "exp\<bar>Re z\<bar>" 0 z, simplified])
   show "convex (closed_segment 0 z)"
     by (rule convex_closed_segment [of 0 z])
 next
   fix k x
   assume "x \<in> closed_segment 0 z" "k \<le> n"
   show "(exp has_field_derivative exp x) (at x within closed_segment 0 z)"
     using DERIV_exp DERIV_subset by blast
 next
   fix x
   assume "x \<in> closed_segment 0 z"
   then show "Re x \<le> \<bar>Re z\<bar>"
     apply (clarsimp simp: closed_segment_def scaleR_conv_of_real)
     by (meson abs_ge_self abs_ge_zero linear mult_left_le_one_le mult_nonneg_nonpos order_trans)
 qed auto
 
 lemma
   assumes "0 \<le> u" "u \<le> 1"
   shows cmod_sin_le_exp: "cmod (sin (u *\<^sub>R z)) \<le> exp \<bar>Im z\<bar>"
     and cmod_cos_le_exp: "cmod (cos (u *\<^sub>R z)) \<le> exp \<bar>Im z\<bar>"
 proof -
   have mono: "\<And>u w z::real. w \<le> u \<Longrightarrow> z \<le> u \<Longrightarrow> (w + z)/2 \<le> u"
     by simp
   have *: "(cmod (exp (\<i> * (u * z))) + cmod (exp (- (\<i> * (u * z)))) ) / 2 \<le> exp \<bar>Im z\<bar>"
   proof (rule mono)
     show "cmod (exp (\<i> * (u * z))) \<le> exp \<bar>Im z\<bar>"
       apply (simp add: abs_if mult_left_le_one_le assms not_less)
       by (meson assms(1) mult_nonneg_nonneg neg_le_0_iff_le order_trans)
     show "cmod (exp (- (\<i> * (u * z)))) \<le> exp \<bar>Im z\<bar>"
       apply (simp add: abs_if mult_left_le_one_le assms)
       by (meson \<open>0 \<le> u\<close> less_eq_real_def mult_nonneg_nonpos neg_0_le_iff_le order_trans)
   qed
   have "cmod (sin (u *\<^sub>R z)) = cmod (exp (\<i> * (u * z)) - exp (- (\<i> * (u * z)))) / 2"
     by (auto simp: scaleR_conv_of_real norm_mult norm_power sin_exp_eq norm_divide)
   also have "... \<le> (cmod (exp (\<i> * (u * z))) + cmod (exp (- (\<i> * (u * z)))) ) / 2"
     by (intro divide_right_mono norm_triangle_ineq4) simp
   also have "... \<le> exp \<bar>Im z\<bar>"
     by (rule *)
   finally show "cmod (sin (u *\<^sub>R z)) \<le> exp \<bar>Im z\<bar>" .
   have "cmod (cos (u *\<^sub>R z)) = cmod (exp (\<i> * (u * z)) + exp (- (\<i> * (u * z)))) / 2"
     by (auto simp: scaleR_conv_of_real norm_mult norm_power cos_exp_eq norm_divide)
   also have "... \<le> (cmod (exp (\<i> * (u * z))) + cmod (exp (- (\<i> * (u * z)))) ) / 2"
     by (intro divide_right_mono norm_triangle_ineq) simp
   also have "... \<le> exp \<bar>Im z\<bar>"
     by (rule *)
   finally show "cmod (cos (u *\<^sub>R z)) \<le> exp \<bar>Im z\<bar>" .
 qed
 
 lemma Taylor_sin:
   "norm(sin z - (\<Sum>k\<le>n. complex_of_real (sin_coeff k) * z ^ k))
    \<le> exp\<bar>Im z\<bar> * (norm z) ^ (Suc n) / (fact n)"
 proof -
   have mono: "\<And>u w z::real. w \<le> u \<Longrightarrow> z \<le> u \<Longrightarrow> w + z \<le> u*2"
       by arith
   have *: "cmod (sin z -
                  (\<Sum>i\<le>n. (-1) ^ (i div 2) * (if even i then sin 0 else cos 0) * z ^ i / (fact i)))
            \<le> exp \<bar>Im z\<bar> * cmod z ^ Suc n / (fact n)"
   proof (rule complex_Taylor [of "closed_segment 0 z" n
                                  "\<lambda>k x. (-1)^(k div 2) * (if even k then sin x else cos x)"
                                  "exp\<bar>Im z\<bar>" 0 z,  simplified])
     fix k x
     show "((\<lambda>x. (- 1) ^ (k div 2) * (if even k then sin x else cos x)) has_field_derivative
             (- 1) ^ (Suc k div 2) * (if odd k then sin x else cos x))
             (at x within closed_segment 0 z)"
       apply (auto simp: power_Suc)
       apply (intro derivative_eq_intros | simp)+
       done
   next
     fix x
     assume "x \<in> closed_segment 0 z"
     then show "cmod ((- 1) ^ (Suc n div 2) * (if odd n then sin x else cos x)) \<le> exp \<bar>Im z\<bar>"
       by (auto simp: closed_segment_def norm_mult norm_power cmod_sin_le_exp cmod_cos_le_exp)
   qed
   have **: "\<And>k. complex_of_real (sin_coeff k) * z ^ k
             = (-1)^(k div 2) * (if even k then sin 0 else cos 0) * z^k / of_nat (fact k)"
     by (auto simp: sin_coeff_def elim!: oddE)
   show ?thesis
     apply (rule order_trans [OF _ *])
     apply (simp add: **)
     done
 qed
 
 lemma Taylor_cos:
   "norm(cos z - (\<Sum>k\<le>n. complex_of_real (cos_coeff k) * z ^ k))
    \<le> exp\<bar>Im z\<bar> * (norm z) ^ Suc n / (fact n)"
 proof -
   have mono: "\<And>u w z::real. w \<le> u \<Longrightarrow> z \<le> u \<Longrightarrow> w + z \<le> u*2"
       by arith
   have *: "cmod (cos z -
                  (\<Sum>i\<le>n. (-1) ^ (Suc i div 2) * (if even i then cos 0 else sin 0) * z ^ i / (fact i)))
            \<le> exp \<bar>Im z\<bar> * cmod z ^ Suc n / (fact n)"
   proof (rule complex_Taylor [of "closed_segment 0 z" n "\<lambda>k x. (-1)^(Suc k div 2) * (if even k then cos x else sin x)" "exp\<bar>Im z\<bar>" 0 z,
 simplified])
     fix k x
     assume "x \<in> closed_segment 0 z" "k \<le> n"
     show "((\<lambda>x. (- 1) ^ (Suc k div 2) * (if even k then cos x else sin x)) has_field_derivative
             (- 1) ^ Suc (k div 2) * (if odd k then cos x else sin x))
              (at x within closed_segment 0 z)"
       apply (auto simp: power_Suc)
       apply (intro derivative_eq_intros | simp)+
       done
   next
     fix x
     assume "x \<in> closed_segment 0 z"
     then show "cmod ((- 1) ^ Suc (n div 2) * (if odd n then cos x else sin x)) \<le> exp \<bar>Im z\<bar>"
       by (auto simp: closed_segment_def norm_mult norm_power cmod_sin_le_exp cmod_cos_le_exp)
   qed
   have **: "\<And>k. complex_of_real (cos_coeff k) * z ^ k
             = (-1)^(Suc k div 2) * (if even k then cos 0 else sin 0) * z^k / of_nat (fact k)"
     by (auto simp: cos_coeff_def elim!: evenE)
   show ?thesis
     apply (rule order_trans [OF _ *])
     apply (simp add: **)
     done
 qed
 
 declare power_Suc [simp]
 
 text\<open>32-bit Approximation to e\<close>
 lemma e_approx_32: "\<bar>exp(1) - 5837465777 / 2147483648\<bar> \<le> (inverse(2 ^ 32)::real)"
   using Taylor_exp [of 1 14] exp_le
   apply (simp add: sum_distrib_right in_Reals_norm Re_exp atMost_nat_numeral fact_numeral)
   apply (simp only: pos_le_divide_eq [symmetric])
   done
 
 lemma e_less_272: "exp 1 < (272/100::real)"
   using e_approx_32
   by (simp add: abs_if split: if_split_asm)
 
 lemma ln_272_gt_1: "ln (272/100) > (1::real)"
   by (metis e_less_272 exp_less_cancel_iff exp_ln_iff less_trans ln_exp)
 
 text\<open>Apparently redundant. But many arguments involve integers.\<close>
 lemma ln3_gt_1: "ln 3 > (1::real)"
   by (simp add: less_trans [OF ln_272_gt_1])
 
 subsection\<open>The argument of a complex number (HOL Light version)\<close>
 
 definition\<^marker>\<open>tag important\<close> is_Arg :: "[complex,real] \<Rightarrow> bool"
   where "is_Arg z r \<equiv> z = of_real(norm z) * exp(\<i> * of_real r)"
 
 definition\<^marker>\<open>tag important\<close> Arg2pi :: "complex \<Rightarrow> real"
   where "Arg2pi z \<equiv> if z = 0 then 0 else THE t. 0 \<le> t \<and> t < 2*pi \<and> is_Arg z t"
 
 lemma is_Arg_2pi_iff: "is_Arg z (r + of_int k * (2 * pi)) \<longleftrightarrow> is_Arg z r"
   by (simp add: algebra_simps is_Arg_def)
 
 lemma is_Arg_eqI:
   assumes r: "is_Arg z r" and s: "is_Arg z s" and rs: "abs (r-s) < 2*pi" and "z \<noteq> 0"
   shows "r = s"
 proof -
   have zr: "z = (cmod z) * exp (\<i> * r)" and zs: "z = (cmod z) * exp (\<i> * s)"
     using r s by (auto simp: is_Arg_def)
   with \<open>z \<noteq> 0\<close> have eq: "exp (\<i> * r) = exp (\<i> * s)"
     by (metis mult_eq_0_iff mult_left_cancel)
   have  "\<i> * r = \<i> * s"
     by (rule exp_complex_eqI) (use rs in \<open>auto simp: eq exp_complex_eqI\<close>)
   then show ?thesis
     by simp
 qed
 
 text\<open>This function returns the angle of a complex number from its representation in polar coordinates.
 Due to periodicity, its range is arbitrary. \<^term>\<open>Arg2pi\<close> follows HOL Light in adopting the interval \<open>[0,2\<pi>)\<close>.
 But we have the same periodicity issue with logarithms, and it is usual to adopt the same interval
 for the complex logarithm and argument functions. Further on down, we shall define both functions for the interval \<open>(-\<pi>,\<pi>]\<close>.
 The present version is provided for compatibility.\<close>
 
 lemma Arg2pi_0 [simp]: "Arg2pi(0) = 0"
   by (simp add: Arg2pi_def)
 
 lemma Arg2pi_unique_lemma:
   assumes z:  "is_Arg z t"
       and z': "is_Arg z t'"
       and t:  "0 \<le> t"  "t < 2*pi"
       and t': "0 \<le> t'" "t' < 2*pi"
       and nz: "z \<noteq> 0"
   shows "t' = t"
 proof -
   have [dest]: "\<And>x y z::real. x\<ge>0 \<Longrightarrow> x+y < z \<Longrightarrow> y<z"
     by arith
   have "of_real (cmod z) * exp (\<i> * of_real t') = of_real (cmod z) * exp (\<i> * of_real t)"
     by (metis z z' is_Arg_def)
   then have "exp (\<i> * of_real t') = exp (\<i> * of_real t)"
     by (metis nz mult_left_cancel mult_zero_left z is_Arg_def)
   then have "sin t' = sin t \<and> cos t' = cos t"
     apply (simp add: exp_Euler sin_of_real cos_of_real)
     by (metis Complex_eq complex.sel)
   then obtain n::int where n: "t' = t + 2 * n * pi"
     by (auto simp: sin_cos_eq_iff)
   then have "n=0"
     by (cases n) (use t t' in \<open>auto simp: mult_less_0_iff algebra_simps\<close>)
   then show "t' = t"
     by (simp add: n)
 qed
 
 lemma Arg2pi: "0 \<le> Arg2pi z \<and> Arg2pi z < 2*pi \<and> is_Arg z (Arg2pi z)"
 proof (cases "z=0")
   case True then show ?thesis
     by (simp add: Arg2pi_def is_Arg_def)
 next
   case False
   obtain t where t: "0 \<le> t" "t < 2*pi"
              and ReIm: "Re z / cmod z = cos t" "Im z / cmod z = sin t"
     using sincos_total_2pi [OF complex_unit_circle [OF False]]
     by blast
   have z: "is_Arg z t"
     unfolding is_Arg_def
     apply (rule complex_eqI)
     using t False ReIm
     apply (auto simp: exp_Euler sin_of_real cos_of_real field_split_simps)
     done
   show ?thesis
     apply (simp add: Arg2pi_def False)
     apply (rule theI [where a=t])
     using t z False
     apply (auto intro: Arg2pi_unique_lemma)
     done
 qed
 
 corollary\<^marker>\<open>tag unimportant\<close>
   shows Arg2pi_ge_0: "0 \<le> Arg2pi z"
     and Arg2pi_lt_2pi: "Arg2pi z < 2*pi"
     and Arg2pi_eq: "z = of_real(norm z) * exp(\<i> * of_real(Arg2pi z))"
   using Arg2pi is_Arg_def by auto
 
 lemma complex_norm_eq_1_exp: "norm z = 1 \<longleftrightarrow> exp(\<i> * of_real (Arg2pi z)) = z"
   by (metis Arg2pi_eq cis_conv_exp mult.left_neutral norm_cis of_real_1)
 
 lemma Arg2pi_unique: "\<lbrakk>of_real r * exp(\<i> * of_real a) = z; 0 < r; 0 \<le> a; a < 2*pi\<rbrakk> \<Longrightarrow> Arg2pi z = a"
   by (rule Arg2pi_unique_lemma [unfolded is_Arg_def, OF _ Arg2pi_eq]) (use Arg2pi [of z] in \<open>auto simp: norm_mult\<close>)
 
 lemma Arg2pi_minus: "z \<noteq> 0 \<Longrightarrow> Arg2pi (-z) = (if Arg2pi z < pi then Arg2pi z + pi else Arg2pi z - pi)"
   apply (rule Arg2pi_unique [of "norm z"])
   apply (rule complex_eqI)
   using Arg2pi_ge_0 [of z] Arg2pi_eq [of z] Arg2pi_lt_2pi [of z]
   apply (auto simp: Re_exp Im_exp cos_diff sin_diff cis_conv_exp [symmetric])
   apply (metis Re_rcis Im_rcis rcis_def)+
   done
 
 lemma Arg2pi_times_of_real [simp]:
   assumes "0 < r" shows "Arg2pi (of_real r * z) = Arg2pi z"
 proof (cases "z=0")
   case False
   show ?thesis
     by (rule Arg2pi_unique [of "r * norm z"]) (use Arg2pi False assms is_Arg_def in auto)
 qed auto
 
 lemma Arg2pi_times_of_real2 [simp]: "0 < r \<Longrightarrow> Arg2pi (z * of_real r) = Arg2pi z"
   by (metis Arg2pi_times_of_real mult.commute)
 
 lemma Arg2pi_divide_of_real [simp]: "0 < r \<Longrightarrow> Arg2pi (z / of_real r) = Arg2pi z"
   by (metis Arg2pi_times_of_real2 less_numeral_extra(3) nonzero_eq_divide_eq of_real_eq_0_iff)
 
 lemma Arg2pi_le_pi: "Arg2pi z \<le> pi \<longleftrightarrow> 0 \<le> Im z"
 proof (cases "z=0")
   case False
   have "0 \<le> Im z \<longleftrightarrow> 0 \<le> Im (of_real (cmod z) * exp (\<i> * complex_of_real (Arg2pi z)))"
     by (metis Arg2pi_eq)
   also have "... = (0 \<le> Im (exp (\<i> * complex_of_real (Arg2pi z))))"
     using False  by (simp add: zero_le_mult_iff)
   also have "... \<longleftrightarrow> Arg2pi z \<le> pi"
     by (simp add: Im_exp) (metis Arg2pi_ge_0 Arg2pi_lt_2pi sin_lt_zero sin_ge_zero not_le)
   finally show ?thesis
     by blast
 qed auto
 
 lemma Arg2pi_lt_pi: "0 < Arg2pi z \<and> Arg2pi z < pi \<longleftrightarrow> 0 < Im z"
 proof (cases "z=0")
   case False
   have "0 < Im z \<longleftrightarrow> 0 < Im (of_real (cmod z) * exp (\<i> * complex_of_real (Arg2pi z)))"
     by (metis Arg2pi_eq)
   also have "... = (0 < Im (exp (\<i> * complex_of_real (Arg2pi z))))"
     using False by (simp add: zero_less_mult_iff)
   also have "... \<longleftrightarrow> 0 < Arg2pi z \<and> Arg2pi z < pi"
     using Arg2pi_ge_0 Arg2pi_lt_2pi sin_le_zero sin_gt_zero
     apply (auto simp: Im_exp)
     using le_less apply fastforce
     using not_le by blast
   finally show ?thesis
     by blast
 qed auto
 
 lemma Arg2pi_eq_0: "Arg2pi z = 0 \<longleftrightarrow> z \<in> \<real> \<and> 0 \<le> Re z"
 proof (cases "z=0")
   case False
   have "z \<in> \<real> \<and> 0 \<le> Re z \<longleftrightarrow> z \<in> \<real> \<and> 0 \<le> Re (of_real (cmod z) * exp (\<i> * complex_of_real (Arg2pi z)))"
     by (metis Arg2pi_eq)
   also have "... \<longleftrightarrow> z \<in> \<real> \<and> 0 \<le> Re (exp (\<i> * complex_of_real (Arg2pi z)))"
     using False  by (simp add: zero_le_mult_iff)
   also have "... \<longleftrightarrow> Arg2pi z = 0"
   proof -
     have [simp]: "Arg2pi z = 0 \<Longrightarrow> z \<in> \<real>"
       using Arg2pi_eq [of z] by (auto simp: Reals_def)
     moreover have "\<lbrakk>z \<in> \<real>; 0 \<le> cos (Arg2pi z)\<rbrakk> \<Longrightarrow> Arg2pi z = 0"
       by (metis Arg2pi_lt_pi Arg2pi_ge_0 Arg2pi_le_pi cos_pi complex_is_Real_iff leD less_linear less_minus_one_simps(2) minus_minus neg_less_eq_nonneg order_refl)
     ultimately show ?thesis
       by (auto simp: Re_exp)
   qed
   finally show ?thesis
     by blast
 qed auto
 
 corollary\<^marker>\<open>tag unimportant\<close> Arg2pi_gt_0:
   assumes "z \<notin> \<real>\<^sub>\<ge>\<^sub>0"
     shows "Arg2pi z > 0"
   using Arg2pi_eq_0 Arg2pi_ge_0 assms dual_order.strict_iff_order
   unfolding nonneg_Reals_def by fastforce
 
 lemma Arg2pi_eq_pi: "Arg2pi z = pi \<longleftrightarrow> z \<in> \<real> \<and> Re z < 0"
     using Arg2pi_le_pi [of z] Arg2pi_lt_pi [of z] Arg2pi_eq_0 [of z] Arg2pi_ge_0 [of z] 
     by (fastforce simp: complex_is_Real_iff)
 
 lemma Arg2pi_eq_0_pi: "Arg2pi z = 0 \<or> Arg2pi z = pi \<longleftrightarrow> z \<in> \<real>"
   using Arg2pi_eq_0 Arg2pi_eq_pi not_le by auto
 
 lemma Arg2pi_of_real: "Arg2pi (of_real r) = (if r<0 then pi else 0)"
   using Arg2pi_eq_0_pi Arg2pi_eq_pi by fastforce
 
 lemma Arg2pi_real: "z \<in> \<real> \<Longrightarrow> Arg2pi z = (if 0 \<le> Re z then 0 else pi)"
   using Arg2pi_eq_0 Arg2pi_eq_0_pi by auto
 
 lemma Arg2pi_inverse: "Arg2pi(inverse z) = (if z \<in> \<real> then Arg2pi z else 2*pi - Arg2pi z)"
 proof (cases "z=0")
   case False
   show ?thesis
     apply (rule Arg2pi_unique [of "inverse (norm z)"])
     using Arg2pi_eq False Arg2pi_ge_0 [of z] Arg2pi_lt_2pi [of z] Arg2pi_eq_0 [of z]
     by (auto simp: Arg2pi_real in_Reals_norm exp_diff field_simps)
 qed auto
 
 lemma Arg2pi_eq_iff:
   assumes "w \<noteq> 0" "z \<noteq> 0"
      shows "Arg2pi w = Arg2pi z \<longleftrightarrow> (\<exists>x. 0 < x & w = of_real x * z)"
   using assms Arg2pi_eq [of z] Arg2pi_eq [of w]
   apply auto
   apply (rule_tac x="norm w / norm z" in exI)
   apply (simp add: field_split_simps)
   by (metis mult.commute mult.left_commute)
 
 lemma Arg2pi_inverse_eq_0: "Arg2pi(inverse z) = 0 \<longleftrightarrow> Arg2pi z = 0"
   by (metis Arg2pi_eq_0 Arg2pi_inverse inverse_inverse_eq)
 
 lemma Arg2pi_divide:
   assumes "w \<noteq> 0" "z \<noteq> 0" "Arg2pi w \<le> Arg2pi z"
     shows "Arg2pi(z / w) = Arg2pi z - Arg2pi w"
   apply (rule Arg2pi_unique [of "norm(z / w)"])
   using assms Arg2pi_eq Arg2pi_ge_0 [of w] Arg2pi_lt_2pi [of z]
   apply (auto simp: exp_diff norm_divide field_simps)
   done
 
 lemma Arg2pi_le_div_sum:
   assumes "w \<noteq> 0" "z \<noteq> 0" "Arg2pi w \<le> Arg2pi z"
     shows "Arg2pi z = Arg2pi w + Arg2pi(z / w)"
   by (simp add: Arg2pi_divide assms)
 
 lemma Arg2pi_le_div_sum_eq:
   assumes "w \<noteq> 0" "z \<noteq> 0"
     shows "Arg2pi w \<le> Arg2pi z \<longleftrightarrow> Arg2pi z = Arg2pi w + Arg2pi(z / w)"
   using assms by (auto simp: Arg2pi_ge_0 intro: Arg2pi_le_div_sum)
 
 lemma Arg2pi_diff:
   assumes "w \<noteq> 0" "z \<noteq> 0"
     shows "Arg2pi w - Arg2pi z = (if Arg2pi z \<le> Arg2pi w then Arg2pi(w / z) else Arg2pi(w/z) - 2*pi)"
   using assms Arg2pi_divide Arg2pi_inverse [of "w/z"] Arg2pi_eq_0_pi
   by (force simp add: Arg2pi_ge_0 Arg2pi_divide not_le split: if_split_asm)
 
 lemma Arg2pi_add:
   assumes "w \<noteq> 0" "z \<noteq> 0"
     shows "Arg2pi w + Arg2pi z = (if Arg2pi w + Arg2pi z < 2*pi then Arg2pi(w * z) else Arg2pi(w * z) + 2*pi)"
   using assms Arg2pi_diff [of "w*z" z] Arg2pi_le_div_sum_eq [of z "w*z"]
   apply (auto simp: Arg2pi_ge_0 Arg2pi_divide not_le)
   apply (metis Arg2pi_lt_2pi add.commute)
   apply (metis (no_types) Arg2pi add.commute diff_0 diff_add_cancel diff_less_eq diff_minus_eq_add not_less)
   done
 
 lemma Arg2pi_times:
   assumes "w \<noteq> 0" "z \<noteq> 0"
     shows "Arg2pi (w * z) = (if Arg2pi w + Arg2pi z < 2*pi then Arg2pi w + Arg2pi z
                             else (Arg2pi w + Arg2pi z) - 2*pi)"
   using Arg2pi_add [OF assms]
   by auto
 
 lemma Arg2pi_cnj_eq_inverse: "z\<noteq>0 \<Longrightarrow> Arg2pi (cnj z) = Arg2pi (inverse z)"
   apply (simp add: Arg2pi_eq_iff field_split_simps complex_norm_square [symmetric] mult.commute)
   by (metis of_real_power zero_less_norm_iff zero_less_power)
 
 lemma Arg2pi_cnj: "Arg2pi(cnj z) = (if z \<in> \<real> then Arg2pi z else 2*pi - Arg2pi z)"
 proof (cases "z=0")
   case False
   then show ?thesis
     by (simp add: Arg2pi_cnj_eq_inverse Arg2pi_inverse)
 qed auto
 
 lemma Arg2pi_exp: "0 \<le> Im z \<Longrightarrow> Im z < 2*pi \<Longrightarrow> Arg2pi(exp z) = Im z"
   by (rule Arg2pi_unique [of "exp(Re z)"]) (auto simp: exp_eq_polar)
 
 lemma complex_split_polar:
   obtains r a::real where "z = complex_of_real r * (cos a + \<i> * sin a)" "0 \<le> r" "0 \<le> a" "a < 2*pi"
   using Arg2pi cis.ctr cis_conv_exp unfolding Complex_eq is_Arg_def by fastforce
 
 lemma Re_Im_le_cmod: "Im w * sin \<phi> + Re w * cos \<phi> \<le> cmod w"
 proof (cases w rule: complex_split_polar)
   case (1 r a) with sin_cos_le1 [of a \<phi>] show ?thesis
     apply (simp add: norm_mult cmod_unit_one)
     by (metis (no_types, hide_lams) abs_le_D1 distrib_left mult.commute mult.left_commute mult_left_le)
 qed
 
 subsection\<^marker>\<open>tag unimportant\<close>\<open>Analytic properties of tangent function\<close>
 
 lemma cnj_tan: "cnj(tan z) = tan(cnj z)"
   by (simp add: cnj_cos cnj_sin tan_def)
 
 lemma field_differentiable_at_tan: "cos z \<noteq> 0 \<Longrightarrow> tan field_differentiable at z"
   unfolding field_differentiable_def
   using DERIV_tan by blast
 
 lemma field_differentiable_within_tan: "cos z \<noteq> 0
          \<Longrightarrow> tan field_differentiable (at z within s)"
   using field_differentiable_at_tan field_differentiable_at_within by blast
 
 lemma continuous_within_tan: "cos z \<noteq> 0 \<Longrightarrow> continuous (at z within s) tan"
   using continuous_at_imp_continuous_within isCont_tan by blast
 
 lemma continuous_on_tan [continuous_intros]: "(\<And>z. z \<in> s \<Longrightarrow> cos z \<noteq> 0) \<Longrightarrow> continuous_on s tan"
   by (simp add: continuous_at_imp_continuous_on)
 
 lemma holomorphic_on_tan: "(\<And>z. z \<in> s \<Longrightarrow> cos z \<noteq> 0) \<Longrightarrow> tan holomorphic_on s"
   by (simp add: field_differentiable_within_tan holomorphic_on_def)
 
 
 subsection\<open>The principal branch of the Complex logarithm\<close>
 
 instantiation complex :: ln
 begin
 
 definition\<^marker>\<open>tag important\<close> ln_complex :: "complex \<Rightarrow> complex"
   where "ln_complex \<equiv> \<lambda>z. THE w. exp w = z & -pi < Im(w) & Im(w) \<le> pi"
 
 text\<open>NOTE: within this scope, the constant Ln is not yet available!\<close>
 lemma
   assumes "z \<noteq> 0"
     shows exp_Ln [simp]:  "exp(ln z) = z"
       and mpi_less_Im_Ln: "-pi < Im(ln z)"
       and Im_Ln_le_pi:    "Im(ln z) \<le> pi"
 proof -
   obtain \<psi> where z: "z / (cmod z) = Complex (cos \<psi>) (sin \<psi>)"
     using complex_unimodular_polar [of "z / (norm z)"] assms
     by (auto simp: norm_divide field_split_simps)
   obtain \<phi> where \<phi>: "- pi < \<phi>" "\<phi> \<le> pi" "sin \<phi> = sin \<psi>" "cos \<phi> = cos \<psi>"
     using sincos_principal_value [of "\<psi>"] assms
     by (auto simp: norm_divide field_split_simps)
   have "exp(ln z) = z & -pi < Im(ln z) & Im(ln z) \<le> pi" unfolding ln_complex_def
     apply (rule theI [where a = "Complex (ln(norm z)) \<phi>"])
     using z assms \<phi>
     apply (auto simp: field_simps exp_complex_eqI exp_eq_polar cis.code)
     done
   then show "exp(ln z) = z" "-pi < Im(ln z)" "Im(ln z) \<le> pi"
     by auto
 qed
 
 lemma Ln_exp [simp]:
   assumes "-pi < Im(z)" "Im(z) \<le> pi"
     shows "ln(exp z) = z"
   apply (rule exp_complex_eqI)
   using assms mpi_less_Im_Ln  [of "exp z"] Im_Ln_le_pi [of "exp z"]
   apply auto
   done
 
 subsection\<^marker>\<open>tag unimportant\<close>\<open>Relation to Real Logarithm\<close>
 
 lemma Ln_of_real:
   assumes "0 < z"
     shows "ln(of_real z::complex) = of_real(ln z)"
 proof -
   have "ln(of_real (exp (ln z))::complex) = ln (exp (of_real (ln z)))"
     by (simp add: exp_of_real)
   also have "... = of_real(ln z)"
     using assms by (subst Ln_exp) auto
   finally show ?thesis
     using assms by simp
 qed
 
 corollary\<^marker>\<open>tag unimportant\<close> Ln_in_Reals [simp]: "z \<in> \<real> \<Longrightarrow> Re z > 0 \<Longrightarrow> ln z \<in> \<real>"
   by (auto simp: Ln_of_real elim: Reals_cases)
 
 corollary\<^marker>\<open>tag unimportant\<close> Im_Ln_of_real [simp]: "r > 0 \<Longrightarrow> Im (ln (of_real r)) = 0"
   by (simp add: Ln_of_real)
 
 lemma cmod_Ln_Reals [simp]: "z \<in> \<real> \<Longrightarrow> 0 < Re z \<Longrightarrow> cmod (ln z) = norm (ln (Re z))"
   using Ln_of_real by force
 
 lemma Ln_Reals_eq: "\<lbrakk>x \<in> \<real>; Re x > 0\<rbrakk> \<Longrightarrow> ln x = of_real (ln (Re x))"
   using Ln_of_real by force
 
 lemma Ln_1 [simp]: "ln 1 = (0::complex)"
 proof -
   have "ln (exp 0) = (0::complex)"
     by (simp add: del: exp_zero)
   then show ?thesis
     by simp
 qed
 
 
 lemma Ln_eq_zero_iff [simp]: "x \<notin> \<real>\<^sub>\<le>\<^sub>0 \<Longrightarrow> ln x = 0 \<longleftrightarrow> x = 1" for x::complex
   by auto (metis exp_Ln exp_zero nonpos_Reals_zero_I)
 
 instance
   by intro_classes (rule ln_complex_def Ln_1)
 
 end
 
 abbreviation Ln :: "complex \<Rightarrow> complex"
   where "Ln \<equiv> ln"
 
 lemma Ln_eq_iff: "w \<noteq> 0 \<Longrightarrow> z \<noteq> 0 \<Longrightarrow> (Ln w = Ln z \<longleftrightarrow> w = z)"
   by (metis exp_Ln)
 
 lemma Ln_unique: "exp(z) = w \<Longrightarrow> -pi < Im(z) \<Longrightarrow> Im(z) \<le> pi \<Longrightarrow> Ln w = z"
   using Ln_exp by blast
 
 lemma Re_Ln [simp]: "z \<noteq> 0 \<Longrightarrow> Re(Ln z) = ln(norm z)"
   by (metis exp_Ln ln_exp norm_exp_eq_Re)
 
 corollary\<^marker>\<open>tag unimportant\<close> ln_cmod_le:
   assumes z: "z \<noteq> 0"
     shows "ln (cmod z) \<le> cmod (Ln z)"
   using norm_exp [of "Ln z", simplified exp_Ln [OF z]]
   by (metis Re_Ln complex_Re_le_cmod z)
 
 proposition\<^marker>\<open>tag unimportant\<close> exists_complex_root:
   fixes z :: complex
   assumes "n \<noteq> 0"  obtains w where "z = w ^ n"
 proof (cases "z=0")
   case False
   then show ?thesis
     by (rule_tac w = "exp(Ln z / n)" in that) (simp add: assms exp_of_nat_mult [symmetric])
 qed (use assms in auto)
 
 corollary\<^marker>\<open>tag unimportant\<close> exists_complex_root_nonzero:
   fixes z::complex
   assumes "z \<noteq> 0" "n \<noteq> 0"
   obtains w where "w \<noteq> 0" "z = w ^ n"
   by (metis exists_complex_root [of n z] assms power_0_left)
 
 subsection\<^marker>\<open>tag unimportant\<close>\<open>Derivative of Ln away from the branch cut\<close>
 
 lemma
   assumes "z \<notin> \<real>\<^sub>\<le>\<^sub>0"
-    shows has_field_derivative_Ln: "(Ln has_field_derivative inverse(z)) (at z)"
-      and Im_Ln_less_pi:           "Im (Ln z) < pi"
+  shows has_field_derivative_Ln: "(Ln has_field_derivative inverse(z)) (at z)"
+    and Im_Ln_less_pi:           "Im (Ln z) < pi"
 proof -
-  have znz: "z \<noteq> 0"
+  have znz [simp]: "z \<noteq> 0"
     using assms by auto
   then have "Im (Ln z) \<noteq> pi"
     by (metis (no_types) Im_exp Ln_in_Reals assms complex_nonpos_Reals_iff complex_is_Real_iff exp_Ln mult_zero_right not_less pi_neq_zero sin_pi znz)
   then show *: "Im (Ln z) < pi" using assms Im_Ln_le_pi
-    by (simp add: le_neq_trans znz)
-  have "(exp has_field_derivative z) (at (Ln z))"
-    by (metis znz DERIV_exp exp_Ln)
-  then show "(Ln has_field_derivative inverse(z)) (at z)"
-    apply (rule has_field_derivative_inverse_strong_x
-              [where S = "{w. -pi < Im(w) \<and> Im(w) < pi}"])
-    using znz *
-    apply (auto simp: continuous_on_exp [OF continuous_on_id] open_Collect_conj open_halfspace_Im_gt open_halfspace_Im_lt mpi_less_Im_Ln)
-    done
+    by (simp add: le_neq_trans)
+  let ?U = "{w. -pi < Im(w) \<and> Im(w) < pi}"
+  have 1: "open ?U"
+    by (simp add: open_Collect_conj open_halfspace_Im_gt open_halfspace_Im_lt)
+  have 2: "\<And>x. x \<in> ?U \<Longrightarrow> (exp has_derivative blinfun_apply(Blinfun ((*) (exp x)))) (at x)"
+    apply (simp add: bounded_linear_Blinfun_apply bounded_linear_mult_right)
+    using DERIV_exp has_field_derivative_def by blast
+  have 3: "continuous_on ?U (\<lambda>x. Blinfun ((*) (exp x)))"
+    unfolding blinfun_mult_right.abs_eq [symmetric] by (intro continuous_intros)
+  have 4: "Ln z \<in> ?U"
+    by (auto simp: mpi_less_Im_Ln *)
+  have 5: "Blinfun ((*) (inverse z)) o\<^sub>L Blinfun ((*) (exp (Ln z))) = id_blinfun"
+    by (rule blinfun_eqI) (simp add: bounded_linear_mult_right bounded_linear_Blinfun_apply)
+  obtain U' V g g' where "open U'" and sub: "U' \<subseteq> ?U"
+    and "Ln z \<in> U'" "open V" "z \<in> V"
+    and hom: "homeomorphism U' V exp g"
+    and g: "\<And>y. y \<in> V \<Longrightarrow> (g has_derivative (g' y)) (at y)"
+    and g': "\<And>y. y \<in> V \<Longrightarrow> g' y = inv ((*) (exp (g y)))"
+    and bij: "\<And>y. y \<in> V \<Longrightarrow> bij ((*) (exp (g y)))"
+    using inverse_function_theorem [OF 1 2 3 4 5]
+    by (simp add: bounded_linear_Blinfun_apply bounded_linear_mult_right) blast
+  show "(Ln has_field_derivative inverse(z)) (at z)"
+    unfolding has_field_derivative_def
+  proof (rule has_derivative_transform_within_open)
+    show g_eq_Ln: "g y = Ln y" if "y \<in> V" for y
+    proof -
+      obtain x where "y = exp x" "x \<in> U'"
+        using hom homeomorphism_image1 that \<open>y \<in> V\<close> by blast
+      then show ?thesis
+        using sub hom homeomorphism_apply1 by fastforce
+    qed
+    have "0 \<notin> V"
+      by (meson exp_not_eq_zero hom homeomorphism_def)
+    then have "\<And>y. y \<in> V \<Longrightarrow> g' y = inv ((*) y)"
+      by (metis exp_Ln g' g_eq_Ln)
+    then have g': "g' z = (\<lambda>x. x/z)"
+      by (metis (no_types, hide_lams) bij \<open>z \<in> V\<close> bij_inv_eq_iff exp_Ln g_eq_Ln nonzero_mult_div_cancel_left znz)
+    show "(g has_derivative (*) (inverse z)) (at z)"
+      using g [OF \<open>z \<in> V\<close>] g'
+      by (simp add: \<open>z \<in> V\<close> field_class.field_divide_inverse has_derivative_imp_has_field_derivative has_field_derivative_imp_has_derivative)
+  qed (auto simp: \<open>z \<in> V\<close> \<open>open V\<close>)
 qed
 
 declare has_field_derivative_Ln [derivative_intros]
 declare has_field_derivative_Ln [THEN DERIV_chain2, derivative_intros]
 
 lemma field_differentiable_at_Ln: "z \<notin> \<real>\<^sub>\<le>\<^sub>0 \<Longrightarrow> Ln field_differentiable at z"
   using field_differentiable_def has_field_derivative_Ln by blast
 
 lemma field_differentiable_within_Ln: "z \<notin> \<real>\<^sub>\<le>\<^sub>0
          \<Longrightarrow> Ln field_differentiable (at z within S)"
   using field_differentiable_at_Ln field_differentiable_within_subset by blast
 
 lemma continuous_at_Ln: "z \<notin> \<real>\<^sub>\<le>\<^sub>0 \<Longrightarrow> continuous (at z) Ln"
   by (simp add: field_differentiable_imp_continuous_at field_differentiable_within_Ln)
 
 lemma isCont_Ln' [simp,continuous_intros]:
    "\<lbrakk>isCont f z; f z \<notin> \<real>\<^sub>\<le>\<^sub>0\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. Ln (f x)) z"
   by (blast intro: isCont_o2 [OF _ continuous_at_Ln])
 
 lemma continuous_within_Ln [continuous_intros]: "z \<notin> \<real>\<^sub>\<le>\<^sub>0 \<Longrightarrow> continuous (at z within S) Ln"
   using continuous_at_Ln continuous_at_imp_continuous_within by blast
 
 lemma continuous_on_Ln [continuous_intros]: "(\<And>z. z \<in> S \<Longrightarrow> z \<notin> \<real>\<^sub>\<le>\<^sub>0) \<Longrightarrow> continuous_on S Ln"
   by (simp add: continuous_at_imp_continuous_on continuous_within_Ln)
 
 lemma continuous_on_Ln' [continuous_intros]:
   "continuous_on S f \<Longrightarrow> (\<And>z. z \<in> S \<Longrightarrow> f z \<notin> \<real>\<^sub>\<le>\<^sub>0) \<Longrightarrow> continuous_on S (\<lambda>x. Ln (f x))"
   by (rule continuous_on_compose2[OF continuous_on_Ln, of "UNIV - nonpos_Reals" S f]) auto
 
 lemma holomorphic_on_Ln [holomorphic_intros]: "(\<And>z. z \<in> S \<Longrightarrow> z \<notin> \<real>\<^sub>\<le>\<^sub>0) \<Longrightarrow> Ln holomorphic_on S"
   by (simp add: field_differentiable_within_Ln holomorphic_on_def)
 
 lemma holomorphic_on_Ln' [holomorphic_intros]:
   "(\<And>z. z \<in> A \<Longrightarrow> f z \<notin> \<real>\<^sub>\<le>\<^sub>0) \<Longrightarrow> f holomorphic_on A \<Longrightarrow> (\<lambda>z. Ln (f z)) holomorphic_on A"
   using holomorphic_on_compose_gen[OF _ holomorphic_on_Ln, of f A "- \<real>\<^sub>\<le>\<^sub>0"]
   by (auto simp: o_def)
 
 lemma tendsto_Ln [tendsto_intros]:
   fixes L F
   assumes "(f \<longlongrightarrow> L) F" "L \<notin> \<real>\<^sub>\<le>\<^sub>0"
   shows   "((\<lambda>x. Ln (f x)) \<longlongrightarrow> Ln L) F"
 proof -
   have "nhds L \<ge> filtermap f F"
     using assms(1) by (simp add: filterlim_def)
   moreover have "\<forall>\<^sub>F y in nhds L. y \<in> - \<real>\<^sub>\<le>\<^sub>0"
     using eventually_nhds_in_open[of "- \<real>\<^sub>\<le>\<^sub>0" L] assms by (auto simp: open_Compl)
   ultimately have "\<forall>\<^sub>F y in filtermap f F. y \<in> - \<real>\<^sub>\<le>\<^sub>0" by (rule filter_leD)
   moreover have "continuous_on (-\<real>\<^sub>\<le>\<^sub>0) Ln" by (rule continuous_on_Ln) auto
   ultimately show ?thesis using continuous_on_tendsto_compose[of "- \<real>\<^sub>\<le>\<^sub>0" Ln f L F] assms
     by (simp add: eventually_filtermap)
 qed
 
 lemma divide_ln_mono:
   fixes x y::real
   assumes "3 \<le> x" "x \<le> y"
   shows "x / ln x \<le> y / ln y"
 proof (rule exE [OF complex_mvt_line [of x y "\<lambda>z. z / Ln z" "\<lambda>z. 1/(Ln z) - 1/(Ln z)^2"]];
     clarsimp simp add: closed_segment_Reals closed_segment_eq_real_ivl assms)
   show "\<And>u. \<lbrakk>x \<le> u; u \<le> y\<rbrakk> \<Longrightarrow> ((\<lambda>z. z / Ln z) has_field_derivative 1 / Ln u - 1 / (Ln u)\<^sup>2) (at u)"
     using \<open>3 \<le> x\<close> by (force intro!: derivative_eq_intros simp: field_simps power_eq_if)
   show "x / ln x \<le> y / ln y"
     if "Re (y / Ln y) - Re (x / Ln x) = (Re (1 / Ln u) - Re (1 / (Ln u)\<^sup>2)) * (y - x)"
     and x: "x \<le> u" "u \<le> y" for u
   proof -
     have eq: "y / ln y = (1 / ln u - 1 / (ln u)\<^sup>2) * (y - x) + x / ln x"
       using that \<open>3 \<le> x\<close> by (auto simp: Ln_Reals_eq in_Reals_norm group_add_class.diff_eq_eq)
     show ?thesis
       using exp_le \<open>3 \<le> x\<close> x by (simp add: eq) (simp add: power_eq_if divide_simps ln_ge_iff)
   qed
 qed
 
 theorem Ln_series:
   fixes z :: complex
   assumes "norm z < 1"
   shows   "(\<lambda>n. (-1)^Suc n / of_nat n * z^n) sums ln (1 + z)" (is "(\<lambda>n. ?f n * z^n) sums _")
 proof -
   let ?F = "\<lambda>z. \<Sum>n. ?f n * z^n" and ?F' = "\<lambda>z. \<Sum>n. diffs ?f n * z^n"
   have r: "conv_radius ?f = 1"
     by (intro conv_radius_ratio_limit_nonzero[of _ 1])
        (simp_all add: norm_divide LIMSEQ_Suc_n_over_n del: of_nat_Suc)
 
   have "\<exists>c. \<forall>z\<in>ball 0 1. ln (1 + z) - ?F z = c"
   proof (rule has_field_derivative_zero_constant)
     fix z :: complex assume z': "z \<in> ball 0 1"
     hence z: "norm z < 1" by simp
     define t :: complex where "t = of_real (1 + norm z) / 2"
     from z have t: "norm z < norm t" "norm t < 1" unfolding t_def
       by (simp_all add: field_simps norm_divide del: of_real_add)
 
     have "Re (-z) \<le> norm (-z)" by (rule complex_Re_le_cmod)
     also from z have "... < 1" by simp
     finally have "((\<lambda>z. ln (1 + z)) has_field_derivative inverse (1+z)) (at z)"
       by (auto intro!: derivative_eq_intros simp: complex_nonpos_Reals_iff)
     moreover have "(?F has_field_derivative ?F' z) (at z)" using t r
       by (intro termdiffs_strong[of _ t] summable_in_conv_radius) simp_all
     ultimately have "((\<lambda>z. ln (1 + z) - ?F z) has_field_derivative (inverse (1 + z) - ?F' z))
                        (at z within ball 0 1)"
       by (intro derivative_intros) (simp_all add: at_within_open[OF z'])
     also have "(\<lambda>n. of_nat n * ?f n * z ^ (n - Suc 0)) sums ?F' z" using t r
       by (intro diffs_equiv termdiff_converges[OF t(1)] summable_in_conv_radius) simp_all
     from sums_split_initial_segment[OF this, of 1]
       have "(\<lambda>i. (-z) ^ i) sums ?F' z" by (simp add: power_minus[of z] del: of_nat_Suc)
     hence "?F' z = inverse (1 + z)" using z by (simp add: sums_iff suminf_geometric divide_inverse)
     also have "inverse (1 + z) - inverse (1 + z) = 0" by simp
     finally show "((\<lambda>z. ln (1 + z) - ?F z) has_field_derivative 0) (at z within ball 0 1)" .
   qed simp_all
   then obtain c where c: "\<And>z. z \<in> ball 0 1 \<Longrightarrow> ln (1 + z) - ?F z = c" by blast
   from c[of 0] have "c = 0" by (simp only: powser_zero) simp
   with c[of z] assms have "ln (1 + z) = ?F z" by simp
   moreover have "summable (\<lambda>n. ?f n * z^n)" using assms r
     by (intro summable_in_conv_radius) simp_all
   ultimately show ?thesis by (simp add: sums_iff)
 qed
 
 lemma Ln_series': "cmod z < 1 \<Longrightarrow> (\<lambda>n. - ((-z)^n) / of_nat n) sums ln (1 + z)"
   by (drule Ln_series) (simp add: power_minus')
 
 lemma ln_series':
   assumes "abs (x::real) < 1"
   shows   "(\<lambda>n. - ((-x)^n) / of_nat n) sums ln (1 + x)"
 proof -
   from assms have "(\<lambda>n. - ((-of_real x)^n) / of_nat n) sums ln (1 + complex_of_real x)"
     by (intro Ln_series') simp_all
   also have "(\<lambda>n. - ((-of_real x)^n) / of_nat n) = (\<lambda>n. complex_of_real (- ((-x)^n) / of_nat n))"
     by (rule ext) simp
   also from assms have "ln (1 + complex_of_real x) = of_real (ln (1 + x))"
     by (subst Ln_of_real [symmetric]) simp_all
   finally show ?thesis by (subst (asm) sums_of_real_iff)
 qed
 
 lemma Ln_approx_linear:
   fixes z :: complex
   assumes "norm z < 1"
   shows   "norm (ln (1 + z) - z) \<le> norm z^2 / (1 - norm z)"
 proof -
   let ?f = "\<lambda>n. (-1)^Suc n / of_nat n"
   from assms have "(\<lambda>n. ?f n * z^n) sums ln (1 + z)" using Ln_series by simp
   moreover have "(\<lambda>n. (if n = 1 then 1 else 0) * z^n) sums z" using powser_sums_if[of 1] by simp
   ultimately have "(\<lambda>n. (?f n - (if n = 1 then 1 else 0)) * z^n) sums (ln (1 + z) - z)"
     by (subst left_diff_distrib, intro sums_diff) simp_all
   from sums_split_initial_segment[OF this, of "Suc 1"]
     have "(\<lambda>i. (-(z^2)) * inverse (2 + of_nat i) * (- z)^i) sums (Ln (1 + z) - z)"
     by (simp add: power2_eq_square mult_ac power_minus[of z] divide_inverse)
   hence "(Ln (1 + z) - z) = (\<Sum>i. (-(z^2)) * inverse (of_nat (i+2)) * (-z)^i)"
     by (simp add: sums_iff)
   also have A: "summable (\<lambda>n. norm z^2 * (inverse (real_of_nat (Suc (Suc n))) * cmod z ^ n))"
     by (rule summable_mult, rule summable_comparison_test_ev[OF _ summable_geometric[of "norm z"]])
        (auto simp: assms field_simps intro!: always_eventually)
   hence "norm (\<Sum>i. (-(z^2)) * inverse (of_nat (i+2)) * (-z)^i) \<le>
              (\<Sum>i. norm (-(z^2) * inverse (of_nat (i+2)) * (-z)^i))"
     by (intro summable_norm)
        (auto simp: norm_power norm_inverse norm_mult mult_ac simp del: of_nat_add of_nat_Suc)
   also have "norm ((-z)^2 * (-z)^i) * inverse (of_nat (i+2)) \<le> norm ((-z)^2 * (-z)^i) * 1" for i
     by (intro mult_left_mono) (simp_all add: field_split_simps)
   hence "(\<Sum>i. norm (-(z^2) * inverse (of_nat (i+2)) * (-z)^i))
          \<le> (\<Sum>i. norm (-(z^2) * (-z)^i))"
     using A assms
     apply (simp_all only: norm_power norm_inverse norm_divide norm_mult)
     apply (intro suminf_le summable_mult summable_geometric)
     apply (auto simp: norm_power field_simps simp del: of_nat_add of_nat_Suc)
     done
   also have "... = norm z^2 * (\<Sum>i. norm z^i)" using assms
     by (subst suminf_mult [symmetric]) (auto intro!: summable_geometric simp: norm_mult norm_power)
   also have "(\<Sum>i. norm z^i) = inverse (1 - norm z)" using assms
     by (subst suminf_geometric) (simp_all add: divide_inverse)
   also have "norm z^2 * ... = norm z^2 / (1 - norm z)" by (simp add: divide_inverse)
   finally show ?thesis .
 qed
 
 
 subsection\<^marker>\<open>tag unimportant\<close>\<open>Quadrant-type results for Ln\<close>
 
 lemma cos_lt_zero_pi: "pi/2 < x \<Longrightarrow> x < 3*pi/2 \<Longrightarrow> cos x < 0"
   using cos_minus_pi cos_gt_zero_pi [of "x-pi"]
   by simp
 
 lemma Re_Ln_pos_lt:
   assumes "z \<noteq> 0"
     shows "\<bar>Im(Ln z)\<bar> < pi/2 \<longleftrightarrow> 0 < Re(z)"
 proof -
   { fix w
     assume "w = Ln z"
     then have w: "Im w \<le> pi" "- pi < Im w"
       using Im_Ln_le_pi [of z]  mpi_less_Im_Ln [of z]  assms
       by auto
     then have "\<bar>Im w\<bar> < pi/2 \<longleftrightarrow> 0 < Re(exp w)"
       using cos_lt_zero_pi [of "-(Im w)"] cos_lt_zero_pi [of "(Im w)"]
       apply (auto simp: Re_exp zero_less_mult_iff cos_gt_zero_pi abs_if split: if_split_asm)
       apply (metis cos_minus cos_pi_half divide_minus_left less_irrefl linorder_neqE_linordered_idom nonzero_mult_div_cancel_right zero_neq_numeral)+
       done
   }
   then show ?thesis using assms
     by auto
 qed
 
 lemma Re_Ln_pos_le:
   assumes "z \<noteq> 0"
     shows "\<bar>Im(Ln z)\<bar> \<le> pi/2 \<longleftrightarrow> 0 \<le> Re(z)"
 proof -
   { fix w
     assume "w = Ln z"
     then have w: "Im w \<le> pi" "- pi < Im w"
       using Im_Ln_le_pi [of z]  mpi_less_Im_Ln [of z]  assms
       by auto
     then have "\<bar>Im w\<bar> \<le> pi/2 \<longleftrightarrow> 0 \<le> Re(exp w)"
       apply (auto simp: Re_exp zero_le_mult_iff cos_ge_zero)
       using cos_lt_zero_pi [of "- (Im w)"] cos_lt_zero_pi [of "(Im w)"] not_le
       apply (auto simp: abs_if split: if_split_asm)
       done
   }
   then show ?thesis using assms
     by auto
 qed
 
 lemma Im_Ln_pos_lt:
   assumes "z \<noteq> 0"
     shows "0 < Im(Ln z) \<and> Im(Ln z) < pi \<longleftrightarrow> 0 < Im(z)"
 proof -
   { fix w
     assume "w = Ln z"
     then have w: "Im w \<le> pi" "- pi < Im w"
       using Im_Ln_le_pi [of z]  mpi_less_Im_Ln [of z]  assms
       by auto
     then have "0 < Im w \<and> Im w < pi \<longleftrightarrow> 0 < Im(exp w)"
       using sin_gt_zero [of "- (Im w)"] sin_gt_zero [of "(Im w)"]
       apply (simp add: Im_exp zero_less_mult_iff)
       using less_linear apply fastforce
       done
   }
   then show ?thesis using assms
     by auto
 qed
 
 lemma Im_Ln_pos_le:
   assumes "z \<noteq> 0"
     shows "0 \<le> Im(Ln z) \<and> Im(Ln z) \<le> pi \<longleftrightarrow> 0 \<le> Im(z)"
 proof -
   { fix w
     assume "w = Ln z"
     then have w: "Im w \<le> pi" "- pi < Im w"
       using Im_Ln_le_pi [of z]  mpi_less_Im_Ln [of z]  assms
       by auto
     then have "0 \<le> Im w \<and> Im w \<le> pi \<longleftrightarrow> 0 \<le> Im(exp w)"
       using sin_ge_zero [of "- (Im w)"] sin_ge_zero [of "(Im w)"]
       apply (auto simp: Im_exp zero_le_mult_iff sin_ge_zero)
       apply (metis not_le not_less_iff_gr_or_eq pi_not_less_zero sin_eq_0_pi)
       done }
   then show ?thesis using assms
     by auto
 qed
 
 lemma Re_Ln_pos_lt_imp: "0 < Re(z) \<Longrightarrow> \<bar>Im(Ln z)\<bar> < pi/2"
   by (metis Re_Ln_pos_lt less_irrefl zero_complex.simps(1))
 
 lemma Im_Ln_pos_lt_imp: "0 < Im(z) \<Longrightarrow> 0 < Im(Ln z) \<and> Im(Ln z) < pi"
   by (metis Im_Ln_pos_lt not_le order_refl zero_complex.simps(2))
 
 text\<open>A reference to the set of positive real numbers\<close>
 lemma Im_Ln_eq_0: "z \<noteq> 0 \<Longrightarrow> (Im(Ln z) = 0 \<longleftrightarrow> 0 < Re(z) \<and> Im(z) = 0)"
 by (metis Im_complex_of_real Im_exp Ln_in_Reals Re_Ln_pos_lt Re_Ln_pos_lt_imp
           Re_complex_of_real complex_is_Real_iff exp_Ln exp_of_real pi_gt_zero)
 
 lemma Im_Ln_eq_pi: "z \<noteq> 0 \<Longrightarrow> (Im(Ln z) = pi \<longleftrightarrow> Re(z) < 0 \<and> Im(z) = 0)"
 by (metis Im_Ln_eq_0 Im_Ln_pos_le Im_Ln_pos_lt add.left_neutral complex_eq less_eq_real_def
     mult_zero_right not_less_iff_gr_or_eq pi_ge_zero pi_neq_zero rcis_zero_arg rcis_zero_mod)
 
 
 subsection\<^marker>\<open>tag unimportant\<close>\<open>More Properties of Ln\<close>
 
 lemma cnj_Ln: assumes "z \<notin> \<real>\<^sub>\<le>\<^sub>0" shows "cnj(Ln z) = Ln(cnj z)"
 proof (cases "z=0")
   case False
   show ?thesis
   proof (rule exp_complex_eqI)
     have "\<bar>Im (cnj (Ln z)) - Im (Ln (cnj z))\<bar> \<le> \<bar>Im (cnj (Ln z))\<bar> + \<bar>Im (Ln (cnj z))\<bar>"
       by (rule abs_triangle_ineq4)
     also have "... < pi + pi"
     proof -
       have "\<bar>Im (cnj (Ln z))\<bar> < pi"
         by (simp add: False Im_Ln_less_pi abs_if assms minus_less_iff mpi_less_Im_Ln)
       moreover have "\<bar>Im (Ln (cnj z))\<bar> \<le> pi"
         by (meson abs_le_iff complex_cnj_zero_iff less_eq_real_def minus_less_iff  False Im_Ln_le_pi mpi_less_Im_Ln)
       ultimately show ?thesis
         by simp
     qed
     finally show "\<bar>Im (cnj (Ln z)) - Im (Ln (cnj z))\<bar> < 2 * pi"
       by simp
     show "exp (cnj (Ln z)) = exp (Ln (cnj z))"
       by (metis False complex_cnj_zero_iff exp_Ln exp_cnj)
   qed
 qed (use assms in auto)
 
 
 lemma Ln_inverse: assumes "z \<notin> \<real>\<^sub>\<le>\<^sub>0" shows "Ln(inverse z) = -(Ln z)"
 proof (cases "z=0")
   case False
   show ?thesis
   proof (rule exp_complex_eqI)
     have "\<bar>Im (Ln (inverse z)) - Im (- Ln z)\<bar> \<le> \<bar>Im (Ln (inverse z))\<bar> + \<bar>Im (- Ln z)\<bar>"
       by (rule abs_triangle_ineq4)
     also have "... < pi + pi"
     proof -
       have "\<bar>Im (Ln (inverse z))\<bar> < pi"
         by (simp add: False Im_Ln_less_pi abs_if assms minus_less_iff mpi_less_Im_Ln)
       moreover have "\<bar>Im (- Ln z)\<bar> \<le> pi"
         using False Im_Ln_le_pi mpi_less_Im_Ln by fastforce
       ultimately show ?thesis
         by simp
     qed
     finally show "\<bar>Im (Ln (inverse z)) - Im (- Ln z)\<bar> < 2 * pi"
       by simp
     show "exp (Ln (inverse z)) = exp (- Ln z)"
       by (simp add: False exp_minus)
   qed
 qed (use assms in auto)
 
 lemma Ln_minus1 [simp]: "Ln(-1) = \<i> * pi"
   apply (rule exp_complex_eqI)
   using Im_Ln_le_pi [of "-1"] mpi_less_Im_Ln [of "-1"] cis_conv_exp cis_pi
   apply (auto simp: abs_if)
   done
 
 lemma Ln_ii [simp]: "Ln \<i> = \<i> * of_real pi/2"
   using Ln_exp [of "\<i> * (of_real pi/2)"]
   unfolding exp_Euler
   by simp
 
 lemma Ln_minus_ii [simp]: "Ln(-\<i>) = - (\<i> * pi/2)"
 proof -
   have  "Ln(-\<i>) = Ln(inverse \<i>)"    by simp
   also have "... = - (Ln \<i>)"         using Ln_inverse by blast
   also have "... = - (\<i> * pi/2)"     by simp
   finally show ?thesis .
 qed
 
 lemma Ln_times:
   assumes "w \<noteq> 0" "z \<noteq> 0"
     shows "Ln(w * z) =
            (if Im(Ln w + Ln z) \<le> -pi then (Ln(w) + Ln(z)) + \<i> * of_real(2*pi)
             else if Im(Ln w + Ln z) > pi then (Ln(w) + Ln(z)) - \<i> * of_real(2*pi)
             else Ln(w) + Ln(z))"
   using pi_ge_zero Im_Ln_le_pi [of w] Im_Ln_le_pi [of z]
   using assms mpi_less_Im_Ln [of w] mpi_less_Im_Ln [of z]
   by (auto simp: exp_add exp_diff sin_double cos_double exp_Euler intro!: Ln_unique)
 
 corollary\<^marker>\<open>tag unimportant\<close> Ln_times_simple:
     "\<lbrakk>w \<noteq> 0; z \<noteq> 0; -pi < Im(Ln w) + Im(Ln z); Im(Ln w) + Im(Ln z) \<le> pi\<rbrakk>
          \<Longrightarrow> Ln(w * z) = Ln(w) + Ln(z)"
   by (simp add: Ln_times)
 
 corollary\<^marker>\<open>tag unimportant\<close> Ln_times_of_real:
     "\<lbrakk>r > 0; z \<noteq> 0\<rbrakk> \<Longrightarrow> Ln(of_real r * z) = ln r + Ln(z)"
   using mpi_less_Im_Ln Im_Ln_le_pi
   by (force simp: Ln_times)
 
 corollary\<^marker>\<open>tag unimportant\<close> Ln_times_Reals:
     "\<lbrakk>r \<in> Reals; Re r > 0; z \<noteq> 0\<rbrakk> \<Longrightarrow> Ln(r * z) = ln (Re r) + Ln(z)"
   using Ln_Reals_eq Ln_times_of_real by fastforce
 
 corollary\<^marker>\<open>tag unimportant\<close> Ln_divide_of_real:
     "\<lbrakk>r > 0; z \<noteq> 0\<rbrakk> \<Longrightarrow> Ln(z / of_real r) = Ln(z) - ln r"
 using Ln_times_of_real [of "inverse r" z]
 by (simp add: ln_inverse Ln_of_real mult.commute divide_inverse of_real_inverse [symmetric]
          del: of_real_inverse)
 
 corollary\<^marker>\<open>tag unimportant\<close> Ln_prod:
   fixes f :: "'a \<Rightarrow> complex"
   assumes "finite A" "\<And>x. x \<in> A \<Longrightarrow> f x \<noteq> 0"
   shows "\<exists>n. Ln (prod f A) = (\<Sum>x \<in> A. Ln (f x) + (of_int (n x) * (2 * pi)) * \<i>)"
   using assms
 proof (induction A)
   case (insert x A)
   then obtain n where n: "Ln (prod f A) = (\<Sum>x\<in>A. Ln (f x) + of_real (of_int (n x) * (2 * pi)) * \<i>)"
     by auto
   define D where "D \<equiv> Im (Ln (f x)) + Im (Ln (prod f A))"
   define q::int where "q \<equiv> (if D \<le> -pi then 1 else if D > pi then -1 else 0)"
   have "prod f A \<noteq> 0" "f x \<noteq> 0"
     by (auto simp: insert.hyps insert.prems)
   with insert.hyps pi_ge_zero show ?case
     by (rule_tac x="n(x:=q)" in exI) (force simp: Ln_times q_def D_def n intro!: sum.cong)
 qed auto
 
 lemma Ln_minus:
   assumes "z \<noteq> 0"
     shows "Ln(-z) = (if Im(z) \<le> 0 \<and> \<not>(Re(z) < 0 \<and> Im(z) = 0)
                      then Ln(z) + \<i> * pi
                      else Ln(z) - \<i> * pi)" (is "_ = ?rhs")
   using Im_Ln_le_pi [of z] mpi_less_Im_Ln [of z] assms
         Im_Ln_eq_pi [of z] Im_Ln_pos_lt [of z]
     by (fastforce simp: exp_add exp_diff exp_Euler intro!: Ln_unique)
 
 lemma Ln_inverse_if:
   assumes "z \<noteq> 0"
     shows "Ln (inverse z) = (if z \<in> \<real>\<^sub>\<le>\<^sub>0 then -(Ln z) + \<i> * 2 * complex_of_real pi else -(Ln z))"
 proof (cases "z \<in> \<real>\<^sub>\<le>\<^sub>0")
   case False then show ?thesis
     by (simp add: Ln_inverse)
 next
   case True
   then have z: "Im z = 0" "Re z < 0"
     using assms
     apply (auto simp: complex_nonpos_Reals_iff)
     by (metis complex_is_Real_iff le_imp_less_or_eq of_real_0 of_real_Re)
   have "Ln(inverse z) = Ln(- (inverse (-z)))"
     by simp
   also have "... = Ln (inverse (-z)) + \<i> * complex_of_real pi"
     using assms z
     apply (simp add: Ln_minus)
     apply (simp add: field_simps)
     done
   also have "... = - Ln (- z) + \<i> * complex_of_real pi"
     apply (subst Ln_inverse)
     using z by (auto simp add: complex_nonneg_Reals_iff)
   also have "... = - (Ln z) + \<i> * 2 * complex_of_real pi"
     by (subst Ln_minus) (use assms z in auto)
   finally show ?thesis by (simp add: True)
 qed
 
 lemma Ln_times_ii:
   assumes "z \<noteq> 0"
     shows  "Ln(\<i> * z) = (if 0 \<le> Re(z) | Im(z) < 0
                           then Ln(z) + \<i> * of_real pi/2
                           else Ln(z) - \<i> * of_real(3 * pi/2))"
   using Im_Ln_le_pi [of z] mpi_less_Im_Ln [of z] assms
         Im_Ln_eq_pi [of z] Im_Ln_pos_lt [of z] Re_Ln_pos_le [of z]
   by (simp add: Ln_times) auto
 
 lemma Ln_of_nat [simp]: "0 < n \<Longrightarrow> Ln (of_nat n) = of_real (ln (of_nat n))"
   by (subst of_real_of_nat_eq[symmetric], subst Ln_of_real[symmetric]) simp_all
 
 lemma Ln_of_nat_over_of_nat:
   assumes "m > 0" "n > 0"
   shows   "Ln (of_nat m / of_nat n) = of_real (ln (of_nat m) - ln (of_nat n))"
 proof -
   have "of_nat m / of_nat n = (of_real (of_nat m / of_nat n) :: complex)" by simp
   also from assms have "Ln ... = of_real (ln (of_nat m / of_nat n))"
     by (simp add: Ln_of_real[symmetric])
   also from assms have "... = of_real (ln (of_nat m) - ln (of_nat n))"
     by (simp add: ln_div)
   finally show ?thesis .
 qed
 
 subsection\<open>The Argument of a Complex Number\<close>
 
 text\<open>Finally: it's is defined for the same interval as the complex logarithm: \<open>(-\<pi>,\<pi>]\<close>.\<close>
 
 definition\<^marker>\<open>tag important\<close> Arg :: "complex \<Rightarrow> real" where "Arg z \<equiv> (if z = 0 then 0 else Im (Ln z))"
 
 lemma Arg_of_real: "Arg (of_real r) = (if r<0 then pi else 0)"
   by (simp add: Im_Ln_eq_pi Arg_def)
 
 lemma mpi_less_Arg: "-pi < Arg z"
     and Arg_le_pi: "Arg z \<le> pi"
   by (auto simp: Arg_def mpi_less_Im_Ln Im_Ln_le_pi)
 
 lemma
   assumes "z \<noteq> 0"
   shows Arg_eq: "z = of_real(norm z) * exp(\<i> * Arg z)"
   using assms exp_Ln exp_eq_polar
   by (auto simp:  Arg_def)
 
 lemma is_Arg_Arg: "z \<noteq> 0 \<Longrightarrow> is_Arg z (Arg z)"
   by (simp add: Arg_eq is_Arg_def)
 
 lemma Argument_exists:
   assumes "z \<noteq> 0" and R: "R = {r-pi<..r+pi}"
   obtains s where "is_Arg z s" "s\<in>R"
 proof -
   let ?rp = "r - Arg z + pi"
   define k where "k \<equiv> \<lfloor>?rp / (2 * pi)\<rfloor>"
   have "(Arg z + of_int k * (2 * pi)) \<in> R"
     using floor_divide_lower [of "2*pi" ?rp] floor_divide_upper [of "2*pi" ?rp]
     by (auto simp: k_def algebra_simps R)
   then show ?thesis
     using Arg_eq \<open>z \<noteq> 0\<close> is_Arg_2pi_iff is_Arg_def that by blast
 qed
 
 lemma Argument_exists_unique:
   assumes "z \<noteq> 0" and R: "R = {r-pi<..r+pi}"
   obtains s where "is_Arg z s" "s\<in>R" "\<And>t. \<lbrakk>is_Arg z t; t\<in>R\<rbrakk> \<Longrightarrow> s=t"
 proof -
   obtain s where s: "is_Arg z s" "s\<in>R"
     using Argument_exists [OF assms] .
   moreover have "\<And>t. \<lbrakk>is_Arg z t; t\<in>R\<rbrakk> \<Longrightarrow> s=t"
     using assms s  by (auto simp: is_Arg_eqI)
   ultimately show thesis
     using that by blast
 qed
 
 lemma Argument_Ex1:
   assumes "z \<noteq> 0" and R: "R = {r-pi<..r+pi}"
   shows "\<exists>!s. is_Arg z s \<and> s \<in> R"
   using Argument_exists_unique [OF assms]  by metis
 
 lemma Arg_divide:
   assumes "w \<noteq> 0" "z \<noteq> 0"
   shows "is_Arg (z / w) (Arg z - Arg w)"
   using Arg_eq [of z] Arg_eq [of w] Arg_eq [of "norm(z / w)"] assms
   by (auto simp: is_Arg_def norm_divide field_simps exp_diff Arg_of_real)
 
 lemma Arg_unique_lemma:
   assumes z:  "is_Arg z t"
       and z': "is_Arg z t'"
       and t:  "- pi < t"  "t \<le> pi"
       and t': "- pi < t'" "t' \<le> pi"
       and nz: "z \<noteq> 0"
     shows "t' = t"
   using Arg2pi_unique_lemma [of "- (inverse z)"]
 proof -
   have "pi - t' = pi - t"
   proof (rule Arg2pi_unique_lemma [of "- (inverse z)"])
     have "- (inverse z) = - (inverse (of_real(norm z) * exp(\<i> * t)))"
       by (metis is_Arg_def z)
     also have "... = (cmod (- inverse z)) * exp (\<i> * (pi - t))"
       by (auto simp: field_simps exp_diff norm_divide)
     finally show "is_Arg (- inverse z) (pi - t)"
       unfolding is_Arg_def .
     have "- (inverse z) = - (inverse (of_real(norm z) * exp(\<i> * t')))"
       by (metis is_Arg_def z')
     also have "... = (cmod (- inverse z)) * exp (\<i> * (pi - t'))"
       by (auto simp: field_simps exp_diff norm_divide)
     finally show "is_Arg (- inverse z) (pi - t')"
       unfolding is_Arg_def .
   qed (use assms in auto)
   then show ?thesis
     by simp
 qed
 
 lemma complex_norm_eq_1_exp_eq: "norm z = 1 \<longleftrightarrow> exp(\<i> * (Arg z)) = z"
   by (metis Arg_eq exp_not_eq_zero exp_zero mult.left_neutral norm_zero of_real_1 norm_exp_i_times)
 
 lemma Arg_unique: "\<lbrakk>of_real r * exp(\<i> * a) = z; 0 < r; -pi < a; a \<le> pi\<rbrakk> \<Longrightarrow> Arg z = a"
   by (rule Arg_unique_lemma [unfolded is_Arg_def, OF _ Arg_eq])
      (use mpi_less_Arg Arg_le_pi in \<open>auto simp: norm_mult\<close>)
 
 lemma Arg_minus:
   assumes "z \<noteq> 0"
   shows "Arg (-z) = (if Arg z \<le> 0 then Arg z + pi else Arg z - pi)"
 proof -
   have [simp]: "cmod z * cos (Arg z) = Re z"
     using assms Arg_eq [of z] by (metis Re_exp exp_Ln norm_exp_eq_Re Arg_def)
   have [simp]: "cmod z * sin (Arg z) = Im z"
     using assms Arg_eq [of z] by (metis Im_exp exp_Ln norm_exp_eq_Re Arg_def)
   show ?thesis
     apply (rule Arg_unique [of "norm z"])
        apply (rule complex_eqI)
     using mpi_less_Arg [of z] Arg_le_pi [of z] assms
         apply (auto simp: Re_exp Im_exp cos_diff sin_diff cis_conv_exp [symmetric])
     done
 qed
 
 lemma Arg_times_of_real [simp]:
   assumes "0 < r" shows "Arg (of_real r * z) = Arg z"
 proof (cases "z=0")
   case True
   then show ?thesis
     by (simp add: Arg_def)
 next
   case False
   with Arg_eq assms show ?thesis
   by (auto simp: mpi_less_Arg Arg_le_pi intro!:  Arg_unique [of "r * norm z"])
 qed
 
 lemma Arg_times_of_real2 [simp]: "0 < r \<Longrightarrow> Arg (z * of_real r) = Arg z"
   by (metis Arg_times_of_real mult.commute)
 
 lemma Arg_divide_of_real [simp]: "0 < r \<Longrightarrow> Arg (z / of_real r) = Arg z"
   by (metis Arg_times_of_real2 less_numeral_extra(3) nonzero_eq_divide_eq of_real_eq_0_iff)
 
 lemma Arg_less_0: "0 \<le> Arg z \<longleftrightarrow> 0 \<le> Im z"
   using Im_Ln_le_pi Im_Ln_pos_le
   by (simp add: Arg_def)
 
 lemma Arg_eq_pi: "Arg z = pi \<longleftrightarrow> Re z < 0 \<and> Im z = 0"
   by (auto simp: Arg_def Im_Ln_eq_pi)
 
 lemma Arg_lt_pi: "0 < Arg z \<and> Arg z < pi \<longleftrightarrow> 0 < Im z"
   using Arg_less_0 [of z] Im_Ln_pos_lt
   by (auto simp: order.order_iff_strict Arg_def)
 
 lemma Arg_eq_0: "Arg z = 0 \<longleftrightarrow> z \<in> \<real> \<and> 0 \<le> Re z"
   using complex_is_Real_iff
   by (simp add: Arg_def Im_Ln_eq_0) (metis less_eq_real_def of_real_Re of_real_def scale_zero_left)
 
 corollary\<^marker>\<open>tag unimportant\<close> Arg_ne_0: assumes "z \<notin> \<real>\<^sub>\<ge>\<^sub>0" shows "Arg z \<noteq> 0"
   using assms by (auto simp: nonneg_Reals_def Arg_eq_0)
 
 lemma Arg_eq_pi_iff: "Arg z = pi \<longleftrightarrow> z \<in> \<real> \<and> Re z < 0"
 proof (cases "z=0")
   case False
   then show ?thesis
     using Arg_eq_0 [of "-z"] Arg_eq_pi complex_is_Real_iff by blast
 qed (simp add: Arg_def)
 
 lemma Arg_eq_0_pi: "Arg z = 0 \<or> Arg z = pi \<longleftrightarrow> z \<in> \<real>"
   using Arg_eq_pi_iff Arg_eq_0 by force
 
 lemma Arg_real: "z \<in> \<real> \<Longrightarrow> Arg z = (if 0 \<le> Re z then 0 else pi)"
   using Arg_eq_0 Arg_eq_0_pi by auto
 
 lemma Arg_inverse: "Arg(inverse z) = (if z \<in> \<real> then Arg z else - Arg z)"
 proof (cases "z \<in> \<real>")
   case True
   then show ?thesis
     by simp (metis Arg2pi_inverse Arg2pi_real Arg_real Reals_inverse)
 next
   case False
   then have "Arg z < pi" "z \<noteq> 0"
     using Arg_eq_0_pi Arg_le_pi by (auto simp: less_eq_real_def)
   then show ?thesis
     apply (simp add: False)
     apply (rule Arg_unique [of "inverse (norm z)"])
     using False mpi_less_Arg [of z] Arg_eq [of z]
     apply (auto simp: exp_minus field_simps)
     done
 qed
 
 lemma Arg_eq_iff:
   assumes "w \<noteq> 0" "z \<noteq> 0"
      shows "Arg w = Arg z \<longleftrightarrow> (\<exists>x. 0 < x \<and> w = of_real x * z)"
   using assms Arg_eq [of z] Arg_eq [of w]
   apply auto
   apply (rule_tac x="norm w / norm z" in exI)
   apply (simp add: field_split_simps)
   by (metis mult.commute mult.left_commute)
 
 lemma Arg_inverse_eq_0: "Arg(inverse z) = 0 \<longleftrightarrow> Arg z = 0"
   by (metis Arg_eq_0 Arg_inverse inverse_inverse_eq)
 
 lemma Arg_cnj_eq_inverse: "z\<noteq>0 \<Longrightarrow> Arg (cnj z) = Arg (inverse z)"
   apply (simp add: Arg_eq_iff field_split_simps complex_norm_square [symmetric] mult.commute)
   by (metis of_real_power zero_less_norm_iff zero_less_power)
 
 lemma Arg_cnj: "Arg(cnj z) = (if z \<in> \<real> then Arg z else - Arg z)"
   by (metis Arg_cnj_eq_inverse Arg_inverse Reals_0 complex_cnj_zero)
 
 lemma Arg_exp: "-pi < Im z \<Longrightarrow> Im z \<le> pi \<Longrightarrow> Arg(exp z) = Im z"
   by (rule Arg_unique [of "exp(Re z)"]) (auto simp: exp_eq_polar)
 
 lemma Ln_Arg: "z\<noteq>0 \<Longrightarrow> Ln(z) = ln(norm z) + \<i> * Arg(z)"
   by (metis Arg_def Re_Ln complex_eq)
 
 lemma continuous_at_Arg:
   assumes "z \<notin> \<real>\<^sub>\<le>\<^sub>0"
     shows "continuous (at z) Arg"
 proof -
   have [simp]: "(\<lambda>z. Im (Ln z)) \<midarrow>z\<rightarrow> Arg z"
     using Arg_def assms continuous_at by fastforce
   show ?thesis
     unfolding continuous_at
   proof (rule Lim_transform_within_open)
     show "\<And>w. \<lbrakk>w \<in> - \<real>\<^sub>\<le>\<^sub>0; w \<noteq> z\<rbrakk> \<Longrightarrow> Im (Ln w) = Arg w"
       by (metis Arg_def Compl_iff nonpos_Reals_zero_I)
   qed (use assms in auto)
 qed
 
 lemma continuous_within_Arg: "z \<notin> \<real>\<^sub>\<le>\<^sub>0 \<Longrightarrow> continuous (at z within S) Arg"
   using continuous_at_Arg continuous_at_imp_continuous_within by blast
 
 
 subsection\<open>The Unwinding Number and the Ln product Formula\<close>
 
 text\<open>Note that in this special case the unwinding number is -1, 0 or 1. But it's always an integer.\<close>
 
 lemma is_Arg_exp_Im: "is_Arg (exp z) (Im z)"
   using exp_eq_polar is_Arg_def norm_exp_eq_Re by auto
 
 lemma is_Arg_exp_diff_2pi:
   assumes "is_Arg (exp z) \<theta>"
   shows "\<exists>k. Im z - of_int k * (2 * pi) = \<theta>"
 proof (intro exI is_Arg_eqI)
   let ?k = "\<lfloor>(Im z - \<theta>) / (2 * pi)\<rfloor>"
   show "is_Arg (exp z) (Im z - real_of_int ?k * (2 * pi))"
     by (metis diff_add_cancel is_Arg_2pi_iff is_Arg_exp_Im)
   show "\<bar>Im z - real_of_int ?k * (2 * pi) - \<theta>\<bar> < 2 * pi"
     using floor_divide_upper [of "2*pi" "Im z - \<theta>"] floor_divide_lower [of "2*pi" "Im z - \<theta>"]
     by (auto simp: algebra_simps abs_if)
 qed (auto simp: is_Arg_exp_Im assms)
 
 lemma Arg_exp_diff_2pi: "\<exists>k. Im z - of_int k * (2 * pi) = Arg (exp z)"
   using is_Arg_exp_diff_2pi [OF is_Arg_Arg] by auto
 
 lemma unwinding_in_Ints: "(z - Ln(exp z)) / (of_real(2*pi) * \<i>) \<in> \<int>"
   using Arg_exp_diff_2pi [of z]
   by (force simp: Ints_def image_def field_simps Arg_def intro!: complex_eqI)
 
 definition\<^marker>\<open>tag important\<close> unwinding :: "complex \<Rightarrow> int" where
    "unwinding z \<equiv> THE k. of_int k = (z - Ln(exp z)) / (of_real(2*pi) * \<i>)"
 
 lemma unwinding: "of_int (unwinding z) = (z - Ln(exp z)) / (of_real(2*pi) * \<i>)"
   using unwinding_in_Ints [of z]
   unfolding unwinding_def Ints_def by force
 
 lemma unwinding_2pi: "(2*pi) * \<i> * unwinding(z) = z - Ln(exp z)"
   by (simp add: unwinding)
 
 lemma Ln_times_unwinding:
     "w \<noteq> 0 \<Longrightarrow> z \<noteq> 0 \<Longrightarrow> Ln(w * z) = Ln(w) + Ln(z) - (2*pi) * \<i> * unwinding(Ln w + Ln z)"
   using unwinding_2pi by (simp add: exp_add)
 
 
 subsection\<^marker>\<open>tag unimportant\<close>\<open>Relation between Ln and Arg2pi, and hence continuity of Arg2pi\<close>
 
 lemma Arg2pi_Ln:
   assumes "0 < Arg2pi z" shows "Arg2pi z = Im(Ln(-z)) + pi"
 proof (cases "z = 0")
   case True
   with assms show ?thesis
     by simp
 next
   case False
   then have "z / of_real(norm z) = exp(\<i> * of_real(Arg2pi z))"
     using Arg2pi [of z]
     by (metis is_Arg_def abs_norm_cancel nonzero_mult_div_cancel_left norm_of_real zero_less_norm_iff)
   then have "- z / of_real(norm z) = exp (\<i> * (of_real (Arg2pi z) - pi))"
     using cis_conv_exp cis_pi
     by (auto simp: exp_diff algebra_simps)
   then have "ln (- z / of_real(norm z)) = ln (exp (\<i> * (of_real (Arg2pi z) - pi)))"
     by simp
   also have "... = \<i> * (of_real(Arg2pi z) - pi)"
     using Arg2pi [of z] assms pi_not_less_zero
     by auto
   finally have "Arg2pi z =  Im (Ln (- z / of_real (cmod z))) + pi"
     by simp
   also have "... = Im (Ln (-z) - ln (cmod z)) + pi"
     by (metis diff_0_right minus_diff_eq zero_less_norm_iff Ln_divide_of_real False)
   also have "... = Im (Ln (-z)) + pi"
     by simp
   finally show ?thesis .
 qed
 
 lemma continuous_at_Arg2pi:
   assumes "z \<notin> \<real>\<^sub>\<ge>\<^sub>0"
     shows "continuous (at z) Arg2pi"
 proof -
   have *: "isCont (\<lambda>z. Im (Ln (- z)) + pi) z"
     by (rule Complex.isCont_Im isCont_Ln' continuous_intros | simp add: assms complex_is_Real_iff)+
   have [simp]: "Im x \<noteq> 0 \<Longrightarrow> Im (Ln (- x)) + pi = Arg2pi x" for x
     using Arg2pi_Ln  by (simp add: Arg2pi_gt_0 complex_nonneg_Reals_iff)
   consider "Re z < 0" | "Im z \<noteq> 0" using assms
     using complex_nonneg_Reals_iff not_le by blast
   then have [simp]: "(\<lambda>z. Im (Ln (- z)) + pi) \<midarrow>z\<rightarrow> Arg2pi z"
     using "*" by (simp add: Arg2pi_Ln Arg2pi_gt_0 assms continuous_within) 
   show ?thesis
     unfolding continuous_at
   proof (rule Lim_transform_within_open)
     show "\<And>x. \<lbrakk>x \<in> - \<real>\<^sub>\<ge>\<^sub>0; x \<noteq> z\<rbrakk> \<Longrightarrow> Im (Ln (- x)) + pi = Arg2pi x"
       by (auto simp add: Arg2pi_Ln [OF Arg2pi_gt_0] complex_nonneg_Reals_iff)
   qed (use assms in auto)
 qed
 
 
 text\<open>Relation between Arg2pi and arctangent in upper halfplane\<close>
 lemma Arg2pi_arctan_upperhalf:
   assumes "0 < Im z"
     shows "Arg2pi z = pi/2 - arctan(Re z / Im z)"
 proof (cases "z = 0")
   case False
   show ?thesis
   proof (rule Arg2pi_unique [of "norm z"])
     show "(cmod z) * exp (\<i> * (pi / 2 - arctan (Re z / Im z))) = z"
       apply (auto simp: exp_Euler cos_diff sin_diff)
       using assms norm_complex_def [of z, symmetric]
       apply (simp add: sin_of_real cos_of_real sin_arctan cos_arctan field_simps real_sqrt_divide)
       apply (metis complex_eq)
       done
   qed (use False arctan [of "Re z / Im z"] in auto)
 qed (use assms in auto)
 
 lemma Arg2pi_eq_Im_Ln:
   assumes "0 \<le> Im z" "0 < Re z"
     shows "Arg2pi z = Im (Ln z)"
 proof (cases "Im z = 0")
   case True then show ?thesis
     using Arg2pi_eq_0 Ln_in_Reals assms(2) complex_is_Real_iff by auto
 next
   case False
   then have *: "Arg2pi z > 0"
     using Arg2pi_gt_0 complex_is_Real_iff by blast
   then have "z \<noteq> 0"
     by auto
   with * assms False show ?thesis
     by (subst Arg2pi_Ln) (auto simp: Ln_minus)
 qed
 
 lemma continuous_within_upperhalf_Arg2pi:
   assumes "z \<noteq> 0"
     shows "continuous (at z within {z. 0 \<le> Im z}) Arg2pi"
 proof (cases "z \<in> \<real>\<^sub>\<ge>\<^sub>0")
   case False then show ?thesis
     using continuous_at_Arg2pi continuous_at_imp_continuous_within by auto
 next
   case True
   then have z: "z \<in> \<real>" "0 < Re z"
     using assms  by (auto simp: complex_nonneg_Reals_iff complex_is_Real_iff complex_neq_0)
   then have [simp]: "Arg2pi z = 0" "Im (Ln z) = 0"
     by (auto simp: Arg2pi_eq_0 Im_Ln_eq_0 assms complex_is_Real_iff)
   show ?thesis
   proof (clarsimp simp add: continuous_within Lim_within dist_norm)
     fix e::real
     assume "0 < e"
     moreover have "continuous (at z) (\<lambda>x. Im (Ln x))"
       using z by (simp add: continuous_at_Ln complex_nonpos_Reals_iff)
     ultimately
     obtain d where d: "d>0" "\<And>x. x \<noteq> z \<Longrightarrow> cmod (x - z) < d \<Longrightarrow> \<bar>Im (Ln x)\<bar> < e"
       by (auto simp: continuous_within Lim_within dist_norm)
     { fix x
       assume "cmod (x - z) < Re z / 2"
       then have "\<bar>Re x - Re z\<bar> < Re z / 2"
         by (metis le_less_trans abs_Re_le_cmod minus_complex.simps(1))
       then have "0 < Re x"
         using z by linarith
     }
     then show "\<exists>d>0. \<forall>x. 0 \<le> Im x \<longrightarrow> x \<noteq> z \<and> cmod (x - z) < d \<longrightarrow> \<bar>Arg2pi x\<bar> < e"
       apply (rule_tac x="min d (Re z / 2)" in exI)
       using z d
       apply (auto simp: Arg2pi_eq_Im_Ln)
       done
   qed
 qed
 
 lemma continuous_on_upperhalf_Arg2pi: "continuous_on ({z. 0 \<le> Im z} - {0}) Arg2pi"
   unfolding continuous_on_eq_continuous_within
   by (metis DiffE Diff_subset continuous_within_subset continuous_within_upperhalf_Arg2pi insertCI)
 
 lemma open_Arg2pi2pi_less_Int:
   assumes "0 \<le> s" "t \<le> 2*pi"
     shows "open ({y. s < Arg2pi y} \<inter> {y. Arg2pi y < t})"
 proof -
   have 1: "continuous_on (UNIV - \<real>\<^sub>\<ge>\<^sub>0) Arg2pi"
     using continuous_at_Arg2pi continuous_at_imp_continuous_within
     by (auto simp: continuous_on_eq_continuous_within)
   have 2: "open (UNIV - \<real>\<^sub>\<ge>\<^sub>0 :: complex set)"  by (simp add: open_Diff)
   have "open ({z. s < z} \<inter> {z. z < t})"
     using open_lessThan [of t] open_greaterThan [of s]
     by (metis greaterThan_def lessThan_def open_Int)
   moreover have "{y. s < Arg2pi y} \<inter> {y. Arg2pi y < t} \<subseteq> - \<real>\<^sub>\<ge>\<^sub>0"
     using assms by (auto simp: Arg2pi_real complex_nonneg_Reals_iff complex_is_Real_iff)
   ultimately show ?thesis
     using continuous_imp_open_vimage [OF 1 2, of  "{z. Re z > s} \<inter> {z. Re z < t}"]
     by auto
 qed
 
 lemma open_Arg2pi2pi_gt: "open {z. t < Arg2pi z}"
 proof (cases "t < 0")
   case True then have "{z. t < Arg2pi z} = UNIV"
     using Arg2pi_ge_0 less_le_trans by auto
   then show ?thesis
     by simp
 next
   case False then show ?thesis
     using open_Arg2pi2pi_less_Int [of t "2*pi"] Arg2pi_lt_2pi
     by auto
 qed
 
 lemma closed_Arg2pi2pi_le: "closed {z. Arg2pi z \<le> t}"
   using open_Arg2pi2pi_gt [of t]
   by (simp add: closed_def Set.Collect_neg_eq [symmetric] not_le)
 
 subsection\<^marker>\<open>tag unimportant\<close>\<open>Complex Powers\<close>
 
 lemma powr_to_1 [simp]: "z powr 1 = (z::complex)"
   by (simp add: powr_def)
 
 lemma powr_nat:
   fixes n::nat and z::complex shows "z powr n = (if z = 0 then 0 else z^n)"
   by (simp add: exp_of_nat_mult powr_def)
 
 lemma norm_powr_real: "w \<in> \<real> \<Longrightarrow> 0 < Re w \<Longrightarrow> norm(w powr z) = exp(Re z * ln(Re w))"
   apply (simp add: powr_def)
   using Im_Ln_eq_0 complex_is_Real_iff norm_complex_def  by auto
 
 lemma powr_complexpow [simp]:
   fixes x::complex shows "x \<noteq> 0 \<Longrightarrow> x powr (of_nat n) = x^n"
   by (induct n) (auto simp: ac_simps powr_add)
 
 lemma powr_complexnumeral [simp]:
   fixes x::complex shows "x \<noteq> 0 \<Longrightarrow> x powr (numeral n) = x ^ (numeral n)"
   by (metis of_nat_numeral powr_complexpow)
 
 lemma cnj_powr:
   assumes "Im a = 0 \<Longrightarrow> Re a \<ge> 0"
   shows   "cnj (a powr b) = cnj a powr cnj b"
 proof (cases "a = 0")
   case False
   with assms have "a \<notin> \<real>\<^sub>\<le>\<^sub>0" by (auto simp: complex_eq_iff complex_nonpos_Reals_iff)
   with False show ?thesis by (simp add: powr_def exp_cnj cnj_Ln)
 qed simp
 
 lemma powr_real_real:
   assumes "w \<in> \<real>" "z \<in> \<real>" "0 < Re w"
   shows "w powr z = exp(Re z * ln(Re w))"
 proof -
   have "w \<noteq> 0"
     using assms by auto
   with assms show ?thesis
     by (simp add: powr_def Ln_Reals_eq of_real_exp)
 qed
 
 lemma powr_of_real:
   fixes x::real and y::real
   shows "0 \<le> x \<Longrightarrow> of_real x powr (of_real y::complex) = of_real (x powr y)"
   by (simp_all add: powr_def exp_eq_polar)
 
 lemma powr_of_int:
   fixes z::complex and n::int
   assumes "z\<noteq>(0::complex)"
   shows "z powr of_int n = (if n\<ge>0 then z^nat n else inverse (z^nat (-n)))"
   by (metis assms not_le of_int_of_nat powr_complexpow powr_minus)
 
 lemma powr_Reals_eq: "\<lbrakk>x \<in> \<real>; y \<in> \<real>; Re x \<ge> 0\<rbrakk> \<Longrightarrow> x powr y = of_real (Re x powr Re y)"
   by (metis of_real_Re powr_of_real)
 
 lemma norm_powr_real_mono:
     "\<lbrakk>w \<in> \<real>; 1 < Re w\<rbrakk>
      \<Longrightarrow> cmod(w powr z1) \<le> cmod(w powr z2) \<longleftrightarrow> Re z1 \<le> Re z2"
   by (auto simp: powr_def algebra_simps Reals_def Ln_of_real)
 
 lemma powr_times_real:
     "\<lbrakk>x \<in> \<real>; y \<in> \<real>; 0 \<le> Re x; 0 \<le> Re y\<rbrakk>
            \<Longrightarrow> (x * y) powr z = x powr z * y powr z"
   by (auto simp: Reals_def powr_def Ln_times exp_add algebra_simps less_eq_real_def Ln_of_real)
 
 lemma Re_powr_le: "r \<in> \<real>\<^sub>\<ge>\<^sub>0 \<Longrightarrow> Re (r powr z) \<le> Re r powr Re z"
   by (auto simp: powr_def nonneg_Reals_def order_trans [OF complex_Re_le_cmod])
 
 lemma
   fixes w::complex
   shows Reals_powr [simp]: "\<lbrakk>w \<in> \<real>\<^sub>\<ge>\<^sub>0; z \<in> \<real>\<rbrakk> \<Longrightarrow> w powr z \<in> \<real>"
   and nonneg_Reals_powr [simp]: "\<lbrakk>w \<in> \<real>\<^sub>\<ge>\<^sub>0; z \<in> \<real>\<rbrakk> \<Longrightarrow> w powr z \<in> \<real>\<^sub>\<ge>\<^sub>0"
   by (auto simp: nonneg_Reals_def Reals_def powr_of_real)
 
 lemma powr_neg_real_complex:
   shows   "(- of_real x) powr a = (-1) powr (of_real (sgn x) * a) * of_real x powr (a :: complex)"
 proof (cases "x = 0")
   assume x: "x \<noteq> 0"
   hence "(-x) powr a = exp (a * ln (-of_real x))" by (simp add: powr_def)
   also from x have "ln (-of_real x) = Ln (of_real x) + of_real (sgn x) * pi * \<i>"
     by (simp add: Ln_minus Ln_of_real)
   also from x have "exp (a * ...) = cis pi powr (of_real (sgn x) * a) * of_real x powr a"
     by (simp add: powr_def exp_add algebra_simps Ln_of_real cis_conv_exp)
   also note cis_pi
   finally show ?thesis by simp
 qed simp_all
 
 lemma has_field_derivative_powr:
   fixes z :: complex
   assumes "z \<notin> \<real>\<^sub>\<le>\<^sub>0"
   shows "((\<lambda>z. z powr s) has_field_derivative (s * z powr (s - 1))) (at z)"
 proof (cases "z=0")
   case False
   show ?thesis
     unfolding powr_def
   proof (rule DERIV_transform_at)
     show "((\<lambda>z. exp (s * Ln z)) has_field_derivative s * (if z = 0 then 0 else exp ((s - 1) * Ln z)))
            (at z)"
       apply (intro derivative_eq_intros | simp add: assms)+
       by (simp add: False divide_complex_def exp_diff left_diff_distrib')
   qed (use False in auto)
 qed (use assms in auto)
 
 declare has_field_derivative_powr[THEN DERIV_chain2, derivative_intros]
 
 lemma has_field_derivative_powr_of_int:
   fixes z :: complex
   assumes gderiv:"(g has_field_derivative gd) (at z within s)" and "g z\<noteq>0"
   shows "((\<lambda>z. g z powr of_int n) has_field_derivative (n * g z powr (of_int n - 1) * gd)) (at z within s)"
 proof -
   define dd where "dd = of_int n * g z powr (of_int (n - 1)) * gd"
   obtain e where "e>0" and e_dist:"\<forall>y\<in>s. dist z y < e \<longrightarrow> g y \<noteq> 0"
     using DERIV_continuous[OF gderiv,THEN continuous_within_avoid] \<open>g z\<noteq>0\<close> by auto
   have ?thesis when "n\<ge>0"
   proof -
     define dd' where "dd' = of_int n * g z ^ (nat n - 1) * gd"
     have "dd=dd'"
     proof (cases "n=0")
       case False
       then have "n-1 \<ge>0" using \<open>n\<ge>0\<close> by auto
       then have "g z powr (of_int (n - 1)) = g z ^ (nat n - 1)"
         using powr_of_int[OF \<open>g z\<noteq>0\<close>,of "n-1"] by (simp add: nat_diff_distrib')
       then show ?thesis unfolding dd_def dd'_def by simp
     qed (simp add:dd_def dd'_def)
     then have "((\<lambda>z. g z powr of_int n) has_field_derivative dd) (at z within s)
                 \<longleftrightarrow> ((\<lambda>z. g z powr of_int n) has_field_derivative dd') (at z within s)"
       by simp
     also have "... \<longleftrightarrow> ((\<lambda>z. g z ^ nat n) has_field_derivative dd') (at z within s)"
     proof (rule has_field_derivative_cong_eventually)
       show "\<forall>\<^sub>F x in at z within s. g x powr of_int n = g x ^ nat n"
         unfolding eventually_at
         apply (rule exI[where x=e])
         using powr_of_int that \<open>e>0\<close> e_dist by (simp add: dist_commute)
     qed (use powr_of_int \<open>g z\<noteq>0\<close> that in simp)
     also have "..." unfolding dd'_def using gderiv that
       by (auto intro!: derivative_eq_intros)
     finally have "((\<lambda>z. g z powr of_int n) has_field_derivative dd) (at z within s)" .
     then show ?thesis unfolding dd_def by simp
   qed
   moreover have ?thesis when "n<0"
   proof -
     define dd' where "dd' = of_int n / g z ^ (nat (1 - n)) * gd"
     have "dd=dd'"
     proof -
       have "g z powr of_int (n - 1) = inverse (g z ^ nat (1-n))"
         using powr_of_int[OF \<open>g z\<noteq>0\<close>,of "n-1"] that by auto
       then show ?thesis
         unfolding dd_def dd'_def by (simp add: divide_inverse)
     qed
     then have "((\<lambda>z. g z powr of_int n) has_field_derivative dd) (at z within s)
                 \<longleftrightarrow> ((\<lambda>z. g z powr of_int n) has_field_derivative dd') (at z within s)"
       by simp
     also have "... \<longleftrightarrow> ((\<lambda>z. inverse (g z ^ nat (-n))) has_field_derivative dd') (at z within s)"
     proof (rule has_field_derivative_cong_eventually)
       show "\<forall>\<^sub>F x in at z within s. g x powr of_int n = inverse (g x ^ nat (- n))"
          unfolding eventually_at
         apply (rule exI[where x=e])
         using powr_of_int that \<open>e>0\<close> e_dist by (simp add: dist_commute)
     qed (use powr_of_int \<open>g z\<noteq>0\<close> that in simp)
     also have "..."
     proof -
       have "nat (- n) + nat (1 - n) - Suc 0 = nat (- n) + nat (- n)"
         by auto
       then show ?thesis
         unfolding dd'_def using gderiv that \<open>g z\<noteq>0\<close>
         by (auto intro!: derivative_eq_intros simp add:field_split_simps power_add[symmetric])
     qed
     finally have "((\<lambda>z. g z powr of_int n) has_field_derivative dd) (at z within s)" .
     then show ?thesis unfolding dd_def by simp
   qed
   ultimately show ?thesis by force
 qed
 
 lemma field_differentiable_powr_of_int:
   fixes z :: complex
   assumes gderiv:"g field_differentiable (at z within s)" and "g z\<noteq>0"
   shows "(\<lambda>z. g z powr of_int n) field_differentiable (at z within s)"
 using has_field_derivative_powr_of_int assms(2) field_differentiable_def gderiv by blast
 
 lemma holomorphic_on_powr_of_int [holomorphic_intros]:
   assumes "f holomorphic_on s" "\<forall>z\<in>s. f z\<noteq>0"
   shows "(\<lambda>z. (f z) powr of_int n) holomorphic_on s"
 proof (cases "n\<ge>0")
   case True
   then have "?thesis \<longleftrightarrow> (\<lambda>z. (f z) ^ nat n) holomorphic_on s"
     apply (rule_tac holomorphic_cong)
     using assms(2) by (auto simp add:powr_of_int)
   moreover have "(\<lambda>z. (f z) ^ nat n) holomorphic_on s"
     using assms(1) by (auto intro:holomorphic_intros)
   ultimately show ?thesis by auto
 next
   case False
   then have "?thesis \<longleftrightarrow> (\<lambda>z. inverse (f z) ^ nat (-n)) holomorphic_on s"
     apply (rule_tac holomorphic_cong)
     using assms(2) by (auto simp add:powr_of_int power_inverse)
   moreover have "(\<lambda>z. inverse (f z) ^ nat (-n)) holomorphic_on s"
     using assms by (auto intro!:holomorphic_intros)
   ultimately show ?thesis by auto
 qed
 
 lemma has_field_derivative_powr_right [derivative_intros]:
     "w \<noteq> 0 \<Longrightarrow> ((\<lambda>z. w powr z) has_field_derivative Ln w * w powr z) (at z)"
   unfolding powr_def by (intro derivative_eq_intros | simp)+
 
 lemma field_differentiable_powr_right [derivative_intros]:
   fixes w::complex
   shows "w \<noteq> 0 \<Longrightarrow> (\<lambda>z. w powr z) field_differentiable (at z)"
 using field_differentiable_def has_field_derivative_powr_right by blast
 
 lemma holomorphic_on_powr_right [holomorphic_intros]:
   assumes "f holomorphic_on s"
   shows "(\<lambda>z. w powr (f z)) holomorphic_on s"
 proof (cases "w = 0")
   case False
   with assms show ?thesis
     unfolding holomorphic_on_def field_differentiable_def
     by (metis (full_types) DERIV_chain' has_field_derivative_powr_right)
 qed simp
 
 lemma holomorphic_on_divide_gen [holomorphic_intros]:
   assumes f: "f holomorphic_on s" and g: "g holomorphic_on s" and 0: "\<And>z z'. \<lbrakk>z \<in> s; z' \<in> s\<rbrakk> \<Longrightarrow> g z = 0 \<longleftrightarrow> g z' = 0"
 shows "(\<lambda>z. f z / g z) holomorphic_on s"
 proof (cases "\<exists>z\<in>s. g z = 0")
   case True
   with 0 have "g z = 0" if "z \<in> s" for z
     using that by blast
   then show ?thesis
     using g holomorphic_transform by auto
 next
   case False
   with 0 have "g z \<noteq> 0" if "z \<in> s" for z
     using that by blast
   with holomorphic_on_divide show ?thesis
     using f g by blast
 qed
 
 lemma norm_powr_real_powr:
   "w \<in> \<real> \<Longrightarrow> 0 \<le> Re w \<Longrightarrow> cmod (w powr z) = Re w powr Re z"
   by (metis dual_order.order_iff_strict norm_powr_real norm_zero of_real_0 of_real_Re powr_def)
 
 lemma tendsto_powr_complex:
   fixes f g :: "_ \<Rightarrow> complex"
   assumes a: "a \<notin> \<real>\<^sub>\<le>\<^sub>0"
   assumes f: "(f \<longlongrightarrow> a) F" and g: "(g \<longlongrightarrow> b) F"
   shows   "((\<lambda>z. f z powr g z) \<longlongrightarrow> a powr b) F"
 proof -
   from a have [simp]: "a \<noteq> 0" by auto
   from f g a have "((\<lambda>z. exp (g z * ln (f z))) \<longlongrightarrow> a powr b) F" (is ?P)
     by (auto intro!: tendsto_intros simp: powr_def)
   also {
     have "eventually (\<lambda>z. z \<noteq> 0) (nhds a)"
       by (intro t1_space_nhds) simp_all
     with f have "eventually (\<lambda>z. f z \<noteq> 0) F" using filterlim_iff by blast
   }
   hence "?P \<longleftrightarrow> ((\<lambda>z. f z powr g z) \<longlongrightarrow> a powr b) F"
     by (intro tendsto_cong refl) (simp_all add: powr_def mult_ac)
   finally show ?thesis .
 qed
 
 lemma tendsto_powr_complex_0:
   fixes f g :: "'a \<Rightarrow> complex"
   assumes f: "(f \<longlongrightarrow> 0) F" and g: "(g \<longlongrightarrow> b) F" and b: "Re b > 0"
   shows   "((\<lambda>z. f z powr g z) \<longlongrightarrow> 0) F"
 proof (rule tendsto_norm_zero_cancel)
   define h where
     "h = (\<lambda>z. if f z = 0 then 0 else exp (Re (g z) * ln (cmod (f z)) + abs (Im (g z)) * pi))"
   {
     fix z :: 'a assume z: "f z \<noteq> 0"
     define c where "c = abs (Im (g z)) * pi"
     from mpi_less_Im_Ln[OF z] Im_Ln_le_pi[OF z]
       have "abs (Im (Ln (f z))) \<le> pi" by simp
     from mult_left_mono[OF this, of "abs (Im (g z))"]
       have "abs (Im (g z) * Im (ln (f z))) \<le> c" by (simp add: abs_mult c_def)
     hence "-Im (g z) * Im (ln (f z)) \<le> c" by simp
     hence "norm (f z powr g z) \<le> h z" by (simp add: powr_def field_simps h_def c_def)
   }
   hence le: "norm (f z powr g z) \<le> h z" for z by (cases "f x = 0") (simp_all add: h_def)
 
   have g': "(g \<longlongrightarrow> b) (inf F (principal {z. f z \<noteq> 0}))"
     by (rule tendsto_mono[OF _ g]) simp_all
   have "((\<lambda>x. norm (f x)) \<longlongrightarrow> 0) (inf F (principal {z. f z \<noteq> 0}))"
     by (subst tendsto_norm_zero_iff, rule tendsto_mono[OF _ f]) simp_all
   moreover {
     have "filterlim (\<lambda>x. norm (f x)) (principal {0<..}) (principal {z. f z \<noteq> 0})"
       by (auto simp: filterlim_def)
     hence "filterlim (\<lambda>x. norm (f x)) (principal {0<..})
              (inf F (principal {z. f z \<noteq> 0}))"
       by (rule filterlim_mono) simp_all
   }
   ultimately have norm: "filterlim (\<lambda>x. norm (f x)) (at_right 0) (inf F (principal {z. f z \<noteq> 0}))"
     by (simp add: filterlim_inf at_within_def)
 
   have A: "LIM x inf F (principal {z. f z \<noteq> 0}). Re (g x) * -ln (cmod (f x)) :> at_top"
     by (rule filterlim_tendsto_pos_mult_at_top tendsto_intros g' b
           filterlim_compose[OF filterlim_uminus_at_top_at_bot] filterlim_compose[OF ln_at_0] norm)+
   have B: "LIM x inf F (principal {z. f z \<noteq> 0}).
           -\<bar>Im (g x)\<bar> * pi + -(Re (g x) * ln (cmod (f x))) :> at_top"
     by (rule filterlim_tendsto_add_at_top tendsto_intros g')+ (insert A, simp_all)
   have C: "(h \<longlongrightarrow> 0) F" unfolding h_def
     by (intro filterlim_If tendsto_const filterlim_compose[OF exp_at_bot])
        (insert B, auto simp: filterlim_uminus_at_bot algebra_simps)
   show "((\<lambda>x. norm (f x powr g x)) \<longlongrightarrow> 0) F"
     by (rule Lim_null_comparison[OF always_eventually C]) (insert le, auto)
 qed
 
 lemma tendsto_powr_complex' [tendsto_intros]:
   fixes f g :: "_ \<Rightarrow> complex"
   assumes "a \<notin> \<real>\<^sub>\<le>\<^sub>0 \<or> (a = 0 \<and> Re b > 0)" and "(f \<longlongrightarrow> a) F" "(g \<longlongrightarrow> b) F"
   shows   "((\<lambda>z. f z powr g z) \<longlongrightarrow> a powr b) F"
   using assms tendsto_powr_complex tendsto_powr_complex_0 by fastforce
 
 lemma tendsto_neg_powr_complex_of_real:
   assumes "filterlim f at_top F" and "Re s < 0"
   shows   "((\<lambda>x. complex_of_real (f x) powr s) \<longlongrightarrow> 0) F"
 proof -
   have "((\<lambda>x. norm (complex_of_real (f x) powr s)) \<longlongrightarrow> 0) F"
   proof (rule Lim_transform_eventually)
     from assms(1) have "eventually (\<lambda>x. f x \<ge> 0) F"
       by (auto simp: filterlim_at_top)
     thus "eventually (\<lambda>x. f x powr Re s = norm (of_real (f x) powr s)) F"
       by eventually_elim (simp add: norm_powr_real_powr)
     from assms show "((\<lambda>x. f x powr Re s) \<longlongrightarrow> 0) F"
       by (intro tendsto_neg_powr)
   qed
   thus ?thesis by (simp add: tendsto_norm_zero_iff)
 qed
 
 lemma tendsto_neg_powr_complex_of_nat:
   assumes "filterlim f at_top F" and "Re s < 0"
   shows   "((\<lambda>x. of_nat (f x) powr s) \<longlongrightarrow> 0) F"
 proof -
   have "((\<lambda>x. of_real (real (f x)) powr s) \<longlongrightarrow> 0) F" using assms(2)
     by (intro filterlim_compose[OF _ tendsto_neg_powr_complex_of_real]
               filterlim_compose[OF _ assms(1)] filterlim_real_sequentially filterlim_ident) auto
   thus ?thesis by simp
 qed
 
 lemma continuous_powr_complex:
   assumes "f (netlimit F) \<notin> \<real>\<^sub>\<le>\<^sub>0" "continuous F f" "continuous F g"
   shows   "continuous F (\<lambda>z. f z powr g z :: complex)"
   using assms unfolding continuous_def by (intro tendsto_powr_complex) simp_all
 
 lemma isCont_powr_complex [continuous_intros]:
   assumes "f z \<notin> \<real>\<^sub>\<le>\<^sub>0" "isCont f z" "isCont g z"
   shows   "isCont (\<lambda>z. f z powr g z :: complex) z"
   using assms unfolding isCont_def by (intro tendsto_powr_complex) simp_all
 
 lemma continuous_on_powr_complex [continuous_intros]:
   assumes "A \<subseteq> {z. Re (f z) \<ge> 0 \<or> Im (f z) \<noteq> 0}"
   assumes "\<And>z. z \<in> A \<Longrightarrow> f z = 0 \<Longrightarrow> Re (g z) > 0"
   assumes "continuous_on A f" "continuous_on A g"
   shows   "continuous_on A (\<lambda>z. f z powr g z)"
   unfolding continuous_on_def
 proof
   fix z assume z: "z \<in> A"
   show "((\<lambda>z. f z powr g z) \<longlongrightarrow> f z powr g z) (at z within A)"
   proof (cases "f z = 0")
     case False
     from assms(1,2) z have "Re (f z) \<ge> 0 \<or> Im (f z) \<noteq> 0" "f z = 0 \<longrightarrow> Re (g z) > 0" by auto
     with assms(3,4) z show ?thesis
       by (intro tendsto_powr_complex')
          (auto elim!: nonpos_Reals_cases simp: complex_eq_iff continuous_on_def)
   next
     case True
     with assms z show ?thesis
       by (auto intro!: tendsto_powr_complex_0 simp: continuous_on_def)
   qed
 qed
 
 
 subsection\<^marker>\<open>tag unimportant\<close>\<open>Some Limits involving Logarithms\<close>
 
 lemma lim_Ln_over_power:
   fixes s::complex
   assumes "0 < Re s"
     shows "(\<lambda>n. Ln (of_nat n) / of_nat n powr s) \<longlonglongrightarrow> 0"
 proof (simp add: lim_sequentially dist_norm, clarify)
   fix e::real
   assume e: "0 < e"
   have "\<exists>xo>0. \<forall>x\<ge>xo. 0 < e * 2 + (e * Re s * 2 - 2) * x + e * (Re s)\<^sup>2 * x\<^sup>2"
   proof (rule_tac x="2/(e * (Re s)\<^sup>2)" in exI, safe)
     show "0 < 2 / (e * (Re s)\<^sup>2)"
       using e assms by (simp add: field_simps)
   next
     fix x::real
     assume x: "2 / (e * (Re s)\<^sup>2) \<le> x"
     have "2 / (e * (Re s)\<^sup>2) > 0"
       using e assms by simp
     with x have "x > 0"
       by linarith
     then have "x * 2 \<le> e * (x\<^sup>2 * (Re s)\<^sup>2)"
       using e assms x by (auto simp: power2_eq_square field_simps)
     also have "... < e * (2 + (x * (Re s * 2) + x\<^sup>2 * (Re s)\<^sup>2))"
       using e assms \<open>x > 0\<close>
       by (auto simp: power2_eq_square field_simps add_pos_pos)
     finally show "0 < e * 2 + (e * Re s * 2 - 2) * x + e * (Re s)\<^sup>2 * x\<^sup>2"
       by (auto simp: algebra_simps)
   qed
   then have "\<exists>xo>0. \<forall>x\<ge>xo. x / e < 1 + (Re s * x) + (1/2) * (Re s * x)^2"
     using e  by (simp add: field_simps)
   then have "\<exists>xo>0. \<forall>x\<ge>xo. x / e < exp (Re s * x)"
     using assms
     by (force intro: less_le_trans [OF _ exp_lower_Taylor_quadratic])
   then obtain xo where "xo > 0" and xo: "\<And>x. x \<ge> xo \<Longrightarrow> x < e * exp (Re s * x)"
     using e  by (auto simp: field_simps)
   have "norm (Ln (of_nat n) / of_nat n powr s) < e" if "n \<ge> nat \<lceil>exp xo\<rceil>" for n
     using e xo [of "ln n"] that
     apply (auto simp: norm_divide norm_powr_real field_split_simps)
     apply (metis exp_less_mono exp_ln not_le of_nat_0_less_iff)
     done
   then show "\<exists>no. \<forall>n\<ge>no. norm (Ln (of_nat n) / of_nat n powr s) < e"
     by blast
 qed
 
 lemma lim_Ln_over_n: "((\<lambda>n. Ln(of_nat n) / of_nat n) \<longlongrightarrow> 0) sequentially"
   using lim_Ln_over_power [of 1] by simp
 
 lemma lim_ln_over_power:
   fixes s :: real
   assumes "0 < s"
     shows "((\<lambda>n. ln n / (n powr s)) \<longlongrightarrow> 0) sequentially"
   using lim_Ln_over_power [of "of_real s", THEN filterlim_sequentially_Suc [THEN iffD2]] assms
   apply (subst filterlim_sequentially_Suc [symmetric])
   apply (simp add: lim_sequentially dist_norm Ln_Reals_eq norm_powr_real_powr norm_divide)
   done
 
 lemma lim_ln_over_n [tendsto_intros]: "((\<lambda>n. ln(real_of_nat n) / of_nat n) \<longlongrightarrow> 0) sequentially"
   using lim_ln_over_power [of 1, THEN filterlim_sequentially_Suc [THEN iffD2]]
   apply (subst filterlim_sequentially_Suc [symmetric])
   apply (simp add: lim_sequentially dist_norm)
   done
 
 lemma lim_log_over_n [tendsto_intros]:
   "(\<lambda>n. log k n/n) \<longlonglongrightarrow> 0"
 proof -
   have *: "log k n/n = (1/ln k) * (ln n / n)" for n
     unfolding log_def by auto
   have "(\<lambda>n. (1/ln k) * (ln n / n)) \<longlonglongrightarrow> (1/ln k) * 0"
     by (intro tendsto_intros)
   then show ?thesis
     unfolding * by auto
 qed
 
 lemma lim_1_over_complex_power:
   assumes "0 < Re s"
   shows "(\<lambda>n. 1 / of_nat n powr s) \<longlonglongrightarrow> 0"
 proof (rule Lim_null_comparison)
   have "\<forall>n>0. 3 \<le> n \<longrightarrow> 1 \<le> ln (real_of_nat n)"
     using ln_272_gt_1
     by (force intro: order_trans [of _ "ln (272/100)"])
   then show "\<forall>\<^sub>F x in sequentially. cmod (1 / of_nat x powr s) \<le> cmod (Ln (of_nat x) / of_nat x powr s)"
     by (auto simp: norm_divide field_split_simps eventually_sequentially)
   show "(\<lambda>n. cmod (Ln (of_nat n) / of_nat n powr s)) \<longlonglongrightarrow> 0"
     using lim_Ln_over_power [OF assms] by (metis tendsto_norm_zero_iff)
 qed
 
 lemma lim_1_over_real_power:
   fixes s :: real
   assumes "0 < s"
     shows "((\<lambda>n. 1 / (of_nat n powr s)) \<longlongrightarrow> 0) sequentially"
   using lim_1_over_complex_power [of "of_real s", THEN filterlim_sequentially_Suc [THEN iffD2]] assms
   apply (subst filterlim_sequentially_Suc [symmetric])
   apply (simp add: lim_sequentially dist_norm)
   apply (simp add: Ln_Reals_eq norm_powr_real_powr norm_divide)
   done
 
 lemma lim_1_over_Ln: "((\<lambda>n. 1 / Ln(of_nat n)) \<longlongrightarrow> 0) sequentially"
 proof (clarsimp simp add: lim_sequentially dist_norm norm_divide field_split_simps)
   fix r::real
   assume "0 < r"
   have ir: "inverse (exp (inverse r)) > 0"
     by simp
   obtain n where n: "1 < of_nat n * inverse (exp (inverse r))"
     using ex_less_of_nat_mult [of _ 1, OF ir]
     by auto
   then have "exp (inverse r) < of_nat n"
     by (simp add: field_split_simps)
   then have "ln (exp (inverse r)) < ln (of_nat n)"
     by (metis exp_gt_zero less_trans ln_exp ln_less_cancel_iff)
   with \<open>0 < r\<close> have "1 < r * ln (real_of_nat n)"
     by (simp add: field_simps)
   moreover have "n > 0" using n
     using neq0_conv by fastforce
   ultimately show "\<exists>no. \<forall>k. Ln (of_nat k) \<noteq> 0 \<longrightarrow> no \<le> k \<longrightarrow> 1 < r * cmod (Ln (of_nat k))"
     using n \<open>0 < r\<close>
     by (rule_tac x=n in exI) (force simp: field_split_simps intro: less_le_trans)
 qed
 
 lemma lim_1_over_ln: "((\<lambda>n. 1 / ln(real_of_nat n)) \<longlongrightarrow> 0) sequentially"
   using lim_1_over_Ln [THEN filterlim_sequentially_Suc [THEN iffD2]]
   apply (subst filterlim_sequentially_Suc [symmetric])
   apply (simp add: lim_sequentially dist_norm)
   apply (simp add: Ln_Reals_eq norm_powr_real_powr norm_divide)
   done
 
 lemma lim_ln1_over_ln: "(\<lambda>n. ln(Suc n) / ln n) \<longlonglongrightarrow> 1"
 proof (rule Lim_transform_eventually)
   have "(\<lambda>n. ln(1 + 1/n) / ln n) \<longlonglongrightarrow> 0"
   proof (rule Lim_transform_bound)
     show "(inverse o real) \<longlonglongrightarrow> 0"
       by (metis comp_def lim_inverse_n lim_explicit)
     show "\<forall>\<^sub>F n in sequentially. norm (ln (1 + 1 / n) / ln n) \<le> norm ((inverse \<circ> real) n)"
     proof
       fix n::nat
       assume n: "3 \<le> n"
       then have "ln 3 \<le> ln n" and ln0: "0 \<le> ln n"
         by auto
       with ln3_gt_1 have "1/ ln n \<le> 1"
         by (simp add: field_split_simps)
       moreover have "ln (1 + 1 / real n) \<le> 1/n"
         by (simp add: ln_add_one_self_le_self)
       ultimately have "ln (1 + 1 / real n) * (1 / ln n) \<le> (1/n) * 1"
         by (intro mult_mono) (use n in auto)
       then show "norm (ln (1 + 1 / n) / ln n) \<le> norm ((inverse \<circ> real) n)"
         by (simp add: field_simps ln0)
       qed
   qed
   then show "(\<lambda>n. 1 + ln(1 + 1/n) / ln n) \<longlonglongrightarrow> 1"
     by (metis (full_types) add.right_neutral tendsto_add_const_iff)
   show "\<forall>\<^sub>F k in sequentially. 1 + ln (1 + 1 / k) / ln k = ln(Suc k) / ln k"
     by (simp add: field_split_simps ln_div eventually_sequentiallyI [of 2])
 qed
 
 lemma lim_ln_over_ln1: "(\<lambda>n. ln n / ln(Suc n)) \<longlonglongrightarrow> 1"
 proof -
   have "(\<lambda>n. inverse (ln(Suc n) / ln n)) \<longlonglongrightarrow> inverse 1"
     by (rule tendsto_inverse [OF lim_ln1_over_ln]) auto
   then show ?thesis
     by simp
 qed
 
 
 subsection\<^marker>\<open>tag unimportant\<close>\<open>Relation between Square Root and exp/ln, hence its derivative\<close>
 
 lemma csqrt_exp_Ln:
   assumes "z \<noteq> 0"
     shows "csqrt z = exp(Ln(z) / 2)"
 proof -
   have "(exp (Ln z / 2))\<^sup>2 = (exp (Ln z))"
     by (metis exp_double nonzero_mult_div_cancel_left times_divide_eq_right zero_neq_numeral)
   also have "... = z"
     using assms exp_Ln by blast
   finally have "csqrt z = csqrt ((exp (Ln z / 2))\<^sup>2)"
     by simp
   also have "... = exp (Ln z / 2)"
     apply (subst csqrt_square)
     using cos_gt_zero_pi [of "(Im (Ln z) / 2)"] Im_Ln_le_pi mpi_less_Im_Ln assms
     apply (auto simp: Re_exp Im_exp zero_less_mult_iff zero_le_mult_iff, fastforce+)
     done
   finally show ?thesis using assms csqrt_square
     by simp
 qed
 
 lemma csqrt_inverse:
   assumes "z \<notin> \<real>\<^sub>\<le>\<^sub>0"
     shows "csqrt (inverse z) = inverse (csqrt z)"
 proof (cases "z=0")
   case False
   then show ?thesis
     using assms csqrt_exp_Ln Ln_inverse exp_minus
     by (simp add: csqrt_exp_Ln Ln_inverse exp_minus)
 qed auto
 
 lemma cnj_csqrt:
   assumes "z \<notin> \<real>\<^sub>\<le>\<^sub>0"
     shows "cnj(csqrt z) = csqrt(cnj z)"
 proof (cases "z=0")
   case False
   then show ?thesis
      by (simp add: assms cnj_Ln csqrt_exp_Ln exp_cnj)
 qed auto
 
 lemma has_field_derivative_csqrt:
   assumes "z \<notin> \<real>\<^sub>\<le>\<^sub>0"
     shows "(csqrt has_field_derivative inverse(2 * csqrt z)) (at z)"
 proof -
   have z: "z \<noteq> 0"
     using assms by auto
   then have *: "inverse z = inverse (2*z) * 2"
     by (simp add: field_split_simps)
   have [simp]: "exp (Ln z / 2) * inverse z = inverse (csqrt z)"
     by (simp add: z field_simps csqrt_exp_Ln [symmetric]) (metis power2_csqrt power2_eq_square)
   have "Im z = 0 \<Longrightarrow> 0 < Re z"
     using assms complex_nonpos_Reals_iff not_less by blast
   with z have "((\<lambda>z. exp (Ln z / 2)) has_field_derivative inverse (2 * csqrt z)) (at z)"
     by (force intro: derivative_eq_intros * simp add: assms)
   then show ?thesis
   proof (rule DERIV_transform_at)
     show "\<And>x. dist x z < cmod z \<Longrightarrow> exp (Ln x / 2) = csqrt x"
       by (metis csqrt_exp_Ln dist_0_norm less_irrefl)
   qed (use z in auto)
 qed
 
 lemma field_differentiable_at_csqrt:
     "z \<notin> \<real>\<^sub>\<le>\<^sub>0 \<Longrightarrow> csqrt field_differentiable at z"
   using field_differentiable_def has_field_derivative_csqrt by blast
 
 lemma field_differentiable_within_csqrt:
     "z \<notin> \<real>\<^sub>\<le>\<^sub>0 \<Longrightarrow> csqrt field_differentiable (at z within s)"
   using field_differentiable_at_csqrt field_differentiable_within_subset by blast
 
 lemma continuous_at_csqrt:
     "z \<notin> \<real>\<^sub>\<le>\<^sub>0 \<Longrightarrow> continuous (at z) csqrt"
   by (simp add: field_differentiable_within_csqrt field_differentiable_imp_continuous_at)
 
 corollary\<^marker>\<open>tag unimportant\<close> isCont_csqrt' [simp]:
    "\<lbrakk>isCont f z; f z \<notin> \<real>\<^sub>\<le>\<^sub>0\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. csqrt (f x)) z"
   by (blast intro: isCont_o2 [OF _ continuous_at_csqrt])
 
 lemma continuous_within_csqrt:
     "z \<notin> \<real>\<^sub>\<le>\<^sub>0 \<Longrightarrow> continuous (at z within s) csqrt"
   by (simp add: field_differentiable_imp_continuous_at field_differentiable_within_csqrt)
 
 lemma continuous_on_csqrt [continuous_intros]:
     "(\<And>z. z \<in> s \<Longrightarrow> z \<notin> \<real>\<^sub>\<le>\<^sub>0) \<Longrightarrow> continuous_on s csqrt"
   by (simp add: continuous_at_imp_continuous_on continuous_within_csqrt)
 
 lemma holomorphic_on_csqrt:
     "(\<And>z. z \<in> s \<Longrightarrow> z \<notin> \<real>\<^sub>\<le>\<^sub>0) \<Longrightarrow> csqrt holomorphic_on s"
   by (simp add: field_differentiable_within_csqrt holomorphic_on_def)
 
 lemma continuous_within_closed_nontrivial:
     "closed s \<Longrightarrow> a \<notin> s ==> continuous (at a within s) f"
   using open_Compl
   by (force simp add: continuous_def eventually_at_topological filterlim_iff open_Collect_neg)
 
 lemma continuous_within_csqrt_posreal:
     "continuous (at z within (\<real> \<inter> {w. 0 \<le> Re(w)})) csqrt"
 proof (cases "z \<in> \<real>\<^sub>\<le>\<^sub>0")
   case True
   have *: "\<And>e. \<lbrakk>0 < e\<rbrakk>
          \<Longrightarrow> \<forall>x'\<in>\<real> \<inter> {w. 0 \<le> Re w}. cmod x' < e^2 \<longrightarrow> cmod (csqrt x') < e"
     by (auto simp: Reals_def real_less_lsqrt)
   have "Im z = 0" "Re z < 0 \<or> z = 0"
     using True cnj.code complex_cnj_zero_iff  by (auto simp: Complex_eq complex_nonpos_Reals_iff) fastforce
   with * show ?thesis
     apply (auto simp: continuous_within_closed_nontrivial [OF closed_Real_halfspace_Re_ge])
     apply (auto simp: continuous_within_eps_delta)
     using zero_less_power by blast
 next
   case False
     then show ?thesis   by (blast intro: continuous_within_csqrt)
 qed
 
 subsection\<open>Complex arctangent\<close>
 
 text\<open>The branch cut gives standard bounds in the real case.\<close>
 
 definition\<^marker>\<open>tag important\<close> Arctan :: "complex \<Rightarrow> complex" where
     "Arctan \<equiv> \<lambda>z. (\<i>/2) * Ln((1 - \<i>*z) / (1 + \<i>*z))"
 
 lemma Arctan_def_moebius: "Arctan z = \<i>/2 * Ln (moebius (-\<i>) 1 \<i> 1 z)"
   by (simp add: Arctan_def moebius_def add_ac)
 
 lemma Ln_conv_Arctan:
   assumes "z \<noteq> -1"
   shows   "Ln z = -2*\<i> * Arctan (moebius 1 (- 1) (- \<i>) (- \<i>) z)"
 proof -
   have "Arctan (moebius 1 (- 1) (- \<i>) (- \<i>) z) =
              \<i>/2 * Ln (moebius (- \<i>) 1 \<i> 1 (moebius 1 (- 1) (- \<i>) (- \<i>) z))"
     by (simp add: Arctan_def_moebius)
   also from assms have "\<i> * z \<noteq> \<i> * (-1)" by (subst mult_left_cancel) simp
   hence "\<i> * z - -\<i> \<noteq> 0" by (simp add: eq_neg_iff_add_eq_0)
   from moebius_inverse'[OF _ this, of 1 1]
     have "moebius (- \<i>) 1 \<i> 1 (moebius 1 (- 1) (- \<i>) (- \<i>) z) = z" by simp
   finally show ?thesis by (simp add: field_simps)
 qed
 
 lemma Arctan_0 [simp]: "Arctan 0 = 0"
   by (simp add: Arctan_def)
 
 lemma Im_complex_div_lemma: "Im((1 - \<i>*z) / (1 + \<i>*z)) = 0 \<longleftrightarrow> Re z = 0"
   by (auto simp: Im_complex_div_eq_0 algebra_simps)
 
 lemma Re_complex_div_lemma: "0 < Re((1 - \<i>*z) / (1 + \<i>*z)) \<longleftrightarrow> norm z < 1"
   by (simp add: Re_complex_div_gt_0 algebra_simps cmod_def power2_eq_square)
 
 lemma tan_Arctan:
   assumes "z\<^sup>2 \<noteq> -1"
     shows [simp]:"tan(Arctan z) = z"
 proof -
   have "1 + \<i>*z \<noteq> 0"
     by (metis assms complex_i_mult_minus i_squared minus_unique power2_eq_square power2_minus)
   moreover
   have "1 - \<i>*z \<noteq> 0"
     by (metis assms complex_i_mult_minus i_squared power2_eq_square power2_minus right_minus_eq)
   ultimately
   show ?thesis
     by (simp add: Arctan_def tan_def sin_exp_eq cos_exp_eq exp_minus csqrt_exp_Ln [symmetric]
                   divide_simps power2_eq_square [symmetric])
 qed
 
 lemma Arctan_tan [simp]:
   assumes "\<bar>Re z\<bar> < pi/2"
     shows "Arctan(tan z) = z"
 proof -
   have ge_pi2: "\<And>n::int. \<bar>of_int (2*n + 1) * pi/2\<bar> \<ge> pi/2"
     by (case_tac n rule: int_cases) (auto simp: abs_mult)
   have "exp (\<i>*z)*exp (\<i>*z) = -1 \<longleftrightarrow> exp (2*\<i>*z) = -1"
     by (metis distrib_right exp_add mult_2)
   also have "... \<longleftrightarrow> exp (2*\<i>*z) = exp (\<i>*pi)"
     using cis_conv_exp cis_pi by auto
   also have "... \<longleftrightarrow> exp (2*\<i>*z - \<i>*pi) = 1"
     by (metis (no_types) diff_add_cancel diff_minus_eq_add exp_add exp_minus_inverse mult.commute)
   also have "... \<longleftrightarrow> Re(\<i>*2*z - \<i>*pi) = 0 \<and> (\<exists>n::int. Im(\<i>*2*z - \<i>*pi) = of_int (2 * n) * pi)"
     by (simp add: exp_eq_1)
   also have "... \<longleftrightarrow> Im z = 0 \<and> (\<exists>n::int. 2 * Re z = of_int (2*n + 1) * pi)"
     by (simp add: algebra_simps)
   also have "... \<longleftrightarrow> False"
     using assms ge_pi2
     apply (auto simp: algebra_simps)
     by (metis abs_mult_pos not_less of_nat_less_0_iff of_nat_numeral)
   finally have *: "exp (\<i>*z)*exp (\<i>*z) + 1 \<noteq> 0"
     by (auto simp: add.commute minus_unique)
   show ?thesis
     using assms *
     apply (simp add: Arctan_def tan_def sin_exp_eq cos_exp_eq exp_minus divide_simps
                      i_times_eq_iff power2_eq_square [symmetric])
     apply (rule Ln_unique)
     apply (auto simp: divide_simps exp_minus)
     apply (simp add: algebra_simps exp_double [symmetric])
     done
 qed
 
 lemma
   assumes "Re z = 0 \<Longrightarrow> \<bar>Im z\<bar> < 1"
   shows Re_Arctan_bounds: "\<bar>Re(Arctan z)\<bar> < pi/2"
     and has_field_derivative_Arctan: "(Arctan has_field_derivative inverse(1 + z\<^sup>2)) (at z)"
 proof -
   have nz0: "1 + \<i>*z \<noteq> 0"
     using assms
     by (metis abs_one add_diff_cancel_left' complex_i_mult_minus diff_0 i_squared imaginary_unit.simps
                 less_asym neg_equal_iff_equal)
   have "z \<noteq> -\<i>" using assms
     by auto
   then have zz: "1 + z * z \<noteq> 0"
     by (metis abs_one assms i_squared imaginary_unit.simps less_irrefl minus_unique square_eq_iff)
   have nz1: "1 - \<i>*z \<noteq> 0"
     using assms by (force simp add: i_times_eq_iff)
   have nz2: "inverse (1 + \<i>*z) \<noteq> 0"
     using assms
     by (metis Im_complex_div_lemma Re_complex_div_lemma cmod_eq_Im divide_complex_def
               less_irrefl mult_zero_right zero_complex.simps(1) zero_complex.simps(2))
   have nzi: "((1 - \<i>*z) * inverse (1 + \<i>*z)) \<noteq> 0"
     using nz1 nz2 by auto
   have "Im ((1 - \<i>*z) / (1 + \<i>*z)) = 0 \<Longrightarrow> 0 < Re ((1 - \<i>*z) / (1 + \<i>*z))"
     apply (simp add: divide_complex_def)
     apply (simp add: divide_simps split: if_split_asm)
     using assms
     apply (auto simp: algebra_simps abs_square_less_1 [unfolded power2_eq_square])
     done
   then have *: "((1 - \<i>*z) / (1 + \<i>*z)) \<notin> \<real>\<^sub>\<le>\<^sub>0"
     by (auto simp add: complex_nonpos_Reals_iff)
   show "\<bar>Re(Arctan z)\<bar> < pi/2"
     unfolding Arctan_def divide_complex_def
     using mpi_less_Im_Ln [OF nzi]
     apply (auto simp: abs_if intro!: Im_Ln_less_pi * [unfolded divide_complex_def])
     done
   show "(Arctan has_field_derivative inverse(1 + z\<^sup>2)) (at z)"
     unfolding Arctan_def scaleR_conv_of_real
     apply (intro derivative_eq_intros | simp add: nz0 *)+
     using nz0 nz1 zz
     apply (simp add: algebra_simps field_split_simps power2_eq_square)
     apply algebra
     done
 qed
 
 lemma field_differentiable_at_Arctan: "(Re z = 0 \<Longrightarrow> \<bar>Im z\<bar> < 1) \<Longrightarrow> Arctan field_differentiable at z"
   using has_field_derivative_Arctan
   by (auto simp: field_differentiable_def)
 
 lemma field_differentiable_within_Arctan:
     "(Re z = 0 \<Longrightarrow> \<bar>Im z\<bar> < 1) \<Longrightarrow> Arctan field_differentiable (at z within s)"
   using field_differentiable_at_Arctan field_differentiable_at_within by blast
 
 declare has_field_derivative_Arctan [derivative_intros]
 declare has_field_derivative_Arctan [THEN DERIV_chain2, derivative_intros]
 
 lemma continuous_at_Arctan:
     "(Re z = 0 \<Longrightarrow> \<bar>Im z\<bar> < 1) \<Longrightarrow> continuous (at z) Arctan"
   by (simp add: field_differentiable_imp_continuous_at field_differentiable_within_Arctan)
 
 lemma continuous_within_Arctan:
     "(Re z = 0 \<Longrightarrow> \<bar>Im z\<bar> < 1) \<Longrightarrow> continuous (at z within s) Arctan"
   using continuous_at_Arctan continuous_at_imp_continuous_within by blast
 
 lemma continuous_on_Arctan [continuous_intros]:
     "(\<And>z. z \<in> s \<Longrightarrow> Re z = 0 \<Longrightarrow> \<bar>Im z\<bar> < 1) \<Longrightarrow> continuous_on s Arctan"
   by (auto simp: continuous_at_imp_continuous_on continuous_within_Arctan)
 
 lemma holomorphic_on_Arctan:
     "(\<And>z. z \<in> s \<Longrightarrow> Re z = 0 \<Longrightarrow> \<bar>Im z\<bar> < 1) \<Longrightarrow> Arctan holomorphic_on s"
   by (simp add: field_differentiable_within_Arctan holomorphic_on_def)
 
 theorem Arctan_series:
   assumes z: "norm (z :: complex) < 1"
   defines "g \<equiv> \<lambda>n. if odd n then -\<i>*\<i>^n / n else 0"
   defines "h \<equiv> \<lambda>z n. (-1)^n / of_nat (2*n+1) * (z::complex)^(2*n+1)"
   shows   "(\<lambda>n. g n * z^n) sums Arctan z"
   and     "h z sums Arctan z"
 proof -
   define G where [abs_def]: "G z = (\<Sum>n. g n * z^n)" for z
   have summable: "summable (\<lambda>n. g n * u^n)" if "norm u < 1" for u
   proof (cases "u = 0")
     assume u: "u \<noteq> 0"
     have "(\<lambda>n. ereal (norm (h u n) / norm (h u (Suc n)))) = (\<lambda>n. ereal (inverse (norm u)^2) *
               ereal ((2 + inverse (real (Suc n))) / (2 - inverse (real (Suc n)))))"
     proof
       fix n
       have "ereal (norm (h u n) / norm (h u (Suc n))) =
              ereal (inverse (norm u)^2) * ereal (((2*Suc n+1) / (Suc n)) /
                  ((2*Suc n-1) / (Suc n)))"
       by (simp add: h_def norm_mult norm_power norm_divide field_split_simps
                     power2_eq_square eval_nat_numeral del: of_nat_add of_nat_Suc)
       also have "of_nat (2*Suc n+1) / of_nat (Suc n) = (2::real) + inverse (real (Suc n))"
         by (auto simp: field_split_simps simp del: of_nat_Suc) simp_all?
       also have "of_nat (2*Suc n-1) / of_nat (Suc n) = (2::real) - inverse (real (Suc n))"
         by (auto simp: field_split_simps simp del: of_nat_Suc) simp_all?
       finally show "ereal (norm (h u n) / norm (h u (Suc n))) = ereal (inverse (norm u)^2) *
               ereal ((2 + inverse (real (Suc n))) / (2 - inverse (real (Suc n))))" .
     qed
     also have "\<dots> \<longlonglongrightarrow> ereal (inverse (norm u)^2) * ereal ((2 + 0) / (2 - 0))"
       by (intro tendsto_intros LIMSEQ_inverse_real_of_nat) simp_all
     finally have "liminf (\<lambda>n. ereal (cmod (h u n) / cmod (h u (Suc n)))) = inverse (norm u)^2"
       by (intro lim_imp_Liminf) simp_all
     moreover from power_strict_mono[OF that, of 2] u have "inverse (norm u)^2 > 1"
       by (simp add: field_split_simps)
     ultimately have A: "liminf (\<lambda>n. ereal (cmod (h u n) / cmod (h u (Suc n)))) > 1" by simp
     from u have "summable (h u)"
       by (intro summable_norm_cancel[OF ratio_test_convergence[OF _ A]])
          (auto simp: h_def norm_divide norm_mult norm_power simp del: of_nat_Suc
                intro!: mult_pos_pos divide_pos_pos always_eventually)
     thus "summable (\<lambda>n. g n * u^n)"
       by (subst summable_mono_reindex[of "\<lambda>n. 2*n+1", symmetric])
          (auto simp: power_mult strict_mono_def g_def h_def elim!: oddE)
   qed (simp add: h_def)
 
   have "\<exists>c. \<forall>u\<in>ball 0 1. Arctan u - G u = c"
   proof (rule has_field_derivative_zero_constant)
     fix u :: complex assume "u \<in> ball 0 1"
     hence u: "norm u < 1" by (simp add: dist_0_norm)
     define K where "K = (norm u + 1) / 2"
     from u and abs_Im_le_cmod[of u] have Im_u: "\<bar>Im u\<bar> < 1" by linarith
     from u have K: "0 \<le> K" "norm u < K" "K < 1" by (simp_all add: K_def)
     hence "(G has_field_derivative (\<Sum>n. diffs g n * u ^ n)) (at u)" unfolding G_def
       by (intro termdiffs_strong[of _ "of_real K"] summable) simp_all
     also have "(\<lambda>n. diffs g n * u^n) = (\<lambda>n. if even n then (\<i>*u)^n else 0)"
       by (intro ext) (simp_all del: of_nat_Suc add: g_def diffs_def power_mult_distrib)
     also have "suminf \<dots> = (\<Sum>n. (-(u^2))^n)"
       by (subst suminf_mono_reindex[of "\<lambda>n. 2*n", symmetric])
          (auto elim!: evenE simp: strict_mono_def power_mult power_mult_distrib)
     also from u have "norm u^2 < 1^2" by (intro power_strict_mono) simp_all
     hence "(\<Sum>n. (-(u^2))^n) = inverse (1 + u^2)"
       by (subst suminf_geometric) (simp_all add: norm_power inverse_eq_divide)
     finally have "(G has_field_derivative inverse (1 + u\<^sup>2)) (at u)" .
     from DERIV_diff[OF has_field_derivative_Arctan this] Im_u u
       show "((\<lambda>u. Arctan u - G u) has_field_derivative 0) (at u within ball 0 1)"
       by (simp_all add: at_within_open[OF _ open_ball])
   qed simp_all
   then obtain c where c: "\<And>u. norm u < 1 \<Longrightarrow> Arctan u - G u = c" by auto
   from this[of 0] have "c = 0" by (simp add: G_def g_def)
   with c z have "Arctan z = G z" by simp
   with summable[OF z] show "(\<lambda>n. g n * z^n) sums Arctan z" unfolding G_def by (simp add: sums_iff)
   thus "h z sums Arctan z" by (subst (asm) sums_mono_reindex[of "\<lambda>n. 2*n+1", symmetric])
                               (auto elim!: oddE simp: strict_mono_def power_mult g_def h_def)
 qed
 
 text \<open>A quickly-converging series for the logarithm, based on the arctangent.\<close>
 theorem ln_series_quadratic:
   assumes x: "x > (0::real)"
   shows "(\<lambda>n. (2*((x - 1) / (x + 1)) ^ (2*n+1) / of_nat (2*n+1))) sums ln x"
 proof -
   define y :: complex where "y = of_real ((x-1)/(x+1))"
   from x have x': "complex_of_real x \<noteq> of_real (-1)"  by (subst of_real_eq_iff) auto
   from x have "\<bar>x - 1\<bar> < \<bar>x + 1\<bar>" by linarith
   hence "norm (complex_of_real (x - 1) / complex_of_real (x + 1)) < 1"
     by (simp add: norm_divide del: of_real_add of_real_diff)
   hence "norm (\<i> * y) < 1" unfolding y_def by (subst norm_mult) simp
   hence "(\<lambda>n. (-2*\<i>) * ((-1)^n / of_nat (2*n+1) * (\<i>*y)^(2*n+1))) sums ((-2*\<i>) * Arctan (\<i>*y))"
     by (intro Arctan_series sums_mult) simp_all
   also have "(\<lambda>n. (-2*\<i>) * ((-1)^n / of_nat (2*n+1) * (\<i>*y)^(2*n+1))) =
                  (\<lambda>n. (-2*\<i>) * ((-1)^n * (\<i>*y*(-y\<^sup>2)^n)/of_nat (2*n+1)))"
     by (intro ext) (simp_all add: power_mult power_mult_distrib)
   also have "\<dots> = (\<lambda>n. 2*y* ((-1) * (-y\<^sup>2))^n/of_nat (2*n+1))"
     by (intro ext, subst power_mult_distrib) (simp add: algebra_simps power_mult)
   also have "\<dots> = (\<lambda>n. 2*y^(2*n+1) / of_nat (2*n+1))"
     by (subst power_add, subst power_mult) (simp add: mult_ac)
   also have "\<dots> = (\<lambda>n. of_real (2*((x-1)/(x+1))^(2*n+1) / of_nat (2*n+1)))"
     by (intro ext) (simp add: y_def)
   also have "\<i> * y = (of_real x - 1) / (-\<i> * (of_real x + 1))"
     by (subst divide_divide_eq_left [symmetric]) (simp add: y_def)
   also have "\<dots> = moebius 1 (-1) (-\<i>) (-\<i>) (of_real x)" by (simp add: moebius_def algebra_simps)
   also from x' have "-2*\<i>*Arctan \<dots> = Ln (of_real x)" by (intro Ln_conv_Arctan [symmetric]) simp_all
   also from x have "\<dots> = ln x" by (rule Ln_of_real)
   finally show ?thesis by (subst (asm) sums_of_real_iff)
 qed
 
 subsection\<^marker>\<open>tag unimportant\<close> \<open>Real arctangent\<close>
 
 lemma Im_Arctan_of_real [simp]: "Im (Arctan (of_real x)) = 0"
 proof -
   have ne: "1 + x\<^sup>2 \<noteq> 0"
     by (metis power_one sum_power2_eq_zero_iff zero_neq_one)
   have "Re (Ln ((1 - \<i> * x) * inverse (1 + \<i> * x))) = 0"
     apply (rule norm_exp_imaginary)
     apply (subst exp_Ln)
     using ne apply (simp_all add: cmod_def complex_eq_iff)
     apply (auto simp: field_split_simps)
     apply algebra
     done
   then show ?thesis
     unfolding Arctan_def divide_complex_def by (simp add: complex_eq_iff)
 qed
 
 lemma arctan_eq_Re_Arctan: "arctan x = Re (Arctan (of_real x))"
 proof (rule arctan_unique)
   show "- (pi / 2) < Re (Arctan (complex_of_real x))"
     apply (simp add: Arctan_def)
     apply (rule Im_Ln_less_pi)
     apply (auto simp: Im_complex_div_lemma complex_nonpos_Reals_iff)
     done
 next
   have *: " (1 - \<i>*x) / (1 + \<i>*x) \<noteq> 0"
     by (simp add: field_split_simps) ( simp add: complex_eq_iff)
   show "Re (Arctan (complex_of_real x)) < pi / 2"
     using mpi_less_Im_Ln [OF *]
     by (simp add: Arctan_def)
 next
   have "tan (Re (Arctan (of_real x))) = Re (tan (Arctan (of_real x)))"
     apply (auto simp: tan_def Complex.Re_divide Re_sin Re_cos Im_sin Im_cos)
     apply (simp add: field_simps)
     by (simp add: power2_eq_square)
   also have "... = x"
     apply (subst tan_Arctan, auto)
     by (metis diff_0_right minus_diff_eq mult_zero_left not_le of_real_1 of_real_eq_iff of_real_minus of_real_power power2_eq_square real_minus_mult_self_le zero_less_one)
   finally show "tan (Re (Arctan (complex_of_real x))) = x" .
 qed
 
 lemma Arctan_of_real: "Arctan (of_real x) = of_real (arctan x)"
   unfolding arctan_eq_Re_Arctan divide_complex_def
   by (simp add: complex_eq_iff)
 
 lemma Arctan_in_Reals [simp]: "z \<in> \<real> \<Longrightarrow> Arctan z \<in> \<real>"
   by (metis Reals_cases Reals_of_real Arctan_of_real)
 
 declare arctan_one [simp]
 
 lemma arctan_less_pi4_pos: "x < 1 \<Longrightarrow> arctan x < pi/4"
   by (metis arctan_less_iff arctan_one)
 
 lemma arctan_less_pi4_neg: "-1 < x \<Longrightarrow> -(pi/4) < arctan x"
   by (metis arctan_less_iff arctan_minus arctan_one)
 
 lemma arctan_less_pi4: "\<bar>x\<bar> < 1 \<Longrightarrow> \<bar>arctan x\<bar> < pi/4"
   by (metis abs_less_iff arctan_less_pi4_pos arctan_minus)
 
 lemma arctan_le_pi4: "\<bar>x\<bar> \<le> 1 \<Longrightarrow> \<bar>arctan x\<bar> \<le> pi/4"
   by (metis abs_le_iff arctan_le_iff arctan_minus arctan_one)
 
 lemma abs_arctan: "\<bar>arctan x\<bar> = arctan \<bar>x\<bar>"
   by (simp add: abs_if arctan_minus)
 
 lemma arctan_add_raw:
   assumes "\<bar>arctan x + arctan y\<bar> < pi/2"
     shows "arctan x + arctan y = arctan((x + y) / (1 - x * y))"
 proof (rule arctan_unique [symmetric])
   show 12: "- (pi / 2) < arctan x + arctan y" "arctan x + arctan y < pi / 2"
     using assms by linarith+
   show "tan (arctan x + arctan y) = (x + y) / (1 - x * y)"
     using cos_gt_zero_pi [OF 12]
     by (simp add: arctan tan_add)
 qed
 
 lemma arctan_inverse:
   assumes "0 < x"
     shows "arctan(inverse x) = pi/2 - arctan x"
 proof -
   have "arctan(inverse x) = arctan(inverse(tan(arctan x)))"
     by (simp add: arctan)
   also have "... = arctan (tan (pi / 2 - arctan x))"
     by (simp add: tan_cot)
   also have "... = pi/2 - arctan x"
   proof -
     have "0 < pi - arctan x"
     using arctan_ubound [of x] pi_gt_zero by linarith
     with assms show ?thesis
       by (simp add: Transcendental.arctan_tan)
   qed
   finally show ?thesis .
 qed
 
 lemma arctan_add_small:
   assumes "\<bar>x * y\<bar> < 1"
     shows "(arctan x + arctan y = arctan((x + y) / (1 - x * y)))"
 proof (cases "x = 0 \<or> y = 0")
   case True then show ?thesis
     by auto
 next
   case False
   then have *: "\<bar>arctan x\<bar> < pi / 2 - \<bar>arctan y\<bar>" using assms
     apply (auto simp add: abs_arctan arctan_inverse [symmetric] arctan_less_iff)
     apply (simp add: field_split_simps abs_mult)
     done
   show ?thesis
     apply (rule arctan_add_raw)
     using * by linarith
 qed
 
 lemma abs_arctan_le:
   fixes x::real shows "\<bar>arctan x\<bar> \<le> \<bar>x\<bar>"
 proof -
   have 1: "\<And>x. x \<in> \<real> \<Longrightarrow> cmod (inverse (1 + x\<^sup>2)) \<le> 1"
     by (simp add: norm_divide divide_simps in_Reals_norm complex_is_Real_iff power2_eq_square)
   have "cmod (Arctan w - Arctan z) \<le> 1 * cmod (w-z)" if "w \<in> \<real>" "z \<in> \<real>" for w z
     apply (rule field_differentiable_bound [OF convex_Reals, of Arctan _ 1])
        apply (rule has_field_derivative_at_within [OF has_field_derivative_Arctan])
     using 1 that apply (auto simp: Reals_def)
     done
   then have "cmod (Arctan (of_real x) - Arctan 0) \<le> 1 * cmod (of_real x -0)"
     using Reals_0 Reals_of_real by blast
   then show ?thesis
     by (simp add: Arctan_of_real)
 qed
 
 lemma arctan_le_self: "0 \<le> x \<Longrightarrow> arctan x \<le> x"
   by (metis abs_arctan_le abs_of_nonneg zero_le_arctan_iff)
 
 lemma abs_tan_ge: "\<bar>x\<bar> < pi/2 \<Longrightarrow> \<bar>x\<bar> \<le> \<bar>tan x\<bar>"
   by (metis abs_arctan_le abs_less_iff arctan_tan minus_less_iff)
 
 lemma arctan_bounds:
   assumes "0 \<le> x" "x < 1"
   shows arctan_lower_bound:
     "(\<Sum>k<2 * n. (- 1) ^ k * (1 / real (k * 2 + 1) * x ^ (k * 2 + 1))) \<le> arctan x"
     (is "(\<Sum>k<_. (- 1)^ k * ?a k) \<le> _")
     and arctan_upper_bound:
     "arctan x \<le> (\<Sum>k<2 * n + 1. (- 1) ^ k * (1 / real (k * 2 + 1) * x ^ (k * 2 + 1)))"
 proof -
   have tendsto_zero: "?a \<longlonglongrightarrow> 0"
   proof (rule tendsto_eq_rhs)
     show "(\<lambda>k. 1 / real (k * 2 + 1) * x ^ (k * 2 + 1)) \<longlonglongrightarrow> 0 * 0"
       using assms
       by (intro tendsto_mult real_tendsto_divide_at_top)
         (auto simp: filterlim_real_sequentially filterlim_sequentially_iff_filterlim_real
           intro!: real_tendsto_divide_at_top tendsto_power_zero filterlim_real_sequentially
           tendsto_eq_intros filterlim_at_top_mult_tendsto_pos filterlim_tendsto_add_at_top)
   qed simp
   have nonneg: "0 \<le> ?a n" for n
     by (force intro!: divide_nonneg_nonneg mult_nonneg_nonneg zero_le_power assms)
   have le: "?a (Suc n) \<le> ?a n" for n
     by (rule mult_mono[OF _ power_decreasing]) (auto simp: field_split_simps assms less_imp_le)
   from summable_Leibniz'(4)[of ?a, OF tendsto_zero nonneg le, of n]
     summable_Leibniz'(2)[of ?a, OF tendsto_zero nonneg le, of n]
     assms
   show "(\<Sum>k<2*n. (- 1)^ k * ?a k) \<le> arctan x" "arctan x \<le> (\<Sum>k<2 * n + 1. (- 1)^ k * ?a k)"
     by (auto simp: arctan_series)
 qed
 
 subsection\<^marker>\<open>tag unimportant\<close> \<open>Bounds on pi using real arctangent\<close>
 
 lemma pi_machin: "pi = 16 * arctan (1 / 5) - 4 * arctan (1 / 239)"
   using machin by simp
 
 lemma pi_approx: "3.141592653588 \<le> pi" "pi \<le> 3.1415926535899"
   unfolding pi_machin
   using arctan_bounds[of "1/5"   4]
         arctan_bounds[of "1/239" 4]
   by (simp_all add: eval_nat_numeral)
 
 lemma pi_gt3: "pi > 3"
   using pi_approx by simp
 
 
 subsection\<open>Inverse Sine\<close>
 
 definition\<^marker>\<open>tag important\<close> Arcsin :: "complex \<Rightarrow> complex" where
    "Arcsin \<equiv> \<lambda>z. -\<i> * Ln(\<i> * z + csqrt(1 - z\<^sup>2))"
 
 lemma Arcsin_body_lemma: "\<i> * z + csqrt(1 - z\<^sup>2) \<noteq> 0"
   using power2_csqrt [of "1 - z\<^sup>2"]
   apply auto
   by (metis complex_i_mult_minus diff_add_cancel diff_minus_eq_add diff_self mult.assoc mult.left_commute numeral_One power2_csqrt power2_eq_square zero_neq_numeral)
 
 lemma Arcsin_range_lemma: "\<bar>Re z\<bar> < 1 \<Longrightarrow> 0 < Re(\<i> * z + csqrt(1 - z\<^sup>2))"
   using Complex.cmod_power2 [of z, symmetric]
   by (simp add: real_less_rsqrt algebra_simps Re_power2 cmod_square_less_1_plus)
 
 lemma Re_Arcsin: "Re(Arcsin z) = Im (Ln (\<i> * z + csqrt(1 - z\<^sup>2)))"
   by (simp add: Arcsin_def)
 
 lemma Im_Arcsin: "Im(Arcsin z) = - ln (cmod (\<i> * z + csqrt (1 - z\<^sup>2)))"
   by (simp add: Arcsin_def Arcsin_body_lemma)
 
 lemma one_minus_z2_notin_nonpos_Reals:
   assumes "(Im z = 0 \<Longrightarrow> \<bar>Re z\<bar> < 1)"
   shows "1 - z\<^sup>2 \<notin> \<real>\<^sub>\<le>\<^sub>0"
   using assms
   apply (auto simp: complex_nonpos_Reals_iff Re_power2 Im_power2)
   using power2_less_0 [of "Im z"] apply force
   using abs_square_less_1 not_le by blast
 
 lemma isCont_Arcsin_lemma:
   assumes le0: "Re (\<i> * z + csqrt (1 - z\<^sup>2)) \<le> 0" and "(Im z = 0 \<Longrightarrow> \<bar>Re z\<bar> < 1)"
     shows False
 proof (cases "Im z = 0")
   case True
   then show ?thesis
     using assms by (fastforce simp: cmod_def abs_square_less_1 [symmetric])
 next
   case False
   have leim: "(cmod (1 - z\<^sup>2) + (1 - Re (z\<^sup>2))) / 2 \<le> (Im z)\<^sup>2"
     using le0 sqrt_le_D by fastforce
   have neq: "(cmod z)\<^sup>2 \<noteq> 1 + cmod (1 - z\<^sup>2)"
   proof (clarsimp simp add: cmod_def)
     assume "(Re z)\<^sup>2 + (Im z)\<^sup>2 = 1 + sqrt ((1 - Re (z\<^sup>2))\<^sup>2 + (Im (z\<^sup>2))\<^sup>2)"
     then have "((Re z)\<^sup>2 + (Im z)\<^sup>2 - 1)\<^sup>2 = ((1 - Re (z\<^sup>2))\<^sup>2 + (Im (z\<^sup>2))\<^sup>2)"
       by simp
     then show False using False
       by (simp add: power2_eq_square algebra_simps)
   qed
   moreover have 2: "(Im z)\<^sup>2 = (1 + ((Im z)\<^sup>2 + cmod (1 - z\<^sup>2)) - (Re z)\<^sup>2) / 2"
     using leim cmod_power2 [of z] norm_triangle_ineq2 [of "z^2" 1]
     by (simp add: norm_power Re_power2 norm_minus_commute [of 1])
   ultimately show False
     by (simp add: Re_power2 Im_power2 cmod_power2)
 qed
 
 lemma isCont_Arcsin:
   assumes "(Im z = 0 \<Longrightarrow> \<bar>Re z\<bar> < 1)"
     shows "isCont Arcsin z"
 proof -
   have 1: "\<i> * z + csqrt (1 - z\<^sup>2) \<notin> \<real>\<^sub>\<le>\<^sub>0"
     by (metis isCont_Arcsin_lemma assms complex_nonpos_Reals_iff)
   have 2: "1 - z\<^sup>2 \<notin> \<real>\<^sub>\<le>\<^sub>0"
     by (simp add: one_minus_z2_notin_nonpos_Reals assms)
   show ?thesis
     using assms unfolding Arcsin_def by (intro isCont_Ln' isCont_csqrt' continuous_intros 1 2)
 qed
 
 lemma isCont_Arcsin' [simp]:
   shows "isCont f z \<Longrightarrow> (Im (f z) = 0 \<Longrightarrow> \<bar>Re (f z)\<bar> < 1) \<Longrightarrow> isCont (\<lambda>x. Arcsin (f x)) z"
   by (blast intro: isCont_o2 [OF _ isCont_Arcsin])
 
 lemma sin_Arcsin [simp]: "sin(Arcsin z) = z"
 proof -
   have "\<i>*z*2 + csqrt (1 - z\<^sup>2)*2 = 0 \<longleftrightarrow> (\<i>*z)*2 + csqrt (1 - z\<^sup>2)*2 = 0"
     by (simp add: algebra_simps)  \<comment> \<open>Cancelling a factor of 2\<close>
   moreover have "... \<longleftrightarrow> (\<i>*z) + csqrt (1 - z\<^sup>2) = 0"
     by (metis Arcsin_body_lemma distrib_right no_zero_divisors zero_neq_numeral)
   ultimately show ?thesis
     apply (simp add: sin_exp_eq Arcsin_def Arcsin_body_lemma exp_minus divide_simps)
     apply (simp add: algebra_simps)
     apply (simp add: power2_eq_square [symmetric] algebra_simps)
     done
 qed
 
 lemma Re_eq_pihalf_lemma:
     "\<bar>Re z\<bar> = pi/2 \<Longrightarrow> Im z = 0 \<Longrightarrow>
       Re ((exp (\<i>*z) + inverse (exp (\<i>*z))) / 2) = 0 \<and> 0 \<le> Im ((exp (\<i>*z) + inverse (exp (\<i>*z))) / 2)"
   apply (simp add: cos_i_times [symmetric] Re_cos Im_cos abs_if del: eq_divide_eq_numeral1)
   by (metis cos_minus cos_pi_half)
 
 lemma Re_less_pihalf_lemma:
   assumes "\<bar>Re z\<bar> < pi / 2"
     shows "0 < Re ((exp (\<i>*z) + inverse (exp (\<i>*z))) / 2)"
 proof -
   have "0 < cos (Re z)" using assms
     using cos_gt_zero_pi by auto
   then show ?thesis
     by (simp add: cos_i_times [symmetric] Re_cos Im_cos add_pos_pos)
 qed
 
 lemma Arcsin_sin:
     assumes "\<bar>Re z\<bar> < pi/2 \<or> (\<bar>Re z\<bar> = pi/2 \<and> Im z = 0)"
       shows "Arcsin(sin z) = z"
 proof -
   have "Arcsin(sin z) = - (\<i> * Ln (csqrt (1 - (\<i> * (exp (\<i>*z) - inverse (exp (\<i>*z))))\<^sup>2 / 4) - (inverse (exp (\<i>*z)) - exp (\<i>*z)) / 2))"
     by (simp add: sin_exp_eq Arcsin_def exp_minus power_divide)
   also have "... = - (\<i> * Ln (csqrt (((exp (\<i>*z) + inverse (exp (\<i>*z)))/2)\<^sup>2) - (inverse (exp (\<i>*z)) - exp (\<i>*z)) / 2))"
     by (simp add: field_simps power2_eq_square)
   also have "... = - (\<i> * Ln (((exp (\<i>*z) + inverse (exp (\<i>*z)))/2) - (inverse (exp (\<i>*z)) - exp (\<i>*z)) / 2))"
     apply (subst csqrt_square)
     using assms Re_eq_pihalf_lemma Re_less_pihalf_lemma
     apply auto
     done
   also have "... =  - (\<i> * Ln (exp (\<i>*z)))"
     by (simp add: field_simps power2_eq_square)
   also have "... = z"
     using assms by (auto simp: abs_if simp del: eq_divide_eq_numeral1 split: if_split_asm)
   finally show ?thesis .
 qed
 
 lemma Arcsin_unique:
     "\<lbrakk>sin z = w; \<bar>Re z\<bar> < pi/2 \<or> (\<bar>Re z\<bar> = pi/2 \<and> Im z = 0)\<rbrakk> \<Longrightarrow> Arcsin w = z"
   by (metis Arcsin_sin)
 
 lemma Arcsin_0 [simp]: "Arcsin 0 = 0"
   by (metis Arcsin_sin norm_zero pi_half_gt_zero real_norm_def sin_zero zero_complex.simps(1))
 
 lemma Arcsin_1 [simp]: "Arcsin 1 = pi/2"
   by (metis Arcsin_sin Im_complex_of_real Re_complex_of_real numeral_One of_real_numeral pi_half_ge_zero real_sqrt_abs real_sqrt_pow2 real_sqrt_power sin_of_real sin_pi_half)
 
 lemma Arcsin_minus_1 [simp]: "Arcsin(-1) = - (pi/2)"
   by (metis Arcsin_1 Arcsin_sin Im_complex_of_real Re_complex_of_real abs_of_nonneg of_real_minus pi_half_ge_zero power2_minus real_sqrt_abs sin_Arcsin sin_minus)
 
 lemma has_field_derivative_Arcsin:
   assumes "Im z = 0 \<Longrightarrow> \<bar>Re z\<bar> < 1"
     shows "(Arcsin has_field_derivative inverse(cos(Arcsin z))) (at z)"
 proof -
   have "(sin (Arcsin z))\<^sup>2 \<noteq> 1"
     using assms one_minus_z2_notin_nonpos_Reals by force
   then have "cos (Arcsin z) \<noteq> 0"
     by (metis diff_0_right power_zero_numeral sin_squared_eq)
   then show ?thesis
     by (rule has_field_derivative_inverse_basic [OF DERIV_sin _ _ open_ball [of z 1]]) (auto intro: isCont_Arcsin assms)
 qed
 
 declare has_field_derivative_Arcsin [derivative_intros]
 declare has_field_derivative_Arcsin [THEN DERIV_chain2, derivative_intros]
 
 lemma field_differentiable_at_Arcsin:
     "(Im z = 0 \<Longrightarrow> \<bar>Re z\<bar> < 1) \<Longrightarrow> Arcsin field_differentiable at z"
   using field_differentiable_def has_field_derivative_Arcsin by blast
 
 lemma field_differentiable_within_Arcsin:
     "(Im z = 0 \<Longrightarrow> \<bar>Re z\<bar> < 1) \<Longrightarrow> Arcsin field_differentiable (at z within s)"
   using field_differentiable_at_Arcsin field_differentiable_within_subset by blast
 
 lemma continuous_within_Arcsin:
     "(Im z = 0 \<Longrightarrow> \<bar>Re z\<bar> < 1) \<Longrightarrow> continuous (at z within s) Arcsin"
   using continuous_at_imp_continuous_within isCont_Arcsin by blast
 
 lemma continuous_on_Arcsin [continuous_intros]:
     "(\<And>z. z \<in> s \<Longrightarrow> Im z = 0 \<Longrightarrow> \<bar>Re z\<bar> < 1) \<Longrightarrow> continuous_on s Arcsin"
   by (simp add: continuous_at_imp_continuous_on)
 
 lemma holomorphic_on_Arcsin: "(\<And>z. z \<in> s \<Longrightarrow> Im z = 0 \<Longrightarrow> \<bar>Re z\<bar> < 1) \<Longrightarrow> Arcsin holomorphic_on s"
   by (simp add: field_differentiable_within_Arcsin holomorphic_on_def)
 
 
 subsection\<open>Inverse Cosine\<close>
 
 definition\<^marker>\<open>tag important\<close> Arccos :: "complex \<Rightarrow> complex" where
    "Arccos \<equiv> \<lambda>z. -\<i> * Ln(z + \<i> * csqrt(1 - z\<^sup>2))"
 
 lemma Arccos_range_lemma: "\<bar>Re z\<bar> < 1 \<Longrightarrow> 0 < Im(z + \<i> * csqrt(1 - z\<^sup>2))"
   using Arcsin_range_lemma [of "-z"]  by simp
 
 lemma Arccos_body_lemma: "z + \<i> * csqrt(1 - z\<^sup>2) \<noteq> 0"
   using Arcsin_body_lemma [of z]
   by (metis Arcsin_body_lemma complex_i_mult_minus diff_minus_eq_add power2_minus right_minus_eq)
 
 lemma Re_Arccos: "Re(Arccos z) = Im (Ln (z + \<i> * csqrt(1 - z\<^sup>2)))"
   by (simp add: Arccos_def)
 
 lemma Im_Arccos: "Im(Arccos z) = - ln (cmod (z + \<i> * csqrt (1 - z\<^sup>2)))"
   by (simp add: Arccos_def Arccos_body_lemma)
 
 text\<open>A very tricky argument to find!\<close>
 lemma isCont_Arccos_lemma:
   assumes eq0: "Im (z + \<i> * csqrt (1 - z\<^sup>2)) = 0" and "(Im z = 0 \<Longrightarrow> \<bar>Re z\<bar> < 1)"
     shows False
 proof (cases "Im z = 0")
   case True
   then show ?thesis
     using assms by (fastforce simp add: cmod_def abs_square_less_1 [symmetric])
 next
   case False
   have Imz: "Im z = - sqrt ((1 + ((Im z)\<^sup>2 + cmod (1 - z\<^sup>2)) - (Re z)\<^sup>2) / 2)"
     using eq0 abs_Re_le_cmod [of "1-z\<^sup>2"]
     by (simp add: Re_power2 algebra_simps)
   have "(cmod z)\<^sup>2 - 1 \<noteq> cmod (1 - z\<^sup>2)"
   proof (clarsimp simp add: cmod_def)
     assume "(Re z)\<^sup>2 + (Im z)\<^sup>2 - 1 = sqrt ((1 - Re (z\<^sup>2))\<^sup>2 + (Im (z\<^sup>2))\<^sup>2)"
     then have "((Re z)\<^sup>2 + (Im z)\<^sup>2 - 1)\<^sup>2 = ((1 - Re (z\<^sup>2))\<^sup>2 + (Im (z\<^sup>2))\<^sup>2)"
       by simp
     then show False using False
       by (simp add: power2_eq_square algebra_simps)
   qed
   moreover have "(Im z)\<^sup>2 = ((1 + ((Im z)\<^sup>2 + cmod (1 - z\<^sup>2)) - (Re z)\<^sup>2) / 2)"
     apply (subst Imz)
     using abs_Re_le_cmod [of "1-z\<^sup>2"]
     apply (simp add: Re_power2)
     done
   ultimately show False
     by (simp add: cmod_power2)
 qed
 
 lemma isCont_Arccos:
   assumes "(Im z = 0 \<Longrightarrow> \<bar>Re z\<bar> < 1)"
     shows "isCont Arccos z"
 proof -
   have "z + \<i> * csqrt (1 - z\<^sup>2) \<notin> \<real>\<^sub>\<le>\<^sub>0"
     by (metis complex_nonpos_Reals_iff isCont_Arccos_lemma assms)
   with assms show ?thesis
     apply (simp add: Arccos_def)
     apply (rule isCont_Ln' isCont_csqrt' continuous_intros)+
     apply (simp_all add: one_minus_z2_notin_nonpos_Reals assms)
     done
 qed
 
 lemma isCont_Arccos' [simp]:
   shows "isCont f z \<Longrightarrow> (Im (f z) = 0 \<Longrightarrow> \<bar>Re (f z)\<bar> < 1) \<Longrightarrow> isCont (\<lambda>x. Arccos (f x)) z"
   by (blast intro: isCont_o2 [OF _ isCont_Arccos])
 
 lemma cos_Arccos [simp]: "cos(Arccos z) = z"
 proof -
   have "z*2 + \<i> * (2 * csqrt (1 - z\<^sup>2)) = 0 \<longleftrightarrow> z*2 + \<i> * csqrt (1 - z\<^sup>2)*2 = 0"
     by (simp add: algebra_simps)  \<comment> \<open>Cancelling a factor of 2\<close>
   moreover have "... \<longleftrightarrow> z + \<i> * csqrt (1 - z\<^sup>2) = 0"
     by (metis distrib_right mult_eq_0_iff zero_neq_numeral)
   ultimately show ?thesis
     apply (simp add: cos_exp_eq Arccos_def Arccos_body_lemma exp_minus field_simps)
     apply (simp add: power2_eq_square [symmetric])
     done
 qed
 
 lemma Arccos_cos:
     assumes "0 < Re z & Re z < pi \<or>
              Re z = 0 & 0 \<le> Im z \<or>
              Re z = pi & Im z \<le> 0"
       shows "Arccos(cos z) = z"
 proof -
   have *: "((\<i> - (exp (\<i> * z))\<^sup>2 * \<i>) / (2 * exp (\<i> * z))) = sin z"
     by (simp add: sin_exp_eq exp_minus field_simps power2_eq_square)
   have "1 - (exp (\<i> * z) + inverse (exp (\<i> * z)))\<^sup>2 / 4 = ((\<i> - (exp (\<i> * z))\<^sup>2 * \<i>) / (2 * exp (\<i> * z)))\<^sup>2"
     by (simp add: field_simps power2_eq_square)
   then have "Arccos(cos z) = - (\<i> * Ln ((exp (\<i> * z) + inverse (exp (\<i> * z))) / 2 +
                            \<i> * csqrt (((\<i> - (exp (\<i> * z))\<^sup>2 * \<i>) / (2 * exp (\<i> * z)))\<^sup>2)))"
     by (simp add: cos_exp_eq Arccos_def exp_minus power_divide)
   also have "... = - (\<i> * Ln ((exp (\<i> * z) + inverse (exp (\<i> * z))) / 2 +
                               \<i> * ((\<i> - (exp (\<i> * z))\<^sup>2 * \<i>) / (2 * exp (\<i> * z)))))"
     apply (subst csqrt_square)
     using assms Re_sin_pos [of z] Im_sin_nonneg [of z] Im_sin_nonneg2 [of z]
     apply (auto simp: * Re_sin Im_sin)
     done
   also have "... =  - (\<i> * Ln (exp (\<i>*z)))"
     by (simp add: field_simps power2_eq_square)
   also have "... = z"
     using assms
     apply (subst Complex_Transcendental.Ln_exp, auto)
     done
   finally show ?thesis .
 qed
 
 lemma Arccos_unique:
     "\<lbrakk>cos z = w;
       0 < Re z \<and> Re z < pi \<or>
       Re z = 0 \<and> 0 \<le> Im z \<or>
       Re z = pi \<and> Im z \<le> 0\<rbrakk> \<Longrightarrow> Arccos w = z"
   using Arccos_cos by blast
 
 lemma Arccos_0 [simp]: "Arccos 0 = pi/2"
   by (rule Arccos_unique) auto
 
 lemma Arccos_1 [simp]: "Arccos 1 = 0"
   by (rule Arccos_unique) auto
 
 lemma Arccos_minus1: "Arccos(-1) = pi"
   by (rule Arccos_unique) auto
 
 lemma has_field_derivative_Arccos:
   assumes "(Im z = 0 \<Longrightarrow> \<bar>Re z\<bar> < 1)"
     shows "(Arccos has_field_derivative - inverse(sin(Arccos z))) (at z)"
 proof -
   have "x\<^sup>2 \<noteq> -1" for x::real
     by (sos "((R<1 + (([~1] * A=0) + (R<1 * (R<1 * [x__]^2)))))")
   with assms have "(cos (Arccos z))\<^sup>2 \<noteq> 1"
     by (auto simp: complex_eq_iff Re_power2 Im_power2 abs_square_eq_1)
   then have "- sin (Arccos z) \<noteq> 0"
     by (metis cos_squared_eq diff_0_right mult_zero_left neg_0_equal_iff_equal power2_eq_square)
   then have "(Arccos has_field_derivative inverse(- sin(Arccos z))) (at z)"
     by (rule has_field_derivative_inverse_basic [OF DERIV_cos _ _ open_ball [of z 1]])
        (auto intro: isCont_Arccos assms)
   then show ?thesis
     by simp
 qed
 
 declare has_field_derivative_Arcsin [derivative_intros]
 declare has_field_derivative_Arcsin [THEN DERIV_chain2, derivative_intros]
 
 lemma field_differentiable_at_Arccos:
     "(Im z = 0 \<Longrightarrow> \<bar>Re z\<bar> < 1) \<Longrightarrow> Arccos field_differentiable at z"
   using field_differentiable_def has_field_derivative_Arccos by blast
 
 lemma field_differentiable_within_Arccos:
     "(Im z = 0 \<Longrightarrow> \<bar>Re z\<bar> < 1) \<Longrightarrow> Arccos field_differentiable (at z within s)"
   using field_differentiable_at_Arccos field_differentiable_within_subset by blast
 
 lemma continuous_within_Arccos:
     "(Im z = 0 \<Longrightarrow> \<bar>Re z\<bar> < 1) \<Longrightarrow> continuous (at z within s) Arccos"
   using continuous_at_imp_continuous_within isCont_Arccos by blast
 
 lemma continuous_on_Arccos [continuous_intros]:
     "(\<And>z. z \<in> s \<Longrightarrow> Im z = 0 \<Longrightarrow> \<bar>Re z\<bar> < 1) \<Longrightarrow> continuous_on s Arccos"
   by (simp add: continuous_at_imp_continuous_on)
 
 lemma holomorphic_on_Arccos: "(\<And>z. z \<in> s \<Longrightarrow> Im z = 0 \<Longrightarrow> \<bar>Re z\<bar> < 1) \<Longrightarrow> Arccos holomorphic_on s"
   by (simp add: field_differentiable_within_Arccos holomorphic_on_def)
 
 
 subsection\<^marker>\<open>tag unimportant\<close>\<open>Upper and Lower Bounds for Inverse Sine and Cosine\<close>
 
 lemma Arcsin_bounds: "\<bar>Re z\<bar> < 1 \<Longrightarrow> \<bar>Re(Arcsin z)\<bar> < pi/2"
   unfolding Re_Arcsin
   by (blast intro: Re_Ln_pos_lt_imp Arcsin_range_lemma)
 
 lemma Arccos_bounds: "\<bar>Re z\<bar> < 1 \<Longrightarrow> 0 < Re(Arccos z) \<and> Re(Arccos z) < pi"
   unfolding Re_Arccos
   by (blast intro!: Im_Ln_pos_lt_imp Arccos_range_lemma)
 
 lemma Re_Arccos_bounds: "-pi < Re(Arccos z) \<and> Re(Arccos z) \<le> pi"
   unfolding Re_Arccos
   by (blast intro!: mpi_less_Im_Ln Im_Ln_le_pi Arccos_body_lemma)
 
 lemma Re_Arccos_bound: "\<bar>Re(Arccos z)\<bar> \<le> pi"
   by (meson Re_Arccos_bounds abs_le_iff less_eq_real_def minus_less_iff)
 
 lemma Im_Arccos_bound: "\<bar>Im (Arccos w)\<bar> \<le> cmod w"
 proof -
   have "(Im (Arccos w))\<^sup>2 \<le> (cmod (cos (Arccos w)))\<^sup>2 - (cos (Re (Arccos w)))\<^sup>2"
     using norm_cos_squared [of "Arccos w"] real_le_abs_sinh [of "Im (Arccos w)"]
     apply (simp only: abs_le_square_iff)
     apply (simp add: field_split_simps)
     done
   also have "... \<le> (cmod w)\<^sup>2"
     by (auto simp: cmod_power2)
   finally show ?thesis
     using abs_le_square_iff by force
 qed
 
 lemma Re_Arcsin_bounds: "-pi < Re(Arcsin z) & Re(Arcsin z) \<le> pi"
   unfolding Re_Arcsin
   by (blast intro!: mpi_less_Im_Ln Im_Ln_le_pi Arcsin_body_lemma)
 
 lemma Re_Arcsin_bound: "\<bar>Re(Arcsin z)\<bar> \<le> pi"
   by (meson Re_Arcsin_bounds abs_le_iff less_eq_real_def minus_less_iff)
 
 lemma norm_Arccos_bounded:
   fixes w :: complex
   shows "norm (Arccos w) \<le> pi + norm w"
 proof -
   have Re: "(Re (Arccos w))\<^sup>2 \<le> pi\<^sup>2" "(Im (Arccos w))\<^sup>2 \<le> (cmod w)\<^sup>2"
     using Re_Arccos_bound [of w] Im_Arccos_bound [of w] abs_le_square_iff by force+
   have "Arccos w \<bullet> Arccos w \<le> pi\<^sup>2 + (cmod w)\<^sup>2"
     using Re by (simp add: dot_square_norm cmod_power2 [of "Arccos w"])
   then have "cmod (Arccos w) \<le> pi + cmod (cos (Arccos w))"
     apply (simp add: norm_le_square)
     by (metis dot_square_norm norm_ge_zero norm_le_square pi_ge_zero triangle_lemma)
   then show "cmod (Arccos w) \<le> pi + cmod w"
     by auto
 qed
 
 
 subsection\<^marker>\<open>tag unimportant\<close>\<open>Interrelations between Arcsin and Arccos\<close>
 
 lemma cos_Arcsin_nonzero:
   assumes "z\<^sup>2 \<noteq> 1" shows "cos(Arcsin z) \<noteq> 0"
 proof -
   have eq: "(\<i> * z * (csqrt (1 - z\<^sup>2)))\<^sup>2 = z\<^sup>2 * (z\<^sup>2 - 1)"
     by (simp add: power_mult_distrib algebra_simps)
   have "\<i> * z * (csqrt (1 - z\<^sup>2)) \<noteq> z\<^sup>2 - 1"
   proof
     assume "\<i> * z * (csqrt (1 - z\<^sup>2)) = z\<^sup>2 - 1"
     then have "(\<i> * z * (csqrt (1 - z\<^sup>2)))\<^sup>2 = (z\<^sup>2 - 1)\<^sup>2"
       by simp
     then have "z\<^sup>2 * (z\<^sup>2 - 1) = (z\<^sup>2 - 1)*(z\<^sup>2 - 1)"
       using eq power2_eq_square by auto
     then show False
       using assms by simp
   qed
   then have "1 + \<i> * z * (csqrt (1 - z * z)) \<noteq> z\<^sup>2"
     by (metis add_minus_cancel power2_eq_square uminus_add_conv_diff)
   then have "2*(1 + \<i> * z * (csqrt (1 - z * z))) \<noteq> 2*z\<^sup>2"  (*FIXME cancel_numeral_factor*)
     by (metis mult_cancel_left zero_neq_numeral)
   then have "(\<i> * z + csqrt (1 - z\<^sup>2))\<^sup>2 \<noteq> -1"
     using assms
     apply (auto simp: power2_sum)
     apply (simp add: power2_eq_square algebra_simps)
     done
   then show ?thesis
     apply (simp add: cos_exp_eq Arcsin_def exp_minus)
     apply (simp add: divide_simps Arcsin_body_lemma)
     apply (metis add.commute minus_unique power2_eq_square)
     done
 qed
 
 lemma sin_Arccos_nonzero:
   assumes "z\<^sup>2 \<noteq> 1" shows "sin(Arccos z) \<noteq> 0"
 proof -
   have eq: "(\<i> * z * (csqrt (1 - z\<^sup>2)))\<^sup>2 = -(z\<^sup>2) * (1 - z\<^sup>2)"
     by (simp add: power_mult_distrib algebra_simps)
   have "\<i> * z * (csqrt (1 - z\<^sup>2)) \<noteq> 1 - z\<^sup>2"
   proof
     assume "\<i> * z * (csqrt (1 - z\<^sup>2)) = 1 - z\<^sup>2"
     then have "(\<i> * z * (csqrt (1 - z\<^sup>2)))\<^sup>2 = (1 - z\<^sup>2)\<^sup>2"
       by simp
     then have "-(z\<^sup>2) * (1 - z\<^sup>2) = (1 - z\<^sup>2)*(1 - z\<^sup>2)"
       using eq power2_eq_square by auto
     then have "-(z\<^sup>2) = (1 - z\<^sup>2)"
       using assms
       by (metis add.commute add.right_neutral diff_add_cancel mult_right_cancel)
     then show False
       using assms by simp
   qed
   then have "z\<^sup>2 + \<i> * z * (csqrt (1 - z\<^sup>2)) \<noteq> 1"
     by (simp add: algebra_simps)
   then have "2*(z\<^sup>2 + \<i> * z * (csqrt (1 - z\<^sup>2))) \<noteq> 2*1"
     by (metis mult_cancel_left2 zero_neq_numeral)  (*FIXME cancel_numeral_factor*)
   then have "(z + \<i> * csqrt (1 - z\<^sup>2))\<^sup>2 \<noteq> 1"
     using assms
     apply (auto simp: Power.comm_semiring_1_class.power2_sum power_mult_distrib)
     apply (simp add: power2_eq_square algebra_simps)
     done
   then show ?thesis
     apply (simp add: sin_exp_eq Arccos_def exp_minus)
     apply (simp add: divide_simps Arccos_body_lemma)
     apply (simp add: power2_eq_square)
     done
 qed
 
 lemma cos_sin_csqrt:
   assumes "0 < cos(Re z)  \<or>  cos(Re z) = 0 \<and> Im z * sin(Re z) \<le> 0"
     shows "cos z = csqrt(1 - (sin z)\<^sup>2)"
   apply (rule csqrt_unique [THEN sym])
   apply (simp add: cos_squared_eq)
   using assms
   apply (auto simp: Re_cos Im_cos add_pos_pos mult_le_0_iff zero_le_mult_iff)
   done
 
 lemma sin_cos_csqrt:
   assumes "0 < sin(Re z)  \<or>  sin(Re z) = 0 \<and> 0 \<le> Im z * cos(Re z)"
     shows "sin z = csqrt(1 - (cos z)\<^sup>2)"
   apply (rule csqrt_unique [THEN sym])
   apply (simp add: sin_squared_eq)
   using assms
   apply (auto simp: Re_sin Im_sin add_pos_pos mult_le_0_iff zero_le_mult_iff)
   done
 
 lemma Arcsin_Arccos_csqrt_pos:
     "(0 < Re z | Re z = 0 & 0 \<le> Im z) \<Longrightarrow> Arcsin z = Arccos(csqrt(1 - z\<^sup>2))"
   by (simp add: Arcsin_def Arccos_def Complex.csqrt_square add.commute)
 
 lemma Arccos_Arcsin_csqrt_pos:
     "(0 < Re z | Re z = 0 & 0 \<le> Im z) \<Longrightarrow> Arccos z = Arcsin(csqrt(1 - z\<^sup>2))"
   by (simp add: Arcsin_def Arccos_def Complex.csqrt_square add.commute)
 
 lemma sin_Arccos:
     "0 < Re z | Re z = 0 & 0 \<le> Im z \<Longrightarrow> sin(Arccos z) = csqrt(1 - z\<^sup>2)"
   by (simp add: Arccos_Arcsin_csqrt_pos)
 
 lemma cos_Arcsin:
     "0 < Re z | Re z = 0 & 0 \<le> Im z \<Longrightarrow> cos(Arcsin z) = csqrt(1 - z\<^sup>2)"
   by (simp add: Arcsin_Arccos_csqrt_pos)
 
 
 subsection\<^marker>\<open>tag unimportant\<close>\<open>Relationship with Arcsin on the Real Numbers\<close>
 
 lemma Im_Arcsin_of_real:
   assumes "\<bar>x\<bar> \<le> 1"
     shows "Im (Arcsin (of_real x)) = 0"
 proof -
   have "csqrt (1 - (of_real x)\<^sup>2) = (if x^2 \<le> 1 then sqrt (1 - x^2) else \<i> * sqrt (x^2 - 1))"
     by (simp add: of_real_sqrt del: csqrt_of_real_nonneg)
   then have "cmod (\<i> * of_real x + csqrt (1 - (of_real x)\<^sup>2))^2 = 1"
     using assms abs_square_le_1
     by (force simp add: Complex.cmod_power2)
   then have "cmod (\<i> * of_real x + csqrt (1 - (of_real x)\<^sup>2)) = 1"
     by (simp add: norm_complex_def)
   then show ?thesis
     by (simp add: Im_Arcsin exp_minus)
 qed
 
 corollary\<^marker>\<open>tag unimportant\<close> Arcsin_in_Reals [simp]: "z \<in> \<real> \<Longrightarrow> \<bar>Re z\<bar> \<le> 1 \<Longrightarrow> Arcsin z \<in> \<real>"
   by (metis Im_Arcsin_of_real Re_complex_of_real Reals_cases complex_is_Real_iff)
 
 lemma arcsin_eq_Re_Arcsin:
   assumes "\<bar>x\<bar> \<le> 1"
     shows "arcsin x = Re (Arcsin (of_real x))"
 unfolding arcsin_def
 proof (rule the_equality, safe)
   show "- (pi / 2) \<le> Re (Arcsin (complex_of_real x))"
     using Re_Ln_pos_le [OF Arcsin_body_lemma, of "of_real x"]
     by (auto simp: Complex.in_Reals_norm Re_Arcsin)
 next
   show "Re (Arcsin (complex_of_real x)) \<le> pi / 2"
     using Re_Ln_pos_le [OF Arcsin_body_lemma, of "of_real x"]
     by (auto simp: Complex.in_Reals_norm Re_Arcsin)
 next
   show "sin (Re (Arcsin (complex_of_real x))) = x"
     using Re_sin [of "Arcsin (of_real x)"] Arcsin_body_lemma [of "of_real x"]
     by (simp add: Im_Arcsin_of_real assms)
 next
   fix x'
   assume "- (pi / 2) \<le> x'" "x' \<le> pi / 2" "x = sin x'"
   then show "x' = Re (Arcsin (complex_of_real (sin x')))"
     apply (simp add: sin_of_real [symmetric])
     apply (subst Arcsin_sin)
     apply (auto simp: )
     done
 qed
 
 lemma of_real_arcsin: "\<bar>x\<bar> \<le> 1 \<Longrightarrow> of_real(arcsin x) = Arcsin(of_real x)"
   by (metis Im_Arcsin_of_real add.right_neutral arcsin_eq_Re_Arcsin complex_eq mult_zero_right of_real_0)
 
 
 subsection\<^marker>\<open>tag unimportant\<close>\<open>Relationship with Arccos on the Real Numbers\<close>
 
 lemma Im_Arccos_of_real:
   assumes "\<bar>x\<bar> \<le> 1"
     shows "Im (Arccos (of_real x)) = 0"
 proof -
   have "csqrt (1 - (of_real x)\<^sup>2) = (if x^2 \<le> 1 then sqrt (1 - x^2) else \<i> * sqrt (x^2 - 1))"
     by (simp add: of_real_sqrt del: csqrt_of_real_nonneg)
   then have "cmod (of_real x + \<i> * csqrt (1 - (of_real x)\<^sup>2))^2 = 1"
     using assms abs_square_le_1
     by (force simp add: Complex.cmod_power2)
   then have "cmod (of_real x + \<i> * csqrt (1 - (of_real x)\<^sup>2)) = 1"
     by (simp add: norm_complex_def)
   then show ?thesis
     by (simp add: Im_Arccos exp_minus)
 qed
 
 corollary\<^marker>\<open>tag unimportant\<close> Arccos_in_Reals [simp]: "z \<in> \<real> \<Longrightarrow> \<bar>Re z\<bar> \<le> 1 \<Longrightarrow> Arccos z \<in> \<real>"
   by (metis Im_Arccos_of_real Re_complex_of_real Reals_cases complex_is_Real_iff)
 
 lemma arccos_eq_Re_Arccos:
   assumes "\<bar>x\<bar> \<le> 1"
     shows "arccos x = Re (Arccos (of_real x))"
 unfolding arccos_def
 proof (rule the_equality, safe)
   show "0 \<le> Re (Arccos (complex_of_real x))"
     using Im_Ln_pos_le [OF Arccos_body_lemma, of "of_real x"]
     by (auto simp: Complex.in_Reals_norm Re_Arccos)
 next
   show "Re (Arccos (complex_of_real x)) \<le> pi"
     using Im_Ln_pos_le [OF Arccos_body_lemma, of "of_real x"]
     by (auto simp: Complex.in_Reals_norm Re_Arccos)
 next
   show "cos (Re (Arccos (complex_of_real x))) = x"
     using Re_cos [of "Arccos (of_real x)"] Arccos_body_lemma [of "of_real x"]
     by (simp add: Im_Arccos_of_real assms)
 next
   fix x'
   assume "0 \<le> x'" "x' \<le> pi" "x = cos x'"
   then show "x' = Re (Arccos (complex_of_real (cos x')))"
     apply (simp add: cos_of_real [symmetric])
     apply (subst Arccos_cos)
     apply (auto simp: )
     done
 qed
 
 lemma of_real_arccos: "\<bar>x\<bar> \<le> 1 \<Longrightarrow> of_real(arccos x) = Arccos(of_real x)"
   by (metis Im_Arccos_of_real add.right_neutral arccos_eq_Re_Arccos complex_eq mult_zero_right of_real_0)
 
 subsection\<^marker>\<open>tag unimportant\<close>\<open>Some interrelationships among the real inverse trig functions\<close>
 
 lemma arccos_arctan:
   assumes "-1 < x" "x < 1"
     shows "arccos x = pi/2 - arctan(x / sqrt(1 - x\<^sup>2))"
 proof -
   have "arctan(x / sqrt(1 - x\<^sup>2)) - (pi/2 - arccos x) = 0"
   proof (rule sin_eq_0_pi)
     show "- pi < arctan (x / sqrt (1 - x\<^sup>2)) - (pi / 2 - arccos x)"
       using arctan_lbound [of "x / sqrt(1 - x\<^sup>2)"]  arccos_bounded [of x] assms
       by (simp add: algebra_simps)
   next
     show "arctan (x / sqrt (1 - x\<^sup>2)) - (pi / 2 - arccos x) < pi"
       using arctan_ubound [of "x / sqrt(1 - x\<^sup>2)"]  arccos_bounded [of x] assms
       by (simp add: algebra_simps)
   next
     show "sin (arctan (x / sqrt (1 - x\<^sup>2)) - (pi / 2 - arccos x)) = 0"
       using assms
       by (simp add: algebra_simps sin_diff cos_add sin_arccos sin_arctan cos_arctan
                     power2_eq_square square_eq_1_iff)
   qed
   then show ?thesis
     by simp
 qed
 
 lemma arcsin_plus_arccos:
   assumes "-1 \<le> x" "x \<le> 1"
     shows "arcsin x + arccos x = pi/2"
 proof -
   have "arcsin x = pi/2 - arccos x"
     apply (rule sin_inj_pi)
     using assms arcsin [OF assms] arccos [OF assms]
     apply (auto simp: algebra_simps sin_diff)
     done
   then show ?thesis
     by (simp add: algebra_simps)
 qed
 
 lemma arcsin_arccos_eq: "-1 \<le> x \<Longrightarrow> x \<le> 1 \<Longrightarrow> arcsin x = pi/2 - arccos x"
   using arcsin_plus_arccos by force
 
 lemma arccos_arcsin_eq: "-1 \<le> x \<Longrightarrow> x \<le> 1 \<Longrightarrow> arccos x = pi/2 - arcsin x"
   using arcsin_plus_arccos by force
 
 lemma arcsin_arctan: "-1 < x \<Longrightarrow> x < 1 \<Longrightarrow> arcsin x = arctan(x / sqrt(1 - x\<^sup>2))"
   by (simp add: arccos_arctan arcsin_arccos_eq)
 
 lemma csqrt_1_diff_eq: "csqrt (1 - (of_real x)\<^sup>2) = (if x^2 \<le> 1 then sqrt (1 - x^2) else \<i> * sqrt (x^2 - 1))"
   by ( simp add: of_real_sqrt del: csqrt_of_real_nonneg)
 
 lemma arcsin_arccos_sqrt_pos: "0 \<le> x \<Longrightarrow> x \<le> 1 \<Longrightarrow> arcsin x = arccos(sqrt(1 - x\<^sup>2))"
   apply (simp add: abs_square_le_1 arcsin_eq_Re_Arcsin arccos_eq_Re_Arccos)
   apply (subst Arcsin_Arccos_csqrt_pos)
   apply (auto simp: power_le_one csqrt_1_diff_eq)
   done
 
 lemma arcsin_arccos_sqrt_neg: "-1 \<le> x \<Longrightarrow> x \<le> 0 \<Longrightarrow> arcsin x = -arccos(sqrt(1 - x\<^sup>2))"
   using arcsin_arccos_sqrt_pos [of "-x"]
   by (simp add: arcsin_minus)
 
 lemma arccos_arcsin_sqrt_pos: "0 \<le> x \<Longrightarrow> x \<le> 1 \<Longrightarrow> arccos x = arcsin(sqrt(1 - x\<^sup>2))"
   apply (simp add: abs_square_le_1 arcsin_eq_Re_Arcsin arccos_eq_Re_Arccos)
   apply (subst Arccos_Arcsin_csqrt_pos)
   apply (auto simp: power_le_one csqrt_1_diff_eq)
   done
 
 lemma arccos_arcsin_sqrt_neg: "-1 \<le> x \<Longrightarrow> x \<le> 0 \<Longrightarrow> arccos x = pi - arcsin(sqrt(1 - x\<^sup>2))"
   using arccos_arcsin_sqrt_pos [of "-x"]
   by (simp add: arccos_minus)
 
 subsection\<^marker>\<open>tag unimportant\<close>\<open>Continuity results for arcsin and arccos\<close>
 
 lemma continuous_on_Arcsin_real [continuous_intros]:
     "continuous_on {w \<in> \<real>. \<bar>Re w\<bar> \<le> 1} Arcsin"
 proof -
   have "continuous_on {w \<in> \<real>. \<bar>Re w\<bar> \<le> 1} (\<lambda>x. complex_of_real (arcsin (Re x))) =
         continuous_on {w \<in> \<real>. \<bar>Re w\<bar> \<le> 1} (\<lambda>x. complex_of_real (Re (Arcsin (of_real (Re x)))))"
     by (rule continuous_on_cong [OF refl]) (simp add: arcsin_eq_Re_Arcsin)
   also have "... = ?thesis"
     by (rule continuous_on_cong [OF refl]) simp
   finally show ?thesis
     using continuous_on_arcsin [OF continuous_on_Re [OF continuous_on_id], of "{w \<in> \<real>. \<bar>Re w\<bar> \<le> 1}"]
           continuous_on_of_real
     by fastforce
 qed
 
 lemma continuous_within_Arcsin_real:
     "continuous (at z within {w \<in> \<real>. \<bar>Re w\<bar> \<le> 1}) Arcsin"
 proof (cases "z \<in> {w \<in> \<real>. \<bar>Re w\<bar> \<le> 1}")
   case True then show ?thesis
     using continuous_on_Arcsin_real continuous_on_eq_continuous_within
     by blast
 next
   case False
   with closed_real_abs_le [of 1] show ?thesis
     by (rule continuous_within_closed_nontrivial)
 qed
 
 lemma continuous_on_Arccos_real:
     "continuous_on {w \<in> \<real>. \<bar>Re w\<bar> \<le> 1} Arccos"
 proof -
   have "continuous_on {w \<in> \<real>. \<bar>Re w\<bar> \<le> 1} (\<lambda>x. complex_of_real (arccos (Re x))) =
         continuous_on {w \<in> \<real>. \<bar>Re w\<bar> \<le> 1} (\<lambda>x. complex_of_real (Re (Arccos (of_real (Re x)))))"
     by (rule continuous_on_cong [OF refl]) (simp add: arccos_eq_Re_Arccos)
   also have "... = ?thesis"
     by (rule continuous_on_cong [OF refl]) simp
   finally show ?thesis
     using continuous_on_arccos [OF continuous_on_Re [OF continuous_on_id], of "{w \<in> \<real>. \<bar>Re w\<bar> \<le> 1}"]
           continuous_on_of_real
     by fastforce
 qed
 
 lemma continuous_within_Arccos_real:
     "continuous (at z within {w \<in> \<real>. \<bar>Re w\<bar> \<le> 1}) Arccos"
 proof (cases "z \<in> {w \<in> \<real>. \<bar>Re w\<bar> \<le> 1}")
   case True then show ?thesis
     using continuous_on_Arccos_real continuous_on_eq_continuous_within
     by blast
 next
   case False
   with closed_real_abs_le [of 1] show ?thesis
     by (rule continuous_within_closed_nontrivial)
 qed
 
 lemma sinh_ln_complex: "x \<noteq> 0 \<Longrightarrow> sinh (ln x :: complex) = (x - inverse x) / 2"
   by (simp add: sinh_def exp_minus scaleR_conv_of_real exp_of_real)
 
 lemma cosh_ln_complex: "x \<noteq> 0 \<Longrightarrow> cosh (ln x :: complex) = (x + inverse x) / 2"
   by (simp add: cosh_def exp_minus scaleR_conv_of_real)
 
 lemma tanh_ln_complex: "x \<noteq> 0 \<Longrightarrow> tanh (ln x :: complex) = (x ^ 2 - 1) / (x ^ 2 + 1)"
   by (simp add: tanh_def sinh_ln_complex cosh_ln_complex divide_simps power2_eq_square)
 
 
 subsection\<open>Roots of unity\<close>
 
 theorem complex_root_unity:
   fixes j::nat
   assumes "n \<noteq> 0"
     shows "exp(2 * of_real pi * \<i> * of_nat j / of_nat n)^n = 1"
 proof -
   have *: "of_nat j * (complex_of_real pi * 2) = complex_of_real (2 * real j * pi)"
     by (simp add: of_real_numeral)
   then show ?thesis
     apply (simp add: exp_of_nat_mult [symmetric] mult_ac exp_Euler)
     apply (simp only: * cos_of_real sin_of_real)
     apply (simp add: )
     done
 qed
 
 lemma complex_root_unity_eq:
   fixes j::nat and k::nat
   assumes "1 \<le> n"
     shows "(exp(2 * of_real pi * \<i> * of_nat j / of_nat n) = exp(2 * of_real pi * \<i> * of_nat k / of_nat n)
            \<longleftrightarrow> j mod n = k mod n)"
 proof -
     have "(\<exists>z::int. \<i> * (of_nat j * (of_real pi * 2)) =
                \<i> * (of_nat k * (of_real pi * 2)) + \<i> * (of_int z * (of_nat n * (of_real pi * 2)))) \<longleftrightarrow>
           (\<exists>z::int. of_nat j * (\<i> * (of_real pi * 2)) =
               (of_nat k + of_nat n * of_int z) * (\<i> * (of_real pi * 2)))"
       by (simp add: algebra_simps)
     also have "... \<longleftrightarrow> (\<exists>z::int. of_nat j = of_nat k + of_nat n * (of_int z :: complex))"
       by simp
     also have "... \<longleftrightarrow> (\<exists>z::int. of_nat j = of_nat k + of_nat n * z)"
       apply (rule HOL.iff_exI)
       apply (auto simp: )
       using of_int_eq_iff apply fastforce
       by (metis of_int_add of_int_mult of_int_of_nat_eq)
     also have "... \<longleftrightarrow> int j mod int n = int k mod int n"
       by (auto simp: mod_eq_dvd_iff dvd_def algebra_simps)
     also have "... \<longleftrightarrow> j mod n = k mod n"
       by (metis of_nat_eq_iff zmod_int)
     finally have "(\<exists>z. \<i> * (of_nat j * (of_real pi * 2)) =
              \<i> * (of_nat k * (of_real pi * 2)) + \<i> * (of_int z * (of_nat n * (of_real pi * 2)))) \<longleftrightarrow> j mod n = k mod n" .
    note * = this
   show ?thesis
     using assms
     by (simp add: exp_eq field_split_simps mult_ac of_real_numeral *)
 qed
 
 corollary bij_betw_roots_unity:
     "bij_betw (\<lambda>j. exp(2 * of_real pi * \<i> * of_nat j / of_nat n))
               {..<n}  {exp(2 * of_real pi * \<i> * of_nat j / of_nat n) | j. j < n}"
   by (auto simp: bij_betw_def inj_on_def complex_root_unity_eq)
 
 lemma complex_root_unity_eq_1:
   fixes j::nat and k::nat
   assumes "1 \<le> n"
     shows "exp(2 * of_real pi * \<i> * of_nat j / of_nat n) = 1 \<longleftrightarrow> n dvd j"
 proof -
   have "1 = exp(2 * of_real pi * \<i> * (of_nat n / of_nat n))"
     using assms by simp
   then have "exp(2 * of_real pi * \<i> * (of_nat j / of_nat n)) = 1 \<longleftrightarrow> j mod n = n mod n"
      using complex_root_unity_eq [of n j n] assms
      by simp
   then show ?thesis
     by auto
 qed
 
 lemma finite_complex_roots_unity_explicit:
      "finite {exp(2 * of_real pi * \<i> * of_nat j / of_nat n) | j::nat. j < n}"
 by simp
 
 lemma card_complex_roots_unity_explicit:
      "card {exp(2 * of_real pi * \<i> * of_nat j / of_nat n) | j::nat. j < n} = n"
   by (simp add:  Finite_Set.bij_betw_same_card [OF bij_betw_roots_unity, symmetric])
 
 lemma complex_roots_unity:
   assumes "1 \<le> n"
     shows "{z::complex. z^n = 1} = {exp(2 * of_real pi * \<i> * of_nat j / of_nat n) | j::nat. j < n}"
   apply (rule Finite_Set.card_seteq [symmetric])
   using assms
   apply (auto simp: card_complex_roots_unity_explicit finite_roots_unity complex_root_unity card_roots_unity)
   done
 
 lemma card_complex_roots_unity: "1 \<le> n \<Longrightarrow> card {z::complex. z^n = 1} = n"
   by (simp add: card_complex_roots_unity_explicit complex_roots_unity)
 
 lemma complex_not_root_unity:
     "1 \<le> n \<Longrightarrow> \<exists>u::complex. norm u = 1 \<and> u^n \<noteq> 1"
   apply (rule_tac x="exp (of_real pi * \<i> * of_real (1 / n))" in exI)
   apply (auto simp: Re_complex_div_eq_0 exp_of_nat_mult [symmetric] mult_ac exp_Euler)
   done
 
 subsection\<open>Formulation of loop homotopy in terms of maps out of type complex\<close>
 
 lemma homotopic_circlemaps_imp_homotopic_loops:
   assumes "homotopic_with_canon (\<lambda>h. True) (sphere 0 1) S f g"
    shows "homotopic_loops S (f \<circ> exp \<circ> (\<lambda>t. 2 * of_real pi * of_real t * \<i>))
                             (g \<circ> exp \<circ> (\<lambda>t. 2 * of_real pi * of_real t * \<i>))"
 proof -
   have "homotopic_with_canon (\<lambda>f. True) {z. cmod z = 1} S f g"
     using assms by (auto simp: sphere_def)
   moreover have "continuous_on {0..1} (exp \<circ> (\<lambda>t. 2 * of_real pi * of_real t * \<i>))"
      by (intro continuous_intros)
   moreover have "(exp \<circ> (\<lambda>t. 2 * of_real pi * of_real t * \<i>)) ` {0..1} \<subseteq> {z. cmod z = 1}"
     by (auto simp: norm_mult)
   ultimately
   show ?thesis
     apply (simp add: homotopic_loops_def comp_assoc)
     apply (rule homotopic_with_compose_continuous_right)
       apply (auto simp: pathstart_def pathfinish_def)
     done
 qed
 
 lemma homotopic_loops_imp_homotopic_circlemaps:
   assumes "homotopic_loops S p q"
     shows "homotopic_with_canon (\<lambda>h. True) (sphere 0 1) S
                           (p \<circ> (\<lambda>z. (Arg2pi z / (2 * pi))))
                           (q \<circ> (\<lambda>z. (Arg2pi z / (2 * pi))))"
 proof -
   obtain h where conth: "continuous_on ({0..1::real} \<times> {0..1}) h"
              and him: "h ` ({0..1} \<times> {0..1}) \<subseteq> S"
              and h0: "(\<forall>x. h (0, x) = p x)"
              and h1: "(\<forall>x. h (1, x) = q x)"
              and h01: "(\<forall>t\<in>{0..1}. h (t, 1) = h (t, 0)) "
     using assms
     by (auto simp: homotopic_loops_def sphere_def homotopic_with_def pathstart_def pathfinish_def)
   define j where "j \<equiv> \<lambda>z. if 0 \<le> Im (snd z)
                           then h (fst z, Arg2pi (snd z) / (2 * pi))
                           else h (fst z, 1 - Arg2pi (cnj (snd z)) / (2 * pi))"
   have Arg2pi_eq: "1 - Arg2pi (cnj y) / (2 * pi) = Arg2pi y / (2 * pi) \<or> Arg2pi y = 0 \<and> Arg2pi (cnj y) = 0" if "cmod y = 1" for y
     using that Arg2pi_eq_0_pi Arg2pi_eq_pi by (force simp: Arg2pi_cnj field_split_simps)
   show ?thesis
   proof (simp add: homotopic_with; intro conjI ballI exI)
     show "continuous_on ({0..1} \<times> sphere 0 1) (\<lambda>w. h (fst w, Arg2pi (snd w) / (2 * pi)))"
     proof (rule continuous_on_eq)
       show j: "j x = h (fst x, Arg2pi (snd x) / (2 * pi))" if "x \<in> {0..1} \<times> sphere 0 1" for x
         using Arg2pi_eq that h01 by (force simp: j_def)
       have eq:  "S = S \<inter> (UNIV \<times> {z. 0 \<le> Im z}) \<union> S \<inter> (UNIV \<times> {z. Im z \<le> 0})" for S :: "(real*complex)set"
         by auto
       have c1: "continuous_on ({0..1} \<times> sphere 0 1 \<inter> UNIV \<times> {z. 0 \<le> Im z}) (\<lambda>x. h (fst x, Arg2pi (snd x) / (2 * pi)))"
         apply (intro continuous_intros continuous_on_compose2 [OF conth]  continuous_on_compose2 [OF continuous_on_upperhalf_Arg2pi])
             apply (auto simp: Arg2pi)
         apply (meson Arg2pi_lt_2pi linear not_le)
         done
       have c2: "continuous_on ({0..1} \<times> sphere 0 1 \<inter> UNIV \<times> {z. Im z \<le> 0}) (\<lambda>x. h (fst x, 1 - Arg2pi (cnj (snd x)) / (2 * pi)))"
         apply (intro continuous_intros continuous_on_compose2 [OF conth]  continuous_on_compose2 [OF continuous_on_upperhalf_Arg2pi])
             apply (auto simp: Arg2pi)
         apply (meson Arg2pi_lt_2pi linear not_le)
         done
       show "continuous_on ({0..1} \<times> sphere 0 1) j"
         apply (simp add: j_def)
         apply (subst eq)
         apply (rule continuous_on_cases_local)
             apply (simp_all add: eq [symmetric] closedin_closed_Int closed_Times closed_halfspace_Im_le closed_halfspace_Im_ge c1 c2)
         using Arg2pi_eq h01
         by force
     qed
     have "(\<lambda>w. h (fst w, Arg2pi (snd w) / (2 * pi))) ` ({0..1} \<times> sphere 0 1) \<subseteq> h ` ({0..1} \<times> {0..1})"
       by (auto simp: Arg2pi_ge_0 Arg2pi_lt_2pi less_imp_le)
     also have "... \<subseteq> S"
       using him by blast
     finally show "(\<lambda>w. h (fst w, Arg2pi (snd w) / (2 * pi))) ` ({0..1} \<times> sphere 0 1) \<subseteq> S" .
   qed (auto simp: h0 h1)
 qed
 
 lemma simply_connected_homotopic_loops:
   "simply_connected S \<longleftrightarrow>
        (\<forall>p q. homotopic_loops S p p \<and> homotopic_loops S q q \<longrightarrow> homotopic_loops S p q)"
 unfolding simply_connected_def using homotopic_loops_refl by metis
 
 
 lemma simply_connected_eq_homotopic_circlemaps1:
   fixes f :: "complex \<Rightarrow> 'a::topological_space" and g :: "complex \<Rightarrow> 'a"
   assumes S: "simply_connected S"
       and contf: "continuous_on (sphere 0 1) f" and fim: "f ` (sphere 0 1) \<subseteq> S"
       and contg: "continuous_on (sphere 0 1) g" and gim: "g ` (sphere 0 1) \<subseteq> S"
     shows "homotopic_with_canon (\<lambda>h. True) (sphere 0 1) S f g"
 proof -
   have "homotopic_loops S (f \<circ> exp \<circ> (\<lambda>t. of_real(2 * pi * t) * \<i>)) (g \<circ> exp \<circ> (\<lambda>t. of_real(2 * pi *  t) * \<i>))"
     apply (rule S [unfolded simply_connected_homotopic_loops, rule_format])
     apply (simp add: homotopic_circlemaps_imp_homotopic_loops homotopic_with_refl contf fim contg gim)
     done
   then show ?thesis
     apply (rule homotopic_with_eq [OF homotopic_loops_imp_homotopic_circlemaps])
       apply (auto simp: o_def complex_norm_eq_1_exp mult.commute)
     done
 qed
 
 lemma simply_connected_eq_homotopic_circlemaps2a:
   fixes h :: "complex \<Rightarrow> 'a::topological_space"
   assumes conth: "continuous_on (sphere 0 1) h" and him: "h ` (sphere 0 1) \<subseteq> S"
       and hom: "\<And>f g::complex \<Rightarrow> 'a.
                 \<lbrakk>continuous_on (sphere 0 1) f; f ` (sphere 0 1) \<subseteq> S;
                 continuous_on (sphere 0 1) g; g ` (sphere 0 1) \<subseteq> S\<rbrakk>
                 \<Longrightarrow> homotopic_with_canon (\<lambda>h. True) (sphere 0 1) S f g"
             shows "\<exists>a. homotopic_with_canon (\<lambda>h. True) (sphere 0 1) S h (\<lambda>x. a)"
     apply (rule_tac x="h 1" in exI)
     apply (rule hom)
     using assms
     by (auto simp: continuous_on_const)
 
 lemma simply_connected_eq_homotopic_circlemaps2b:
   fixes S :: "'a::real_normed_vector set"
   assumes "\<And>f g::complex \<Rightarrow> 'a.
                 \<lbrakk>continuous_on (sphere 0 1) f; f ` (sphere 0 1) \<subseteq> S;
                 continuous_on (sphere 0 1) g; g ` (sphere 0 1) \<subseteq> S\<rbrakk>
                 \<Longrightarrow> homotopic_with_canon (\<lambda>h. True) (sphere 0 1) S f g"
   shows "path_connected S"
 proof (clarsimp simp add: path_connected_eq_homotopic_points)
   fix a b
   assume "a \<in> S" "b \<in> S"
   then show "homotopic_loops S (linepath a a) (linepath b b)"
     using homotopic_circlemaps_imp_homotopic_loops [OF assms [of "\<lambda>x. a" "\<lambda>x. b"]]
     by (auto simp: o_def continuous_on_const linepath_def)
 qed
 
 lemma simply_connected_eq_homotopic_circlemaps3:
   fixes h :: "complex \<Rightarrow> 'a::real_normed_vector"
   assumes "path_connected S"
       and hom: "\<And>f::complex \<Rightarrow> 'a.
                   \<lbrakk>continuous_on (sphere 0 1) f; f `(sphere 0 1) \<subseteq> S\<rbrakk>
                   \<Longrightarrow> \<exists>a. homotopic_with_canon (\<lambda>h. True) (sphere 0 1) S f (\<lambda>x. a)"
     shows "simply_connected S"
 proof (clarsimp simp add: simply_connected_eq_contractible_loop_some assms)
   fix p
   assume p: "path p" "path_image p \<subseteq> S" "pathfinish p = pathstart p"
   then have "homotopic_loops S p p"
     by (simp add: homotopic_loops_refl)
   then obtain a where homp: "homotopic_with_canon (\<lambda>h. True) (sphere 0 1) S (p \<circ> (\<lambda>z. Arg2pi z / (2 * pi))) (\<lambda>x. a)"
     by (metis homotopic_with_imp_subset2 homotopic_loops_imp_homotopic_circlemaps homotopic_with_imp_continuous hom)
   show "\<exists>a. a \<in> S \<and> homotopic_loops S p (linepath a a)"
   proof (intro exI conjI)
     show "a \<in> S"
       using homotopic_with_imp_subset2 [OF homp]
       by (metis dist_0_norm image_subset_iff mem_sphere norm_one)
     have teq: "\<And>t. \<lbrakk>0 \<le> t; t \<le> 1\<rbrakk>
                \<Longrightarrow> t = Arg2pi (exp (2 * of_real pi * of_real t * \<i>)) / (2 * pi) \<or> t=1 \<and> Arg2pi (exp (2 * of_real pi * of_real t * \<i>)) = 0"
       apply (rule disjCI)
       using Arg2pi_of_real [of 1] apply (auto simp: Arg2pi_exp)
       done
     have "homotopic_loops S p (p \<circ> (\<lambda>z. Arg2pi z / (2 * pi)) \<circ> exp \<circ> (\<lambda>t. 2 * complex_of_real pi * complex_of_real t * \<i>))"
       apply (rule homotopic_loops_eq [OF p])
       using p teq apply (fastforce simp: pathfinish_def pathstart_def)
       done
     then
     show "homotopic_loops S p (linepath a a)"
       by (simp add: linepath_refl  homotopic_loops_trans [OF _ homotopic_circlemaps_imp_homotopic_loops [OF homp, simplified K_record_comp]])
   qed
 qed
 
 
 proposition simply_connected_eq_homotopic_circlemaps:
   fixes S :: "'a::real_normed_vector set"
   shows "simply_connected S \<longleftrightarrow>
          (\<forall>f g::complex \<Rightarrow> 'a.
               continuous_on (sphere 0 1) f \<and> f ` (sphere 0 1) \<subseteq> S \<and>
               continuous_on (sphere 0 1) g \<and> g ` (sphere 0 1) \<subseteq> S
               \<longrightarrow> homotopic_with_canon (\<lambda>h. True) (sphere 0 1) S f g)"
   apply (rule iffI)
    apply (blast elim: dest: simply_connected_eq_homotopic_circlemaps1)
   by (simp add: simply_connected_eq_homotopic_circlemaps2a simply_connected_eq_homotopic_circlemaps2b simply_connected_eq_homotopic_circlemaps3)
 
 proposition simply_connected_eq_contractible_circlemap:
   fixes S :: "'a::real_normed_vector set"
   shows "simply_connected S \<longleftrightarrow>
          path_connected S \<and>
          (\<forall>f::complex \<Rightarrow> 'a.
               continuous_on (sphere 0 1) f \<and> f `(sphere 0 1) \<subseteq> S
               \<longrightarrow> (\<exists>a. homotopic_with_canon (\<lambda>h. True) (sphere 0 1) S f (\<lambda>x. a)))"
   apply (rule iffI)
    apply (simp add: simply_connected_eq_homotopic_circlemaps1 simply_connected_eq_homotopic_circlemaps2a simply_connected_eq_homotopic_circlemaps2b)
   using simply_connected_eq_homotopic_circlemaps3 by blast
 
 corollary homotopy_eqv_simple_connectedness:
   fixes S :: "'a::real_normed_vector set" and T :: "'b::real_normed_vector set"
   shows "S homotopy_eqv T \<Longrightarrow> simply_connected S \<longleftrightarrow> simply_connected T"
   by (simp add: simply_connected_eq_homotopic_circlemaps homotopy_eqv_homotopic_triviality)
 
 
 subsection\<open>Homeomorphism of simple closed curves to circles\<close>
 
 proposition homeomorphic_simple_path_image_circle:
   fixes a :: complex and \<gamma> :: "real \<Rightarrow> 'a::t2_space"
   assumes "simple_path \<gamma>" and loop: "pathfinish \<gamma> = pathstart \<gamma>" and "0 < r"
   shows "(path_image \<gamma>) homeomorphic sphere a r"
 proof -
   have "homotopic_loops (path_image \<gamma>) \<gamma> \<gamma>"
     by (simp add: assms homotopic_loops_refl simple_path_imp_path)
   then have hom: "homotopic_with_canon (\<lambda>h. True) (sphere 0 1) (path_image \<gamma>)
                (\<gamma> \<circ> (\<lambda>z. Arg2pi z / (2*pi))) (\<gamma> \<circ> (\<lambda>z. Arg2pi z / (2*pi)))"
     by (rule homotopic_loops_imp_homotopic_circlemaps)
   have "\<exists>g. homeomorphism (sphere 0 1) (path_image \<gamma>) (\<gamma> \<circ> (\<lambda>z. Arg2pi z / (2*pi))) g"
   proof (rule homeomorphism_compact)
     show "continuous_on (sphere 0 1) (\<gamma> \<circ> (\<lambda>z. Arg2pi z / (2*pi)))"
       using hom homotopic_with_imp_continuous by blast
     show "inj_on (\<gamma> \<circ> (\<lambda>z. Arg2pi z / (2*pi))) (sphere 0 1)"
     proof
       fix x y
       assume xy: "x \<in> sphere 0 1" "y \<in> sphere 0 1"
          and eq: "(\<gamma> \<circ> (\<lambda>z. Arg2pi z / (2*pi))) x = (\<gamma> \<circ> (\<lambda>z. Arg2pi z / (2*pi))) y"
       then have "(Arg2pi x / (2*pi)) = (Arg2pi y / (2*pi))"
       proof -
         have "(Arg2pi x / (2*pi)) \<in> {0..1}" "(Arg2pi y / (2*pi)) \<in> {0..1}"
           using Arg2pi_ge_0 Arg2pi_lt_2pi dual_order.strict_iff_order by fastforce+
         with eq show ?thesis
           using \<open>simple_path \<gamma>\<close> Arg2pi_lt_2pi unfolding simple_path_def o_def
           by (metis eq_divide_eq_1 not_less_iff_gr_or_eq)
       qed
       with xy show "x = y"
         by (metis is_Arg_def Arg2pi Arg2pi_0 dist_0_norm divide_cancel_right dual_order.strict_iff_order mem_sphere)
     qed
     have "\<And>z. cmod z = 1 \<Longrightarrow> \<exists>x\<in>{0..1}. \<gamma> (Arg2pi z / (2*pi)) = \<gamma> x"
        by (metis Arg2pi_ge_0 Arg2pi_lt_2pi atLeastAtMost_iff divide_less_eq_1 less_eq_real_def zero_less_mult_iff pi_gt_zero zero_le_divide_iff zero_less_numeral)
      moreover have "\<exists>z\<in>sphere 0 1. \<gamma> x = \<gamma> (Arg2pi z / (2*pi))" if "0 \<le> x" "x \<le> 1" for x
      proof (cases "x=1")
        case True
        with Arg2pi_of_real [of 1] loop show ?thesis
          by (rule_tac x=1 in bexI) (auto simp: pathfinish_def pathstart_def \<open>0 \<le> x\<close>)
      next
        case False
        then have *: "(Arg2pi (exp (\<i>*(2* of_real pi* of_real x))) / (2*pi)) = x"
          using that by (auto simp: Arg2pi_exp field_split_simps)
        show ?thesis
          by (rule_tac x="exp(\<i> * of_real(2*pi*x))" in bexI) (auto simp: *)
     qed
     ultimately show "(\<gamma> \<circ> (\<lambda>z. Arg2pi z / (2*pi))) ` sphere 0 1 = path_image \<gamma>"
       by (auto simp: path_image_def image_iff)
     qed auto
     then have "path_image \<gamma> homeomorphic sphere (0::complex) 1"
       using homeomorphic_def homeomorphic_sym by blast
   also have "... homeomorphic sphere a r"
     by (simp add: assms homeomorphic_spheres)
   finally show ?thesis .
 qed
 
 lemma homeomorphic_simple_path_images:
   fixes \<gamma>1 :: "real \<Rightarrow> 'a::t2_space" and \<gamma>2 :: "real \<Rightarrow> 'b::t2_space"
   assumes "simple_path \<gamma>1" and loop: "pathfinish \<gamma>1 = pathstart \<gamma>1"
   assumes "simple_path \<gamma>2" and loop: "pathfinish \<gamma>2 = pathstart \<gamma>2"
   shows "(path_image \<gamma>1) homeomorphic (path_image \<gamma>2)"
   by (meson assms homeomorphic_simple_path_image_circle homeomorphic_sym homeomorphic_trans loop pi_gt_zero)
 
 end
diff --git a/src/HOL/Analysis/Derivative.thy b/src/HOL/Analysis/Derivative.thy
--- a/src/HOL/Analysis/Derivative.thy
+++ b/src/HOL/Analysis/Derivative.thy
@@ -1,2556 +1,2900 @@
 (*  Title:      HOL/Analysis/Derivative.thy
     Author:     John Harrison
     Author:     Robert Himmelmann, TU Muenchen (translation from HOL Light); tidied by LCP
 *)
 
 section \<open>Derivative\<close>
 
 theory Derivative
   imports
     Starlike
     Operator_Norm
     Uniform_Limit
     Bounded_Linear_Function
 begin
 
 declare bounded_linear_inner_left [intro]
 
 declare has_derivative_bounded_linear[dest]
 
 subsection \<open>Derivatives\<close>
 
 lemma has_derivative_add_const:
   "(f has_derivative f') net \<Longrightarrow> ((\<lambda>x. f x + c) has_derivative f') net"
   by (intro derivative_eq_intros) auto
 
 
 subsection\<^marker>\<open>tag unimportant\<close> \<open>Derivative with composed bilinear function\<close>
 
 text \<open>More explicit epsilon-delta forms.\<close>
 
 proposition has_derivative_within':
   "(f has_derivative f')(at x within s) \<longleftrightarrow>
     bounded_linear f' \<and>
     (\<forall>e>0. \<exists>d>0. \<forall>x'\<in>s. 0 < norm (x' - x) \<and> norm (x' - x) < d \<longrightarrow>
       norm (f x' - f x - f'(x' - x)) / norm (x' - x) < e)"
   unfolding has_derivative_within Lim_within dist_norm
   by (simp add: diff_diff_eq)
 
 lemma has_derivative_at':
   "(f has_derivative f') (at x) 
    \<longleftrightarrow> bounded_linear f' \<and>
        (\<forall>e>0. \<exists>d>0. \<forall>x'. 0 < norm (x' - x) \<and> norm (x' - x) < d \<longrightarrow>
         norm (f x' - f x - f'(x' - x)) / norm (x' - x) < e)"
   using has_derivative_within' [of f f' x UNIV] by simp
 
 lemma has_derivative_componentwise_within:
    "(f has_derivative f') (at a within S) \<longleftrightarrow>
     (\<forall>i \<in> Basis. ((\<lambda>x. f x \<bullet> i) has_derivative (\<lambda>x. f' x \<bullet> i)) (at a within S))"
   apply (simp add: has_derivative_within)
   apply (subst tendsto_componentwise_iff)
   apply (simp add: bounded_linear_componentwise_iff [symmetric] ball_conj_distrib)
   apply (simp add: algebra_simps)
   done
 
 lemma has_derivative_at_withinI:
   "(f has_derivative f') (at x) \<Longrightarrow> (f has_derivative f') (at x within s)"
   unfolding has_derivative_within' has_derivative_at'
   by blast
 
-lemma has_derivative_within_open:
-  "a \<in> S \<Longrightarrow> open S \<Longrightarrow>
-    (f has_derivative f') (at a within S) \<longleftrightarrow> (f has_derivative f') (at a)"
-  by (simp only: at_within_interior interior_open)
-
 lemma has_derivative_right:
   fixes f :: "real \<Rightarrow> real"
     and y :: "real"
   shows "(f has_derivative ((*) y)) (at x within ({x <..} \<inter> I)) \<longleftrightarrow>
          ((\<lambda>t. (f x - f t) / (x - t)) \<longlongrightarrow> y) (at x within ({x <..} \<inter> I))"
 proof -
   have "((\<lambda>t. (f t - (f x + y * (t - x))) / \<bar>t - x\<bar>) \<longlongrightarrow> 0) (at x within ({x<..} \<inter> I)) \<longleftrightarrow>
     ((\<lambda>t. (f t - f x) / (t - x) - y) \<longlongrightarrow> 0) (at x within ({x<..} \<inter> I))"
     by (intro Lim_cong_within) (auto simp add: diff_divide_distrib add_divide_distrib)
   also have "\<dots> \<longleftrightarrow> ((\<lambda>t. (f t - f x) / (t - x)) \<longlongrightarrow> y) (at x within ({x<..} \<inter> I))"
     by (simp add: Lim_null[symmetric])
   also have "\<dots> \<longleftrightarrow> ((\<lambda>t. (f x - f t) / (x - t)) \<longlongrightarrow> y) (at x within ({x<..} \<inter> I))"
     by (intro Lim_cong_within) (simp_all add: field_simps)
   finally show ?thesis
     by (simp add: bounded_linear_mult_right has_derivative_within)
 qed
 
 subsubsection \<open>Caratheodory characterization\<close>
 
 lemma DERIV_caratheodory_within:
   "(f has_field_derivative l) (at x within S) \<longleftrightarrow>
    (\<exists>g. (\<forall>z. f z - f x = g z * (z - x)) \<and> continuous (at x within S) g \<and> g x = l)"
       (is "?lhs = ?rhs")
 proof
   assume ?lhs
   show ?rhs
   proof (intro exI conjI)
     let ?g = "(%z. if z = x then l else (f z - f x) / (z-x))"
     show "\<forall>z. f z - f x = ?g z * (z-x)" by simp
     show "continuous (at x within S) ?g" using \<open>?lhs\<close>
       by (auto simp add: continuous_within has_field_derivative_iff cong: Lim_cong_within)
     show "?g x = l" by simp
   qed
 next
   assume ?rhs
   then obtain g where
     "(\<forall>z. f z - f x = g z * (z-x))" and "continuous (at x within S) g" and "g x = l" by blast
   thus ?lhs
     by (auto simp add: continuous_within has_field_derivative_iff cong: Lim_cong_within)
 qed
 
 subsection \<open>Differentiability\<close>
 
 definition\<^marker>\<open>tag important\<close>
   differentiable_on :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a set \<Rightarrow> bool"
     (infix "differentiable'_on" 50)
   where "f differentiable_on s \<longleftrightarrow> (\<forall>x\<in>s. f differentiable (at x within s))"
 
 lemma differentiableI: "(f has_derivative f') net \<Longrightarrow> f differentiable net"
   unfolding differentiable_def
   by auto
 
 lemma differentiable_onD: "\<lbrakk>f differentiable_on S; x \<in> S\<rbrakk> \<Longrightarrow> f differentiable (at x within S)"
   using differentiable_on_def by blast
 
 lemma differentiable_at_withinI: "f differentiable (at x) \<Longrightarrow> f differentiable (at x within s)"
   unfolding differentiable_def
   using has_derivative_at_withinI
   by blast
 
 lemma differentiable_at_imp_differentiable_on:
   "(\<And>x. x \<in> s \<Longrightarrow> f differentiable at x) \<Longrightarrow> f differentiable_on s"
   by (metis differentiable_at_withinI differentiable_on_def)
 
 corollary\<^marker>\<open>tag unimportant\<close> differentiable_iff_scaleR:
   fixes f :: "real \<Rightarrow> 'a::real_normed_vector"
   shows "f differentiable F \<longleftrightarrow> (\<exists>d. (f has_derivative (\<lambda>x. x *\<^sub>R d)) F)"
   by (auto simp: differentiable_def dest: has_derivative_linear linear_imp_scaleR)
 
 lemma differentiable_on_eq_differentiable_at:
   "open s \<Longrightarrow> f differentiable_on s \<longleftrightarrow> (\<forall>x\<in>s. f differentiable at x)"
   unfolding differentiable_on_def
   by (metis at_within_interior interior_open)
 
 lemma differentiable_transform_within:
   assumes "f differentiable (at x within s)"
     and "0 < d"
     and "x \<in> s"
     and "\<And>x'. \<lbrakk>x'\<in>s; dist x' x < d\<rbrakk> \<Longrightarrow> f x' = g x'"
   shows "g differentiable (at x within s)"
    using assms has_derivative_transform_within unfolding differentiable_def
    by blast
 
 lemma differentiable_on_ident [simp, derivative_intros]: "(\<lambda>x. x) differentiable_on S"
   by (simp add: differentiable_at_imp_differentiable_on)
 
 lemma differentiable_on_id [simp, derivative_intros]: "id differentiable_on S"
   by (simp add: id_def)
 
 lemma differentiable_on_const [simp, derivative_intros]: "(\<lambda>z. c) differentiable_on S"
   by (simp add: differentiable_on_def)
 
 lemma differentiable_on_mult [simp, derivative_intros]:
   fixes f :: "'M::real_normed_vector \<Rightarrow> 'a::real_normed_algebra"
   shows "\<lbrakk>f differentiable_on S; g differentiable_on S\<rbrakk> \<Longrightarrow> (\<lambda>z. f z * g z) differentiable_on S"
   unfolding differentiable_on_def differentiable_def
   using differentiable_def differentiable_mult by blast
 
 lemma differentiable_on_compose:
    "\<lbrakk>g differentiable_on S; f differentiable_on (g ` S)\<rbrakk> \<Longrightarrow> (\<lambda>x. f (g x)) differentiable_on S"
 by (simp add: differentiable_in_compose differentiable_on_def)
 
 lemma bounded_linear_imp_differentiable_on: "bounded_linear f \<Longrightarrow> f differentiable_on S"
   by (simp add: differentiable_on_def bounded_linear_imp_differentiable)
 
 lemma linear_imp_differentiable_on:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
   shows "linear f \<Longrightarrow> f differentiable_on S"
 by (simp add: differentiable_on_def linear_imp_differentiable)
 
 lemma differentiable_on_minus [simp, derivative_intros]:
    "f differentiable_on S \<Longrightarrow> (\<lambda>z. -(f z)) differentiable_on S"
 by (simp add: differentiable_on_def)
 
 lemma differentiable_on_add [simp, derivative_intros]:
    "\<lbrakk>f differentiable_on S; g differentiable_on S\<rbrakk> \<Longrightarrow> (\<lambda>z. f z + g z) differentiable_on S"
 by (simp add: differentiable_on_def)
 
 lemma differentiable_on_diff [simp, derivative_intros]:
    "\<lbrakk>f differentiable_on S; g differentiable_on S\<rbrakk> \<Longrightarrow> (\<lambda>z. f z - g z) differentiable_on S"
 by (simp add: differentiable_on_def)
 
 lemma differentiable_on_inverse [simp, derivative_intros]:
   fixes f :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field"
   shows "f differentiable_on S \<Longrightarrow> (\<And>x. x \<in> S \<Longrightarrow> f x \<noteq> 0) \<Longrightarrow> (\<lambda>x. inverse (f x)) differentiable_on S"
 by (simp add: differentiable_on_def)
 
 lemma differentiable_on_scaleR [derivative_intros, simp]:
    "\<lbrakk>f differentiable_on S; g differentiable_on S\<rbrakk> \<Longrightarrow> (\<lambda>x. f x *\<^sub>R g x) differentiable_on S"
   unfolding differentiable_on_def
   by (blast intro: differentiable_scaleR)
 
 lemma has_derivative_sqnorm_at [derivative_intros, simp]:
   "((\<lambda>x. (norm x)\<^sup>2) has_derivative (\<lambda>x. 2 *\<^sub>R (a \<bullet> x))) (at a)"
   using bounded_bilinear.FDERIV  [of "(\<bullet>)" id id a _ id id]
   by (auto simp: inner_commute dot_square_norm bounded_bilinear_inner)
 
 lemma differentiable_sqnorm_at [derivative_intros, simp]:
   fixes a :: "'a :: {real_normed_vector,real_inner}"
   shows "(\<lambda>x. (norm x)\<^sup>2) differentiable (at a)"
 by (force simp add: differentiable_def intro: has_derivative_sqnorm_at)
 
 lemma differentiable_on_sqnorm [derivative_intros, simp]:
   fixes S :: "'a :: {real_normed_vector,real_inner} set"
   shows "(\<lambda>x. (norm x)\<^sup>2) differentiable_on S"
 by (simp add: differentiable_at_imp_differentiable_on)
 
 lemma differentiable_norm_at [derivative_intros, simp]:
   fixes a :: "'a :: {real_normed_vector,real_inner}"
   shows "a \<noteq> 0 \<Longrightarrow> norm differentiable (at a)"
 using differentiableI has_derivative_norm by blast
 
 lemma differentiable_on_norm [derivative_intros, simp]:
   fixes S :: "'a :: {real_normed_vector,real_inner} set"
   shows "0 \<notin> S \<Longrightarrow> norm differentiable_on S"
 by (metis differentiable_at_imp_differentiable_on differentiable_norm_at)
 
 
 subsection \<open>Frechet derivative and Jacobian matrix\<close>
 
 definition "frechet_derivative f net = (SOME f'. (f has_derivative f') net)"
 
 proposition frechet_derivative_works:
   "f differentiable net \<longleftrightarrow> (f has_derivative (frechet_derivative f net)) net"
   unfolding frechet_derivative_def differentiable_def
   unfolding some_eq_ex[of "\<lambda> f' . (f has_derivative f') net"] ..
 
 lemma linear_frechet_derivative: "f differentiable net \<Longrightarrow> linear (frechet_derivative f net)"
   unfolding frechet_derivative_works has_derivative_def
   by (auto intro: bounded_linear.linear)
 
 lemma frechet_derivative_const [simp]: "frechet_derivative (\<lambda>x. c) (at a) = (\<lambda>x. 0)"
   using differentiable_const frechet_derivative_works has_derivative_const has_derivative_unique by blast
 
 lemma frechet_derivative_id [simp]: "frechet_derivative id (at a) = id"
   using differentiable_def frechet_derivative_works has_derivative_id has_derivative_unique by blast
 
 lemma frechet_derivative_ident [simp]: "frechet_derivative (\<lambda>x. x) (at a) = (\<lambda>x. x)"
   by (metis eq_id_iff frechet_derivative_id)
 
 
 subsection \<open>Differentiability implies continuity\<close>
 
 proposition differentiable_imp_continuous_within:
   "f differentiable (at x within s) \<Longrightarrow> continuous (at x within s) f"
   by (auto simp: differentiable_def intro: has_derivative_continuous)
 
 lemma differentiable_imp_continuous_on:
   "f differentiable_on s \<Longrightarrow> continuous_on s f"
   unfolding differentiable_on_def continuous_on_eq_continuous_within
   using differentiable_imp_continuous_within by blast
 
 lemma differentiable_on_subset:
   "f differentiable_on t \<Longrightarrow> s \<subseteq> t \<Longrightarrow> f differentiable_on s"
   unfolding differentiable_on_def
   using differentiable_within_subset
   by blast
 
 lemma differentiable_on_empty: "f differentiable_on {}"
   unfolding differentiable_on_def
   by auto
 
 lemma has_derivative_continuous_on:
   "(\<And>x. x \<in> s \<Longrightarrow> (f has_derivative f' x) (at x within s)) \<Longrightarrow> continuous_on s f"
   by (auto intro!: differentiable_imp_continuous_on differentiableI simp: differentiable_on_def)
 
 text \<open>Results about neighborhoods filter.\<close>
 
 lemma eventually_nhds_metric_le:
   "eventually P (nhds a) = (\<exists>d>0. \<forall>x. dist x a \<le> d \<longrightarrow> P x)"
   unfolding eventually_nhds_metric by (safe, rule_tac x="d / 2" in exI, auto)
 
 lemma le_nhds: "F \<le> nhds a \<longleftrightarrow> (\<forall>S. open S \<and> a \<in> S \<longrightarrow> eventually (\<lambda>x. x \<in> S) F)"
   unfolding le_filter_def eventually_nhds by (fast elim: eventually_mono)
 
 lemma le_nhds_metric: "F \<le> nhds a \<longleftrightarrow> (\<forall>e>0. eventually (\<lambda>x. dist x a < e) F)"
   unfolding le_filter_def eventually_nhds_metric by (fast elim: eventually_mono)
 
 lemma le_nhds_metric_le: "F \<le> nhds a \<longleftrightarrow> (\<forall>e>0. eventually (\<lambda>x. dist x a \<le> e) F)"
   unfolding le_filter_def eventually_nhds_metric_le by (fast elim: eventually_mono)
 
 text \<open>Several results are easier using a "multiplied-out" variant.
 (I got this idea from Dieudonne's proof of the chain rule).\<close>
 
 lemma has_derivative_within_alt:
   "(f has_derivative f') (at x within s) \<longleftrightarrow> bounded_linear f' \<and>
     (\<forall>e>0. \<exists>d>0. \<forall>y\<in>s. norm(y - x) < d \<longrightarrow> norm (f y - f x - f' (y - x)) \<le> e * norm (y - x))"
   unfolding has_derivative_within filterlim_def le_nhds_metric_le eventually_filtermap
     eventually_at dist_norm diff_diff_eq
   by (force simp add: linear_0 bounded_linear.linear pos_divide_le_eq)
 
 lemma has_derivative_within_alt2:
   "(f has_derivative f') (at x within s) \<longleftrightarrow> bounded_linear f' \<and>
     (\<forall>e>0. eventually (\<lambda>y. norm (f y - f x - f' (y - x)) \<le> e * norm (y - x)) (at x within s))"
   unfolding has_derivative_within filterlim_def le_nhds_metric_le eventually_filtermap
     eventually_at dist_norm diff_diff_eq
   by (force simp add: linear_0 bounded_linear.linear pos_divide_le_eq)
 
 lemma has_derivative_at_alt:
   "(f has_derivative f') (at x) \<longleftrightarrow>
     bounded_linear f' \<and>
     (\<forall>e>0. \<exists>d>0. \<forall>y. norm(y - x) < d \<longrightarrow> norm (f y - f x - f'(y - x)) \<le> e * norm (y - x))"
   using has_derivative_within_alt[where s=UNIV]
   by simp
 
 
 subsection \<open>The chain rule\<close>
 
 proposition diff_chain_within[derivative_intros]:
   assumes "(f has_derivative f') (at x within s)"
     and "(g has_derivative g') (at (f x) within (f ` s))"
   shows "((g \<circ> f) has_derivative (g' \<circ> f'))(at x within s)"
   using has_derivative_in_compose[OF assms]
   by (simp add: comp_def)
 
 lemma diff_chain_at[derivative_intros]:
   "(f has_derivative f') (at x) \<Longrightarrow>
     (g has_derivative g') (at (f x)) \<Longrightarrow> ((g \<circ> f) has_derivative (g' \<circ> f')) (at x)"
   using has_derivative_compose[of f f' x UNIV g g']
   by (simp add: comp_def)
 
 lemma has_vector_derivative_within_open:
   "a \<in> S \<Longrightarrow> open S \<Longrightarrow>
     (f has_vector_derivative f') (at a within S) \<longleftrightarrow> (f has_vector_derivative f') (at a)"
   by (simp only: at_within_interior interior_open)
 
 lemma field_vector_diff_chain_within:
  assumes Df: "(f has_vector_derivative f') (at x within S)"
      and Dg: "(g has_field_derivative g') (at (f x) within f ` S)"
  shows "((g \<circ> f) has_vector_derivative (f' * g')) (at x within S)"
 using diff_chain_within[OF Df[unfolded has_vector_derivative_def]
                        Dg [unfolded has_field_derivative_def]]
  by (auto simp: o_def mult.commute has_vector_derivative_def)
 
 lemma vector_derivative_diff_chain_within:
   assumes Df: "(f has_vector_derivative f') (at x within S)"
      and Dg: "(g has_derivative g') (at (f x) within f`S)"
   shows "((g \<circ> f) has_vector_derivative (g' f')) (at x within S)"
 using diff_chain_within[OF Df[unfolded has_vector_derivative_def] Dg]
   linear.scaleR[OF has_derivative_linear[OF Dg]]
   unfolding has_vector_derivative_def o_def
   by (auto simp: o_def mult.commute has_vector_derivative_def)
 
 
 subsection\<^marker>\<open>tag unimportant\<close> \<open>Composition rules stated just for differentiability\<close>
 
 lemma differentiable_chain_at:
   "f differentiable (at x) \<Longrightarrow>
     g differentiable (at (f x)) \<Longrightarrow> (g \<circ> f) differentiable (at x)"
   unfolding differentiable_def
   by (meson diff_chain_at)
 
 lemma differentiable_chain_within:
   "f differentiable (at x within S) \<Longrightarrow>
     g differentiable (at(f x) within (f ` S)) \<Longrightarrow> (g \<circ> f) differentiable (at x within S)"
   unfolding differentiable_def
   by (meson diff_chain_within)
 
 
 subsection \<open>Uniqueness of derivative\<close>
 
 
 text\<^marker>\<open>tag important\<close> \<open>
  The general result is a bit messy because we need approachability of the
  limit point from any direction. But OK for nontrivial intervals etc.
 \<close>
 
 proposition frechet_derivative_unique_within:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
   assumes 1: "(f has_derivative f') (at x within S)"
     and 2: "(f has_derivative f'') (at x within S)"
     and S: "\<And>i e. \<lbrakk>i\<in>Basis; e>0\<rbrakk> \<Longrightarrow> \<exists>d. 0 < \<bar>d\<bar> \<and> \<bar>d\<bar> < e \<and> (x + d *\<^sub>R i) \<in> S"
   shows "f' = f''"
 proof -
   note as = assms(1,2)[unfolded has_derivative_def]
   then interpret f': bounded_linear f' by auto
   from as interpret f'': bounded_linear f'' by auto
   have "x islimpt S" unfolding islimpt_approachable
   proof (intro allI impI)
     fix e :: real
     assume "e > 0"
     obtain d where "0 < \<bar>d\<bar>" and "\<bar>d\<bar> < e" and "x + d *\<^sub>R (SOME i. i \<in> Basis) \<in> S"
       using assms(3) SOME_Basis \<open>e>0\<close> by blast
     then show "\<exists>x'\<in>S. x' \<noteq> x \<and> dist x' x < e"
       by (rule_tac x="x + d *\<^sub>R (SOME i. i \<in> Basis)" in bexI) (auto simp: dist_norm SOME_Basis nonzero_Basis)  qed
   then have *: "netlimit (at x within S) = x"
     by (simp add: Lim_ident_at trivial_limit_within)
   show ?thesis
   proof (rule linear_eq_stdbasis)
     show "linear f'" "linear f''"
       unfolding linear_conv_bounded_linear using as by auto
   next
     fix i :: 'a
     assume i: "i \<in> Basis"
     define e where "e = norm (f' i - f'' i)"
     show "f' i = f'' i"
     proof (rule ccontr)
       assume "f' i \<noteq> f'' i"
       then have "e > 0"
         unfolding e_def by auto
       obtain d where d:
         "0 < d"
         "(\<And>y. y\<in>S \<longrightarrow> 0 < dist y x \<and> dist y x < d \<longrightarrow>
           dist ((f y - f x - f' (y - x)) /\<^sub>R norm (y - x) -
               (f y - f x - f'' (y - x)) /\<^sub>R norm (y - x)) (0 - 0) < e)"
         using tendsto_diff [OF as(1,2)[THEN conjunct2]]
         unfolding * Lim_within
         using \<open>e>0\<close> by blast
       obtain c where c: "0 < \<bar>c\<bar>" "\<bar>c\<bar> < d \<and> x + c *\<^sub>R i \<in> S"
         using assms(3) i d(1) by blast
       have *: "norm (- ((1 / \<bar>c\<bar>) *\<^sub>R f' (c *\<^sub>R i)) + (1 / \<bar>c\<bar>) *\<^sub>R f'' (c *\<^sub>R i)) =
         norm ((1 / \<bar>c\<bar>) *\<^sub>R (- (f' (c *\<^sub>R i)) + f'' (c *\<^sub>R i)))"
         unfolding scaleR_right_distrib by auto
       also have "\<dots> = norm ((1 / \<bar>c\<bar>) *\<^sub>R (c *\<^sub>R (- (f' i) + f'' i)))"
         unfolding f'.scaleR f''.scaleR
         unfolding scaleR_right_distrib scaleR_minus_right
         by auto
       also have "\<dots> = e"
         unfolding e_def
         using c(1)
         using norm_minus_cancel[of "f' i - f'' i"]
         by auto
       finally show False
         using c
         using d(2)[of "x + c *\<^sub>R i"]
         unfolding dist_norm
         unfolding f'.scaleR f''.scaleR f'.add f''.add f'.diff f''.diff
           scaleR_scaleR scaleR_right_diff_distrib scaleR_right_distrib
         using i
         by (auto simp: inverse_eq_divide)
     qed
   qed
 qed
 
 proposition frechet_derivative_unique_within_closed_interval:
   fixes f::"'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
   assumes ab: "\<And>i. i\<in>Basis \<Longrightarrow> a\<bullet>i < b\<bullet>i"
     and x: "x \<in> cbox a b"
     and "(f has_derivative f' ) (at x within cbox a b)"
     and "(f has_derivative f'') (at x within cbox a b)"
   shows "f' = f''"
 proof (rule frechet_derivative_unique_within)
   fix e :: real
   fix i :: 'a
   assume "e > 0" and i: "i \<in> Basis"
   then show "\<exists>d. 0 < \<bar>d\<bar> \<and> \<bar>d\<bar> < e \<and> x + d *\<^sub>R i \<in> cbox a b"
   proof (cases "x\<bullet>i = a\<bullet>i")
     case True
     with ab[of i] \<open>e>0\<close> x i show ?thesis
       by (rule_tac x="(min (b\<bullet>i - a\<bullet>i) e) / 2" in exI)
          (auto simp add: mem_box field_simps inner_simps inner_Basis)
   next
     case False
     moreover have "a \<bullet> i < x \<bullet> i"
       using False i mem_box(2) x by force
     moreover {
       have "a \<bullet> i * 2 + min (x \<bullet> i - a \<bullet> i) e \<le> a\<bullet>i *2 + x\<bullet>i - a\<bullet>i"
         by auto
       also have "\<dots> = a\<bullet>i + x\<bullet>i"
         by auto
       also have "\<dots> \<le> 2 * (x\<bullet>i)"
         using \<open>a \<bullet> i < x \<bullet> i\<close> by auto
       finally have "a \<bullet> i * 2 + min (x \<bullet> i - a \<bullet> i) e \<le> x \<bullet> i * 2"
         by auto
     }
     moreover have "min (x \<bullet> i - a \<bullet> i) e \<ge> 0"
       by (simp add: \<open>0 < e\<close> \<open>a \<bullet> i < x \<bullet> i\<close> less_eq_real_def)
     then have "x \<bullet> i * 2 \<le> b \<bullet> i * 2 + min (x \<bullet> i - a \<bullet> i) e"
       using i mem_box(2) x by force
     ultimately show ?thesis
     using ab[of i] \<open>e>0\<close> x i 
       by (rule_tac x="- (min (x\<bullet>i - a\<bullet>i) e) / 2" in exI)
          (auto simp add: mem_box field_simps inner_simps inner_Basis)
   qed
 qed (use assms in auto)
 
 lemma frechet_derivative_unique_within_open_interval:
   fixes f::"'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
   assumes x: "x \<in> box a b"
     and f: "(f has_derivative f' ) (at x within box a b)" "(f has_derivative f'') (at x within box a b)"
   shows "f' = f''"
 proof -
   have "at x within box a b = at x"
     by (metis x at_within_interior interior_open open_box)
   with f show "f' = f''"
     by (simp add: has_derivative_unique)
 qed
 
 lemma frechet_derivative_at:
   "(f has_derivative f') (at x) \<Longrightarrow> f' = frechet_derivative f (at x)"
   using differentiable_def frechet_derivative_works has_derivative_unique by blast
 
 lemma frechet_derivative_compose:
   "frechet_derivative (f o g) (at x) = frechet_derivative (f) (at (g x)) o frechet_derivative g (at x)"
   if "g differentiable at x" "f differentiable at (g x)"
   by (metis diff_chain_at frechet_derivative_at frechet_derivative_works that)
 
 lemma frechet_derivative_within_cbox:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
   assumes "\<And>i. i\<in>Basis \<Longrightarrow> a\<bullet>i < b\<bullet>i"
     and "x \<in> cbox a b"
     and "(f has_derivative f') (at x within cbox a b)"
   shows "frechet_derivative f (at x within cbox a b) = f'"
   using assms
   by (metis Derivative.differentiableI frechet_derivative_unique_within_closed_interval frechet_derivative_works)
 
 lemma frechet_derivative_transform_within_open:
   "frechet_derivative f (at x) = frechet_derivative g (at x)"
   if "f differentiable at x" "open X" "x \<in> X" "\<And>x. x \<in> X \<Longrightarrow> f x = g x"
   by (meson frechet_derivative_at frechet_derivative_works has_derivative_transform_within_open that)
 
 
 subsection \<open>Derivatives of local minima and maxima are zero\<close>
 
 lemma has_derivative_local_min:
   fixes f :: "'a::real_normed_vector \<Rightarrow> real"
   assumes deriv: "(f has_derivative f') (at x)"
   assumes min: "eventually (\<lambda>y. f x \<le> f y) (at x)"
   shows "f' = (\<lambda>h. 0)"
 proof
   fix h :: 'a
   interpret f': bounded_linear f'
     using deriv by (rule has_derivative_bounded_linear)
   show "f' h = 0"
   proof (cases "h = 0")
     case False
     from min obtain d where d1: "0 < d" and d2: "\<forall>y\<in>ball x d. f x \<le> f y"
       unfolding eventually_at by (force simp: dist_commute)
     have "FDERIV (\<lambda>r. x + r *\<^sub>R h) 0 :> (\<lambda>r. r *\<^sub>R h)"
       by (intro derivative_eq_intros) auto
     then have "FDERIV (\<lambda>r. f (x + r *\<^sub>R h)) 0 :> (\<lambda>k. f' (k *\<^sub>R h))"
       by (rule has_derivative_compose, simp add: deriv)
     then have "DERIV (\<lambda>r. f (x + r *\<^sub>R h)) 0 :> f' h"
       unfolding has_field_derivative_def by (simp add: f'.scaleR mult_commute_abs)
     moreover have "0 < d / norm h" using d1 and \<open>h \<noteq> 0\<close> by simp
     moreover have "\<forall>y. \<bar>0 - y\<bar> < d / norm h \<longrightarrow> f (x + 0 *\<^sub>R h) \<le> f (x + y *\<^sub>R h)"
       using \<open>h \<noteq> 0\<close> by (auto simp add: d2 dist_norm pos_less_divide_eq)
     ultimately show "f' h = 0"
       by (rule DERIV_local_min)
   qed simp
 qed
 
 lemma has_derivative_local_max:
   fixes f :: "'a::real_normed_vector \<Rightarrow> real"
   assumes "(f has_derivative f') (at x)"
   assumes "eventually (\<lambda>y. f y \<le> f x) (at x)"
   shows "f' = (\<lambda>h. 0)"
   using has_derivative_local_min [of "\<lambda>x. - f x" "\<lambda>h. - f' h" "x"]
   using assms unfolding fun_eq_iff by simp
 
 lemma differential_zero_maxmin:
   fixes f::"'a::real_normed_vector \<Rightarrow> real"
   assumes "x \<in> S"
     and "open S"
     and deriv: "(f has_derivative f') (at x)"
     and mono: "(\<forall>y\<in>S. f y \<le> f x) \<or> (\<forall>y\<in>S. f x \<le> f y)"
   shows "f' = (\<lambda>v. 0)"
   using mono
 proof
   assume "\<forall>y\<in>S. f y \<le> f x"
   with \<open>x \<in> S\<close> and \<open>open S\<close> have "eventually (\<lambda>y. f y \<le> f x) (at x)"
     unfolding eventually_at_topological by auto
   with deriv show ?thesis
     by (rule has_derivative_local_max)
 next
   assume "\<forall>y\<in>S. f x \<le> f y"
   with \<open>x \<in> S\<close> and \<open>open S\<close> have "eventually (\<lambda>y. f x \<le> f y) (at x)"
     unfolding eventually_at_topological by auto
   with deriv show ?thesis
     by (rule has_derivative_local_min)
 qed
 
 lemma differential_zero_maxmin_component:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
   assumes k: "k \<in> Basis"
     and ball: "0 < e" "(\<forall>y \<in> ball x e. (f y)\<bullet>k \<le> (f x)\<bullet>k) \<or> (\<forall>y\<in>ball x e. (f x)\<bullet>k \<le> (f y)\<bullet>k)"
     and diff: "f differentiable (at x)"
   shows "(\<Sum>j\<in>Basis. (frechet_derivative f (at x) j \<bullet> k) *\<^sub>R j) = (0::'a)" (is "?D k = 0")
 proof -
   let ?f' = "frechet_derivative f (at x)"
   have "x \<in> ball x e" using \<open>0 < e\<close> by simp
   moreover have "open (ball x e)" by simp
   moreover have "((\<lambda>x. f x \<bullet> k) has_derivative (\<lambda>h. ?f' h \<bullet> k)) (at x)"
     using bounded_linear_inner_left diff[unfolded frechet_derivative_works]
     by (rule bounded_linear.has_derivative)
   ultimately have "(\<lambda>h. frechet_derivative f (at x) h \<bullet> k) = (\<lambda>v. 0)"
     using ball(2) by (rule differential_zero_maxmin)
   then show ?thesis
     unfolding fun_eq_iff by simp
 qed
 
 subsection \<open>One-dimensional mean value theorem\<close>
 
 lemma mvt_simple:
   fixes f :: "real \<Rightarrow> real"
   assumes "a < b"
     and derf: "\<And>x. \<lbrakk>a \<le> x; x \<le> b\<rbrakk> \<Longrightarrow> (f has_derivative f' x) (at x within {a..b})"
   shows "\<exists>x\<in>{a<..<b}. f b - f a = f' x (b - a)"
 proof (rule mvt)
   have "f differentiable_on {a..b}"
     using derf unfolding differentiable_on_def differentiable_def by force
   then show "continuous_on {a..b} f"
     by (rule differentiable_imp_continuous_on)
   show "(f has_derivative f' x) (at x)" if "a < x" "x < b" for x
     by (metis at_within_Icc_at derf leI order.asym that)
 qed (use assms in auto)
 
 lemma mvt_very_simple:
   fixes f :: "real \<Rightarrow> real"
   assumes "a \<le> b"
     and derf: "\<And>x. \<lbrakk>a \<le> x; x \<le> b\<rbrakk> \<Longrightarrow> (f has_derivative f' x) (at x within {a..b})"
   shows "\<exists>x\<in>{a..b}. f b - f a = f' x (b - a)"
 proof (cases "a = b")
   interpret bounded_linear "f' b"
     using assms(2) assms(1) by auto
   case True
   then show ?thesis
     by force
 next
   case False
   then show ?thesis
     using mvt_simple[OF _ derf]
     by (metis \<open>a \<le> b\<close> atLeastAtMost_iff dual_order.order_iff_strict greaterThanLessThan_iff)
 qed
 
 text \<open>A nice generalization (see Havin's proof of 5.19 from Rudin's book).\<close>
 
 lemma mvt_general:
   fixes f :: "real \<Rightarrow> 'a::real_inner"
   assumes "a < b"
     and contf: "continuous_on {a..b} f"
     and derf: "\<And>x. \<lbrakk>a < x; x < b\<rbrakk> \<Longrightarrow> (f has_derivative f' x) (at x)"
   shows "\<exists>x\<in>{a<..<b}. norm (f b - f a) \<le> norm (f' x (b - a))"
 proof -
   have "\<exists>x\<in>{a<..<b}. (f b - f a) \<bullet> f b - (f b - f a) \<bullet> f a = (f b - f a) \<bullet> f' x (b - a)"
     apply (rule mvt [OF \<open>a < b\<close>, where f = "\<lambda>x. (f b - f a) \<bullet> f x"])
     apply (intro continuous_intros contf)
     using derf apply (auto intro: has_derivative_inner_right)
     done
   then obtain x where x: "x \<in> {a<..<b}"
     "(f b - f a) \<bullet> f b - (f b - f a) \<bullet> f a = (f b - f a) \<bullet> f' x (b - a)" ..
   show ?thesis
   proof (cases "f a = f b")
     case False
     have "norm (f b - f a) * norm (f b - f a) = (norm (f b - f a))\<^sup>2"
       by (simp add: power2_eq_square)
     also have "\<dots> = (f b - f a) \<bullet> (f b - f a)"
       unfolding power2_norm_eq_inner ..
     also have "\<dots> = (f b - f a) \<bullet> f' x (b - a)"
       using x(2) by (simp only: inner_diff_right)
     also have "\<dots> \<le> norm (f b - f a) * norm (f' x (b - a))"
       by (rule norm_cauchy_schwarz)
     finally show ?thesis
       using False x(1)
       by (auto simp add: mult_left_cancel)
   next
     case True
     then show ?thesis
       using \<open>a < b\<close> by (rule_tac x="(a + b) /2" in bexI) auto
   qed
 qed
 
 
 subsection \<open>More general bound theorems\<close>
 
 proposition differentiable_bound_general:
   fixes f :: "real \<Rightarrow> 'a::real_normed_vector"
   assumes "a < b"
     and f_cont: "continuous_on {a..b} f"
     and phi_cont: "continuous_on {a..b} \<phi>"
     and f': "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> (f has_vector_derivative f' x) (at x)"
     and phi': "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> (\<phi> has_vector_derivative \<phi>' x) (at x)"
     and bnd: "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> norm (f' x) \<le> \<phi>' x"
   shows "norm (f b - f a) \<le> \<phi> b - \<phi> a"
 proof -
   {
     fix x assume x: "a < x" "x < b"
     have "0 \<le> norm (f' x)" by simp
     also have "\<dots> \<le> \<phi>' x" using x by (auto intro!: bnd)
     finally have "0 \<le> \<phi>' x" .
   } note phi'_nonneg = this
   note f_tendsto = assms(2)[simplified continuous_on_def, rule_format]
   note phi_tendsto = assms(3)[simplified continuous_on_def, rule_format]
   {
     fix e::real assume "e > 0"
     define e2 where "e2 = e / 2"
     with \<open>e > 0\<close> have "e2 > 0" by simp
     let ?le = "\<lambda>x1. norm (f x1 - f a) \<le> \<phi> x1 - \<phi> a + e * (x1 - a) + e"
     define A where "A = {x2. a \<le> x2 \<and> x2 \<le> b \<and> (\<forall>x1\<in>{a ..< x2}. ?le x1)}"
     have A_subset: "A \<subseteq> {a..b}" by (auto simp: A_def)
     {
       fix x2
       assume a: "a \<le> x2" "x2 \<le> b" and le: "\<forall>x1\<in>{a..<x2}. ?le x1"
       have "?le x2" using \<open>e > 0\<close>
       proof cases
         assume "x2 \<noteq> a" with a have "a < x2" by simp
         have "at x2 within {a <..<x2}\<noteq> bot"
           using \<open>a < x2\<close>
           by (auto simp: trivial_limit_within islimpt_in_closure)
         moreover
         have "((\<lambda>x1. (\<phi> x1 - \<phi> a) + e * (x1 - a) + e) \<longlongrightarrow> (\<phi> x2 - \<phi> a) + e * (x2 - a) + e) (at x2 within {a <..<x2})"
           "((\<lambda>x1. norm (f x1 - f a)) \<longlongrightarrow> norm (f x2 - f a)) (at x2 within {a <..<x2})"
           using a
           by (auto intro!: tendsto_eq_intros f_tendsto phi_tendsto
             intro: tendsto_within_subset[where S="{a..b}"])
         moreover
         have "eventually (\<lambda>x. x > a) (at x2 within {a <..<x2})"
           by (auto simp: eventually_at_filter)
         hence "eventually ?le (at x2 within {a <..<x2})"
           unfolding eventually_at_filter
           by eventually_elim (insert le, auto)
         ultimately
         show ?thesis
           by (rule tendsto_le)
       qed simp
     } note le_cont = this
     have "a \<in> A"
       using assms by (auto simp: A_def)
     hence [simp]: "A \<noteq> {}" by auto
     have A_ivl: "\<And>x1 x2. x2 \<in> A \<Longrightarrow> x1 \<in> {a ..x2} \<Longrightarrow> x1 \<in> A"
       by (simp add: A_def)
     have [simp]: "bdd_above A" by (auto simp: A_def)
     define y where "y = Sup A"
     have "y \<le> b"
       unfolding y_def
       by (simp add: cSup_le_iff) (simp add: A_def)
      have leI: "\<And>x x1. a \<le> x1 \<Longrightarrow> x \<in> A \<Longrightarrow> x1 < x \<Longrightarrow> ?le x1"
        by (auto simp: A_def intro!: le_cont)
     have y_all_le: "\<forall>x1\<in>{a..<y}. ?le x1"
       by (auto simp: y_def less_cSup_iff leI)
     have "a \<le> y"
       by (metis \<open>a \<in> A\<close> \<open>bdd_above A\<close> cSup_upper y_def)
     have "y \<in> A"
       using y_all_le \<open>a \<le> y\<close> \<open>y \<le> b\<close>
       by (auto simp: A_def)
     hence "A = {a .. y}"
       using A_subset by (auto simp: subset_iff y_def cSup_upper intro: A_ivl)
     from le_cont[OF \<open>a \<le> y\<close> \<open>y \<le> b\<close> y_all_le] have le_y: "?le y" .
     have "y = b"
     proof (cases "a = y")
       case True
       with \<open>a < b\<close> have "y < b" by simp
       with \<open>a = y\<close> f_cont phi_cont \<open>e2 > 0\<close>
       have 1: "\<forall>\<^sub>F x in at y within {y..b}. dist (f x) (f y) < e2"
        and 2: "\<forall>\<^sub>F x in at y within {y..b}. dist (\<phi> x) (\<phi> y) < e2"
         by (auto simp: continuous_on_def tendsto_iff)
       have 3: "eventually (\<lambda>x. y < x) (at y within {y..b})"
         by (auto simp: eventually_at_filter)
       have 4: "eventually (\<lambda>x::real. x < b) (at y within {y..b})"
         using _ \<open>y < b\<close>
         by (rule order_tendstoD) (auto intro!: tendsto_eq_intros)
       from 1 2 3 4
       have eventually_le: "eventually (\<lambda>x. ?le x) (at y within {y .. b})"
       proof eventually_elim
         case (elim x1)
         have "norm (f x1 - f a) = norm (f x1 - f y)"
           by (simp add: \<open>a = y\<close>)
         also have "norm (f x1 - f y) \<le> e2"
           using elim \<open>a = y\<close> by (auto simp : dist_norm intro!:  less_imp_le)
         also have "\<dots> \<le> e2 + (\<phi> x1 - \<phi> a + e2 + e * (x1 - a))"
           using \<open>0 < e\<close> elim
           by (intro add_increasing2[OF add_nonneg_nonneg order.refl])
             (auto simp: \<open>a = y\<close> dist_norm intro!: mult_nonneg_nonneg)
         also have "\<dots> = \<phi> x1 - \<phi> a + e * (x1 - a) + e"
           by (simp add: e2_def)
         finally show "?le x1" .
       qed
       from this[unfolded eventually_at_topological] \<open>?le y\<close>
       obtain S where S: "open S" "y \<in> S" "\<And>x. x\<in>S \<Longrightarrow> x \<in> {y..b} \<Longrightarrow> ?le x"
         by metis
       from \<open>open S\<close> obtain d where d: "\<And>x. dist x y < d \<Longrightarrow> x \<in> S" "d > 0"
         by (force simp: dist_commute open_dist ball_def dest!: bspec[OF _ \<open>y \<in> S\<close>])
       define d' where "d' = min b (y + (d/2))"
       have "d' \<in> A"
         unfolding A_def
       proof safe
         show "a \<le> d'" using \<open>a = y\<close> \<open>0 < d\<close> \<open>y < b\<close> by (simp add: d'_def)
         show "d' \<le> b" by (simp add: d'_def)
         fix x1
         assume "x1 \<in> {a..<d'}"
         hence "x1 \<in> S" "x1 \<in> {y..b}"
           by (auto simp: \<open>a = y\<close> d'_def dist_real_def intro!: d )
         thus "?le x1"
           by (rule S)
       qed
       hence "d' \<le> y"
         unfolding y_def
         by (rule cSup_upper) simp
       then show "y = b" using \<open>d > 0\<close> \<open>y < b\<close>
         by (simp add: d'_def)
     next
       case False
       with \<open>a \<le> y\<close> have "a < y" by simp
       show "y = b"
       proof (rule ccontr)
         assume "y \<noteq> b"
         hence "y < b" using \<open>y \<le> b\<close> by simp
         let ?F = "at y within {y..<b}"
         from f' phi'
         have "(f has_vector_derivative f' y) ?F"
           and "(\<phi> has_vector_derivative \<phi>' y) ?F"
           using \<open>a < y\<close> \<open>y < b\<close>
           by (auto simp add: at_within_open[of _ "{a<..<b}"] has_vector_derivative_def
             intro!: has_derivative_subset[where s="{a<..<b}" and t="{y..<b}"])
         hence "\<forall>\<^sub>F x1 in ?F. norm (f x1 - f y - (x1 - y) *\<^sub>R f' y) \<le> e2 * \<bar>x1 - y\<bar>"
             "\<forall>\<^sub>F x1 in ?F. norm (\<phi> x1 - \<phi> y - (x1 - y) *\<^sub>R \<phi>' y) \<le> e2 * \<bar>x1 - y\<bar>"
           using \<open>e2 > 0\<close>
           by (auto simp: has_derivative_within_alt2 has_vector_derivative_def)
         moreover
         have "\<forall>\<^sub>F x1 in ?F. y \<le> x1" "\<forall>\<^sub>F x1 in ?F. x1 < b"
           by (auto simp: eventually_at_filter)
         ultimately
         have "\<forall>\<^sub>F x1 in ?F. norm (f x1 - f y) \<le> (\<phi> x1 - \<phi> y) + e * \<bar>x1 - y\<bar>"
           (is "\<forall>\<^sub>F x1 in ?F. ?le' x1")
         proof eventually_elim
           case (elim x1)
           from norm_triangle_ineq2[THEN order_trans, OF elim(1)]
           have "norm (f x1 - f y) \<le> norm (f' y) * \<bar>x1 - y\<bar> + e2 * \<bar>x1 - y\<bar>"
             by (simp add: ac_simps)
           also have "norm (f' y) \<le> \<phi>' y" using bnd \<open>a < y\<close> \<open>y < b\<close> by simp
           also have "\<phi>' y * \<bar>x1 - y\<bar> \<le> \<phi> x1 - \<phi> y + e2 * \<bar>x1 - y\<bar>"
             using elim by (simp add: ac_simps)
           finally
           have "norm (f x1 - f y) \<le> \<phi> x1 - \<phi> y + e2 * \<bar>x1 - y\<bar> + e2 * \<bar>x1 - y\<bar>"
             by (auto simp: mult_right_mono)
           thus ?case by (simp add: e2_def)
         qed
         moreover have "?le' y" by simp
         ultimately obtain S
         where S: "open S" "y \<in> S" "\<And>x. x\<in>S \<Longrightarrow> x \<in> {y..<b} \<Longrightarrow> ?le' x"
           unfolding eventually_at_topological
           by metis
         from \<open>open S\<close> obtain d where d: "\<And>x. dist x y < d \<Longrightarrow> x \<in> S" "d > 0"
           by (force simp: dist_commute open_dist ball_def dest!: bspec[OF _ \<open>y \<in> S\<close>])
         define d' where "d' = min ((y + b)/2) (y + (d/2))"
         have "d' \<in> A"
           unfolding A_def
         proof safe
           show "a \<le> d'" using \<open>a < y\<close> \<open>0 < d\<close> \<open>y < b\<close> by (simp add: d'_def)
           show "d' \<le> b" using \<open>y < b\<close> by (simp add: d'_def min_def)
           fix x1
           assume x1: "x1 \<in> {a..<d'}"
           show "?le x1"
           proof (cases "x1 < y")
             case True
             then show ?thesis
               using \<open>y \<in> A\<close> local.leI x1 by auto
           next
             case False
             hence x1': "x1 \<in> S" "x1 \<in> {y..<b}" using x1
               by (auto simp: d'_def dist_real_def intro!: d)
             have "norm (f x1 - f a) \<le> norm (f x1 - f y) + norm (f y - f a)"
               by (rule order_trans[OF _ norm_triangle_ineq]) simp
             also note S(3)[OF x1']
             also note le_y
             finally show "?le x1"
               using False by (auto simp: algebra_simps)
           qed
         qed
         hence "d' \<le> y"
           unfolding y_def by (rule cSup_upper) simp
         thus False using \<open>d > 0\<close> \<open>y < b\<close>
           by (simp add: d'_def min_def split: if_split_asm)
       qed
     qed
     with le_y have "norm (f b - f a) \<le> \<phi> b - \<phi> a + e * (b - a + 1)"
       by (simp add: algebra_simps)
   } note * = this
   show ?thesis
   proof (rule field_le_epsilon)
     fix e::real assume "e > 0"
     then show "norm (f b - f a) \<le> \<phi> b - \<phi> a + e"
       using *[of "e / (b - a + 1)"] \<open>a < b\<close> by simp
   qed
 qed
 
 lemma differentiable_bound:
   fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
   assumes "convex S"
     and derf: "\<And>x. x\<in>S \<Longrightarrow> (f has_derivative f' x) (at x within S)"
     and B: "\<And>x. x \<in> S \<Longrightarrow> onorm (f' x) \<le> B"
     and x: "x \<in> S"
     and y: "y \<in> S"
   shows "norm (f x - f y) \<le> B * norm (x - y)"
 proof -
   let ?p = "\<lambda>u. x + u *\<^sub>R (y - x)"
   let ?\<phi> = "\<lambda>h. h * B * norm (x - y)"
   have *: "x + u *\<^sub>R (y - x) \<in> S" if "u \<in> {0..1}" for u
   proof -
     have "u *\<^sub>R y = u *\<^sub>R (y - x) + u *\<^sub>R x"
       by (simp add: scale_right_diff_distrib)
     then show "x + u *\<^sub>R (y - x) \<in> S"
       using that \<open>convex S\<close> x y by (simp add: convex_alt)
         (metis pth_b(2) pth_c(1) scaleR_collapse)
   qed
   have "\<And>z. z \<in> (\<lambda>u. x + u *\<^sub>R (y - x)) ` {0..1} \<Longrightarrow>
           (f has_derivative f' z) (at z within (\<lambda>u. x + u *\<^sub>R (y - x)) ` {0..1})"
     by (auto intro: * has_derivative_within_subset [OF derf])
   then have "continuous_on (?p ` {0..1}) f"
     unfolding continuous_on_eq_continuous_within
     by (meson has_derivative_continuous)
   with * have 1: "continuous_on {0 .. 1} (f \<circ> ?p)"
     by (intro continuous_intros)+
   {
     fix u::real assume u: "u \<in>{0 <..< 1}"
     let ?u = "?p u"
     interpret linear "(f' ?u)"
       using u by (auto intro!: has_derivative_linear derf *)
     have "(f \<circ> ?p has_derivative (f' ?u) \<circ> (\<lambda>u. 0 + u *\<^sub>R (y - x))) (at u within box 0 1)"
       by (intro derivative_intros has_derivative_within_subset [OF derf]) (use u * in auto)
     hence "((f \<circ> ?p) has_vector_derivative f' ?u (y - x)) (at u)"
-      by (simp add: has_derivative_within_open[OF u open_greaterThanLessThan]
-        scaleR has_vector_derivative_def o_def)
+      by (simp add: at_within_open[OF u open_greaterThanLessThan] scaleR has_vector_derivative_def o_def)
   } note 2 = this
   have 3: "continuous_on {0..1} ?\<phi>"
     by (rule continuous_intros)+
   have 4: "(?\<phi> has_vector_derivative B * norm (x - y)) (at u)" for u
     by (auto simp: has_vector_derivative_def intro!: derivative_eq_intros)
   {
     fix u::real assume u: "u \<in>{0 <..< 1}"
     let ?u = "?p u"
     interpret bounded_linear "(f' ?u)"
       using u by (auto intro!: has_derivative_bounded_linear derf *)
     have "norm (f' ?u (y - x)) \<le> onorm (f' ?u) * norm (y - x)"
       by (rule onorm) (rule bounded_linear)
     also have "onorm (f' ?u) \<le> B"
       using u by (auto intro!: assms(3)[rule_format] *)
     finally have "norm ((f' ?u) (y - x)) \<le> B * norm (x - y)"
       by (simp add: mult_right_mono norm_minus_commute)
   } note 5 = this
   have "norm (f x - f y) = norm ((f \<circ> (\<lambda>u. x + u *\<^sub>R (y - x))) 1 - (f \<circ> (\<lambda>u. x + u *\<^sub>R (y - x))) 0)"
     by (auto simp add: norm_minus_commute)
   also
   from differentiable_bound_general[OF zero_less_one 1, OF 3 2 4 5]
   have "norm ((f \<circ> ?p) 1 - (f \<circ> ?p) 0) \<le> B * norm (x - y)"
     by simp
   finally show ?thesis .
 qed
 
 lemma
   differentiable_bound_segment:
   fixes f::"'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
   assumes "\<And>t. t \<in> {0..1} \<Longrightarrow> x0 + t *\<^sub>R a \<in> G"
   assumes f': "\<And>x. x \<in> G \<Longrightarrow> (f has_derivative f' x) (at x within G)"
   assumes B: "\<And>x. x \<in> {0..1} \<Longrightarrow> onorm (f' (x0 + x *\<^sub>R a)) \<le> B"
   shows "norm (f (x0 + a) - f x0) \<le> norm a * B"
 proof -
   let ?G = "(\<lambda>x. x0 + x *\<^sub>R a) ` {0..1}"
   have "?G = (+) x0 ` (\<lambda>x. x *\<^sub>R a) ` {0..1}" by auto
   also have "convex \<dots>"
     by (intro convex_translation convex_scaled convex_real_interval)
   finally have "convex ?G" .
   moreover have "?G \<subseteq> G" "x0 \<in> ?G" "x0 + a \<in> ?G" using assms by (auto intro: image_eqI[where x=1])
   ultimately show ?thesis
     using has_derivative_subset[OF f' \<open>?G \<subseteq> G\<close>] B
       differentiable_bound[of "(\<lambda>x. x0 + x *\<^sub>R a) ` {0..1}" f f' B "x0 + a" x0]
     by (force simp: ac_simps)
 qed
 
 lemma differentiable_bound_linearization:
   fixes f::"'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
   assumes S: "\<And>t. t \<in> {0..1} \<Longrightarrow> a + t *\<^sub>R (b - a) \<in> S"
   assumes f'[derivative_intros]: "\<And>x. x \<in> S \<Longrightarrow> (f has_derivative f' x) (at x within S)"
   assumes B: "\<And>x. x \<in> S \<Longrightarrow> onorm (f' x - f' x0) \<le> B"
   assumes "x0 \<in> S"
   shows "norm (f b - f a - f' x0 (b - a)) \<le> norm (b - a) * B"
 proof -
   define g where [abs_def]: "g x = f x - f' x0 x" for x
   have g: "\<And>x. x \<in> S \<Longrightarrow> (g has_derivative (\<lambda>i. f' x i - f' x0 i)) (at x within S)"
     unfolding g_def using assms
     by (auto intro!: derivative_eq_intros
       bounded_linear.has_derivative[OF has_derivative_bounded_linear, OF f'])
   from B have "\<forall>x\<in>{0..1}. onorm (\<lambda>i. f' (a + x *\<^sub>R (b - a)) i - f' x0 i) \<le> B"
     using assms by (auto simp: fun_diff_def)
   with differentiable_bound_segment[OF S g] \<open>x0 \<in> S\<close>
   show ?thesis
     by (simp add: g_def field_simps linear_diff[OF has_derivative_linear[OF f']])
 qed
 
 lemma vector_differentiable_bound_linearization:
   fixes f::"real \<Rightarrow> 'b::real_normed_vector"
   assumes f': "\<And>x. x \<in> S \<Longrightarrow> (f has_vector_derivative f' x) (at x within S)"
   assumes "closed_segment a b \<subseteq> S"
   assumes B: "\<And>x. x \<in> S \<Longrightarrow> norm (f' x - f' x0) \<le> B"
   assumes "x0 \<in> S"
   shows "norm (f b - f a - (b - a) *\<^sub>R f' x0) \<le> norm (b - a) * B"
   using assms
   by (intro differentiable_bound_linearization[of a b S f "\<lambda>x h. h *\<^sub>R f' x" x0 B])
     (force simp: closed_segment_real_eq has_vector_derivative_def
       scaleR_diff_right[symmetric] mult.commute[of B]
       intro!: onorm_le mult_left_mono)+
 
 
 text \<open>In particular.\<close>
 
 lemma has_derivative_zero_constant:
   fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
   assumes "convex s"
     and "\<And>x. x \<in> s \<Longrightarrow> (f has_derivative (\<lambda>h. 0)) (at x within s)"
   shows "\<exists>c. \<forall>x\<in>s. f x = c"
 proof -
   { fix x y assume "x \<in> s" "y \<in> s"
     then have "norm (f x - f y) \<le> 0 * norm (x - y)"
       using assms by (intro differentiable_bound[of s]) (auto simp: onorm_zero)
     then have "f x = f y"
       by simp }
   then show ?thesis
     by metis
 qed
 
 lemma has_field_derivative_zero_constant:
   assumes "convex s" "\<And>x. x \<in> s \<Longrightarrow> (f has_field_derivative 0) (at x within s)"
   shows   "\<exists>c. \<forall>x\<in>s. f (x) = (c :: 'a :: real_normed_field)"
 proof (rule has_derivative_zero_constant)
   have A: "(*) 0 = (\<lambda>_. 0 :: 'a)" by (intro ext) simp
   fix x assume "x \<in> s" thus "(f has_derivative (\<lambda>h. 0)) (at x within s)"
     using assms(2)[of x] by (simp add: has_field_derivative_def A)
 qed fact
 
 lemma
   has_vector_derivative_zero_constant:
   assumes "convex s"
   assumes "\<And>x. x \<in> s \<Longrightarrow> (f has_vector_derivative 0) (at x within s)"
   obtains c where "\<And>x. x \<in> s \<Longrightarrow> f x = c"
   using has_derivative_zero_constant[of s f] assms
   by (auto simp: has_vector_derivative_def)
 
 lemma has_derivative_zero_unique:
   fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
   assumes "convex s"
     and "\<And>x. x \<in> s \<Longrightarrow> (f has_derivative (\<lambda>h. 0)) (at x within s)"
     and "x \<in> s" "y \<in> s"
   shows "f x = f y"
   using has_derivative_zero_constant[OF assms(1,2)] assms(3-) by force
 
 lemma has_derivative_zero_unique_connected:
   fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
   assumes "open s" "connected s"
   assumes f: "\<And>x. x \<in> s \<Longrightarrow> (f has_derivative (\<lambda>x. 0)) (at x)"
   assumes "x \<in> s" "y \<in> s"
   shows "f x = f y"
 proof (rule connected_local_const[where f=f, OF \<open>connected s\<close> \<open>x\<in>s\<close> \<open>y\<in>s\<close>])
   show "\<forall>a\<in>s. eventually (\<lambda>b. f a = f b) (at a within s)"
   proof
     fix a assume "a \<in> s"
     with \<open>open s\<close> obtain e where "0 < e" "ball a e \<subseteq> s"
       by (rule openE)
     then have "\<exists>c. \<forall>x\<in>ball a e. f x = c"
       by (intro has_derivative_zero_constant)
          (auto simp: at_within_open[OF _ open_ball] f convex_ball)
     with \<open>0<e\<close> have "\<forall>x\<in>ball a e. f a = f x"
       by auto
     then show "eventually (\<lambda>b. f a = f b) (at a within s)"
       using \<open>0<e\<close> unfolding eventually_at_topological
       by (intro exI[of _ "ball a e"]) auto
   qed
 qed
 
 subsection \<open>Differentiability of inverse function (most basic form)\<close>
 
 lemma has_derivative_inverse_basic:
   fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
   assumes derf: "(f has_derivative f') (at (g y))"
     and ling': "bounded_linear g'"
     and "g' \<circ> f' = id"
     and contg: "continuous (at y) g"
     and "open T"
     and "y \<in> T"
     and fg: "\<And>z. z \<in> T \<Longrightarrow> f (g z) = z"
   shows "(g has_derivative g') (at y)"
 proof -
   interpret f': bounded_linear f'
     using assms unfolding has_derivative_def by auto
   interpret g': bounded_linear g'
     using assms by auto
   obtain C where C: "0 < C" "\<And>x. norm (g' x) \<le> norm x * C"
     using bounded_linear.pos_bounded[OF assms(2)] by blast
   have lem1: "\<forall>e>0. \<exists>d>0. \<forall>z.
     norm (z - y) < d \<longrightarrow> norm (g z - g y - g'(z - y)) \<le> e * norm (g z - g y)"
   proof (intro allI impI)
     fix e :: real
     assume "e > 0"
     with C(1) have *: "e / C > 0" by auto
     obtain d0 where  "0 < d0" and d0:
         "\<And>u. norm (u - g y) < d0 \<Longrightarrow> norm (f u - f (g y) - f' (u - g y)) \<le> e / C * norm (u - g y)"
       using derf * unfolding has_derivative_at_alt by blast
     obtain d1 where "0 < d1" and d1: "\<And>x. \<lbrakk>0 < dist x y; dist x y < d1\<rbrakk> \<Longrightarrow> dist (g x) (g y) < d0"
       using contg \<open>0 < d0\<close> unfolding continuous_at Lim_at by blast
     obtain d2 where "0 < d2" and d2: "\<And>u. dist u y < d2 \<Longrightarrow> u \<in> T"
       using \<open>open T\<close> \<open>y \<in> T\<close> unfolding open_dist by blast
     obtain d where d: "0 < d" "d < d1" "d < d2"
       using field_lbound_gt_zero[OF \<open>0 < d1\<close> \<open>0 < d2\<close>] by blast
     show "\<exists>d>0. \<forall>z. norm (z - y) < d \<longrightarrow> norm (g z - g y - g' (z - y)) \<le> e * norm (g z - g y)"
     proof (intro exI allI impI conjI)
       fix z
       assume as: "norm (z - y) < d"
       then have "z \<in> T"
         using d2 d unfolding dist_norm by auto
       have "norm (g z - g y - g' (z - y)) \<le> norm (g' (f (g z) - y - f' (g z - g y)))"
         unfolding g'.diff f'.diff
         unfolding assms(3)[unfolded o_def id_def, THEN fun_cong] fg[OF \<open>z\<in>T\<close>]
         by (simp add: norm_minus_commute)
       also have "\<dots> \<le> norm (f (g z) - y - f' (g z - g y)) * C"
         by (rule C(2))
       also have "\<dots> \<le> (e / C) * norm (g z - g y) * C"
       proof -
         have "norm (g z - g y) < d0"
           by (metis as cancel_comm_monoid_add_class.diff_cancel d(2) \<open>0 < d0\<close> d1 diff_gt_0_iff_gt diff_strict_mono dist_norm dist_self zero_less_dist_iff)
         then show ?thesis
           by (metis C(1) \<open>y \<in> T\<close> d0 fg real_mult_le_cancel_iff1)
       qed
       also have "\<dots> \<le> e * norm (g z - g y)"
         using C by (auto simp add: field_simps)
       finally show "norm (g z - g y - g' (z - y)) \<le> e * norm (g z - g y)"
         by simp
     qed (use d in auto)
   qed
   have *: "(0::real) < 1 / 2"
     by auto
   obtain d where "0 < d" and d:
       "\<And>z. norm (z - y) < d \<Longrightarrow> norm (g z - g y - g' (z - y)) \<le> 1/2 * norm (g z - g y)"
     using lem1 * by blast
   define B where "B = C * 2"
   have "B > 0"
     unfolding B_def using C by auto
   have lem2: "norm (g z - g y) \<le> B * norm (z - y)" if z: "norm(z - y) < d" for z
   proof -
     have "norm (g z - g y) \<le> norm(g' (z - y)) + norm ((g z - g y) - g'(z - y))"
       by (rule norm_triangle_sub)
     also have "\<dots> \<le> norm (g' (z - y)) + 1 / 2 * norm (g z - g y)"
       by (rule add_left_mono) (use d z in auto)
     also have "\<dots> \<le> norm (z - y) * C + 1 / 2 * norm (g z - g y)"
       by (rule add_right_mono) (use C in auto)
     finally show "norm (g z - g y) \<le> B * norm (z - y)"
       unfolding B_def
       by (auto simp add: field_simps)
   qed
   show ?thesis
     unfolding has_derivative_at_alt
   proof (intro conjI assms allI impI)
     fix e :: real
     assume "e > 0"
     then have *: "e / B > 0" by (metis \<open>B > 0\<close> divide_pos_pos)
     obtain d' where "0 < d'" and d':
         "\<And>z. norm (z - y) < d' \<Longrightarrow> norm (g z - g y - g' (z - y)) \<le> e / B * norm (g z - g y)"
       using lem1 * by blast
     obtain k where k: "0 < k" "k < d" "k < d'"
       using field_lbound_gt_zero[OF \<open>0 < d\<close> \<open>0 < d'\<close>] by blast
     show "\<exists>d>0. \<forall>ya. norm (ya - y) < d \<longrightarrow> norm (g ya - g y - g' (ya - y)) \<le> e * norm (ya - y)"
     proof (intro exI allI impI conjI)
       fix z
       assume as: "norm (z - y) < k"
       then have "norm (g z - g y - g' (z - y)) \<le> e / B * norm(g z - g y)"
         using d' k by auto
       also have "\<dots> \<le> e * norm (z - y)"
         unfolding times_divide_eq_left pos_divide_le_eq[OF \<open>B>0\<close>]
         using lem2[of z] k as \<open>e > 0\<close>
         by (auto simp add: field_simps)
       finally show "norm (g z - g y - g' (z - y)) \<le> e * norm (z - y)"
         by simp
     qed (use k in auto)
   qed
 qed
 
 text \<open>Simply rewrite that based on the domain point x.\<close>
 
 lemma has_derivative_inverse_basic_x:
   fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
   assumes "(f has_derivative f') (at x)"
     and "bounded_linear g'"
     and "g' \<circ> f' = id"
     and "continuous (at (f x)) g"
     and "g (f x) = x"
     and "open T"
     and "f x \<in> T"
     and "\<And>y. y \<in> T \<Longrightarrow> f (g y) = y"
   shows "(g has_derivative g') (at (f x))"
   by (rule has_derivative_inverse_basic) (use assms in auto)
 
 text \<open>This is the version in Dieudonne', assuming continuity of f and g.\<close>
 
 lemma has_derivative_inverse_dieudonne:
   fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
   assumes "open S"
     and "open (f ` S)"
     and "continuous_on S f"
     and "continuous_on (f ` S) g"
     and "\<And>x. x \<in> S \<Longrightarrow> g (f x) = x"
     and "x \<in> S"
     and "(f has_derivative f') (at x)"
     and "bounded_linear g'"
     and "g' \<circ> f' = id"
   shows "(g has_derivative g') (at (f x))"
   apply (rule has_derivative_inverse_basic_x[OF assms(7-9) _ _ assms(2)])
   using assms(3-6)
   unfolding continuous_on_eq_continuous_at[OF assms(1)] continuous_on_eq_continuous_at[OF assms(2)]
   apply auto
   done
 
 text \<open>Here's the simplest way of not assuming much about g.\<close>
 
 proposition has_derivative_inverse:
   fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
   assumes "compact S"
     and "x \<in> S"
     and fx: "f x \<in> interior (f ` S)"
     and "continuous_on S f"
     and gf: "\<And>y. y \<in> S \<Longrightarrow> g (f y) = y"
     and "(f has_derivative f') (at x)"
     and "bounded_linear g'"
     and "g' \<circ> f' = id"
   shows "(g has_derivative g') (at (f x))"
 proof -
   have *: "\<And>y. y \<in> interior (f ` S) \<Longrightarrow> f (g y) = y"
     by (metis gf image_iff interior_subset subsetCE)
   show ?thesis
     apply (rule has_derivative_inverse_basic_x[OF assms(6-8), where T = "interior (f ` S)"])
     apply (rule continuous_on_interior[OF _ fx])
     apply (rule continuous_on_inv)
     apply (simp_all add: assms *)
     done
 qed
 
 
 text \<open>Invertible derivative continuous at a point implies local
 injectivity. It's only for this we need continuity of the derivative,
 except of course if we want the fact that the inverse derivative is
 also continuous. So if we know for some other reason that the inverse
 function exists, it's OK.\<close>
 
 proposition has_derivative_locally_injective:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
   assumes "a \<in> S"
       and "open S"
       and bling: "bounded_linear g'"
       and "g' \<circ> f' a = id"
       and derf: "\<And>x. x \<in> S \<Longrightarrow> (f has_derivative f' x) (at x)"
       and "\<And>e. e > 0 \<Longrightarrow> \<exists>d>0. \<forall>x. dist a x < d \<longrightarrow> onorm (\<lambda>v. f' x v - f' a v) < e"
   obtains r where "r > 0" "ball a r \<subseteq> S" "inj_on f (ball a r)"
 proof -
   interpret bounded_linear g'
     using assms by auto
   note f'g' = assms(4)[unfolded id_def o_def,THEN cong]
   have "g' (f' a (\<Sum>Basis)) = (\<Sum>Basis)" "(\<Sum>Basis) \<noteq> (0::'n)"
     using f'g' by auto
   then have *: "0 < onorm g'"
     unfolding onorm_pos_lt[OF assms(3)]
     by fastforce
   define k where "k = 1 / onorm g' / 2"
   have *: "k > 0"
     unfolding k_def using * by auto
   obtain d1 where d1:
       "0 < d1"
       "\<And>x. dist a x < d1 \<Longrightarrow> onorm (\<lambda>v. f' x v - f' a v) < k"
     using assms(6) * by blast
   from \<open>open S\<close> obtain d2 where "d2 > 0" "ball a d2 \<subseteq> S"
     using \<open>a\<in>S\<close> ..
   obtain d2 where d2: "0 < d2" "ball a d2 \<subseteq> S"
     using \<open>0 < d2\<close> \<open>ball a d2 \<subseteq> S\<close> by blast
   obtain d where d: "0 < d" "d < d1" "d < d2"
     using field_lbound_gt_zero[OF d1(1) d2(1)] by blast
   show ?thesis
   proof
     show "0 < d" by (fact d)
     show "ball a d \<subseteq> S"
       using \<open>d < d2\<close> \<open>ball a d2 \<subseteq> S\<close> by auto
     show "inj_on f (ball a d)"
     unfolding inj_on_def
     proof (intro strip)
       fix x y
       assume as: "x \<in> ball a d" "y \<in> ball a d" "f x = f y"
       define ph where [abs_def]: "ph w = w - g' (f w - f x)" for w
       have ph':"ph = g' \<circ> (\<lambda>w. f' a w - (f w - f x))"
         unfolding ph_def o_def  by (simp add: diff f'g')
       have "norm (ph x - ph y) \<le> (1 / 2) * norm (x - y)"
       proof (rule differentiable_bound[OF convex_ball _ _ as(1-2)])
         fix u
         assume u: "u \<in> ball a d"
         then have "u \<in> S"
           using d d2 by auto
         have *: "(\<lambda>v. v - g' (f' u v)) = g' \<circ> (\<lambda>w. f' a w - f' u w)"
           unfolding o_def and diff
           using f'g' by auto
         have blin: "bounded_linear (f' a)"
           using \<open>a \<in> S\<close> derf by blast
         show "(ph has_derivative (\<lambda>v. v - g' (f' u v))) (at u within ball a d)"
           unfolding ph' * comp_def
           by (rule \<open>u \<in> S\<close> derivative_eq_intros has_derivative_at_withinI [OF derf] bounded_linear.has_derivative [OF blin]  bounded_linear.has_derivative [OF bling] |simp)+
         have **: "bounded_linear (\<lambda>x. f' u x - f' a x)" "bounded_linear (\<lambda>x. f' a x - f' u x)"
           using \<open>u \<in> S\<close> blin bounded_linear_sub derf by auto
         then have "onorm (\<lambda>v. v - g' (f' u v)) \<le> onorm g' * onorm (\<lambda>w. f' a w - f' u w)"
           by (simp add: "*" bounded_linear_axioms onorm_compose)
         also have "\<dots> \<le> onorm g' * k"
           apply (rule mult_left_mono)
           using d1(2)[of u]
           using onorm_neg[where f="\<lambda>x. f' u x - f' a x"] d u onorm_pos_le[OF bling] apply (auto simp: algebra_simps)
           done
         also have "\<dots> \<le> 1 / 2"
           unfolding k_def by auto
         finally show "onorm (\<lambda>v. v - g' (f' u v)) \<le> 1 / 2" .
       qed
       moreover have "norm (ph y - ph x) = norm (y - x)"
         by (simp add: as(3) ph_def)
       ultimately show "x = y"
         unfolding norm_minus_commute by auto
     qed
   qed
 qed
 
 
 subsection \<open>Uniformly convergent sequence of derivatives\<close>
 
 lemma has_derivative_sequence_lipschitz_lemma:
   fixes f :: "nat \<Rightarrow> 'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
   assumes "convex S"
     and derf: "\<And>n x. x \<in> S \<Longrightarrow> ((f n) has_derivative (f' n x)) (at x within S)"
     and nle: "\<And>n x h. \<lbrakk>n\<ge>N; x \<in> S\<rbrakk> \<Longrightarrow> norm (f' n x h - g' x h) \<le> e * norm h"
     and "0 \<le> e"
   shows "\<forall>m\<ge>N. \<forall>n\<ge>N. \<forall>x\<in>S. \<forall>y\<in>S. norm ((f m x - f n x) - (f m y - f n y)) \<le> 2 * e * norm (x - y)"
 proof clarify
   fix m n x y
   assume as: "N \<le> m" "N \<le> n" "x \<in> S" "y \<in> S"
   show "norm ((f m x - f n x) - (f m y - f n y)) \<le> 2 * e * norm (x - y)"
   proof (rule differentiable_bound[where f'="\<lambda>x h. f' m x h - f' n x h", OF \<open>convex S\<close> _ _ as(3-4)])
     fix x
     assume "x \<in> S"
     show "((\<lambda>a. f m a - f n a) has_derivative (\<lambda>h. f' m x h - f' n x h)) (at x within S)"
       by (rule derivative_intros derf \<open>x\<in>S\<close>)+
     show "onorm (\<lambda>h. f' m x h - f' n x h) \<le> 2 * e"
     proof (rule onorm_bound)
       fix h
       have "norm (f' m x h - f' n x h) \<le> norm (f' m x h - g' x h) + norm (f' n x h - g' x h)"
         using norm_triangle_ineq[of "f' m x h - g' x h" "- f' n x h + g' x h"]
         by (auto simp add: algebra_simps norm_minus_commute)
       also have "\<dots> \<le> e * norm h + e * norm h"
         using nle[OF \<open>N \<le> m\<close> \<open>x \<in> S\<close>, of h] nle[OF \<open>N \<le> n\<close> \<open>x \<in> S\<close>, of h]
         by (auto simp add: field_simps)
       finally show "norm (f' m x h - f' n x h) \<le> 2 * e * norm h"
         by auto
     qed (simp add: \<open>0 \<le> e\<close>)
   qed
 qed
 
 lemma has_derivative_sequence_Lipschitz:
   fixes f :: "nat \<Rightarrow> 'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
   assumes "convex S"
     and "\<And>n x. x \<in> S \<Longrightarrow> ((f n) has_derivative (f' n x)) (at x within S)"
     and nle: "\<And>e. e > 0 \<Longrightarrow> \<forall>\<^sub>F n in sequentially. \<forall>x\<in>S. \<forall>h. norm (f' n x h - g' x h) \<le> e * norm h"
     and "e > 0"
   shows "\<exists>N. \<forall>m\<ge>N. \<forall>n\<ge>N. \<forall>x\<in>S. \<forall>y\<in>S.
     norm ((f m x - f n x) - (f m y - f n y)) \<le> e * norm (x - y)"
 proof -
   have *: "2 * (e/2) = e"
     using \<open>e > 0\<close> by auto
   obtain N where "\<forall>n\<ge>N. \<forall>x\<in>S. \<forall>h. norm (f' n x h - g' x h) \<le> (e/2) * norm h"
     using nle \<open>e > 0\<close>
     unfolding eventually_sequentially
     by (metis less_divide_eq_numeral1(1) mult_zero_left)
   then show "\<exists>N. \<forall>m\<ge>N. \<forall>n\<ge>N. \<forall>x\<in>S. \<forall>y\<in>S. norm (f m x - f n x - (f m y - f n y)) \<le> e * norm (x - y)"
     apply (rule_tac x=N in exI)
     apply (rule has_derivative_sequence_lipschitz_lemma[where e="e/2", unfolded *])
     using assms \<open>e > 0\<close>
     apply auto
     done
 qed
 
 proposition has_derivative_sequence:
   fixes f :: "nat \<Rightarrow> 'a::real_normed_vector \<Rightarrow> 'b::banach"
   assumes "convex S"
     and derf: "\<And>n x. x \<in> S \<Longrightarrow> ((f n) has_derivative (f' n x)) (at x within S)"
     and nle: "\<And>e. e > 0 \<Longrightarrow> \<forall>\<^sub>F n in sequentially. \<forall>x\<in>S. \<forall>h. norm (f' n x h - g' x h) \<le> e * norm h"
     and "x0 \<in> S"
     and lim: "((\<lambda>n. f n x0) \<longlongrightarrow> l) sequentially"
   shows "\<exists>g. \<forall>x\<in>S. (\<lambda>n. f n x) \<longlonglongrightarrow> g x \<and> (g has_derivative g'(x)) (at x within S)"
 proof -
   have lem1: "\<And>e. e > 0 \<Longrightarrow> \<exists>N. \<forall>m\<ge>N. \<forall>n\<ge>N. \<forall>x\<in>S. \<forall>y\<in>S.
       norm ((f m x - f n x) - (f m y - f n y)) \<le> e * norm (x - y)"
     using assms(1,2,3) by (rule has_derivative_sequence_Lipschitz)
   have "\<exists>g. \<forall>x\<in>S. ((\<lambda>n. f n x) \<longlongrightarrow> g x) sequentially"
   proof (intro ballI bchoice)
     fix x
     assume "x \<in> S"
     show "\<exists>y. (\<lambda>n. f n x) \<longlonglongrightarrow> y"
     unfolding convergent_eq_Cauchy
     proof (cases "x = x0")
       case True
       then show "Cauchy (\<lambda>n. f n x)"
         using LIMSEQ_imp_Cauchy[OF lim] by auto
     next
       case False
       show "Cauchy (\<lambda>n. f n x)"
         unfolding Cauchy_def
       proof (intro allI impI)
         fix e :: real
         assume "e > 0"
         hence *: "e / 2 > 0" "e / 2 / norm (x - x0) > 0" using False by auto
         obtain M where M: "\<forall>m\<ge>M. \<forall>n\<ge>M. dist (f m x0) (f n x0) < e / 2"
           using LIMSEQ_imp_Cauchy[OF lim] * unfolding Cauchy_def by blast
         obtain N where N:
           "\<forall>m\<ge>N. \<forall>n\<ge>N.
             \<forall>u\<in>S. \<forall>y\<in>S. norm (f m u - f n u - (f m y - f n y)) \<le>
               e / 2 / norm (x - x0) * norm (u - y)"
         using lem1 *(2) by blast
         show "\<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. dist (f m x) (f n x) < e"
         proof (intro exI allI impI)
           fix m n
           assume as: "max M N \<le>m" "max M N\<le>n"
           have "dist (f m x) (f n x) \<le> norm (f m x0 - f n x0) + norm (f m x - f n x - (f m x0 - f n x0))"
             unfolding dist_norm
             by (rule norm_triangle_sub)
           also have "\<dots> \<le> norm (f m x0 - f n x0) + e / 2"
             using N \<open>x\<in>S\<close> \<open>x0\<in>S\<close> as False by fastforce
           also have "\<dots> < e / 2 + e / 2"
             by (rule add_strict_right_mono) (use as M in \<open>auto simp: dist_norm\<close>)
           finally show "dist (f m x) (f n x) < e"
             by auto
         qed
       qed
     qed
   qed
   then obtain g where g: "\<forall>x\<in>S. (\<lambda>n. f n x) \<longlonglongrightarrow> g x" ..
   have lem2: "\<exists>N. \<forall>n\<ge>N. \<forall>x\<in>S. \<forall>y\<in>S. norm ((f n x - f n y) - (g x - g y)) \<le> e * norm (x - y)" if "e > 0" for e
   proof -
     obtain N where
       N: "\<forall>m\<ge>N. \<forall>n\<ge>N. \<forall>x\<in>S. \<forall>y\<in>S. norm (f m x - f n x - (f m y - f n y)) \<le> e * norm (x - y)"
       using lem1 \<open>e > 0\<close> by blast
     show "\<exists>N. \<forall>n\<ge>N. \<forall>x\<in>S. \<forall>y\<in>S. norm (f n x - f n y - (g x - g y)) \<le> e * norm (x - y)"
     proof (intro exI ballI allI impI)
       fix n x y
       assume as: "N \<le> n" "x \<in> S" "y \<in> S"
       have "((\<lambda>m. norm (f n x - f n y - (f m x - f m y))) \<longlongrightarrow> norm (f n x - f n y - (g x - g y))) sequentially"
         by (intro tendsto_intros g[rule_format] as)
       moreover have "eventually (\<lambda>m. norm (f n x - f n y - (f m x - f m y)) \<le> e * norm (x - y)) sequentially"
         unfolding eventually_sequentially
       proof (intro exI allI impI)
         fix m
         assume "N \<le> m"
         then show "norm (f n x - f n y - (f m x - f m y)) \<le> e * norm (x - y)"
           using N as by (auto simp add: algebra_simps)
       qed
       ultimately show "norm (f n x - f n y - (g x - g y)) \<le> e * norm (x - y)"
         by (simp add: tendsto_upperbound)
     qed
   qed
   have "\<forall>x\<in>S. ((\<lambda>n. f n x) \<longlongrightarrow> g x) sequentially \<and> (g has_derivative g' x) (at x within S)"
     unfolding has_derivative_within_alt2
   proof (intro ballI conjI allI impI)
     fix x
     assume "x \<in> S"
     then show "(\<lambda>n. f n x) \<longlonglongrightarrow> g x"
       by (simp add: g)
     have tog': "(\<lambda>n. f' n x u) \<longlonglongrightarrow> g' x u" for u
       unfolding filterlim_def le_nhds_metric_le eventually_filtermap dist_norm
     proof (intro allI impI)
       fix e :: real
       assume "e > 0"
       show "eventually (\<lambda>n. norm (f' n x u - g' x u) \<le> e) sequentially"
       proof (cases "u = 0")
         case True
         have "eventually (\<lambda>n. norm (f' n x u - g' x u) \<le> e * norm u) sequentially"
           using nle \<open>0 < e\<close> \<open>x \<in> S\<close> by (fast elim: eventually_mono)
         then show ?thesis
           using \<open>u = 0\<close> \<open>0 < e\<close> by (auto elim: eventually_mono)
       next
         case False
         with \<open>0 < e\<close> have "0 < e / norm u" by simp
         then have "eventually (\<lambda>n. norm (f' n x u - g' x u) \<le> e / norm u * norm u) sequentially"
           using nle \<open>x \<in> S\<close> by (fast elim: eventually_mono)
         then show ?thesis
           using \<open>u \<noteq> 0\<close> by simp
       qed
     qed
     show "bounded_linear (g' x)"
     proof
       fix x' y z :: 'a
       fix c :: real
       note lin = assms(2)[rule_format,OF \<open>x\<in>S\<close>,THEN has_derivative_bounded_linear]
       show "g' x (c *\<^sub>R x') = c *\<^sub>R g' x x'"
         apply (rule tendsto_unique[OF trivial_limit_sequentially tog'])
         unfolding lin[THEN bounded_linear.linear, THEN linear_cmul]
         apply (intro tendsto_intros tog')
         done
       show "g' x (y + z) = g' x y + g' x z"
         apply (rule tendsto_unique[OF trivial_limit_sequentially tog'])
         unfolding lin[THEN bounded_linear.linear, THEN linear_add]
         apply (rule tendsto_add)
         apply (rule tog')+
         done
       obtain N where N: "\<forall>h. norm (f' N x h - g' x h) \<le> 1 * norm h"
         using nle \<open>x \<in> S\<close> unfolding eventually_sequentially by (fast intro: zero_less_one)
       have "bounded_linear (f' N x)"
         using derf \<open>x \<in> S\<close> by fast
       from bounded_linear.bounded [OF this]
       obtain K where K: "\<forall>h. norm (f' N x h) \<le> norm h * K" ..
       {
         fix h
         have "norm (g' x h) = norm (f' N x h - (f' N x h - g' x h))"
           by simp
         also have "\<dots> \<le> norm (f' N x h) + norm (f' N x h - g' x h)"
           by (rule norm_triangle_ineq4)
         also have "\<dots> \<le> norm h * K + 1 * norm h"
           using N K by (fast intro: add_mono)
         finally have "norm (g' x h) \<le> norm h * (K + 1)"
           by (simp add: ring_distribs)
       }
       then show "\<exists>K. \<forall>h. norm (g' x h) \<le> norm h * K" by fast
     qed
     show "eventually (\<lambda>y. norm (g y - g x - g' x (y - x)) \<le> e * norm (y - x)) (at x within S)"
       if "e > 0" for e
     proof -
       have *: "e / 3 > 0"
         using that by auto
       obtain N1 where N1: "\<forall>n\<ge>N1. \<forall>x\<in>S. \<forall>h. norm (f' n x h - g' x h) \<le> e / 3 * norm h"
         using nle * unfolding eventually_sequentially by blast
       obtain N2 where
           N2[rule_format]: "\<forall>n\<ge>N2. \<forall>x\<in>S. \<forall>y\<in>S. norm (f n x - f n y - (g x - g y)) \<le> e / 3 * norm (x - y)"
         using lem2 * by blast
       let ?N = "max N1 N2"
       have "eventually (\<lambda>y. norm (f ?N y - f ?N x - f' ?N x (y - x)) \<le> e / 3 * norm (y - x)) (at x within S)"
         using derf[unfolded has_derivative_within_alt2] and \<open>x \<in> S\<close> and * by fast
       moreover have "eventually (\<lambda>y. y \<in> S) (at x within S)"
         unfolding eventually_at by (fast intro: zero_less_one)
       ultimately show "\<forall>\<^sub>F y in at x within S. norm (g y - g x - g' x (y - x)) \<le> e * norm (y - x)"
       proof (rule eventually_elim2)
         fix y
         assume "y \<in> S"
         assume "norm (f ?N y - f ?N x - f' ?N x (y - x)) \<le> e / 3 * norm (y - x)"
         moreover have "norm (g y - g x - (f ?N y - f ?N x)) \<le> e / 3 * norm (y - x)"
           using N2[OF _ \<open>y \<in> S\<close> \<open>x \<in> S\<close>]
           by (simp add: norm_minus_commute)
         ultimately have "norm (g y - g x - f' ?N x (y - x)) \<le> 2 * e / 3 * norm (y - x)"
           using norm_triangle_le[of "g y - g x - (f ?N y - f ?N x)" "f ?N y - f ?N x - f' ?N x (y - x)" "2 * e / 3 * norm (y - x)"]
           by (auto simp add: algebra_simps)
         moreover
         have " norm (f' ?N x (y - x) - g' x (y - x)) \<le> e / 3 * norm (y - x)"
           using N1 \<open>x \<in> S\<close> by auto
         ultimately show "norm (g y - g x - g' x (y - x)) \<le> e * norm (y - x)"
           using norm_triangle_le[of "g y - g x - f' (max N1 N2) x (y - x)" "f' (max N1 N2) x (y - x) - g' x (y - x)"]
           by (auto simp add: algebra_simps)
       qed
     qed
   qed
   then show ?thesis by fast
 qed
 
 text \<open>Can choose to line up antiderivatives if we want.\<close>
 
 lemma has_antiderivative_sequence:
   fixes f :: "nat \<Rightarrow> 'a::real_normed_vector \<Rightarrow> 'b::banach"
   assumes "convex S"
     and der: "\<And>n x. x \<in> S \<Longrightarrow> ((f n) has_derivative (f' n x)) (at x within S)"
     and no: "\<And>e. e > 0 \<Longrightarrow> \<forall>\<^sub>F n in sequentially.
        \<forall>x\<in>S. \<forall>h. norm (f' n x h - g' x h) \<le> e * norm h"
   shows "\<exists>g. \<forall>x\<in>S. (g has_derivative g' x) (at x within S)"
 proof (cases "S = {}")
   case False
   then obtain a where "a \<in> S"
     by auto
   have *: "\<And>P Q. \<exists>g. \<forall>x\<in>S. P g x \<and> Q g x \<Longrightarrow> \<exists>g. \<forall>x\<in>S. Q g x"
     by auto
   show ?thesis
     apply (rule *)
     apply (rule has_derivative_sequence [OF \<open>convex S\<close> _ no, of "\<lambda>n x. f n x + (f 0 a - f n a)"])
        apply (metis assms(2) has_derivative_add_const)
     using \<open>a \<in> S\<close> 
       apply auto
     done
 qed auto
 
 lemma has_antiderivative_limit:
   fixes g' :: "'a::real_normed_vector \<Rightarrow> 'a \<Rightarrow> 'b::banach"
   assumes "convex S"
     and "\<And>e. e>0 \<Longrightarrow> \<exists>f f'. \<forall>x\<in>S.
            (f has_derivative (f' x)) (at x within S) \<and> (\<forall>h. norm (f' x h - g' x h) \<le> e * norm h)"
   shows "\<exists>g. \<forall>x\<in>S. (g has_derivative g' x) (at x within S)"
 proof -
   have *: "\<forall>n. \<exists>f f'. \<forall>x\<in>S.
     (f has_derivative (f' x)) (at x within S) \<and>
     (\<forall>h. norm(f' x h - g' x h) \<le> inverse (real (Suc n)) * norm h)"
     by (simp add: assms(2))
   obtain f where
     *: "\<And>x. \<exists>f'. \<forall>xa\<in>S. (f x has_derivative f' xa) (at xa within S) \<and>
         (\<forall>h. norm (f' xa h - g' xa h) \<le> inverse (real (Suc x)) * norm h)"
     using * by metis
   obtain f' where
     f': "\<And>x. \<forall>z\<in>S. (f x has_derivative f' x z) (at z within S) \<and>
             (\<forall>h. norm (f' x z h - g' z h) \<le> inverse (real (Suc x)) * norm h)"
     using * by metis
   show ?thesis
   proof (rule has_antiderivative_sequence[OF \<open>convex S\<close>, of f f'])
     fix e :: real
     assume "e > 0"
     obtain N where N: "inverse (real (Suc N)) < e"
       using reals_Archimedean[OF \<open>e>0\<close>] ..
     show "\<forall>\<^sub>F n in sequentially. \<forall>x\<in>S.  \<forall>h. norm (f' n x h - g' x h) \<le> e * norm h"
         unfolding eventually_sequentially
     proof (intro exI allI ballI impI)
       fix n x h
       assume n: "N \<le> n" and x: "x \<in> S"
       have *: "inverse (real (Suc n)) \<le> e"
         apply (rule order_trans[OF _ N[THEN less_imp_le]])
         using n apply (auto simp add: field_simps)
         done
       show "norm (f' n x h - g' x h) \<le> e * norm h"
         by (meson "*" mult_right_mono norm_ge_zero order.trans x f')
     qed
   qed (use f' in auto)
 qed
 
 
 subsection \<open>Differentiation of a series\<close>
 
 proposition has_derivative_series:
   fixes f :: "nat \<Rightarrow> 'a::real_normed_vector \<Rightarrow> 'b::banach"
   assumes "convex S"
     and "\<And>n x. x \<in> S \<Longrightarrow> ((f n) has_derivative (f' n x)) (at x within S)"
     and "\<And>e. e>0 \<Longrightarrow> \<forall>\<^sub>F n in sequentially. \<forall>x\<in>S. \<forall>h. norm (sum (\<lambda>i. f' i x h) {..<n} - g' x h) \<le> e * norm h"
     and "x \<in> S"
     and "(\<lambda>n. f n x) sums l"
   shows "\<exists>g. \<forall>x\<in>S. (\<lambda>n. f n x) sums (g x) \<and> (g has_derivative g' x) (at x within S)"
   unfolding sums_def
   apply (rule has_derivative_sequence[OF assms(1) _ assms(3)])
   apply (metis assms(2) has_derivative_sum)
   using assms(4-5)
   unfolding sums_def
   apply auto
   done
 
 lemma has_field_derivative_series:
   fixes f :: "nat \<Rightarrow> ('a :: {real_normed_field,banach}) \<Rightarrow> 'a"
   assumes "convex S"
   assumes "\<And>n x. x \<in> S \<Longrightarrow> (f n has_field_derivative f' n x) (at x within S)"
   assumes "uniform_limit S (\<lambda>n x. \<Sum>i<n. f' i x) g' sequentially"
   assumes "x0 \<in> S" "summable (\<lambda>n. f n x0)"
   shows   "\<exists>g. \<forall>x\<in>S. (\<lambda>n. f n x) sums g x \<and> (g has_field_derivative g' x) (at x within S)"
 unfolding has_field_derivative_def
 proof (rule has_derivative_series)
   show "\<forall>\<^sub>F n in sequentially.
        \<forall>x\<in>S. \<forall>h. norm ((\<Sum>i<n. f' i x * h) - g' x * h) \<le> e * norm h" if "e > 0" for e
     unfolding eventually_sequentially
   proof -
     from that assms(3) obtain N where N: "\<And>n x. n \<ge> N \<Longrightarrow> x \<in> S \<Longrightarrow> norm ((\<Sum>i<n. f' i x) - g' x) < e"
       unfolding uniform_limit_iff eventually_at_top_linorder dist_norm by blast
     {
       fix n :: nat and x h :: 'a assume nx: "n \<ge> N" "x \<in> S"
       have "norm ((\<Sum>i<n. f' i x * h) - g' x * h) = norm ((\<Sum>i<n. f' i x) - g' x) * norm h"
         by (simp add: norm_mult [symmetric] ring_distribs sum_distrib_right)
       also from N[OF nx] have "norm ((\<Sum>i<n. f' i x) - g' x) \<le> e" by simp
       hence "norm ((\<Sum>i<n. f' i x) - g' x) * norm h \<le> e * norm h"
         by (intro mult_right_mono) simp_all
       finally have "norm ((\<Sum>i<n. f' i x * h) - g' x * h) \<le> e * norm h" .
     }
     thus "\<exists>N. \<forall>n\<ge>N. \<forall>x\<in>S. \<forall>h. norm ((\<Sum>i<n. f' i x * h) - g' x * h) \<le> e * norm h" by blast
   qed
 qed (use assms in \<open>auto simp: has_field_derivative_def\<close>)
 
 lemma has_field_derivative_series':
   fixes f :: "nat \<Rightarrow> ('a :: {real_normed_field,banach}) \<Rightarrow> 'a"
   assumes "convex S"
   assumes "\<And>n x. x \<in> S \<Longrightarrow> (f n has_field_derivative f' n x) (at x within S)"
   assumes "uniformly_convergent_on S (\<lambda>n x. \<Sum>i<n. f' i x)"
   assumes "x0 \<in> S" "summable (\<lambda>n. f n x0)" "x \<in> interior S"
   shows   "summable (\<lambda>n. f n x)" "((\<lambda>x. \<Sum>n. f n x) has_field_derivative (\<Sum>n. f' n x)) (at x)"
 proof -
   from \<open>x \<in> interior S\<close> have "x \<in> S" using interior_subset by blast
   define g' where [abs_def]: "g' x = (\<Sum>i. f' i x)" for x
   from assms(3) have "uniform_limit S (\<lambda>n x. \<Sum>i<n. f' i x) g' sequentially"
     by (simp add: uniformly_convergent_uniform_limit_iff suminf_eq_lim g'_def)
   from has_field_derivative_series[OF assms(1,2) this assms(4,5)] obtain g where g:
     "\<And>x. x \<in> S \<Longrightarrow> (\<lambda>n. f n x) sums g x"
     "\<And>x. x \<in> S \<Longrightarrow> (g has_field_derivative g' x) (at x within S)" by blast
   from g(1)[OF \<open>x \<in> S\<close>] show "summable (\<lambda>n. f n x)" by (simp add: sums_iff)
   from g(2)[OF \<open>x \<in> S\<close>] \<open>x \<in> interior S\<close> have "(g has_field_derivative g' x) (at x)"
     by (simp add: at_within_interior[of x S])
   also have "(g has_field_derivative g' x) (at x) \<longleftrightarrow>
                 ((\<lambda>x. \<Sum>n. f n x) has_field_derivative g' x) (at x)"
     using eventually_nhds_in_nhd[OF \<open>x \<in> interior S\<close>] interior_subset[of S] g(1)
     by (intro DERIV_cong_ev) (auto elim!: eventually_mono simp: sums_iff)
   finally show "((\<lambda>x. \<Sum>n. f n x) has_field_derivative g' x) (at x)" .
 qed
 
 lemma differentiable_series:
   fixes f :: "nat \<Rightarrow> ('a :: {real_normed_field,banach}) \<Rightarrow> 'a"
   assumes "convex S" "open S"
   assumes "\<And>n x. x \<in> S \<Longrightarrow> (f n has_field_derivative f' n x) (at x)"
   assumes "uniformly_convergent_on S (\<lambda>n x. \<Sum>i<n. f' i x)"
   assumes "x0 \<in> S" "summable (\<lambda>n. f n x0)" and x: "x \<in> S"
   shows   "summable (\<lambda>n. f n x)" and "(\<lambda>x. \<Sum>n. f n x) differentiable (at x)"
 proof -
   from assms(4) obtain g' where A: "uniform_limit S (\<lambda>n x. \<Sum>i<n. f' i x) g' sequentially"
     unfolding uniformly_convergent_on_def by blast
   from x and \<open>open S\<close> have S: "at x within S = at x" by (rule at_within_open)
   have "\<exists>g. \<forall>x\<in>S. (\<lambda>n. f n x) sums g x \<and> (g has_field_derivative g' x) (at x within S)"
     by (intro has_field_derivative_series[of S f f' g' x0] assms A has_field_derivative_at_within)
   then obtain g where g: "\<And>x. x \<in> S \<Longrightarrow> (\<lambda>n. f n x) sums g x"
     "\<And>x. x \<in> S \<Longrightarrow> (g has_field_derivative g' x) (at x within S)" by blast
   from g[OF x] show "summable (\<lambda>n. f n x)" by (auto simp: summable_def)
   from g(2)[OF x] have g': "(g has_derivative (*) (g' x)) (at x)"
     by (simp add: has_field_derivative_def S)
   have "((\<lambda>x. \<Sum>n. f n x) has_derivative (*) (g' x)) (at x)"
     by (rule has_derivative_transform_within_open[OF g' \<open>open S\<close> x])
        (insert g, auto simp: sums_iff)
   thus "(\<lambda>x. \<Sum>n. f n x) differentiable (at x)" unfolding differentiable_def
     by (auto simp: summable_def differentiable_def has_field_derivative_def)
 qed
 
 lemma differentiable_series':
   fixes f :: "nat \<Rightarrow> ('a :: {real_normed_field,banach}) \<Rightarrow> 'a"
   assumes "convex S" "open S"
   assumes "\<And>n x. x \<in> S \<Longrightarrow> (f n has_field_derivative f' n x) (at x)"
   assumes "uniformly_convergent_on S (\<lambda>n x. \<Sum>i<n. f' i x)"
   assumes "x0 \<in> S" "summable (\<lambda>n. f n x0)"
   shows   "(\<lambda>x. \<Sum>n. f n x) differentiable (at x0)"
   using differentiable_series[OF assms, of x0] \<open>x0 \<in> S\<close> by blast+
 
 subsection \<open>Derivative as a vector\<close>
 
 text \<open>Considering derivative \<^typ>\<open>real \<Rightarrow> 'b::real_normed_vector\<close> as a vector.\<close>
 
 definition "vector_derivative f net = (SOME f'. (f has_vector_derivative f') net)"
 
 lemma vector_derivative_unique_within:
   assumes not_bot: "at x within S \<noteq> bot"
     and f': "(f has_vector_derivative f') (at x within S)"
     and f'': "(f has_vector_derivative f'') (at x within S)"
   shows "f' = f''"
 proof -
   have "(\<lambda>x. x *\<^sub>R f') = (\<lambda>x. x *\<^sub>R f'')"
   proof (rule frechet_derivative_unique_within, simp_all)
     show "\<exists>d. d \<noteq> 0 \<and> \<bar>d\<bar> < e \<and> x + d \<in> S" if "0 < e"  for e
     proof -
       from that
       obtain x' where "x' \<in> S" "x' \<noteq> x" "\<bar>x' - x\<bar> < e"
         using islimpt_approachable_real[of x S] not_bot
         by (auto simp add: trivial_limit_within)
       then show ?thesis
         using eq_iff_diff_eq_0 by fastforce
     qed
   qed (use f' f'' in \<open>auto simp: has_vector_derivative_def\<close>)
   then show ?thesis
     unfolding fun_eq_iff by (metis scaleR_one)
 qed
 
 lemma vector_derivative_unique_at:
   "(f has_vector_derivative f') (at x) \<Longrightarrow> (f has_vector_derivative f'') (at x) \<Longrightarrow> f' = f''"
   by (rule vector_derivative_unique_within) auto
 
 lemma differentiableI_vector: "(f has_vector_derivative y) F \<Longrightarrow> f differentiable F"
   by (auto simp: differentiable_def has_vector_derivative_def)
 
 proposition vector_derivative_works:
   "f differentiable net \<longleftrightarrow> (f has_vector_derivative (vector_derivative f net)) net"
     (is "?l = ?r")
 proof
   assume ?l
   obtain f' where f': "(f has_derivative f') net"
     using \<open>?l\<close> unfolding differentiable_def ..
   then interpret bounded_linear f'
     by auto
   show ?r
     unfolding vector_derivative_def has_vector_derivative_def
     by (rule someI[of _ "f' 1"]) (simp add: scaleR[symmetric] f')
 qed (auto simp: vector_derivative_def has_vector_derivative_def differentiable_def)
 
 lemma vector_derivative_within:
   assumes not_bot: "at x within S \<noteq> bot" and y: "(f has_vector_derivative y) (at x within S)"
   shows "vector_derivative f (at x within S) = y"
   using y
   by (intro vector_derivative_unique_within[OF not_bot vector_derivative_works[THEN iffD1] y])
      (auto simp: differentiable_def has_vector_derivative_def)
 
 lemma frechet_derivative_eq_vector_derivative:
   assumes "f differentiable (at x)"
     shows  "(frechet_derivative f (at x)) = (\<lambda>r. r *\<^sub>R vector_derivative f (at x))"
 using assms
 by (auto simp: differentiable_iff_scaleR vector_derivative_def has_vector_derivative_def
          intro: someI frechet_derivative_at [symmetric])
 
 lemma has_real_derivative:
   fixes f :: "real \<Rightarrow> real"
   assumes "(f has_derivative f') F"
   obtains c where "(f has_real_derivative c) F"
 proof -
   obtain c where "f' = (\<lambda>x. x * c)"
     by (metis assms has_derivative_bounded_linear real_bounded_linear)
   then show ?thesis
     by (metis assms that has_field_derivative_def mult_commute_abs)
 qed
 
 lemma has_real_derivative_iff:
   fixes f :: "real \<Rightarrow> real"
   shows "(\<exists>c. (f has_real_derivative c) F) = (\<exists>D. (f has_derivative D) F)"
   by (metis has_field_derivative_def has_real_derivative)
 
 lemma has_vector_derivative_cong_ev:
   assumes *: "eventually (\<lambda>x. x \<in> S \<longrightarrow> f x = g x) (nhds x)" "f x = g x"
   shows "(f has_vector_derivative f') (at x within S) = (g has_vector_derivative f') (at x within S)"
   unfolding has_vector_derivative_def has_derivative_def
   using *
   apply (cases "at x within S \<noteq> bot")
   apply (intro refl conj_cong filterlim_cong)
   apply (auto simp: Lim_ident_at eventually_at_filter elim: eventually_mono)
   done
 
 lemma islimpt_closure_open:
   fixes s :: "'a::perfect_space set"
   assumes "open s" and t: "t = closure s" "x \<in> t"
   shows "x islimpt t"
 proof cases
   assume "x \<in> s"
   { fix T assume "x \<in> T" "open T"
     then have "open (s \<inter> T)"
       using \<open>open s\<close> by auto
     then have "s \<inter> T \<noteq> {x}"
       using not_open_singleton[of x] by auto
     with \<open>x \<in> T\<close> \<open>x \<in> s\<close> have "\<exists>y\<in>t. y \<in> T \<and> y \<noteq> x"
       using closure_subset[of s] by (auto simp: t) }
   then show ?thesis
     by (auto intro!: islimptI)
 next
   assume "x \<notin> s" with t show ?thesis
     unfolding t closure_def by (auto intro: islimpt_subset)
 qed
 
 lemma vector_derivative_unique_within_closed_interval:
   assumes ab: "a < b" "x \<in> cbox a b"
   assumes D: "(f has_vector_derivative f') (at x within cbox a b)" "(f has_vector_derivative f'') (at x within cbox a b)"
   shows "f' = f''"
   using ab
   by (intro vector_derivative_unique_within[OF _ D])
      (auto simp: trivial_limit_within intro!: islimpt_closure_open[where s="{a <..< b}"])
 
 lemma vector_derivative_at:
   "(f has_vector_derivative f') (at x) \<Longrightarrow> vector_derivative f (at x) = f'"
   by (intro vector_derivative_within at_neq_bot)
 
 lemma has_vector_derivative_id_at [simp]: "vector_derivative (\<lambda>x. x) (at a) = 1"
   by (simp add: vector_derivative_at)
 
 lemma vector_derivative_minus_at [simp]:
   "f differentiable at a
    \<Longrightarrow> vector_derivative (\<lambda>x. - f x) (at a) = - vector_derivative f (at a)"
   by (simp add: vector_derivative_at has_vector_derivative_minus vector_derivative_works [symmetric])
 
 lemma vector_derivative_add_at [simp]:
   "\<lbrakk>f differentiable at a; g differentiable at a\<rbrakk>
    \<Longrightarrow> vector_derivative (\<lambda>x. f x + g x) (at a) = vector_derivative f (at a) + vector_derivative g (at a)"
   by (simp add: vector_derivative_at has_vector_derivative_add vector_derivative_works [symmetric])
 
 lemma vector_derivative_diff_at [simp]:
   "\<lbrakk>f differentiable at a; g differentiable at a\<rbrakk>
    \<Longrightarrow> vector_derivative (\<lambda>x. f x - g x) (at a) = vector_derivative f (at a) - vector_derivative g (at a)"
   by (simp add: vector_derivative_at has_vector_derivative_diff vector_derivative_works [symmetric])
 
 lemma vector_derivative_mult_at [simp]:
   fixes f g :: "real \<Rightarrow> 'a :: real_normed_algebra"
   shows  "\<lbrakk>f differentiable at a; g differentiable at a\<rbrakk>
    \<Longrightarrow> vector_derivative (\<lambda>x. f x * g x) (at a) = f a * vector_derivative g (at a) + vector_derivative f (at a) * g a"
   by (simp add: vector_derivative_at has_vector_derivative_mult vector_derivative_works [symmetric])
 
 lemma vector_derivative_scaleR_at [simp]:
     "\<lbrakk>f differentiable at a; g differentiable at a\<rbrakk>
    \<Longrightarrow> vector_derivative (\<lambda>x. f x *\<^sub>R g x) (at a) = f a *\<^sub>R vector_derivative g (at a) + vector_derivative f (at a) *\<^sub>R g a"
 apply (rule vector_derivative_at)
 apply (rule has_vector_derivative_scaleR)
 apply (auto simp: vector_derivative_works has_vector_derivative_def has_field_derivative_def mult_commute_abs)
 done
 
 lemma vector_derivative_within_cbox:
   assumes ab: "a < b" "x \<in> cbox a b"
   assumes f: "(f has_vector_derivative f') (at x within cbox a b)"
   shows "vector_derivative f (at x within cbox a b) = f'"
   by (intro vector_derivative_unique_within_closed_interval[OF ab _ f]
             vector_derivative_works[THEN iffD1] differentiableI_vector)
      fact
 
 lemma vector_derivative_within_closed_interval:
   fixes f::"real \<Rightarrow> 'a::euclidean_space"
   assumes "a < b" and "x \<in> {a..b}"
   assumes "(f has_vector_derivative f') (at x within {a..b})"
   shows "vector_derivative f (at x within {a..b}) = f'"
   using assms vector_derivative_within_cbox
   by fastforce
 
 lemma has_vector_derivative_within_subset:
   "(f has_vector_derivative f') (at x within S) \<Longrightarrow> T \<subseteq> S \<Longrightarrow> (f has_vector_derivative f') (at x within T)"
   by (auto simp: has_vector_derivative_def intro: has_derivative_within_subset)
 
 lemma has_vector_derivative_at_within:
   "(f has_vector_derivative f') (at x) \<Longrightarrow> (f has_vector_derivative f') (at x within S)"
   unfolding has_vector_derivative_def
   by (rule has_derivative_at_withinI)
 
 lemma has_vector_derivative_weaken:
   fixes x D and f g S T
   assumes f: "(f has_vector_derivative D) (at x within T)"
     and "x \<in> S" "S \<subseteq> T"
     and "\<And>x. x \<in> S \<Longrightarrow> f x = g x"
   shows "(g has_vector_derivative D) (at x within S)"
 proof -
   have "(f has_vector_derivative D) (at x within S) \<longleftrightarrow> (g has_vector_derivative D) (at x within S)"
     unfolding has_vector_derivative_def has_derivative_iff_norm
     using assms by (intro conj_cong Lim_cong_within refl) auto
   then show ?thesis
     using has_vector_derivative_within_subset[OF f \<open>S \<subseteq> T\<close>] by simp
 qed
 
 lemma has_vector_derivative_transform_within:
   assumes "(f has_vector_derivative f') (at x within S)"
     and "0 < d"
     and "x \<in> S"
     and "\<And>x'. \<lbrakk>x'\<in>S; dist x' x < d\<rbrakk> \<Longrightarrow> f x' = g x'"
     shows "(g has_vector_derivative f') (at x within S)"
   using assms
   unfolding has_vector_derivative_def
   by (rule has_derivative_transform_within)
 
 lemma has_vector_derivative_transform_within_open:
   assumes "(f has_vector_derivative f') (at x)"
     and "open S"
     and "x \<in> S"
     and "\<And>y. y\<in>S \<Longrightarrow> f y = g y"
   shows "(g has_vector_derivative f') (at x)"
   using assms
   unfolding has_vector_derivative_def
   by (rule has_derivative_transform_within_open)
 
 lemma has_vector_derivative_transform:
   assumes "x \<in> S" "\<And>x. x \<in> S \<Longrightarrow> g x = f x"
   assumes f': "(f has_vector_derivative f') (at x within S)"
   shows "(g has_vector_derivative f') (at x within S)"
   using assms
   unfolding has_vector_derivative_def
   by (rule has_derivative_transform)
 
 lemma vector_diff_chain_at:
   assumes "(f has_vector_derivative f') (at x)"
     and "(g has_vector_derivative g') (at (f x))"
   shows "((g \<circ> f) has_vector_derivative (f' *\<^sub>R g')) (at x)"
   using assms has_vector_derivative_at_within has_vector_derivative_def vector_derivative_diff_chain_within by blast
 
 lemma vector_diff_chain_within:
   assumes "(f has_vector_derivative f') (at x within s)"
     and "(g has_vector_derivative g') (at (f x) within f ` s)"
   shows "((g \<circ> f) has_vector_derivative (f' *\<^sub>R g')) (at x within s)"
   using assms has_vector_derivative_def vector_derivative_diff_chain_within by blast
 
 lemma vector_derivative_const_at [simp]: "vector_derivative (\<lambda>x. c) (at a) = 0"
   by (simp add: vector_derivative_at)
 
 lemma vector_derivative_at_within_ivl:
   "(f has_vector_derivative f') (at x) \<Longrightarrow>
     a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> a<b \<Longrightarrow> vector_derivative f (at x within {a..b}) = f'"
   using has_vector_derivative_at_within vector_derivative_within_cbox by fastforce
 
 lemma vector_derivative_chain_at:
   assumes "f differentiable at x" "(g differentiable at (f x))"
   shows "vector_derivative (g \<circ> f) (at x) =
          vector_derivative f (at x) *\<^sub>R vector_derivative g (at (f x))"
 by (metis vector_diff_chain_at vector_derivative_at vector_derivative_works assms)
 
 lemma field_vector_diff_chain_at:  (*thanks to Wenda Li*)
  assumes Df: "(f has_vector_derivative f') (at x)"
      and Dg: "(g has_field_derivative g') (at (f x))"
  shows "((g \<circ> f) has_vector_derivative (f' * g')) (at x)"
 using diff_chain_at[OF Df[unfolded has_vector_derivative_def]
                        Dg [unfolded has_field_derivative_def]]
  by (auto simp: o_def mult.commute has_vector_derivative_def)
 
 lemma vector_derivative_chain_within: 
   assumes "at x within S \<noteq> bot" "f differentiable (at x within S)" 
     "(g has_derivative g') (at (f x) within f ` S)" 
   shows "vector_derivative (g \<circ> f) (at x within S) =
         g' (vector_derivative f (at x within S)) "
   apply (rule vector_derivative_within [OF \<open>at x within S \<noteq> bot\<close>])
   apply (rule vector_derivative_diff_chain_within)
   using assms(2-3) vector_derivative_works
   by auto
 
 subsection \<open>Field differentiability\<close>
 
 definition\<^marker>\<open>tag important\<close> field_differentiable :: "['a \<Rightarrow> 'a::real_normed_field, 'a filter] \<Rightarrow> bool"
            (infixr "(field'_differentiable)" 50)
   where "f field_differentiable F \<equiv> \<exists>f'. (f has_field_derivative f') F"
 
 lemma field_differentiable_imp_differentiable:
   "f field_differentiable F \<Longrightarrow> f differentiable F"
   unfolding field_differentiable_def differentiable_def 
   using has_field_derivative_imp_has_derivative by auto
 
 lemma field_differentiable_imp_continuous_at:
     "f field_differentiable (at x within S) \<Longrightarrow> continuous (at x within S) f"
   by (metis DERIV_continuous field_differentiable_def)
 
 lemma field_differentiable_within_subset:
     "\<lbrakk>f field_differentiable (at x within S); T \<subseteq> S\<rbrakk> \<Longrightarrow> f field_differentiable (at x within T)"
   by (metis DERIV_subset field_differentiable_def)
 
 lemma field_differentiable_at_within:
     "\<lbrakk>f field_differentiable (at x)\<rbrakk>
      \<Longrightarrow> f field_differentiable (at x within S)"
   unfolding field_differentiable_def
   by (metis DERIV_subset top_greatest)
 
 lemma field_differentiable_linear [simp,derivative_intros]: "((*) c) field_differentiable F"
   unfolding field_differentiable_def has_field_derivative_def mult_commute_abs
   by (force intro: has_derivative_mult_right)
 
 lemma field_differentiable_const [simp,derivative_intros]: "(\<lambda>z. c) field_differentiable F"
   unfolding field_differentiable_def has_field_derivative_def
   using DERIV_const has_field_derivative_imp_has_derivative by blast
 
 lemma field_differentiable_ident [simp,derivative_intros]: "(\<lambda>z. z) field_differentiable F"
   unfolding field_differentiable_def has_field_derivative_def
   using DERIV_ident has_field_derivative_def by blast
 
 lemma field_differentiable_id [simp,derivative_intros]: "id field_differentiable F"
   unfolding id_def by (rule field_differentiable_ident)
 
 lemma field_differentiable_minus [derivative_intros]:
   "f field_differentiable F \<Longrightarrow> (\<lambda>z. - (f z)) field_differentiable F"
   unfolding field_differentiable_def
   by (metis field_differentiable_minus)
 
 lemma field_differentiable_add [derivative_intros]:
   assumes "f field_differentiable F" "g field_differentiable F"
     shows "(\<lambda>z. f z + g z) field_differentiable F"
   using assms unfolding field_differentiable_def
   by (metis field_differentiable_add)
 
 lemma field_differentiable_add_const [simp,derivative_intros]:
      "(+) c field_differentiable F"
   by (simp add: field_differentiable_add)
 
 lemma field_differentiable_sum [derivative_intros]:
   "(\<And>i. i \<in> I \<Longrightarrow> (f i) field_differentiable F) \<Longrightarrow> (\<lambda>z. \<Sum>i\<in>I. f i z) field_differentiable F"
   by (induct I rule: infinite_finite_induct)
      (auto intro: field_differentiable_add field_differentiable_const)
 
 lemma field_differentiable_diff [derivative_intros]:
   assumes "f field_differentiable F" "g field_differentiable F"
     shows "(\<lambda>z. f z - g z) field_differentiable F"
   using assms unfolding field_differentiable_def
   by (metis field_differentiable_diff)
 
 lemma field_differentiable_inverse [derivative_intros]:
   assumes "f field_differentiable (at a within S)" "f a \<noteq> 0"
   shows "(\<lambda>z. inverse (f z)) field_differentiable (at a within S)"
   using assms unfolding field_differentiable_def
   by (metis DERIV_inverse_fun)
 
 lemma field_differentiable_mult [derivative_intros]:
   assumes "f field_differentiable (at a within S)"
           "g field_differentiable (at a within S)"
     shows "(\<lambda>z. f z * g z) field_differentiable (at a within S)"
   using assms unfolding field_differentiable_def
   by (metis DERIV_mult [of f _ a S g])
 
 lemma field_differentiable_divide [derivative_intros]:
   assumes "f field_differentiable (at a within S)"
           "g field_differentiable (at a within S)"
           "g a \<noteq> 0"
     shows "(\<lambda>z. f z / g z) field_differentiable (at a within S)"
   using assms unfolding field_differentiable_def
   by (metis DERIV_divide [of f _ a S g])
 
 lemma field_differentiable_power [derivative_intros]:
   assumes "f field_differentiable (at a within S)"
     shows "(\<lambda>z. f z ^ n) field_differentiable (at a within S)"
   using assms unfolding field_differentiable_def
   by (metis DERIV_power)
 
 lemma field_differentiable_transform_within:
   "0 < d \<Longrightarrow>
         x \<in> S \<Longrightarrow>
         (\<And>x'. x' \<in> S \<Longrightarrow> dist x' x < d \<Longrightarrow> f x' = g x') \<Longrightarrow>
         f field_differentiable (at x within S)
         \<Longrightarrow> g field_differentiable (at x within S)"
   unfolding field_differentiable_def has_field_derivative_def
   by (blast intro: has_derivative_transform_within)
 
 lemma field_differentiable_compose_within:
   assumes "f field_differentiable (at a within S)"
           "g field_differentiable (at (f a) within f`S)"
     shows "(g o f) field_differentiable (at a within S)"
   using assms unfolding field_differentiable_def
   by (metis DERIV_image_chain)
 
 lemma field_differentiable_compose:
   "f field_differentiable at z \<Longrightarrow> g field_differentiable at (f z)
           \<Longrightarrow> (g o f) field_differentiable at z"
 by (metis field_differentiable_at_within field_differentiable_compose_within)
 
 lemma field_differentiable_within_open:
      "\<lbrakk>a \<in> S; open S\<rbrakk> \<Longrightarrow> f field_differentiable at a within S \<longleftrightarrow>
                           f field_differentiable at a"
   unfolding field_differentiable_def
   by (metis at_within_open)
 
 lemma exp_scaleR_has_vector_derivative_right:
   "((\<lambda>t. exp (t *\<^sub>R A)) has_vector_derivative exp (t *\<^sub>R A) * A) (at t within T)"
   unfolding has_vector_derivative_def
 proof (rule has_derivativeI)
   let ?F = "at t within (T \<inter> {t - 1 <..< t + 1})"
   have *: "at t within T = ?F"
     by (rule at_within_nhd[where S="{t - 1 <..< t + 1}"]) auto
   let ?e = "\<lambda>i x. (inverse (1 + real i) * inverse (fact i) * (x - t) ^ i) *\<^sub>R (A * A ^ i)"
   have "\<forall>\<^sub>F n in sequentially.
       \<forall>x\<in>T \<inter> {t - 1<..<t + 1}. norm (?e n x) \<le> norm (A ^ (n + 1) /\<^sub>R fact (n + 1))"
     apply (auto simp: algebra_split_simps intro!: eventuallyI)
     apply (rule mult_left_mono)
      apply (auto simp add: field_simps power_abs intro!: divide_right_mono power_le_one)
     done
   then have "uniform_limit (T \<inter> {t - 1<..<t + 1}) (\<lambda>n x. \<Sum>i<n. ?e i x) (\<lambda>x. \<Sum>i. ?e i x) sequentially"
     by (rule Weierstrass_m_test_ev) (intro summable_ignore_initial_segment summable_norm_exp)
   moreover
   have "\<forall>\<^sub>F x in sequentially. x > 0"
     by (metis eventually_gt_at_top)
   then have
     "\<forall>\<^sub>F n in sequentially. ((\<lambda>x. \<Sum>i<n. ?e i x) \<longlongrightarrow> A) ?F"
     by eventually_elim
       (auto intro!: tendsto_eq_intros
         simp: power_0_left if_distrib if_distribR
         cong: if_cong)
   ultimately
   have [tendsto_intros]: "((\<lambda>x. \<Sum>i. ?e i x) \<longlongrightarrow> A) ?F"
     by (auto intro!: swap_uniform_limit[where f="\<lambda>n x. \<Sum>i < n. ?e i x" and F = sequentially])
   have [tendsto_intros]: "((\<lambda>x. if x = t then 0 else 1) \<longlongrightarrow> 1) ?F"
     by (rule tendsto_eventually) (simp add: eventually_at_filter)
   have "((\<lambda>y. ((y - t) / abs (y - t)) *\<^sub>R ((\<Sum>n. ?e n y) - A)) \<longlongrightarrow> 0) (at t within T)"
     unfolding *
     by (rule tendsto_norm_zero_cancel) (auto intro!: tendsto_eq_intros)
 
   moreover have "\<forall>\<^sub>F x in at t within T. x \<noteq> t"
     by (simp add: eventually_at_filter)
   then have "\<forall>\<^sub>F x in at t within T. ((x - t) / \<bar>x - t\<bar>) *\<^sub>R ((\<Sum>n. ?e n x) - A) =
     (exp ((x - t) *\<^sub>R A) - 1 - (x - t) *\<^sub>R A) /\<^sub>R norm (x - t)"
   proof eventually_elim
     case (elim x)
     have "(exp ((x - t) *\<^sub>R A) - 1 - (x - t) *\<^sub>R A) /\<^sub>R norm (x - t) =
       ((\<Sum>n. (x - t) *\<^sub>R ?e n x) - (x - t) *\<^sub>R A) /\<^sub>R norm (x - t)"
       unfolding exp_first_term
       by (simp add: ac_simps)
     also
     have "summable (\<lambda>n. ?e n x)"
     proof -
       from elim have "?e n x = (((x - t) *\<^sub>R A) ^ (n + 1)) /\<^sub>R fact (n + 1) /\<^sub>R (x - t)" for n
         by simp
       then show ?thesis
         by (auto simp only:
           intro!: summable_scaleR_right summable_ignore_initial_segment summable_exp_generic)
     qed
     then have "(\<Sum>n. (x - t) *\<^sub>R ?e n x) = (x - t) *\<^sub>R (\<Sum>n. ?e n x)"
       by (rule suminf_scaleR_right[symmetric])
     also have "(\<dots> - (x - t) *\<^sub>R A) /\<^sub>R norm (x - t) = (x - t) *\<^sub>R ((\<Sum>n. ?e n x) - A) /\<^sub>R norm (x - t)"
       by (simp add: algebra_simps)
     finally show ?case
       by simp (simp add: field_simps)
   qed
 
   ultimately have "((\<lambda>y. (exp ((y - t) *\<^sub>R A) - 1 - (y - t) *\<^sub>R A) /\<^sub>R norm (y - t)) \<longlongrightarrow> 0) (at t within T)"
     by (rule Lim_transform_eventually)
   from tendsto_mult_right_zero[OF this, where c="exp (t *\<^sub>R A)"]
   show "((\<lambda>y. (exp (y *\<^sub>R A) - exp (t *\<^sub>R A) - (y - t) *\<^sub>R (exp (t *\<^sub>R A) * A)) /\<^sub>R norm (y - t)) \<longlongrightarrow> 0)
       (at t within T)"
     by (rule Lim_transform_eventually)
       (auto simp: algebra_simps field_split_simps exp_add_commuting[symmetric])
 qed (rule bounded_linear_scaleR_left)
 
 lemma exp_times_scaleR_commute: "exp (t *\<^sub>R A) * A = A * exp (t *\<^sub>R A)"
   using exp_times_arg_commute[symmetric, of "t *\<^sub>R A"]
   by (auto simp: algebra_simps)
 
 lemma exp_scaleR_has_vector_derivative_left: "((\<lambda>t. exp (t *\<^sub>R A)) has_vector_derivative A * exp (t *\<^sub>R A)) (at t)"
   using exp_scaleR_has_vector_derivative_right[of A t]
   by (simp add: exp_times_scaleR_commute)
 
 subsection \<open>Field derivative\<close>
 
 definition\<^marker>\<open>tag important\<close> deriv :: "('a \<Rightarrow> 'a::real_normed_field) \<Rightarrow> 'a \<Rightarrow> 'a" where
   "deriv f x \<equiv> SOME D. DERIV f x :> D"
 
 lemma DERIV_imp_deriv: "DERIV f x :> f' \<Longrightarrow> deriv f x = f'"
   unfolding deriv_def by (metis some_equality DERIV_unique)
 
 lemma DERIV_deriv_iff_has_field_derivative:
   "DERIV f x :> deriv f x \<longleftrightarrow> (\<exists>f'. (f has_field_derivative f') (at x))"
   by (auto simp: has_field_derivative_def DERIV_imp_deriv)
 
 lemma DERIV_deriv_iff_real_differentiable:
   fixes x :: real
   shows "DERIV f x :> deriv f x \<longleftrightarrow> f differentiable at x"
   unfolding differentiable_def by (metis DERIV_imp_deriv has_real_derivative_iff)
 
 lemma deriv_cong_ev:
   assumes "eventually (\<lambda>x. f x = g x) (nhds x)" "x = y"
   shows   "deriv f x = deriv g y"
 proof -
   have "(\<lambda>D. (f has_field_derivative D) (at x)) = (\<lambda>D. (g has_field_derivative D) (at y))"
     by (intro ext DERIV_cong_ev refl assms)
   thus ?thesis by (simp add: deriv_def assms)
 qed
 
 lemma higher_deriv_cong_ev:
   assumes "eventually (\<lambda>x. f x = g x) (nhds x)" "x = y"
   shows   "(deriv ^^ n) f x = (deriv ^^ n) g y"
 proof -
   from assms(1) have "eventually (\<lambda>x. (deriv ^^ n) f x = (deriv ^^ n) g x) (nhds x)"
   proof (induction n arbitrary: f g)
     case (Suc n)
     from Suc.prems have "eventually (\<lambda>y. eventually (\<lambda>z. f z = g z) (nhds y)) (nhds x)"
       by (simp add: eventually_eventually)
     hence "eventually (\<lambda>x. deriv f x = deriv g x) (nhds x)"
       by eventually_elim (rule deriv_cong_ev, simp_all)
     thus ?case by (auto intro!: deriv_cong_ev Suc simp: funpow_Suc_right simp del: funpow.simps)
   qed auto
   from eventually_nhds_x_imp_x[OF this] assms(2) show ?thesis by simp
 qed
 
 lemma real_derivative_chain:
   fixes x :: real
   shows "f differentiable at x \<Longrightarrow> g differentiable at (f x)
     \<Longrightarrow> deriv (g o f) x = deriv g (f x) * deriv f x"
   by (metis DERIV_deriv_iff_real_differentiable DERIV_chain DERIV_imp_deriv)
 lemma field_derivative_eq_vector_derivative:
    "(deriv f x) = vector_derivative f (at x)"
 by (simp add: mult.commute deriv_def vector_derivative_def has_vector_derivative_def has_field_derivative_def)
 
 proposition field_differentiable_derivI:
     "f field_differentiable (at x) \<Longrightarrow> (f has_field_derivative deriv f x) (at x)"
 by (simp add: field_differentiable_def DERIV_deriv_iff_has_field_derivative)
 
 lemma vector_derivative_chain_at_general:
   assumes "f differentiable at x" "g field_differentiable at (f x)"
   shows "vector_derivative (g \<circ> f) (at x) = vector_derivative f (at x) * deriv g (f x)"
   apply (rule vector_derivative_at [OF field_vector_diff_chain_at])
   using assms vector_derivative_works by (auto simp: field_differentiable_derivI)
 
 
 subsection \<open>Relation between convexity and derivative\<close>
 
 (* TODO: Generalise to real vector spaces? *)
 proposition convex_on_imp_above_tangent:
   assumes convex: "convex_on A f" and connected: "connected A"
   assumes c: "c \<in> interior A" and x : "x \<in> A"
   assumes deriv: "(f has_field_derivative f') (at c within A)"
   shows   "f x - f c \<ge> f' * (x - c)"
 proof (cases x c rule: linorder_cases)
   assume xc: "x > c"
   let ?A' = "interior A \<inter> {c<..}"
   from c have "c \<in> interior A \<inter> closure {c<..}" by auto
   also have "\<dots> \<subseteq> closure (interior A \<inter> {c<..})" by (intro open_Int_closure_subset) auto
   finally have "at c within ?A' \<noteq> bot" by (subst at_within_eq_bot_iff) auto
   moreover from deriv have "((\<lambda>y. (f y - f c) / (y - c)) \<longlongrightarrow> f') (at c within ?A')"
     unfolding has_field_derivative_iff using interior_subset[of A] by (blast intro: tendsto_mono at_le)
   moreover from eventually_at_right_real[OF xc]
     have "eventually (\<lambda>y. (f y - f c) / (y - c) \<le> (f x - f c) / (x - c)) (at_right c)"
   proof eventually_elim
     fix y assume y: "y \<in> {c<..<x}"
     with convex connected x c have "f y \<le> (f x - f c) / (x - c) * (y - c) + f c"
       using interior_subset[of A]
       by (intro convex_onD_Icc' convex_on_subset[OF convex] connected_contains_Icc) auto
     hence "f y - f c \<le> (f x - f c) / (x - c) * (y - c)" by simp
     thus "(f y - f c) / (y - c) \<le> (f x - f c) / (x - c)" using y xc by (simp add: field_split_simps)
   qed
   hence "eventually (\<lambda>y. (f y - f c) / (y - c) \<le> (f x - f c) / (x - c)) (at c within ?A')"
     by (blast intro: filter_leD at_le)
   ultimately have "f' \<le> (f x - f c) / (x - c)" by (simp add: tendsto_upperbound)
   thus ?thesis using xc by (simp add: field_simps)
 next
   assume xc: "x < c"
   let ?A' = "interior A \<inter> {..<c}"
   from c have "c \<in> interior A \<inter> closure {..<c}" by auto
   also have "\<dots> \<subseteq> closure (interior A \<inter> {..<c})" by (intro open_Int_closure_subset) auto
   finally have "at c within ?A' \<noteq> bot" by (subst at_within_eq_bot_iff) auto
   moreover from deriv have "((\<lambda>y. (f y - f c) / (y - c)) \<longlongrightarrow> f') (at c within ?A')"
     unfolding has_field_derivative_iff using interior_subset[of A] by (blast intro: tendsto_mono at_le)
   moreover from eventually_at_left_real[OF xc]
     have "eventually (\<lambda>y. (f y - f c) / (y - c) \<ge> (f x - f c) / (x - c)) (at_left c)"
   proof eventually_elim
     fix y assume y: "y \<in> {x<..<c}"
     with convex connected x c have "f y \<le> (f x - f c) / (c - x) * (c - y) + f c"
       using interior_subset[of A]
       by (intro convex_onD_Icc'' convex_on_subset[OF convex] connected_contains_Icc) auto
     hence "f y - f c \<le> (f x - f c) * ((c - y) / (c - x))" by simp
     also have "(c - y) / (c - x) = (y - c) / (x - c)" using y xc by (simp add: field_simps)
     finally show "(f y - f c) / (y - c) \<ge> (f x - f c) / (x - c)" using y xc
       by (simp add: field_split_simps)
   qed
   hence "eventually (\<lambda>y. (f y - f c) / (y - c) \<ge> (f x - f c) / (x - c)) (at c within ?A')"
     by (blast intro: filter_leD at_le)
   ultimately have "f' \<ge> (f x - f c) / (x - c)" by (simp add: tendsto_lowerbound)
   thus ?thesis using xc by (simp add: field_simps)
 qed simp_all
 
 
 subsection \<open>Partial derivatives\<close>
 
 lemma eventually_at_Pair_within_TimesI1:
   fixes x::"'a::metric_space"
   assumes "\<forall>\<^sub>F x' in at x within X. P x'"
   assumes "P x"
   shows "\<forall>\<^sub>F (x', y') in at (x, y) within X \<times> Y. P x'"
 proof -
   from assms[unfolded eventually_at_topological]
   obtain S where S: "open S" "x \<in> S" "\<And>x'. x' \<in> X \<Longrightarrow> x' \<in> S \<Longrightarrow> P x'"
     by metis
   show "\<forall>\<^sub>F (x', y') in at (x, y) within X \<times> Y. P x'"
     unfolding eventually_at_topological
     by (auto intro!: exI[where x="S \<times> UNIV"] S open_Times)
 qed
 
 lemma eventually_at_Pair_within_TimesI2:
   fixes x::"'a::metric_space"
   assumes "\<forall>\<^sub>F y' in at y within Y. P y'" "P y"
   shows "\<forall>\<^sub>F (x', y') in at (x, y) within X \<times> Y. P y'"
 proof -
   from assms[unfolded eventually_at_topological]
   obtain S where S: "open S" "y \<in> S" "\<And>y'. y' \<in> Y \<Longrightarrow> y' \<in> S \<Longrightarrow> P y'"
     by metis
   show "\<forall>\<^sub>F (x', y') in at (x, y) within X \<times> Y. P y'"
     unfolding eventually_at_topological
     by (auto intro!: exI[where x="UNIV \<times> S"] S open_Times)
 qed
 
 proposition has_derivative_partialsI:
   fixes f::"'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector \<Rightarrow> 'c::real_normed_vector"
   assumes fx: "((\<lambda>x. f x y) has_derivative fx) (at x within X)"
   assumes fy: "\<And>x y. x \<in> X \<Longrightarrow> y \<in> Y \<Longrightarrow> ((\<lambda>y. f x y) has_derivative blinfun_apply (fy x y)) (at y within Y)"
   assumes fy_cont[unfolded continuous_within]: "continuous (at (x, y) within X \<times> Y) (\<lambda>(x, y). fy x y)"
   assumes "y \<in> Y" "convex Y"
   shows "((\<lambda>(x, y). f x y) has_derivative (\<lambda>(tx, ty). fx tx + fy x y ty)) (at (x, y) within X \<times> Y)"
 proof (safe intro!: has_derivativeI tendstoI, goal_cases)
   case (2 e')
   interpret fx: bounded_linear "fx" using fx by (rule has_derivative_bounded_linear)
   define e where "e = e' / 9"
   have "e > 0" using \<open>e' > 0\<close> by (simp add: e_def)
 
   from fy_cont[THEN tendstoD, OF \<open>e > 0\<close>]
   have "\<forall>\<^sub>F (x', y') in at (x, y) within X \<times> Y. dist (fy x' y') (fy x y) < e"
     by (auto simp: split_beta')
   from this[unfolded eventually_at] obtain d' where
     "d' > 0"
     "\<And>x' y'. x' \<in> X \<Longrightarrow> y' \<in> Y \<Longrightarrow> (x', y') \<noteq> (x, y) \<Longrightarrow> dist (x', y') (x, y) < d' \<Longrightarrow>
       dist (fy x' y') (fy x y) < e"
     by auto
   then
   have d': "x' \<in> X \<Longrightarrow> y' \<in> Y \<Longrightarrow> dist (x', y') (x, y) < d' \<Longrightarrow> dist (fy x' y') (fy x y) < e"
     for x' y'
     using \<open>0 < e\<close>
     by (cases "(x', y') = (x, y)") auto
   define d where "d = d' / sqrt 2"
   have "d > 0" using \<open>0 < d'\<close> by (simp add: d_def)
   have d: "x' \<in> X \<Longrightarrow> y' \<in> Y \<Longrightarrow> dist x' x < d \<Longrightarrow> dist y' y < d \<Longrightarrow> dist (fy x' y') (fy x y) < e"
     for x' y'
     by (auto simp: dist_prod_def d_def intro!: d' real_sqrt_sum_squares_less)
 
   let ?S = "ball y d \<inter> Y"
   have "convex ?S"
     by (auto intro!: convex_Int \<open>convex Y\<close>)
   {
     fix x'::'a and y'::'b
     assume x': "x' \<in> X" and y': "y' \<in> Y"
     assume dx': "dist x' x < d" and dy': "dist y' y < d"
     have "norm (fy x' y' - fy x' y) \<le> dist (fy x' y') (fy x y) + dist (fy x' y) (fy x y)"
       by norm
     also have "dist (fy x' y') (fy x y) < e"
       by (rule d; fact)
     also have "dist (fy x' y) (fy x y) < e"
       by (auto intro!: d simp: dist_prod_def x' \<open>d > 0\<close> \<open>y \<in> Y\<close> dx')
     finally
     have "norm (fy x' y' - fy x' y) < e + e"
       by arith
     then have "onorm (blinfun_apply (fy x' y') - blinfun_apply (fy x' y)) < e + e"
       by (auto simp: norm_blinfun.rep_eq blinfun.diff_left[abs_def] fun_diff_def)
   } note onorm = this
 
   have ev_mem: "\<forall>\<^sub>F (x', y') in at (x, y) within X \<times> Y. (x', y') \<in> X \<times> Y"
     using \<open>y \<in> Y\<close>
     by (auto simp: eventually_at intro!: zero_less_one)
   moreover
   have ev_dist: "\<forall>\<^sub>F xy in at (x, y) within X \<times> Y. dist xy (x, y) < d" if "d > 0" for d
     using eventually_at_ball[OF that]
     by (rule eventually_elim2) (auto simp: dist_commute mem_ball intro!: eventually_True)
   note ev_dist[OF \<open>0 < d\<close>]
   ultimately
   have "\<forall>\<^sub>F (x', y') in at (x, y) within X \<times> Y.
     norm (f x' y' - f x' y - (fy x' y) (y' - y)) \<le> norm (y' - y) * (e + e)"
   proof (eventually_elim, safe)
     fix x' y'
     assume "x' \<in> X" and y': "y' \<in> Y"
     assume dist: "dist (x', y') (x, y) < d"
     then have dx: "dist x' x < d" and dy: "dist y' y < d"
       unfolding dist_prod_def fst_conv snd_conv atomize_conj
       by (metis le_less_trans real_sqrt_sum_squares_ge1 real_sqrt_sum_squares_ge2)
     {
       fix t::real
       assume "t \<in> {0 .. 1}"
       then have "y + t *\<^sub>R (y' - y) \<in> closed_segment y y'"
         by (auto simp: closed_segment_def algebra_simps intro!: exI[where x=t])
       also
       have "\<dots> \<subseteq> ball y d \<inter> Y"
         using \<open>y \<in> Y\<close> \<open>0 < d\<close> dy y'
         by (intro \<open>convex ?S\<close>[unfolded convex_contains_segment, rule_format, of y y'])
           (auto simp: dist_commute)
       finally have "y + t *\<^sub>R (y' - y) \<in> ?S" .
     } note seg = this
 
     have "\<And>x. x \<in> ball y d \<inter> Y \<Longrightarrow> onorm (blinfun_apply (fy x' x) - blinfun_apply (fy x' y)) \<le> e + e"
       by (safe intro!: onorm less_imp_le \<open>x' \<in> X\<close> dx) (auto simp: dist_commute \<open>0 < d\<close> \<open>y \<in> Y\<close>)
     with seg has_derivative_within_subset[OF assms(2)[OF \<open>x' \<in> X\<close>]]
     show "norm (f x' y' - f x' y - (fy x' y) (y' - y)) \<le> norm (y' - y) * (e + e)"
       by (rule differentiable_bound_linearization[where S="?S"])
         (auto intro!: \<open>0 < d\<close> \<open>y \<in> Y\<close>)
   qed
   moreover
   let ?le = "\<lambda>x'. norm (f x' y - f x y - (fx) (x' - x)) \<le> norm (x' - x) * e"
   from fx[unfolded has_derivative_within, THEN conjunct2, THEN tendstoD, OF \<open>0 < e\<close>]
   have "\<forall>\<^sub>F x' in at x within X. ?le x'"
     by eventually_elim (simp, 
       simp add: dist_norm field_split_simps split: if_split_asm)
   then have "\<forall>\<^sub>F (x', y') in at (x, y) within X \<times> Y. ?le x'"
     by (rule eventually_at_Pair_within_TimesI1)
        (simp add: blinfun.bilinear_simps)
   moreover have "\<forall>\<^sub>F (x', y') in at (x, y) within X \<times> Y. norm ((x', y') - (x, y)) \<noteq> 0"
     unfolding norm_eq_zero right_minus_eq
     by (auto simp: eventually_at intro!: zero_less_one)
   moreover
   from fy_cont[THEN tendstoD, OF \<open>0 < e\<close>]
   have "\<forall>\<^sub>F x' in at x within X. norm (fy x' y - fy x y) < e"
     unfolding eventually_at
     using \<open>y \<in> Y\<close>
     by (auto simp: dist_prod_def dist_norm)
   then have "\<forall>\<^sub>F (x', y') in at (x, y) within X \<times> Y. norm (fy x' y - fy x y) < e"
     by (rule eventually_at_Pair_within_TimesI1)
        (simp add: blinfun.bilinear_simps \<open>0 < e\<close>)
   ultimately
   have "\<forall>\<^sub>F (x', y') in at (x, y) within X \<times> Y.
             norm ((f x' y' - f x y - (fx (x' - x) + fy x y (y' - y))) /\<^sub>R
               norm ((x', y') - (x, y)))
             < e'"
     apply eventually_elim
   proof safe
     fix x' y'
     have "norm (f x' y' - f x y - (fx (x' - x) + fy x y (y' - y))) \<le>
         norm (f x' y' - f x' y - fy x' y (y' - y)) +
         norm (fy x y (y' - y) - fy x' y (y' - y)) +
         norm (f x' y - f x y - fx (x' - x))"
       by norm
     also
     assume nz: "norm ((x', y') - (x, y)) \<noteq> 0"
       and nfy: "norm (fy x' y - fy x y) < e"
     assume "norm (f x' y' - f x' y - blinfun_apply (fy x' y) (y' - y)) \<le> norm (y' - y) * (e + e)"
     also assume "norm (f x' y - f x y - (fx) (x' - x)) \<le> norm (x' - x) * e"
     also
     have "norm ((fy x y) (y' - y) - (fy x' y) (y' - y)) \<le> norm ((fy x y) - (fy x' y)) * norm (y' - y)"
       by (auto simp: blinfun.bilinear_simps[symmetric] intro!: norm_blinfun)
     also have "\<dots> \<le> (e + e) * norm (y' - y)"
       using \<open>e > 0\<close> nfy
       by (auto simp: norm_minus_commute intro!: mult_right_mono)
     also have "norm (x' - x) * e \<le> norm (x' - x) * (e + e)"
       using \<open>0 < e\<close> by simp
     also have "norm (y' - y) * (e + e) + (e + e) * norm (y' - y) + norm (x' - x) * (e + e) \<le>
         (norm (y' - y) + norm (x' - x)) * (4 * e)"
       using \<open>e > 0\<close>
       by (simp add: algebra_simps)
     also have "\<dots> \<le> 2 * norm ((x', y') - (x, y)) * (4 * e)"
       using \<open>0 < e\<close> real_sqrt_sum_squares_ge1[of "norm (x' - x)" "norm (y' - y)"]
         real_sqrt_sum_squares_ge2[of "norm (y' - y)" "norm (x' - x)"]
       by (auto intro!: mult_right_mono simp: norm_prod_def
         simp del: real_sqrt_sum_squares_ge1 real_sqrt_sum_squares_ge2)
     also have "\<dots> \<le> norm ((x', y') - (x, y)) * (8 * e)"
       by simp
     also have "\<dots> < norm ((x', y') - (x, y)) * e'"
       using \<open>0 < e'\<close> nz
       by (auto simp: e_def)
     finally show "norm ((f x' y' - f x y - (fx (x' - x) + fy x y (y' - y))) /\<^sub>R norm ((x', y') - (x, y))) < e'"
       by (simp add: dist_norm) (auto simp add: field_split_simps)
   qed
   then show ?case
     by eventually_elim (auto simp: dist_norm field_simps)
 next
   from has_derivative_bounded_linear[OF fx]
   obtain fxb where "fx = blinfun_apply fxb"
     by (metis bounded_linear_Blinfun_apply)
   then show "bounded_linear (\<lambda>(tx, ty). fx tx + blinfun_apply (fy x y) ty)"
     by (auto intro!: bounded_linear_intros simp: split_beta')
 qed
 
 
 subsection\<^marker>\<open>tag unimportant\<close> \<open>Differentiable case distinction\<close>
 
 lemma has_derivative_within_If_eq:
   "((\<lambda>x. if P x then f x else g x) has_derivative f') (at x within S) =
     (bounded_linear f' \<and>
      ((\<lambda>y.(if P y then (f y - ((if P x then f x else g x) + f' (y - x)))/\<^sub>R norm (y - x)
            else (g y - ((if P x then f x else g x) + f' (y - x)))/\<^sub>R norm (y - x)))
       \<longlongrightarrow> 0) (at x within S))"
   (is "_ = (_ \<and> (?if \<longlongrightarrow> 0) _)")
 proof -
   have "(\<lambda>y. (1 / norm (y - x)) *\<^sub>R
            ((if P y then f y else g y) -
             ((if P x then f x else g x) + f' (y - x)))) = ?if"
     by (auto simp: inverse_eq_divide)
   thus ?thesis by (auto simp: has_derivative_within)
 qed
 
 lemma has_derivative_If_within_closures:
   assumes f': "x \<in> S \<union> (closure S \<inter> closure T) \<Longrightarrow>
     (f has_derivative f' x) (at x within S \<union> (closure S \<inter> closure T))"
   assumes g': "x \<in> T \<union> (closure S \<inter> closure T) \<Longrightarrow>
     (g has_derivative g' x) (at x within T \<union> (closure S \<inter> closure T))"
   assumes connect: "x \<in> closure S \<Longrightarrow> x \<in> closure T \<Longrightarrow> f x = g x"
   assumes connect': "x \<in> closure S \<Longrightarrow> x \<in> closure T \<Longrightarrow> f' x = g' x"
   assumes x_in: "x \<in> S \<union> T"
   shows "((\<lambda>x. if x \<in> S then f x else g x) has_derivative
       (if x \<in> S then f' x else g' x)) (at x within (S \<union> T))"
 proof -
   from f' x_in interpret f': bounded_linear "if x \<in> S then f' x else (\<lambda>x. 0)"
     by (auto simp add: has_derivative_within)
   from g' interpret g': bounded_linear "if x \<in> T then g' x else (\<lambda>x. 0)"
     by (auto simp add: has_derivative_within)
   have bl: "bounded_linear (if x \<in> S then f' x else g' x)"
     using f'.scaleR f'.bounded f'.add g'.scaleR g'.bounded g'.add x_in
     by (unfold_locales; force)
   show ?thesis
     using f' g' closure_subset[of T] closure_subset[of S]
     unfolding has_derivative_within_If_eq
     by (intro conjI bl tendsto_If_within_closures x_in)
       (auto simp: has_derivative_within inverse_eq_divide connect connect' subsetD)
 qed
 
 lemma has_vector_derivative_If_within_closures:
   assumes x_in: "x \<in> S \<union> T"
   assumes "u = S \<union> T"
   assumes f': "x \<in> S \<union> (closure S \<inter> closure T) \<Longrightarrow>
     (f has_vector_derivative f' x) (at x within S \<union> (closure S \<inter> closure T))"
   assumes g': "x \<in> T \<union> (closure S \<inter> closure T) \<Longrightarrow>
     (g has_vector_derivative g' x) (at x within T \<union> (closure S \<inter> closure T))"
   assumes connect: "x \<in> closure S \<Longrightarrow> x \<in> closure T \<Longrightarrow> f x = g x"
   assumes connect': "x \<in> closure S \<Longrightarrow> x \<in> closure T \<Longrightarrow> f' x = g' x"
   shows "((\<lambda>x. if x \<in> S then f x else g x) has_vector_derivative
     (if x \<in> S then f' x else g' x)) (at x within u)"
   unfolding has_vector_derivative_def assms
   using x_in
   apply (intro has_derivative_If_within_closures[where ?f' = "\<lambda>x a. a *\<^sub>R f' x" and ?g' = "\<lambda>x a. a *\<^sub>R g' x",
         THEN has_derivative_eq_rhs])
   subgoal by (rule f'[unfolded has_vector_derivative_def]; assumption)
   subgoal by (rule g'[unfolded has_vector_derivative_def]; assumption)
   by (auto simp: assms)
 
+subsection\<^marker>\<open>tag important\<close>\<open>The Inverse Function Theorem\<close>
+
+lemma linear_injective_contraction:
+  assumes "linear f" "c < 1" and le: "\<And>x. norm (f x - x) \<le> c * norm x"
+  shows "inj f"
+  unfolding linear_injective_0[OF \<open>linear f\<close>]
+proof safe
+  fix x
+  assume "f x = 0"
+  with le [of x] have "norm x \<le> c * norm x"
+    by simp
+  then show "x = 0"
+    using \<open>c < 1\<close> by (simp add: mult_le_cancel_right1)
+qed
+
+text\<open>From an online proof by J. Michael Boardman, Department of Mathematics, Johns Hopkins University\<close>
+lemma inverse_function_theorem_scaled:
+  fixes f::"'a::euclidean_space \<Rightarrow> 'a"
+    and f'::"'a \<Rightarrow> ('a \<Rightarrow>\<^sub>L 'a)"
+  assumes "open U"
+    and derf: "\<And>x. x \<in> U \<Longrightarrow> (f has_derivative blinfun_apply (f' x)) (at x)"
+    and contf: "continuous_on U f'"
+    and "0 \<in> U" and [simp]: "f 0 = 0"
+    and id: "f' 0 = id_blinfun"
+  obtains U' V g g' where "open U'" "U' \<subseteq> U" "0 \<in> U'" "open V" "0 \<in> V" "homeomorphism U' V f g"
+                "\<And>y. y \<in> V \<Longrightarrow> (g has_derivative (g' y)) (at y)"
+                "\<And>y. y \<in> V \<Longrightarrow> g' y = inv (blinfun_apply (f'(g y)))"
+                "\<And>y. y \<in> V \<Longrightarrow> bij (blinfun_apply (f'(g y)))"
+proof -
+  obtain d1 where "cball 0 d1 \<subseteq> U" "d1 > 0"
+    using \<open>open U\<close> \<open>0 \<in> U\<close> open_contains_cball by blast
+  obtain d2 where d2: "\<And>x. \<lbrakk>x \<in> U; dist x 0 \<le> d2\<rbrakk> \<Longrightarrow> dist (f' x) (f' 0) < 1/2" "0 < d2"
+    using continuous_onE [OF contf, of 0 "1/2"] by (metis \<open>0 \<in> U\<close> half_gt_zero_iff zero_less_one)
+  obtain \<delta> where le: "\<And>x. norm x \<le> \<delta> \<Longrightarrow> dist (f' x) id_blinfun \<le> 1/2" and "0 < \<delta>"
+    and subU: "cball 0 \<delta> \<subseteq> U"
+  proof
+    show "min d1 d2 > 0"
+      by (simp add: \<open>0 < d1\<close> \<open>0 < d2\<close>)
+    show "cball 0 (min d1 d2) \<subseteq> U"
+      using \<open>cball 0 d1 \<subseteq> U\<close> by auto
+    show "dist (f' x) id_blinfun \<le> 1/2" if "norm x \<le> min d1 d2" for x
+      using \<open>cball 0 d1 \<subseteq> U\<close> d2 that id by fastforce
+  qed
+  let ?D = "cball 0 \<delta>"
+  define V:: "'a set" where "V \<equiv> ball 0 (\<delta>/2)"
+  have 4: "norm (f (x + h) - f x - h) \<le> 1/2 * norm h"
+    if "x \<in> ?D" "x+h \<in> ?D" for x h
+  proof -
+    let ?w = "\<lambda>x. f x - x"
+    have B: "\<And>x. x \<in> ?D \<Longrightarrow> onorm (blinfun_apply (f' x - id_blinfun)) \<le> 1/2"
+      by (metis dist_norm le mem_cball_0 norm_blinfun.rep_eq)
+    have "\<And>x. x \<in> ?D \<Longrightarrow> (?w has_derivative (blinfun_apply (f' x - id_blinfun))) (at x)"
+      by (rule derivative_eq_intros derf subsetD [OF subU] | force simp: blinfun.diff_left)+
+    then have Dw: "\<And>x. x \<in> ?D \<Longrightarrow> (?w has_derivative (blinfun_apply (f' x - id_blinfun))) (at x within ?D)"
+      using has_derivative_at_withinI by blast
+    have "norm (?w (x+h) - ?w x) \<le> (1/2) * norm h"
+      using differentiable_bound [OF convex_cball Dw B] that by fastforce
+    then show ?thesis
+      by (auto simp: algebra_simps)
+  qed
+  have for_g: "\<exists>!x. norm x < \<delta> \<and> f x = y" if y: "norm y < \<delta>/2" for y
+  proof -
+    let ?u = "\<lambda>x. x + (y - f x)"
+    have *: "norm (?u x) < \<delta>" if "x \<in> ?D" for x
+    proof -
+      have fxx: "norm (f x - x) \<le> \<delta>/2"
+        using 4 [of 0 x] \<open>0 < \<delta>\<close> \<open>f 0 = 0\<close> that by auto
+      have "norm (?u x) \<le> norm y + norm (f x - x)"
+        by (metis add.commute add_diff_eq norm_minus_commute norm_triangle_ineq)
+      also have "\<dots> < \<delta>/2 + \<delta>/2"
+        using fxx y by auto
+      finally show ?thesis
+        by simp
+    qed
+    have "\<exists>!x \<in> ?D. ?u x = x"
+    proof (rule banach_fix)
+      show "cball 0 \<delta> \<noteq> {}"
+        using \<open>0 < \<delta>\<close> by auto
+      show "(\<lambda>x. x + (y - f x)) ` cball 0 \<delta> \<subseteq> cball 0 \<delta>"
+        using * by force
+      have "dist (x + (y - f x)) (xh + (y - f xh)) * 2 \<le> dist x xh"
+        if "norm x \<le> \<delta>" and "norm xh \<le> \<delta>" for x xh
+        using that 4 [of x "xh-x"] by (auto simp: dist_norm norm_minus_commute algebra_simps)
+      then show "\<forall>x\<in>cball 0 \<delta>. \<forall>ya\<in>cball 0 \<delta>. dist (x + (y - f x)) (ya + (y - f ya)) \<le> (1/2) * dist x ya"
+        by auto
+    qed (auto simp: complete_eq_closed)
+    then show ?thesis
+      by (metis "*" add_cancel_right_right eq_iff_diff_eq_0 le_less mem_cball_0)
+  qed
+  define g where "g \<equiv> \<lambda>y. THE x. norm x < \<delta> \<and> f x = y"
+  have g: "norm (g y) < \<delta> \<and> f (g y) = y" if "norm y < \<delta>/2" for y
+    unfolding g_def using that theI' [OF for_g] by meson
+  then have fg[simp]: "f (g y) = y" if "y \<in> V" for y
+    using that by (auto simp: V_def)
+  have 5: "norm (g y' - g y) \<le> 2 * norm (y' - y)" if "y \<in> V" "y' \<in> V" for y y'
+  proof -
+    have no: "norm (g y) \<le> \<delta>" "norm (g y') \<le> \<delta>" and [simp]: "f (g y) = y"
+      using that g unfolding V_def by force+
+    have "norm (g y' - g y) \<le> norm (g y' - g y - (y' - y)) + norm (y' - y)"
+      by (simp add: add.commute norm_triangle_sub)
+    also have "\<dots> \<le> (1/2) * norm (g y' - g y) + norm (y' - y)"
+      using 4 [of "g y" "g y' - g y"] that no by (simp add: g norm_minus_commute V_def)
+    finally show ?thesis
+      by auto
+  qed
+  have contg: "continuous_on V g"
+  proof
+    fix y::'a and e::real
+    assume "0 < e" and y: "y \<in> V"
+    show "\<exists>d>0. \<forall>x'\<in>V. dist x' y < d \<longrightarrow> dist (g x') (g y) \<le> e"
+    proof (intro exI conjI ballI impI)
+      show "0 < e/2"
+        by (simp add: \<open>0 < e\<close>)
+    qed (use 5 y in \<open>force simp: dist_norm\<close>)
+  qed
+  show thesis
+  proof
+    define U' where "U' \<equiv> (f -` V) \<inter> ball 0 \<delta>"
+    have contf: "continuous_on U f"
+      using derf has_derivative_at_withinI by (fast intro: has_derivative_continuous_on)
+    then have "continuous_on (ball 0 \<delta>) f"
+      by (meson ball_subset_cball continuous_on_subset subU)
+    then show "open U'"
+      by (simp add: U'_def V_def Int_commute continuous_open_preimage)
+    show "0 \<in> U'" "U' \<subseteq> U" "open V" "0 \<in> V"
+      using \<open>0 < \<delta>\<close> subU by (auto simp: U'_def V_def)
+    show hom: "homeomorphism U' V f g"
+    proof
+      show "continuous_on U' f"
+        using \<open>U' \<subseteq> U\<close> contf continuous_on_subset by blast
+      show "continuous_on V g"
+        using contg by blast
+      show "f ` U' \<subseteq> V"
+        using U'_def by blast
+      show "g ` V \<subseteq> U'"
+        by (simp add: U'_def V_def g image_subset_iff)
+      show "g (f x) = x" if "x \<in> U'" for x
+        by (metis that fg Int_iff U'_def V_def for_g g mem_ball_0 vimage_eq)
+      show "f (g y) = y" if "y \<in> V" for y
+        using that by (simp add: g V_def)
+    qed
+    show bij: "bij (blinfun_apply (f'(g y)))" if "y \<in> V" for y
+    proof -
+      have inj: "inj (blinfun_apply (f' (g y)))"
+      proof (rule linear_injective_contraction)
+        show "linear (blinfun_apply (f' (g y)))"
+          using blinfun.bounded_linear_right bounded_linear_def by blast
+      next
+        fix x
+        have "norm (blinfun_apply (f' (g y)) x - x) = norm (blinfun_apply (f' (g y) - id_blinfun) x)"
+          by (simp add: blinfun.diff_left)
+        also have "\<dots> \<le> norm (f' (g y) - id_blinfun) * norm x"
+          by (rule norm_blinfun)
+        also have "\<dots> \<le> (1/2) * norm x"
+        proof (rule mult_right_mono)
+          show "norm (f' (g y) - id_blinfun) \<le> 1/2"
+            using that g [of y] le by (auto simp: V_def dist_norm)
+        qed auto
+        finally show "norm (blinfun_apply (f' (g y)) x - x) \<le> (1/2) * norm x" .
+      qed auto
+      moreover
+      have "surj (blinfun_apply (f' (g y)))"
+        using blinfun.bounded_linear_right bounded_linear_def
+        by (blast intro!: linear_inj_imp_surj [OF _ inj])
+      ultimately show ?thesis
+        using bijI by blast
+    qed
+    define g' where "g' \<equiv> \<lambda>y. inv (blinfun_apply (f'(g y)))"
+    show "(g has_derivative g' y) (at y)" if "y \<in> V" for y
+    proof -
+      have gy: "g y \<in> U"
+        using g subU that unfolding V_def by fastforce
+      obtain e where e: "\<And>h. f (g y + h) = y + blinfun_apply (f' (g y)) h + e h"
+        and e0: "(\<lambda>h. norm (e h) / norm h) \<midarrow>0\<rightarrow> 0"
+        using iffD1 [OF has_derivative_iff_Ex derf [OF gy]] \<open>y \<in> V\<close> by auto
+      have [simp]: "e 0 = 0"
+        using e [of 0] that by simp
+      let ?INV = "inv (blinfun_apply (f' (g y)))"
+      have inj: "inj (blinfun_apply (f' (g y)))"
+        using bij bij_betw_def that by blast
+      have "(g has_derivative g' y) (at y within V)"
+        unfolding has_derivative_at_within_iff_Ex [OF \<open>y \<in> V\<close> \<open>open V\<close>]
+      proof
+        show blinv: "bounded_linear (g' y)"
+          unfolding g'_def using derf gy inj inj_linear_imp_inv_bounded_linear by blast
+        define eg where "eg \<equiv> \<lambda>k. - ?INV (e (g (y+k) - g y))"
+        have "g (y+k) = g y + g' y k + eg k" if "y + k \<in> V" for k
+        proof -
+          have "?INV k = ?INV (blinfun_apply (f' (g y)) (g (y+k) - g y) + e (g (y+k) - g y))"
+            using e [of "g(y+k) - g y"] that by simp
+          then have "g (y+k) = g y + ?INV k - ?INV (e (g (y+k) - g y))"
+            using inj blinv by (simp add: linear_simps g'_def)
+          then show ?thesis
+            by (auto simp: eg_def g'_def)
+        qed
+        moreover have "(\<lambda>k. norm (eg k) / norm k) \<midarrow>0\<rightarrow> 0"
+        proof (rule Lim_null_comparison)
+          let ?g = "\<lambda>k. 2 * onorm ?INV * norm (e (g (y+k) - g y)) / norm (g (y+k) - g y)"
+          show "\<forall>\<^sub>F k in at 0. norm (norm (eg k) / norm k) \<le> ?g k"
+            unfolding eventually_at_topological
+          proof (intro exI conjI ballI impI)
+            show "open ((+)(-y) ` V)"
+              using \<open>open V\<close> open_translation by blast
+            show "0 \<in> (+)(-y) ` V"
+              by (simp add: that)
+            show "norm (norm (eg k) / norm k) \<le> 2 * onorm (inv (blinfun_apply (f' (g y)))) * norm (e (g (y+k) - g y)) / norm (g (y+k) - g y)"
+              if "k \<in> (+)(-y) ` V" "k \<noteq> 0" for k
+            proof -
+              have "y+k \<in> V"
+                using that by auto
+              have "norm (norm (eg k) / norm k) \<le> onorm ?INV * norm (e (g (y+k) - g y)) / norm k"
+                using blinv g'_def onorm by (force simp: eg_def divide_simps)
+              also have "\<dots> = (norm (g (y+k) - g y) / norm k) * (onorm ?INV * (norm (e (g (y+k) - g y)) / norm (g (y+k) - g y)))"
+                by (simp add: divide_simps)
+              also have "\<dots> \<le> 2 * (onorm ?INV * (norm (e (g (y+k) - g y)) / norm (g (y+k) - g y)))"
+                apply (rule mult_right_mono)
+                using 5 [of y "y+k"] \<open>y \<in> V\<close> \<open>y + k \<in> V\<close>  onorm_pos_le [OF blinv]
+                 apply (auto simp: divide_simps zero_le_mult_iff zero_le_divide_iff g'_def)
+                done
+              finally show "norm (norm (eg k) / norm k) \<le> 2 * onorm ?INV * norm (e (g (y+k) - g y)) / norm (g (y+k) - g y)"
+                by simp
+            qed
+          qed
+          have 1: "(\<lambda>h. norm (e h) / norm h) \<midarrow>0\<rightarrow> (norm (e 0) / norm 0)"
+            using e0 by auto
+          have 2: "(\<lambda>k. g (y+k) - g y) \<midarrow>0\<rightarrow> 0"
+            using contg \<open>open V\<close> \<open>y \<in> V\<close> LIM_offset_zero_iff LIM_zero_iff at_within_open continuous_on_def by fastforce
+          from tendsto_compose [OF 1 2, simplified]
+          have "(\<lambda>k. norm (e (g (y+k) - g y)) / norm (g (y+k) - g y)) \<midarrow>0\<rightarrow> 0" .
+          from tendsto_mult_left [OF this] show "?g \<midarrow>0\<rightarrow> 0" by auto
+        qed
+        ultimately show "\<exists>e. (\<forall>k. y + k \<in> V \<longrightarrow> g (y+k) = g y + g' y k + e k) \<and> (\<lambda>k. norm (e k) / norm k) \<midarrow>0\<rightarrow> 0"
+          by blast
+      qed
+      then show ?thesis
+        by (metis \<open>open V\<close> at_within_open that)
+    qed
+    show "g' y = inv (blinfun_apply (f' (g y)))"
+      if "y \<in> V" for y
+      by (simp add: g'_def)
+  qed
+qed
+
+
+text\<open>We need all this to justify the scaling and translations.\<close>
+theorem inverse_function_theorem:
+  fixes f::"'a::euclidean_space \<Rightarrow> 'a"
+    and f'::"'a \<Rightarrow> ('a \<Rightarrow>\<^sub>L 'a)"
+  assumes "open U"
+    and derf: "\<And>x. x \<in> U \<Longrightarrow> (f has_derivative (blinfun_apply (f' x))) (at x)"
+    and contf:  "continuous_on U f'"
+    and "x0 \<in> U"
+    and invf: "invf o\<^sub>L f' x0 = id_blinfun"
+  obtains U' V g g' where "open U'" "U' \<subseteq> U" "x0 \<in> U'" "open V" "f x0 \<in> V" "homeomorphism U' V f g"
+    "\<And>y. y \<in> V \<Longrightarrow> (g has_derivative (g' y)) (at y)"
+    "\<And>y. y \<in> V \<Longrightarrow> g' y = inv (blinfun_apply (f'(g y)))"
+    "\<And>y. y \<in> V \<Longrightarrow> bij (blinfun_apply (f'(g y)))"
+proof -
+  have apply1 [simp]: "\<And>i. blinfun_apply invf (blinfun_apply (f' x0) i) = i"
+    by (metis blinfun_apply_blinfun_compose blinfun_apply_id_blinfun invf)
+  have apply2 [simp]: "\<And>i. blinfun_apply (f' x0) (blinfun_apply invf i) = i"
+    by (metis apply1 bij_inv_eq_iff blinfun_bij1 invf)
+  have [simp]: "(range (blinfun_apply invf)) = UNIV"
+    using apply1 surjI by blast
+  let ?f = "invf \<circ> (\<lambda>x. (f \<circ> (+)x0)x - f x0)"
+  let ?f' = "\<lambda>x. invf o\<^sub>L (f' (x + x0))"
+  obtain U' V g g' where "open U'" and U': "U' \<subseteq> (+)(-x0) ` U" "0 \<in> U'"
+    and "open V" "0 \<in> V" and hom: "homeomorphism U' V ?f g"
+    and derg: "\<And>y. y \<in> V \<Longrightarrow> (g has_derivative (g' y)) (at y)"
+    and g': "\<And>y. y \<in> V \<Longrightarrow> g' y = inv (?f'(g y))"
+    and bij: "\<And>y. y \<in> V \<Longrightarrow> bij (?f'(g y))"
+  proof (rule inverse_function_theorem_scaled [of "(+)(-x0) ` U" ?f "?f'"])
+    show ope: "open ((+) (- x0) ` U)"
+      using \<open>open U\<close> open_translation by blast
+    show "(?f has_derivative blinfun_apply (?f' x)) (at x)"
+      if "x \<in> (+) (- x0) ` U" for x
+      using that
+      apply clarify
+      apply (rule derf derivative_eq_intros | simp add: blinfun_compose.rep_eq)+
+      done
+    have YY: "(\<lambda>x. f' (x + x0)) \<midarrow>u-x0\<rightarrow> f' u"
+      if "f' \<midarrow>u\<rightarrow> f' u" "u \<in> U" for u
+      using that LIM_offset [where k = x0] by (auto simp: algebra_simps)
+    then have "continuous_on ((+) (- x0) ` U) (\<lambda>x. f' (x + x0))"
+      using contf \<open>open U\<close> Lim_at_imp_Lim_at_within
+      by (fastforce simp: continuous_on_def at_within_open_NO_MATCH ope)
+    then show "continuous_on ((+) (- x0) ` U) ?f'"
+      by (intro continuous_intros) simp
+  qed (auto simp: invf \<open>x0 \<in> U\<close>)
+  show thesis
+  proof
+    let ?U' = "(+)x0 ` U'"
+    let ?V = "((+)(f x0) \<circ> f' x0) ` V"
+    let ?g = "(+)x0 \<circ> g \<circ> invf \<circ> (+)(- f x0)"
+    let ?g' = "\<lambda>y. inv (blinfun_apply (f' (?g y)))"
+    show oU': "open ?U'"
+      by (simp add: \<open>open U'\<close> open_translation)
+    show subU: "?U' \<subseteq> U"
+      using ComplI \<open>U' \<subseteq> (+) (- x0) ` U\<close> by auto
+    show "x0 \<in> ?U'"
+      by (simp add: \<open>0 \<in> U'\<close>)
+    show "open ?V"
+      using blinfun_bij2 [OF invf]
+      by (metis \<open>open V\<close> bij_is_surj blinfun.bounded_linear_right bounded_linear_def image_comp open_surjective_linear_image open_translation)
+    show "f x0 \<in> ?V"
+      using \<open>0 \<in> V\<close> image_iff by fastforce
+    show "homeomorphism ?U' ?V f ?g"
+    proof
+      show "continuous_on ?U' f"
+        by (meson subU continuous_on_eq_continuous_at derf has_derivative_continuous oU' subsetD)
+      have "?f ` U' \<subseteq> V"
+        using hom homeomorphism_image1 by blast
+      then show "f ` ?U' \<subseteq> ?V"
+        unfolding image_subset_iff
+        by (clarsimp simp: image_def) (metis apply2 add.commute diff_add_cancel)
+      show "?g ` ?V \<subseteq> ?U'"
+        using hom invf by (auto simp: image_def homeomorphism_def)
+      show "?g (f x) = x"
+        if "x \<in> ?U'" for x
+        using that hom homeomorphism_apply1 by fastforce
+      have "continuous_on V g"
+        using hom homeomorphism_def by blast
+      then show "continuous_on ?V ?g"
+        by (intro continuous_intros) (auto elim!: continuous_on_subset)
+      have fg: "?f (g x) = x" if "x \<in> V" for x
+        using hom homeomorphism_apply2 that by blast
+      show "f (?g y) = y"
+        if "y \<in> ?V" for y
+        using that fg by (simp add: image_iff) (metis apply2 add.commute diff_add_cancel)
+    qed
+    show "(?g has_derivative ?g' y) (at y)" "bij (blinfun_apply (f' (?g y)))"
+      if "y \<in> ?V" for y
+    proof -
+      have 1: "bij (blinfun_apply invf)"
+        using blinfun_bij1 invf by blast
+      then have 2: "bij (blinfun_apply (f' (x0 + g x)))" if "x \<in> V" for x
+        by (metis add.commute bij bij_betw_comp_iff2 blinfun_compose.rep_eq that top_greatest)
+      then show "bij (blinfun_apply (f' (?g y)))"
+        using that by auto
+      have "g' x \<circ> blinfun_apply invf = inv (blinfun_apply (f' (x0 + g x)))"
+        if "x \<in> V" for x
+        using that
+        by (simp add: g' o_inv_distrib blinfun_compose.rep_eq 1 2 add.commute bij_is_inj flip: o_assoc)
+      then show "(?g has_derivative ?g' y) (at y)"
+        using that invf
+        by clarsimp (rule derg derivative_eq_intros | simp flip: id_def)+
+    qed
+  qed auto
+qed
+
 end
diff --git a/src/HOL/Analysis/Elementary_Normed_Spaces.thy b/src/HOL/Analysis/Elementary_Normed_Spaces.thy
--- a/src/HOL/Analysis/Elementary_Normed_Spaces.thy
+++ b/src/HOL/Analysis/Elementary_Normed_Spaces.thy
@@ -1,1777 +1,1783 @@
 (*  Author:     L C Paulson, University of Cambridge
     Author:     Amine Chaieb, University of Cambridge
     Author:     Robert Himmelmann, TU Muenchen
     Author:     Brian Huffman, Portland State University
 *)
 
 section \<open>Elementary Normed Vector Spaces\<close>
 
 theory Elementary_Normed_Spaces
   imports
   "HOL-Library.FuncSet"
   Elementary_Metric_Spaces Cartesian_Space
   Connected
 begin
 subsection \<open>Orthogonal Transformation of Balls\<close>
 
 subsection\<^marker>\<open>tag unimportant\<close> \<open>Various Lemmas Combining Imports\<close>
 
 lemma open_sums:
   fixes T :: "('b::real_normed_vector) set"
   assumes "open S \<or> open T"
   shows "open (\<Union>x\<in> S. \<Union>y \<in> T. {x + y})"
   using assms
 proof
   assume S: "open S"
   show ?thesis
   proof (clarsimp simp: open_dist)
     fix x y
     assume "x \<in> S" "y \<in> T"
     with S obtain e where "e > 0" and e: "\<And>x'. dist x' x < e \<Longrightarrow> x' \<in> S"
       by (auto simp: open_dist)
     then have "\<And>z. dist z (x + y) < e \<Longrightarrow> \<exists>x\<in>S. \<exists>y\<in>T. z = x + y"
       by (metis \<open>y \<in> T\<close> diff_add_cancel dist_add_cancel2)
     then show "\<exists>e>0. \<forall>z. dist z (x + y) < e \<longrightarrow> (\<exists>x\<in>S. \<exists>y\<in>T. z = x + y)"
       using \<open>0 < e\<close> \<open>x \<in> S\<close> by blast
   qed
 next
   assume T: "open T"
   show ?thesis
   proof (clarsimp simp: open_dist)
     fix x y
     assume "x \<in> S" "y \<in> T"
     with T obtain e where "e > 0" and e: "\<And>x'. dist x' y < e \<Longrightarrow> x' \<in> T"
       by (auto simp: open_dist)
     then have "\<And>z. dist z (x + y) < e \<Longrightarrow> \<exists>x\<in>S. \<exists>y\<in>T. z = x + y"
       by (metis \<open>x \<in> S\<close> add_diff_cancel_left' add_diff_eq diff_diff_add dist_norm)
     then show "\<exists>e>0. \<forall>z. dist z (x + y) < e \<longrightarrow> (\<exists>x\<in>S. \<exists>y\<in>T. z = x + y)"
       using \<open>0 < e\<close> \<open>y \<in> T\<close> by blast
   qed
 qed
 
 lemma image_orthogonal_transformation_ball:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'a"
   assumes "orthogonal_transformation f"
   shows "f ` ball x r = ball (f x) r"
 proof (intro equalityI subsetI)
   fix y assume "y \<in> f ` ball x r"
   with assms show "y \<in> ball (f x) r"
     by (auto simp: orthogonal_transformation_isometry)
 next
   fix y assume y: "y \<in> ball (f x) r"
   then obtain z where z: "y = f z"
     using assms orthogonal_transformation_surj by blast
   with y assms show "y \<in> f ` ball x r"
     by (auto simp: orthogonal_transformation_isometry)
 qed
 
 lemma image_orthogonal_transformation_cball:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'a"
   assumes "orthogonal_transformation f"
   shows "f ` cball x r = cball (f x) r"
 proof (intro equalityI subsetI)
   fix y assume "y \<in> f ` cball x r"
   with assms show "y \<in> cball (f x) r"
     by (auto simp: orthogonal_transformation_isometry)
 next
   fix y assume y: "y \<in> cball (f x) r"
   then obtain z where z: "y = f z"
     using assms orthogonal_transformation_surj by blast
   with y assms show "y \<in> f ` cball x r"
     by (auto simp: orthogonal_transformation_isometry)
 qed
 
 
 subsection \<open>Support\<close>
 
 definition (in monoid_add) support_on :: "'b set \<Rightarrow> ('b \<Rightarrow> 'a) \<Rightarrow> 'b set"
   where "support_on s f = {x\<in>s. f x \<noteq> 0}"
 
 lemma in_support_on: "x \<in> support_on s f \<longleftrightarrow> x \<in> s \<and> f x \<noteq> 0"
   by (simp add: support_on_def)
 
 lemma support_on_simps[simp]:
   "support_on {} f = {}"
   "support_on (insert x s) f =
     (if f x = 0 then support_on s f else insert x (support_on s f))"
   "support_on (s \<union> t) f = support_on s f \<union> support_on t f"
   "support_on (s \<inter> t) f = support_on s f \<inter> support_on t f"
   "support_on (s - t) f = support_on s f - support_on t f"
   "support_on (f ` s) g = f ` (support_on s (g \<circ> f))"
   unfolding support_on_def by auto
 
 lemma support_on_cong:
   "(\<And>x. x \<in> s \<Longrightarrow> f x = 0 \<longleftrightarrow> g x = 0) \<Longrightarrow> support_on s f = support_on s g"
   by (auto simp: support_on_def)
 
 lemma support_on_if: "a \<noteq> 0 \<Longrightarrow> support_on A (\<lambda>x. if P x then a else 0) = {x\<in>A. P x}"
   by (auto simp: support_on_def)
 
 lemma support_on_if_subset: "support_on A (\<lambda>x. if P x then a else 0) \<subseteq> {x \<in> A. P x}"
   by (auto simp: support_on_def)
 
 lemma finite_support[intro]: "finite S \<Longrightarrow> finite (support_on S f)"
   unfolding support_on_def by auto
 
 (* TODO: is supp_sum really needed? TODO: Generalize to Finite_Set.fold *)
 definition (in comm_monoid_add) supp_sum :: "('b \<Rightarrow> 'a) \<Rightarrow> 'b set \<Rightarrow> 'a"
   where "supp_sum f S = (\<Sum>x\<in>support_on S f. f x)"
 
 lemma supp_sum_empty[simp]: "supp_sum f {} = 0"
   unfolding supp_sum_def by auto
 
 lemma supp_sum_insert[simp]:
   "finite (support_on S f) \<Longrightarrow>
     supp_sum f (insert x S) = (if x \<in> S then supp_sum f S else f x + supp_sum f S)"
   by (simp add: supp_sum_def in_support_on insert_absorb)
 
 lemma supp_sum_divide_distrib: "supp_sum f A / (r::'a::field) = supp_sum (\<lambda>n. f n / r) A"
   by (cases "r = 0")
      (auto simp: supp_sum_def sum_divide_distrib intro!: sum.cong support_on_cong)
 
 
 subsection \<open>Intervals\<close>
 
 lemma image_affinity_interval:
   fixes c :: "'a::ordered_real_vector"
   shows "((\<lambda>x. m *\<^sub>R x + c) ` {a..b}) = 
            (if {a..b}={} then {}
             else if 0 \<le> m then {m *\<^sub>R a + c .. m  *\<^sub>R b + c}
             else {m *\<^sub>R b + c .. m *\<^sub>R a + c})"
          (is "?lhs = ?rhs")
 proof (cases "m=0")
   case True
   then show ?thesis
     by force
 next
   case False
   show ?thesis
   proof
     show "?lhs \<subseteq> ?rhs"
       by (auto simp: scaleR_left_mono scaleR_left_mono_neg)
     show "?rhs \<subseteq> ?lhs"
     proof (clarsimp, intro conjI impI subsetI)
       show "\<lbrakk>0 \<le> m; a \<le> b; x \<in> {m *\<^sub>R a + c..m *\<^sub>R b + c}\<rbrakk>
             \<Longrightarrow> x \<in> (\<lambda>x. m *\<^sub>R x + c) ` {a..b}" for x
         apply (rule_tac x="inverse m *\<^sub>R (x-c)" in rev_image_eqI)
         using False apply (auto simp: pos_le_divideR_eq pos_divideR_le_eq le_diff_eq diff_le_eq)
         done
       show "\<lbrakk>\<not> 0 \<le> m; a \<le> b;  x \<in> {m *\<^sub>R b + c..m *\<^sub>R a + c}\<rbrakk>
             \<Longrightarrow> x \<in> (\<lambda>x. m *\<^sub>R x + c) ` {a..b}" for x
         apply (rule_tac x="inverse m *\<^sub>R (x-c)" in rev_image_eqI)
          apply (auto simp add: neg_le_divideR_eq neg_divideR_le_eq not_le le_diff_eq diff_le_eq)
         done
     qed
   qed
 qed
 
 subsection \<open>Limit Points\<close>
 
 lemma islimpt_ball:
   fixes x y :: "'a::{real_normed_vector,perfect_space}"
   shows "y islimpt ball x e \<longleftrightarrow> 0 < e \<and> y \<in> cball x e"
   (is "?lhs \<longleftrightarrow> ?rhs")
 proof
   show ?rhs if ?lhs
   proof
     {
       assume "e \<le> 0"
       then have *: "ball x e = {}"
         using ball_eq_empty[of x e] by auto
       have False using \<open>?lhs\<close>
         unfolding * using islimpt_EMPTY[of y] by auto
     }
     then show "e > 0" by (metis not_less)
     show "y \<in> cball x e"
       using closed_cball[of x e] islimpt_subset[of y "ball x e" "cball x e"]
         ball_subset_cball[of x e] \<open>?lhs\<close>
       unfolding closed_limpt by auto
   qed
   show ?lhs if ?rhs
   proof -
     from that have "e > 0" by auto
     {
       fix d :: real
       assume "d > 0"
       have "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d"
       proof (cases "d \<le> dist x y")
         case True
         then show "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d"
         proof (cases "x = y")
           case True
           then have False
             using \<open>d \<le> dist x y\<close> \<open>d>0\<close> by auto
           then show "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d"
             by auto
         next
           case False
           have "dist x (y - (d / (2 * dist y x)) *\<^sub>R (y - x)) =
             norm (x - y + (d / (2 * norm (y - x))) *\<^sub>R (y - x))"
             unfolding mem_cball mem_ball dist_norm diff_diff_eq2 diff_add_eq[symmetric]
             by auto
           also have "\<dots> = \<bar>- 1 + d / (2 * norm (x - y))\<bar> * norm (x - y)"
             using scaleR_left_distrib[of "- 1" "d / (2 * norm (y - x))", symmetric, of "y - x"]
             unfolding scaleR_minus_left scaleR_one
             by (auto simp: norm_minus_commute)
           also have "\<dots> = \<bar>- norm (x - y) + d / 2\<bar>"
             unfolding abs_mult_pos[of "norm (x - y)", OF norm_ge_zero[of "x - y"]]
             unfolding distrib_right using \<open>x\<noteq>y\<close>  by auto
           also have "\<dots> \<le> e - d/2" using \<open>d \<le> dist x y\<close> and \<open>d>0\<close> and \<open>?rhs\<close>
             by (auto simp: dist_norm)
           finally have "y - (d / (2 * dist y x)) *\<^sub>R (y - x) \<in> ball x e" using \<open>d>0\<close>
             by auto
           moreover
           have "(d / (2*dist y x)) *\<^sub>R (y - x) \<noteq> 0"
             using \<open>x\<noteq>y\<close>[unfolded dist_nz] \<open>d>0\<close> unfolding scaleR_eq_0_iff
             by (auto simp: dist_commute)
           moreover
           have "dist (y - (d / (2 * dist y x)) *\<^sub>R (y - x)) y < d"
             unfolding dist_norm
             apply simp
             unfolding norm_minus_cancel
             using \<open>d > 0\<close> \<open>x\<noteq>y\<close>[unfolded dist_nz] dist_commute[of x y]
             unfolding dist_norm
             apply auto
             done
           ultimately show "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d"
             apply (rule_tac x = "y - (d / (2*dist y x)) *\<^sub>R (y - x)" in bexI)
             apply auto
             done
         qed
       next
         case False
         then have "d > dist x y" by auto
         show "\<exists>x' \<in> ball x e. x' \<noteq> y \<and> dist x' y < d"
         proof (cases "x = y")
           case True
           obtain z where **: "z \<noteq> y" "dist z y < min e d"
             using perfect_choose_dist[of "min e d" y]
             using \<open>d > 0\<close> \<open>e>0\<close> by auto
           show "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d"
             unfolding \<open>x = y\<close>
             using \<open>z \<noteq> y\<close> **
             apply (rule_tac x=z in bexI)
             apply (auto simp: dist_commute)
             done
         next
           case False
           then show "\<exists>x'\<in>ball x e. x' \<noteq> y \<and> dist x' y < d"
             using \<open>d>0\<close> \<open>d > dist x y\<close> \<open>?rhs\<close>
             apply (rule_tac x=x in bexI, auto)
             done
         qed
       qed
     }
     then show ?thesis
       unfolding mem_cball islimpt_approachable mem_ball by auto
   qed
 qed
 
 lemma closure_ball_lemma:
   fixes x y :: "'a::real_normed_vector"
   assumes "x \<noteq> y"
   shows "y islimpt ball x (dist x y)"
 proof (rule islimptI)
   fix T
   assume "y \<in> T" "open T"
   then obtain r where "0 < r" "\<forall>z. dist z y < r \<longrightarrow> z \<in> T"
     unfolding open_dist by fast
   (* choose point between x and y, within distance r of y. *)
   define k where "k = min 1 (r / (2 * dist x y))"
   define z where "z = y + scaleR k (x - y)"
   have z_def2: "z = x + scaleR (1 - k) (y - x)"
     unfolding z_def by (simp add: algebra_simps)
   have "dist z y < r"
     unfolding z_def k_def using \<open>0 < r\<close>
     by (simp add: dist_norm min_def)
   then have "z \<in> T"
     using \<open>\<forall>z. dist z y < r \<longrightarrow> z \<in> T\<close> by simp
   have "dist x z < dist x y"
     unfolding z_def2 dist_norm
     apply (simp add: norm_minus_commute)
     apply (simp only: dist_norm [symmetric])
     apply (subgoal_tac "\<bar>1 - k\<bar> * dist x y < 1 * dist x y", simp)
     apply (rule mult_strict_right_mono)
     apply (simp add: k_def \<open>0 < r\<close> \<open>x \<noteq> y\<close>)
     apply (simp add: \<open>x \<noteq> y\<close>)
     done
   then have "z \<in> ball x (dist x y)"
     by simp
   have "z \<noteq> y"
     unfolding z_def k_def using \<open>x \<noteq> y\<close> \<open>0 < r\<close>
     by (simp add: min_def)
   show "\<exists>z\<in>ball x (dist x y). z \<in> T \<and> z \<noteq> y"
     using \<open>z \<in> ball x (dist x y)\<close> \<open>z \<in> T\<close> \<open>z \<noteq> y\<close>
     by fast
 qed
 
 
 subsection \<open>Balls and Spheres in Normed Spaces\<close>
 
 lemma mem_ball_0 [simp]: "x \<in> ball 0 e \<longleftrightarrow> norm x < e"
   for x :: "'a::real_normed_vector"
   by (simp add: dist_norm)
 
 lemma mem_cball_0 [simp]: "x \<in> cball 0 e \<longleftrightarrow> norm x \<le> e"
   for x :: "'a::real_normed_vector"
   by (simp add: dist_norm)
 
 lemma closure_ball [simp]:
   fixes x :: "'a::real_normed_vector"
   shows "0 < e \<Longrightarrow> closure (ball x e) = cball x e"
   apply (rule equalityI)
   apply (rule closure_minimal)
   apply (rule ball_subset_cball)
   apply (rule closed_cball)
   apply (rule subsetI, rename_tac y)
   apply (simp add: le_less [where 'a=real])
   apply (erule disjE)
   apply (rule subsetD [OF closure_subset], simp)
   apply (simp add: closure_def, clarify)
   apply (rule closure_ball_lemma)
   apply simp
   done
 
 lemma mem_sphere_0 [simp]: "x \<in> sphere 0 e \<longleftrightarrow> norm x = e"
   for x :: "'a::real_normed_vector"
   by (simp add: dist_norm)
 
 (* In a trivial vector space, this fails for e = 0. *)
 lemma interior_cball [simp]:
   fixes x :: "'a::{real_normed_vector, perfect_space}"
   shows "interior (cball x e) = ball x e"
 proof (cases "e \<ge> 0")
   case False note cs = this
   from cs have null: "ball x e = {}"
     using ball_empty[of e x] by auto
   moreover
   have "cball x e = {}"
   proof (rule equals0I)
     fix y
     assume "y \<in> cball x e"
     then show False
       by (metis ball_eq_empty null cs dist_eq_0_iff dist_le_zero_iff empty_subsetI mem_cball
           subset_antisym subset_ball)
   qed
   then have "interior (cball x e) = {}"
     using interior_empty by auto
   ultimately show ?thesis by blast
 next
   case True note cs = this
   have "ball x e \<subseteq> cball x e"
     using ball_subset_cball by auto
   moreover
   {
     fix S y
     assume as: "S \<subseteq> cball x e" "open S" "y\<in>S"
     then obtain d where "d>0" and d: "\<forall>x'. dist x' y < d \<longrightarrow> x' \<in> S"
       unfolding open_dist by blast
     then obtain xa where xa_y: "xa \<noteq> y" and xa: "dist xa y < d"
       using perfect_choose_dist [of d] by auto
     have "xa \<in> S"
       using d[THEN spec[where x = xa]]
       using xa by (auto simp: dist_commute)
     then have xa_cball: "xa \<in> cball x e"
       using as(1) by auto
     then have "y \<in> ball x e"
     proof (cases "x = y")
       case True
       then have "e > 0" using cs order.order_iff_strict xa_cball xa_y by fastforce
       then show "y \<in> ball x e"
         using \<open>x = y \<close> by simp
     next
       case False
       have "dist (y + (d / 2 / dist y x) *\<^sub>R (y - x)) y < d"
         unfolding dist_norm
         using \<open>d>0\<close> norm_ge_zero[of "y - x"] \<open>x \<noteq> y\<close> by auto
       then have *: "y + (d / 2 / dist y x) *\<^sub>R (y - x) \<in> cball x e"
         using d as(1)[unfolded subset_eq] by blast
       have "y - x \<noteq> 0" using \<open>x \<noteq> y\<close> by auto
       hence **:"d / (2 * norm (y - x)) > 0"
         unfolding zero_less_norm_iff[symmetric] using \<open>d>0\<close> by auto
       have "dist (y + (d / 2 / dist y x) *\<^sub>R (y - x)) x =
         norm (y + (d / (2 * norm (y - x))) *\<^sub>R y - (d / (2 * norm (y - x))) *\<^sub>R x - x)"
         by (auto simp: dist_norm algebra_simps)
       also have "\<dots> = norm ((1 + d / (2 * norm (y - x))) *\<^sub>R (y - x))"
         by (auto simp: algebra_simps)
       also have "\<dots> = \<bar>1 + d / (2 * norm (y - x))\<bar> * norm (y - x)"
         using ** by auto
       also have "\<dots> = (dist y x) + d/2"
         using ** by (auto simp: distrib_right dist_norm)
       finally have "e \<ge> dist x y +d/2"
         using *[unfolded mem_cball] by (auto simp: dist_commute)
       then show "y \<in> ball x e"
         unfolding mem_ball using \<open>d>0\<close> by auto
     qed
   }
   then have "\<forall>S \<subseteq> cball x e. open S \<longrightarrow> S \<subseteq> ball x e"
     by auto
   ultimately show ?thesis
     using interior_unique[of "ball x e" "cball x e"]
     using open_ball[of x e]
     by auto
 qed
 
 lemma frontier_ball [simp]:
   fixes a :: "'a::real_normed_vector"
   shows "0 < e \<Longrightarrow> frontier (ball a e) = sphere a e"
   by (force simp: frontier_def)
 
 lemma frontier_cball [simp]:
   fixes a :: "'a::{real_normed_vector, perfect_space}"
   shows "frontier (cball a e) = sphere a e"
   by (force simp: frontier_def)
 
 corollary compact_sphere [simp]:
   fixes a :: "'a::{real_normed_vector,perfect_space,heine_borel}"
   shows "compact (sphere a r)"
 using compact_frontier [of "cball a r"] by simp
 
 corollary bounded_sphere [simp]:
   fixes a :: "'a::{real_normed_vector,perfect_space,heine_borel}"
   shows "bounded (sphere a r)"
 by (simp add: compact_imp_bounded)
 
 corollary closed_sphere  [simp]:
   fixes a :: "'a::{real_normed_vector,perfect_space,heine_borel}"
   shows "closed (sphere a r)"
 by (simp add: compact_imp_closed)
 
 lemma image_add_ball [simp]:
   fixes a :: "'a::real_normed_vector"
   shows "(+) b ` ball a r = ball (a+b) r"
 apply (intro equalityI subsetI)
 apply (force simp: dist_norm)
 apply (rule_tac x="x-b" in image_eqI)
 apply (auto simp: dist_norm algebra_simps)
 done
 
 lemma image_add_cball [simp]:
   fixes a :: "'a::real_normed_vector"
   shows "(+) b ` cball a r = cball (a+b) r"
 apply (intro equalityI subsetI)
 apply (force simp: dist_norm)
 apply (rule_tac x="x-b" in image_eqI)
 apply (auto simp: dist_norm algebra_simps)
 done
 
 
 subsection\<^marker>\<open>tag unimportant\<close> \<open>Various Lemmas on Normed Algebras\<close>
 
 
 lemma closed_of_nat_image: "closed (of_nat ` A :: 'a::real_normed_algebra_1 set)"
   by (rule discrete_imp_closed[of 1]) (auto simp: dist_of_nat)
 
 lemma closed_of_int_image: "closed (of_int ` A :: 'a::real_normed_algebra_1 set)"
   by (rule discrete_imp_closed[of 1]) (auto simp: dist_of_int)
 
 lemma closed_Nats [simp]: "closed (\<nat> :: 'a :: real_normed_algebra_1 set)"
   unfolding Nats_def by (rule closed_of_nat_image)
 
 lemma closed_Ints [simp]: "closed (\<int> :: 'a :: real_normed_algebra_1 set)"
   unfolding Ints_def by (rule closed_of_int_image)
 
 lemma closed_subset_Ints:
   fixes A :: "'a :: real_normed_algebra_1 set"
   assumes "A \<subseteq> \<int>"
   shows   "closed A"
 proof (intro discrete_imp_closed[OF zero_less_one] ballI impI, goal_cases)
   case (1 x y)
   with assms have "x \<in> \<int>" and "y \<in> \<int>" by auto
   with \<open>dist y x < 1\<close> show "y = x"
     by (auto elim!: Ints_cases simp: dist_of_int)
 qed
 
 subsection \<open>Filters\<close>
 
 definition indirection :: "'a::real_normed_vector \<Rightarrow> 'a \<Rightarrow> 'a filter"  (infixr "indirection" 70)
   where "a indirection v = at a within {b. \<exists>c\<ge>0. b - a = scaleR c v}"
 
 
 subsection \<open>Trivial Limits\<close>
 
 lemma trivial_limit_at_infinity:
   "\<not> trivial_limit (at_infinity :: ('a::{real_normed_vector,perfect_space}) filter)"
   unfolding trivial_limit_def eventually_at_infinity
   apply clarsimp
   apply (subgoal_tac "\<exists>x::'a. x \<noteq> 0", clarify)
    apply (rule_tac x="scaleR (b / norm x) x" in exI, simp)
   apply (cut_tac islimpt_UNIV [of "0::'a", unfolded islimpt_def])
   apply (drule_tac x=UNIV in spec, simp)
   done
 
 lemma at_within_ball_bot_iff:
   fixes x y :: "'a::{real_normed_vector,perfect_space}"
   shows "at x within ball y r = bot \<longleftrightarrow> (r=0 \<or> x \<notin> cball y r)"
   unfolding trivial_limit_within 
   apply (auto simp add:trivial_limit_within islimpt_ball )
   by (metis le_less_trans less_eq_real_def zero_le_dist)
 
 
 subsection \<open>Limits\<close>
 
 proposition Lim_at_infinity: "(f \<longlongrightarrow> l) at_infinity \<longleftrightarrow> (\<forall>e>0. \<exists>b. \<forall>x. norm x \<ge> b \<longrightarrow> dist (f x) l < e)"
   by (auto simp: tendsto_iff eventually_at_infinity)
 
 corollary Lim_at_infinityI [intro?]:
   assumes "\<And>e. e > 0 \<Longrightarrow> \<exists>B. \<forall>x. norm x \<ge> B \<longrightarrow> dist (f x) l \<le> e"
   shows "(f \<longlongrightarrow> l) at_infinity"
   apply (simp add: Lim_at_infinity, clarify)
   apply (rule ex_forward [OF assms [OF half_gt_zero]], auto)
   done
 
 lemma Lim_transform_within_set_eq:
   fixes a :: "'a::metric_space" and l :: "'b::metric_space"
   shows "eventually (\<lambda>x. x \<in> S \<longleftrightarrow> x \<in> T) (at a)
          \<Longrightarrow> ((f \<longlongrightarrow> l) (at a within S) \<longleftrightarrow> (f \<longlongrightarrow> l) (at a within T))"
   by (force intro: Lim_transform_within_set elim: eventually_mono)
 
 lemma Lim_null:
   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
   shows "(f \<longlongrightarrow> l) net \<longleftrightarrow> ((\<lambda>x. f(x) - l) \<longlongrightarrow> 0) net"
   by (simp add: Lim dist_norm)
 
 lemma Lim_null_comparison:
   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
   assumes "eventually (\<lambda>x. norm (f x) \<le> g x) net" "(g \<longlongrightarrow> 0) net"
   shows "(f \<longlongrightarrow> 0) net"
   using assms(2)
 proof (rule metric_tendsto_imp_tendsto)
   show "eventually (\<lambda>x. dist (f x) 0 \<le> dist (g x) 0) net"
     using assms(1) by (rule eventually_mono) (simp add: dist_norm)
 qed
 
 lemma Lim_transform_bound:
   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
     and g :: "'a \<Rightarrow> 'c::real_normed_vector"
   assumes "eventually (\<lambda>n. norm (f n) \<le> norm (g n)) net"
     and "(g \<longlongrightarrow> 0) net"
   shows "(f \<longlongrightarrow> 0) net"
   using assms(1) tendsto_norm_zero [OF assms(2)]
   by (rule Lim_null_comparison)
 
 lemma lim_null_mult_right_bounded:
   fixes f :: "'a \<Rightarrow> 'b::real_normed_div_algebra"
   assumes f: "(f \<longlongrightarrow> 0) F" and g: "eventually (\<lambda>x. norm(g x) \<le> B) F"
     shows "((\<lambda>z. f z * g z) \<longlongrightarrow> 0) F"
 proof -
   have *: "((\<lambda>x. norm (f x) * B) \<longlongrightarrow> 0) F"
     by (simp add: f tendsto_mult_left_zero tendsto_norm_zero)
   have "((\<lambda>x. norm (f x) * norm (g x)) \<longlongrightarrow> 0) F"
     apply (rule Lim_null_comparison [OF _ *])
     apply (simp add: eventually_mono [OF g] mult_left_mono)
     done
   then show ?thesis
     by (subst tendsto_norm_zero_iff [symmetric]) (simp add: norm_mult)
 qed
 
 lemma lim_null_mult_left_bounded:
   fixes f :: "'a \<Rightarrow> 'b::real_normed_div_algebra"
   assumes g: "eventually (\<lambda>x. norm(g x) \<le> B) F" and f: "(f \<longlongrightarrow> 0) F"
     shows "((\<lambda>z. g z * f z) \<longlongrightarrow> 0) F"
 proof -
   have *: "((\<lambda>x. B * norm (f x)) \<longlongrightarrow> 0) F"
     by (simp add: f tendsto_mult_right_zero tendsto_norm_zero)
   have "((\<lambda>x. norm (g x) * norm (f x)) \<longlongrightarrow> 0) F"
     apply (rule Lim_null_comparison [OF _ *])
     apply (simp add: eventually_mono [OF g] mult_right_mono)
     done
   then show ?thesis
     by (subst tendsto_norm_zero_iff [symmetric]) (simp add: norm_mult)
 qed
 
 lemma lim_null_scaleR_bounded:
   assumes f: "(f \<longlongrightarrow> 0) net" and gB: "eventually (\<lambda>a. f a = 0 \<or> norm(g a) \<le> B) net"
     shows "((\<lambda>n. f n *\<^sub>R g n) \<longlongrightarrow> 0) net"
 proof
   fix \<epsilon>::real
   assume "0 < \<epsilon>"
   then have B: "0 < \<epsilon> / (abs B + 1)" by simp
   have *: "\<bar>f x\<bar> * norm (g x) < \<epsilon>" if f: "\<bar>f x\<bar> * (\<bar>B\<bar> + 1) < \<epsilon>" and g: "norm (g x) \<le> B" for x
   proof -
     have "\<bar>f x\<bar> * norm (g x) \<le> \<bar>f x\<bar> * B"
       by (simp add: mult_left_mono g)
     also have "\<dots> \<le> \<bar>f x\<bar> * (\<bar>B\<bar> + 1)"
       by (simp add: mult_left_mono)
     also have "\<dots> < \<epsilon>"
       by (rule f)
     finally show ?thesis .
   qed
   show "\<forall>\<^sub>F x in net. dist (f x *\<^sub>R g x) 0 < \<epsilon>"
     apply (rule eventually_mono [OF eventually_conj [OF tendstoD [OF f B] gB] ])
     apply (auto simp: \<open>0 < \<epsilon>\<close> field_split_simps * split: if_split_asm)
     done
 qed
 
 lemma Lim_norm_ubound:
   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
   assumes "\<not>(trivial_limit net)" "(f \<longlongrightarrow> l) net" "eventually (\<lambda>x. norm(f x) \<le> e) net"
   shows "norm(l) \<le> e"
   using assms by (fast intro: tendsto_le tendsto_intros)
 
 lemma Lim_norm_lbound:
   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
   assumes "\<not> trivial_limit net"
     and "(f \<longlongrightarrow> l) net"
     and "eventually (\<lambda>x. e \<le> norm (f x)) net"
   shows "e \<le> norm l"
   using assms by (fast intro: tendsto_le tendsto_intros)
 
 text\<open>Limit under bilinear function\<close>
 
 lemma Lim_bilinear:
   assumes "(f \<longlongrightarrow> l) net"
     and "(g \<longlongrightarrow> m) net"
     and "bounded_bilinear h"
   shows "((\<lambda>x. h (f x) (g x)) \<longlongrightarrow> (h l m)) net"
   using \<open>bounded_bilinear h\<close> \<open>(f \<longlongrightarrow> l) net\<close> \<open>(g \<longlongrightarrow> m) net\<close>
   by (rule bounded_bilinear.tendsto)
 
 lemma Lim_at_zero:
   fixes a :: "'a::real_normed_vector"
     and l :: "'b::topological_space"
   shows "(f \<longlongrightarrow> l) (at a) \<longleftrightarrow> ((\<lambda>x. f(a + x)) \<longlongrightarrow> l) (at 0)"
   using LIM_offset_zero LIM_offset_zero_cancel ..
 
 
 subsection\<^marker>\<open>tag unimportant\<close> \<open>Limit Point of Filter\<close>
 
 lemma netlimit_at_vector:
   fixes a :: "'a::real_normed_vector"
   shows "netlimit (at a) = a"
 proof (cases "\<exists>x. x \<noteq> a")
   case True then obtain x where x: "x \<noteq> a" ..
   have "\<not> trivial_limit (at a)"
     unfolding trivial_limit_def eventually_at dist_norm
     apply clarsimp
     apply (rule_tac x="a + scaleR (d / 2) (sgn (x - a))" in exI)
     apply (simp add: norm_sgn sgn_zero_iff x)
     done
   then show ?thesis
     by (rule Lim_ident_at [of a UNIV])
 qed simp
 
 subsection \<open>Boundedness\<close>
 
 lemma continuous_on_closure_norm_le:
   fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
   assumes "continuous_on (closure s) f"
     and "\<forall>y \<in> s. norm(f y) \<le> b"
     and "x \<in> (closure s)"
   shows "norm (f x) \<le> b"
 proof -
   have *: "f ` s \<subseteq> cball 0 b"
     using assms(2)[unfolded mem_cball_0[symmetric]] by auto
   show ?thesis
     by (meson "*" assms(1) assms(3) closed_cball image_closure_subset image_subset_iff mem_cball_0)
 qed
 
 lemma bounded_pos: "bounded S \<longleftrightarrow> (\<exists>b>0. \<forall>x\<in> S. norm x \<le> b)"
   unfolding bounded_iff 
   by (meson less_imp_le not_le order_trans zero_less_one)
 
 lemma bounded_pos_less: "bounded S \<longleftrightarrow> (\<exists>b>0. \<forall>x\<in> S. norm x < b)"
   apply (simp add: bounded_pos)
   apply (safe; rule_tac x="b+1" in exI; force)
   done
 
 lemma Bseq_eq_bounded:
   fixes f :: "nat \<Rightarrow> 'a::real_normed_vector"
   shows "Bseq f \<longleftrightarrow> bounded (range f)"
   unfolding Bseq_def bounded_pos by auto
 
 lemma bounded_linear_image:
   assumes "bounded S"
     and "bounded_linear f"
   shows "bounded (f ` S)"
 proof -
   from assms(1) obtain b where "b > 0" and b: "\<forall>x\<in>S. norm x \<le> b"
     unfolding bounded_pos by auto
   from assms(2) obtain B where B: "B > 0" "\<forall>x. norm (f x) \<le> B * norm x"
     using bounded_linear.pos_bounded by (auto simp: ac_simps)
   show ?thesis
     unfolding bounded_pos
   proof (intro exI, safe)
     show "norm (f x) \<le> B * b" if "x \<in> S" for x
       by (meson B b less_imp_le mult_left_mono order_trans that)
   qed (use \<open>b > 0\<close> \<open>B > 0\<close> in auto)
 qed
 
 lemma bounded_scaling:
   fixes S :: "'a::real_normed_vector set"
   shows "bounded S \<Longrightarrow> bounded ((\<lambda>x. c *\<^sub>R x) ` S)"
   apply (rule bounded_linear_image, assumption)
   apply (rule bounded_linear_scaleR_right)
   done
 
 lemma bounded_scaleR_comp:
   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
   assumes "bounded (f ` S)"
   shows "bounded ((\<lambda>x. r *\<^sub>R f x) ` S)"
   using bounded_scaling[of "f ` S" r] assms
   by (auto simp: image_image)
 
 lemma bounded_translation:
   fixes S :: "'a::real_normed_vector set"
   assumes "bounded S"
   shows "bounded ((\<lambda>x. a + x) ` S)"
 proof -
   from assms obtain b where b: "b > 0" "\<forall>x\<in>S. norm x \<le> b"
     unfolding bounded_pos by auto
   {
     fix x
     assume "x \<in> S"
     then have "norm (a + x) \<le> b + norm a"
       using norm_triangle_ineq[of a x] b by auto
   }
   then show ?thesis
     unfolding bounded_pos
     using norm_ge_zero[of a] b(1) and add_strict_increasing[of b 0 "norm a"]
     by (auto intro!: exI[of _ "b + norm a"])
 qed
 
 lemma bounded_translation_minus:
   fixes S :: "'a::real_normed_vector set"
   shows "bounded S \<Longrightarrow> bounded ((\<lambda>x. x - a) ` S)"
 using bounded_translation [of S "-a"] by simp
 
 lemma bounded_uminus [simp]:
   fixes X :: "'a::real_normed_vector set"
   shows "bounded (uminus ` X) \<longleftrightarrow> bounded X"
 by (auto simp: bounded_def dist_norm; rule_tac x="-x" in exI; force simp: add.commute norm_minus_commute)
 
 lemma uminus_bounded_comp [simp]:
   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
   shows "bounded ((\<lambda>x. - f x) ` S) \<longleftrightarrow> bounded (f ` S)"
   using bounded_uminus[of "f ` S"]
   by (auto simp: image_image)
 
 lemma bounded_plus_comp:
   fixes f g::"'a \<Rightarrow> 'b::real_normed_vector"
   assumes "bounded (f ` S)"
   assumes "bounded (g ` S)"
   shows "bounded ((\<lambda>x. f x + g x) ` S)"
 proof -
   {
     fix B C
     assume "\<And>x. x\<in>S \<Longrightarrow> norm (f x) \<le> B" "\<And>x. x\<in>S \<Longrightarrow> norm (g x) \<le> C"
     then have "\<And>x. x \<in> S \<Longrightarrow> norm (f x + g x) \<le> B + C"
       by (auto intro!: norm_triangle_le add_mono)
   } then show ?thesis
     using assms by (fastforce simp: bounded_iff)
 qed
 
 lemma bounded_plus:
   fixes S ::"'a::real_normed_vector set"
   assumes "bounded S" "bounded T"
   shows "bounded ((\<lambda>(x,y). x + y) ` (S \<times> T))"
   using bounded_plus_comp [of fst "S \<times> T" snd] assms
   by (auto simp: split_def split: if_split_asm)
 
 lemma bounded_minus_comp:
   "bounded (f ` S) \<Longrightarrow> bounded (g ` S) \<Longrightarrow> bounded ((\<lambda>x. f x - g x) ` S)"
   for f g::"'a \<Rightarrow> 'b::real_normed_vector"
   using bounded_plus_comp[of "f" S "\<lambda>x. - g x"]
   by auto
 
 lemma bounded_minus:
   fixes S ::"'a::real_normed_vector set"
   assumes "bounded S" "bounded T"
   shows "bounded ((\<lambda>(x,y). x - y) ` (S \<times> T))"
   using bounded_minus_comp [of fst "S \<times> T" snd] assms
   by (auto simp: split_def split: if_split_asm)
 
 lemma not_bounded_UNIV[simp]:
   "\<not> bounded (UNIV :: 'a::{real_normed_vector, perfect_space} set)"
 proof (auto simp: bounded_pos not_le)
   obtain x :: 'a where "x \<noteq> 0"
     using perfect_choose_dist [OF zero_less_one] by fast
   fix b :: real
   assume b: "b >0"
   have b1: "b +1 \<ge> 0"
     using b by simp
   with \<open>x \<noteq> 0\<close> have "b < norm (scaleR (b + 1) (sgn x))"
     by (simp add: norm_sgn)
   then show "\<exists>x::'a. b < norm x" ..
 qed
 
 corollary cobounded_imp_unbounded:
     fixes S :: "'a::{real_normed_vector, perfect_space} set"
     shows "bounded (- S) \<Longrightarrow> \<not> bounded S"
   using bounded_Un [of S "-S"]  by (simp add: sup_compl_top)
 
 subsection\<^marker>\<open>tag unimportant\<close>\<open>Relations among convergence and absolute convergence for power series\<close>
 
 lemma summable_imp_bounded:
   fixes f :: "nat \<Rightarrow> 'a::real_normed_vector"
   shows "summable f \<Longrightarrow> bounded (range f)"
 by (frule summable_LIMSEQ_zero) (simp add: convergent_imp_bounded)
 
 lemma summable_imp_sums_bounded:
    "summable f \<Longrightarrow> bounded (range (\<lambda>n. sum f {..<n}))"
 by (auto simp: summable_def sums_def dest: convergent_imp_bounded)
 
 lemma power_series_conv_imp_absconv_weak:
   fixes a:: "nat \<Rightarrow> 'a::{real_normed_div_algebra,banach}" and w :: 'a
   assumes sum: "summable (\<lambda>n. a n * z ^ n)" and no: "norm w < norm z"
     shows "summable (\<lambda>n. of_real(norm(a n)) * w ^ n)"
 proof -
   obtain M where M: "\<And>x. norm (a x * z ^ x) \<le> M"
     using summable_imp_bounded [OF sum] by (force simp: bounded_iff)
   then have *: "summable (\<lambda>n. norm (a n) * norm w ^ n)"
     by (rule_tac M=M in Abel_lemma) (auto simp: norm_mult norm_power intro: no)
   show ?thesis
     apply (rule series_comparison_complex [of "(\<lambda>n. of_real(norm(a n) * norm w ^ n))"])
     apply (simp only: summable_complex_of_real *)
     apply (auto simp: norm_mult norm_power)
     done
 qed
 
 
 subsection \<open>Normed spaces with the Heine-Borel property\<close>
 
 lemma not_compact_UNIV[simp]:
   fixes s :: "'a::{real_normed_vector,perfect_space,heine_borel} set"
   shows "\<not> compact (UNIV::'a set)"
     by (simp add: compact_eq_bounded_closed)
 
 lemma not_compact_space_euclideanreal [simp]: "\<not> compact_space euclideanreal"
   by (simp add: compact_space_def)
 
 text\<open>Representing sets as the union of a chain of compact sets.\<close>
 lemma closed_Union_compact_subsets:
   fixes S :: "'a::{heine_borel,real_normed_vector} set"
   assumes "closed S"
   obtains F where "\<And>n. compact(F n)" "\<And>n. F n \<subseteq> S" "\<And>n. F n \<subseteq> F(Suc n)"
                   "(\<Union>n. F n) = S" "\<And>K. \<lbrakk>compact K; K \<subseteq> S\<rbrakk> \<Longrightarrow> \<exists>N. \<forall>n \<ge> N. K \<subseteq> F n"
 proof
   show "compact (S \<inter> cball 0 (of_nat n))" for n
     using assms compact_eq_bounded_closed by auto
 next
   show "(\<Union>n. S \<inter> cball 0 (real n)) = S"
     by (auto simp: real_arch_simple)
 next
   fix K :: "'a set"
   assume "compact K" "K \<subseteq> S"
   then obtain N where "K \<subseteq> cball 0 N"
     by (meson bounded_pos mem_cball_0 compact_imp_bounded subsetI)
   then show "\<exists>N. \<forall>n\<ge>N. K \<subseteq> S \<inter> cball 0 (real n)"
     by (metis of_nat_le_iff Int_subset_iff \<open>K \<subseteq> S\<close> real_arch_simple subset_cball subset_trans)
 qed auto
 
 subsection \<open>Intersecting chains of compact sets and the Baire property\<close>
 
 proposition bounded_closed_chain:
   fixes \<F> :: "'a::heine_borel set set"
   assumes "B \<in> \<F>" "bounded B" and \<F>: "\<And>S. S \<in> \<F> \<Longrightarrow> closed S" and "{} \<notin> \<F>"
       and chain: "\<And>S T. S \<in> \<F> \<and> T \<in> \<F> \<Longrightarrow> S \<subseteq> T \<or> T \<subseteq> S"
     shows "\<Inter>\<F> \<noteq> {}"
 proof -
   have "B \<inter> \<Inter>\<F> \<noteq> {}"
   proof (rule compact_imp_fip)
     show "compact B" "\<And>T. T \<in> \<F> \<Longrightarrow> closed T"
       by (simp_all add: assms compact_eq_bounded_closed)
     show "\<lbrakk>finite \<G>; \<G> \<subseteq> \<F>\<rbrakk> \<Longrightarrow> B \<inter> \<Inter>\<G> \<noteq> {}" for \<G>
     proof (induction \<G> rule: finite_induct)
       case empty
       with assms show ?case by force
     next
       case (insert U \<G>)
       then have "U \<in> \<F>" and ne: "B \<inter> \<Inter>\<G> \<noteq> {}" by auto
       then consider "B \<subseteq> U" | "U \<subseteq> B"
           using \<open>B \<in> \<F>\<close> chain by blast
         then show ?case
         proof cases
           case 1
           then show ?thesis
             using Int_left_commute ne by auto
         next
           case 2
           have "U \<noteq> {}"
             using \<open>U \<in> \<F>\<close> \<open>{} \<notin> \<F>\<close> by blast
           moreover
           have False if "\<And>x. x \<in> U \<Longrightarrow> \<exists>Y\<in>\<G>. x \<notin> Y"
           proof -
             have "\<And>x. x \<in> U \<Longrightarrow> \<exists>Y\<in>\<G>. Y \<subseteq> U"
               by (metis chain contra_subsetD insert.prems insert_subset that)
             then obtain Y where "Y \<in> \<G>" "Y \<subseteq> U"
               by (metis all_not_in_conv \<open>U \<noteq> {}\<close>)
             moreover obtain x where "x \<in> \<Inter>\<G>"
               by (metis Int_emptyI ne)
             ultimately show ?thesis
               by (metis Inf_lower subset_eq that)
           qed
           with 2 show ?thesis
             by blast
         qed
       qed
   qed
   then show ?thesis by blast
 qed
 
 corollary compact_chain:
   fixes \<F> :: "'a::heine_borel set set"
   assumes "\<And>S. S \<in> \<F> \<Longrightarrow> compact S" "{} \<notin> \<F>"
           "\<And>S T. S \<in> \<F> \<and> T \<in> \<F> \<Longrightarrow> S \<subseteq> T \<or> T \<subseteq> S"
     shows "\<Inter> \<F> \<noteq> {}"
 proof (cases "\<F> = {}")
   case True
   then show ?thesis by auto
 next
   case False
   show ?thesis
     by (metis False all_not_in_conv assms compact_imp_bounded compact_imp_closed bounded_closed_chain)
 qed
 
 lemma compact_nest:
   fixes F :: "'a::linorder \<Rightarrow> 'b::heine_borel set"
   assumes F: "\<And>n. compact(F n)" "\<And>n. F n \<noteq> {}" and mono: "\<And>m n. m \<le> n \<Longrightarrow> F n \<subseteq> F m"
   shows "\<Inter>(range F) \<noteq> {}"
 proof -
   have *: "\<And>S T. S \<in> range F \<and> T \<in> range F \<Longrightarrow> S \<subseteq> T \<or> T \<subseteq> S"
     by (metis mono image_iff le_cases)
   show ?thesis
     apply (rule compact_chain [OF _ _ *])
     using F apply (blast intro: dest: *)+
     done
 qed
 
 text\<open>The Baire property of dense sets\<close>
 theorem Baire:
   fixes S::"'a::{real_normed_vector,heine_borel} set"
   assumes "closed S" "countable \<G>"
       and ope: "\<And>T. T \<in> \<G> \<Longrightarrow> openin (top_of_set S) T \<and> S \<subseteq> closure T"
  shows "S \<subseteq> closure(\<Inter>\<G>)"
 proof (cases "\<G> = {}")
   case True
   then show ?thesis
     using closure_subset by auto
 next
   let ?g = "from_nat_into \<G>"
   case False
   then have gin: "?g n \<in> \<G>" for n
     by (simp add: from_nat_into)
   show ?thesis
   proof (clarsimp simp: closure_approachable)
     fix x and e::real
     assume "x \<in> S" "0 < e"
     obtain TF where opeF: "\<And>n. openin (top_of_set S) (TF n)"
                and ne: "\<And>n. TF n \<noteq> {}"
                and subg: "\<And>n. S \<inter> closure(TF n) \<subseteq> ?g n"
                and subball: "\<And>n. closure(TF n) \<subseteq> ball x e"
                and decr: "\<And>n. TF(Suc n) \<subseteq> TF n"
     proof -
       have *: "\<exists>Y. (openin (top_of_set S) Y \<and> Y \<noteq> {} \<and>
                    S \<inter> closure Y \<subseteq> ?g n \<and> closure Y \<subseteq> ball x e) \<and> Y \<subseteq> U"
         if opeU: "openin (top_of_set S) U" and "U \<noteq> {}" and cloU: "closure U \<subseteq> ball x e" for U n
       proof -
         obtain T where T: "open T" "U = T \<inter> S"
           using \<open>openin (top_of_set S) U\<close> by (auto simp: openin_subtopology)
         with \<open>U \<noteq> {}\<close> have "T \<inter> closure (?g n) \<noteq> {}"
           using gin ope by fastforce
         then have "T \<inter> ?g n \<noteq> {}"
           using \<open>open T\<close> open_Int_closure_eq_empty by blast
         then obtain y where "y \<in> U" "y \<in> ?g n"
           using T ope [of "?g n", OF gin] by (blast dest:  openin_imp_subset)
         moreover have "openin (top_of_set S) (U \<inter> ?g n)"
           using gin ope opeU by blast
         ultimately obtain d where U: "U \<inter> ?g n \<subseteq> S" and "d > 0" and d: "ball y d \<inter> S \<subseteq> U \<inter> ?g n"
           by (force simp: openin_contains_ball)
         show ?thesis
         proof (intro exI conjI)
           show "openin (top_of_set S) (S \<inter> ball y (d/2))"
             by (simp add: openin_open_Int)
           show "S \<inter> ball y (d/2) \<noteq> {}"
             using \<open>0 < d\<close> \<open>y \<in> U\<close> opeU openin_imp_subset by fastforce
           have "S \<inter> closure (S \<inter> ball y (d/2)) \<subseteq> S \<inter> closure (ball y (d/2))"
             using closure_mono by blast
           also have "... \<subseteq> ?g n"
             using \<open>d > 0\<close> d by force
           finally show "S \<inter> closure (S \<inter> ball y (d/2)) \<subseteq> ?g n" .
           have "closure (S \<inter> ball y (d/2)) \<subseteq> S \<inter> ball y d"
           proof -
             have "closure (ball y (d/2)) \<subseteq> ball y d"
               using \<open>d > 0\<close> by auto
             then have "closure (S \<inter> ball y (d/2)) \<subseteq> ball y d"
               by (meson closure_mono inf.cobounded2 subset_trans)
             then show ?thesis
               by (simp add: \<open>closed S\<close> closure_minimal)
           qed
           also have "...  \<subseteq> ball x e"
             using cloU closure_subset d by blast
           finally show "closure (S \<inter> ball y (d/2)) \<subseteq> ball x e" .
           show "S \<inter> ball y (d/2) \<subseteq> U"
             using ball_divide_subset_numeral d by blast
         qed
       qed
       let ?\<Phi> = "\<lambda>n X. openin (top_of_set S) X \<and> X \<noteq> {} \<and>
                       S \<inter> closure X \<subseteq> ?g n \<and> closure X \<subseteq> ball x e"
       have "closure (S \<inter> ball x (e / 2)) \<subseteq> closure(ball x (e/2))"
         by (simp add: closure_mono)
       also have "...  \<subseteq> ball x e"
         using \<open>e > 0\<close> by auto
       finally have "closure (S \<inter> ball x (e / 2)) \<subseteq> ball x e" .
       moreover have"openin (top_of_set S) (S \<inter> ball x (e / 2))" "S \<inter> ball x (e / 2) \<noteq> {}"
         using \<open>0 < e\<close> \<open>x \<in> S\<close> by auto
       ultimately obtain Y where Y: "?\<Phi> 0 Y \<and> Y \<subseteq> S \<inter> ball x (e / 2)"
             using * [of "S \<inter> ball x (e/2)" 0] by metis
       show thesis
       proof (rule exE [OF dependent_nat_choice [of ?\<Phi> "\<lambda>n X Y. Y \<subseteq> X"]])
         show "\<exists>x. ?\<Phi> 0 x"
           using Y by auto
         show "\<exists>Y. ?\<Phi> (Suc n) Y \<and> Y \<subseteq> X" if "?\<Phi> n X" for X n
           using that by (blast intro: *)
       qed (use that in metis)
     qed
     have "(\<Inter>n. S \<inter> closure (TF n)) \<noteq> {}"
     proof (rule compact_nest)
       show "\<And>n. compact (S \<inter> closure (TF n))"
         by (metis closed_closure subball bounded_subset_ballI compact_eq_bounded_closed closed_Int_compact [OF \<open>closed S\<close>])
       show "\<And>n. S \<inter> closure (TF n) \<noteq> {}"
         by (metis Int_absorb1 opeF \<open>closed S\<close> closure_eq_empty closure_minimal ne openin_imp_subset)
       show "\<And>m n. m \<le> n \<Longrightarrow> S \<inter> closure (TF n) \<subseteq> S \<inter> closure (TF m)"
         by (meson closure_mono decr dual_order.refl inf_mono lift_Suc_antimono_le)
     qed
     moreover have "(\<Inter>n. S \<inter> closure (TF n)) \<subseteq> {y \<in> \<Inter>\<G>. dist y x < e}"
     proof (clarsimp, intro conjI)
       fix y
       assume "y \<in> S" and y: "\<forall>n. y \<in> closure (TF n)"
       then show "\<forall>T\<in>\<G>. y \<in> T"
         by (metis Int_iff from_nat_into_surj [OF \<open>countable \<G>\<close>] subsetD subg)
       show "dist y x < e"
         by (metis y dist_commute mem_ball subball subsetCE)
     qed
     ultimately show "\<exists>y \<in> \<Inter>\<G>. dist y x < e"
       by auto
   qed
 qed
 
 
 subsection \<open>Continuity\<close>
 
 subsubsection\<^marker>\<open>tag unimportant\<close> \<open>Structural rules for uniform continuity\<close>
 
 lemma (in bounded_linear) uniformly_continuous_on[continuous_intros]:
   fixes g :: "_::metric_space \<Rightarrow> _"
   assumes "uniformly_continuous_on s g"
   shows "uniformly_continuous_on s (\<lambda>x. f (g x))"
   using assms unfolding uniformly_continuous_on_sequentially
   unfolding dist_norm tendsto_norm_zero_iff diff[symmetric]
   by (auto intro: tendsto_zero)
 
 lemma uniformly_continuous_on_dist[continuous_intros]:
   fixes f g :: "'a::metric_space \<Rightarrow> 'b::metric_space"
   assumes "uniformly_continuous_on s f"
     and "uniformly_continuous_on s g"
   shows "uniformly_continuous_on s (\<lambda>x. dist (f x) (g x))"
 proof -
   {
     fix a b c d :: 'b
     have "\<bar>dist a b - dist c d\<bar> \<le> dist a c + dist b d"
       using dist_triangle2 [of a b c] dist_triangle2 [of b c d]
       using dist_triangle3 [of c d a] dist_triangle [of a d b]
       by arith
   } note le = this
   {
     fix x y
     assume f: "(\<lambda>n. dist (f (x n)) (f (y n))) \<longlonglongrightarrow> 0"
     assume g: "(\<lambda>n. dist (g (x n)) (g (y n))) \<longlonglongrightarrow> 0"
     have "(\<lambda>n. \<bar>dist (f (x n)) (g (x n)) - dist (f (y n)) (g (y n))\<bar>) \<longlonglongrightarrow> 0"
       by (rule Lim_transform_bound [OF _ tendsto_add_zero [OF f g]],
         simp add: le)
   }
   then show ?thesis
     using assms unfolding uniformly_continuous_on_sequentially
     unfolding dist_real_def by simp
 qed
 
 lemma uniformly_continuous_on_norm[continuous_intros]:
   fixes f :: "'a :: metric_space \<Rightarrow> 'b :: real_normed_vector"
   assumes "uniformly_continuous_on s f"
   shows "uniformly_continuous_on s (\<lambda>x. norm (f x))"
   unfolding norm_conv_dist using assms
   by (intro uniformly_continuous_on_dist uniformly_continuous_on_const)
 
 lemma uniformly_continuous_on_cmul[continuous_intros]:
   fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
   assumes "uniformly_continuous_on s f"
   shows "uniformly_continuous_on s (\<lambda>x. c *\<^sub>R f(x))"
   using bounded_linear_scaleR_right assms
   by (rule bounded_linear.uniformly_continuous_on)
 
 lemma dist_minus:
   fixes x y :: "'a::real_normed_vector"
   shows "dist (- x) (- y) = dist x y"
   unfolding dist_norm minus_diff_minus norm_minus_cancel ..
 
 lemma uniformly_continuous_on_minus[continuous_intros]:
   fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
   shows "uniformly_continuous_on s f \<Longrightarrow> uniformly_continuous_on s (\<lambda>x. - f x)"
   unfolding uniformly_continuous_on_def dist_minus .
 
 lemma uniformly_continuous_on_add[continuous_intros]:
   fixes f g :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
   assumes "uniformly_continuous_on s f"
     and "uniformly_continuous_on s g"
   shows "uniformly_continuous_on s (\<lambda>x. f x + g x)"
   using assms
   unfolding uniformly_continuous_on_sequentially
   unfolding dist_norm tendsto_norm_zero_iff add_diff_add
   by (auto intro: tendsto_add_zero)
 
 lemma uniformly_continuous_on_diff[continuous_intros]:
   fixes f :: "'a::metric_space \<Rightarrow> 'b::real_normed_vector"
   assumes "uniformly_continuous_on s f"
     and "uniformly_continuous_on s g"
   shows "uniformly_continuous_on s (\<lambda>x. f x - g x)"
   using assms uniformly_continuous_on_add [of s f "- g"]
     by (simp add: fun_Compl_def uniformly_continuous_on_minus)
 
 
 subsection\<^marker>\<open>tag unimportant\<close> \<open>Arithmetic Preserves Topological Properties\<close>
 
 lemma open_scaling[intro]:
   fixes s :: "'a::real_normed_vector set"
   assumes "c \<noteq> 0"
     and "open s"
   shows "open((\<lambda>x. c *\<^sub>R x) ` s)"
 proof -
   {
     fix x
     assume "x \<in> s"
     then obtain e where "e>0"
       and e:"\<forall>x'. dist x' x < e \<longrightarrow> x' \<in> s" using assms(2)[unfolded open_dist, THEN bspec[where x=x]]
       by auto
     have "e * \<bar>c\<bar> > 0"
       using assms(1)[unfolded zero_less_abs_iff[symmetric]] \<open>e>0\<close> by auto
     moreover
     {
       fix y
       assume "dist y (c *\<^sub>R x) < e * \<bar>c\<bar>"
       then have "norm ((1 / c) *\<^sub>R y - x) < e"
         unfolding dist_norm
         using norm_scaleR[of c "(1 / c) *\<^sub>R y - x", unfolded scaleR_right_diff_distrib, unfolded scaleR_scaleR] assms(1)
           assms(1)[unfolded zero_less_abs_iff[symmetric]] by (simp del:zero_less_abs_iff)
       then have "y \<in> (*\<^sub>R) c ` s"
         using rev_image_eqI[of "(1 / c) *\<^sub>R y" s y "(*\<^sub>R) c"]
         using e[THEN spec[where x="(1 / c) *\<^sub>R y"]]
         using assms(1)
         unfolding dist_norm scaleR_scaleR
         by auto
     }
     ultimately have "\<exists>e>0. \<forall>x'. dist x' (c *\<^sub>R x) < e \<longrightarrow> x' \<in> (*\<^sub>R) c ` s"
       apply (rule_tac x="e * \<bar>c\<bar>" in exI, auto)
       done
   }
   then show ?thesis unfolding open_dist by auto
 qed
 
 lemma minus_image_eq_vimage:
   fixes A :: "'a::ab_group_add set"
   shows "(\<lambda>x. - x) ` A = (\<lambda>x. - x) -` A"
   by (auto intro!: image_eqI [where f="\<lambda>x. - x"])
 
 lemma open_negations:
   fixes S :: "'a::real_normed_vector set"
   shows "open S \<Longrightarrow> open ((\<lambda>x. - x) ` S)"
   using open_scaling [of "- 1" S] by simp
 
 lemma open_translation:
   fixes S :: "'a::real_normed_vector set"
   assumes "open S"
   shows "open((\<lambda>x. a + x) ` S)"
 proof -
   {
     fix x
     have "continuous (at x) (\<lambda>x. x - a)"
       by (intro continuous_diff continuous_ident continuous_const)
   }
   moreover have "{x. x - a \<in> S} = (+) a ` S"
     by force
   ultimately show ?thesis
     by (metis assms continuous_open_vimage vimage_def)
 qed
 
+lemma open_translation_subtract:
+  fixes S :: "'a::real_normed_vector set"
+  assumes "open S"
+  shows "open ((\<lambda>x. x - a) ` S)" 
+  using assms open_translation [of S "- a"] by (simp cong: image_cong_simp)
+
 lemma open_neg_translation:
-  fixes s :: "'a::real_normed_vector set"
-  assumes "open s"
-  shows "open((\<lambda>x. a - x) ` s)"
+  fixes S :: "'a::real_normed_vector set"
+  assumes "open S"
+  shows "open((\<lambda>x. a - x) ` S)"
   using open_translation[OF open_negations[OF assms], of a]
   by (auto simp: image_image)
 
 lemma open_affinity:
   fixes S :: "'a::real_normed_vector set"
   assumes "open S"  "c \<noteq> 0"
   shows "open ((\<lambda>x. a + c *\<^sub>R x) ` S)"
 proof -
   have *: "(\<lambda>x. a + c *\<^sub>R x) = (\<lambda>x. a + x) \<circ> (\<lambda>x. c *\<^sub>R x)"
     unfolding o_def ..
   have "(+) a ` (*\<^sub>R) c ` S = ((+) a \<circ> (*\<^sub>R) c) ` S"
     by auto
   then show ?thesis
     using assms open_translation[of "(*\<^sub>R) c ` S" a]
     unfolding *
     by auto
 qed
 
 lemma interior_translation:
   "interior ((+) a ` S) = (+) a ` (interior S)" for S :: "'a::real_normed_vector set"
 proof (rule set_eqI, rule)
   fix x
   assume "x \<in> interior ((+) a ` S)"
   then obtain e where "e > 0" and e: "ball x e \<subseteq> (+) a ` S"
     unfolding mem_interior by auto
   then have "ball (x - a) e \<subseteq> S"
     unfolding subset_eq Ball_def mem_ball dist_norm
     by (auto simp: diff_diff_eq)
   then show "x \<in> (+) a ` interior S"
     unfolding image_iff
     apply (rule_tac x="x - a" in bexI)
     unfolding mem_interior
     using \<open>e > 0\<close>
     apply auto
     done
 next
   fix x
   assume "x \<in> (+) a ` interior S"
   then obtain y e where "e > 0" and e: "ball y e \<subseteq> S" and y: "x = a + y"
     unfolding image_iff Bex_def mem_interior by auto
   {
     fix z
     have *: "a + y - z = y + a - z" by auto
     assume "z \<in> ball x e"
     then have "z - a \<in> S"
       using e[unfolded subset_eq, THEN bspec[where x="z - a"]]
       unfolding mem_ball dist_norm y group_add_class.diff_diff_eq2 *
       by auto
     then have "z \<in> (+) a ` S"
       unfolding image_iff by (auto intro!: bexI[where x="z - a"])
   }
   then have "ball x e \<subseteq> (+) a ` S"
     unfolding subset_eq by auto
   then show "x \<in> interior ((+) a ` S)"
     unfolding mem_interior using \<open>e > 0\<close> by auto
 qed
 
 lemma interior_translation_subtract:
   "interior ((\<lambda>x. x - a) ` S) = (\<lambda>x. x - a) ` interior S" for S :: "'a::real_normed_vector set"
   using interior_translation [of "- a"] by (simp cong: image_cong_simp)
 
 
 lemma compact_scaling:
   fixes s :: "'a::real_normed_vector set"
   assumes "compact s"
   shows "compact ((\<lambda>x. c *\<^sub>R x) ` s)"
 proof -
   let ?f = "\<lambda>x. scaleR c x"
   have *: "bounded_linear ?f" by (rule bounded_linear_scaleR_right)
   show ?thesis
     using compact_continuous_image[of s ?f] continuous_at_imp_continuous_on[of s ?f]
     using linear_continuous_at[OF *] assms
     by auto
 qed
 
 lemma compact_negations:
   fixes s :: "'a::real_normed_vector set"
   assumes "compact s"
   shows "compact ((\<lambda>x. - x) ` s)"
   using compact_scaling [OF assms, of "- 1"] by auto
 
 lemma compact_sums:
   fixes s t :: "'a::real_normed_vector set"
   assumes "compact s"
     and "compact t"
   shows "compact {x + y | x y. x \<in> s \<and> y \<in> t}"
 proof -
   have *: "{x + y | x y. x \<in> s \<and> y \<in> t} = (\<lambda>z. fst z + snd z) ` (s \<times> t)"
     apply auto
     unfolding image_iff
     apply (rule_tac x="(xa, y)" in bexI)
     apply auto
     done
   have "continuous_on (s \<times> t) (\<lambda>z. fst z + snd z)"
     unfolding continuous_on by (rule ballI) (intro tendsto_intros)
   then show ?thesis
     unfolding * using compact_continuous_image compact_Times [OF assms] by auto
 qed
 
 lemma compact_differences:
   fixes s t :: "'a::real_normed_vector set"
   assumes "compact s"
     and "compact t"
   shows "compact {x - y | x y. x \<in> s \<and> y \<in> t}"
 proof-
   have "{x - y | x y. x\<in>s \<and> y \<in> t} =  {x + y | x y. x \<in> s \<and> y \<in> (uminus ` t)}"
     apply auto
     apply (rule_tac x= xa in exI, auto)
     done
   then show ?thesis
     using compact_sums[OF assms(1) compact_negations[OF assms(2)]] by auto
 qed
 
 lemma compact_translation:
   "compact ((+) a ` s)" if "compact s" for s :: "'a::real_normed_vector set"
 proof -
   have "{x + y |x y. x \<in> s \<and> y \<in> {a}} = (\<lambda>x. a + x) ` s"
     by auto
   then show ?thesis
     using compact_sums [OF that compact_sing [of a]] by auto
 qed
 
 lemma compact_translation_subtract:
   "compact ((\<lambda>x. x - a) ` s)" if "compact s" for s :: "'a::real_normed_vector set"
   using that compact_translation [of s "- a"] by (simp cong: image_cong_simp)
 
 lemma compact_affinity:
   fixes s :: "'a::real_normed_vector set"
   assumes "compact s"
   shows "compact ((\<lambda>x. a + c *\<^sub>R x) ` s)"
 proof -
   have "(+) a ` (*\<^sub>R) c ` s = (\<lambda>x. a + c *\<^sub>R x) ` s"
     by auto
   then show ?thesis
     using compact_translation[OF compact_scaling[OF assms], of a c] by auto
 qed
 
 lemma closed_scaling:
   fixes S :: "'a::real_normed_vector set"
   assumes "closed S"
   shows "closed ((\<lambda>x. c *\<^sub>R x) ` S)"
 proof (cases "c = 0")
   case True then show ?thesis
     by (auto simp: image_constant_conv)
 next
   case False
   from assms have "closed ((\<lambda>x. inverse c *\<^sub>R x) -` S)"
     by (simp add: continuous_closed_vimage)
   also have "(\<lambda>x. inverse c *\<^sub>R x) -` S = (\<lambda>x. c *\<^sub>R x) ` S"
     using \<open>c \<noteq> 0\<close> by (auto elim: image_eqI [rotated])
   finally show ?thesis .
 qed
 
 lemma closed_negations:
   fixes S :: "'a::real_normed_vector set"
   assumes "closed S"
   shows "closed ((\<lambda>x. -x) ` S)"
   using closed_scaling[OF assms, of "- 1"] by simp
 
 lemma compact_closed_sums:
   fixes S :: "'a::real_normed_vector set"
   assumes "compact S" and "closed T"
   shows "closed (\<Union>x\<in> S. \<Union>y \<in> T. {x + y})"
 proof -
   let ?S = "{x + y |x y. x \<in> S \<and> y \<in> T}"
   {
     fix x l
     assume as: "\<forall>n. x n \<in> ?S"  "(x \<longlongrightarrow> l) sequentially"
     from as(1) obtain f where f: "\<forall>n. x n = fst (f n) + snd (f n)"  "\<forall>n. fst (f n) \<in> S"  "\<forall>n. snd (f n) \<in> T"
       using choice[of "\<lambda>n y. x n = (fst y) + (snd y) \<and> fst y \<in> S \<and> snd y \<in> T"] by auto
     obtain l' r where "l'\<in>S" and r: "strict_mono r" and lr: "(((\<lambda>n. fst (f n)) \<circ> r) \<longlongrightarrow> l') sequentially"
       using assms(1)[unfolded compact_def, THEN spec[where x="\<lambda> n. fst (f n)"]] using f(2) by auto
     have "((\<lambda>n. snd (f (r n))) \<longlongrightarrow> l - l') sequentially"
       using tendsto_diff[OF LIMSEQ_subseq_LIMSEQ[OF as(2) r] lr] and f(1)
       unfolding o_def
       by auto
     then have "l - l' \<in> T"
       using assms(2)[unfolded closed_sequential_limits,
         THEN spec[where x="\<lambda> n. snd (f (r n))"],
         THEN spec[where x="l - l'"]]
       using f(3)
       by auto
     then have "l \<in> ?S"
       using \<open>l' \<in> S\<close>
       apply auto
       apply (rule_tac x=l' in exI)
       apply (rule_tac x="l - l'" in exI, auto)
       done
   }
   moreover have "?S = (\<Union>x\<in> S. \<Union>y \<in> T. {x + y})"
     by force
   ultimately show ?thesis
     unfolding closed_sequential_limits
     by (metis (no_types, lifting))
 qed
 
 lemma closed_compact_sums:
   fixes S T :: "'a::real_normed_vector set"
   assumes "closed S" "compact T"
   shows "closed (\<Union>x\<in> S. \<Union>y \<in> T. {x + y})"
 proof -
   have "(\<Union>x\<in> T. \<Union>y \<in> S. {x + y}) = (\<Union>x\<in> S. \<Union>y \<in> T. {x + y})"
     by auto
   then show ?thesis
     using compact_closed_sums[OF assms(2,1)] by simp
 qed
 
 lemma compact_closed_differences:
   fixes S T :: "'a::real_normed_vector set"
   assumes "compact S" "closed T"
   shows "closed (\<Union>x\<in> S. \<Union>y \<in> T. {x - y})"
 proof -
   have "(\<Union>x\<in> S. \<Union>y \<in> uminus ` T. {x + y}) = (\<Union>x\<in> S. \<Union>y \<in> T. {x - y})"
     by force
   then show ?thesis
     using compact_closed_sums[OF assms(1) closed_negations[OF assms(2)]] by auto
 qed
 
 lemma closed_compact_differences:
   fixes S T :: "'a::real_normed_vector set"
   assumes "closed S" "compact T"
   shows "closed (\<Union>x\<in> S. \<Union>y \<in> T. {x - y})"
 proof -
   have "(\<Union>x\<in> S. \<Union>y \<in> uminus ` T. {x + y}) = {x - y |x y. x \<in> S \<and> y \<in> T}"
     by auto
  then show ?thesis
   using closed_compact_sums[OF assms(1) compact_negations[OF assms(2)]] by simp
 qed
 
 lemma closed_translation:
   "closed ((+) a ` S)" if "closed S" for a :: "'a::real_normed_vector"
 proof -
   have "(\<Union>x\<in> {a}. \<Union>y \<in> S. {x + y}) = ((+) a ` S)" by auto
   then show ?thesis
     using compact_closed_sums [OF compact_sing [of a] that] by auto
 qed
 
 lemma closed_translation_subtract:
   "closed ((\<lambda>x. x - a) ` S)" if "closed S" for a :: "'a::real_normed_vector"
   using that closed_translation [of S "- a"] by (simp cong: image_cong_simp)
 
 lemma closure_translation:
   "closure ((+) a ` s) = (+) a ` closure s" for a :: "'a::real_normed_vector"
 proof -
   have *: "(+) a ` (- s) = - (+) a ` s"
     by (auto intro!: image_eqI [where x = "x - a" for x])
   show ?thesis
     using interior_translation [of a "- s", symmetric]
     by (simp add: closure_interior translation_Compl *)
 qed
 
 lemma closure_translation_subtract:
   "closure ((\<lambda>x. x - a) ` s) = (\<lambda>x. x - a) ` closure s" for a :: "'a::real_normed_vector"
   using closure_translation [of "- a" s] by (simp cong: image_cong_simp)
 
 lemma frontier_translation:
   "frontier ((+) a ` s) = (+) a ` frontier s" for a :: "'a::real_normed_vector"
   by (auto simp add: frontier_def translation_diff interior_translation closure_translation)
 
 lemma frontier_translation_subtract:
   "frontier ((+) a ` s) = (+) a ` frontier s" for a :: "'a::real_normed_vector"
   by (auto simp add: frontier_def translation_diff interior_translation closure_translation)
 
 lemma sphere_translation:
   "sphere (a + c) r = (+) a ` sphere c r" for a :: "'n::real_normed_vector"
   by (auto simp: dist_norm algebra_simps intro!: image_eqI [where x = "x - a" for x])
 
 lemma sphere_translation_subtract:
   "sphere (c - a) r = (\<lambda>x. x - a) ` sphere c r" for a :: "'n::real_normed_vector"
   using sphere_translation [of "- a" c] by (simp cong: image_cong_simp)
 
 lemma cball_translation:
   "cball (a + c) r = (+) a ` cball c r" for a :: "'n::real_normed_vector"
   by (auto simp: dist_norm algebra_simps intro!: image_eqI [where x = "x - a" for x])
 
 lemma cball_translation_subtract:
   "cball (c - a) r = (\<lambda>x. x - a) ` cball c r" for a :: "'n::real_normed_vector"
   using cball_translation [of "- a" c] by (simp cong: image_cong_simp)
 
 lemma ball_translation:
   "ball (a + c) r = (+) a ` ball c r" for a :: "'n::real_normed_vector"
   by (auto simp: dist_norm algebra_simps intro!: image_eqI [where x = "x - a" for x])
 
 lemma ball_translation_subtract:
   "ball (c - a) r = (\<lambda>x. x - a) ` ball c r" for a :: "'n::real_normed_vector"
   using ball_translation [of "- a" c] by (simp cong: image_cong_simp)
 
 
 subsection\<^marker>\<open>tag unimportant\<close>\<open>Homeomorphisms\<close>
 
 lemma homeomorphic_scaling:
   fixes s :: "'a::real_normed_vector set"
   assumes "c \<noteq> 0"
   shows "s homeomorphic ((\<lambda>x. c *\<^sub>R x) ` s)"
   unfolding homeomorphic_minimal
   apply (rule_tac x="\<lambda>x. c *\<^sub>R x" in exI)
   apply (rule_tac x="\<lambda>x. (1 / c) *\<^sub>R x" in exI)
   using assms
   apply (auto simp: continuous_intros)
   done
 
 lemma homeomorphic_translation:
   fixes s :: "'a::real_normed_vector set"
   shows "s homeomorphic ((\<lambda>x. a + x) ` s)"
   unfolding homeomorphic_minimal
   apply (rule_tac x="\<lambda>x. a + x" in exI)
   apply (rule_tac x="\<lambda>x. -a + x" in exI)
   using continuous_on_add [OF continuous_on_const continuous_on_id, of s a]
     continuous_on_add [OF continuous_on_const continuous_on_id, of "plus a ` s" "- a"]
   apply auto
   done
 
 lemma homeomorphic_affinity:
   fixes s :: "'a::real_normed_vector set"
   assumes "c \<noteq> 0"
   shows "s homeomorphic ((\<lambda>x. a + c *\<^sub>R x) ` s)"
 proof -
   have *: "(+) a ` (*\<^sub>R) c ` s = (\<lambda>x. a + c *\<^sub>R x) ` s" by auto
   show ?thesis
     using homeomorphic_trans
     using homeomorphic_scaling[OF assms, of s]
     using homeomorphic_translation[of "(\<lambda>x. c *\<^sub>R x) ` s" a]
     unfolding *
     by auto
 qed
 
 lemma homeomorphic_balls:
   fixes a b ::"'a::real_normed_vector"
   assumes "0 < d"  "0 < e"
   shows "(ball a d) homeomorphic  (ball b e)" (is ?th)
     and "(cball a d) homeomorphic (cball b e)" (is ?cth)
 proof -
   show ?th unfolding homeomorphic_minimal
     apply(rule_tac x="\<lambda>x. b + (e/d) *\<^sub>R (x - a)" in exI)
     apply(rule_tac x="\<lambda>x. a + (d/e) *\<^sub>R (x - b)" in exI)
     using assms
     apply (auto intro!: continuous_intros
       simp: dist_commute dist_norm pos_divide_less_eq mult_strict_left_mono)
     done
   show ?cth unfolding homeomorphic_minimal
     apply(rule_tac x="\<lambda>x. b + (e/d) *\<^sub>R (x - a)" in exI)
     apply(rule_tac x="\<lambda>x. a + (d/e) *\<^sub>R (x - b)" in exI)
     using assms
     apply (auto intro!: continuous_intros
       simp: dist_commute dist_norm pos_divide_le_eq mult_strict_left_mono)
     done
 qed
 
 lemma homeomorphic_spheres:
   fixes a b ::"'a::real_normed_vector"
   assumes "0 < d"  "0 < e"
   shows "(sphere a d) homeomorphic (sphere b e)"
 unfolding homeomorphic_minimal
     apply(rule_tac x="\<lambda>x. b + (e/d) *\<^sub>R (x - a)" in exI)
     apply(rule_tac x="\<lambda>x. a + (d/e) *\<^sub>R (x - b)" in exI)
     using assms
     apply (auto intro!: continuous_intros
       simp: dist_commute dist_norm pos_divide_less_eq mult_strict_left_mono)
     done
 
 lemma homeomorphic_ball01_UNIV:
   "ball (0::'a::real_normed_vector) 1 homeomorphic (UNIV:: 'a set)"
   (is "?B homeomorphic ?U")
 proof
   have "x \<in> (\<lambda>z. z /\<^sub>R (1 - norm z)) ` ball 0 1" for x::'a
     apply (rule_tac x="x /\<^sub>R (1 + norm x)" in image_eqI)
      apply (auto simp: field_split_simps)
     using norm_ge_zero [of x] apply linarith+
     done
   then show "(\<lambda>z::'a. z /\<^sub>R (1 - norm z)) ` ?B = ?U"
     by blast
   have "x \<in> range (\<lambda>z. (1 / (1 + norm z)) *\<^sub>R z)" if "norm x < 1" for x::'a
     apply (rule_tac x="x /\<^sub>R (1 - norm x)" in image_eqI)
     using that apply (auto simp: field_split_simps)
     done
   then show "(\<lambda>z::'a. z /\<^sub>R (1 + norm z)) ` ?U = ?B"
     by (force simp: field_split_simps dest: add_less_zeroD)
   show "continuous_on (ball 0 1) (\<lambda>z. z /\<^sub>R (1 - norm z))"
     by (rule continuous_intros | force)+
   show "continuous_on UNIV (\<lambda>z. z /\<^sub>R (1 + norm z))"
     apply (intro continuous_intros)
     apply (metis le_add_same_cancel1 norm_ge_zero not_le zero_less_one)
     done
   show "\<And>x. x \<in> ball 0 1 \<Longrightarrow>
          x /\<^sub>R (1 - norm x) /\<^sub>R (1 + norm (x /\<^sub>R (1 - norm x))) = x"
     by (auto simp: field_split_simps)
   show "\<And>y. y /\<^sub>R (1 + norm y) /\<^sub>R (1 - norm (y /\<^sub>R (1 + norm y))) = y"
     apply (auto simp: field_split_simps)
     apply (metis le_add_same_cancel1 norm_ge_zero not_le zero_less_one)
     done
 qed
 
 proposition homeomorphic_ball_UNIV:
   fixes a ::"'a::real_normed_vector"
   assumes "0 < r" shows "ball a r homeomorphic (UNIV:: 'a set)"
   using assms homeomorphic_ball01_UNIV homeomorphic_balls(1) homeomorphic_trans zero_less_one by blast
 
 
 subsection\<^marker>\<open>tag unimportant\<close> \<open>Discrete\<close>
 
 lemma finite_implies_discrete:
   fixes S :: "'a::topological_space set"
   assumes "finite (f ` S)"
   shows "(\<forall>x \<in> S. \<exists>e>0. \<forall>y. y \<in> S \<and> f y \<noteq> f x \<longrightarrow> e \<le> norm (f y - f x))"
 proof -
   have "\<exists>e>0. \<forall>y. y \<in> S \<and> f y \<noteq> f x \<longrightarrow> e \<le> norm (f y - f x)" if "x \<in> S" for x
   proof (cases "f ` S - {f x} = {}")
     case True
     with zero_less_numeral show ?thesis
       by (fastforce simp add: Set.image_subset_iff cong: conj_cong)
   next
     case False
     then obtain z where z: "z \<in> S" "f z \<noteq> f x"
       by blast
     have finn: "finite {norm (z - f x) |z. z \<in> f ` S - {f x}}"
       using assms by simp
     then have *: "0 < Inf{norm(z - f x) | z. z \<in> f ` S - {f x}}"
       apply (rule finite_imp_less_Inf)
       using z apply force+
       done
     show ?thesis
       by (force intro!: * cInf_le_finite [OF finn])
   qed
   with assms show ?thesis
     by blast
 qed
 
 
 subsection\<^marker>\<open>tag unimportant\<close> \<open>Completeness of "Isometry" (up to constant bounds)\<close>
 
 lemma cauchy_isometric:\<comment> \<open>TODO: rename lemma to \<open>Cauchy_isometric\<close>\<close>
   assumes e: "e > 0"
     and s: "subspace s"
     and f: "bounded_linear f"
     and normf: "\<forall>x\<in>s. norm (f x) \<ge> e * norm x"
     and xs: "\<forall>n. x n \<in> s"
     and cf: "Cauchy (f \<circ> x)"
   shows "Cauchy x"
 proof -
   interpret f: bounded_linear f by fact
   have "\<exists>N. \<forall>n\<ge>N. norm (x n - x N) < d" if "d > 0" for d :: real
   proof -
     from that obtain N where N: "\<forall>n\<ge>N. norm (f (x n) - f (x N)) < e * d"
       using cf[unfolded Cauchy_def o_def dist_norm, THEN spec[where x="e*d"]] e
       by auto
     have "norm (x n - x N) < d" if "n \<ge> N" for n
     proof -
       have "e * norm (x n - x N) \<le> norm (f (x n - x N))"
         using subspace_diff[OF s, of "x n" "x N"]
         using xs[THEN spec[where x=N]] and xs[THEN spec[where x=n]]
         using normf[THEN bspec[where x="x n - x N"]]
         by auto
       also have "norm (f (x n - x N)) < e * d"
         using \<open>N \<le> n\<close> N unfolding f.diff[symmetric] by auto
       finally show ?thesis
         using \<open>e>0\<close> by simp
     qed
     then show ?thesis by auto
   qed
   then show ?thesis
     by (simp add: Cauchy_altdef2 dist_norm)
 qed
 
 lemma complete_isometric_image:
   assumes "0 < e"
     and s: "subspace s"
     and f: "bounded_linear f"
     and normf: "\<forall>x\<in>s. norm(f x) \<ge> e * norm(x)"
     and cs: "complete s"
   shows "complete (f ` s)"
 proof -
   have "\<exists>l\<in>f ` s. (g \<longlongrightarrow> l) sequentially"
     if as:"\<forall>n::nat. g n \<in> f ` s" and cfg:"Cauchy g" for g
   proof -
     from that obtain x where "\<forall>n. x n \<in> s \<and> g n = f (x n)"
       using choice[of "\<lambda> n xa. xa \<in> s \<and> g n = f xa"] by auto
     then have x: "\<forall>n. x n \<in> s" "\<forall>n. g n = f (x n)" by auto
     then have "f \<circ> x = g" by (simp add: fun_eq_iff)
     then obtain l where "l\<in>s" and l:"(x \<longlongrightarrow> l) sequentially"
       using cs[unfolded complete_def, THEN spec[where x=x]]
       using cauchy_isometric[OF \<open>0 < e\<close> s f normf] and cfg and x(1)
       by auto
     then show ?thesis
       using linear_continuous_at[OF f, unfolded continuous_at_sequentially, THEN spec[where x=x], of l]
       by (auto simp: \<open>f \<circ> x = g\<close>)
   qed
   then show ?thesis
     unfolding complete_def by auto
 qed
 
 subsection \<open>Connected Normed Spaces\<close>
 
 lemma compact_components:
   fixes s :: "'a::heine_borel set"
   shows "\<lbrakk>compact s; c \<in> components s\<rbrakk> \<Longrightarrow> compact c"
 by (meson bounded_subset closed_components in_components_subset compact_eq_bounded_closed)
 
 lemma discrete_subset_disconnected:
   fixes S :: "'a::topological_space set"
   fixes t :: "'b::real_normed_vector set"
   assumes conf: "continuous_on S f"
       and no: "\<And>x. x \<in> S \<Longrightarrow> \<exists>e>0. \<forall>y. y \<in> S \<and> f y \<noteq> f x \<longrightarrow> e \<le> norm (f y - f x)"
    shows "f ` S \<subseteq> {y. connected_component_set (f ` S) y = {y}}"
 proof -
   { fix x assume x: "x \<in> S"
     then obtain e where "e>0" and ele: "\<And>y. \<lbrakk>y \<in> S; f y \<noteq> f x\<rbrakk> \<Longrightarrow> e \<le> norm (f y - f x)"
       using conf no [OF x] by auto
     then have e2: "0 \<le> e / 2"
       by simp
     have "f y = f x" if "y \<in> S" and ccs: "f y \<in> connected_component_set (f ` S) (f x)" for y
       apply (rule ccontr)
       using connected_closed [of "connected_component_set (f ` S) (f x)"] \<open>e>0\<close>
       apply (simp add: del: ex_simps)
       apply (drule spec [where x="cball (f x) (e / 2)"])
       apply (drule spec [where x="- ball(f x) e"])
       apply (auto simp: dist_norm open_closed [symmetric] simp del: le_divide_eq_numeral1 dest!: connected_component_in)
         apply (metis diff_self e2 ele norm_minus_commute norm_zero not_less)
        using centre_in_cball connected_component_refl_eq e2 x apply blast
       using ccs
       apply (force simp: cball_def dist_norm norm_minus_commute dest: ele [OF \<open>y \<in> S\<close>])
       done
     moreover have "connected_component_set (f ` S) (f x) \<subseteq> f ` S"
       by (auto simp: connected_component_in)
     ultimately have "connected_component_set (f ` S) (f x) = {f x}"
       by (auto simp: x)
   }
   with assms show ?thesis
     by blast
 qed
 
 lemma continuous_disconnected_range_constant_eq:
       "(connected S \<longleftrightarrow>
            (\<forall>f::'a::topological_space \<Rightarrow> 'b::real_normed_algebra_1.
             \<forall>t. continuous_on S f \<and> f ` S \<subseteq> t \<and> (\<forall>y \<in> t. connected_component_set t y = {y})
             \<longrightarrow> f constant_on S))" (is ?thesis1)
   and continuous_discrete_range_constant_eq:
       "(connected S \<longleftrightarrow>
          (\<forall>f::'a::topological_space \<Rightarrow> 'b::real_normed_algebra_1.
           continuous_on S f \<and>
           (\<forall>x \<in> S. \<exists>e. 0 < e \<and> (\<forall>y. y \<in> S \<and> (f y \<noteq> f x) \<longrightarrow> e \<le> norm(f y - f x)))
           \<longrightarrow> f constant_on S))" (is ?thesis2)
   and continuous_finite_range_constant_eq:
       "(connected S \<longleftrightarrow>
          (\<forall>f::'a::topological_space \<Rightarrow> 'b::real_normed_algebra_1.
           continuous_on S f \<and> finite (f ` S)
           \<longrightarrow> f constant_on S))" (is ?thesis3)
 proof -
   have *: "\<And>s t u v. \<lbrakk>s \<Longrightarrow> t; t \<Longrightarrow> u; u \<Longrightarrow> v; v \<Longrightarrow> s\<rbrakk>
     \<Longrightarrow> (s \<longleftrightarrow> t) \<and> (s \<longleftrightarrow> u) \<and> (s \<longleftrightarrow> v)"
     by blast
   have "?thesis1 \<and> ?thesis2 \<and> ?thesis3"
     apply (rule *)
     using continuous_disconnected_range_constant apply metis
     apply clarify
     apply (frule discrete_subset_disconnected; blast)
     apply (blast dest: finite_implies_discrete)
     apply (blast intro!: finite_range_constant_imp_connected)
     done
   then show ?thesis1 ?thesis2 ?thesis3
     by blast+
 qed
 
 lemma continuous_discrete_range_constant:
   fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_algebra_1"
   assumes S: "connected S"
       and "continuous_on S f"
       and "\<And>x. x \<in> S \<Longrightarrow> \<exists>e>0. \<forall>y. y \<in> S \<and> f y \<noteq> f x \<longrightarrow> e \<le> norm (f y - f x)"
     shows "f constant_on S"
   using continuous_discrete_range_constant_eq [THEN iffD1, OF S] assms by blast
 
 lemma continuous_finite_range_constant:
   fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_algebra_1"
   assumes "connected S"
       and "continuous_on S f"
       and "finite (f ` S)"
     shows "f constant_on S"
   using assms continuous_finite_range_constant_eq  by blast
 
 end
diff --git a/src/HOL/Analysis/Henstock_Kurzweil_Integration.thy b/src/HOL/Analysis/Henstock_Kurzweil_Integration.thy
--- a/src/HOL/Analysis/Henstock_Kurzweil_Integration.thy
+++ b/src/HOL/Analysis/Henstock_Kurzweil_Integration.thy
@@ -1,7627 +1,7627 @@
 (*  Author:     John Harrison
     Author:     Robert Himmelmann, TU Muenchen (Translation from HOL light)
                 Huge cleanup by LCP
 *)
 
 section \<open>Henstock-Kurzweil Gauge Integration in Many Dimensions\<close>
 
 theory Henstock_Kurzweil_Integration
 imports
   Lebesgue_Measure Tagged_Division
 begin
 
 lemma norm_diff2: "\<lbrakk>y = y1 + y2; x = x1 + x2; e = e1 + e2; norm(y1 - x1) \<le> e1; norm(y2 - x2) \<le> e2\<rbrakk>
   \<Longrightarrow> norm(y-x) \<le> e"
   using norm_triangle_mono [of "y1 - x1" "e1" "y2 - x2" "e2"]
   by (simp add: add_diff_add)
 
 lemma setcomp_dot1: "{z. P (z \<bullet> (i,0))} = {(x,y). P(x \<bullet> i)}"
   by auto
 
 lemma setcomp_dot2: "{z. P (z \<bullet> (0,i))} = {(x,y). P(y \<bullet> i)}"
   by auto
 
 lemma Sigma_Int_Paircomp1: "(Sigma A B) \<inter> {(x, y). P x} = Sigma (A \<inter> {x. P x}) B"
   by blast
 
 lemma Sigma_Int_Paircomp2: "(Sigma A B) \<inter> {(x, y). P y} = Sigma A (\<lambda>z. B z \<inter> {y. P y})"
   by blast
 (* END MOVE *)
 
 subsection \<open>Content (length, area, volume...) of an interval\<close>
 
 abbreviation content :: "'a::euclidean_space set \<Rightarrow> real"
   where "content s \<equiv> measure lborel s"
 
 lemma content_cbox_cases:
   "content (cbox a b) = (if \<forall>i\<in>Basis. a\<bullet>i \<le> b\<bullet>i then prod (\<lambda>i. b\<bullet>i - a\<bullet>i) Basis else 0)"
   by (simp add: measure_lborel_cbox_eq inner_diff)
 
 lemma content_cbox: "\<forall>i\<in>Basis. a\<bullet>i \<le> b\<bullet>i \<Longrightarrow> content (cbox a b) = (\<Prod>i\<in>Basis. b\<bullet>i - a\<bullet>i)"
   unfolding content_cbox_cases by simp
 
 lemma content_cbox': "cbox a b \<noteq> {} \<Longrightarrow> content (cbox a b) = (\<Prod>i\<in>Basis. b\<bullet>i - a\<bullet>i)"
   by (simp add: box_ne_empty inner_diff)
 
 lemma content_cbox_if: "content (cbox a b) = (if cbox a b = {} then 0 else \<Prod>i\<in>Basis. b\<bullet>i - a\<bullet>i)"
   by (simp add: content_cbox')
 
 lemma content_cbox_cart:
    "cbox a b \<noteq> {} \<Longrightarrow> content(cbox a b) = prod (\<lambda>i. b$i - a$i) UNIV"
   by (simp add: content_cbox_if Basis_vec_def cart_eq_inner_axis axis_eq_axis prod.UNION_disjoint)
 
 lemma content_cbox_if_cart:
    "content(cbox a b) = (if cbox a b = {} then 0 else prod (\<lambda>i. b$i - a$i) UNIV)"
   by (simp add: content_cbox_cart)
 
 lemma content_division_of:
   assumes "K \<in> \<D>" "\<D> division_of S"
   shows "content K = (\<Prod>i \<in> Basis. interval_upperbound K \<bullet> i - interval_lowerbound K \<bullet> i)"
 proof -
   obtain a b where "K = cbox a b"
     using cbox_division_memE assms by metis
   then show ?thesis
     using assms by (force simp: division_of_def content_cbox')
 qed
 
 lemma content_real: "a \<le> b \<Longrightarrow> content {a..b} = b - a"
   by simp
 
 lemma abs_eq_content: "\<bar>y - x\<bar> = (if x\<le>y then content {x..y} else content {y..x})"
   by (auto simp: content_real)
 
 lemma content_singleton: "content {a} = 0"
   by simp
 
 lemma content_unit[iff]: "content (cbox 0 (One::'a::euclidean_space)) = 1"
   by simp
 
 lemma content_pos_le [iff]: "0 \<le> content X"
   by simp
 
 corollary content_nonneg [simp]: "\<not> content (cbox a b) < 0"
   using not_le by blast
 
 lemma content_pos_lt: "\<forall>i\<in>Basis. a\<bullet>i < b\<bullet>i \<Longrightarrow> 0 < content (cbox a b)"
   by (auto simp: less_imp_le inner_diff box_eq_empty intro!: prod_pos)
 
 lemma content_eq_0: "content (cbox a b) = 0 \<longleftrightarrow> (\<exists>i\<in>Basis. b\<bullet>i \<le> a\<bullet>i)"
   by (auto simp: content_cbox_cases not_le intro: less_imp_le antisym eq_refl)
 
 lemma content_eq_0_interior: "content (cbox a b) = 0 \<longleftrightarrow> interior(cbox a b) = {}"
   unfolding content_eq_0 interior_cbox box_eq_empty by auto
 
 lemma content_pos_lt_eq: "0 < content (cbox a (b::'a::euclidean_space)) \<longleftrightarrow> (\<forall>i\<in>Basis. a\<bullet>i < b\<bullet>i)"
   by (auto simp add: content_cbox_cases less_le prod_nonneg)
 
 lemma content_empty [simp]: "content {} = 0"
   by simp
 
 lemma content_real_if [simp]: "content {a..b} = (if a \<le> b then b - a else 0)"
   by (simp add: content_real)
 
 lemma content_subset: "cbox a b \<subseteq> cbox c d \<Longrightarrow> content (cbox a b) \<le> content (cbox c d)"
   unfolding measure_def
   by (intro enn2real_mono emeasure_mono) (auto simp: emeasure_lborel_cbox_eq)
 
 lemma content_lt_nz: "0 < content (cbox a b) \<longleftrightarrow> content (cbox a b) \<noteq> 0"
   unfolding content_pos_lt_eq content_eq_0 unfolding not_ex not_le by fastforce
 
 lemma content_Pair: "content (cbox (a,c) (b,d)) = content (cbox a b) * content (cbox c d)"
   unfolding measure_lborel_cbox_eq Basis_prod_def
   apply (subst prod.union_disjoint)
   apply (auto simp: bex_Un ball_Un)
   apply (subst (1 2) prod.reindex_nontrivial)
   apply auto
   done
 
 lemma content_cbox_pair_eq0_D:
    "content (cbox (a,c) (b,d)) = 0 \<Longrightarrow> content (cbox a b) = 0 \<or> content (cbox c d) = 0"
   by (simp add: content_Pair)
 
 lemma content_cbox_plus:
   fixes x :: "'a::euclidean_space"
   shows "content(cbox x (x + h *\<^sub>R One)) = (if h \<ge> 0 then h ^ DIM('a) else 0)"
   by (simp add: algebra_simps content_cbox_if box_eq_empty)
 
 lemma content_0_subset: "content(cbox a b) = 0 \<Longrightarrow> s \<subseteq> cbox a b \<Longrightarrow> content s = 0"
   using emeasure_mono[of s "cbox a b" lborel]
   by (auto simp: measure_def enn2real_eq_0_iff emeasure_lborel_cbox_eq)
 
 lemma content_split:
   fixes a :: "'a::euclidean_space"
   assumes "k \<in> Basis"
   shows "content (cbox a b) = content(cbox a b \<inter> {x. x\<bullet>k \<le> c}) + content(cbox a b \<inter> {x. x\<bullet>k \<ge> c})"
   \<comment> \<open>Prove using measure theory\<close>
 proof (cases "\<forall>i\<in>Basis. a \<bullet> i \<le> b \<bullet> i")
   case True
   have 1: "\<And>X Y Z. (\<Prod>i\<in>Basis. Z i (if i = k then X else Y i)) = Z k X * (\<Prod>i\<in>Basis-{k}. Z i (Y i))"
     by (simp add: if_distrib prod.delta_remove assms)
   note simps = interval_split[OF assms] content_cbox_cases
   have 2: "(\<Prod>i\<in>Basis. b\<bullet>i - a\<bullet>i) = (\<Prod>i\<in>Basis-{k}. b\<bullet>i - a\<bullet>i) * (b\<bullet>k - a\<bullet>k)"
     by (metis (no_types, lifting) assms finite_Basis mult.commute prod.remove)
   have "\<And>x. min (b \<bullet> k) c = max (a \<bullet> k) c \<Longrightarrow>
     x * (b\<bullet>k - a\<bullet>k) = x * (max (a \<bullet> k) c - a \<bullet> k) + x * (b \<bullet> k - max (a \<bullet> k) c)"
     by  (auto simp add: field_simps)
   moreover
   have **: "(\<Prod>i\<in>Basis. ((\<Sum>i\<in>Basis. (if i = k then min (b \<bullet> k) c else b \<bullet> i) *\<^sub>R i) \<bullet> i - a \<bullet> i)) =
       (\<Prod>i\<in>Basis. (if i = k then min (b \<bullet> k) c else b \<bullet> i) - a \<bullet> i)"
     "(\<Prod>i\<in>Basis. b \<bullet> i - ((\<Sum>i\<in>Basis. (if i = k then max (a \<bullet> k) c else a \<bullet> i) *\<^sub>R i) \<bullet> i)) =
       (\<Prod>i\<in>Basis. b \<bullet> i - (if i = k then max (a \<bullet> k) c else a \<bullet> i))"
     by (auto intro!: prod.cong)
   have "\<not> a \<bullet> k \<le> c \<Longrightarrow> \<not> c \<le> b \<bullet> k \<Longrightarrow> False"
     unfolding not_le using True assms by auto
   ultimately show ?thesis
     using assms unfolding simps ** 1[of "\<lambda>i x. b\<bullet>i - x"] 1[of "\<lambda>i x. x - a\<bullet>i"] 2
     by auto
 next
   case False
   then have "cbox a b = {}"
     unfolding box_eq_empty by (auto simp: not_le)
   then show ?thesis
     by (auto simp: not_le)
 qed
 
 lemma division_of_content_0:
   assumes "content (cbox a b) = 0" "d division_of (cbox a b)" "K \<in> d"
   shows "content K = 0"
   unfolding forall_in_division[OF assms(2)]
   by (meson assms content_0_subset division_of_def)
 
 lemma sum_content_null:
   assumes "content (cbox a b) = 0"
     and "p tagged_division_of (cbox a b)"
   shows "(\<Sum>(x,K)\<in>p. content K *\<^sub>R f x) = (0::'a::real_normed_vector)"
 proof (rule sum.neutral, rule)
   fix y
   assume y: "y \<in> p"
   obtain x K where xk: "y = (x, K)"
     using surj_pair[of y] by blast
   then obtain c d where k: "K = cbox c d" "K \<subseteq> cbox a b"
     by (metis assms(2) tagged_division_ofD(3) tagged_division_ofD(4) y)
   have "(\<lambda>(x',K'). content K' *\<^sub>R f x') y = content K *\<^sub>R f x"
     unfolding xk by auto
   also have "\<dots> = 0"
     using assms(1) content_0_subset k(2) by auto
   finally show "(\<lambda>(x, k). content k *\<^sub>R f x) y = 0" .
 qed
 
 global_interpretation sum_content: operative plus 0 content
   rewrites "comm_monoid_set.F plus 0 = sum"
 proof -
   interpret operative plus 0 content
     by standard (auto simp add: content_split [symmetric] content_eq_0_interior)
   show "operative plus 0 content"
     by standard
   show "comm_monoid_set.F plus 0 = sum"
     by (simp add: sum_def)
 qed
 
 lemma additive_content_division: "d division_of (cbox a b) \<Longrightarrow> sum content d = content (cbox a b)"
   by (fact sum_content.division)
 
 lemma additive_content_tagged_division:
   "d tagged_division_of (cbox a b) \<Longrightarrow> sum (\<lambda>(x,l). content l) d = content (cbox a b)"
   by (fact sum_content.tagged_division)
 
 lemma subadditive_content_division:
   assumes "\<D> division_of S" "S \<subseteq> cbox a b"
   shows "sum content \<D> \<le> content(cbox a b)"
 proof -
   have "\<D> division_of \<Union>\<D>" "\<Union>\<D> \<subseteq> cbox a b"
     using assms by auto
   then obtain \<D>' where "\<D> \<subseteq> \<D>'" "\<D>' division_of cbox a b"
     using partial_division_extend_interval by metis
   then have "sum content \<D> \<le> sum content \<D>'"
     using sum_mono2 by blast
   also have "... \<le> content(cbox a b)"
     by (simp add: \<open>\<D>' division_of cbox a b\<close> additive_content_division less_eq_real_def)
   finally show ?thesis .
 qed
 
 lemma content_real_eq_0: "content {a..b::real} = 0 \<longleftrightarrow> a \<ge> b"
   by (metis atLeastatMost_empty_iff2 content_empty content_real diff_self eq_iff le_cases le_iff_diff_le_0)
 
 lemma property_empty_interval: "\<forall>a b. content (cbox a b) = 0 \<longrightarrow> P (cbox a b) \<Longrightarrow> P {}"
   using content_empty unfolding empty_as_interval by auto
 
 lemma interval_bounds_nz_content [simp]:
   assumes "content (cbox a b) \<noteq> 0"
   shows "interval_upperbound (cbox a b) = b"
     and "interval_lowerbound (cbox a b) = a"
   by (metis assms content_empty interval_bounds')+
 
 subsection \<open>Gauge integral\<close>
 
 text \<open>Case distinction to define it first on compact intervals first, then use a limit. This is only
 much later unified. In Fremlin: Measure Theory, Volume 4I this is generalized using residual sets.\<close>
 
 definition has_integral :: "('n::euclidean_space \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'b \<Rightarrow> 'n set \<Rightarrow> bool"
   (infixr "has'_integral" 46)
   where "(f has_integral I) s \<longleftrightarrow>
     (if \<exists>a b. s = cbox a b
       then ((\<lambda>p. \<Sum>(x,k)\<in>p. content k *\<^sub>R f x) \<longlongrightarrow> I) (division_filter s)
       else (\<forall>e>0. \<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
         (\<exists>z. ((\<lambda>p. \<Sum>(x,k)\<in>p. content k *\<^sub>R (if x \<in> s then f x else 0)) \<longlongrightarrow> z) (division_filter (cbox a b)) \<and>
           norm (z - I) < e)))"
 
 lemma has_integral_cbox:
   "(f has_integral I) (cbox a b) \<longleftrightarrow> ((\<lambda>p. \<Sum>(x,k)\<in>p. content k *\<^sub>R f x) \<longlongrightarrow> I) (division_filter (cbox a b))"
   by (auto simp add: has_integral_def)
 
 lemma has_integral:
   "(f has_integral y) (cbox a b) \<longleftrightarrow>
     (\<forall>e>0. \<exists>\<gamma>. gauge \<gamma> \<and>
       (\<forall>\<D>. \<D> tagged_division_of (cbox a b) \<and> \<gamma> fine \<D> \<longrightarrow>
         norm (sum (\<lambda>(x,k). content(k) *\<^sub>R f x) \<D> - y) < e))"
   by (auto simp: dist_norm eventually_division_filter has_integral_def tendsto_iff)
 
 lemma has_integral_real:
   "(f has_integral y) {a..b::real} \<longleftrightarrow>
     (\<forall>e>0. \<exists>\<gamma>. gauge \<gamma> \<and>
       (\<forall>\<D>. \<D> tagged_division_of {a..b} \<and> \<gamma> fine \<D> \<longrightarrow>
         norm (sum (\<lambda>(x,k). content(k) *\<^sub>R f x) \<D> - y) < e))"
   unfolding box_real[symmetric] by (rule has_integral)
 
 lemma has_integralD[dest]:
   assumes "(f has_integral y) (cbox a b)"
     and "e > 0"
   obtains \<gamma>
     where "gauge \<gamma>"
       and "\<And>\<D>. \<D> tagged_division_of (cbox a b) \<Longrightarrow> \<gamma> fine \<D> \<Longrightarrow>
         norm ((\<Sum>(x,k)\<in>\<D>. content k *\<^sub>R f x) - y) < e"
   using assms unfolding has_integral by auto
 
 lemma has_integral_alt:
   "(f has_integral y) i \<longleftrightarrow>
     (if \<exists>a b. i = cbox a b
      then (f has_integral y) i
      else (\<forall>e>0. \<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
       (\<exists>z. ((\<lambda>x. if x \<in> i then f x else 0) has_integral z) (cbox a b) \<and> norm (z - y) < e)))"
   by (subst has_integral_def) (auto simp add: has_integral_cbox)
 
 lemma has_integral_altD:
   assumes "(f has_integral y) i"
     and "\<not> (\<exists>a b. i = cbox a b)"
     and "e>0"
   obtains B where "B > 0"
     and "\<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
       (\<exists>z. ((\<lambda>x. if x \<in> i then f(x) else 0) has_integral z) (cbox a b) \<and> norm(z - y) < e)"
   using assms has_integral_alt[of f y i] by auto
 
 definition integrable_on (infixr "integrable'_on" 46)
   where "f integrable_on i \<longleftrightarrow> (\<exists>y. (f has_integral y) i)"
 
 definition "integral i f = (SOME y. (f has_integral y) i \<or> \<not> f integrable_on i \<and> y=0)"
 
 lemma integrable_integral[intro]: "f integrable_on i \<Longrightarrow> (f has_integral (integral i f)) i"
   unfolding integrable_on_def integral_def by (metis (mono_tags, lifting) someI_ex)
 
 lemma not_integrable_integral: "\<not> f integrable_on i \<Longrightarrow> integral i f = 0"
   unfolding integrable_on_def integral_def by blast
 
 lemma has_integral_integrable[dest]: "(f has_integral i) s \<Longrightarrow> f integrable_on s"
   unfolding integrable_on_def by auto
 
 lemma has_integral_integral: "f integrable_on s \<longleftrightarrow> (f has_integral (integral s f)) s"
   by auto
 
 subsection \<open>Basic theorems about integrals\<close>
 
 lemma has_integral_eq_rhs: "(f has_integral j) S \<Longrightarrow> i = j \<Longrightarrow> (f has_integral i) S"
   by (rule forw_subst)
 
 lemma has_integral_unique_cbox:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::real_normed_vector"
   shows "(f has_integral k1) (cbox a b) \<Longrightarrow> (f has_integral k2) (cbox a b) \<Longrightarrow> k1 = k2"
     by (auto simp: has_integral_cbox intro: tendsto_unique[OF division_filter_not_empty])    
 
 lemma has_integral_unique:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::real_normed_vector"
   assumes "(f has_integral k1) i" "(f has_integral k2) i"
   shows "k1 = k2"
 proof (rule ccontr)
   let ?e = "norm (k1 - k2)/2"
   let ?F = "(\<lambda>x. if x \<in> i then f x else 0)"
   assume "k1 \<noteq> k2"
   then have e: "?e > 0"
     by auto
   have nonbox: "\<not> (\<exists>a b. i = cbox a b)"
     using \<open>k1 \<noteq> k2\<close> assms has_integral_unique_cbox by blast
   obtain B1 where B1:
       "0 < B1"
       "\<And>a b. ball 0 B1 \<subseteq> cbox a b \<Longrightarrow>
         \<exists>z. (?F has_integral z) (cbox a b) \<and> norm (z - k1) < norm (k1 - k2)/2"
     by (rule has_integral_altD[OF assms(1) nonbox,OF e]) blast
   obtain B2 where B2:
       "0 < B2"
       "\<And>a b. ball 0 B2 \<subseteq> cbox a b \<Longrightarrow>
         \<exists>z. (?F has_integral z) (cbox a b) \<and> norm (z - k2) < norm (k1 - k2)/2"
     by (rule has_integral_altD[OF assms(2) nonbox,OF e]) blast
   obtain a b :: 'n where ab: "ball 0 B1 \<subseteq> cbox a b" "ball 0 B2 \<subseteq> cbox a b"
     by (metis Un_subset_iff bounded_Un bounded_ball bounded_subset_cbox_symmetric)
   obtain w where w: "(?F has_integral w) (cbox a b)" "norm (w - k1) < norm (k1 - k2)/2"
     using B1(2)[OF ab(1)] by blast
   obtain z where z: "(?F has_integral z) (cbox a b)" "norm (z - k2) < norm (k1 - k2)/2"
     using B2(2)[OF ab(2)] by blast
   have "z = w"
     using has_integral_unique_cbox[OF w(1) z(1)] by auto
   then have "norm (k1 - k2) \<le> norm (z - k2) + norm (w - k1)"
     using norm_triangle_ineq4 [of "k1 - w" "k2 - z"]
     by (auto simp add: norm_minus_commute)
   also have "\<dots> < norm (k1 - k2)/2 + norm (k1 - k2)/2"
     by (metis add_strict_mono z(2) w(2))
   finally show False by auto
 qed
 
 lemma integral_unique [intro]: "(f has_integral y) k \<Longrightarrow> integral k f = y"
   unfolding integral_def
   by (rule some_equality) (auto intro: has_integral_unique)
 
 lemma has_integral_iff: "(f has_integral i) S \<longleftrightarrow> (f integrable_on S \<and> integral S f = i)"
   by blast
 
 lemma eq_integralD: "integral k f = y \<Longrightarrow> (f has_integral y) k \<or> \<not> f integrable_on k \<and> y=0"
   unfolding integral_def integrable_on_def
   apply (erule subst)
   apply (rule someI_ex)
   by blast
 
 lemma has_integral_const [intro]:
   fixes a b :: "'a::euclidean_space"
   shows "((\<lambda>x. c) has_integral (content (cbox a b) *\<^sub>R c)) (cbox a b)"
   using eventually_division_filter_tagged_division[of "cbox a b"]
      additive_content_tagged_division[of _ a b]
   by (auto simp: has_integral_cbox split_beta' scaleR_sum_left[symmetric]
            elim!: eventually_mono intro!: tendsto_cong[THEN iffD1, OF _ tendsto_const])
 
 lemma has_integral_const_real [intro]:
   fixes a b :: real
   shows "((\<lambda>x. c) has_integral (content {a..b} *\<^sub>R c)) {a..b}"
   by (metis box_real(2) has_integral_const)
 
 lemma has_integral_integrable_integral: "(f has_integral i) s \<longleftrightarrow> f integrable_on s \<and> integral s f = i"
   by blast
 
 lemma integral_const [simp]:
   fixes a b :: "'a::euclidean_space"
   shows "integral (cbox a b) (\<lambda>x. c) = content (cbox a b) *\<^sub>R c"
   by (rule integral_unique) (rule has_integral_const)
 
 lemma integral_const_real [simp]:
   fixes a b :: real
   shows "integral {a..b} (\<lambda>x. c) = content {a..b} *\<^sub>R c"
   by (metis box_real(2) integral_const)
 
 lemma has_integral_is_0_cbox:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::real_normed_vector"
   assumes "\<And>x. x \<in> cbox a b \<Longrightarrow> f x = 0"
   shows "(f has_integral 0) (cbox a b)"
     unfolding has_integral_cbox
     using eventually_division_filter_tagged_division[of "cbox a b"] assms
     by (subst tendsto_cong[where g="\<lambda>_. 0"])
        (auto elim!: eventually_mono intro!: sum.neutral simp: tag_in_interval)
 
 lemma has_integral_is_0:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::real_normed_vector"
   assumes "\<And>x. x \<in> S \<Longrightarrow> f x = 0"
   shows "(f has_integral 0) S"
 proof (cases "(\<exists>a b. S = cbox a b)")
   case True with assms has_integral_is_0_cbox show ?thesis
     by blast
 next
   case False
   have *: "(\<lambda>x. if x \<in> S then f x else 0) = (\<lambda>x. 0)"
     by (auto simp add: assms)
   show ?thesis
     using has_integral_is_0_cbox False
     by (subst has_integral_alt) (force simp add: *)
 qed
 
 lemma has_integral_0[simp]: "((\<lambda>x::'n::euclidean_space. 0) has_integral 0) S"
   by (rule has_integral_is_0) auto
 
 lemma has_integral_0_eq[simp]: "((\<lambda>x. 0) has_integral i) S \<longleftrightarrow> i = 0"
   using has_integral_unique[OF has_integral_0] by auto
 
 lemma has_integral_linear_cbox:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::real_normed_vector"
   assumes f: "(f has_integral y) (cbox a b)"
     and h: "bounded_linear h"
   shows "((h \<circ> f) has_integral (h y)) (cbox a b)"
 proof -
   interpret bounded_linear h using h .
   show ?thesis
     unfolding has_integral_cbox using tendsto [OF f [unfolded has_integral_cbox]]
     by (simp add: sum scaleR split_beta')
 qed
 
 lemma has_integral_linear:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::real_normed_vector"
   assumes f: "(f has_integral y) S"
     and h: "bounded_linear h"
   shows "((h \<circ> f) has_integral (h y)) S"
 proof (cases "(\<exists>a b. S = cbox a b)")
   case True with f h has_integral_linear_cbox show ?thesis 
     by blast
 next
   case False
   interpret bounded_linear h using h .
   from pos_bounded obtain B where B: "0 < B" "\<And>x. norm (h x) \<le> norm x * B"
     by blast
   let ?S = "\<lambda>f x. if x \<in> S then f x else 0"
   show ?thesis
   proof (subst has_integral_alt, clarsimp simp: False)
     fix e :: real
     assume e: "e > 0"
     have *: "0 < e/B" using e B(1) by simp
     obtain M where M:
       "M > 0"
       "\<And>a b. ball 0 M \<subseteq> cbox a b \<Longrightarrow>
         \<exists>z. (?S f has_integral z) (cbox a b) \<and> norm (z - y) < e/B"
       using has_integral_altD[OF f False *] by blast
     show "\<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
       (\<exists>z. (?S(h \<circ> f) has_integral z) (cbox a b) \<and> norm (z - h y) < e)"
     proof (rule exI, intro allI conjI impI)
       show "M > 0" using M by metis
     next
       fix a b::'n
       assume sb: "ball 0 M \<subseteq> cbox a b"
       obtain z where z: "(?S f has_integral z) (cbox a b)" "norm (z - y) < e/B"
         using M(2)[OF sb] by blast
       have *: "?S(h \<circ> f) = h \<circ> ?S f"
         using zero by auto
       show "\<exists>z. (?S(h \<circ> f) has_integral z) (cbox a b) \<and> norm (z - h y) < e"
         apply (rule_tac x="h z" in exI)
         apply (simp add: * has_integral_linear_cbox[OF z(1) h])
         apply (metis B diff le_less_trans pos_less_divide_eq z(2))
         done
     qed
   qed
 qed
 
 lemma has_integral_scaleR_left:
   "(f has_integral y) S \<Longrightarrow> ((\<lambda>x. f x *\<^sub>R c) has_integral (y *\<^sub>R c)) S"
   using has_integral_linear[OF _ bounded_linear_scaleR_left] by (simp add: comp_def)
 
 lemma integrable_on_scaleR_left:
   assumes "f integrable_on A"
   shows "(\<lambda>x. f x *\<^sub>R y) integrable_on A"
   using assms has_integral_scaleR_left unfolding integrable_on_def by blast
 
 lemma has_integral_mult_left:
   fixes c :: "_ :: real_normed_algebra"
   shows "(f has_integral y) S \<Longrightarrow> ((\<lambda>x. f x * c) has_integral (y * c)) S"
   using has_integral_linear[OF _ bounded_linear_mult_left] by (simp add: comp_def)
 
 lemma has_integral_divide:
   fixes c :: "_ :: real_normed_div_algebra"
   shows "(f has_integral y) S \<Longrightarrow> ((\<lambda>x. f x / c) has_integral (y / c)) S"
   unfolding divide_inverse by (simp add: has_integral_mult_left)
 
 text\<open>The case analysis eliminates the condition \<^term>\<open>f integrable_on S\<close> at the cost
      of the type class constraint \<open>division_ring\<close>\<close>
 corollary integral_mult_left [simp]:
   fixes c:: "'a::{real_normed_algebra,division_ring}"
   shows "integral S (\<lambda>x. f x * c) = integral S f * c"
 proof (cases "f integrable_on S \<or> c = 0")
   case True then show ?thesis
     by (force intro: has_integral_mult_left)
 next
   case False then have "\<not> (\<lambda>x. f x * c) integrable_on S"
     using has_integral_mult_left [of "(\<lambda>x. f x * c)" _ S "inverse c"]
     by (auto simp add: mult.assoc)
   with False show ?thesis by (simp add: not_integrable_integral)
 qed
 
 corollary integral_mult_right [simp]:
   fixes c:: "'a::{real_normed_field}"
   shows "integral S (\<lambda>x. c * f x) = c * integral S f"
 by (simp add: mult.commute [of c])
 
 corollary integral_divide [simp]:
   fixes z :: "'a::real_normed_field"
   shows "integral S (\<lambda>x. f x / z) = integral S (\<lambda>x. f x) / z"
 using integral_mult_left [of S f "inverse z"]
   by (simp add: divide_inverse_commute)
 
 lemma has_integral_mult_right:
   fixes c :: "'a :: real_normed_algebra"
   shows "(f has_integral y) i \<Longrightarrow> ((\<lambda>x. c * f x) has_integral (c * y)) i"
   using has_integral_linear[OF _ bounded_linear_mult_right] by (simp add: comp_def)
 
 lemma has_integral_cmul: "(f has_integral k) S \<Longrightarrow> ((\<lambda>x. c *\<^sub>R f x) has_integral (c *\<^sub>R k)) S"
   unfolding o_def[symmetric]
   by (metis has_integral_linear bounded_linear_scaleR_right)
 
 lemma has_integral_cmult_real:
   fixes c :: real
   assumes "c \<noteq> 0 \<Longrightarrow> (f has_integral x) A"
   shows "((\<lambda>x. c * f x) has_integral c * x) A"
 proof (cases "c = 0")
   case True
   then show ?thesis by simp
 next
   case False
   from has_integral_cmul[OF assms[OF this], of c] show ?thesis
     unfolding real_scaleR_def .
 qed
 
 lemma has_integral_neg: "(f has_integral k) S \<Longrightarrow> ((\<lambda>x. -(f x)) has_integral -k) S"
   by (drule_tac c="-1" in has_integral_cmul) auto
 
 lemma has_integral_neg_iff: "((\<lambda>x. - f x) has_integral k) S \<longleftrightarrow> (f has_integral - k) S"
   using has_integral_neg[of f "- k"] has_integral_neg[of "\<lambda>x. - f x" k] by auto
 
 lemma has_integral_add_cbox:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::real_normed_vector"
   assumes "(f has_integral k) (cbox a b)" "(g has_integral l) (cbox a b)"
   shows "((\<lambda>x. f x + g x) has_integral (k + l)) (cbox a b)"
   using assms
     unfolding has_integral_cbox
     by (simp add: split_beta' scaleR_add_right sum.distrib[abs_def] tendsto_add)
 
 lemma has_integral_add:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::real_normed_vector"
   assumes f: "(f has_integral k) S" and g: "(g has_integral l) S"
   shows "((\<lambda>x. f x + g x) has_integral (k + l)) S"
 proof (cases "\<exists>a b. S = cbox a b")
   case True with has_integral_add_cbox assms show ?thesis
     by blast 
 next
   let ?S = "\<lambda>f x. if x \<in> S then f x else 0"
   case False
   then show ?thesis
   proof (subst has_integral_alt, clarsimp, goal_cases)
     case (1 e)
     then have e2: "e/2 > 0"
       by auto
     obtain Bf where "0 < Bf"
       and Bf: "\<And>a b. ball 0 Bf \<subseteq> cbox a b \<Longrightarrow>
                      \<exists>z. (?S f has_integral z) (cbox a b) \<and> norm (z - k) < e/2"
       using has_integral_altD[OF f False e2] by blast
     obtain Bg where "0 < Bg"
       and Bg: "\<And>a b. ball 0 Bg \<subseteq> (cbox a b) \<Longrightarrow>
                      \<exists>z. (?S g has_integral z) (cbox a b) \<and> norm (z - l) < e/2"
       using has_integral_altD[OF g False e2] by blast
     show ?case
     proof (rule_tac x="max Bf Bg" in exI, clarsimp simp add: max.strict_coboundedI1 \<open>0 < Bf\<close>)
       fix a b
       assume "ball 0 (max Bf Bg) \<subseteq> cbox a (b::'n)"
       then have fs: "ball 0 Bf \<subseteq> cbox a (b::'n)" and gs: "ball 0 Bg \<subseteq> cbox a (b::'n)"
         by auto
       obtain w where w: "(?S f has_integral w) (cbox a b)" "norm (w - k) < e/2"
         using Bf[OF fs] by blast
       obtain z where z: "(?S g has_integral z) (cbox a b)" "norm (z - l) < e/2"
         using Bg[OF gs] by blast
       have *: "\<And>x. (if x \<in> S then f x + g x else 0) = (?S f x) + (?S g x)"
         by auto
       show "\<exists>z. (?S(\<lambda>x. f x + g x) has_integral z) (cbox a b) \<and> norm (z - (k + l)) < e"
         apply (rule_tac x="w + z" in exI)
         apply (simp add: has_integral_add_cbox[OF w(1) z(1), unfolded *[symmetric]])
         using norm_triangle_ineq[of "w - k" "z - l"] w(2) z(2)
         apply (auto simp add: field_simps)
         done
     qed
   qed
 qed
 
 lemma has_integral_diff:
   "(f has_integral k) S \<Longrightarrow> (g has_integral l) S \<Longrightarrow>
     ((\<lambda>x. f x - g x) has_integral (k - l)) S"
   using has_integral_add[OF _ has_integral_neg, of f k S g l]
   by (auto simp: algebra_simps)
 
 lemma integral_0 [simp]:
   "integral S (\<lambda>x::'n::euclidean_space. 0::'m::real_normed_vector) = 0"
   by (rule integral_unique has_integral_0)+
 
 lemma integral_add: "f integrable_on S \<Longrightarrow> g integrable_on S \<Longrightarrow>
     integral S (\<lambda>x. f x + g x) = integral S f + integral S g"
   by (rule integral_unique) (metis integrable_integral has_integral_add)
 
 lemma integral_cmul [simp]: "integral S (\<lambda>x. c *\<^sub>R f x) = c *\<^sub>R integral S f"
 proof (cases "f integrable_on S \<or> c = 0")
   case True with has_integral_cmul integrable_integral show ?thesis
     by fastforce
 next
   case False then have "\<not> (\<lambda>x. c *\<^sub>R f x) integrable_on S"
     using has_integral_cmul [of "(\<lambda>x. c *\<^sub>R f x)" _ S "inverse c"] by auto
   with False show ?thesis by (simp add: not_integrable_integral)
 qed
 
 lemma integral_mult:
   fixes K::real
   shows "f integrable_on X \<Longrightarrow> K * integral X f = integral X (\<lambda>x. K * f x)"
   unfolding real_scaleR_def[symmetric] integral_cmul ..
 
 lemma integral_neg [simp]: "integral S (\<lambda>x. - f x) = - integral S f"
 proof (cases "f integrable_on S")
   case True then show ?thesis
     by (simp add: has_integral_neg integrable_integral integral_unique)
 next
   case False then have "\<not> (\<lambda>x. - f x) integrable_on S"
     using has_integral_neg [of "(\<lambda>x. - f x)" _ S ] by auto
   with False show ?thesis by (simp add: not_integrable_integral)
 qed
 
 lemma integral_diff: "f integrable_on S \<Longrightarrow> g integrable_on S \<Longrightarrow>
     integral S (\<lambda>x. f x - g x) = integral S f - integral S g"
   by (rule integral_unique) (metis integrable_integral has_integral_diff)
 
 lemma integrable_0: "(\<lambda>x. 0) integrable_on S"
   unfolding integrable_on_def using has_integral_0 by auto
 
 lemma integrable_add: "f integrable_on S \<Longrightarrow> g integrable_on S \<Longrightarrow> (\<lambda>x. f x + g x) integrable_on S"
   unfolding integrable_on_def by(auto intro: has_integral_add)
 
 lemma integrable_cmul: "f integrable_on S \<Longrightarrow> (\<lambda>x. c *\<^sub>R f(x)) integrable_on S"
   unfolding integrable_on_def by(auto intro: has_integral_cmul)
 
 lemma integrable_on_scaleR_iff [simp]:
   fixes c :: real
   assumes "c \<noteq> 0"
   shows "(\<lambda>x. c *\<^sub>R f x) integrable_on S \<longleftrightarrow> f integrable_on S"
   using integrable_cmul[of "\<lambda>x. c *\<^sub>R f x" S "1 / c"] integrable_cmul[of f S c] \<open>c \<noteq> 0\<close>
   by auto
 
 lemma integrable_on_cmult_iff [simp]:
   fixes c :: real
   assumes "c \<noteq> 0"
   shows "(\<lambda>x. c * f x) integrable_on S \<longleftrightarrow> f integrable_on S"
   using integrable_on_scaleR_iff [of c f] assms by simp
 
 lemma integrable_on_cmult_left:
   assumes "f integrable_on S"
   shows "(\<lambda>x. of_real c * f x) integrable_on S"
     using integrable_cmul[of f S "of_real c"] assms
     by (simp add: scaleR_conv_of_real)
 
 lemma integrable_neg: "f integrable_on S \<Longrightarrow> (\<lambda>x. -f(x)) integrable_on S"
   unfolding integrable_on_def by(auto intro: has_integral_neg)
 
 lemma integrable_neg_iff: "(\<lambda>x. -f(x)) integrable_on S \<longleftrightarrow> f integrable_on S"
   using integrable_neg by fastforce
 
 lemma integrable_diff:
   "f integrable_on S \<Longrightarrow> g integrable_on S \<Longrightarrow> (\<lambda>x. f x - g x) integrable_on S"
   unfolding integrable_on_def by(auto intro: has_integral_diff)
 
 lemma integrable_linear:
   "f integrable_on S \<Longrightarrow> bounded_linear h \<Longrightarrow> (h \<circ> f) integrable_on S"
   unfolding integrable_on_def by(auto intro: has_integral_linear)
 
 lemma integral_linear:
   "f integrable_on S \<Longrightarrow> bounded_linear h \<Longrightarrow> integral S (h \<circ> f) = h (integral S f)"
   apply (rule has_integral_unique [where i=S and f = "h \<circ> f"])
   apply (simp_all add: integrable_integral integrable_linear has_integral_linear )
   done
 
 lemma integrable_on_cnj_iff:
   "(\<lambda>x. cnj (f x)) integrable_on A \<longleftrightarrow> f integrable_on A"
   using integrable_linear[OF _ bounded_linear_cnj, of f A]
         integrable_linear[OF _ bounded_linear_cnj, of "cnj \<circ> f" A]
   by (auto simp: o_def)
 
 lemma integral_cnj: "cnj (integral A f) = integral A (\<lambda>x. cnj (f x))"
   by (cases "f integrable_on A")
      (simp_all add: integral_linear[OF _ bounded_linear_cnj, symmetric]
                     o_def integrable_on_cnj_iff not_integrable_integral)
 
 lemma integral_component_eq[simp]:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
   assumes "f integrable_on S"
   shows "integral S (\<lambda>x. f x \<bullet> k) = integral S f \<bullet> k"
   unfolding integral_linear[OF assms(1) bounded_linear_inner_left,unfolded o_def] ..
 
 lemma has_integral_sum:
   assumes "finite T"
     and "\<And>a. a \<in> T \<Longrightarrow> ((f a) has_integral (i a)) S"
   shows "((\<lambda>x. sum (\<lambda>a. f a x) T) has_integral (sum i T)) S"
   using assms(1) subset_refl[of T]
 proof (induct rule: finite_subset_induct)
   case empty
   then show ?case by auto
 next
   case (insert x F)
   with assms show ?case
     by (simp add: has_integral_add)
 qed
 
 lemma integral_sum:
   "\<lbrakk>finite I;  \<And>a. a \<in> I \<Longrightarrow> f a integrable_on S\<rbrakk> \<Longrightarrow>
    integral S (\<lambda>x. \<Sum>a\<in>I. f a x) = (\<Sum>a\<in>I. integral S (f a))"
   by (simp add: has_integral_sum integrable_integral integral_unique)
 
 lemma integrable_sum:
   "\<lbrakk>finite I;  \<And>a. a \<in> I \<Longrightarrow> f a integrable_on S\<rbrakk> \<Longrightarrow> (\<lambda>x. \<Sum>a\<in>I. f a x) integrable_on S"
   unfolding integrable_on_def using has_integral_sum[of I] by metis
 
 lemma has_integral_eq:
   assumes "\<And>x. x \<in> s \<Longrightarrow> f x = g x"
     and "(f has_integral k) s"
   shows "(g has_integral k) s"
   using has_integral_diff[OF assms(2), of "\<lambda>x. f x - g x" 0]
   using has_integral_is_0[of s "\<lambda>x. f x - g x"]
   using assms(1)
   by auto
 
 lemma integrable_eq: "\<lbrakk>f integrable_on s; \<And>x. x \<in> s \<Longrightarrow> f x = g x\<rbrakk> \<Longrightarrow> g integrable_on s"
   unfolding integrable_on_def
   using has_integral_eq[of s f g] has_integral_eq by blast
 
 lemma has_integral_cong:
   assumes "\<And>x. x \<in> s \<Longrightarrow> f x = g x"
   shows "(f has_integral i) s = (g has_integral i) s"
   using has_integral_eq[of s f g] has_integral_eq[of s g f] assms
   by auto
 
 lemma integral_cong:
   assumes "\<And>x. x \<in> s \<Longrightarrow> f x = g x"
   shows "integral s f = integral s g"
   unfolding integral_def
 by (metis (full_types, hide_lams) assms has_integral_cong integrable_eq)
 
 lemma integrable_on_cmult_left_iff [simp]:
   assumes "c \<noteq> 0"
   shows "(\<lambda>x. of_real c * f x) integrable_on s \<longleftrightarrow> f integrable_on s"
         (is "?lhs = ?rhs")
 proof
   assume ?lhs
   then have "(\<lambda>x. of_real (1 / c) * (of_real c * f x)) integrable_on s"
     using integrable_cmul[of "\<lambda>x. of_real c * f x" s "1 / of_real c"]
     by (simp add: scaleR_conv_of_real)
   then have "(\<lambda>x. (of_real (1 / c) * of_real c * f x)) integrable_on s"
     by (simp add: algebra_simps)
   with \<open>c \<noteq> 0\<close> show ?rhs
     by (metis (no_types, lifting) integrable_eq mult.left_neutral nonzero_divide_eq_eq of_real_1 of_real_mult)
 qed (blast intro: integrable_on_cmult_left)
 
 lemma integrable_on_cmult_right:
   fixes f :: "_ \<Rightarrow> 'b :: {comm_ring,real_algebra_1,real_normed_vector}"
   assumes "f integrable_on s"
   shows "(\<lambda>x. f x * of_real c) integrable_on s"
 using integrable_on_cmult_left [OF assms] by (simp add: mult.commute)
 
 lemma integrable_on_cmult_right_iff [simp]:
   fixes f :: "_ \<Rightarrow> 'b :: {comm_ring,real_algebra_1,real_normed_vector}"
   assumes "c \<noteq> 0"
   shows "(\<lambda>x. f x * of_real c) integrable_on s \<longleftrightarrow> f integrable_on s"
 using integrable_on_cmult_left_iff [OF assms] by (simp add: mult.commute)
 
 lemma integrable_on_cdivide:
   fixes f :: "_ \<Rightarrow> 'b :: real_normed_field"
   assumes "f integrable_on s"
   shows "(\<lambda>x. f x / of_real c) integrable_on s"
 by (simp add: integrable_on_cmult_right divide_inverse assms flip: of_real_inverse)
 
 lemma integrable_on_cdivide_iff [simp]:
   fixes f :: "_ \<Rightarrow> 'b :: real_normed_field"
   assumes "c \<noteq> 0"
   shows "(\<lambda>x. f x / of_real c) integrable_on s \<longleftrightarrow> f integrable_on s"
 by (simp add: divide_inverse assms flip: of_real_inverse)
 
 lemma has_integral_null [intro]: "content(cbox a b) = 0 \<Longrightarrow> (f has_integral 0) (cbox a b)"
   unfolding has_integral_cbox
   using eventually_division_filter_tagged_division[of "cbox a b"]
   by (subst tendsto_cong[where g="\<lambda>_. 0"]) (auto elim: eventually_mono intro: sum_content_null)
 
 lemma has_integral_null_real [intro]: "content {a..b::real} = 0 \<Longrightarrow> (f has_integral 0) {a..b}"
   by (metis box_real(2) has_integral_null)
 
 lemma has_integral_null_eq[simp]: "content (cbox a b) = 0 \<Longrightarrow> (f has_integral i) (cbox a b) \<longleftrightarrow> i = 0"
   by (auto simp add: has_integral_null dest!: integral_unique)
 
 lemma integral_null [simp]: "content (cbox a b) = 0 \<Longrightarrow> integral (cbox a b) f = 0"
   by (metis has_integral_null integral_unique)
 
 lemma integrable_on_null [intro]: "content (cbox a b) = 0 \<Longrightarrow> f integrable_on (cbox a b)"
   by (simp add: has_integral_integrable)
 
 lemma has_integral_empty[intro]: "(f has_integral 0) {}"
   by (meson ex_in_conv has_integral_is_0)
 
 lemma has_integral_empty_eq[simp]: "(f has_integral i) {} \<longleftrightarrow> i = 0"
   by (auto simp add: has_integral_empty has_integral_unique)
 
 lemma integrable_on_empty[intro]: "f integrable_on {}"
   unfolding integrable_on_def by auto
 
 lemma integral_empty[simp]: "integral {} f = 0"
   by (rule integral_unique) (rule has_integral_empty)
 
 lemma has_integral_refl[intro]:
   fixes a :: "'a::euclidean_space"
   shows "(f has_integral 0) (cbox a a)"
     and "(f has_integral 0) {a}"
 proof -
   show "(f has_integral 0) (cbox a a)"
      by (rule has_integral_null) simp
   then show "(f has_integral 0) {a}"
     by simp
 qed
 
 lemma integrable_on_refl[intro]: "f integrable_on cbox a a"
   unfolding integrable_on_def by auto
 
 lemma integral_refl [simp]: "integral (cbox a a) f = 0"
   by (rule integral_unique) auto
 
 lemma integral_singleton [simp]: "integral {a} f = 0"
   by auto
 
 lemma integral_blinfun_apply:
   assumes "f integrable_on s"
   shows "integral s (\<lambda>x. blinfun_apply h (f x)) = blinfun_apply h (integral s f)"
   by (subst integral_linear[symmetric, OF assms blinfun.bounded_linear_right]) (simp add: o_def)
 
 lemma blinfun_apply_integral:
   assumes "f integrable_on s"
   shows "blinfun_apply (integral s f) x = integral s (\<lambda>y. blinfun_apply (f y) x)"
   by (metis (no_types, lifting) assms blinfun.prod_left.rep_eq integral_blinfun_apply integral_cong)
 
 lemma has_integral_componentwise_iff:
   fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: euclidean_space"
   shows "(f has_integral y) A \<longleftrightarrow> (\<forall>b\<in>Basis. ((\<lambda>x. f x \<bullet> b) has_integral (y \<bullet> b)) A)"
 proof safe
   fix b :: 'b assume "(f has_integral y) A"
   from has_integral_linear[OF this(1) bounded_linear_inner_left, of b]
     show "((\<lambda>x. f x \<bullet> b) has_integral (y \<bullet> b)) A" by (simp add: o_def)
 next
   assume "(\<forall>b\<in>Basis. ((\<lambda>x. f x \<bullet> b) has_integral (y \<bullet> b)) A)"
   hence "\<forall>b\<in>Basis. (((\<lambda>x. x *\<^sub>R b) \<circ> (\<lambda>x. f x \<bullet> b)) has_integral ((y \<bullet> b) *\<^sub>R b)) A"
     by (intro ballI has_integral_linear) (simp_all add: bounded_linear_scaleR_left)
   hence "((\<lambda>x. \<Sum>b\<in>Basis. (f x \<bullet> b) *\<^sub>R b) has_integral (\<Sum>b\<in>Basis. (y \<bullet> b) *\<^sub>R b)) A"
     by (intro has_integral_sum) (simp_all add: o_def)
   thus "(f has_integral y) A" by (simp add: euclidean_representation)
 qed
 
 lemma has_integral_componentwise:
   fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: euclidean_space"
   shows "(\<And>b. b \<in> Basis \<Longrightarrow> ((\<lambda>x. f x \<bullet> b) has_integral (y \<bullet> b)) A) \<Longrightarrow> (f has_integral y) A"
   by (subst has_integral_componentwise_iff) blast
 
 lemma integrable_componentwise_iff:
   fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: euclidean_space"
   shows "f integrable_on A \<longleftrightarrow> (\<forall>b\<in>Basis. (\<lambda>x. f x \<bullet> b) integrable_on A)"
 proof
   assume "f integrable_on A"
   then obtain y where "(f has_integral y) A" by (auto simp: integrable_on_def)
   hence "(\<forall>b\<in>Basis. ((\<lambda>x. f x \<bullet> b) has_integral (y \<bullet> b)) A)"
     by (subst (asm) has_integral_componentwise_iff)
   thus "(\<forall>b\<in>Basis. (\<lambda>x. f x \<bullet> b) integrable_on A)" by (auto simp: integrable_on_def)
 next
   assume "(\<forall>b\<in>Basis. (\<lambda>x. f x \<bullet> b) integrable_on A)"
   then obtain y where "\<forall>b\<in>Basis. ((\<lambda>x. f x \<bullet> b) has_integral y b) A"
     unfolding integrable_on_def by (subst (asm) bchoice_iff) blast
   hence "\<forall>b\<in>Basis. (((\<lambda>x. x *\<^sub>R b) \<circ> (\<lambda>x. f x \<bullet> b)) has_integral (y b *\<^sub>R b)) A"
     by (intro ballI has_integral_linear) (simp_all add: bounded_linear_scaleR_left)
   hence "((\<lambda>x. \<Sum>b\<in>Basis. (f x \<bullet> b) *\<^sub>R b) has_integral (\<Sum>b\<in>Basis. y b *\<^sub>R b)) A"
     by (intro has_integral_sum) (simp_all add: o_def)
   thus "f integrable_on A" by (auto simp: integrable_on_def o_def euclidean_representation)
 qed
 
 lemma integrable_componentwise:
   fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: euclidean_space"
   shows "(\<And>b. b \<in> Basis \<Longrightarrow> (\<lambda>x. f x \<bullet> b) integrable_on A) \<Longrightarrow> f integrable_on A"
   by (subst integrable_componentwise_iff) blast
 
 lemma integral_componentwise:
   fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: euclidean_space"
   assumes "f integrable_on A"
   shows "integral A f = (\<Sum>b\<in>Basis. integral A (\<lambda>x. (f x \<bullet> b) *\<^sub>R b))"
 proof -
   from assms have integrable: "\<forall>b\<in>Basis. (\<lambda>x. x *\<^sub>R b) \<circ> (\<lambda>x. (f x \<bullet> b)) integrable_on A"
     by (subst (asm) integrable_componentwise_iff, intro integrable_linear ballI)
        (simp_all add: bounded_linear_scaleR_left)
   have "integral A f = integral A (\<lambda>x. \<Sum>b\<in>Basis. (f x \<bullet> b) *\<^sub>R b)"
     by (simp add: euclidean_representation)
   also from integrable have "\<dots> = (\<Sum>a\<in>Basis. integral A (\<lambda>x. (f x \<bullet> a) *\<^sub>R a))"
     by (subst integral_sum) (simp_all add: o_def)
   finally show ?thesis .
 qed
 
 lemma integrable_component:
   "f integrable_on A \<Longrightarrow> (\<lambda>x. f x \<bullet> (y :: 'b :: euclidean_space)) integrable_on A"
   by (drule integrable_linear[OF _ bounded_linear_inner_left[of y]]) (simp add: o_def)
 
 
 
 subsection \<open>Cauchy-type criterion for integrability\<close>
 
 proposition integrable_Cauchy:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::{real_normed_vector,complete_space}"
   shows "f integrable_on cbox a b \<longleftrightarrow>
         (\<forall>e>0. \<exists>\<gamma>. gauge \<gamma> \<and>
           (\<forall>\<D>1 \<D>2. \<D>1 tagged_division_of (cbox a b) \<and> \<gamma> fine \<D>1 \<and>
             \<D>2 tagged_division_of (cbox a b) \<and> \<gamma> fine \<D>2 \<longrightarrow>
             norm ((\<Sum>(x,K)\<in>\<D>1. content K *\<^sub>R f x) - (\<Sum>(x,K)\<in>\<D>2. content K *\<^sub>R f x)) < e))"
   (is "?l = (\<forall>e>0. \<exists>\<gamma>. ?P e \<gamma>)")
 proof (intro iffI allI impI)
   assume ?l
   then obtain y
     where y: "\<And>e. e > 0 \<Longrightarrow>
         \<exists>\<gamma>. gauge \<gamma> \<and>
             (\<forall>\<D>. \<D> tagged_division_of cbox a b \<and> \<gamma> fine \<D> \<longrightarrow>
                  norm ((\<Sum>(x,K) \<in> \<D>. content K *\<^sub>R f x) - y) < e)"
     by (auto simp: integrable_on_def has_integral)
   show "\<exists>\<gamma>. ?P e \<gamma>" if "e > 0" for e
   proof -
     have "e/2 > 0" using that by auto
     with y obtain \<gamma> where "gauge \<gamma>"
       and \<gamma>: "\<And>\<D>. \<D> tagged_division_of cbox a b \<and> \<gamma> fine \<D> \<Longrightarrow>
                   norm ((\<Sum>(x,K)\<in>\<D>. content K *\<^sub>R f x) - y) < e/2"
       by meson
     show ?thesis
     apply (rule_tac x=\<gamma> in exI, clarsimp simp: \<open>gauge \<gamma>\<close>)
         by (blast intro!: \<gamma> dist_triangle_half_l[where y=y,unfolded dist_norm])
     qed
 next
   assume "\<forall>e>0. \<exists>\<gamma>. ?P e \<gamma>"
   then have "\<forall>n::nat. \<exists>\<gamma>. ?P (1 / (n + 1)) \<gamma>"
     by auto
   then obtain \<gamma> :: "nat \<Rightarrow> 'n \<Rightarrow> 'n set" where \<gamma>:
     "\<And>m. gauge (\<gamma> m)"
     "\<And>m \<D>1 \<D>2. \<lbrakk>\<D>1 tagged_division_of cbox a b;
               \<gamma> m fine \<D>1; \<D>2 tagged_division_of cbox a b; \<gamma> m fine \<D>2\<rbrakk>
               \<Longrightarrow> norm ((\<Sum>(x,K) \<in> \<D>1. content K *\<^sub>R f x) - (\<Sum>(x,K) \<in> \<D>2. content K *\<^sub>R f x))
                   < 1 / (m + 1)"
     by metis
   have "\<And>n. gauge (\<lambda>x. \<Inter>{\<gamma> i x |i. i \<in> {0..n}})"
     apply (rule gauge_Inter)
     using \<gamma> by auto
   then have "\<forall>n. \<exists>p. p tagged_division_of (cbox a b) \<and> (\<lambda>x. \<Inter>{\<gamma> i x |i. i \<in> {0..n}}) fine p"
     by (meson fine_division_exists)
   then obtain p where p: "\<And>z. p z tagged_division_of cbox a b"
                          "\<And>z. (\<lambda>x. \<Inter>{\<gamma> i x |i. i \<in> {0..z}}) fine p z"
     by meson
   have dp: "\<And>i n. i\<le>n \<Longrightarrow> \<gamma> i fine p n"
     using p unfolding fine_Inter
     using atLeastAtMost_iff by blast
   have "Cauchy (\<lambda>n. sum (\<lambda>(x,K). content K *\<^sub>R (f x)) (p n))"
   proof (rule CauchyI)
     fix e::real
     assume "0 < e"
     then obtain N where "N \<noteq> 0" and N: "inverse (real N) < e"
       using real_arch_inverse[of e] by blast
     show "\<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. norm ((\<Sum>(x,K) \<in> p m. content K *\<^sub>R f x) - (\<Sum>(x,K) \<in> p n. content K *\<^sub>R f x)) < e"
     proof (intro exI allI impI)
       fix m n
       assume mn: "N \<le> m" "N \<le> n"
       have "norm ((\<Sum>(x,K) \<in> p m. content K *\<^sub>R f x) - (\<Sum>(x,K) \<in> p n. content K *\<^sub>R f x)) < 1 / (real N + 1)"
         by (simp add: p(1) dp mn \<gamma>)
       also have "... < e"
         using  N \<open>N \<noteq> 0\<close> \<open>0 < e\<close> by (auto simp: field_simps)
       finally show "norm ((\<Sum>(x,K) \<in> p m. content K *\<^sub>R f x) - (\<Sum>(x,K) \<in> p n. content K *\<^sub>R f x)) < e" .
     qed
   qed
   then obtain y where y: "\<exists>no. \<forall>n\<ge>no. norm ((\<Sum>(x,K) \<in> p n. content K *\<^sub>R f x) - y) < r" if "r > 0" for r
     by (auto simp: convergent_eq_Cauchy[symmetric] dest: LIMSEQ_D)
   show ?l
     unfolding integrable_on_def has_integral
   proof (rule_tac x=y in exI, clarify)
     fix e :: real
     assume "e>0"
     then have e2: "e/2 > 0" by auto
     then obtain N1::nat where N1: "N1 \<noteq> 0" "inverse (real N1) < e/2"
       using real_arch_inverse by blast
     obtain N2::nat where N2: "\<And>n. n \<ge> N2 \<Longrightarrow> norm ((\<Sum>(x,K) \<in> p n. content K *\<^sub>R f x) - y) < e/2"
       using y[OF e2] by metis
     show "\<exists>\<gamma>. gauge \<gamma> \<and>
               (\<forall>\<D>. \<D> tagged_division_of (cbox a b) \<and> \<gamma> fine \<D> \<longrightarrow>
                 norm ((\<Sum>(x,K) \<in> \<D>. content K *\<^sub>R f x) - y) < e)"
     proof (intro exI conjI allI impI)
       show "gauge (\<gamma> (N1+N2))"
         using \<gamma> by auto
       show "norm ((\<Sum>(x,K) \<in> q. content K *\<^sub>R f x) - y) < e"
            if "q tagged_division_of cbox a b \<and> \<gamma> (N1+N2) fine q" for q
       proof (rule norm_triangle_half_r)
         have "norm ((\<Sum>(x,K) \<in> p (N1+N2). content K *\<^sub>R f x) - (\<Sum>(x,K) \<in> q. content K *\<^sub>R f x))
                < 1 / (real (N1+N2) + 1)"
           by (rule \<gamma>; simp add: dp p that)
         also have "... < e/2"
           using N1 \<open>0 < e\<close> by (auto simp: field_simps intro: less_le_trans)
         finally show "norm ((\<Sum>(x,K) \<in> p (N1+N2). content K *\<^sub>R f x) - (\<Sum>(x,K) \<in> q. content K *\<^sub>R f x)) < e/2" .
         show "norm ((\<Sum>(x,K) \<in> p (N1+N2). content K *\<^sub>R f x) - y) < e/2"
           using N2 le_add_same_cancel2 by blast
       qed
     qed
   qed
 qed
 
 
 subsection \<open>Additivity of integral on abutting intervals\<close>
 
 lemma tagged_division_split_left_inj_content:
   assumes \<D>: "\<D> tagged_division_of S"
     and "(x1, K1) \<in> \<D>" "(x2, K2) \<in> \<D>" "K1 \<noteq> K2" "K1 \<inter> {x. x\<bullet>k \<le> c} = K2 \<inter> {x. x\<bullet>k \<le> c}" "k \<in> Basis"
   shows "content (K1 \<inter> {x. x\<bullet>k \<le> c}) = 0"
 proof -
   from tagged_division_ofD(4)[OF \<D> \<open>(x1, K1) \<in> \<D>\<close>] obtain a b where K1: "K1 = cbox a b"
     by auto
   then have "interior (K1 \<inter> {x. x \<bullet> k \<le> c}) = {}"
     by (metis tagged_division_split_left_inj assms)
   then show ?thesis
     unfolding K1 interval_split[OF \<open>k \<in> Basis\<close>] by (auto simp: content_eq_0_interior)
 qed
 
 lemma tagged_division_split_right_inj_content:
   assumes \<D>: "\<D> tagged_division_of S"
     and "(x1, K1) \<in> \<D>" "(x2, K2) \<in> \<D>" "K1 \<noteq> K2" "K1 \<inter> {x. x\<bullet>k \<ge> c} = K2 \<inter> {x. x\<bullet>k \<ge> c}" "k \<in> Basis"
   shows "content (K1 \<inter> {x. x\<bullet>k \<ge> c}) = 0"
 proof -
   from tagged_division_ofD(4)[OF \<D> \<open>(x1, K1) \<in> \<D>\<close>] obtain a b where K1: "K1 = cbox a b"
     by auto
   then have "interior (K1 \<inter> {x. c \<le> x \<bullet> k}) = {}"
     by (metis tagged_division_split_right_inj assms)
   then show ?thesis
     unfolding K1 interval_split[OF \<open>k \<in> Basis\<close>]
     by (auto simp: content_eq_0_interior)
 qed
 
 
 proposition has_integral_split:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
   assumes fi: "(f has_integral i) (cbox a b \<inter> {x. x\<bullet>k \<le> c})"
       and fj: "(f has_integral j) (cbox a b \<inter> {x. x\<bullet>k \<ge> c})"
       and k: "k \<in> Basis"
 shows "(f has_integral (i + j)) (cbox a b)"
   unfolding has_integral
 proof clarify
   fix e::real
   assume "0 < e"
   then have e: "e/2 > 0"
     by auto
     obtain \<gamma>1 where \<gamma>1: "gauge \<gamma>1"
       and \<gamma>1norm:
         "\<And>\<D>. \<lbrakk>\<D> tagged_division_of cbox a b \<inter> {x. x \<bullet> k \<le> c}; \<gamma>1 fine \<D>\<rbrakk>
              \<Longrightarrow> norm ((\<Sum>(x,K) \<in> \<D>. content K *\<^sub>R f x) - i) < e/2"
        apply (rule has_integralD[OF fi[unfolded interval_split[OF k]] e])
        apply (simp add: interval_split[symmetric] k)
       done
     obtain \<gamma>2 where \<gamma>2: "gauge \<gamma>2"
       and \<gamma>2norm:
         "\<And>\<D>. \<lbrakk>\<D> tagged_division_of cbox a b \<inter> {x. c \<le> x \<bullet> k}; \<gamma>2 fine \<D>\<rbrakk>
              \<Longrightarrow> norm ((\<Sum>(x, k) \<in> \<D>. content k *\<^sub>R f x) - j) < e/2"
        apply (rule has_integralD[OF fj[unfolded interval_split[OF k]] e])
        apply (simp add: interval_split[symmetric] k)
        done
   let ?\<gamma> = "\<lambda>x. if x\<bullet>k = c then (\<gamma>1 x \<inter> \<gamma>2 x) else ball x \<bar>x\<bullet>k - c\<bar> \<inter> \<gamma>1 x \<inter> \<gamma>2 x"
   have "gauge ?\<gamma>"
     using \<gamma>1 \<gamma>2 unfolding gauge_def by auto
   then show "\<exists>\<gamma>. gauge \<gamma> \<and>
                  (\<forall>\<D>. \<D> tagged_division_of cbox a b \<and> \<gamma> fine \<D> \<longrightarrow>
                       norm ((\<Sum>(x, k)\<in>\<D>. content k *\<^sub>R f x) - (i + j)) < e)"
   proof (rule_tac x="?\<gamma>" in exI, safe)
     fix p
     assume p: "p tagged_division_of (cbox a b)" and "?\<gamma> fine p"
     have ab_eqp: "cbox a b = \<Union>{K. \<exists>x. (x, K) \<in> p}"
       using p by blast
     have xk_le_c: "x\<bullet>k \<le> c" if as: "(x,K) \<in> p" and K: "K \<inter> {x. x\<bullet>k \<le> c} \<noteq> {}" for x K
     proof (rule ccontr)
       assume **: "\<not> x \<bullet> k \<le> c"
       then have "K \<subseteq> ball x \<bar>x \<bullet> k - c\<bar>"
         using \<open>?\<gamma> fine p\<close> as by (fastforce simp: not_le algebra_simps)
       with K obtain y where y: "y \<in> ball x \<bar>x \<bullet> k - c\<bar>" "y\<bullet>k \<le> c"
         by blast
       then have "\<bar>x \<bullet> k - y \<bullet> k\<bar> < \<bar>x \<bullet> k - c\<bar>"
         using Basis_le_norm[OF k, of "x - y"]
         by (auto simp add: dist_norm inner_diff_left intro: le_less_trans)
       with y show False
         using ** by (auto simp add: field_simps)
     qed
     have xk_ge_c: "x\<bullet>k \<ge> c" if as: "(x,K) \<in> p" and K: "K \<inter> {x. x\<bullet>k \<ge> c} \<noteq> {}" for x K
     proof (rule ccontr)
       assume **: "\<not> x \<bullet> k \<ge> c"
       then have "K \<subseteq> ball x \<bar>x \<bullet> k - c\<bar>"
         using \<open>?\<gamma> fine p\<close> as by (fastforce simp: not_le algebra_simps)
       with K obtain y where y: "y \<in> ball x \<bar>x \<bullet> k - c\<bar>" "y\<bullet>k \<ge> c"
         by blast
       then have "\<bar>x \<bullet> k - y \<bullet> k\<bar> < \<bar>x \<bullet> k - c\<bar>"
         using Basis_le_norm[OF k, of "x - y"]
         by (auto simp add: dist_norm inner_diff_left intro: le_less_trans)
       with y show False
         using ** by (auto simp add: field_simps)
     qed
     have fin_finite: "finite {(x,f K) | x K. (x,K) \<in> s \<and> P x K}"
       if "finite s" for s and f :: "'a set \<Rightarrow> 'a set" and P :: "'a \<Rightarrow> 'a set \<Rightarrow> bool"
     proof -
       from that have "finite ((\<lambda>(x,K). (x, f K)) ` s)"
         by auto
       then show ?thesis
         by (rule rev_finite_subset) auto
     qed
     { fix \<G> :: "'a set \<Rightarrow> 'a set"
       fix i :: "'a \<times> 'a set"
       assume "i \<in> (\<lambda>(x, k). (x, \<G> k)) ` p - {(x, \<G> k) |x k. (x, k) \<in> p \<and> \<G> k \<noteq> {}}"
       then obtain x K where xk: "i = (x, \<G> K)"  "(x,K) \<in> p"
                                  "(x, \<G> K) \<notin> {(x, \<G> K) |x K. (x,K) \<in> p \<and> \<G> K \<noteq> {}}"
         by auto
       have "content (\<G> K) = 0"
         using xk using content_empty by auto
       then have "(\<lambda>(x,K). content K *\<^sub>R f x) i = 0"
         unfolding xk split_conv by auto
     } note [simp] = this
     have "finite p"
       using p by blast
     let ?M1 = "{(x, K \<inter> {x. x\<bullet>k \<le> c}) |x K. (x,K) \<in> p \<and> K \<inter> {x. x\<bullet>k \<le> c} \<noteq> {}}"
     have \<gamma>1_fine: "\<gamma>1 fine ?M1"
       using \<open>?\<gamma> fine p\<close> by (fastforce simp: fine_def split: if_split_asm)
     have "norm ((\<Sum>(x, k)\<in>?M1. content k *\<^sub>R f x) - i) < e/2"
     proof (rule \<gamma>1norm [OF tagged_division_ofI \<gamma>1_fine])
       show "finite ?M1"
         by (rule fin_finite) (use p in blast)
       show "\<Union>{k. \<exists>x. (x, k) \<in> ?M1} = cbox a b \<inter> {x. x\<bullet>k \<le> c}"
         by (auto simp: ab_eqp)
 
       fix x L
       assume xL: "(x, L) \<in> ?M1"
       then obtain x' L' where xL': "x = x'" "L = L' \<inter> {x. x \<bullet> k \<le> c}"
                                    "(x', L') \<in> p" "L' \<inter> {x. x \<bullet> k \<le> c} \<noteq> {}"
         by blast
       then obtain a' b' where ab': "L' = cbox a' b'"
         using p by blast
       show "x \<in> L" "L \<subseteq> cbox a b \<inter> {x. x \<bullet> k \<le> c}"
         using p xk_le_c xL' by auto
       show "\<exists>a b. L = cbox a b"
         using p xL' ab' by (auto simp add: interval_split[OF k,where c=c])
 
       fix y R
       assume yR: "(y, R) \<in> ?M1"
       then obtain y' R' where yR': "y = y'" "R = R' \<inter> {x. x \<bullet> k \<le> c}"
                                    "(y', R') \<in> p" "R' \<inter> {x. x \<bullet> k \<le> c} \<noteq> {}"
         by blast
       assume as: "(x, L) \<noteq> (y, R)"
       show "interior L \<inter> interior R = {}"
       proof (cases "L' = R' \<longrightarrow> x' = y'")
         case False
         have "interior R' = {}"
           by (metis (no_types) False Pair_inject inf.idem tagged_division_ofD(5) [OF p] xL'(3) yR'(3))
         then show ?thesis
           using yR' by simp
       next
         case True
         then have "L' \<noteq> R'"
           using as unfolding xL' yR' by auto
         have "interior L' \<inter> interior R' = {}"
           by (metis (no_types) Pair_inject \<open>L' \<noteq> R'\<close> p tagged_division_ofD(5) xL'(3) yR'(3))
         then show ?thesis
           using xL'(2) yR'(2) by auto
       qed
     qed
     moreover
     let ?M2 = "{(x,K \<inter> {x. x\<bullet>k \<ge> c}) |x K. (x,K) \<in> p \<and> K \<inter> {x. x\<bullet>k \<ge> c} \<noteq> {}}"
     have \<gamma>2_fine: "\<gamma>2 fine ?M2"
       using \<open>?\<gamma> fine p\<close> by (fastforce simp: fine_def split: if_split_asm)
     have "norm ((\<Sum>(x, k)\<in>?M2. content k *\<^sub>R f x) - j) < e/2"
     proof (rule \<gamma>2norm [OF tagged_division_ofI \<gamma>2_fine])
       show "finite ?M2"
         by (rule fin_finite) (use p in blast)
       show "\<Union>{k. \<exists>x. (x, k) \<in> ?M2} = cbox a b \<inter> {x. x\<bullet>k \<ge> c}"
         by (auto simp: ab_eqp)
 
       fix x L
       assume xL: "(x, L) \<in> ?M2"
       then obtain x' L' where xL': "x = x'" "L = L' \<inter> {x. x \<bullet> k \<ge> c}"
                                    "(x', L') \<in> p" "L' \<inter> {x. x \<bullet> k \<ge> c} \<noteq> {}"
         by blast
       then obtain a' b' where ab': "L' = cbox a' b'"
         using p by blast
       show "x \<in> L" "L \<subseteq> cbox a b \<inter> {x. x \<bullet> k \<ge> c}"
         using p xk_ge_c xL' by auto
       show "\<exists>a b. L = cbox a b"
         using p xL' ab' by (auto simp add: interval_split[OF k,where c=c])
 
       fix y R
       assume yR: "(y, R) \<in> ?M2"
       then obtain y' R' where yR': "y = y'" "R = R' \<inter> {x. x \<bullet> k \<ge> c}"
                                    "(y', R') \<in> p" "R' \<inter> {x. x \<bullet> k \<ge> c} \<noteq> {}"
         by blast
       assume as: "(x, L) \<noteq> (y, R)"
       show "interior L \<inter> interior R = {}"
       proof (cases "L' = R' \<longrightarrow> x' = y'")
         case False
         have "interior R' = {}"
           by (metis (no_types) False Pair_inject inf.idem tagged_division_ofD(5) [OF p] xL'(3) yR'(3))
         then show ?thesis
           using yR' by simp
       next
         case True
         then have "L' \<noteq> R'"
           using as unfolding xL' yR' by auto
         have "interior L' \<inter> interior R' = {}"
           by (metis (no_types) Pair_inject \<open>L' \<noteq> R'\<close> p tagged_division_ofD(5) xL'(3) yR'(3))
         then show ?thesis
           using xL'(2) yR'(2) by auto
       qed
     qed
     ultimately
     have "norm (((\<Sum>(x,K) \<in> ?M1. content K *\<^sub>R f x) - i) + ((\<Sum>(x,K) \<in> ?M2. content K *\<^sub>R f x) - j)) < e/2 + e/2"
       using norm_add_less by blast
     moreover have "((\<Sum>(x,K) \<in> ?M1. content K *\<^sub>R f x) - i) +
                    ((\<Sum>(x,K) \<in> ?M2. content K *\<^sub>R f x) - j) =
                    (\<Sum>(x, ka)\<in>p. content ka *\<^sub>R f x) - (i + j)"
     proof -
       have eq0: "\<And>x y. x = (0::real) \<Longrightarrow> x *\<^sub>R (y::'b) = 0"
          by auto
       have cont_eq: "\<And>g. (\<lambda>(x,l). content l *\<^sub>R f x) \<circ> (\<lambda>(x,l). (x,g l)) = (\<lambda>(x,l). content (g l) *\<^sub>R f x)"
         by auto
       have *: "\<And>\<G> :: 'a set \<Rightarrow> 'a set.
                   (\<Sum>(x,K)\<in>{(x, \<G> K) |x K. (x,K) \<in> p \<and> \<G> K \<noteq> {}}. content K *\<^sub>R f x) =
                   (\<Sum>(x,K)\<in>(\<lambda>(x,K). (x, \<G> K)) ` p. content K *\<^sub>R f x)"
         by (rule sum.mono_neutral_left) (auto simp: \<open>finite p\<close>)
       have "((\<Sum>(x, k)\<in>?M1. content k *\<^sub>R f x) - i) + ((\<Sum>(x, k)\<in>?M2. content k *\<^sub>R f x) - j) =
         (\<Sum>(x, k)\<in>?M1. content k *\<^sub>R f x) + (\<Sum>(x, k)\<in>?M2. content k *\<^sub>R f x) - (i + j)"
         by auto
       moreover have "\<dots> = (\<Sum>(x,K) \<in> p. content (K \<inter> {x. x \<bullet> k \<le> c}) *\<^sub>R f x) +
         (\<Sum>(x,K) \<in> p. content (K \<inter> {x. c \<le> x \<bullet> k}) *\<^sub>R f x) - (i + j)"
         unfolding *
         apply (subst (1 2) sum.reindex_nontrivial)
            apply (auto intro!: k p eq0 tagged_division_split_left_inj_content tagged_division_split_right_inj_content
                        simp: cont_eq \<open>finite p\<close>)
         done
       moreover have "\<And>x. x \<in> p \<Longrightarrow> (\<lambda>(a,B). content (B \<inter> {a. a \<bullet> k \<le> c}) *\<^sub>R f a) x +
                                 (\<lambda>(a,B). content (B \<inter> {a. c \<le> a \<bullet> k}) *\<^sub>R f a) x =
                                 (\<lambda>(a,B). content B *\<^sub>R f a) x"
       proof clarify
         fix a B
         assume "(a, B) \<in> p"
         with p obtain u v where uv: "B = cbox u v" by blast
         then show "content (B \<inter> {x. x \<bullet> k \<le> c}) *\<^sub>R f a + content (B \<inter> {x. c \<le> x \<bullet> k}) *\<^sub>R f a = content B *\<^sub>R f a"
           by (auto simp: scaleR_left_distrib uv content_split[OF k,of u v c])
       qed
       ultimately show ?thesis
         by (auto simp: sum.distrib[symmetric])
       qed
     ultimately show "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - (i + j)) < e"
       by auto
   qed
 qed
 
 
 subsection \<open>A sort of converse, integrability on subintervals\<close>
 
 lemma has_integral_separate_sides:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
   assumes f: "(f has_integral i) (cbox a b)"
     and "e > 0"
     and k: "k \<in> Basis"
   obtains d where "gauge d"
     "\<forall>p1 p2. p1 tagged_division_of (cbox a b \<inter> {x. x\<bullet>k \<le> c}) \<and> d fine p1 \<and>
         p2 tagged_division_of (cbox a b \<inter> {x. x\<bullet>k \<ge> c}) \<and> d fine p2 \<longrightarrow>
         norm ((sum (\<lambda>(x,k). content k *\<^sub>R f x) p1 + sum (\<lambda>(x,k). content k *\<^sub>R f x) p2) - i) < e"
 proof -
   obtain \<gamma> where d: "gauge \<gamma>"
       "\<And>p. \<lbrakk>p tagged_division_of cbox a b; \<gamma> fine p\<rbrakk>
             \<Longrightarrow> norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - i) < e"
     using has_integralD[OF f \<open>e > 0\<close>] by metis
   { fix p1 p2
     assume tdiv1: "p1 tagged_division_of (cbox a b) \<inter> {x. x \<bullet> k \<le> c}" and "\<gamma> fine p1"
     note p1=tagged_division_ofD[OF this(1)] 
     assume tdiv2: "p2 tagged_division_of (cbox a b) \<inter> {x. c \<le> x \<bullet> k}" and "\<gamma> fine p2"
     note p2=tagged_division_ofD[OF this(1)] 
     note tagged_division_Un_interval[OF tdiv1 tdiv2] 
     note p12 = tagged_division_ofD[OF this] this
     { fix a b
       assume ab: "(a, b) \<in> p1 \<inter> p2"
       have "(a, b) \<in> p1"
         using ab by auto
       obtain u v where uv: "b = cbox u v"
         using \<open>(a, b) \<in> p1\<close> p1(4) by moura
       have "b \<subseteq> {x. x\<bullet>k = c}"
         using ab p1(3)[of a b] p2(3)[of a b] by fastforce
       moreover
       have "interior {x::'a. x \<bullet> k = c} = {}"
       proof (rule ccontr)
         assume "\<not> ?thesis"
         then obtain x where x: "x \<in> interior {x::'a. x\<bullet>k = c}"
           by auto
         then obtain \<epsilon> where "0 < \<epsilon>" and \<epsilon>: "ball x \<epsilon> \<subseteq> {x. x \<bullet> k = c}"
           using mem_interior by metis
         have x: "x\<bullet>k = c"
           using x interior_subset by fastforce
         have *: "\<And>i. i \<in> Basis \<Longrightarrow> \<bar>(x - (x + (\<epsilon>/2) *\<^sub>R k)) \<bullet> i\<bar> = (if i = k then \<epsilon>/2 else 0)"
           using \<open>0 < \<epsilon>\<close> k by (auto simp: inner_simps inner_not_same_Basis)
         have "(\<Sum>i\<in>Basis. \<bar>(x - (x + (\<epsilon>/2 ) *\<^sub>R k)) \<bullet> i\<bar>) =
               (\<Sum>i\<in>Basis. (if i = k then \<epsilon>/2 else 0))"
           using "*" by (blast intro: sum.cong)
         also have "\<dots> < \<epsilon>"
           by (subst sum.delta) (use \<open>0 < \<epsilon>\<close> in auto)
         finally have "x + (\<epsilon>/2) *\<^sub>R k \<in> ball x \<epsilon>"
           unfolding mem_ball dist_norm by(rule le_less_trans[OF norm_le_l1])
         then have "x + (\<epsilon>/2) *\<^sub>R k \<in> {x. x\<bullet>k = c}"
           using \<epsilon> by auto
         then show False
           using \<open>0 < \<epsilon>\<close> x k by (auto simp: inner_simps)
       qed
       ultimately have "content b = 0"
         unfolding uv content_eq_0_interior
         using interior_mono by blast
       then have "content b *\<^sub>R f a = 0"
         by auto
     }
     then have "norm ((\<Sum>(x, k)\<in>p1. content k *\<^sub>R f x) + (\<Sum>(x, k)\<in>p2. content k *\<^sub>R f x) - i) =
                norm ((\<Sum>(x, k)\<in>p1 \<union> p2. content k *\<^sub>R f x) - i)"
       by (subst sum.union_inter_neutral) (auto simp: p1 p2)
     also have "\<dots> < e"
       using d(2) p12 by (simp add: fine_Un k \<open>\<gamma> fine p1\<close> \<open>\<gamma> fine p2\<close>)
     finally have "norm ((\<Sum>(x, k)\<in>p1. content k *\<^sub>R f x) + (\<Sum>(x, k)\<in>p2. content k *\<^sub>R f x) - i) < e" .
    }
   then show ?thesis
     using d(1) that by auto
 qed
 
 lemma integrable_split [intro]:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::{real_normed_vector,complete_space}"
   assumes f: "f integrable_on cbox a b"
       and k: "k \<in> Basis"
     shows "f integrable_on (cbox a b \<inter> {x. x\<bullet>k \<le> c})"   (is ?thesis1)
     and   "f integrable_on (cbox a b \<inter> {x. x\<bullet>k \<ge> c})"   (is ?thesis2)
 proof -
   obtain y where y: "(f has_integral y) (cbox a b)"
     using f by blast
   define a' where "a' = (\<Sum>i\<in>Basis. (if i = k then max (a\<bullet>k) c else a\<bullet>i)*\<^sub>R i)"
   define b' where "b' = (\<Sum>i\<in>Basis. (if i = k then min (b\<bullet>k) c else b\<bullet>i)*\<^sub>R i)"
   have "\<exists>d. gauge d \<and>
             (\<forall>p1 p2. p1 tagged_division_of cbox a b \<inter> {x. x \<bullet> k \<le> c} \<and> d fine p1 \<and>
                      p2 tagged_division_of cbox a b \<inter> {x. x \<bullet> k \<le> c} \<and> d fine p2 \<longrightarrow>
                      norm ((\<Sum>(x,K) \<in> p1. content K *\<^sub>R f x) - (\<Sum>(x,K) \<in> p2. content K *\<^sub>R f x)) < e)"
     if "e > 0" for e
   proof -
     have "e/2 > 0" using that by auto
   with has_integral_separate_sides[OF y this k, of c]
   obtain d
     where "gauge d"
          and d: "\<And>p1 p2. \<lbrakk>p1 tagged_division_of cbox a b \<inter> {x. x \<bullet> k \<le> c}; d fine p1;
                           p2 tagged_division_of cbox a b \<inter> {x. c \<le> x \<bullet> k}; d fine p2\<rbrakk>
                   \<Longrightarrow> norm ((\<Sum>(x,K)\<in>p1. content K *\<^sub>R f x) + (\<Sum>(x,K)\<in>p2. content K *\<^sub>R f x) - y) < e/2"
     by metis
   show ?thesis
     proof (rule_tac x=d in exI, clarsimp simp add: \<open>gauge d\<close>)
       fix p1 p2
       assume as: "p1 tagged_division_of (cbox a b) \<inter> {x. x \<bullet> k \<le> c}" "d fine p1"
                  "p2 tagged_division_of (cbox a b) \<inter> {x. x \<bullet> k \<le> c}" "d fine p2"
       show "norm ((\<Sum>(x, k)\<in>p1. content k *\<^sub>R f x) - (\<Sum>(x, k)\<in>p2. content k *\<^sub>R f x)) < e"
       proof (rule fine_division_exists[OF \<open>gauge d\<close>, of a' b])
         fix p
         assume "p tagged_division_of cbox a' b" "d fine p"
         then show ?thesis
           using as norm_triangle_half_l[OF d[of p1 p] d[of p2 p]]
           unfolding interval_split[OF k] b'_def[symmetric] a'_def[symmetric]
           by (auto simp add: algebra_simps)
       qed
     qed
   qed
   with f show ?thesis1
     by (simp add: interval_split[OF k] integrable_Cauchy)
   have "\<exists>d. gauge d \<and>
             (\<forall>p1 p2. p1 tagged_division_of cbox a b \<inter> {x. x \<bullet> k \<ge> c} \<and> d fine p1 \<and>
                      p2 tagged_division_of cbox a b \<inter> {x. x \<bullet> k \<ge> c} \<and> d fine p2 \<longrightarrow>
                      norm ((\<Sum>(x,K) \<in> p1. content K *\<^sub>R f x) - (\<Sum>(x,K) \<in> p2. content K *\<^sub>R f x)) < e)"
     if "e > 0" for e
   proof -
     have "e/2 > 0" using that by auto
   with has_integral_separate_sides[OF y this k, of c]
   obtain d
     where "gauge d"
          and d: "\<And>p1 p2. \<lbrakk>p1 tagged_division_of cbox a b \<inter> {x. x \<bullet> k \<le> c}; d fine p1;
                           p2 tagged_division_of cbox a b \<inter> {x. c \<le> x \<bullet> k}; d fine p2\<rbrakk>
                   \<Longrightarrow> norm ((\<Sum>(x,K)\<in>p1. content K *\<^sub>R f x) + (\<Sum>(x,K)\<in>p2. content K *\<^sub>R f x) - y) < e/2"
     by metis
   show ?thesis
     proof (rule_tac x=d in exI, clarsimp simp add: \<open>gauge d\<close>)
       fix p1 p2
       assume as: "p1 tagged_division_of (cbox a b) \<inter> {x. x \<bullet> k \<ge> c}" "d fine p1"
                  "p2 tagged_division_of (cbox a b) \<inter> {x. x \<bullet> k \<ge> c}" "d fine p2"
       show "norm ((\<Sum>(x, k)\<in>p1. content k *\<^sub>R f x) - (\<Sum>(x, k)\<in>p2. content k *\<^sub>R f x)) < e"
       proof (rule fine_division_exists[OF \<open>gauge d\<close>, of a b'])
         fix p
         assume "p tagged_division_of cbox a b'" "d fine p"
         then show ?thesis
           using as norm_triangle_half_l[OF d[of p p1] d[of p p2]]
           unfolding interval_split[OF k] b'_def[symmetric] a'_def[symmetric]
           by (auto simp add: algebra_simps)
       qed
     qed
   qed
   with f show ?thesis2
     by (simp add: interval_split[OF k] integrable_Cauchy)
 qed
 
 lemma operative_integralI:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
   shows "operative (lift_option (+)) (Some 0)
     (\<lambda>i. if f integrable_on i then Some (integral i f) else None)"
 proof -
   interpret comm_monoid "lift_option plus" "Some (0::'b)"
     by (rule comm_monoid_lift_option)
       (rule add.comm_monoid_axioms)
   show ?thesis
   proof
     fix a b c
     fix k :: 'a
     assume k: "k \<in> Basis"
     show "(if f integrable_on cbox a b then Some (integral (cbox a b) f) else None) =
           lift_option (+) (if f integrable_on cbox a b \<inter> {x. x \<bullet> k \<le> c} then Some (integral (cbox a b \<inter> {x. x \<bullet> k \<le> c}) f) else None)
           (if f integrable_on cbox a b \<inter> {x. c \<le> x \<bullet> k} then Some (integral (cbox a b \<inter> {x. c \<le> x \<bullet> k}) f) else None)"
     proof (cases "f integrable_on cbox a b")
       case True
       with k show ?thesis
         apply (simp add: integrable_split)
         apply (rule integral_unique [OF has_integral_split[OF _ _ k]])
         apply (auto intro: integrable_integral)
         done
     next
     case False
       have "\<not> (f integrable_on cbox a b \<inter> {x. x \<bullet> k \<le> c}) \<or> \<not> ( f integrable_on cbox a b \<inter> {x. c \<le> x \<bullet> k})"
       proof (rule ccontr)
         assume "\<not> ?thesis"
         then have "f integrable_on cbox a b"
           unfolding integrable_on_def
           apply (rule_tac x="integral (cbox a b \<inter> {x. x \<bullet> k \<le> c}) f + integral (cbox a b \<inter> {x. x \<bullet> k \<ge> c}) f" in exI)
           apply (rule has_integral_split[OF _ _ k])
           apply (auto intro: integrable_integral)
           done
         then show False
           using False by auto
       qed
       then show ?thesis
         using False by auto
     qed
   next
     fix a b :: 'a
     assume "box a b = {}"
     then show "(if f integrable_on cbox a b then Some (integral (cbox a b) f) else None) = Some 0"
       using has_integral_null_eq
       by (auto simp: integrable_on_null content_eq_0_interior)
   qed
 qed
 
 subsection \<open>Bounds on the norm of Riemann sums and the integral itself\<close>
 
 lemma dsum_bound:
   assumes "p division_of (cbox a b)"
     and "norm c \<le> e"
   shows "norm (sum (\<lambda>l. content l *\<^sub>R c) p) \<le> e * content(cbox a b)"
 proof -
   have sumeq: "(\<Sum>i\<in>p. \<bar>content i\<bar>) = sum content p"
     apply (rule sum.cong)
     using assms
     apply simp
     apply (metis abs_of_nonneg assms(1) content_pos_le division_ofD(4))
     done
   have e: "0 \<le> e"
     using assms(2) norm_ge_zero order_trans by blast
   have "norm (sum (\<lambda>l. content l *\<^sub>R c) p) \<le> (\<Sum>i\<in>p. norm (content i *\<^sub>R c))"
     using norm_sum by blast
   also have "...  \<le> e * (\<Sum>i\<in>p. \<bar>content i\<bar>)"
     by (simp add: sum_distrib_left[symmetric] mult.commute assms(2) mult_right_mono sum_nonneg)
   also have "... \<le> e * content (cbox a b)"
     apply (rule mult_left_mono [OF _ e])
     apply (simp add: sumeq)
     using additive_content_division assms(1) eq_iff apply blast
     done
   finally show ?thesis .
 qed
 
 lemma rsum_bound:
   assumes p: "p tagged_division_of (cbox a b)"
       and "\<forall>x\<in>cbox a b. norm (f x) \<le> e"
     shows "norm (sum (\<lambda>(x,k). content k *\<^sub>R f x) p) \<le> e * content (cbox a b)"
 proof (cases "cbox a b = {}")
   case True show ?thesis
     using p unfolding True tagged_division_of_trivial by auto
 next
   case False
   then have e: "e \<ge> 0"
     by (meson ex_in_conv assms(2) norm_ge_zero order_trans)
   have sum_le: "sum (content \<circ> snd) p \<le> content (cbox a b)"
     unfolding additive_content_tagged_division[OF p, symmetric] split_def
     by (auto intro: eq_refl)
   have con: "\<And>xk. xk \<in> p \<Longrightarrow> 0 \<le> content (snd xk)"
     using tagged_division_ofD(4) [OF p] content_pos_le
     by force
   have norm: "\<And>xk. xk \<in> p \<Longrightarrow> norm (f (fst xk)) \<le> e"
     unfolding fst_conv using tagged_division_ofD(2,3)[OF p] assms
     by (metis prod.collapse subset_eq)
   have "norm (sum (\<lambda>(x,k). content k *\<^sub>R f x) p) \<le> (\<Sum>i\<in>p. norm (case i of (x, k) \<Rightarrow> content k *\<^sub>R f x))"
     by (rule norm_sum)
   also have "...  \<le> e * content (cbox a b)"
     unfolding split_def norm_scaleR
     apply (rule order_trans[OF sum_mono])
     apply (rule mult_left_mono[OF _ abs_ge_zero, of _ e])
     apply (metis norm)
     unfolding sum_distrib_right[symmetric]
     using con sum_le
     apply (auto simp: mult.commute intro: mult_left_mono [OF _ e])
     done
   finally show ?thesis .
 qed
 
 lemma rsum_diff_bound:
   assumes "p tagged_division_of (cbox a b)"
     and "\<forall>x\<in>cbox a b. norm (f x - g x) \<le> e"
   shows "norm (sum (\<lambda>(x,k). content k *\<^sub>R f x) p - sum (\<lambda>(x,k). content k *\<^sub>R g x) p) \<le>
          e * content (cbox a b)"
   apply (rule order_trans[OF _ rsum_bound[OF assms]])
   apply (simp add: split_def scaleR_diff_right sum_subtractf eq_refl)
   done
 
 lemma has_integral_bound:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
   assumes "0 \<le> B"
       and f: "(f has_integral i) (cbox a b)"
       and "\<And>x. x\<in>cbox a b \<Longrightarrow> norm (f x) \<le> B"
     shows "norm i \<le> B * content (cbox a b)"
 proof (rule ccontr)
   assume "\<not> ?thesis"
   then have "norm i - B * content (cbox a b) > 0"
     by auto
   with f[unfolded has_integral]
   obtain \<gamma> where "gauge \<gamma>" and \<gamma>:
     "\<And>p. \<lbrakk>p tagged_division_of cbox a b; \<gamma> fine p\<rbrakk>
           \<Longrightarrow> norm ((\<Sum>(x, K)\<in>p. content K *\<^sub>R f x) - i) < norm i - B * content (cbox a b)"
     by metis
   then obtain p where p: "p tagged_division_of cbox a b" and "\<gamma> fine p"
     using fine_division_exists by blast
   have "\<And>s B. norm s \<le> B \<Longrightarrow> \<not> norm (s - i) < norm i - B"
     unfolding not_less
     by (metis diff_left_mono dist_commute dist_norm norm_triangle_ineq2 order_trans)
   then show False
     using \<gamma> [OF p \<open>\<gamma> fine p\<close>] rsum_bound[OF p] assms by metis
 qed
 
 corollary integrable_bound:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
   assumes "0 \<le> B"
       and "f integrable_on (cbox a b)"
       and "\<And>x. x\<in>cbox a b \<Longrightarrow> norm (f x) \<le> B"
     shows "norm (integral (cbox a b) f) \<le> B * content (cbox a b)"
 by (metis integrable_integral has_integral_bound assms)
 
 
 subsection \<open>Similar theorems about relationship among components\<close>
 
 lemma rsum_component_le:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
   assumes p: "p tagged_division_of (cbox a b)"
       and "\<And>x. x \<in> cbox a b \<Longrightarrow> (f x)\<bullet>i \<le> (g x)\<bullet>i"
     shows "(\<Sum>(x, K)\<in>p. content K *\<^sub>R f x) \<bullet> i \<le> (\<Sum>(x, K)\<in>p. content K *\<^sub>R g x) \<bullet> i"
 unfolding inner_sum_left
 proof (rule sum_mono, clarify)
   fix x K
   assume ab: "(x, K) \<in> p"
   with p obtain u v where K: "K = cbox u v"
     by blast
   then show "(content K *\<^sub>R f x) \<bullet> i \<le> (content K *\<^sub>R g x) \<bullet> i"
     by (metis ab assms inner_scaleR_left measure_nonneg mult_left_mono tag_in_interval)
 qed
 
 lemma has_integral_component_le:
   fixes f g :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
   assumes k: "k \<in> Basis"
   assumes "(f has_integral i) S" "(g has_integral j) S"
     and f_le_g: "\<And>x. x \<in> S \<Longrightarrow> (f x)\<bullet>k \<le> (g x)\<bullet>k"
   shows "i\<bullet>k \<le> j\<bullet>k"
 proof -
   have ik_le_jk: "i\<bullet>k \<le> j\<bullet>k"
     if f_i: "(f has_integral i) (cbox a b)"
     and g_j: "(g has_integral j) (cbox a b)"
     and le: "\<forall>x\<in>cbox a b. (f x)\<bullet>k \<le> (g x)\<bullet>k"
     for a b i and j :: 'b and f g :: "'a \<Rightarrow> 'b"
   proof (rule ccontr)
     assume "\<not> ?thesis"
     then have *: "0 < (i\<bullet>k - j\<bullet>k) / 3"
       by auto
     obtain \<gamma>1 where "gauge \<gamma>1" 
       and \<gamma>1: "\<And>p. \<lbrakk>p tagged_division_of cbox a b; \<gamma>1 fine p\<rbrakk>
                 \<Longrightarrow> norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - i) < (i \<bullet> k - j \<bullet> k) / 3"
       using f_i[unfolded has_integral,rule_format,OF *] by fastforce 
     obtain \<gamma>2 where "gauge \<gamma>2" 
       and \<gamma>2: "\<And>p. \<lbrakk>p tagged_division_of cbox a b; \<gamma>2 fine p\<rbrakk>
                 \<Longrightarrow> norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R g x) - j) < (i \<bullet> k - j \<bullet> k) / 3"
       using g_j[unfolded has_integral,rule_format,OF *] by fastforce 
     obtain p where p: "p tagged_division_of cbox a b" and "\<gamma>1 fine p" "\<gamma>2 fine p"
        using fine_division_exists[OF gauge_Int[OF \<open>gauge \<gamma>1\<close> \<open>gauge \<gamma>2\<close>], of a b] unfolding fine_Int
        by metis
     then have "\<bar>((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - i) \<bullet> k\<bar> < (i \<bullet> k - j \<bullet> k) / 3"
          "\<bar>((\<Sum>(x, k)\<in>p. content k *\<^sub>R g x) - j) \<bullet> k\<bar> < (i \<bullet> k - j \<bullet> k) / 3"
       using le_less_trans[OF Basis_le_norm[OF k]] k \<gamma>1 \<gamma>2 by metis+ 
     then show False
       unfolding inner_simps
       using rsum_component_le[OF p] le
       by (fastforce simp add: abs_real_def split: if_split_asm)
   qed
   show ?thesis
   proof (cases "\<exists>a b. S = cbox a b")
     case True
     with ik_le_jk assms show ?thesis
       by auto
   next
     case False
     show ?thesis
     proof (rule ccontr)
       assume "\<not> i\<bullet>k \<le> j\<bullet>k"
       then have ij: "(i\<bullet>k - j\<bullet>k) / 3 > 0"
         by auto
       obtain B1 where "0 < B1" 
            and B1: "\<And>a b. ball 0 B1 \<subseteq> cbox a b \<Longrightarrow>
                     \<exists>z. ((\<lambda>x. if x \<in> S then f x else 0) has_integral z) (cbox a b) \<and>
                         norm (z - i) < (i \<bullet> k - j \<bullet> k) / 3"
         using has_integral_altD[OF _ False ij] assms by blast
       obtain B2 where "0 < B2" 
            and B2: "\<And>a b. ball 0 B2 \<subseteq> cbox a b \<Longrightarrow>
                     \<exists>z. ((\<lambda>x. if x \<in> S then g x else 0) has_integral z) (cbox a b) \<and>
                         norm (z - j) < (i \<bullet> k - j \<bullet> k) / 3"
         using has_integral_altD[OF _ False ij] assms by blast
       have "bounded (ball 0 B1 \<union> ball (0::'a) B2)"
         unfolding bounded_Un by(rule conjI bounded_ball)+
       from bounded_subset_cbox_symmetric[OF this] 
       obtain a b::'a where ab: "ball 0 B1 \<subseteq> cbox a b" "ball 0 B2 \<subseteq> cbox a b"
         by (meson Un_subset_iff)
       then obtain w1 w2 where int_w1: "((\<lambda>x. if x \<in> S then f x else 0) has_integral w1) (cbox a b)"
                         and norm_w1:  "norm (w1 - i) < (i \<bullet> k - j \<bullet> k) / 3"
                         and int_w2: "((\<lambda>x. if x \<in> S then g x else 0) has_integral w2) (cbox a b)"
                         and norm_w2: "norm (w2 - j) < (i \<bullet> k - j \<bullet> k) / 3"
         using B1 B2 by blast
       have *: "\<And>w1 w2 j i::real .\<bar>w1 - i\<bar> < (i - j) / 3 \<Longrightarrow> \<bar>w2 - j\<bar> < (i - j) / 3 \<Longrightarrow> w1 \<le> w2 \<Longrightarrow> False"
         by (simp add: abs_real_def split: if_split_asm)
       have "\<bar>(w1 - i) \<bullet> k\<bar> < (i \<bullet> k - j \<bullet> k) / 3"
            "\<bar>(w2 - j) \<bullet> k\<bar> < (i \<bullet> k - j \<bullet> k) / 3"
         using Basis_le_norm k le_less_trans norm_w1 norm_w2 by blast+
       moreover
       have "w1\<bullet>k \<le> w2\<bullet>k"
         using ik_le_jk int_w1 int_w2 f_le_g by auto
       ultimately show False
         unfolding inner_simps by(rule *)
     qed
   qed
 qed
 
 lemma integral_component_le:
   fixes g f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
   assumes "k \<in> Basis"
     and "f integrable_on S" "g integrable_on S"
     and "\<And>x. x \<in> S \<Longrightarrow> (f x)\<bullet>k \<le> (g x)\<bullet>k"
   shows "(integral S f)\<bullet>k \<le> (integral S g)\<bullet>k"
   apply (rule has_integral_component_le)
   using integrable_integral assms
   apply auto
   done
 
 lemma has_integral_component_nonneg:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
   assumes "k \<in> Basis"
     and "(f has_integral i) S"
     and "\<And>x. x \<in> S \<Longrightarrow> 0 \<le> (f x)\<bullet>k"
   shows "0 \<le> i\<bullet>k"
   using has_integral_component_le[OF assms(1) has_integral_0 assms(2)]
   using assms(3-)
   by auto
 
 lemma integral_component_nonneg:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
   assumes "k \<in> Basis"
     and  "\<And>x. x \<in> S \<Longrightarrow> 0 \<le> (f x)\<bullet>k"
   shows "0 \<le> (integral S f)\<bullet>k"
 proof (cases "f integrable_on S")
   case True show ?thesis
     apply (rule has_integral_component_nonneg)
     using assms True
     apply auto
     done
 next
   case False then show ?thesis by (simp add: not_integrable_integral)
 qed
 
 lemma has_integral_component_neg:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
   assumes "k \<in> Basis"
     and "(f has_integral i) S"
     and "\<And>x. x \<in> S \<Longrightarrow> (f x)\<bullet>k \<le> 0"
   shows "i\<bullet>k \<le> 0"
   using has_integral_component_le[OF assms(1,2) has_integral_0] assms(2-)
   by auto
 
 lemma has_integral_component_lbound:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
   assumes "(f has_integral i) (cbox a b)"
     and "\<forall>x\<in>cbox a b. B \<le> f(x)\<bullet>k"
     and "k \<in> Basis"
   shows "B * content (cbox a b) \<le> i\<bullet>k"
   using has_integral_component_le[OF assms(3) has_integral_const assms(1),of "(\<Sum>i\<in>Basis. B *\<^sub>R i)::'b"] assms(2-)
   by (auto simp add: field_simps)
 
 lemma has_integral_component_ubound:
   fixes f::"'a::euclidean_space => 'b::euclidean_space"
   assumes "(f has_integral i) (cbox a b)"
     and "\<forall>x\<in>cbox a b. f x\<bullet>k \<le> B"
     and "k \<in> Basis"
   shows "i\<bullet>k \<le> B * content (cbox a b)"
   using has_integral_component_le[OF assms(3,1) has_integral_const, of "\<Sum>i\<in>Basis. B *\<^sub>R i"] assms(2-)
   by (auto simp add: field_simps)
 
 lemma integral_component_lbound:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
   assumes "f integrable_on cbox a b"
     and "\<forall>x\<in>cbox a b. B \<le> f(x)\<bullet>k"
     and "k \<in> Basis"
   shows "B * content (cbox a b) \<le> (integral(cbox a b) f)\<bullet>k"
   apply (rule has_integral_component_lbound)
   using assms
   unfolding has_integral_integral
   apply auto
   done
 
 lemma integral_component_lbound_real:
   assumes "f integrable_on {a ::real..b}"
     and "\<forall>x\<in>{a..b}. B \<le> f(x)\<bullet>k"
     and "k \<in> Basis"
   shows "B * content {a..b} \<le> (integral {a..b} f)\<bullet>k"
   using assms
   by (metis box_real(2) integral_component_lbound)
 
 lemma integral_component_ubound:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
   assumes "f integrable_on cbox a b"
     and "\<forall>x\<in>cbox a b. f x\<bullet>k \<le> B"
     and "k \<in> Basis"
   shows "(integral (cbox a b) f)\<bullet>k \<le> B * content (cbox a b)"
   apply (rule has_integral_component_ubound)
   using assms
   unfolding has_integral_integral
   apply auto
   done
 
 lemma integral_component_ubound_real:
   fixes f :: "real \<Rightarrow> 'a::euclidean_space"
   assumes "f integrable_on {a..b}"
     and "\<forall>x\<in>{a..b}. f x\<bullet>k \<le> B"
     and "k \<in> Basis"
   shows "(integral {a..b} f)\<bullet>k \<le> B * content {a..b}"
   using assms
   by (metis box_real(2) integral_component_ubound)
 
 subsection \<open>Uniform limit of integrable functions is integrable\<close>
 
 lemma real_arch_invD:
   "0 < (e::real) \<Longrightarrow> (\<exists>n::nat. n \<noteq> 0 \<and> 0 < inverse (real n) \<and> inverse (real n) < e)"
   by (subst(asm) real_arch_inverse)
 
 
 lemma integrable_uniform_limit:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
   assumes "\<And>e. e > 0 \<Longrightarrow> \<exists>g. (\<forall>x\<in>cbox a b. norm (f x - g x) \<le> e) \<and> g integrable_on cbox a b"
   shows "f integrable_on cbox a b"
 proof (cases "content (cbox a b) > 0")
   case False then show ?thesis
     using has_integral_null by (simp add: content_lt_nz integrable_on_def)
 next
   case True
   have "1 / (real n + 1) > 0" for n
     by auto
   then have "\<exists>g. (\<forall>x\<in>cbox a b. norm (f x - g x) \<le> 1 / (real n + 1)) \<and> g integrable_on cbox a b" for n
     using assms by blast
   then obtain g where g_near_f: "\<And>n x. x \<in> cbox a b \<Longrightarrow> norm (f x - g n x) \<le> 1 / (real n + 1)"
                   and int_g: "\<And>n. g n integrable_on cbox a b"
     by metis
   then obtain h where h: "\<And>n. (g n has_integral h n) (cbox a b)"
     unfolding integrable_on_def by metis
   have "Cauchy h"
     unfolding Cauchy_def
   proof clarify
     fix e :: real
     assume "e>0"
     then have "e/4 / content (cbox a b) > 0"
       using True by (auto simp: field_simps)
     then obtain M where "M \<noteq> 0" and M: "1 / (real M) < e/4 / content (cbox a b)"
       by (metis inverse_eq_divide real_arch_inverse)
     show "\<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. dist (h m) (h n) < e"
     proof (rule exI [where x=M], clarify)
       fix m n
       assume m: "M \<le> m" and n: "M \<le> n"
       have "e/4>0" using \<open>e>0\<close> by auto
       then obtain gm gn where "gauge gm" "gauge gn"
               and gm: "\<And>\<D>. \<D> tagged_division_of cbox a b \<and> gm fine \<D> 
                             \<Longrightarrow> norm ((\<Sum>(x,K) \<in> \<D>. content K *\<^sub>R g m x) - h m) < e/4"
               and gn: "\<And>\<D>. \<D> tagged_division_of cbox a b \<and> gn fine \<D> \<Longrightarrow>
                       norm ((\<Sum>(x,K) \<in> \<D>. content K *\<^sub>R g n x) - h n) < e/4"
         using h[unfolded has_integral] by meson
       then obtain \<D> where \<D>: "\<D> tagged_division_of cbox a b" "(\<lambda>x. gm x \<inter> gn x) fine \<D>"
         by (metis (full_types) fine_division_exists gauge_Int)
       have triangle3: "norm (i1 - i2) < e"
         if no: "norm(s2 - s1) \<le> e/2" "norm (s1 - i1) < e/4" "norm (s2 - i2) < e/4" for s1 s2 i1 and i2::'b
       proof -
         have "norm (i1 - i2) \<le> norm (i1 - s1) + norm (s1 - s2) + norm (s2 - i2)"
           using norm_triangle_ineq[of "i1 - s1" "s1 - i2"]
           using norm_triangle_ineq[of "s1 - s2" "s2 - i2"]
           by (auto simp: algebra_simps)
         also have "\<dots> < e"
           using no by (auto simp: algebra_simps norm_minus_commute)
         finally show ?thesis .
       qed
       have finep: "gm fine \<D>" "gn fine \<D>"
         using fine_Int \<D>  by auto
       have norm_le: "norm (g n x - g m x) \<le> 2 / real M" if x: "x \<in> cbox a b" for x
       proof -
         have "norm (f x - g n x) + norm (f x - g m x) \<le> 1 / (real n + 1) + 1 / (real m + 1)"          
           using g_near_f[OF x, of n] g_near_f[OF x, of m] by simp
         also have "\<dots> \<le> 1 / (real M) + 1 / (real M)"
           apply (rule add_mono)
           using \<open>M \<noteq> 0\<close> m n by (auto simp: field_split_simps)
         also have "\<dots> = 2 / real M"
           by auto
         finally show "norm (g n x - g m x) \<le> 2 / real M"
           using norm_triangle_le[of "g n x - f x" "f x - g m x" "2 / real M"]
           by (auto simp: algebra_simps simp add: norm_minus_commute)
       qed
       have "norm ((\<Sum>(x,K) \<in> \<D>. content K *\<^sub>R g n x) - (\<Sum>(x,K) \<in> \<D>. content K *\<^sub>R g m x)) \<le> 2 / real M * content (cbox a b)"
         by (blast intro: norm_le rsum_diff_bound[OF \<D>(1), where e="2 / real M"])
       also have "... \<le> e/2"
         using M True
         by (auto simp: field_simps)
       finally have le_e2: "norm ((\<Sum>(x,K) \<in> \<D>. content K *\<^sub>R g n x) - (\<Sum>(x,K) \<in> \<D>. content K *\<^sub>R g m x)) \<le> e/2" .
       then show "dist (h m) (h n) < e"
         unfolding dist_norm using gm gn \<D> finep by (auto intro!: triangle3)
     qed
   qed
   then obtain s where s: "h \<longlonglongrightarrow> s"
     using convergent_eq_Cauchy[symmetric] by blast
   show ?thesis
     unfolding integrable_on_def has_integral
   proof (rule_tac x=s in exI, clarify)
     fix e::real
     assume e: "0 < e"
     then have "e/3 > 0" by auto
     then obtain N1 where N1: "\<forall>n\<ge>N1. norm (h n - s) < e/3"
       using LIMSEQ_D [OF s] by metis
     from e True have "e/3 / content (cbox a b) > 0"
       by (auto simp: field_simps)
     then obtain N2 :: nat
          where "N2 \<noteq> 0" and N2: "1 / (real N2) < e/3 / content (cbox a b)"
       by (metis inverse_eq_divide real_arch_inverse)
     obtain g' where "gauge g'"
             and g': "\<And>\<D>. \<D> tagged_division_of cbox a b \<and> g' fine \<D> \<Longrightarrow>
                     norm ((\<Sum>(x,K) \<in> \<D>. content K *\<^sub>R g (N1 + N2) x) - h (N1 + N2)) < e/3"
       by (metis h has_integral \<open>e/3 > 0\<close>)
     have *: "norm (sf - s) < e" 
         if no: "norm (sf - sg) \<le> e/3" "norm(h - s) < e/3" "norm (sg - h) < e/3" for sf sg h
     proof -
       have "norm (sf - s) \<le> norm (sf - sg) + norm (sg - h) + norm (h - s)"
         using norm_triangle_ineq[of "sf - sg" "sg - s"]
         using norm_triangle_ineq[of "sg -  h" " h - s"]
         by (auto simp: algebra_simps)
       also have "\<dots> < e"
         using no by (auto simp: algebra_simps norm_minus_commute)
       finally show ?thesis .
     qed
     { fix \<D>
       assume ptag: "\<D> tagged_division_of (cbox a b)" and "g' fine \<D>"
       then have norm_less: "norm ((\<Sum>(x,K) \<in> \<D>. content K *\<^sub>R g (N1 + N2) x) - h (N1 + N2)) < e/3"
         using g' by blast
       have "content (cbox a b) < e/3 * (of_nat N2)"
         using \<open>N2 \<noteq> 0\<close> N2 using True by (auto simp: field_split_simps)
       moreover have "e/3 * of_nat N2 \<le> e/3 * (of_nat (N1 + N2) + 1)"
         using \<open>e>0\<close> by auto
       ultimately have "content (cbox a b) < e/3 * (of_nat (N1 + N2) + 1)"
         by linarith
       then have le_e3: "1 / (real (N1 + N2) + 1) * content (cbox a b) \<le> e/3"
         unfolding inverse_eq_divide
         by (auto simp: field_simps)
       have ne3: "norm (h (N1 + N2) - s) < e/3"
         using N1 by auto
       have "norm ((\<Sum>(x,K) \<in> \<D>. content K *\<^sub>R f x) - (\<Sum>(x,K) \<in> \<D>. content K *\<^sub>R g (N1 + N2) x))
             \<le> 1 / (real (N1 + N2) + 1) * content (cbox a b)"
         by (blast intro: g_near_f rsum_diff_bound[OF ptag])
       then have "norm ((\<Sum>(x,K) \<in> \<D>. content K *\<^sub>R f x) - s) < e"
         by (rule *[OF order_trans [OF _ le_e3] ne3 norm_less])
     }
     then show "\<exists>d. gauge d \<and>
              (\<forall>\<D>. \<D> tagged_division_of cbox a b \<and> d fine \<D> \<longrightarrow> norm ((\<Sum>(x,K) \<in> \<D>. content K *\<^sub>R f x) - s) < e)"
       by (blast intro: g' \<open>gauge g'\<close>)
   qed
 qed
 
 lemmas integrable_uniform_limit_real = integrable_uniform_limit [where 'a=real, simplified]
 
 
 subsection \<open>Negligible sets\<close>
 
 definition "negligible (s:: 'a::euclidean_space set) \<longleftrightarrow>
   (\<forall>a b. ((indicator s :: 'a\<Rightarrow>real) has_integral 0) (cbox a b))"
 
 
 subsubsection \<open>Negligibility of hyperplane\<close>
 
 lemma content_doublesplit:
   fixes a :: "'a::euclidean_space"
   assumes "0 < e"
     and k: "k \<in> Basis"
   obtains d where "0 < d" and "content (cbox a b \<inter> {x. \<bar>x\<bullet>k - c\<bar> \<le> d}) < e"
 proof cases
   assume *: "a \<bullet> k \<le> c \<and> c \<le> b \<bullet> k \<and> (\<forall>j\<in>Basis. a \<bullet> j \<le> b \<bullet> j)"
   define a' where "a' d = (\<Sum>j\<in>Basis. (if j = k then max (a\<bullet>j) (c - d) else a\<bullet>j) *\<^sub>R j)" for d
   define b' where "b' d = (\<Sum>j\<in>Basis. (if j = k then min (b\<bullet>j) (c + d) else b\<bullet>j) *\<^sub>R j)" for d
 
   have "((\<lambda>d. \<Prod>j\<in>Basis. (b' d - a' d) \<bullet> j) \<longlongrightarrow> (\<Prod>j\<in>Basis. (b' 0 - a' 0) \<bullet> j)) (at_right 0)"
     by (auto simp: b'_def a'_def intro!: tendsto_min tendsto_max tendsto_eq_intros)
   also have "(\<Prod>j\<in>Basis. (b' 0 - a' 0) \<bullet> j) = 0"
     using k *
     by (intro prod_zero bexI[OF _ k])
        (auto simp: b'_def a'_def inner_diff inner_sum_left inner_not_same_Basis intro!: sum.cong)
   also have "((\<lambda>d. \<Prod>j\<in>Basis. (b' d - a' d) \<bullet> j) \<longlongrightarrow> 0) (at_right 0) =
     ((\<lambda>d. content (cbox a b \<inter> {x. \<bar>x\<bullet>k - c\<bar> \<le> d})) \<longlongrightarrow> 0) (at_right 0)"
   proof (intro tendsto_cong eventually_at_rightI)
     fix d :: real assume d: "d \<in> {0<..<1}"
     have "cbox a b \<inter> {x. \<bar>x\<bullet>k - c\<bar> \<le> d} = cbox (a' d) (b' d)" for d
       using * d k by (auto simp add: cbox_def set_eq_iff Int_def ball_conj_distrib abs_diff_le_iff a'_def b'_def)
     moreover have "j \<in> Basis \<Longrightarrow> a' d \<bullet> j \<le> b' d \<bullet> j" for j
       using * d k by (auto simp: a'_def b'_def)
     ultimately show "(\<Prod>j\<in>Basis. (b' d - a' d) \<bullet> j) = content (cbox a b \<inter> {x. \<bar>x\<bullet>k - c\<bar> \<le> d})"
       by simp
   qed simp
   finally have "((\<lambda>d. content (cbox a b \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})) \<longlongrightarrow> 0) (at_right 0)" .
   from order_tendstoD(2)[OF this \<open>0<e\<close>]
   obtain d' where "0 < d'" and d': "\<And>y. y > 0 \<Longrightarrow> y < d' \<Longrightarrow> content (cbox a b \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> y}) < e"
     by (subst (asm) eventually_at_right[of _ 1]) auto
   show ?thesis
     by (rule that[of "d'/2"], insert \<open>0<d'\<close> d'[of "d'/2"], auto)
 next
   assume *: "\<not> (a \<bullet> k \<le> c \<and> c \<le> b \<bullet> k \<and> (\<forall>j\<in>Basis. a \<bullet> j \<le> b \<bullet> j))"
   then have "(\<exists>j\<in>Basis. b \<bullet> j < a \<bullet> j) \<or> (c < a \<bullet> k \<or> b \<bullet> k < c)"
     by (auto simp: not_le)
   show thesis
   proof cases
     assume "\<exists>j\<in>Basis. b \<bullet> j < a \<bullet> j"
     then have [simp]: "cbox a b = {}"
       using box_ne_empty(1)[of a b] by auto
     show ?thesis
       by (rule that[of 1]) (simp_all add: \<open>0<e\<close>)
   next
     assume "\<not> (\<exists>j\<in>Basis. b \<bullet> j < a \<bullet> j)"
     with * have "c < a \<bullet> k \<or> b \<bullet> k < c"
       by auto
     then show thesis
     proof
       assume c: "c < a \<bullet> k"
       moreover have "x \<in> cbox a b \<Longrightarrow> c \<le> x \<bullet> k" for x
         using k c by (auto simp: cbox_def)
       ultimately have "cbox a b \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> (a \<bullet> k - c)/2} = {}"
         using k by (auto simp: cbox_def)
       with \<open>0<e\<close> c that[of "(a \<bullet> k - c)/2"] show ?thesis
         by auto
     next
       assume c: "b \<bullet> k < c"
       moreover have "x \<in> cbox a b \<Longrightarrow> x \<bullet> k \<le> c" for x
         using k c by (auto simp: cbox_def)
       ultimately have "cbox a b \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> (c - b \<bullet> k)/2} = {}"
         using k by (auto simp: cbox_def)
       with \<open>0<e\<close> c that[of "(c - b \<bullet> k)/2"] show ?thesis
         by auto
     qed
   qed
 qed
 
 
 proposition negligible_standard_hyperplane[intro]:
   fixes k :: "'a::euclidean_space"
   assumes k: "k \<in> Basis"
   shows "negligible {x. x\<bullet>k = c}"
   unfolding negligible_def has_integral
 proof clarsimp
   fix a b and e::real assume "e > 0"
   with k obtain d where "0 < d" and d: "content (cbox a b \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) < e"
     by (metis content_doublesplit)
   let ?i = "indicator {x::'a. x\<bullet>k = c} :: 'a\<Rightarrow>real"
   show "\<exists>\<gamma>. gauge \<gamma> \<and>
            (\<forall>\<D>. \<D> tagged_division_of cbox a b \<and> \<gamma> fine \<D> \<longrightarrow>
                  \<bar>\<Sum>(x,K) \<in> \<D>. content K * ?i x\<bar> < e)"
   proof (intro exI, safe)
     show "gauge (\<lambda>x. ball x d)"
       using \<open>0 < d\<close> by blast
   next
     fix \<D>
     assume p: "\<D> tagged_division_of (cbox a b)" "(\<lambda>x. ball x d) fine \<D>"
     have "content L = content (L \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})" 
       if "(x, L) \<in> \<D>" "?i x \<noteq> 0" for x L
     proof -
       have xk: "x\<bullet>k = c"
         using that by (simp add: indicator_def split: if_split_asm)
       have "L \<subseteq> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}"
       proof 
         fix y
         assume y: "y \<in> L"
         have "L \<subseteq> ball x d"
           using p(2) that(1) by auto
         then have "norm (x - y) < d"
           by (simp add: dist_norm subset_iff y)
         then have "\<bar>(x - y) \<bullet> k\<bar> < d"
           using k norm_bound_Basis_lt by blast
         then show "y \<in> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}"
           unfolding inner_simps xk by auto
       qed 
       then show "content L = content (L \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})"
         by (metis inf.orderE)
     qed
     then have *: "(\<Sum>(x,K)\<in>\<D>. content K * ?i x) = (\<Sum>(x,K)\<in>\<D>. content (K \<inter> {x. \<bar>x\<bullet>k - c\<bar> \<le> d}) *\<^sub>R ?i x)"
       by (force simp add: split_paired_all intro!: sum.cong [OF refl])
     note p'= tagged_division_ofD[OF p(1)] and p''=division_of_tagged_division[OF p(1)]
     have "(\<Sum>(x,K)\<in>\<D>. content (K \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) * indicator {x. x \<bullet> k = c} x) < e"
     proof -
       have "(\<Sum>(x,K)\<in>\<D>. content (K \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) * ?i x) \<le> (\<Sum>(x,K)\<in>\<D>. content (K \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}))"
         by (force simp add: indicator_def intro!: sum_mono)
       also have "\<dots> < e"
       proof (subst sum.over_tagged_division_lemma[OF p(1)])
         fix u v::'a
         assume "box u v = {}"
         then have *: "content (cbox u v) = 0"
           unfolding content_eq_0_interior by simp
         have "cbox u v \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d} \<subseteq> cbox u v"
           by auto
         then have "content (cbox u v \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) \<le> content (cbox u v)"
           unfolding interval_doublesplit[OF k] by (rule content_subset)
         then show "content (cbox u v \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) = 0"
           unfolding * interval_doublesplit[OF k]
           by (blast intro: antisym)
       next
         have "(\<Sum>l\<in>snd ` \<D>. content (l \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})) =
           sum content ((\<lambda>l. l \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})`{l\<in>snd ` \<D>. l \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d} \<noteq> {}})"
         proof (subst (2) sum.reindex_nontrivial)
           fix x y assume "x \<in> {l \<in> snd ` \<D>. l \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d} \<noteq> {}}" "y \<in> {l \<in> snd ` \<D>. l \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d} \<noteq> {}}"
             "x \<noteq> y" and eq: "x \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d} = y \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}"
           then obtain x' y' where "(x', x) \<in> \<D>" "x \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d} \<noteq> {}" "(y', y) \<in> \<D>" "y \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d} \<noteq> {}"
             by (auto)
           from p'(5)[OF \<open>(x', x) \<in> \<D>\<close> \<open>(y', y) \<in> \<D>\<close>] \<open>x \<noteq> y\<close> have "interior (x \<inter> y) = {}"
             by auto
           moreover have "interior ((x \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) \<inter> (y \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})) \<subseteq> interior (x \<inter> y)"
             by (auto intro: interior_mono)
           ultimately have "interior (x \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) = {}"
             by (auto simp: eq)
           then show "content (x \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) = 0"
             using p'(4)[OF \<open>(x', x) \<in> \<D>\<close>] by (auto simp: interval_doublesplit[OF k] content_eq_0_interior simp del: interior_Int)
         qed (insert p'(1), auto intro!: sum.mono_neutral_right)
         also have "\<dots> \<le> norm (\<Sum>l\<in>(\<lambda>l. l \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})`{l\<in>snd ` \<D>. l \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d} \<noteq> {}}. content l *\<^sub>R 1::real)"
           by simp
         also have "\<dots> \<le> 1 * content (cbox a b \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})"
           using division_doublesplit[OF p'' k, unfolded interval_doublesplit[OF k]]
           unfolding interval_doublesplit[OF k] by (intro dsum_bound) auto
         also have "\<dots> < e"
           using d by simp
         finally show "(\<Sum>K\<in>snd ` \<D>. content (K \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d})) < e" .
       qed
       finally show "(\<Sum>(x, K)\<in>\<D>. content (K \<inter> {x. \<bar>x \<bullet> k - c\<bar> \<le> d}) * ?i x) < e" .
     qed
     then show "\<bar>\<Sum>(x, K)\<in>\<D>. content K * ?i x\<bar> < e"
       unfolding * 
       apply (subst abs_of_nonneg)
       using measure_nonneg       
       by (force simp add: indicator_def intro: sum_nonneg)+
   qed
 qed
 
 corollary negligible_standard_hyperplane_cart:
   fixes k :: "'a::finite"
   shows "negligible {x. x$k = (0::real)}"
   by (simp add: cart_eq_inner_axis negligible_standard_hyperplane)
 
 
 subsubsection \<open>Hence the main theorem about negligible sets\<close>
 
 
 lemma has_integral_negligible_cbox:
   fixes f :: "'b::euclidean_space \<Rightarrow> 'a::real_normed_vector"
   assumes negs: "negligible S"
     and 0: "\<And>x. x \<notin> S \<Longrightarrow> f x = 0"
   shows "(f has_integral 0) (cbox a b)"
   unfolding has_integral
 proof clarify
   fix e::real
   assume "e > 0"
   then have nn_gt0: "e/2 / ((real n+1) * (2 ^ n)) > 0" for n
     by simp
   then have "\<exists>\<gamma>. gauge \<gamma> \<and>
                    (\<forall>\<D>. \<D> tagged_division_of cbox a b \<and> \<gamma> fine \<D> \<longrightarrow>
                         \<bar>\<Sum>(x,K) \<in> \<D>. content K *\<^sub>R indicator S x\<bar>
                         < e/2 / ((real n + 1) * 2 ^ n))" for n
     using negs [unfolded negligible_def has_integral] by auto
   then obtain \<gamma> where 
     gd: "\<And>n. gauge (\<gamma> n)"
     and \<gamma>: "\<And>n \<D>. \<lbrakk>\<D> tagged_division_of cbox a b; \<gamma> n fine \<D>\<rbrakk>
                   \<Longrightarrow> \<bar>\<Sum>(x,K) \<in> \<D>. content K *\<^sub>R indicator S x\<bar> < e/2 / ((real n + 1) * 2 ^ n)"
     by metis
   show "\<exists>\<gamma>. gauge \<gamma> \<and>
              (\<forall>\<D>. \<D> tagged_division_of cbox a b \<and> \<gamma> fine \<D> \<longrightarrow>
                   norm ((\<Sum>(x,K) \<in> \<D>. content K *\<^sub>R f x) - 0) < e)"
   proof (intro exI, safe)
     show "gauge (\<lambda>x. \<gamma> (nat \<lfloor>norm (f x)\<rfloor>) x)"
       using gd by (auto simp: gauge_def)
 
     show "norm ((\<Sum>(x,K) \<in> \<D>. content K *\<^sub>R f x) - 0) < e"
       if "\<D> tagged_division_of (cbox a b)" "(\<lambda>x. \<gamma> (nat \<lfloor>norm (f x)\<rfloor>) x) fine \<D>" for \<D>
     proof (cases "\<D> = {}")
       case True with \<open>0 < e\<close> show ?thesis by simp
     next
       case False
       obtain N where "Max ((\<lambda>(x, K). norm (f x)) ` \<D>) \<le> real N"
         using real_arch_simple by blast
       then have N: "\<And>x. x \<in> (\<lambda>(x, K). norm (f x)) ` \<D> \<Longrightarrow> x \<le> real N"
         by (meson Max_ge that(1) dual_order.trans finite_imageI tagged_division_of_finite)
       have "\<forall>i. \<exists>q. q tagged_division_of (cbox a b) \<and> (\<gamma> i) fine q \<and> (\<forall>(x,K) \<in> \<D>. K \<subseteq> (\<gamma> i) x \<longrightarrow> (x, K) \<in> q)"
         by (auto intro: tagged_division_finer[OF that(1) gd])
       from choice[OF this] 
       obtain q where q: "\<And>n. q n tagged_division_of cbox a b"
                         "\<And>n. \<gamma> n fine q n"
                         "\<And>n x K. \<lbrakk>(x, K) \<in> \<D>; K \<subseteq> \<gamma> n x\<rbrakk> \<Longrightarrow> (x, K) \<in> q n"
         by fastforce
       have "finite \<D>"
         using that(1) by blast
       then have sum_le_inc: "\<lbrakk>finite T; \<And>x y. (x,y) \<in> T \<Longrightarrow> (0::real) \<le> g(x,y);
                       \<And>y. y\<in>\<D> \<Longrightarrow> \<exists>x. (x,y) \<in> T \<and> f(y) \<le> g(x,y)\<rbrakk> \<Longrightarrow> sum f \<D> \<le> sum g T" for f g T
         by (rule sum_le_included[of \<D> T g snd f]; force)
       have "norm (\<Sum>(x,K) \<in> \<D>. content K *\<^sub>R f x) \<le> (\<Sum>(x,K) \<in> \<D>. norm (content K *\<^sub>R f x))"
         unfolding split_def by (rule norm_sum)
       also have "... \<le> (\<Sum>(i, j) \<in> Sigma {..N + 1} q.
                           (real i + 1) * (case j of (x, K) \<Rightarrow> content K *\<^sub>R indicator S x))"
       proof (rule sum_le_inc, safe)
         show "finite (Sigma {..N+1} q)"
           by (meson finite_SigmaI finite_atMost tagged_division_of_finite q(1)) 
       next
         fix x K
         assume xk: "(x, K) \<in> \<D>"
         define n where "n = nat \<lfloor>norm (f x)\<rfloor>"
         have *: "norm (f x) \<in> (\<lambda>(x, K). norm (f x)) ` \<D>"
           using xk by auto
         have nfx: "real n \<le> norm (f x)" "norm (f x) \<le> real n + 1"
           unfolding n_def by auto
         then have "n \<in> {0..N + 1}"
           using N[OF *] by auto
         moreover have "K \<subseteq> \<gamma> (nat \<lfloor>norm (f x)\<rfloor>) x"
           using that(2) xk by auto
         moreover then have "(x, K) \<in> q (nat \<lfloor>norm (f x)\<rfloor>)"
           by (simp add: q(3) xk)
         moreover then have "(x, K) \<in> q n"
           using n_def by blast
         moreover
         have "norm (content K *\<^sub>R f x) \<le> (real n + 1) * (content K * indicator S x)"
         proof (cases "x \<in> S")
           case False
           then show ?thesis by (simp add: 0)
         next
           case True
           have *: "content K \<ge> 0"
             using tagged_division_ofD(4)[OF that(1) xk] by auto
           moreover have "content K * norm (f x) \<le> content K * (real n + 1)"
             by (simp add: mult_left_mono nfx(2))
           ultimately show ?thesis
             using nfx True by (auto simp: field_simps)
         qed
         ultimately show "\<exists>y. (y, x, K) \<in> (Sigma {..N + 1} q) \<and> norm (content K *\<^sub>R f x) \<le>
           (real y + 1) * (content K *\<^sub>R indicator S x)"
           by force
       qed auto
       also have "... = (\<Sum>i\<le>N + 1. \<Sum>j\<in>q i. (real i + 1) * (case j of (x, K) \<Rightarrow> content K *\<^sub>R indicator S x))"
         apply (rule sum_Sigma_product [symmetric])
         using q(1) apply auto
         done
       also have "... \<le> (\<Sum>i\<le>N + 1. (real i + 1) * \<bar>\<Sum>(x,K) \<in> q i. content K *\<^sub>R indicator S x\<bar>)"
         by (rule sum_mono) (simp add: sum_distrib_left [symmetric])
       also have "... \<le> (\<Sum>i\<le>N + 1. e/2/2 ^ i)"
       proof (rule sum_mono)
         show "(real i + 1) * \<bar>\<Sum>(x,K) \<in> q i. content K *\<^sub>R indicator S x\<bar> \<le> e/2/2 ^ i"
           if "i \<in> {..N + 1}" for i
           using \<gamma>[of "q i" i] q by (simp add: divide_simps mult.left_commute)
       qed
       also have "... = e/2 * (\<Sum>i\<le>N + 1. (1/2) ^ i)"
         unfolding sum_distrib_left by (metis divide_inverse inverse_eq_divide power_one_over)
       also have "\<dots> < e/2 * 2"
       proof (rule mult_strict_left_mono)
         have "sum (power (1/2)) {..N + 1} = sum (power (1/2::real)) {..<N + 2}"
           using lessThan_Suc_atMost by auto
         also have "... < 2"
           by (auto simp: geometric_sum)
         finally show "sum (power (1/2::real)) {..N + 1} < 2" .
       qed (use \<open>0 < e\<close> in auto)
       finally  show ?thesis by auto
     qed
   qed
 qed
 
 
 proposition has_integral_negligible:
   fixes f :: "'b::euclidean_space \<Rightarrow> 'a::real_normed_vector"
   assumes negs: "negligible S"
     and "\<And>x. x \<in> (T - S) \<Longrightarrow> f x = 0"
   shows "(f has_integral 0) T"
 proof (cases "\<exists>a b. T = cbox a b")
   case True
   then have "((\<lambda>x. if x \<in> T then f x else 0) has_integral 0) T"
     using assms by (auto intro!: has_integral_negligible_cbox)
   then show ?thesis
     by (rule has_integral_eq [rotated]) auto
 next
   case False
   let ?f = "(\<lambda>x. if x \<in> T then f x else 0)"
   have "((\<lambda>x. if x \<in> T then f x else 0) has_integral 0) T"
     apply (auto simp: False has_integral_alt [of ?f])
     apply (rule_tac x=1 in exI, auto)
     apply (rule_tac x=0 in exI, simp add: has_integral_negligible_cbox [OF negs] assms)
     done
   then show ?thesis
     by (rule_tac f="?f" in has_integral_eq) auto
 qed
 
 lemma
   assumes "negligible S"
   shows integrable_negligible: "f integrable_on S" and integral_negligible: "integral S f = 0"
   using has_integral_negligible [OF assms]
   by (auto simp: has_integral_iff)
 
 lemma has_integral_spike:
   fixes f :: "'b::euclidean_space \<Rightarrow> 'a::real_normed_vector"
   assumes "negligible S"
     and gf: "\<And>x. x \<in> T - S \<Longrightarrow> g x = f x"
     and fint: "(f has_integral y) T"
   shows "(g has_integral y) T"
 proof -
   have *: "(g has_integral y) (cbox a b)"
        if "(f has_integral y) (cbox a b)" "\<forall>x \<in> cbox a b - S. g x = f x" for a b f and g:: "'b \<Rightarrow> 'a" and y
   proof -
     have "((\<lambda>x. f x + (g x - f x)) has_integral (y + 0)) (cbox a b)"
       using that by (intro has_integral_add has_integral_negligible) (auto intro!: \<open>negligible S\<close>)
     then show ?thesis
       by auto
   qed
   show ?thesis
     using fint gf
     apply (subst has_integral_alt)
     apply (subst (asm) has_integral_alt)
     apply (simp split: if_split_asm)
      apply (blast dest: *)
       apply (erule_tac V = "\<forall>a b. T \<noteq> cbox a b" in thin_rl)
     apply (elim all_forward imp_forward ex_forward all_forward conj_forward asm_rl)
      apply (auto dest!: *[where f="\<lambda>x. if x\<in>T then f x else 0" and g="\<lambda>x. if x \<in> T then g x else 0"])
     done
 qed
 
 lemma has_integral_spike_eq:
   assumes "negligible S"
     and gf: "\<And>x. x \<in> T - S \<Longrightarrow> g x = f x"
   shows "(f has_integral y) T \<longleftrightarrow> (g has_integral y) T"
     using has_integral_spike [OF \<open>negligible S\<close>] gf
     by metis
 
 lemma integrable_spike:
   assumes "f integrable_on T" "negligible S" "\<And>x. x \<in> T - S \<Longrightarrow> g x = f x"
     shows "g integrable_on T"
   using assms unfolding integrable_on_def by (blast intro: has_integral_spike)
 
 lemma integral_spike:
   assumes "negligible S"
     and "\<And>x. x \<in> T - S \<Longrightarrow> g x = f x"
   shows "integral T f = integral T g"
   using has_integral_spike_eq[OF assms]
     by (auto simp: integral_def integrable_on_def)
 
 
 subsection \<open>Some other trivialities about negligible sets\<close>
 
 lemma negligible_subset:
   assumes "negligible s" "t \<subseteq> s"
   shows "negligible t"
   unfolding negligible_def
     by (metis (no_types) Diff_iff assms contra_subsetD has_integral_negligible indicator_simps(2))
 
 lemma negligible_diff[intro?]:
   assumes "negligible s"
   shows "negligible (s - t)"
   using assms by (meson Diff_subset negligible_subset)
 
 lemma negligible_Int:
   assumes "negligible s \<or> negligible t"
   shows "negligible (s \<inter> t)"
   using assms negligible_subset by force
 
 lemma negligible_Un:
   assumes "negligible S" and T: "negligible T"
   shows "negligible (S \<union> T)"
 proof -
   have "(indicat_real (S \<union> T) has_integral 0) (cbox a b)"
     if S0: "(indicat_real S has_integral 0) (cbox a b)" 
       and  "(indicat_real T has_integral 0) (cbox a b)" for a b
   proof (subst has_integral_spike_eq[OF T])
     show "indicat_real S x = indicat_real (S \<union> T) x" if "x \<in> cbox a b - T" for x
       by (metis Diff_iff Un_iff indicator_def that)
     show "(indicat_real S has_integral 0) (cbox a b)"
       by (simp add: S0)
   qed
   with assms show ?thesis
     unfolding negligible_def by blast
 qed
 
 lemma negligible_Un_eq[simp]: "negligible (s \<union> t) \<longleftrightarrow> negligible s \<and> negligible t"
   using negligible_Un negligible_subset by blast
 
 lemma negligible_sing[intro]: "negligible {a::'a::euclidean_space}"
   using negligible_standard_hyperplane[OF SOME_Basis, of "a \<bullet> (SOME i. i \<in> Basis)"] negligible_subset by blast
 
 lemma negligible_insert[simp]: "negligible (insert a s) \<longleftrightarrow> negligible s"
   apply (subst insert_is_Un)
   unfolding negligible_Un_eq
   apply auto
   done
 
 lemma negligible_empty[iff]: "negligible {}"
   using negligible_insert by blast
 
 text\<open>Useful in this form for backchaining\<close>
 lemma empty_imp_negligible: "S = {} \<Longrightarrow> negligible S"
   by simp
 
 lemma negligible_finite[intro]:
   assumes "finite s"
   shows "negligible s"
   using assms by (induct s) auto
 
 lemma negligible_Union[intro]:
   assumes "finite \<T>"
     and "\<And>t. t \<in> \<T> \<Longrightarrow> negligible t"
   shows "negligible(\<Union>\<T>)"
   using assms by induct auto
 
 lemma negligible: "negligible S \<longleftrightarrow> (\<forall>T. (indicat_real S has_integral 0) T)"
 proof (intro iffI allI)
   fix T
   assume "negligible S"
   then show "(indicator S has_integral 0) T"
     by (meson Diff_iff has_integral_negligible indicator_simps(2))
 qed (simp add: negligible_def)
 
 subsection \<open>Finite case of the spike theorem is quite commonly needed\<close>
 
 lemma has_integral_spike_finite:
   assumes "finite S"
     and "\<And>x. x \<in> T - S \<Longrightarrow> g x = f x"
     and "(f has_integral y) T"
   shows "(g has_integral y) T"
   using assms has_integral_spike negligible_finite by blast
 
 lemma has_integral_spike_finite_eq:
   assumes "finite S"
     and "\<And>x. x \<in> T - S \<Longrightarrow> g x = f x"
   shows "((f has_integral y) T \<longleftrightarrow> (g has_integral y) T)"
   by (metis assms has_integral_spike_finite)
 
 lemma integrable_spike_finite:
   assumes "finite S"
     and "\<And>x. x \<in> T - S \<Longrightarrow> g x = f x"
     and "f integrable_on T"
   shows "g integrable_on T"
   using assms has_integral_spike_finite by blast
 
 lemma has_integral_bound_spike_finite:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
   assumes "0 \<le> B" "finite S"
       and f: "(f has_integral i) (cbox a b)"
       and leB: "\<And>x. x \<in> cbox a b - S \<Longrightarrow> norm (f x) \<le> B"
     shows "norm i \<le> B * content (cbox a b)"
 proof -
   define g where "g \<equiv> (\<lambda>x. if x \<in> S then 0 else f x)"
   then have "\<And>x. x \<in> cbox a b - S \<Longrightarrow> norm (g x) \<le> B"
     using leB by simp
   moreover have "(g has_integral i) (cbox a b)"
     using has_integral_spike_finite [OF \<open>finite S\<close> _ f]
     by (simp add: g_def)
   ultimately show ?thesis
     by (simp add: \<open>0 \<le> B\<close> g_def has_integral_bound)
 qed
 
 corollary has_integral_bound_real:
   fixes f :: "real \<Rightarrow> 'b::real_normed_vector"
   assumes "0 \<le> B" "finite S"
       and "(f has_integral i) {a..b}"
       and "\<And>x. x \<in> {a..b} - S \<Longrightarrow> norm (f x) \<le> B"
     shows "norm i \<le> B * content {a..b}"
   by (metis assms box_real(2) has_integral_bound_spike_finite)
 
 
 subsection \<open>In particular, the boundary of an interval is negligible\<close>
 
 lemma negligible_frontier_interval: "negligible(cbox (a::'a::euclidean_space) b - box a b)"
 proof -
   let ?A = "\<Union>((\<lambda>k. {x. x\<bullet>k = a\<bullet>k} \<union> {x::'a. x\<bullet>k = b\<bullet>k}) ` Basis)"
   have "negligible ?A"
     by (force simp add: negligible_Union[OF finite_imageI])
   moreover have "cbox a b - box a b \<subseteq> ?A"
     by (force simp add: mem_box)
   ultimately show ?thesis
     by (rule negligible_subset)
 qed
 
 lemma has_integral_spike_interior:
   assumes f: "(f has_integral y) (cbox a b)" and gf: "\<And>x. x \<in> box a b \<Longrightarrow> g x = f x"
   shows "(g has_integral y) (cbox a b)"
   apply (rule has_integral_spike[OF negligible_frontier_interval _ f])
   using gf by auto
 
 lemma has_integral_spike_interior_eq:
   assumes "\<And>x. x \<in> box a b \<Longrightarrow> g x = f x"
   shows "(f has_integral y) (cbox a b) \<longleftrightarrow> (g has_integral y) (cbox a b)"
   by (metis assms has_integral_spike_interior)
 
 lemma integrable_spike_interior:
   assumes "\<And>x. x \<in> box a b \<Longrightarrow> g x = f x"
     and "f integrable_on cbox a b"
   shows "g integrable_on cbox a b"
   using assms has_integral_spike_interior_eq by blast
 
 
 subsection \<open>Integrability of continuous functions\<close>
 
 lemma operative_approximableI:
   fixes f :: "'b::euclidean_space \<Rightarrow> 'a::banach"
   assumes "0 \<le> e"
   shows "operative conj True (\<lambda>i. \<exists>g. (\<forall>x\<in>i. norm (f x - g (x::'b)) \<le> e) \<and> g integrable_on i)"
 proof -
   interpret comm_monoid conj True
     by standard auto
   show ?thesis
   proof (standard, safe)
     fix a b :: 'b
     show "\<exists>g. (\<forall>x\<in>cbox a b. norm (f x - g x) \<le> e) \<and> g integrable_on cbox a b"
       if "box a b = {}" for a b
       apply (rule_tac x=f in exI)
       using assms that by (auto simp: content_eq_0_interior)
     {
       fix c g and k :: 'b
       assume fg: "\<forall>x\<in>cbox a b. norm (f x - g x) \<le> e" and g: "g integrable_on cbox a b"
       assume k: "k \<in> Basis"
       show "\<exists>g. (\<forall>x\<in>cbox a b \<inter> {x. x \<bullet> k \<le> c}. norm (f x - g x) \<le> e) \<and> g integrable_on cbox a b \<inter> {x. x \<bullet> k \<le> c}"
            "\<exists>g. (\<forall>x\<in>cbox a b \<inter> {x. c \<le> x \<bullet> k}. norm (f x - g x) \<le> e) \<and> g integrable_on cbox a b \<inter> {x. c \<le> x \<bullet> k}"
          apply (rule_tac[!] x=g in exI)
         using fg integrable_split[OF g k] by auto
     }
     show "\<exists>g. (\<forall>x\<in>cbox a b. norm (f x - g x) \<le> e) \<and> g integrable_on cbox a b"
       if fg1: "\<forall>x\<in>cbox a b \<inter> {x. x \<bullet> k \<le> c}. norm (f x - g1 x) \<le> e" 
         and g1: "g1 integrable_on cbox a b \<inter> {x. x \<bullet> k \<le> c}"
         and fg2: "\<forall>x\<in>cbox a b \<inter> {x. c \<le> x \<bullet> k}. norm (f x - g2 x) \<le> e" 
         and g2: "g2 integrable_on cbox a b \<inter> {x. c \<le> x \<bullet> k}" 
         and k: "k \<in> Basis"
       for c k g1 g2
     proof -
       let ?g = "\<lambda>x. if x\<bullet>k = c then f x else if x\<bullet>k \<le> c then g1 x else g2 x"
       show "\<exists>g. (\<forall>x\<in>cbox a b. norm (f x - g x) \<le> e) \<and> g integrable_on cbox a b"
       proof (intro exI conjI ballI)
         show "norm (f x - ?g x) \<le> e" if "x \<in> cbox a b" for x
           by (auto simp: that assms fg1 fg2)
         show "?g integrable_on cbox a b"
         proof -
           have "?g integrable_on cbox a b \<inter> {x. x \<bullet> k \<le> c}" "?g integrable_on cbox a b \<inter> {x. x \<bullet> k \<ge> c}"
             by(rule integrable_spike[OF _ negligible_standard_hyperplane[of k c]], use k g1 g2 in auto)+
           with has_integral_split[OF _ _ k] show ?thesis
             unfolding integrable_on_def by blast
         qed
       qed
     qed
   qed
 qed
 
 lemma comm_monoid_set_F_and: "comm_monoid_set.F (\<and>) True f s \<longleftrightarrow> (finite s \<longrightarrow> (\<forall>x\<in>s. f x))"
 proof -
   interpret bool: comm_monoid_set "(\<and>)" True
     proof qed auto
   show ?thesis
     by (induction s rule: infinite_finite_induct) auto
 qed
 
 lemma approximable_on_division:
   fixes f :: "'b::euclidean_space \<Rightarrow> 'a::banach"
   assumes "0 \<le> e"
     and d: "d division_of (cbox a b)"
     and f: "\<forall>i\<in>d. \<exists>g. (\<forall>x\<in>i. norm (f x - g x) \<le> e) \<and> g integrable_on i"
   obtains g where "\<forall>x\<in>cbox a b. norm (f x - g x) \<le> e" "g integrable_on cbox a b"
 proof -
   interpret operative conj True "\<lambda>i. \<exists>g. (\<forall>x\<in>i. norm (f x - g (x::'b)) \<le> e) \<and> g integrable_on i"
     using \<open>0 \<le> e\<close> by (rule operative_approximableI)
   from f local.division [OF d] that show thesis
     by auto
 qed
 
 lemma integrable_continuous:
   fixes f :: "'b::euclidean_space \<Rightarrow> 'a::banach"
   assumes "continuous_on (cbox a b) f"
   shows "f integrable_on cbox a b"
 proof (rule integrable_uniform_limit)
   fix e :: real
   assume e: "e > 0"
   then obtain d where "0 < d" and d: "\<And>x x'. \<lbrakk>x \<in> cbox a b; x' \<in> cbox a b; dist x' x < d\<rbrakk> \<Longrightarrow> dist (f x') (f x) < e"
     using compact_uniformly_continuous[OF assms compact_cbox] unfolding uniformly_continuous_on_def by metis
   obtain p where ptag: "p tagged_division_of cbox a b" and finep: "(\<lambda>x. ball x d) fine p"
     using fine_division_exists[OF gauge_ball[OF \<open>0 < d\<close>], of a b] .
   have *: "\<forall>i\<in>snd ` p. \<exists>g. (\<forall>x\<in>i. norm (f x - g x) \<le> e) \<and> g integrable_on i"
   proof (safe, unfold snd_conv)
     fix x l
     assume as: "(x, l) \<in> p"
     obtain a b where l: "l = cbox a b"
       using as ptag by blast
     then have x: "x \<in> cbox a b"
       using as ptag by auto
     show "\<exists>g. (\<forall>x\<in>l. norm (f x - g x) \<le> e) \<and> g integrable_on l"
       apply (rule_tac x="\<lambda>y. f x" in exI)
     proof safe
       show "(\<lambda>y. f x) integrable_on l"
         unfolding integrable_on_def l by blast
     next
       fix y
       assume y: "y \<in> l"
       then have "y \<in> ball x d"
         using as finep by fastforce
       then show "norm (f y - f x) \<le> e"
         using d x y as l
         by (metis dist_commute dist_norm less_imp_le mem_ball ptag subsetCE tagged_division_ofD(3))
     qed
   qed
   from e have "e \<ge> 0"
     by auto
   from approximable_on_division[OF this division_of_tagged_division[OF ptag] *]
   show "\<exists>g. (\<forall>x\<in>cbox a b. norm (f x - g x) \<le> e) \<and> g integrable_on cbox a b"
     by metis
 qed
 
 lemma integrable_continuous_interval:
   fixes f :: "'b::ordered_euclidean_space \<Rightarrow> 'a::banach"
   assumes "continuous_on {a..b} f"
   shows "f integrable_on {a..b}"
   by (metis assms integrable_continuous interval_cbox)
 
 lemmas integrable_continuous_real = integrable_continuous_interval[where 'b=real]
 
 lemma integrable_continuous_closed_segment:
   fixes f :: "real \<Rightarrow> 'a::banach"
   assumes "continuous_on (closed_segment a b) f"
   shows "f integrable_on (closed_segment a b)"
   using assms
   by (auto intro!: integrable_continuous_interval simp: closed_segment_eq_real_ivl)
 
 
 subsection \<open>Specialization of additivity to one dimension\<close>
 
 
 subsection \<open>A useful lemma allowing us to factor out the content size\<close>
 
 lemma has_integral_factor_content:
   "(f has_integral i) (cbox a b) \<longleftrightarrow>
     (\<forall>e>0. \<exists>d. gauge d \<and> (\<forall>p. p tagged_division_of (cbox a b) \<and> d fine p \<longrightarrow>
       norm (sum (\<lambda>(x,k). content k *\<^sub>R f x) p - i) \<le> e * content (cbox a b)))"
 proof (cases "content (cbox a b) = 0")
   case True
   have "\<And>e p. p tagged_division_of cbox a b \<Longrightarrow> norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x)) \<le> e * content (cbox a b)"
     unfolding sum_content_null[OF True] True by force
   moreover have "i = 0" 
     if "\<And>e. e > 0 \<Longrightarrow> \<exists>d. gauge d \<and>
               (\<forall>p. p tagged_division_of cbox a b \<and>
                    d fine p \<longrightarrow>
                    norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - i) \<le> e * content (cbox a b))"
     using that [of 1]
     by (force simp add: True sum_content_null[OF True] intro: fine_division_exists[of _ a b])
   ultimately show ?thesis
     unfolding has_integral_null_eq[OF True]
     by (force simp add: )
 next
   case False
   then have F: "0 < content (cbox a b)"
     using zero_less_measure_iff by blast
   let ?P = "\<lambda>e opp. \<exists>d. gauge d \<and>
     (\<forall>p. p tagged_division_of (cbox a b) \<and> d fine p \<longrightarrow> opp (norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - i)) e)"
   show ?thesis
     apply (subst has_integral)
   proof safe
     fix e :: real
     assume e: "e > 0"
     { assume "\<forall>e>0. ?P e (<)"
       then show "?P (e * content (cbox a b)) (\<le>)"
         apply (rule allE [where x="e * content (cbox a b)"])
         apply (elim impE ex_forward conj_forward)
         using F e apply (auto simp add: algebra_simps)
         done }
     { assume "\<forall>e>0. ?P (e * content (cbox a b)) (\<le>)"
       then show "?P e (<)"
         apply (rule allE [where x="e/2 / content (cbox a b)"])
         apply (elim impE ex_forward conj_forward)
         using F e apply (auto simp add: algebra_simps)
         done }
   qed
 qed
 
 lemma has_integral_factor_content_real:
   "(f has_integral i) {a..b::real} \<longleftrightarrow>
     (\<forall>e>0. \<exists>d. gauge d \<and> (\<forall>p. p tagged_division_of {a..b}  \<and> d fine p \<longrightarrow>
       norm (sum (\<lambda>(x,k). content k *\<^sub>R f x) p - i) \<le> e * content {a..b} ))"
   unfolding box_real[symmetric]
   by (rule has_integral_factor_content)
 
 
 subsection \<open>Fundamental theorem of calculus\<close>
 
 lemma interval_bounds_real:
   fixes q b :: real
   assumes "a \<le> b"
   shows "Sup {a..b} = b"
     and "Inf {a..b} = a"
   using assms by auto
 
 theorem fundamental_theorem_of_calculus:
   fixes f :: "real \<Rightarrow> 'a::banach"
   assumes "a \<le> b" 
       and vecd: "\<And>x. x \<in> {a..b} \<Longrightarrow> (f has_vector_derivative f' x) (at x within {a..b})"
   shows "(f' has_integral (f b - f a)) {a..b}"
   unfolding has_integral_factor_content box_real[symmetric]
 proof safe
   fix e :: real
   assume "e > 0"
   then have "\<forall>x. \<exists>d>0. x \<in> {a..b} \<longrightarrow>
          (\<forall>y\<in>{a..b}. norm (y-x) < d \<longrightarrow> norm (f y - f x - (y-x) *\<^sub>R f' x) \<le> e * norm (y-x))"
     using vecd[unfolded has_vector_derivative_def has_derivative_within_alt] by blast
   then obtain d where d: "\<And>x. 0 < d x"
                  "\<And>x y. \<lbrakk>x \<in> {a..b}; y \<in> {a..b}; norm (y-x) < d x\<rbrakk>
                         \<Longrightarrow> norm (f y - f x - (y-x) *\<^sub>R f' x) \<le> e * norm (y-x)"
     by metis  
   show "\<exists>d. gauge d \<and> (\<forall>p. p tagged_division_of (cbox a b) \<and> d fine p \<longrightarrow>
     norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f' x) - (f b - f a)) \<le> e * content (cbox a b))"
   proof (rule exI, safe)
     show "gauge (\<lambda>x. ball x (d x))"
       using d(1) gauge_ball_dependent by blast
   next
     fix p
     assume ptag: "p tagged_division_of cbox a b" and finep: "(\<lambda>x. ball x (d x)) fine p"
     have ba: "b - a = (\<Sum>(x,K)\<in>p. Sup K - Inf K)" "f b - f a = (\<Sum>(x,K)\<in>p. f(Sup K) - f(Inf K))"
       using additive_tagged_division_1[where f= "\<lambda>x. x"] additive_tagged_division_1[where f= f]
             \<open>a \<le> b\<close> ptag by auto
     have "norm (\<Sum>(x, K) \<in> p. (content K *\<^sub>R f' x) - (f (Sup K) - f (Inf K)))
           \<le> (\<Sum>n\<in>p. e * (case n of (x, k) \<Rightarrow> Sup k - Inf k))"
     proof (rule sum_norm_le,safe)
       fix x K
       assume "(x, K) \<in> p"
       then have "x \<in> K" and kab: "K \<subseteq> cbox a b"
         using ptag by blast+
       then obtain u v where k: "K = cbox u v" and "x \<in> K" and kab: "K \<subseteq> cbox a b"
         using ptag \<open>(x, K) \<in> p\<close> by auto 
       have "u \<le> v"
         using \<open>x \<in> K\<close> unfolding k by auto
       have ball: "\<forall>y\<in>K. y \<in> ball x (d x)"
         using finep \<open>(x, K) \<in> p\<close> by blast
       have "u \<in> K" "v \<in> K"
         by (simp_all add: \<open>u \<le> v\<close> k)
       have "norm ((v - u) *\<^sub>R f' x - (f v - f u)) = norm (f u - f x - (u - x) *\<^sub>R f' x - (f v - f x - (v - x) *\<^sub>R f' x))"
         by (auto simp add: algebra_simps)
       also have "... \<le> norm (f u - f x - (u - x) *\<^sub>R f' x) + norm (f v - f x - (v - x) *\<^sub>R f' x)"
         by (rule norm_triangle_ineq4)
       finally have "norm ((v - u) *\<^sub>R f' x - (f v - f u)) \<le>
         norm (f u - f x - (u - x) *\<^sub>R f' x) + norm (f v - f x - (v - x) *\<^sub>R f' x)" .
       also have "\<dots> \<le> e * norm (u - x) + e * norm (v - x)"
       proof (rule add_mono)
         show "norm (f u - f x - (u - x) *\<^sub>R f' x) \<le> e * norm (u - x)"
           apply (rule d(2)[of x u])
           using \<open>x \<in> K\<close> kab \<open>u \<in> K\<close> ball dist_real_def by (auto simp add:dist_real_def)
         show "norm (f v - f x - (v - x) *\<^sub>R f' x) \<le> e * norm (v - x)"
           apply (rule d(2)[of x v])
           using \<open>x \<in> K\<close> kab \<open>v \<in> K\<close> ball dist_real_def by (auto simp add:dist_real_def)
       qed
       also have "\<dots> \<le> e * (Sup K - Inf K)"
         using \<open>x \<in> K\<close> by (auto simp: k interval_bounds_real[OF \<open>u \<le> v\<close>] field_simps)
       finally show "norm (content K *\<^sub>R f' x - (f (Sup K) - f (Inf K))) \<le> e * (Sup K - Inf K)"
         using \<open>u \<le> v\<close> by (simp add: k)
     qed
     with \<open>a \<le> b\<close> show "norm ((\<Sum>(x, K)\<in>p. content K *\<^sub>R f' x) - (f b - f a)) \<le> e * content (cbox a b)"
       by (auto simp: ba split_def sum_subtractf [symmetric] sum_distrib_left)
   qed
 qed
 
 lemma ident_has_integral:
   fixes a::real
   assumes "a \<le> b"
   shows "((\<lambda>x. x) has_integral (b\<^sup>2 - a\<^sup>2)/2) {a..b}"
 proof -
   have "((\<lambda>x. x) has_integral inverse 2 * b\<^sup>2 - inverse 2 * a\<^sup>2) {a..b}"
     apply (rule fundamental_theorem_of_calculus [OF assms])
     unfolding power2_eq_square
     by (rule derivative_eq_intros | simp)+
   then show ?thesis
     by (simp add: field_simps)
 qed
 
 lemma integral_ident [simp]:
   fixes a::real
   assumes "a \<le> b"
   shows "integral {a..b} (\<lambda>x. x) = (if a \<le> b then (b\<^sup>2 - a\<^sup>2)/2 else 0)"
   by (metis assms ident_has_integral integral_unique)
 
 lemma ident_integrable_on:
   fixes a::real
   shows "(\<lambda>x. x) integrable_on {a..b}"
 by (metis atLeastatMost_empty_iff integrable_on_def has_integral_empty ident_has_integral)
 
 lemma integral_sin [simp]:
   fixes a::real
   assumes "a \<le> b" shows "integral {a..b} sin = cos a - cos b"
 proof -
   have "(sin has_integral (- cos b - - cos a)) {a..b}"
   proof (rule fundamental_theorem_of_calculus)
     show "((\<lambda>a. - cos a) has_vector_derivative sin x) (at x within {a..b})" for x
       unfolding has_field_derivative_iff_has_vector_derivative [symmetric]
       by (rule derivative_eq_intros | force)+
   qed (use assms in auto)
   then show ?thesis
     by (simp add: integral_unique)
 qed
 
 lemma integral_cos [simp]:
   fixes a::real
   assumes "a \<le> b" shows "integral {a..b} cos = sin b - sin a"
 proof -
   have "(cos has_integral (sin b - sin a)) {a..b}"
   proof (rule fundamental_theorem_of_calculus)
     show "(sin has_vector_derivative cos x) (at x within {a..b})" for x
       unfolding has_field_derivative_iff_has_vector_derivative [symmetric]
       by (rule derivative_eq_intros | force)+
   qed (use assms in auto)
   then show ?thesis
     by (simp add: integral_unique)
 qed
 
 lemma has_integral_sin_nx: "((\<lambda>x. sin(real_of_int n * x)) has_integral 0) {-pi..pi}"
 proof (cases "n = 0")
   case False
   have "((\<lambda>x. sin (n * x)) has_integral (- cos (n * pi)/n - - cos (n * - pi)/n)) {-pi..pi}"
   proof (rule fundamental_theorem_of_calculus)
     show "((\<lambda>x. - cos (n * x) / n) has_vector_derivative sin (n * a)) (at a within {-pi..pi})"
       if "a \<in> {-pi..pi}" for a :: real
       using that False
       apply (simp only: has_vector_derivative_def)
       apply (rule derivative_eq_intros | force)+
       done
   qed auto
   then show ?thesis
     by simp
 qed auto
 
 lemma integral_sin_nx:
    "integral {-pi..pi} (\<lambda>x. sin(x * real_of_int n)) = 0"
   using has_integral_sin_nx [of n] by (force simp: mult.commute)
 
 lemma has_integral_cos_nx:
   "((\<lambda>x. cos(real_of_int n * x)) has_integral (if n = 0 then 2 * pi else 0)) {-pi..pi}"
 proof (cases "n = 0")
   case True
   then show ?thesis
     using has_integral_const_real [of "1::real" "-pi" pi] by auto
 next
   case False
   have "((\<lambda>x. cos (n * x)) has_integral (sin (n * pi)/n - sin (n * - pi)/n)) {-pi..pi}"
   proof (rule fundamental_theorem_of_calculus)
     show "((\<lambda>x. sin (n * x) / n) has_vector_derivative cos (n * x)) (at x within {-pi..pi})"
       if "x \<in> {-pi..pi}"
       for x :: real
       using that False
       apply (simp only: has_vector_derivative_def)
       apply (rule derivative_eq_intros | force)+
       done
   qed auto
   with False show ?thesis
     by (simp add: mult.commute)
 qed
 
 lemma integral_cos_nx:
    "integral {-pi..pi} (\<lambda>x. cos(x * real_of_int n)) = (if n = 0 then 2 * pi else 0)"
   using has_integral_cos_nx [of n] by (force simp: mult.commute)
 
 
 subsection \<open>Taylor series expansion\<close>
 
 lemma mvt_integral:
   fixes f::"'a::real_normed_vector\<Rightarrow>'b::banach"
   assumes f'[derivative_intros]:
     "\<And>x. x \<in> S \<Longrightarrow> (f has_derivative f' x) (at x within S)"
   assumes line_in: "\<And>t. t \<in> {0..1} \<Longrightarrow> x + t *\<^sub>R y \<in> S"
   shows "f (x + y) - f x = integral {0..1} (\<lambda>t. f' (x + t *\<^sub>R y) y)" (is ?th1)
 proof -
   from assms have subset: "(\<lambda>xa. x + xa *\<^sub>R y) ` {0..1} \<subseteq> S" by auto
   note [derivative_intros] =
     has_derivative_subset[OF _ subset]
     has_derivative_in_compose[where f="(\<lambda>xa. x + xa *\<^sub>R y)" and g = f]
   note [continuous_intros] =
     continuous_on_compose2[where f="(\<lambda>xa. x + xa *\<^sub>R y)"]
     continuous_on_subset[OF _ subset]
   have "\<And>t. t \<in> {0..1} \<Longrightarrow>
     ((\<lambda>t. f (x + t *\<^sub>R y)) has_vector_derivative f' (x + t *\<^sub>R y) y)
     (at t within {0..1})"
     using assms
     by (auto simp: has_vector_derivative_def
         linear_cmul[OF has_derivative_linear[OF f'], symmetric]
       intro!: derivative_eq_intros)
   from fundamental_theorem_of_calculus[rule_format, OF _ this]
   show ?th1
     by (auto intro!: integral_unique[symmetric])
 qed
 
 lemma (in bounded_bilinear) sum_prod_derivatives_has_vector_derivative:
   assumes "p>0"
   and f0: "Df 0 = f"
   and Df: "\<And>m t. m < p \<Longrightarrow> a \<le> t \<Longrightarrow> t \<le> b \<Longrightarrow>
     (Df m has_vector_derivative Df (Suc m) t) (at t within {a..b})"
   and g0: "Dg 0 = g"
   and Dg: "\<And>m t. m < p \<Longrightarrow> a \<le> t \<Longrightarrow> t \<le> b \<Longrightarrow>
     (Dg m has_vector_derivative Dg (Suc m) t) (at t within {a..b})"
   and ivl: "a \<le> t" "t \<le> b"
   shows "((\<lambda>t. \<Sum>i<p. (-1)^i *\<^sub>R prod (Df i t) (Dg (p - Suc i) t))
     has_vector_derivative
       prod (f t) (Dg p t) - (-1)^p *\<^sub>R prod (Df p t) (g t))
     (at t within {a..b})"
   using assms
 proof cases
   assume p: "p \<noteq> 1"
   define p' where "p' = p - 2"
   from assms p have p': "{..<p} = {..Suc p'}" "p = Suc (Suc p')"
     by (auto simp: p'_def)
   have *: "\<And>i. i \<le> p' \<Longrightarrow> Suc (Suc p' - i) = (Suc (Suc p') - i)"
     by auto
   let ?f = "\<lambda>i. (-1) ^ i *\<^sub>R (prod (Df i t) (Dg ((p - i)) t))"
   have "(\<Sum>i<p. (-1) ^ i *\<^sub>R (prod (Df i t) (Dg (Suc (p - Suc i)) t) +
     prod (Df (Suc i) t) (Dg (p - Suc i) t))) =
     (\<Sum>i\<le>(Suc p'). ?f i - ?f (Suc i))"
     by (auto simp: algebra_simps p'(2) numeral_2_eq_2 * lessThan_Suc_atMost)
   also note sum_telescope
   finally
   have "(\<Sum>i<p. (-1) ^ i *\<^sub>R (prod (Df i t) (Dg (Suc (p - Suc i)) t) +
     prod (Df (Suc i) t) (Dg (p - Suc i) t)))
     = prod (f t) (Dg p t) - (- 1) ^ p *\<^sub>R prod (Df p t) (g t)"
     unfolding p'[symmetric]
     by (simp add: assms)
   thus ?thesis
     using assms
     by (auto intro!: derivative_eq_intros has_vector_derivative)
 qed (auto intro!: derivative_eq_intros has_vector_derivative)
 
 lemma
   fixes f::"real\<Rightarrow>'a::banach"
   assumes "p>0"
   and f0: "Df 0 = f"
   and Df: "\<And>m t. m < p \<Longrightarrow> a \<le> t \<Longrightarrow> t \<le> b \<Longrightarrow>
     (Df m has_vector_derivative Df (Suc m) t) (at t within {a..b})"
   and ivl: "a \<le> b"
   defines "i \<equiv> \<lambda>x. ((b - x) ^ (p - 1) / fact (p - 1)) *\<^sub>R Df p x"
   shows Taylor_has_integral:
     "(i has_integral f b - (\<Sum>i<p. ((b-a) ^ i / fact i) *\<^sub>R Df i a)) {a..b}"
   and Taylor_integral:
     "f b = (\<Sum>i<p. ((b-a) ^ i / fact i) *\<^sub>R Df i a) + integral {a..b} i"
   and Taylor_integrable:
     "i integrable_on {a..b}"
 proof goal_cases
   case 1
   interpret bounded_bilinear "scaleR::real\<Rightarrow>'a\<Rightarrow>'a"
     by (rule bounded_bilinear_scaleR)
   define g where "g s = (b - s)^(p - 1)/fact (p - 1)" for s
   define Dg where [abs_def]:
     "Dg n s = (if n < p then (-1)^n * (b - s)^(p - 1 - n) / fact (p - 1 - n) else 0)" for n s
   have g0: "Dg 0 = g"
     using \<open>p > 0\<close>
     by (auto simp add: Dg_def field_split_simps g_def split: if_split_asm)
   {
     fix m
     assume "p > Suc m"
     hence "p - Suc m = Suc (p - Suc (Suc m))"
       by auto
     hence "real (p - Suc m) * fact (p - Suc (Suc m)) = fact (p - Suc m)"
       by auto
   } note fact_eq = this
   have Dg: "\<And>m t. m < p \<Longrightarrow> a \<le> t \<Longrightarrow> t \<le> b \<Longrightarrow>
     (Dg m has_vector_derivative Dg (Suc m) t) (at t within {a..b})"
     unfolding Dg_def
     by (auto intro!: derivative_eq_intros simp: has_vector_derivative_def fact_eq field_split_simps)
   let ?sum = "\<lambda>t. \<Sum>i<p. (- 1) ^ i *\<^sub>R Dg i t *\<^sub>R Df (p - Suc i) t"
   from sum_prod_derivatives_has_vector_derivative[of _ Dg _ _ _ Df,
       OF \<open>p > 0\<close> g0 Dg f0 Df]
   have deriv: "\<And>t. a \<le> t \<Longrightarrow> t \<le> b \<Longrightarrow>
     (?sum has_vector_derivative
       g t *\<^sub>R Df p t - (- 1) ^ p *\<^sub>R Dg p t *\<^sub>R f t) (at t within {a..b})"
     by auto
   from fundamental_theorem_of_calculus[rule_format, OF \<open>a \<le> b\<close> deriv]
   have "(i has_integral ?sum b - ?sum a) {a..b}"
     using atLeastatMost_empty'[simp del]
     by (simp add: i_def g_def Dg_def)
   also
   have one: "(- 1) ^ p' * (- 1) ^ p' = (1::real)"
     and "{..<p} \<inter> {i. p = Suc i} = {p - 1}"
     for p'
     using \<open>p > 0\<close>
     by (auto simp: power_mult_distrib[symmetric])
   then have "?sum b = f b"
     using Suc_pred'[OF \<open>p > 0\<close>]
     by (simp add: diff_eq_eq Dg_def power_0_left le_Suc_eq if_distrib
         if_distribR sum.If_cases f0)
   also
   have "{..<p} = (\<lambda>x. p - x - 1) ` {..<p}"
   proof safe
     fix x
     assume "x < p"
     thus "x \<in> (\<lambda>x. p - x - 1) ` {..<p}"
       by (auto intro!: image_eqI[where x = "p - x - 1"])
   qed simp
   from _ this
   have "?sum a = (\<Sum>i<p. ((b-a) ^ i / fact i) *\<^sub>R Df i a)"
     by (rule sum.reindex_cong) (auto simp add: inj_on_def Dg_def one)
   finally show c: ?case .
   case 2 show ?case using c integral_unique
     by (metis (lifting) add.commute diff_eq_eq integral_unique)
   case 3 show ?case using c by force
 qed
 
 
 subsection \<open>Only need trivial subintervals if the interval itself is trivial\<close>
 
 proposition division_of_nontrivial:
   fixes \<D> :: "'a::euclidean_space set set"
   assumes sdiv: "\<D> division_of (cbox a b)"
      and cont0: "content (cbox a b) \<noteq> 0"
   shows "{k. k \<in> \<D> \<and> content k \<noteq> 0} division_of (cbox a b)"
   using sdiv
 proof (induction "card \<D>" arbitrary: \<D> rule: less_induct)
   case less
   note \<D> = division_ofD[OF less.prems]
   {
     presume *: "{k \<in> \<D>. content k \<noteq> 0} \<noteq> \<D> \<Longrightarrow> ?case"
     then show ?case
       using less.prems by fastforce
   }
   assume noteq: "{k \<in> \<D>. content k \<noteq> 0} \<noteq> \<D>"
   then obtain K c d where "K \<in> \<D>" and contk: "content K = 0" and keq: "K = cbox c d"
     using \<D>(4) by blast 
   then have "card \<D> > 0"
     unfolding card_gt_0_iff using less by auto
   then have card: "card (\<D> - {K}) < card \<D>"
     using less \<open>K \<in> \<D>\<close> by (simp add: \<D>(1))
   have closed: "closed (\<Union>(\<D> - {K}))"
     using less.prems by auto
   have "x islimpt \<Union>(\<D> - {K})" if "x \<in> K" for x 
     unfolding islimpt_approachable
   proof (intro allI impI)
     fix e::real
     assume "e > 0"
     obtain i where i: "c\<bullet>i = d\<bullet>i" "i\<in>Basis"
       using contk \<D>(3) [OF \<open>K \<in> \<D>\<close>] unfolding box_ne_empty keq
       by (meson content_eq_0 dual_order.antisym)
     then have xi: "x\<bullet>i = d\<bullet>i"
       using \<open>x \<in> K\<close> unfolding keq mem_box by (metis antisym)
     define y where "y = (\<Sum>j\<in>Basis. (if j = i then if c\<bullet>i \<le> (a\<bullet>i + b\<bullet>i)/2 then c\<bullet>i +
       min e (b\<bullet>i - c\<bullet>i)/2 else c\<bullet>i - min e (c\<bullet>i - a\<bullet>i)/2 else x\<bullet>j) *\<^sub>R j)"
     show "\<exists>x'\<in>\<Union>(\<D> - {K}). x' \<noteq> x \<and> dist x' x < e"
     proof (intro bexI conjI)
       have "d \<in> cbox c d"
         using \<D>(3)[OF \<open>K \<in> \<D>\<close>] by (simp add: box_ne_empty(1) keq mem_box(2))
       then have "d \<in> cbox a b"
         using \<D>(2)[OF \<open>K \<in> \<D>\<close>] by (auto simp: keq)
       then have di: "a \<bullet> i \<le> d \<bullet> i \<and> d \<bullet> i \<le> b \<bullet> i"
         using \<open>i \<in> Basis\<close> mem_box(2) by blast
       then have xyi: "y\<bullet>i \<noteq> x\<bullet>i"
         unfolding y_def i xi using \<open>e > 0\<close> cont0 \<open>i \<in> Basis\<close>
         by (auto simp: content_eq_0 elim!: ballE[of _ _ i])
       then show "y \<noteq> x"
         unfolding euclidean_eq_iff[where 'a='a] using i by auto
       have "norm (y-x) \<le> (\<Sum>b\<in>Basis. \<bar>(y - x) \<bullet> b\<bar>)"
         by (rule norm_le_l1)
       also have "... = \<bar>(y - x) \<bullet> i\<bar> + (\<Sum>b \<in> Basis - {i}. \<bar>(y - x) \<bullet> b\<bar>)"
         by (meson finite_Basis i(2) sum.remove)
       also have "... <  e + sum (\<lambda>i. 0) Basis"
       proof (rule add_less_le_mono)
         show "\<bar>(y-x) \<bullet> i\<bar> < e"
           using di \<open>e > 0\<close> y_def i xi by (auto simp: inner_simps)
         show "(\<Sum>i\<in>Basis - {i}. \<bar>(y-x) \<bullet> i\<bar>) \<le> (\<Sum>i\<in>Basis. 0)"
           unfolding y_def by (auto simp: inner_simps)
       qed 
       finally have "norm (y-x) < e + sum (\<lambda>i. 0) Basis" .
       then show "dist y x < e"
         unfolding dist_norm by auto
       have "y \<notin> K"
         unfolding keq mem_box using i(1) i(2) xi xyi by fastforce
       moreover have "y \<in> \<Union>\<D>"
         using subsetD[OF \<D>(2)[OF \<open>K \<in> \<D>\<close>] \<open>x \<in> K\<close>] \<open>e > 0\<close> di i
         by (auto simp: \<D> mem_box y_def field_simps elim!: ballE[of _ _ i])
       ultimately show "y \<in> \<Union>(\<D> - {K})" by auto
     qed
   qed
   then have "K \<subseteq> \<Union>(\<D> - {K})"
     using closed closed_limpt by blast
   then have "\<Union>(\<D> - {K}) = cbox a b"
     unfolding \<D>(6)[symmetric] by auto
   then have "\<D> - {K} division_of cbox a b"
     by (metis Diff_subset less.prems division_of_subset \<D>(6))
   then have "{ka \<in> \<D> - {K}. content ka \<noteq> 0} division_of (cbox a b)"
     using card less.hyps by blast
   moreover have "{ka \<in> \<D> - {K}. content ka \<noteq> 0} = {K \<in> \<D>. content K \<noteq> 0}"
     using contk by auto
   ultimately show ?case by auto
 qed
 
 
 subsection \<open>Integrability on subintervals\<close>
 
 lemma operative_integrableI:
   fixes f :: "'b::euclidean_space \<Rightarrow> 'a::banach"
   assumes "0 \<le> e"
   shows "operative conj True (\<lambda>i. f integrable_on i)"
 proof -
   interpret comm_monoid conj True
     by standard auto
   have 1: "\<And>a b. box a b = {} \<Longrightarrow> f integrable_on cbox a b"
     by (simp add: content_eq_0_interior integrable_on_null)
   have 2: "\<And>a b c k.
        \<lbrakk>k \<in> Basis;
         f integrable_on cbox a b \<inter> {x. x \<bullet> k \<le> c};
         f integrable_on cbox a b \<inter> {x. c \<le> x \<bullet> k}\<rbrakk>
        \<Longrightarrow> f integrable_on cbox a b"
     unfolding integrable_on_def by (auto intro!: has_integral_split)
   show ?thesis
     apply standard
     using 1 2 by blast+
 qed
 
 lemma integrable_subinterval:
   fixes f :: "'b::euclidean_space \<Rightarrow> 'a::banach"
   assumes f: "f integrable_on cbox a b"
     and cd: "cbox c d \<subseteq> cbox a b"
   shows "f integrable_on cbox c d"
 proof -
   interpret operative conj True "\<lambda>i. f integrable_on i"
     using order_refl by (rule operative_integrableI)
   show ?thesis
   proof (cases "cbox c d = {}")
     case True
     then show ?thesis
       using division [symmetric] f by (auto simp: comm_monoid_set_F_and)
   next
     case False
     then show ?thesis
       by (metis cd comm_monoid_set_F_and division division_of_finite f partial_division_extend_1)
   qed
 qed
 
 lemma integrable_subinterval_real:
   fixes f :: "real \<Rightarrow> 'a::banach"
   assumes "f integrable_on {a..b}"
     and "{c..d} \<subseteq> {a..b}"
   shows "f integrable_on {c..d}"
   by (metis assms box_real(2) integrable_subinterval)
 
 subsection \<open>Combining adjacent intervals in 1 dimension\<close>
 
 lemma has_integral_combine:
   fixes a b c :: real and j :: "'a::banach"
   assumes "a \<le> c"
       and "c \<le> b"
       and ac: "(f has_integral i) {a..c}"
       and cb: "(f has_integral j) {c..b}"
   shows "(f has_integral (i + j)) {a..b}"
 proof -
   interpret operative_real "lift_option plus" "Some 0"
     "\<lambda>i. if f integrable_on i then Some (integral i f) else None"
     using operative_integralI by (rule operative_realI)
   from \<open>a \<le> c\<close> \<open>c \<le> b\<close> ac cb coalesce_less_eq
   have *: "lift_option (+)
              (if f integrable_on {a..c} then Some (integral {a..c} f) else None)
              (if f integrable_on {c..b} then Some (integral {c..b} f) else None) =
             (if f integrable_on {a..b} then Some (integral {a..b} f) else None)"
     by (auto simp: split: if_split_asm)
   then have "f integrable_on cbox a b"
     using ac cb by (auto split: if_split_asm)
   with *
   show ?thesis
     using ac cb by (auto simp add: integrable_on_def integral_unique split: if_split_asm)
 qed
 
 lemma integral_combine:
   fixes f :: "real \<Rightarrow> 'a::banach"
   assumes "a \<le> c"
     and "c \<le> b"
     and ab: "f integrable_on {a..b}"
   shows "integral {a..c} f + integral {c..b} f = integral {a..b} f"
 proof -
   have "(f has_integral integral {a..c} f) {a..c}"
     using ab \<open>c \<le> b\<close> integrable_subinterval_real by fastforce
   moreover
   have "(f has_integral integral {c..b} f) {c..b}"
     using ab \<open>a \<le> c\<close> integrable_subinterval_real by fastforce
   ultimately have "(f has_integral integral {a..c} f + integral {c..b} f) {a..b}"
     using \<open>a \<le> c\<close> \<open>c \<le> b\<close> has_integral_combine by blast
   then show ?thesis
     by (simp add: has_integral_integrable_integral)
 qed
 
 lemma integrable_combine:
   fixes f :: "real \<Rightarrow> 'a::banach"
   assumes "a \<le> c"
     and "c \<le> b"
     and "f integrable_on {a..c}"
     and "f integrable_on {c..b}"
   shows "f integrable_on {a..b}"
   using assms
   unfolding integrable_on_def
   by (auto intro!: has_integral_combine)
 
 lemma integral_minus_sets:
   fixes f::"real \<Rightarrow> 'a::banach"
   shows "c \<le> a \<Longrightarrow> c \<le> b \<Longrightarrow> f integrable_on {c .. max a b} \<Longrightarrow>
     integral {c .. a} f - integral {c .. b} f =
     (if a \<le> b then - integral {a .. b} f else integral {b .. a} f)"
   using integral_combine[of c a b f]  integral_combine[of c b a f]
   by (auto simp: algebra_simps max_def)
 
 lemma integral_minus_sets':
   fixes f::"real \<Rightarrow> 'a::banach"
   shows "c \<ge> a \<Longrightarrow> c \<ge> b \<Longrightarrow> f integrable_on {min a b .. c} \<Longrightarrow>
     integral {a .. c} f - integral {b .. c} f =
     (if a \<le> b then integral {a .. b} f else - integral {b .. a} f)"
   using integral_combine[of b a c f] integral_combine[of a b c f]
   by (auto simp: algebra_simps min_def)
 
 subsection \<open>Reduce integrability to "local" integrability\<close>
 
 lemma integrable_on_little_subintervals:
   fixes f :: "'b::euclidean_space \<Rightarrow> 'a::banach"
   assumes "\<forall>x\<in>cbox a b. \<exists>d>0. \<forall>u v. x \<in> cbox u v \<and> cbox u v \<subseteq> ball x d \<and> cbox u v \<subseteq> cbox a b \<longrightarrow>
     f integrable_on cbox u v"
   shows "f integrable_on cbox a b"
 proof -
   interpret operative conj True "\<lambda>i. f integrable_on i"
     using order_refl by (rule operative_integrableI)
   have "\<forall>x. \<exists>d>0. x\<in>cbox a b \<longrightarrow> (\<forall>u v. x \<in> cbox u v \<and> cbox u v \<subseteq> ball x d \<and> cbox u v \<subseteq> cbox a b \<longrightarrow>
     f integrable_on cbox u v)"
     using assms by (metis zero_less_one)
   then obtain d where d: "\<And>x. 0 < d x"
      "\<And>x u v. \<lbrakk>x \<in> cbox a b; x \<in> cbox u v; cbox u v \<subseteq> ball x (d x); cbox u v \<subseteq> cbox a b\<rbrakk> 
                \<Longrightarrow> f integrable_on cbox u v"
     by metis
   obtain p where p: "p tagged_division_of cbox a b" "(\<lambda>x. ball x (d x)) fine p"
     using fine_division_exists[OF gauge_ball_dependent,of d a b] d(1) by blast 
   then have sndp: "snd ` p division_of cbox a b"
     by (metis division_of_tagged_division)
   have "f integrable_on k" if "(x, k) \<in> p" for x k
     using tagged_division_ofD(2-4)[OF p(1) that] fineD[OF p(2) that] d[of x] by auto
   then show ?thesis
     unfolding division [symmetric, OF sndp] comm_monoid_set_F_and
     by auto
 qed
 
 
 subsection \<open>Second FTC or existence of antiderivative\<close>
 
 lemma integrable_const[intro]: "(\<lambda>x. c) integrable_on cbox a b"
   unfolding integrable_on_def by blast
 
 lemma integral_has_vector_derivative_continuous_at:
   fixes f :: "real \<Rightarrow> 'a::banach"
   assumes f: "f integrable_on {a..b}"
      and x: "x \<in> {a..b} - S"
      and "finite S"
      and fx: "continuous (at x within ({a..b} - S)) f"
  shows "((\<lambda>u. integral {a..u} f) has_vector_derivative f x) (at x within ({a..b} - S))"
 proof -
   let ?I = "\<lambda>a b. integral {a..b} f"
   { fix e::real
     assume "e > 0"
     obtain d where "d>0" and d: "\<And>x'. \<lbrakk>x' \<in> {a..b} - S; \<bar>x' - x\<bar> < d\<rbrakk> \<Longrightarrow> norm(f x' - f x) \<le> e"
       using \<open>e>0\<close> fx by (auto simp: continuous_within_eps_delta dist_norm less_imp_le)
     have "norm (integral {a..y} f - integral {a..x} f - (y-x) *\<^sub>R f x) \<le> e * \<bar>y - x\<bar>"
            if y: "y \<in> {a..b} - S" and yx: "\<bar>y - x\<bar> < d" for y
     proof (cases "y < x")
       case False
       have "f integrable_on {a..y}"
         using f y by (simp add: integrable_subinterval_real)
       then have Idiff: "?I a y - ?I a x = ?I x y"
         using False x by (simp add: algebra_simps integral_combine)
       have fux_int: "((\<lambda>u. f u - f x) has_integral integral {x..y} f - (y-x) *\<^sub>R f x) {x..y}"
         apply (rule has_integral_diff)
         using x y apply (auto intro: integrable_integral [OF integrable_subinterval_real [OF f]])
         using has_integral_const_real [of "f x" x y] False
         apply simp
         done
       have "\<And>xa. y - x < d \<Longrightarrow> (\<And>x'. a \<le> x' \<and> x' \<le> b \<and> x' \<notin> S \<Longrightarrow> \<bar>x' - x\<bar> < d \<Longrightarrow> norm (f x' - f x) \<le> e) \<Longrightarrow> 0 < e \<Longrightarrow> xa \<notin> S \<Longrightarrow> a \<le> x \<Longrightarrow> x \<notin> S \<Longrightarrow> y \<le> b \<Longrightarrow> y \<notin> S \<Longrightarrow> x \<le> xa \<Longrightarrow> xa \<le> y \<Longrightarrow> norm (f xa - f x) \<le> e"
         using assms by auto
       show ?thesis
         using False
         apply (simp add: abs_eq_content del: content_real_if measure_lborel_Icc)
         apply (rule has_integral_bound_real[where f="(\<lambda>u. f u - f x)"])
         using yx False d x y \<open>e>0\<close> assms by (auto simp: Idiff fux_int)
     next
       case True
       have "f integrable_on {a..x}"
         using f x by (simp add: integrable_subinterval_real)
       then have Idiff: "?I a x - ?I a y = ?I y x"
         using True x y by (simp add: algebra_simps integral_combine)
       have fux_int: "((\<lambda>u. f u - f x) has_integral integral {y..x} f - (x - y) *\<^sub>R f x) {y..x}"
         apply (rule has_integral_diff)
         using x y apply (auto intro: integrable_integral [OF integrable_subinterval_real [OF f]])
         using has_integral_const_real [of "f x" y x] True
         apply simp
         done
       have "norm (integral {a..x} f - integral {a..y} f - (x - y) *\<^sub>R f x) \<le> e * \<bar>y - x\<bar>"
         using True
         apply (simp add: abs_eq_content del: content_real_if measure_lborel_Icc)
         apply (rule has_integral_bound_real[where f="(\<lambda>u. f u - f x)"])
         using yx True d x y \<open>e>0\<close> assms by (auto simp: Idiff fux_int)
       then show ?thesis
         by (simp add: algebra_simps norm_minus_commute)
     qed
     then have "\<exists>d>0. \<forall>y\<in>{a..b} - S. \<bar>y - x\<bar> < d \<longrightarrow> norm (integral {a..y} f - integral {a..x} f - (y-x) *\<^sub>R f x) \<le> e * \<bar>y - x\<bar>"
       using \<open>d>0\<close> by blast
   }
   then show ?thesis
     by (simp add: has_vector_derivative_def has_derivative_within_alt bounded_linear_scaleR_left)
 qed
 
 
 lemma integral_has_vector_derivative:
   fixes f :: "real \<Rightarrow> 'a::banach"
   assumes "continuous_on {a..b} f"
     and "x \<in> {a..b}"
   shows "((\<lambda>u. integral {a..u} f) has_vector_derivative f(x)) (at x within {a..b})"
 using assms integral_has_vector_derivative_continuous_at [OF integrable_continuous_real]
   by (fastforce simp: continuous_on_eq_continuous_within)
 
 lemma integral_has_real_derivative:
   assumes "continuous_on {a..b} g"
   assumes "t \<in> {a..b}"
   shows "((\<lambda>x. integral {a..x} g) has_real_derivative g t) (at t within {a..b})"
   using integral_has_vector_derivative[of a b g t] assms
   by (auto simp: has_field_derivative_iff_has_vector_derivative)
 
 lemma antiderivative_continuous:
   fixes q b :: real
   assumes "continuous_on {a..b} f"
   obtains g where "\<And>x. x \<in> {a..b} \<Longrightarrow> (g has_vector_derivative (f x::_::banach)) (at x within {a..b})"
   using integral_has_vector_derivative[OF assms] by auto
 
 subsection \<open>Combined fundamental theorem of calculus\<close>
 
 lemma antiderivative_integral_continuous:
   fixes f :: "real \<Rightarrow> 'a::banach"
   assumes "continuous_on {a..b} f"
   obtains g where "\<forall>u\<in>{a..b}. \<forall>v \<in> {a..b}. u \<le> v \<longrightarrow> (f has_integral (g v - g u)) {u..v}"
 proof -
   obtain g 
     where g: "\<And>x. x \<in> {a..b} \<Longrightarrow> (g has_vector_derivative f x) (at x within {a..b})" 
     using  antiderivative_continuous[OF assms] by metis
   have "(f has_integral g v - g u) {u..v}" if "u \<in> {a..b}" "v \<in> {a..b}" "u \<le> v" for u v
   proof -
     have "\<And>x. x \<in> cbox u v \<Longrightarrow> (g has_vector_derivative f x) (at x within cbox u v)"
       by (metis atLeastAtMost_iff atLeastatMost_subset_iff box_real(2) g
           has_vector_derivative_within_subset subsetCE that(1,2))
     then show ?thesis
       by (metis box_real(2) that(3) fundamental_theorem_of_calculus)
   qed
   then show ?thesis
     using that by blast
 qed
 
 
 subsection \<open>General "twiddling" for interval-to-interval function image\<close>
 
 lemma has_integral_twiddle:
   assumes "0 < r"
     and hg: "\<And>x. h(g x) = x"
     and gh: "\<And>x. g(h x) = x"
     and contg: "\<And>x. continuous (at x) g"
     and g: "\<And>u v. \<exists>w z. g ` cbox u v = cbox w z"
     and h: "\<And>u v. \<exists>w z. h ` cbox u v = cbox w z"
     and r: "\<And>u v. content(g ` cbox u v) = r * content (cbox u v)"
     and intfi: "(f has_integral i) (cbox a b)"
   shows "((\<lambda>x. f(g x)) has_integral (1 / r) *\<^sub>R i) (h ` cbox a b)"
 proof (cases "cbox a b = {}")
   case True
   then show ?thesis 
     using intfi by auto
 next
   case False
   obtain w z where wz: "h ` cbox a b = cbox w z"
     using h by blast
   have inj: "inj g" "inj h"
     using hg gh injI by metis+
   from h obtain ha hb where h_eq: "h ` cbox a b = cbox ha hb" by blast
   have "\<exists>d. gauge d \<and> (\<forall>p. p tagged_division_of h ` cbox a b \<and> d fine p 
               \<longrightarrow> norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f (g x)) - (1 / r) *\<^sub>R i) < e)"
     if "e > 0" for e
   proof -
     have "e * r > 0" using that \<open>0 < r\<close> by simp
     with intfi[unfolded has_integral]
     obtain d where "gauge d"
                and d: "\<And>p. p tagged_division_of cbox a b \<and> d fine p 
                         \<Longrightarrow> norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - i) < e * r" 
       by metis
     define d' where "d' x = g -` d (g x)" for x
     show ?thesis
     proof (rule_tac x=d' in exI, safe)
       show "gauge d'"
         using \<open>gauge d\<close> continuous_open_vimage[OF _ contg] by (auto simp: gauge_def d'_def)
     next
       fix p
       assume ptag: "p tagged_division_of h ` cbox a b" and finep: "d' fine p"
       note p = tagged_division_ofD[OF ptag]
       have gab: "g y \<in> cbox a b" if "y \<in> K" "(x, K) \<in> p" for x y K
         by (metis hg inj(2) inj_image_mem_iff p(3) subsetCE that that)
       have gimp: "(\<lambda>(x,K). (g x, g ` K)) ` p tagged_division_of (cbox a b) \<and> 
                   d fine (\<lambda>(x, k). (g x, g ` k)) ` p"
         unfolding tagged_division_of
       proof safe
         show "finite ((\<lambda>(x, k). (g x, g ` k)) ` p)"
           using ptag by auto
         show "d fine (\<lambda>(x, k). (g x, g ` k)) ` p"
           using finep unfolding fine_def d'_def by auto
       next
         fix x k
         assume xk: "(x, k) \<in> p"
         show "g x \<in> g ` k"
           using p(2)[OF xk] by auto
         show "\<exists>u v. g ` k = cbox u v"
           using p(4)[OF xk] using assms(5-6) by auto
         fix x' K' u
         assume xk': "(x', K') \<in> p" and u: "u \<in> interior (g ` k)" "u \<in> interior (g ` K')"
         have "interior k \<inter> interior K' \<noteq> {}"
         proof 
           assume "interior k \<inter> interior K' = {}"
           moreover have "u \<in> g ` (interior k \<inter> interior K')"
             using interior_image_subset[OF \<open>inj g\<close> contg] u
             unfolding image_Int[OF inj(1)] by blast
           ultimately show False by blast
         qed
         then have same: "(x, k) = (x', K')"
           using ptag xk' xk by blast
         then show "g x = g x'"
           by auto
         show "g u \<in> g ` K'"if "u \<in> k" for u
           using that same by auto
         show "g u \<in> g ` k"if "u \<in> K'" for u
           using that same by auto
       next
         fix x
         assume "x \<in> cbox a b"
         then have "h x \<in>  \<Union>{k. \<exists>x. (x, k) \<in> p}"
           using p(6) by auto
         then obtain X y where "h x \<in> X" "(y, X) \<in> p" by blast
         then show "x \<in> \<Union>{k. \<exists>x. (x, k) \<in> (\<lambda>(x, k). (g x, g ` k)) ` p}"
           apply clarsimp
           by (metis (no_types, lifting) assms(3) image_eqI pair_imageI)
       qed (use gab in auto)
       have *: "inj_on (\<lambda>(x, k). (g x, g ` k)) p"
         using inj(1) unfolding inj_on_def by fastforce
       have "(\<Sum>(x, k)\<in>(\<lambda>(x, k). (g x, g ` k)) ` p. content k *\<^sub>R f x) - i = r *\<^sub>R (\<Sum>(x, k)\<in>p. content k *\<^sub>R f (g x)) - i" (is "?l = _")
         using r
         apply (simp only: algebra_simps add_left_cancel scaleR_right.sum)
         apply (subst sum.reindex_bij_betw[symmetric, where h="\<lambda>(x, k). (g x, g ` k)" and S=p])
          apply (auto intro!: * sum.cong simp: bij_betw_def dest!: p(4))
         done
       also have "\<dots> = r *\<^sub>R ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f (g x)) - (1 / r) *\<^sub>R i)" (is "_ = ?r")
         using \<open>0 < r\<close> by (auto simp: scaleR_diff_right)
       finally have eq: "?l = ?r" .
       show "norm ((\<Sum>(x,K)\<in>p. content K *\<^sub>R f (g x)) - (1 / r) *\<^sub>R i) < e"
         using d[OF gimp] \<open>0 < r\<close> by (auto simp add: eq)
     qed
   qed
   then show ?thesis
     by (auto simp: h_eq has_integral)
 qed
 
 
 subsection \<open>Special case of a basic affine transformation\<close>
 
 lemma AE_lborel_inner_neq:
   assumes k: "k \<in> Basis"
   shows "AE x in lborel. x \<bullet> k \<noteq> c"
 proof -
   interpret finite_product_sigma_finite "\<lambda>_. lborel" Basis
     proof qed simp
 
   have "emeasure lborel {x\<in>space lborel. x \<bullet> k = c} = emeasure (\<Pi>\<^sub>M j::'a\<in>Basis. lborel) (\<Pi>\<^sub>E j\<in>Basis. if j = k then {c} else UNIV)"
     using k
     by (auto simp add: lborel_eq[where 'a='a] emeasure_distr intro!: arg_cong2[where f=emeasure])
        (auto simp: space_PiM PiE_iff extensional_def split: if_split_asm)
   also have "\<dots> = (\<Prod>j\<in>Basis. emeasure lborel (if j = k then {c} else UNIV))"
     by (intro measure_times) auto
   also have "\<dots> = 0"
     by (intro prod_zero bexI[OF _ k]) auto
   finally show ?thesis
     by (subst AE_iff_measurable[OF _ refl]) auto
 qed
 
 lemma content_image_stretch_interval:
   fixes m :: "'a::euclidean_space \<Rightarrow> real"
   defines "s f x \<equiv> (\<Sum>k::'a\<in>Basis. (f k * (x\<bullet>k)) *\<^sub>R k)"
   shows "content (s m ` cbox a b) = \<bar>\<Prod>k\<in>Basis. m k\<bar> * content (cbox a b)"
 proof cases
   have s[measurable]: "s f \<in> borel \<rightarrow>\<^sub>M borel" for f
     by (auto simp: s_def[abs_def])
   assume m: "\<forall>k\<in>Basis. m k \<noteq> 0"
   then have s_comp_s: "s (\<lambda>k. 1 / m k) \<circ> s m = id" "s m \<circ> s (\<lambda>k. 1 / m k) = id"
     by (auto simp: s_def[abs_def] fun_eq_iff euclidean_representation)
   then have "inv (s (\<lambda>k. 1 / m k)) = s m" "bij (s (\<lambda>k. 1 / m k))"
     by (auto intro: inv_unique_comp o_bij)
   then have eq: "s m ` cbox a b = s (\<lambda>k. 1 / m k) -` cbox a b"
     using bij_vimage_eq_inv_image[OF \<open>bij (s (\<lambda>k. 1 / m k))\<close>, of "cbox a b"] by auto
   show ?thesis
     using m unfolding eq measure_def
     by (subst lborel_affine_euclidean[where c=m and t=0])
        (simp_all add: emeasure_density measurable_sets_borel[OF s] abs_prod nn_integral_cmult
                       s_def[symmetric] emeasure_distr vimage_comp s_comp_s enn2real_mult prod_nonneg)
 next
   assume "\<not> (\<forall>k\<in>Basis. m k \<noteq> 0)"
   then obtain k where k: "k \<in> Basis" "m k = 0" by auto
   then have [simp]: "(\<Prod>k\<in>Basis. m k) = 0"
     by (intro prod_zero) auto
   have "emeasure lborel {x\<in>space lborel. x \<in> s m ` cbox a b} = 0"
   proof (rule emeasure_eq_0_AE)
     show "AE x in lborel. x \<notin> s m ` cbox a b"
       using AE_lborel_inner_neq[OF \<open>k\<in>Basis\<close>]
     proof eventually_elim
       show "x \<bullet> k \<noteq> 0 \<Longrightarrow> x \<notin> s m ` cbox a b " for x
         using k by (auto simp: s_def[abs_def] cbox_def)
     qed
   qed
   then show ?thesis
     by (simp add: measure_def)
 qed
 
 lemma interval_image_affinity_interval:
   "\<exists>u v. (\<lambda>x. m *\<^sub>R (x::'a::euclidean_space) + c) ` cbox a b = cbox u v"
   unfolding image_affinity_cbox
   by auto
 
 lemma content_image_affinity_cbox:
   "content((\<lambda>x::'a::euclidean_space. m *\<^sub>R x + c) ` cbox a b) =
     \<bar>m\<bar> ^ DIM('a) * content (cbox a b)" (is "?l = ?r")
 proof (cases "cbox a b = {}")
   case True then show ?thesis by simp
 next
   case False
   show ?thesis
   proof (cases "m \<ge> 0")
     case True
     with \<open>cbox a b \<noteq> {}\<close> have "cbox (m *\<^sub>R a + c) (m *\<^sub>R b + c) \<noteq> {}"
       unfolding box_ne_empty
       apply (intro ballI)
       apply (erule_tac x=i in ballE)
       apply (auto simp: inner_simps mult_left_mono)
       done
     moreover from True have *: "\<And>i. (m *\<^sub>R b + c) \<bullet> i - (m *\<^sub>R a + c) \<bullet> i = m *\<^sub>R (b-a) \<bullet> i"
       by (simp add: inner_simps field_simps)
     ultimately show ?thesis
       by (simp add: image_affinity_cbox True content_cbox'
         prod.distrib prod_constant inner_diff_left)
   next
     case False
     with \<open>cbox a b \<noteq> {}\<close> have "cbox (m *\<^sub>R b + c) (m *\<^sub>R a + c) \<noteq> {}"
       unfolding box_ne_empty
       apply (intro ballI)
       apply (erule_tac x=i in ballE)
       apply (auto simp: inner_simps mult_left_mono)
       done
     moreover from False have *: "\<And>i. (m *\<^sub>R a + c) \<bullet> i - (m *\<^sub>R b + c) \<bullet> i = (-m) *\<^sub>R (b-a) \<bullet> i"
       by (simp add: inner_simps field_simps)
     ultimately show ?thesis using False
       by (simp add: image_affinity_cbox content_cbox'
         prod.distrib[symmetric] inner_diff_left flip: prod_constant)
   qed
 qed
 
 lemma has_integral_affinity:
   fixes a :: "'a::euclidean_space"
   assumes "(f has_integral i) (cbox a b)"
       and "m \<noteq> 0"
   shows "((\<lambda>x. f(m *\<^sub>R x + c)) has_integral ((1 / (\<bar>m\<bar> ^ DIM('a))) *\<^sub>R i)) ((\<lambda>x. (1 / m) *\<^sub>R x + -((1 / m) *\<^sub>R c)) ` cbox a b)"
   apply (rule has_integral_twiddle)
   using assms
   apply (safe intro!: interval_image_affinity_interval content_image_affinity_cbox)
   apply (rule zero_less_power)
   unfolding scaleR_right_distrib
   apply auto
   done
 
 lemma integrable_affinity:
   assumes "f integrable_on cbox a b"
     and "m \<noteq> 0"
   shows "(\<lambda>x. f(m *\<^sub>R x + c)) integrable_on ((\<lambda>x. (1 / m) *\<^sub>R x + -((1/m) *\<^sub>R c)) ` cbox a b)"
   using assms
   unfolding integrable_on_def
   apply safe
   apply (drule has_integral_affinity)
   apply auto
   done
 
 lemmas has_integral_affinity01 = has_integral_affinity [of _ _ 0 "1::real", simplified]
 
 lemma integrable_on_affinity:
   assumes "m \<noteq> 0" "f integrable_on (cbox a b)"
   shows   "(\<lambda>x. f (m *\<^sub>R x + c)) integrable_on ((\<lambda>x. (1 / m) *\<^sub>R x - ((1 / m) *\<^sub>R c)) ` cbox a b)"
 proof -
   from assms obtain I where "(f has_integral I) (cbox a b)"
     by (auto simp: integrable_on_def)
   from has_integral_affinity[OF this assms(1), of c] show ?thesis
     by (auto simp: integrable_on_def)
 qed
 
 lemma has_integral_cmul_iff:
   assumes "c \<noteq> 0"
   shows   "((\<lambda>x. c *\<^sub>R f x) has_integral (c *\<^sub>R I)) A \<longleftrightarrow> (f has_integral I) A"
   using assms has_integral_cmul[of f I A c]
         has_integral_cmul[of "\<lambda>x. c *\<^sub>R f x" "c *\<^sub>R I" A "inverse c"] by (auto simp: field_simps)
 
 lemma has_integral_affinity':
   fixes a :: "'a::euclidean_space"
   assumes "(f has_integral i) (cbox a b)" and "m > 0"
   shows "((\<lambda>x. f(m *\<^sub>R x + c)) has_integral (i /\<^sub>R m ^ DIM('a)))
            (cbox ((a - c) /\<^sub>R m) ((b - c) /\<^sub>R m))"
 proof (cases "cbox a b = {}")
   case True
   hence "(cbox ((a - c) /\<^sub>R m) ((b - c) /\<^sub>R m)) = {}"
     using \<open>m > 0\<close> unfolding box_eq_empty by (auto simp: algebra_simps)
   with True and assms show ?thesis by simp
 next
   case False
   have "((\<lambda>x. f (m *\<^sub>R x + c)) has_integral (1 / \<bar>m\<bar> ^ DIM('a)) *\<^sub>R i)
           ((\<lambda>x. (1 / m) *\<^sub>R x + - ((1 / m) *\<^sub>R c)) ` cbox a b)"
     using assms by (intro has_integral_affinity) auto
   also have "((\<lambda>x. (1 / m) *\<^sub>R x + - ((1 / m) *\<^sub>R c)) ` cbox a b) =
                ((\<lambda>x.  - ((1 / m) *\<^sub>R c) + x) ` (\<lambda>x. (1 / m) *\<^sub>R x) ` cbox a b)"
     by (simp add: image_image algebra_simps)
   also have "(\<lambda>x. (1 / m) *\<^sub>R x) ` cbox a b = cbox ((1 / m) *\<^sub>R a) ((1 / m) *\<^sub>R b)" using \<open>m > 0\<close> False
     by (subst image_smult_cbox) simp_all
   also have "(\<lambda>x. - ((1 / m) *\<^sub>R c) + x) ` \<dots> = cbox ((a - c) /\<^sub>R m) ((b - c) /\<^sub>R m)"
     by (subst cbox_translation [symmetric]) (simp add: field_simps vector_add_divide_simps)
   finally show ?thesis using \<open>m > 0\<close> by (simp add: field_simps)
 qed
 
 lemma has_integral_affinity_iff:
   fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: real_normed_vector"
   assumes "m > 0"
   shows   "((\<lambda>x. f (m *\<^sub>R x + c)) has_integral (I /\<^sub>R m ^ DIM('a)))
                (cbox ((a - c) /\<^sub>R m) ((b - c) /\<^sub>R m)) \<longleftrightarrow>
            (f has_integral I) (cbox a b)" (is "?lhs = ?rhs")
 proof
   assume ?lhs
   from has_integral_affinity'[OF this, of "1 / m" "-c /\<^sub>R m"] and \<open>m > 0\<close>
     show ?rhs by (simp add: vector_add_divide_simps) (simp add: field_simps)
 next
   assume ?rhs
   from has_integral_affinity'[OF this, of m c] and \<open>m > 0\<close>
   show ?lhs by simp
 qed
 
 
 subsection \<open>Special case of stretching coordinate axes separately\<close>
 
 lemma has_integral_stretch:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
   assumes "(f has_integral i) (cbox a b)"
     and "\<forall>k\<in>Basis. m k \<noteq> 0"
   shows "((\<lambda>x. f (\<Sum>k\<in>Basis. (m k * (x\<bullet>k))*\<^sub>R k)) has_integral
          ((1/ \<bar>prod m Basis\<bar>) *\<^sub>R i)) ((\<lambda>x. (\<Sum>k\<in>Basis. (1 / m k * (x\<bullet>k))*\<^sub>R k)) ` cbox a b)"
   apply (rule has_integral_twiddle[where f=f])
   unfolding zero_less_abs_iff content_image_stretch_interval
   unfolding image_stretch_interval empty_as_interval euclidean_eq_iff[where 'a='a]
   using assms
   by auto
 
 lemma has_integral_stretch_real:
   fixes f :: "real \<Rightarrow> 'b::real_normed_vector"
   assumes "(f has_integral i) {a..b}" and "m \<noteq> 0"
   shows "((\<lambda>x. f (m * x)) has_integral (1 / \<bar>m\<bar>) *\<^sub>R i) ((\<lambda>x. x / m) ` {a..b})"
   using has_integral_stretch [of f i a b "\<lambda>b. m"] assms by simp
 
 lemma integrable_stretch:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
   assumes "f integrable_on cbox a b"
     and "\<forall>k\<in>Basis. m k \<noteq> 0"
   shows "(\<lambda>x::'a. f (\<Sum>k\<in>Basis. (m k * (x\<bullet>k))*\<^sub>R k)) integrable_on
     ((\<lambda>x. \<Sum>k\<in>Basis. (1 / m k * (x\<bullet>k))*\<^sub>R k) ` cbox a b)"
   using assms unfolding integrable_on_def
   by (force dest: has_integral_stretch)
 
 lemma vec_lambda_eq_sum:
   shows "(\<chi> k. f k (x $ k)) = (\<Sum>k\<in>Basis. (f (axis_index k) (x \<bullet> k)) *\<^sub>R k)"
     apply (simp add: Basis_vec_def cart_eq_inner_axis UNION_singleton_eq_range sum.reindex axis_eq_axis inj_on_def)
     apply (simp add: vec_eq_iff axis_def if_distrib cong: if_cong)
     done
 
 lemma has_integral_stretch_cart:
   fixes m :: "'n::finite \<Rightarrow> real"
   assumes f: "(f has_integral i) (cbox a b)" and m: "\<And>k. m k \<noteq> 0"
   shows "((\<lambda>x. f(\<chi> k. m k * x$k)) has_integral i /\<^sub>R \<bar>prod m UNIV\<bar>)
             ((\<lambda>x. \<chi> k. x$k / m k) ` (cbox a b))"
 proof -
   have *: "\<forall>k:: real^'n \<in> Basis. m (axis_index k) \<noteq> 0"
     using axis_index by (simp add: m)
   have eqp: "(\<Prod>k:: real^'n \<in> Basis. m (axis_index k)) = prod m UNIV"
     by (simp add: Basis_vec_def UNION_singleton_eq_range prod.reindex axis_eq_axis inj_on_def)
   show ?thesis
     using has_integral_stretch [OF f *] vec_lambda_eq_sum [where f="\<lambda>i x. m i * x"] vec_lambda_eq_sum [where f="\<lambda>i x. x / m i"]
     by (simp add: field_simps eqp)
 qed
 
 lemma image_stretch_interval_cart:
   fixes m :: "'n::finite \<Rightarrow> real"
   shows "(\<lambda>x. \<chi> k. m k * x$k) ` cbox a b =
             (if cbox a b = {} then {}
             else cbox (\<chi> k. min (m k * a$k) (m k * b$k)) (\<chi> k. max (m k * a$k) (m k * b$k)))"
 proof -
   have *: "(\<Sum>k\<in>Basis. min (m (axis_index k) * (a \<bullet> k)) (m (axis_index k) * (b \<bullet> k)) *\<^sub>R k)
            = (\<chi> k. min (m k * a $ k) (m k * b $ k))"
           "(\<Sum>k\<in>Basis. max (m (axis_index k) * (a \<bullet> k)) (m (axis_index k) * (b \<bullet> k)) *\<^sub>R k)
            = (\<chi> k. max (m k * a $ k) (m k * b $ k))"
     apply (simp_all add: Basis_vec_def cart_eq_inner_axis UNION_singleton_eq_range sum.reindex axis_eq_axis inj_on_def)
     apply (simp_all add: vec_eq_iff axis_def if_distrib cong: if_cong)
     done
   show ?thesis
     by (simp add: vec_lambda_eq_sum [where f="\<lambda>i x. m i * x"] image_stretch_interval eq_cbox *)
 qed
 
 
 subsection \<open>even more special cases\<close>
 
 lemma uminus_interval_vector[simp]:
   fixes a b :: "'a::euclidean_space"
   shows "uminus ` cbox a b = cbox (-b) (-a)"
   apply safe
    apply (simp add: mem_box(2))
   apply (rule_tac x="-x" in image_eqI)
    apply (auto simp add: mem_box)
   done
 
 lemma has_integral_reflect_lemma[intro]:
   assumes "(f has_integral i) (cbox a b)"
   shows "((\<lambda>x. f(-x)) has_integral i) (cbox (-b) (-a))"
   using has_integral_affinity[OF assms, of "-1" 0]
   by auto
 
 lemma has_integral_reflect_lemma_real[intro]:
   assumes "(f has_integral i) {a..b::real}"
   shows "((\<lambda>x. f(-x)) has_integral i) {-b .. -a}"
   using assms
   unfolding box_real[symmetric]
   by (rule has_integral_reflect_lemma)
 
 lemma has_integral_reflect[simp]:
   "((\<lambda>x. f (-x)) has_integral i) (cbox (-b) (-a)) \<longleftrightarrow> (f has_integral i) (cbox a b)"
   by (auto dest: has_integral_reflect_lemma)
 
 lemma has_integral_reflect_real[simp]:
   fixes a b::real
   shows "((\<lambda>x. f (-x)) has_integral i) {-b..-a} \<longleftrightarrow> (f has_integral i) {a..b}"
   by (metis has_integral_reflect interval_cbox)
 
 lemma integrable_reflect[simp]: "(\<lambda>x. f(-x)) integrable_on cbox (-b) (-a) \<longleftrightarrow> f integrable_on cbox a b"
   unfolding integrable_on_def by auto
 
 lemma integrable_reflect_real[simp]: "(\<lambda>x. f(-x)) integrable_on {-b .. -a} \<longleftrightarrow> f integrable_on {a..b::real}"
   unfolding box_real[symmetric]
   by (rule integrable_reflect)
 
 lemma integral_reflect[simp]: "integral (cbox (-b) (-a)) (\<lambda>x. f (-x)) = integral (cbox a b) f"
   unfolding integral_def by auto
 
 lemma integral_reflect_real[simp]: "integral {-b .. -a} (\<lambda>x. f (-x)) = integral {a..b::real} f"
   unfolding box_real[symmetric]
   by (rule integral_reflect)
 
 subsection \<open>Stronger form of FCT; quite a tedious proof\<close>
 
 lemma split_minus[simp]: "(\<lambda>(x, k). f x k) x - (\<lambda>(x, k). g x k) x = (\<lambda>(x, k). f x k - g x k) x"
   by (simp add: split_def)
 
 theorem fundamental_theorem_of_calculus_interior:
   fixes f :: "real \<Rightarrow> 'a::real_normed_vector"
   assumes "a \<le> b"
     and contf: "continuous_on {a..b} f"
     and derf: "\<And>x. x \<in> {a <..< b} \<Longrightarrow> (f has_vector_derivative f' x) (at x)"
   shows "(f' has_integral (f b - f a)) {a..b}"
 proof (cases "a = b")
   case True
   then have *: "cbox a b = {b}" "f b - f a = 0"
     by (auto simp add:  order_antisym)
   with True show ?thesis by auto
 next
   case False
   with \<open>a \<le> b\<close> have ab: "a < b" by arith
   show ?thesis
     unfolding has_integral_factor_content_real
   proof (intro allI impI)
     fix e :: real
     assume e: "e > 0"
     then have eba8: "(e * (b-a)) / 8 > 0"
       using ab by (auto simp add: field_simps)
     note derf_exp = derf[unfolded has_vector_derivative_def has_derivative_at_alt]
     have bounded: "\<And>x. x \<in> {a<..<b} \<Longrightarrow> bounded_linear (\<lambda>u. u *\<^sub>R f' x)"
       using derf_exp by simp
     have "\<forall>x \<in> box a b. \<exists>d>0. \<forall>y. norm (y-x) < d \<longrightarrow> norm (f y - f x - (y-x) *\<^sub>R f' x) \<le> e/2 * norm (y-x)"
       (is "\<forall>x \<in> box a b. ?Q x")
     proof
       fix x assume x: "x \<in> box a b"
       show "?Q x"
         apply (rule allE [where x="e/2", OF derf_exp [THEN conjunct2, of x]])
         using x e by auto
     qed
     from this [unfolded bgauge_existence_lemma]
     obtain d where d: "\<And>x. 0 < d x"
       "\<And>x y. \<lbrakk>x \<in> box a b; norm (y-x) < d x\<rbrakk>
                \<Longrightarrow> norm (f y - f x - (y-x) *\<^sub>R f' x) \<le> e/2 * norm (y-x)"
       by metis
     have "bounded (f ` cbox a b)"
       using compact_cbox assms by (auto simp: compact_imp_bounded compact_continuous_image)
     then obtain B 
       where "0 < B" and B: "\<And>x. x \<in> f ` cbox a b \<Longrightarrow> norm x \<le> B"
       unfolding bounded_pos by metis
     obtain da where "0 < da"
       and da: "\<And>c. \<lbrakk>a \<le> c; {a..c} \<subseteq> {a..b}; {a..c} \<subseteq> ball a da\<rbrakk>
                           \<Longrightarrow> norm (content {a..c} *\<^sub>R f' a - (f c - f a)) \<le> (e * (b-a)) / 4"
     proof -
       have "continuous (at a within {a..b}) f"
         using contf continuous_on_eq_continuous_within by force
       with eba8 obtain k where "0 < k"
         and k: "\<And>x. \<lbrakk>x \<in> {a..b}; 0 < norm (x-a); norm (x-a) < k\<rbrakk> \<Longrightarrow> norm (f x - f a) < e * (b-a) / 8"
         unfolding continuous_within Lim_within dist_norm by metis
       obtain l where l: "0 < l" "norm (l *\<^sub>R f' a) \<le> e * (b-a) / 8" 
       proof (cases "f' a = 0")
         case True with ab e that show ?thesis by auto
       next
         case False
         then show ?thesis
           apply (rule_tac l="(e * (b-a)) / 8 / norm (f' a)" in that)
           using ab e apply (auto simp add: field_simps)
           done
       qed
       have "norm (content {a..c} *\<^sub>R f' a - (f c - f a)) \<le> e * (b-a) / 4"
         if "a \<le> c" "{a..c} \<subseteq> {a..b}" and bmin: "{a..c} \<subseteq> ball a (min k l)" for c
       proof -
         have minkl: "\<bar>a - x\<bar> < min k l" if "x \<in> {a..c}" for x
           using bmin dist_real_def that by auto
         then have lel: "\<bar>c - a\<bar> \<le> \<bar>l\<bar>"
           using that by force
         have "norm ((c - a) *\<^sub>R f' a - (f c - f a)) \<le> norm ((c - a) *\<^sub>R f' a) + norm (f c - f a)"
           by (rule norm_triangle_ineq4)
         also have "\<dots> \<le> e * (b-a) / 8 + e * (b-a) / 8"
         proof (rule add_mono)
           have "norm ((c - a) *\<^sub>R f' a) \<le> norm (l *\<^sub>R f' a)"
             by (auto intro: mult_right_mono [OF lel])
           also have "... \<le> e * (b-a) / 8"
             by (rule l)
           finally show "norm ((c - a) *\<^sub>R f' a) \<le> e * (b-a) / 8" .
         next
           have "norm (f c - f a) < e * (b-a) / 8"
           proof (cases "a = c")
             case True then show ?thesis
               using eba8 by auto
           next
             case False show ?thesis
               by (rule k) (use minkl \<open>a \<le> c\<close> that False in auto)
           qed
           then show "norm (f c - f a) \<le> e * (b-a) / 8" by simp
         qed
         finally show "norm (content {a..c} *\<^sub>R f' a - (f c - f a)) \<le> e * (b-a) / 4"
           unfolding content_real[OF \<open>a \<le> c\<close>] by auto
       qed
       then show ?thesis
         by (rule_tac da="min k l" in that) (auto simp: l \<open>0 < k\<close>)
     qed
     obtain db where "0 < db"
       and db: "\<And>c. \<lbrakk>c \<le> b; {c..b} \<subseteq> {a..b}; {c..b} \<subseteq> ball b db\<rbrakk>
                           \<Longrightarrow> norm (content {c..b} *\<^sub>R f' b - (f b - f c)) \<le> (e * (b-a)) / 4"
     proof -
       have "continuous (at b within {a..b}) f"
         using contf continuous_on_eq_continuous_within by force
       with eba8 obtain k
         where "0 < k"
           and k: "\<And>x. \<lbrakk>x \<in> {a..b}; 0 < norm(x-b); norm(x-b) < k\<rbrakk>
                      \<Longrightarrow> norm (f b - f x) < e * (b-a) / 8"
         unfolding continuous_within Lim_within dist_norm norm_minus_commute by metis
       obtain l where l: "0 < l" "norm (l *\<^sub>R f' b) \<le> (e * (b-a)) / 8"
       proof (cases "f' b = 0")
         case True thus ?thesis 
           using ab e that by auto
       next
         case False then show ?thesis
           apply (rule_tac l="(e * (b-a)) / 8 / norm (f' b)" in that)
           using ab e by (auto simp add: field_simps)
       qed
       have "norm (content {c..b} *\<^sub>R f' b - (f b - f c)) \<le> e * (b-a) / 4" 
         if "c \<le> b" "{c..b} \<subseteq> {a..b}" and bmin: "{c..b} \<subseteq> ball b (min k l)" for c
       proof -
         have minkl: "\<bar>b - x\<bar> < min k l" if "x \<in> {c..b}" for x
           using bmin dist_real_def that by auto
         then have lel: "\<bar>b - c\<bar> \<le> \<bar>l\<bar>"
           using that by force
         have "norm ((b - c) *\<^sub>R f' b - (f b - f c)) \<le> norm ((b - c) *\<^sub>R f' b) + norm (f b - f c)"
           by (rule norm_triangle_ineq4)
         also have "\<dots> \<le> e * (b-a) / 8 + e * (b-a) / 8"
         proof (rule add_mono)
           have "norm ((b - c) *\<^sub>R f' b) \<le> norm (l *\<^sub>R f' b)"
             by (auto intro: mult_right_mono [OF lel])
           also have "... \<le> e * (b-a) / 8"
             by (rule l)
           finally show "norm ((b - c) *\<^sub>R f' b) \<le> e * (b-a) / 8" .
         next
           have "norm (f b - f c) < e * (b-a) / 8"
           proof (cases "b = c")
             case True with eba8 show ?thesis
               by auto
           next
             case False show ?thesis
               by (rule k) (use minkl \<open>c \<le> b\<close> that False in auto)
           qed
           then show "norm (f b - f c) \<le> e * (b-a) / 8" by simp
         qed
         finally show "norm (content {c..b} *\<^sub>R f' b - (f b - f c)) \<le> e * (b-a) / 4"
           unfolding content_real[OF \<open>c \<le> b\<close>] by auto
       qed
       then show ?thesis
         by (rule_tac db="min k l" in that) (auto simp: l \<open>0 < k\<close>)
     qed
     let ?d = "(\<lambda>x. ball x (if x=a then da else if x=b then db else d x))"
     show "\<exists>d. gauge d \<and> (\<forall>p. p tagged_division_of {a..b} \<and> d fine p \<longrightarrow>
               norm ((\<Sum>(x,K)\<in>p. content K *\<^sub>R f' x) - (f b - f a)) \<le> e * content {a..b})"
     proof (rule exI, safe)
       show "gauge ?d"
         using ab \<open>db > 0\<close> \<open>da > 0\<close> d(1) by (auto intro: gauge_ball_dependent)
     next
       fix p
       assume ptag: "p tagged_division_of {a..b}" and fine: "?d fine p"
       let ?A = "{t. fst t \<in> {a, b}}"
       note p = tagged_division_ofD[OF ptag]
       have pA: "p = (p \<inter> ?A) \<union> (p - ?A)" "finite (p \<inter> ?A)" "finite (p - ?A)" "(p \<inter> ?A) \<inter> (p - ?A) = {}"
         using ptag fine by auto
       have le_xz: "\<And>w x y z::real. y \<le> z/2 \<Longrightarrow> w - x \<le> z/2 \<Longrightarrow> w + y \<le> x + z"
         by arith
       have non: False if xk: "(x,K) \<in> p" and "x \<noteq> a" "x \<noteq> b"
         and less: "e * (Sup K - Inf K)/2 < norm (content K *\<^sub>R f' x - (f (Sup K) - f (Inf K)))"
       for x K
       proof -
         obtain u v where k: "K = cbox u v"
           using p(4) xk by blast
         then have "u \<le> v" and uv: "{u, v} \<subseteq> cbox u v"
           using p(2)[OF xk] by auto
         then have result: "e * (v - u)/2 < norm ((v - u) *\<^sub>R f' x - (f v - f u))"
           using less[unfolded k box_real interval_bounds_real content_real] by auto
         then have "x \<in> box a b"
           using p(2) p(3) \<open>x \<noteq> a\<close> \<open>x \<noteq> b\<close> xk by fastforce
         with d have *: "\<And>y. norm (y-x) < d x 
                 \<Longrightarrow> norm (f y - f x - (y-x) *\<^sub>R f' x) \<le> e/2 * norm (y-x)"
           by metis
         have xd: "norm (u - x) < d x" "norm (v - x) < d x"
           using fineD[OF fine xk] \<open>x \<noteq> a\<close> \<open>x \<noteq> b\<close> uv 
           by (auto simp add: k subset_eq dist_commute dist_real_def)
         have "norm ((v - u) *\<^sub>R f' x - (f v - f u)) =
               norm ((f u - f x - (u - x) *\<^sub>R f' x) - (f v - f x - (v - x) *\<^sub>R f' x))"
           by (rule arg_cong[where f=norm]) (auto simp: scaleR_left.diff)
         also have "\<dots> \<le> e/2 * norm (u - x) + e/2 * norm (v - x)"
           by (metis norm_triangle_le_diff add_mono * xd)
         also have "\<dots> \<le> e/2 * norm (v - u)"
           using p(2)[OF xk] by (auto simp add: field_simps k)
         also have "\<dots> < norm ((v - u) *\<^sub>R f' x - (f v - f u))"
           using result by (simp add: \<open>u \<le> v\<close>)
         finally have "e * (v - u)/2 < e * (v - u)/2"
           using uv by auto
         then show False by auto
       qed
       have "norm (\<Sum>(x, K)\<in>p - ?A. content K *\<^sub>R f' x - (f (Sup K) - f (Inf K)))
           \<le> (\<Sum>(x, K)\<in>p - ?A. norm (content K *\<^sub>R f' x - (f (Sup K) - f (Inf K))))"
         by (auto intro: sum_norm_le)
       also have "... \<le> (\<Sum>n\<in>p - ?A. e * (case n of (x, k) \<Rightarrow> Sup k - Inf k)/2)"
         using non by (fastforce intro: sum_mono)
       finally have I: "norm (\<Sum>(x, k)\<in>p - ?A.
                   content k *\<^sub>R f' x - (f (Sup k) - f (Inf k)))
              \<le> (\<Sum>n\<in>p - ?A. e * (case n of (x, k) \<Rightarrow> Sup k - Inf k))/2"
         by (simp add: sum_divide_distrib)
       have II: "norm (\<Sum>(x, k)\<in>p \<inter> ?A. content k *\<^sub>R f' x - (f (Sup k) - f (Inf k))) -
              (\<Sum>n\<in>p \<inter> ?A. e * (case n of (x, k) \<Rightarrow> Sup k - Inf k))
              \<le> (\<Sum>n\<in>p - ?A. e * (case n of (x, k) \<Rightarrow> Sup k - Inf k))/2"
       proof -
         have ge0: "0 \<le> e * (Sup k - Inf k)" if xkp: "(x, k) \<in> p \<inter> ?A" for x k
         proof -
           obtain u v where uv: "k = cbox u v"
             by (meson Int_iff xkp p(4))
           with p(2) that uv have "cbox u v \<noteq> {}"
             by blast
           then show "0 \<le> e * ((Sup k) - (Inf k))"
             unfolding uv using e by (auto simp add: field_simps)
         qed
         let ?B = "\<lambda>x. {t \<in> p. fst t = x \<and> content (snd t) \<noteq> 0}"
         let ?C = "{t \<in> p. fst t \<in> {a, b} \<and> content (snd t) \<noteq> 0}"
         have "norm (\<Sum>(x, k)\<in>p \<inter> {t. fst t \<in> {a, b}}. content k *\<^sub>R f' x - (f (Sup k) - f (Inf k))) \<le> e * (b-a)/2"
         proof -
           have *: "\<And>S f e. sum f S = sum f (p \<inter> ?C) \<Longrightarrow> norm (sum f (p \<inter> ?C)) \<le> e \<Longrightarrow> norm (sum f S) \<le> e"
             by auto
           have 1: "content K *\<^sub>R (f' x) - (f ((Sup K)) - f ((Inf K))) = 0"
             if "(x,K) \<in> p \<inter> {t. fst t \<in> {a, b}} - p \<inter> ?C" for x K
           proof -
             have xk: "(x,K) \<in> p" and k0: "content K = 0"
               using that by auto
             then obtain u v where uv: "K = cbox u v"
               using p(4) by blast
             then have "u = v"
               using xk k0 p(2) by force
             then show "content K *\<^sub>R (f' x) - (f ((Sup K)) - f ((Inf K))) = 0"
               using xk unfolding uv by auto
           qed
           have 2: "norm(\<Sum>(x,K)\<in>p \<inter> ?C. content K *\<^sub>R f' x - (f (Sup K) - f (Inf K)))  \<le> e * (b-a)/2"
           proof -
             have norm_le: "norm (sum f S) \<le> e"
               if "\<And>x y. \<lbrakk>x \<in> S; y \<in> S\<rbrakk> \<Longrightarrow> x = y" "\<And>x. x \<in> S \<Longrightarrow> norm (f x) \<le> e" "e > 0"
               for S f and e :: real
             proof (cases "S = {}")
               case True
               with that show ?thesis by auto
             next
               case False then obtain x where "x \<in> S"
                 by auto
               then have "S = {x}"
                 using that(1) by auto
               then show ?thesis
                 using \<open>x \<in> S\<close> that(2) by auto
             qed
             have *: "p \<inter> ?C = ?B a \<union> ?B b"
               by blast
             then have "norm (\<Sum>(x,K)\<in>p \<inter> ?C. content K *\<^sub>R f' x - (f (Sup K) - f (Inf K))) =
                        norm (\<Sum>(x,K) \<in> ?B a \<union> ?B b. content K *\<^sub>R f' x - (f (Sup K) - f (Inf K)))"
               by simp
             also have "... = norm ((\<Sum>(x,K) \<in> ?B a. content K *\<^sub>R f' x - (f (Sup K) - f (Inf K))) + 
                                    (\<Sum>(x,K) \<in> ?B b. content K *\<^sub>R f' x - (f (Sup K) - f (Inf K))))"
               apply (subst sum.union_disjoint)
               using p(1) ab e by auto
             also have "... \<le> e * (b - a) / 4 + e * (b - a) / 4"
             proof (rule norm_triangle_le [OF add_mono])
               have pa: "\<exists>v. k = cbox a v \<and> a \<le> v" if "(a, k) \<in> p" for k
                 using p(2) p(3) p(4) that by fastforce
               show "norm (\<Sum>(x,K) \<in> ?B a. content K *\<^sub>R f' x - (f (Sup K) - f (Inf K))) \<le> e * (b - a) / 4"
               proof (intro norm_le; clarsimp)
                 fix K K'
                 assume K: "(a, K) \<in> p" "(a, K') \<in> p" and ne0: "content K \<noteq> 0" "content K' \<noteq> 0"
                 with pa obtain v v' where v: "K = cbox a v" "a \<le> v" and v': "K' = cbox a v'" "a \<le> v'"
                   by blast
                 let ?v = "min v v'"
                 have "box a ?v \<subseteq> K \<inter> K'"
                   unfolding v v' by (auto simp add: mem_box)
                 then have "interior (box a (min v v')) \<subseteq> interior K \<inter> interior K'"
                   using interior_Int interior_mono by blast
                 moreover have "(a + ?v)/2 \<in> box a ?v"
                   using ne0  unfolding v v' content_eq_0 not_le
                   by (auto simp add: mem_box)
                 ultimately have "(a + ?v)/2 \<in> interior K \<inter> interior K'"
                   unfolding interior_open[OF open_box] by auto
                 then show "K = K'"
                   using p(5)[OF K] by auto
               next
                 fix K 
                 assume K: "(a, K) \<in> p" and ne0: "content K \<noteq> 0"
                 show "norm (content c *\<^sub>R f' a - (f (Sup c) - f (Inf c))) * 4 \<le> e * (b-a)"
                   if "(a, c) \<in> p" and ne0: "content c \<noteq> 0" for c
                 proof -
                   obtain v where v: "c = cbox a v" and "a \<le> v"
                     using pa[OF \<open>(a, c) \<in> p\<close>] by metis 
                   then have "a \<in> {a..v}" "v \<le> b"
                     using p(3)[OF \<open>(a, c) \<in> p\<close>] by auto
                   moreover have "{a..v} \<subseteq> ball a da"
                     using fineD[OF \<open>?d fine p\<close> \<open>(a, c) \<in> p\<close>] by (simp add: v split: if_split_asm)
                   ultimately show ?thesis
                     unfolding v interval_bounds_real[OF \<open>a \<le> v\<close>] box_real
                     using da \<open>a \<le> v\<close> by auto
                 qed
               qed (use ab e in auto)
             next
               have pb: "\<exists>v. k = cbox v b \<and> b \<ge> v" if "(b, k) \<in> p" for k
                 using p(2) p(3) p(4) that by fastforce
               show "norm (\<Sum>(x,K) \<in> ?B b. content K *\<^sub>R f' x - (f (Sup K) - f (Inf K))) \<le> e * (b - a) / 4"
               proof (intro norm_le; clarsimp)
                 fix K K'
                 assume K: "(b, K) \<in> p" "(b, K') \<in> p" and ne0: "content K \<noteq> 0" "content K' \<noteq> 0"
                 with pb obtain v v' where v: "K = cbox v b" "v \<le> b" and v': "K' = cbox v' b" "v' \<le> b"
                   by blast
                 let ?v = "max v v'"
                 have "box ?v b \<subseteq> K \<inter> K'"
                   unfolding v v' by (auto simp: mem_box)
                 then have "interior (box (max v v') b) \<subseteq> interior K \<inter> interior K'"
                   using interior_Int interior_mono by blast
                 moreover have " ((b + ?v)/2) \<in> box ?v b"
                   using ne0 unfolding v v' content_eq_0 not_le by (auto simp: mem_box)
                 ultimately have "((b + ?v)/2) \<in> interior K \<inter> interior K'"
                   unfolding interior_open[OF open_box] by auto
                 then show "K = K'"
                   using p(5)[OF K] by auto
               next
                 fix K 
                 assume K: "(b, K) \<in> p" and ne0: "content K \<noteq> 0"
                 show "norm (content c *\<^sub>R f' b - (f (Sup c) - f (Inf c))) * 4 \<le> e * (b-a)"
                   if "(b, c) \<in> p" and ne0: "content c \<noteq> 0" for c
                 proof -
                 obtain v where v: "c = cbox v b" and "v \<le> b"
                   using \<open>(b, c) \<in> p\<close> pb by blast
                 then have "v \<ge> a""b \<in> {v.. b}"  
                   using p(3)[OF \<open>(b, c) \<in> p\<close>] by auto
                 moreover have "{v..b} \<subseteq> ball b db"
                   using fineD[OF \<open>?d fine p\<close> \<open>(b, c) \<in> p\<close>] box_real(2) v False by force
                 ultimately show ?thesis
                   using db v by auto
                 qed
               qed (use ab e in auto)
             qed
             also have "... = e * (b-a)/2"
               by simp
             finally show "norm (\<Sum>(x,k)\<in>p \<inter> ?C.
                         content k *\<^sub>R f' x - (f (Sup k) - f (Inf k))) \<le> e * (b-a)/2" .
           qed
           show "norm (\<Sum>(x, k)\<in>p \<inter> ?A. content k *\<^sub>R f' x - (f ((Sup k)) - f ((Inf k)))) \<le> e * (b-a)/2"
             apply (rule * [OF sum.mono_neutral_right[OF pA(2)]])
             using 1 2 by (auto simp: split_paired_all)
         qed
         also have "... = (\<Sum>n\<in>p. e * (case n of (x, k) \<Rightarrow> Sup k - Inf k))/2"
           unfolding sum_distrib_left[symmetric]
           apply (subst additive_tagged_division_1[OF \<open>a \<le> b\<close> ptag])
           by auto
         finally have norm_le: "norm (\<Sum>(x,K)\<in>p \<inter> {t. fst t \<in> {a, b}}. content K *\<^sub>R f' x - (f (Sup K) - f (Inf K)))
                 \<le> (\<Sum>n\<in>p. e * (case n of (x, K) \<Rightarrow> Sup K - Inf K))/2" .
         have le2: "\<And>x s1 s2::real. 0 \<le> s1 \<Longrightarrow> x \<le> (s1 + s2)/2 \<Longrightarrow> x - s1 \<le> s2/2"
           by auto
         show ?thesis
           apply (rule le2 [OF sum_nonneg])
           using ge0 apply force
           unfolding sum.union_disjoint[OF pA(2-), symmetric] pA(1)[symmetric]
           by (metis norm_le)
       qed
       note * = additive_tagged_division_1[OF assms(1) ptag, symmetric]
       have "norm (\<Sum>(x,K)\<in>p \<inter> ?A \<union> (p - ?A). content K *\<^sub>R f' x - (f (Sup K) - f (Inf K)))
                \<le> e * (\<Sum>(x,K)\<in>p \<inter> ?A \<union> (p - ?A). Sup K - Inf K)"
         unfolding sum_distrib_left
         unfolding sum.union_disjoint[OF pA(2-)]
         using le_xz norm_triangle_le I II by blast
       then
       show "norm ((\<Sum>(x,K)\<in>p. content K *\<^sub>R f' x) - (f b - f a)) \<le> e * content {a..b}"
         by (simp only: content_real[OF \<open>a \<le> b\<close>] *[of "\<lambda>x. x"] *[of f] sum_subtractf[symmetric] split_minus pA(1) [symmetric])
     qed
   qed
 qed
 
 
 subsection \<open>Stronger form with finite number of exceptional points\<close>
 
 lemma fundamental_theorem_of_calculus_interior_strong:
  fixes f :: "real \<Rightarrow> 'a::banach"
  assumes "finite S"
    and "a \<le> b" "\<And>x. x \<in> {a <..< b} - S \<Longrightarrow> (f has_vector_derivative f'(x)) (at x)"
    and "continuous_on {a .. b} f"
  shows "(f' has_integral (f b - f a)) {a .. b}"
   using assms
 proof (induction arbitrary: a b)
 case empty
   then show ?case
     using fundamental_theorem_of_calculus_interior by force
 next
 case (insert x S)
   show ?case
   proof (cases "x \<in> {a<..<b}")
     case False then show ?thesis
       using insert by blast
   next
     case True then have "a < x" "x < b"
       by auto
     have "(f' has_integral f x - f a) {a..x}" "(f' has_integral f b - f x) {x..b}"
       using \<open>continuous_on {a..b} f\<close> \<open>a < x\<close> \<open>x < b\<close> continuous_on_subset by (force simp: intro!: insert)+
     then have "(f' has_integral f x - f a + (f b - f x)) {a..b}"
       using \<open>a < x\<close> \<open>x < b\<close> has_integral_combine less_imp_le by blast
     then show ?thesis
       by simp
   qed
 qed
 
 corollary fundamental_theorem_of_calculus_strong:
   fixes f :: "real \<Rightarrow> 'a::banach"
   assumes "finite S"
     and "a \<le> b"
     and vec: "\<And>x. x \<in> {a..b} - S \<Longrightarrow> (f has_vector_derivative f'(x)) (at x)"
     and "continuous_on {a..b} f"
   shows "(f' has_integral (f b - f a)) {a..b}"
   by (rule fundamental_theorem_of_calculus_interior_strong [OF \<open>finite S\<close>]) (force simp: assms)+
 
 proposition indefinite_integral_continuous_left:
   fixes f:: "real \<Rightarrow> 'a::banach"
   assumes intf: "f integrable_on {a..b}" and "a < c" "c \<le> b" "e > 0"
   obtains d where "d > 0"
     and "\<forall>t. c - d < t \<and> t \<le> c \<longrightarrow> norm (integral {a..c} f - integral {a..t} f) < e"
 proof -
   obtain w where "w > 0" and w: "\<And>t. \<lbrakk>c - w < t; t < c\<rbrakk> \<Longrightarrow> norm (f c) * norm(c - t) < e/3"
   proof (cases "f c = 0")
     case False
     hence e3: "0 < e/3 / norm (f c)" using \<open>e>0\<close> by simp
     moreover have "norm (f c) * norm (c - t) < e/3" 
       if "t < c" and "c - e/3 / norm (f c) < t" for t
     proof -
       have "norm (c - t) < e/3 / norm (f c)"
         using that by auto
       then show "norm (f c) * norm (c - t) < e/3"
         by (metis e3 mult.commute norm_not_less_zero pos_less_divide_eq zero_less_divide_iff)
     qed
     ultimately show ?thesis
       using that by auto
   next
     case True then show ?thesis
       using \<open>e > 0\<close> that by auto
   qed
 
   let ?SUM = "\<lambda>p. (\<Sum>(x,K) \<in> p. content K *\<^sub>R f x)"
   have e3: "e/3 > 0"
     using \<open>e > 0\<close> by auto
   have "f integrable_on {a..c}"
     apply (rule integrable_subinterval_real[OF intf])
     using \<open>a < c\<close> \<open>c \<le> b\<close> by auto
   then obtain d1 where "gauge d1" and d1:
     "\<And>p. \<lbrakk>p tagged_division_of {a..c}; d1 fine p\<rbrakk> \<Longrightarrow> norm (?SUM p - integral {a..c} f) < e/3"
     using integrable_integral has_integral_real e3 by metis
   define d where [abs_def]: "d x = ball x w \<inter> d1 x" for x
   have "gauge d"
     unfolding d_def using \<open>w > 0\<close> \<open>gauge d1\<close> by auto
   then obtain k where "0 < k" and k: "ball c k \<subseteq> d c"
     by (meson gauge_def open_contains_ball)
 
   let ?d = "min k (c - a)/2"
   show thesis
   proof (intro that[of ?d] allI impI, safe)
     show "?d > 0"
       using \<open>0 < k\<close> \<open>a < c\<close> by auto
   next
     fix t
     assume t: "c - ?d < t" "t \<le> c"
     show "norm (integral ({a..c}) f - integral ({a..t}) f) < e"
     proof (cases "t < c")
       case False with \<open>t \<le> c\<close> show ?thesis
         by (simp add: \<open>e > 0\<close>)
     next
       case True
       have "f integrable_on {a..t}"
         apply (rule integrable_subinterval_real[OF intf])
         using \<open>t < c\<close> \<open>c \<le> b\<close> by auto
       then obtain d2 where d2: "gauge d2"
         "\<And>p. p tagged_division_of {a..t} \<and> d2 fine p \<Longrightarrow> norm (?SUM p - integral {a..t} f) < e/3"
         using integrable_integral has_integral_real e3 by metis
       define d3 where "d3 x = (if x \<le> t then d1 x \<inter> d2 x else d1 x)" for x
       have "gauge d3"
         using \<open>gauge d1\<close> \<open>gauge d2\<close> unfolding d3_def gauge_def by auto
       then obtain p where ptag: "p tagged_division_of {a..t}" and pfine: "d3 fine p"
         by (metis box_real(2) fine_division_exists)
       note p' = tagged_division_ofD[OF ptag]
       have pt: "(x,K)\<in>p \<Longrightarrow> x \<le> t" for x K
         by (meson atLeastAtMost_iff p'(2) p'(3) subsetCE)
       with pfine have "d2 fine p"
         unfolding fine_def d3_def by fastforce
       then have d2_fin: "norm (?SUM p - integral {a..t} f) < e/3"
         using d2(2) ptag by auto
       have eqs: "{a..c} \<inter> {x. x \<le> t} = {a..t}" "{a..c} \<inter> {x. x \<ge> t} = {t..c}"
         using t by (auto simp add: field_simps)
       have "p \<union> {(c, {t..c})} tagged_division_of {a..c}"
         apply (rule tagged_division_Un_interval_real[of _ _ _ 1 "t"])
         using  \<open>t \<le> c\<close> by (auto simp: eqs ptag tagged_division_of_self_real)
       moreover
       have "d1 fine p \<union> {(c, {t..c})}"
         unfolding fine_def
       proof safe
         fix x K y
         assume "(x,K) \<in> p" and "y \<in> K" then show "y \<in> d1 x"
           by (metis Int_iff d3_def subsetD fineD pfine)
       next
         fix x assume "x \<in> {t..c}"
         then have "dist c x < k"
           using t(1) by (auto simp add: field_simps dist_real_def)
         with k show "x \<in> d1 c"
           unfolding d_def by auto
       qed  
       ultimately have d1_fin: "norm (?SUM(p \<union> {(c, {t..c})}) - integral {a..c} f) < e/3"
         using d1 by metis
       have SUMEQ: "?SUM(p \<union> {(c, {t..c})}) = (c - t) *\<^sub>R f c + ?SUM p"
       proof -
         have "?SUM(p \<union> {(c, {t..c})}) = (content{t..c} *\<^sub>R f c) + ?SUM p"
         proof (subst sum.union_disjoint)
           show "p \<inter> {(c, {t..c})} = {}"
             using \<open>t < c\<close> pt by force
         qed (use p'(1) in auto)
         also have "... = (c - t) *\<^sub>R f c + ?SUM p"
           using \<open>t \<le> c\<close> by auto
         finally show ?thesis .
       qed
       have "c - k < t"
         using \<open>k>0\<close> t(1) by (auto simp add: field_simps)
       moreover have "k \<le> w"
       proof (rule ccontr)
         assume "\<not> k \<le> w"
         then have "c + (k + w) / 2 \<notin> d c"
           by (auto simp add: field_simps not_le not_less dist_real_def d_def)
         then have "c + (k + w) / 2 \<notin> ball c k"
           using k by blast
         then show False
           using \<open>0 < w\<close> \<open>\<not> k \<le> w\<close> dist_real_def by auto
       qed
       ultimately have cwt: "c - w < t"
         by (auto simp add: field_simps)
       have eq: "integral {a..c} f - integral {a..t} f = -(((c - t) *\<^sub>R f c + ?SUM p) -
              integral {a..c} f) + (?SUM p - integral {a..t} f) + (c - t) *\<^sub>R f c"
         by auto
       have "norm (integral {a..c} f - integral {a..t} f) < e/3 + e/3 + e/3"
         unfolding eq
       proof (intro norm_triangle_lt add_strict_mono)
         show "norm (- ((c - t) *\<^sub>R f c + ?SUM p - integral {a..c} f)) < e/3"
           by (metis SUMEQ d1_fin norm_minus_cancel)
         show "norm (?SUM p - integral {a..t} f) < e/3"
           using d2_fin by blast
         show "norm ((c - t) *\<^sub>R f c) < e/3"
           using w cwt \<open>t < c\<close> by simp (simp add: field_simps)
       qed
       then show ?thesis by simp
     qed
   qed
 qed
 
 lemma indefinite_integral_continuous_right:
   fixes f :: "real \<Rightarrow> 'a::banach"
   assumes "f integrable_on {a..b}"
     and "a \<le> c"
     and "c < b"
     and "e > 0"
   obtains d where "0 < d"
     and "\<forall>t. c \<le> t \<and> t < c + d \<longrightarrow> norm (integral {a..c} f - integral {a..t} f) < e"
 proof -
   have intm: "(\<lambda>x. f (- x)) integrable_on {-b .. -a}" "- b < - c" "- c \<le> - a"
     using assms by auto
   from indefinite_integral_continuous_left[OF intm \<open>e>0\<close>]
   obtain d where "0 < d"
     and d: "\<And>t. \<lbrakk>- c - d < t; t \<le> -c\<rbrakk> 
              \<Longrightarrow> norm (integral {- b..- c} (\<lambda>x. f (-x)) - integral {- b..t} (\<lambda>x. f (-x))) < e"
     by metis
   let ?d = "min d (b - c)" 
   show ?thesis
   proof (intro that[of "?d"] allI impI)
     show "0 < ?d"
       using \<open>0 < d\<close> \<open>c < b\<close> by auto
     fix t :: real
     assume t: "c \<le> t \<and> t < c + ?d"
     have *: "integral {a..c} f = integral {a..b} f - integral {c..b} f"
             "integral {a..t} f = integral {a..b} f - integral {t..b} f"
       apply (simp_all only: algebra_simps)
       using assms t by (auto simp: integral_combine)
     have "(- c) - d < (- t)" "- t \<le> - c"
       using t by auto 
     from d[OF this] show "norm (integral {a..c} f - integral {a..t} f) < e"
       by (auto simp add: algebra_simps norm_minus_commute *)
   qed
 qed
 
 lemma indefinite_integral_continuous_1:
   fixes f :: "real \<Rightarrow> 'a::banach"
   assumes "f integrable_on {a..b}"
   shows "continuous_on {a..b} (\<lambda>x. integral {a..x} f)"
 proof -
   have "\<exists>d>0. \<forall>x'\<in>{a..b}. dist x' x < d \<longrightarrow> dist (integral {a..x'} f) (integral {a..x} f) < e" 
        if x: "x \<in> {a..b}" and "e > 0" for x e :: real
   proof (cases "a = b")
     case True
     with that show ?thesis by force
   next
     case False
     with x have "a < b" by force
     with x consider "x = a" | "x = b" | "a < x" "x < b"
       by force
     then show ?thesis 
     proof cases
       case 1 show ?thesis
         apply (rule indefinite_integral_continuous_right [OF assms _ \<open>a < b\<close> \<open>e > 0\<close>], force)
         using \<open>x = a\<close> apply (force simp: dist_norm algebra_simps)
         done
     next
       case 2 show ?thesis 
         apply (rule indefinite_integral_continuous_left [OF assms \<open>a < b\<close> _ \<open>e > 0\<close>], force)
         using \<open>x = b\<close> apply (force simp: dist_norm norm_minus_commute algebra_simps)
         done
     next
       case 3
       obtain d1 where "0 < d1" 
         and d1: "\<And>t. \<lbrakk>x - d1 < t; t \<le> x\<rbrakk> \<Longrightarrow> norm (integral {a..x} f - integral {a..t} f) < e"
         using 3 by (auto intro: indefinite_integral_continuous_left [OF assms \<open>a < x\<close> _ \<open>e > 0\<close>])
       obtain d2 where "0 < d2" 
         and d2: "\<And>t. \<lbrakk>x \<le> t; t < x + d2\<rbrakk> \<Longrightarrow> norm (integral {a..x} f - integral {a..t} f) < e"
         using 3 by (auto intro: indefinite_integral_continuous_right [OF assms _ \<open>x < b\<close> \<open>e > 0\<close>])
       show ?thesis
       proof (intro exI ballI conjI impI)
         show "0 < min d1 d2"
           using \<open>0 < d1\<close> \<open>0 < d2\<close> by simp
         show "dist (integral {a..y} f) (integral {a..x} f) < e"
              if "y \<in> {a..b}" "dist y x < min d1 d2" for y
         proof (cases "y < x")
           case True
           with that d1 show ?thesis by (auto simp: dist_commute dist_norm)
         next
           case False
           with that d2 show ?thesis
             by (auto simp: dist_commute dist_norm)
         qed
       qed
     qed
   qed
   then show ?thesis
     by (auto simp: continuous_on_iff)
 qed
 
 lemma indefinite_integral_continuous_1':
   fixes f::"real \<Rightarrow> 'a::banach"
   assumes "f integrable_on {a..b}"
   shows "continuous_on {a..b} (\<lambda>x. integral {x..b} f)"
 proof -
   have "integral {a..b} f - integral {a..x} f = integral {x..b} f" if "x \<in> {a..b}" for x
     using integral_combine[OF _ _ assms, of x] that
     by (auto simp: algebra_simps)
   with _ show ?thesis
     by (rule continuous_on_eq) (auto intro!: continuous_intros indefinite_integral_continuous_1 assms)
 qed
 
 theorem integral_has_vector_derivative':
   fixes f :: "real \<Rightarrow> 'b::banach"
   assumes "continuous_on {a..b} f"
     and "x \<in> {a..b}"
   shows "((\<lambda>u. integral {u..b} f) has_vector_derivative - f x) (at x within {a..b})"
 proof -
   have *: "integral {x..b} f = integral {a .. b} f - integral {a .. x} f" if "a \<le> x" "x \<le> b" for x
     using integral_combine[of a x b for x, OF that integrable_continuous_real[OF assms(1)]]
     by (simp add: algebra_simps)
   show ?thesis
     using \<open>x \<in> _\<close> *
     by (rule has_vector_derivative_transform)
       (auto intro!: derivative_eq_intros assms integral_has_vector_derivative)
 qed
 
 lemma integral_has_real_derivative':
   assumes "continuous_on {a..b} g"
   assumes "t \<in> {a..b}"
   shows "((\<lambda>x. integral {x..b} g) has_real_derivative -g t) (at t within {a..b})"
   using integral_has_vector_derivative'[OF assms]
   by (auto simp: has_field_derivative_iff_has_vector_derivative)
 
 
 subsection \<open>This doesn't directly involve integration, but that gives an easy proof\<close>
 
 lemma has_derivative_zero_unique_strong_interval:
   fixes f :: "real \<Rightarrow> 'a::banach"
   assumes "finite k"
     and contf: "continuous_on {a..b} f"
     and "f a = y"
     and fder: "\<And>x. x \<in> {a..b} - k \<Longrightarrow> (f has_derivative (\<lambda>h. 0)) (at x within {a..b})"
     and x: "x \<in> {a..b}"
   shows "f x = y"
 proof -
   have "a \<le> b" "a \<le> x"
     using assms by auto
   have "((\<lambda>x. 0::'a) has_integral f x - f a) {a..x}"
   proof (rule fundamental_theorem_of_calculus_interior_strong[OF \<open>finite k\<close> \<open>a \<le> x\<close>]; clarify?)
     have "{a..x} \<subseteq> {a..b}"
       using x by auto
     then show "continuous_on {a..x} f"
       by (rule continuous_on_subset[OF contf])
     show "(f has_vector_derivative 0) (at z)" if z: "z \<in> {a<..<x}" and notin: "z \<notin> k" for z
       unfolding has_vector_derivative_def
-    proof (simp add: has_derivative_within_open[OF z, symmetric])
+    proof (simp add: at_within_open[OF z, symmetric])
       show "(f has_derivative (\<lambda>x. 0)) (at z within {a<..<x})"
         by (rule has_derivative_within_subset [OF fder]) (use x z notin in auto)
     qed
   qed
   from has_integral_unique[OF has_integral_0 this]
   show ?thesis
     unfolding assms by auto
 qed
 
 
 subsection \<open>Generalize a bit to any convex set\<close>
 
 lemma has_derivative_zero_unique_strong_convex:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
   assumes "convex S" "finite K"
     and contf: "continuous_on S f"
     and "c \<in> S" "f c = y"
     and derf: "\<And>x. x \<in> S - K \<Longrightarrow> (f has_derivative (\<lambda>h. 0)) (at x within S)"
     and "x \<in> S"
   shows "f x = y"
 proof (cases "x = c")
   case True with \<open>f c = y\<close> show ?thesis
     by blast
 next
   case False
   let ?\<phi> = "\<lambda>u. (1 - u) *\<^sub>R c + u *\<^sub>R x"
   have contf': "continuous_on {0 ..1} (f \<circ> ?\<phi>)"
   proof (rule continuous_intros continuous_on_subset[OF contf])+
     show "(\<lambda>u. (1 - u) *\<^sub>R c + u *\<^sub>R x) ` {0..1} \<subseteq> S"
       using \<open>convex S\<close> \<open>x \<in> S\<close> \<open>c \<in> S\<close> by (auto simp add: convex_alt algebra_simps)
   qed
   have "t = u" if "?\<phi> t = ?\<phi> u" for t u
   proof -
     from that have "(t - u) *\<^sub>R x = (t - u) *\<^sub>R c"
       by (auto simp add: algebra_simps)
     then show ?thesis
       using \<open>x \<noteq> c\<close> by auto
   qed
   then have eq: "(SOME t. ?\<phi> t = ?\<phi> u) = u" for u
     by blast
   then have "(?\<phi> -` K) \<subseteq> (\<lambda>z. SOME t. ?\<phi> t = z) ` K"
     by (clarsimp simp: image_iff) (metis (no_types) eq)
   then have fin: "finite (?\<phi> -` K)"
     by (rule finite_surj[OF \<open>finite K\<close>])
 
   have derf': "((\<lambda>u. f (?\<phi> u)) has_derivative (\<lambda>h. 0)) (at t within {0..1})"
                if "t \<in> {0..1} - {t. ?\<phi> t \<in> K}" for t
   proof -
     have df: "(f has_derivative (\<lambda>h. 0)) (at (?\<phi> t) within ?\<phi> ` {0..1})"
       apply (rule has_derivative_within_subset [OF derf])
       using \<open>convex S\<close> \<open>x \<in> S\<close> \<open>c \<in> S\<close> that by (auto simp add: convex_alt algebra_simps)
     have "(f \<circ> ?\<phi> has_derivative (\<lambda>x. 0) \<circ> (\<lambda>z. (0 - z *\<^sub>R c) + z *\<^sub>R x)) (at t within {0..1})"
       by (rule derivative_eq_intros df | simp)+
     then show ?thesis
       unfolding o_def .
   qed
   have "(f \<circ> ?\<phi>) 1 = y"
     apply (rule has_derivative_zero_unique_strong_interval[OF fin contf'])
     unfolding o_def using \<open>f c = y\<close> derf' by auto
   then show ?thesis
     by auto
 qed
 
 
 text \<open>Also to any open connected set with finite set of exceptions. Could
  generalize to locally convex set with limpt-free set of exceptions.\<close>
 
 lemma has_derivative_zero_unique_strong_connected:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
   assumes "connected S"
     and "open S"
     and "finite K"
     and contf: "continuous_on S f"
     and "c \<in> S"
     and "f c = y"
     and derf: "\<And>x. x \<in> S - K \<Longrightarrow> (f has_derivative (\<lambda>h. 0)) (at x within S)"
     and "x \<in> S"
   shows "f x = y"
 proof -
   have "\<exists>e>0. ball x e \<subseteq> (S \<inter> f -` {f x})" if "x \<in> S" for x
   proof -
     obtain e where "0 < e" and e: "ball x e \<subseteq> S"
       using \<open>x \<in> S\<close> \<open>open S\<close> open_contains_ball by blast
     have "ball x e \<subseteq> {u \<in> S. f u \<in> {f x}}"
     proof safe
       fix y
       assume y: "y \<in> ball x e"
       then show "y \<in> S"
         using e by auto
       show "f y = f x"
       proof (rule has_derivative_zero_unique_strong_convex[OF convex_ball \<open>finite K\<close>])
         show "continuous_on (ball x e) f"
           using contf continuous_on_subset e by blast
         show "(f has_derivative (\<lambda>h. 0)) (at u within ball x e)"
              if "u \<in> ball x e - K" for u
           by (metis Diff_iff contra_subsetD derf e has_derivative_within_subset that)
       qed (use y e \<open>0 < e\<close> in auto)
     qed
     then show "\<exists>e>0. ball x e \<subseteq> (S \<inter> f -` {f x})"
       using \<open>0 < e\<close> by blast
   qed
   then have "openin (top_of_set S) (S \<inter> f -` {y})"
     by (auto intro!: open_openin_trans[OF \<open>open S\<close>] simp: open_contains_ball)
   moreover have "closedin (top_of_set S) (S \<inter> f -` {y})"
     by (force intro!: continuous_closedin_preimage [OF contf])
   ultimately have "(S \<inter> f -` {y}) = {} \<or> (S \<inter> f -` {y}) = S"
     using \<open>connected S\<close> by (simp add: connected_clopen)
   then show ?thesis
     using \<open>x \<in> S\<close> \<open>f c = y\<close> \<open>c \<in> S\<close> by auto
 qed
 
 lemma has_derivative_zero_connected_constant:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
   assumes "connected S"
       and "open S"
       and "finite k"
       and "continuous_on S f"
       and "\<forall>x\<in>(S - k). (f has_derivative (\<lambda>h. 0)) (at x within S)"
     obtains c where "\<And>x. x \<in> S \<Longrightarrow> f(x) = c"
 proof (cases "S = {}")
   case True
   then show ?thesis
     by (metis empty_iff that)
 next
   case False
   then obtain c where "c \<in> S"
     by (metis equals0I)
   then show ?thesis
     by (metis has_derivative_zero_unique_strong_connected assms that)
 qed
 
 lemma DERIV_zero_connected_constant:
   fixes f :: "'a::{real_normed_field,euclidean_space} \<Rightarrow> 'a"
   assumes "connected S"
       and "open S"
       and "finite K"
       and "continuous_on S f"
       and "\<forall>x\<in>(S - K). DERIV f x :> 0"
     obtains c where "\<And>x. x \<in> S \<Longrightarrow> f(x) = c"
   using has_derivative_zero_connected_constant [OF assms(1-4)] assms
   by (metis DERIV_const has_derivative_const Diff_iff at_within_open frechet_derivative_at has_field_derivative_def)
 
 
 subsection \<open>Integrating characteristic function of an interval\<close>
 
 lemma has_integral_restrict_open_subinterval:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
   assumes intf: "(f has_integral i) (cbox c d)"
     and cb: "cbox c d \<subseteq> cbox a b"
   shows "((\<lambda>x. if x \<in> box c d then f x else 0) has_integral i) (cbox a b)"
 proof (cases "cbox c d = {}")
   case True
   then have "box c d = {}"
     by (metis bot.extremum_uniqueI box_subset_cbox)
   then show ?thesis
     using True intf by auto
 next
   case False
   then obtain p where pdiv: "p division_of cbox a b" and inp: "cbox c d \<in> p"
     using cb partial_division_extend_1 by blast
   define g where [abs_def]: "g x = (if x \<in>box c d then f x else 0)" for x
   interpret operative "lift_option plus" "Some (0 :: 'b)"
     "\<lambda>i. if g integrable_on i then Some (integral i g) else None"
     by (fact operative_integralI)
   note operat = division [OF pdiv, symmetric]
   show ?thesis
   proof (cases "(g has_integral i) (cbox a b)")
     case True then show ?thesis
       by (simp add: g_def)
   next
     case False
     have iterate:"F (\<lambda>i. if g integrable_on i then Some (integral i g) else None) (p - {cbox c d}) = Some 0"
     proof (intro neutral ballI)
       fix x
       assume x: "x \<in> p - {cbox c d}"
       then have "x \<in> p"
         by auto
       then obtain u v where uv: "x = cbox u v"
         using pdiv by blast
       have "interior x \<inter> interior (cbox c d) = {}"
         using pdiv inp x by blast 
       then have "(g has_integral 0) x"
         unfolding uv using has_integral_spike_interior[where f="\<lambda>x. 0"]
         by (metis (no_types, lifting) disjoint_iff_not_equal g_def has_integral_0_eq interior_cbox)
       then show "(if g integrable_on x then Some (integral x g) else None) = Some 0"
         by auto
     qed
     interpret comm_monoid_set "lift_option plus" "Some (0 :: 'b)"
       by (intro comm_monoid_set.intro comm_monoid_lift_option add.comm_monoid_axioms)
     have intg: "g integrable_on cbox c d"
       using integrable_spike_interior[where f=f]
       by (meson g_def has_integral_integrable intf)
     moreover have "integral (cbox c d) g = i"
     proof (rule has_integral_unique[OF has_integral_spike_interior intf])
       show "\<And>x. x \<in> box c d \<Longrightarrow> f x = g x"
         by (auto simp: g_def)
       show "(g has_integral integral (cbox c d) g) (cbox c d)"
         by (rule integrable_integral[OF intg])
     qed
     ultimately have "F (\<lambda>A. if g integrable_on A then Some (integral A g) else None) p = Some i"
       by (metis (full_types, lifting) division_of_finite inp iterate pdiv remove right_neutral)
     then
     have "(g has_integral i) (cbox a b)"
       by (metis integrable_on_def integral_unique operat option.inject option.simps(3))
     with False show ?thesis
       by blast
   qed
 qed
 
 
 lemma has_integral_restrict_closed_subinterval:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
   assumes "(f has_integral i) (cbox c d)"
     and "cbox c d \<subseteq> cbox a b"
   shows "((\<lambda>x. if x \<in> cbox c d then f x else 0) has_integral i) (cbox a b)"
 proof -
   note has_integral_restrict_open_subinterval[OF assms]
   note * = has_integral_spike[OF negligible_frontier_interval _ this]
   show ?thesis
     by (rule *[of c d]) (use box_subset_cbox[of c d] in auto)
 qed
 
 lemma has_integral_restrict_closed_subintervals_eq:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
   assumes "cbox c d \<subseteq> cbox a b"
   shows "((\<lambda>x. if x \<in> cbox c d then f x else 0) has_integral i) (cbox a b) \<longleftrightarrow> (f has_integral i) (cbox c d)"
   (is "?l = ?r")
 proof (cases "cbox c d = {}")
   case False
   let ?g = "\<lambda>x. if x \<in> cbox c d then f x else 0"
   show ?thesis
   proof 
     assume ?l
     then have "?g integrable_on cbox c d"
       using assms has_integral_integrable integrable_subinterval by blast
     then have "f integrable_on cbox c d"
       by (rule integrable_eq) auto
     moreover then have "i = integral (cbox c d) f"
       by (meson \<open>((\<lambda>x. if x \<in> cbox c d then f x else 0) has_integral i) (cbox a b)\<close> assms has_integral_restrict_closed_subinterval has_integral_unique integrable_integral)
     ultimately show ?r by auto
   next
     assume ?r then show ?l
       by (rule has_integral_restrict_closed_subinterval[OF _ assms])
   qed
 qed auto
 
 
 text \<open>Hence we can apply the limit process uniformly to all integrals.\<close>
 
 lemma has_integral':
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   shows "(f has_integral i) S \<longleftrightarrow>
     (\<forall>e>0. \<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
       (\<exists>z. ((\<lambda>x. if x \<in> S then f(x) else 0) has_integral z) (cbox a b) \<and> norm(z - i) < e))"
   (is "?l \<longleftrightarrow> (\<forall>e>0. ?r e)")
 proof (cases "\<exists>a b. S = cbox a b")
   case False then show ?thesis 
     by (simp add: has_integral_alt)
 next
   case True
   then obtain a b where S: "S = cbox a b"
     by blast 
   obtain B where " 0 < B" and B: "\<And>x. x \<in> cbox a b \<Longrightarrow> norm x \<le> B"
     using bounded_cbox[unfolded bounded_pos] by blast
   show ?thesis
   proof safe
     fix e :: real
     assume ?l and "e > 0"
     have "((\<lambda>x. if x \<in> S then f x else 0) has_integral i) (cbox c d)"
       if "ball 0 (B+1) \<subseteq> cbox c d" for c d
         unfolding S using B that
         by (force intro: \<open>?l\<close>[unfolded S] has_integral_restrict_closed_subinterval)
     then show "?r e"
       apply (rule_tac x="B+1" in exI)
       using \<open>B>0\<close> \<open>e>0\<close> by force
   next
     assume as: "\<forall>e>0. ?r e"
     then obtain C 
       where C: "\<And>a b. ball 0 C \<subseteq> cbox a b \<Longrightarrow>
                 \<exists>z. ((\<lambda>x. if x \<in> S then f x else 0) has_integral z) (cbox a b)"
       by (meson zero_less_one)
     define c :: 'n where "c = (\<Sum>i\<in>Basis. (- max B C) *\<^sub>R i)"
     define d :: 'n where "d = (\<Sum>i\<in>Basis. max B C *\<^sub>R i)"
     have "c \<bullet> i \<le> x \<bullet> i \<and> x \<bullet> i \<le> d \<bullet> i" if "norm x \<le> B" "i \<in> Basis" for x i
       using that and Basis_le_norm[OF \<open>i\<in>Basis\<close>, of x]
       by (auto simp add: field_simps sum_negf c_def d_def)
     then have c_d: "cbox a b \<subseteq> cbox c d"
       by (meson B mem_box(2) subsetI)
     have "c \<bullet> i \<le> x \<bullet> i \<and> x \<bullet> i \<le> d \<bullet> i"
       if x: "norm (0 - x) < C" and i: "i \<in> Basis" for x i
         using Basis_le_norm[OF i, of x] x i by (auto simp: sum_negf c_def d_def)
       then have "ball 0 C \<subseteq> cbox c d"
         by (auto simp: mem_box dist_norm)
     with C obtain y where y: "(f has_integral y) (cbox a b)"
       using c_d has_integral_restrict_closed_subintervals_eq S by blast
     have "y = i"
     proof (rule ccontr)
       assume "y \<noteq> i"
       then have "0 < norm (y - i)"
         by auto
       from as[rule_format,OF this]
       obtain C where C: "\<And>a b. ball 0 C \<subseteq> cbox a b \<Longrightarrow> 
            \<exists>z. ((\<lambda>x. if x \<in> S then f x else 0) has_integral z) (cbox a b) \<and> norm (z-i) < norm (y-i)"
         by auto
       define c :: 'n where "c = (\<Sum>i\<in>Basis. (- max B C) *\<^sub>R i)"
       define d :: 'n where "d = (\<Sum>i\<in>Basis. max B C *\<^sub>R i)"
       have "c \<bullet> i \<le> x \<bullet> i \<and> x \<bullet> i \<le> d \<bullet> i"
         if "norm x \<le> B" and "i \<in> Basis" for x i
           using that Basis_le_norm[of i x] by (auto simp add: field_simps sum_negf c_def d_def)
         then have c_d: "cbox a b \<subseteq> cbox c d"
         by (simp add: B mem_box(2) subset_eq)
       have "c \<bullet> i \<le> x \<bullet> i \<and> x \<bullet> i \<le> d \<bullet> i" if "norm (0 - x) < C" and "i \<in> Basis" for x i
         using Basis_le_norm[of i x] that by (auto simp: sum_negf c_def d_def)
       then have "ball 0 C \<subseteq> cbox c d"
         by (auto simp: mem_box dist_norm)
       with C obtain z where z: "(f has_integral z) (cbox a b)" "norm (z-i) < norm (y-i)"
         using has_integral_restrict_closed_subintervals_eq[OF c_d] S by blast
       moreover then have "z = y" 
         by (blast intro: has_integral_unique[OF _ y])
       ultimately show False
         by auto
     qed
     then show ?l
       using y by (auto simp: S)
   qed
 qed
 
 lemma has_integral_le:
   fixes f :: "'n::euclidean_space \<Rightarrow> real"
   assumes fg: "(f has_integral i) S" "(g has_integral j) S"
     and le: "\<And>x. x \<in> S \<Longrightarrow> f x \<le> g x"
   shows "i \<le> j"
   using has_integral_component_le[OF _ fg, of 1] le  by auto
 
 lemma integral_le:
   fixes f :: "'n::euclidean_space \<Rightarrow> real"
   assumes "f integrable_on S"
     and "g integrable_on S"
     and "\<And>x. x \<in> S \<Longrightarrow> f x \<le> g x"
   shows "integral S f \<le> integral S g"
   by (rule has_integral_le[OF assms(1,2)[unfolded has_integral_integral] assms(3)])
 
 lemma has_integral_nonneg:
   fixes f :: "'n::euclidean_space \<Rightarrow> real"
   assumes "(f has_integral i) S"
     and "\<And>x. x \<in> S \<Longrightarrow> 0 \<le> f x"
   shows "0 \<le> i"
   using has_integral_component_nonneg[of 1 f i S]
   unfolding o_def
   using assms
   by auto
 
 lemma integral_nonneg:
   fixes f :: "'n::euclidean_space \<Rightarrow> real"
   assumes f: "f integrable_on S" and 0: "\<And>x. x \<in> S \<Longrightarrow> 0 \<le> f x"
   shows "0 \<le> integral S f"
   by (rule has_integral_nonneg[OF f[unfolded has_integral_integral] 0])
 
 
 text \<open>Hence a general restriction property.\<close>
 
 lemma has_integral_restrict [simp]:
   fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: banach"
   assumes "S \<subseteq> T"
   shows "((\<lambda>x. if x \<in> S then f x else 0) has_integral i) T \<longleftrightarrow> (f has_integral i) S"
 proof -
   have *: "\<And>x. (if x \<in> T then if x \<in> S then f x else 0 else 0) =  (if x\<in>S then f x else 0)"
     using assms by auto
   show ?thesis
     apply (subst(2) has_integral')
     apply (subst has_integral')
       apply (simp add: *)
     done
 qed
 
 corollary has_integral_restrict_UNIV:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   shows "((\<lambda>x. if x \<in> s then f x else 0) has_integral i) UNIV \<longleftrightarrow> (f has_integral i) s"
   by auto
 
 lemma has_integral_restrict_Int:
   fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: banach"
   shows "((\<lambda>x. if x \<in> S then f x else 0) has_integral i) T \<longleftrightarrow> (f has_integral i) (S \<inter> T)"
 proof -
   have "((\<lambda>x. if x \<in> T then if x \<in> S then f x else 0 else 0) has_integral i) UNIV =
         ((\<lambda>x. if x \<in> S \<inter> T then f x else 0) has_integral i) UNIV"
     by (rule has_integral_cong) auto
   then show ?thesis
     using has_integral_restrict_UNIV by fastforce
 qed
 
 lemma integral_restrict_Int:
   fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: banach"
   shows "integral T (\<lambda>x. if x \<in> S then f x else 0) = integral (S \<inter> T) f"
   by (metis (no_types, lifting) has_integral_cong has_integral_restrict_Int integrable_integral integral_unique not_integrable_integral)
 
 lemma integrable_restrict_Int:
   fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: banach"
   shows "(\<lambda>x. if x \<in> S then f x else 0) integrable_on T \<longleftrightarrow> f integrable_on (S \<inter> T)"
   using has_integral_restrict_Int by fastforce
 
 lemma has_integral_on_superset:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   assumes f: "(f has_integral i) S"
       and "\<And>x. x \<notin> S \<Longrightarrow> f x = 0"
       and "S \<subseteq> T"
     shows "(f has_integral i) T"
 proof -
   have "(\<lambda>x. if x \<in> S then f x else 0) = (\<lambda>x. if x \<in> T then f x else 0)"
     using assms by fastforce
   with f show ?thesis
     by (simp only: has_integral_restrict_UNIV [symmetric, of f])
 qed
 
 lemma integrable_on_superset:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   assumes "f integrable_on S"
     and "\<And>x. x \<notin> S \<Longrightarrow> f x = 0"
     and "S \<subseteq> t"
   shows "f integrable_on t"
   using assms
   unfolding integrable_on_def
   by (auto intro:has_integral_on_superset)
 
 lemma integral_restrict_UNIV:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   shows "integral UNIV (\<lambda>x. if x \<in> S then f x else 0) = integral S f"
   by (simp add: integral_restrict_Int)
 
 lemma integrable_restrict_UNIV:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   shows "(\<lambda>x. if x \<in> s then f x else 0) integrable_on UNIV \<longleftrightarrow> f integrable_on s"
   unfolding integrable_on_def
   by auto
 
 lemma has_integral_subset_component_le:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
   assumes k: "k \<in> Basis"
     and as: "S \<subseteq> T" "(f has_integral i) S" "(f has_integral j) T" "\<And>x. x\<in>T \<Longrightarrow> 0 \<le> f(x)\<bullet>k"
   shows "i\<bullet>k \<le> j\<bullet>k"
 proof -
   have "((\<lambda>x. if x \<in> S then f x else 0) has_integral i) UNIV"
         "((\<lambda>x. if x \<in> T then f x else 0) has_integral j) UNIV"
     by (simp_all add: assms)
   then show ?thesis
     apply (rule has_integral_component_le[OF k])
     using as by auto
 qed
 
 subsection\<open>Integrals on set differences\<close>
 
 lemma has_integral_setdiff:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
   assumes S: "(f has_integral i) S" and T: "(f has_integral j) T"
     and neg: "negligible (T - S)"
   shows "(f has_integral (i - j)) (S - T)"
 proof -
   show ?thesis
     unfolding has_integral_restrict_UNIV [symmetric, of f]
   proof (rule has_integral_spike [OF neg])
     have eq: "(\<lambda>x. (if x \<in> S then f x else 0) - (if x \<in> T then f x else 0)) =
             (\<lambda>x. if x \<in> T - S then - f x else if x \<in> S - T then f x else 0)"
       by (force simp add: )
     have "((\<lambda>x. if x \<in> S then f x else 0) has_integral i) UNIV"
       "((\<lambda>x. if x \<in> T then f x else 0) has_integral j) UNIV"
       using S T has_integral_restrict_UNIV by auto
     from has_integral_diff [OF this]
     show "((\<lambda>x. if x \<in> T - S then - f x else if x \<in> S - T then f x else 0)
                    has_integral i-j) UNIV"
       by (simp add: eq)
   qed force
 qed
 
 lemma integral_setdiff:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
   assumes "f integrable_on S" "f integrable_on T" "negligible(T - S)"
  shows "integral (S - T) f = integral S f - integral T f"
   by (rule integral_unique) (simp add: assms has_integral_setdiff integrable_integral)
 
 lemma integrable_setdiff:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
   assumes "(f has_integral i) S" "(f has_integral j) T" "negligible (T - S)"
   shows "f integrable_on (S - T)"
   using has_integral_setdiff [OF assms]
   by (simp add: has_integral_iff)
 
 lemma negligible_setdiff [simp]: "T \<subseteq> S \<Longrightarrow> negligible (T - S)"
   by (metis Diff_eq_empty_iff negligible_empty)
 
 lemma negligible_on_intervals: "negligible s \<longleftrightarrow> (\<forall>a b. negligible(s \<inter> cbox a b))" (is "?l \<longleftrightarrow> ?r")
 proof
   assume ?r
   show ?l
     unfolding negligible_def
   proof safe
     fix a b
     show "(indicator s has_integral 0) (cbox a b)"
       apply (rule has_integral_negligible[OF \<open>?r\<close>[rule_format,of a b]])
       unfolding indicator_def
       apply auto
       done
   qed
 qed (simp add: negligible_Int)
 
 lemma negligible_translation:
   assumes "negligible S"
     shows "negligible ((+) c ` S)"
 proof -
   have inj: "inj ((+) c)"
     by simp
   show ?thesis
   using assms
   proof (clarsimp simp: negligible_def)
     fix a b
     assume "\<forall>x y. (indicator S has_integral 0) (cbox x y)"
     then have *: "(indicator S has_integral 0) (cbox (a-c) (b-c))"
       by (meson Diff_iff assms has_integral_negligible indicator_simps(2))
     have eq: "indicator ((+) c ` S) = (\<lambda>x. indicator S (x - c))"
       by (force simp add: indicator_def)
     show "(indicator ((+) c ` S) has_integral 0) (cbox a b)"
       using has_integral_affinity [OF *, of 1 "-c"]
             cbox_translation [of "c" "-c+a" "-c+b"]
       by (simp add: eq) (simp add: ac_simps)
   qed
 qed
 
 lemma negligible_translation_rev:
   assumes "negligible ((+) c ` S)"
     shows "negligible S"
 by (metis negligible_translation [OF assms, of "-c"] translation_galois)
 
 lemma has_integral_spike_set_eq:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   assumes "negligible {x \<in> S - T. f x \<noteq> 0}" "negligible {x \<in> T - S. f x \<noteq> 0}"
   shows "(f has_integral y) S \<longleftrightarrow> (f has_integral y) T"
 proof -
   have "((\<lambda>x. if x \<in> S then f x else 0) has_integral y) UNIV =
         ((\<lambda>x. if x \<in> T then f x else 0) has_integral y) UNIV"
   proof (rule has_integral_spike_eq)
     show "negligible ({x \<in> S - T. f x \<noteq> 0} \<union> {x \<in> T - S. f x \<noteq> 0})"
       by (rule negligible_Un [OF assms])
   qed auto
   then show ?thesis
     by (simp add: has_integral_restrict_UNIV)
 qed
 
 corollary integral_spike_set:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   assumes "negligible {x \<in> S - T. f x \<noteq> 0}" "negligible {x \<in> T - S. f x \<noteq> 0}"
   shows "integral S f = integral T f"
   using has_integral_spike_set_eq [OF assms]
   by (metis eq_integralD integral_unique)
 
 lemma integrable_spike_set:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   assumes f: "f integrable_on S" and neg: "negligible {x \<in> S - T. f x \<noteq> 0}" "negligible {x \<in> T - S. f x \<noteq> 0}"
   shows "f integrable_on T"
   using has_integral_spike_set_eq [OF neg] f by blast
 
 lemma integrable_spike_set_eq:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   assumes "negligible ((S - T) \<union> (T - S))"
   shows "f integrable_on S \<longleftrightarrow> f integrable_on T"
   by (blast intro: integrable_spike_set assms negligible_subset)
 
 lemma integrable_on_insert_iff: "f integrable_on (insert x X) \<longleftrightarrow> f integrable_on X"
   for f::"_ \<Rightarrow> 'a::banach"
   by (rule integrable_spike_set_eq) (auto simp: insert_Diff_if)
 
 lemma has_integral_interior:
   fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: banach"
   shows "negligible(frontier S) \<Longrightarrow> (f has_integral y) (interior S) \<longleftrightarrow> (f has_integral y) S"
   by (rule has_integral_spike_set_eq [OF empty_imp_negligible negligible_subset])
      (use interior_subset in \<open>auto simp: frontier_def closure_def\<close>)
 
 lemma has_integral_closure:
   fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: banach"
   shows "negligible(frontier S) \<Longrightarrow> (f has_integral y) (closure S) \<longleftrightarrow> (f has_integral y) S"
   by (rule has_integral_spike_set_eq [OF negligible_subset empty_imp_negligible]) (auto simp: closure_Un_frontier )
 
 lemma has_integral_open_interval:
   fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: banach"
   shows "(f has_integral y) (box a b) \<longleftrightarrow> (f has_integral y) (cbox a b)"
   unfolding interior_cbox [symmetric]
   by (metis frontier_cbox has_integral_interior negligible_frontier_interval)
 
 lemma integrable_on_open_interval:
   fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: banach"
   shows "f integrable_on box a b \<longleftrightarrow> f integrable_on cbox a b"
   by (simp add: has_integral_open_interval integrable_on_def)
 
 lemma integral_open_interval:
   fixes f :: "'a :: euclidean_space \<Rightarrow> 'b :: banach"
   shows "integral(box a b) f = integral(cbox a b) f"
   by (metis has_integral_integrable_integral has_integral_open_interval not_integrable_integral)
 
 
 subsection \<open>More lemmas that are useful later\<close>
 
 lemma has_integral_subset_le:
   fixes f :: "'n::euclidean_space \<Rightarrow> real"
   assumes "s \<subseteq> t"
     and "(f has_integral i) s"
     and "(f has_integral j) t"
     and "\<forall>x\<in>t. 0 \<le> f x"
   shows "i \<le> j"
   using has_integral_subset_component_le[OF _ assms(1), of 1 f i j]
   using assms
   by auto
 
 lemma integral_subset_component_le:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
   assumes "k \<in> Basis"
     and "s \<subseteq> t"
     and "f integrable_on s"
     and "f integrable_on t"
     and "\<forall>x \<in> t. 0 \<le> f x \<bullet> k"
   shows "(integral s f)\<bullet>k \<le> (integral t f)\<bullet>k"
   apply (rule has_integral_subset_component_le)
   using assms
   apply auto
   done
 
 lemma integral_subset_le:
   fixes f :: "'n::euclidean_space \<Rightarrow> real"
   assumes "s \<subseteq> t"
     and "f integrable_on s"
     and "f integrable_on t"
     and "\<forall>x \<in> t. 0 \<le> f x"
   shows "integral s f \<le> integral t f"
   apply (rule has_integral_subset_le)
   using assms
   apply auto
   done
 
 lemma has_integral_alt':
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   shows "(f has_integral i) s \<longleftrightarrow> 
           (\<forall>a b. (\<lambda>x. if x \<in> s then f x else 0) integrable_on cbox a b) \<and>
           (\<forall>e>0. \<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
             norm (integral (cbox a b) (\<lambda>x. if x \<in> s then f x else 0) - i) < e)"
   (is "?l = ?r")
 proof
   assume rhs: ?r
   show ?l
   proof (subst has_integral', intro allI impI)
     fix e::real
     assume "e > 0"
     from rhs[THEN conjunct2,rule_format,OF this] 
     show "\<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
                    (\<exists>z. ((\<lambda>x. if x \<in> s then f x else 0) has_integral z)
                          (cbox a b) \<and> norm (z - i) < e)"
       apply (rule ex_forward)
       using rhs by blast
   qed
 next
   let ?\<Phi> = "\<lambda>e a b. \<exists>z. ((\<lambda>x. if x \<in> s then f x else 0) has_integral z) (cbox a b) \<and> norm (z - i) < e"
   assume ?l 
   then have lhs: "\<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow> ?\<Phi> e a b" if "e > 0" for e
     using that has_integral'[of f] by auto
   let ?f = "\<lambda>x. if x \<in> s then f x else 0"
   show ?r
   proof (intro conjI allI impI)
     fix a b :: 'n
     from lhs[OF zero_less_one]
     obtain B where "0 < B" and B: "\<And>a b. ball 0 B \<subseteq> cbox a b \<Longrightarrow> ?\<Phi> 1 a b"
       by blast
     let ?a = "\<Sum>i\<in>Basis. min (a\<bullet>i) (-B) *\<^sub>R i::'n"
     let ?b = "\<Sum>i\<in>Basis. max (b\<bullet>i) B *\<^sub>R i::'n"
     show "?f integrable_on cbox a b"
     proof (rule integrable_subinterval[of _ ?a ?b])
       have "?a \<bullet> i \<le> x \<bullet> i \<and> x \<bullet> i \<le> ?b \<bullet> i" if "norm (0 - x) < B" "i \<in> Basis" for x i
         using Basis_le_norm[of i x] that by (auto simp add:field_simps)
       then have "ball 0 B \<subseteq> cbox ?a ?b"
         by (auto simp: mem_box dist_norm)
       then show "?f integrable_on cbox ?a ?b"
         unfolding integrable_on_def using B by blast
       show "cbox a b \<subseteq> cbox ?a ?b"
         by (force simp: mem_box)
     qed
   
     fix e :: real
     assume "e > 0"
     with lhs show "\<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow>
       norm (integral (cbox a b) (\<lambda>x. if x \<in> s then f x else 0) - i) < e"
       by (metis (no_types, lifting) has_integral_integrable_integral)
   qed
 qed
 
 
 subsection \<open>Continuity of the integral (for a 1-dimensional interval)\<close>
 
 lemma integrable_alt:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   shows "f integrable_on s \<longleftrightarrow>
     (\<forall>a b. (\<lambda>x. if x \<in> s then f x else 0) integrable_on cbox a b) \<and>
     (\<forall>e>0. \<exists>B>0. \<forall>a b c d. ball 0 B \<subseteq> cbox a b \<and> ball 0 B \<subseteq> cbox c d \<longrightarrow>
     norm (integral (cbox a b) (\<lambda>x. if x \<in> s then f x else 0) -
       integral (cbox c d)  (\<lambda>x. if x \<in> s then f x else 0)) < e)"
   (is "?l = ?r")
 proof
   let ?F = "\<lambda>x. if x \<in> s then f x else 0"
   assume ?l
   then obtain y where intF: "\<And>a b. ?F integrable_on cbox a b"
           and y: "\<And>e. 0 < e \<Longrightarrow>
               \<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow> norm (integral (cbox a b) ?F - y) < e"
     unfolding integrable_on_def has_integral_alt'[of f] by auto
   show ?r
   proof (intro conjI allI impI intF)
     fix e::real
     assume "e > 0"
     then have "e/2 > 0"
       by auto
     obtain B where "0 < B" 
        and B: "\<And>a b. ball 0 B \<subseteq> cbox a b \<Longrightarrow> norm (integral (cbox a b) ?F - y) < e/2"
       using \<open>0 < e/2\<close> y by blast
     show "\<exists>B>0. \<forall>a b c d. ball 0 B \<subseteq> cbox a b \<and> ball 0 B \<subseteq> cbox c d \<longrightarrow>
                   norm (integral (cbox a b) ?F - integral (cbox c d) ?F) < e"
     proof (intro conjI exI impI allI, rule \<open>0 < B\<close>)
       fix a b c d::'n
       assume sub: "ball 0 B \<subseteq> cbox a b \<and> ball 0 B \<subseteq> cbox c d"
       show "norm (integral (cbox a b) ?F - integral (cbox c d) ?F) < e"
         using sub by (auto intro: norm_triangle_half_l dest: B)
     qed
   qed
 next
   let ?F = "\<lambda>x. if x \<in> s then f x else 0"
   assume rhs: ?r
   let ?cube = "\<lambda>n. cbox (\<Sum>i\<in>Basis. - real n *\<^sub>R i::'n) (\<Sum>i\<in>Basis. real n *\<^sub>R i)"
   have "Cauchy (\<lambda>n. integral (?cube n) ?F)"
     unfolding Cauchy_def
   proof (intro allI impI)
     fix e::real
     assume "e > 0"
     with rhs obtain B where "0 < B" 
       and B: "\<And>a b c d. ball 0 B \<subseteq> cbox a b \<and> ball 0 B \<subseteq> cbox c d 
                         \<Longrightarrow> norm (integral (cbox a b) ?F - integral (cbox c d) ?F) < e"
       by blast
     obtain N where N: "B \<le> real N"
       using real_arch_simple by blast
     have "ball 0 B \<subseteq> ?cube n" if n: "n \<ge> N" for n
     proof -
       have "sum ((*\<^sub>R) (- real n)) Basis \<bullet> i \<le> x \<bullet> i \<and>
             x \<bullet> i \<le> sum ((*\<^sub>R) (real n)) Basis \<bullet> i"
         if "norm x < B" "i \<in> Basis" for x i::'n
           using Basis_le_norm[of i x] n N that by (auto simp add: field_simps sum_negf)
       then show ?thesis
         by (auto simp: mem_box dist_norm)
     qed
     then show "\<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. dist (integral (?cube m) ?F) (integral (?cube n) ?F) < e"
       by (fastforce simp add: dist_norm intro!: B)
   qed
   then obtain i where i: "(\<lambda>n. integral (?cube n) ?F) \<longlonglongrightarrow> i"
     using convergent_eq_Cauchy by blast
   have "\<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow> norm (integral (cbox a b) ?F - i) < e"
     if "e > 0" for e
   proof -
     have *: "e/2 > 0" using that by auto
     then obtain N where N: "\<And>n. N \<le> n \<Longrightarrow> norm (i - integral (?cube n) ?F) < e/2"
       using i[THEN LIMSEQ_D, simplified norm_minus_commute] by meson
     obtain B where "0 < B" 
       and B: "\<And>a b c d. \<lbrakk>ball 0 B \<subseteq> cbox a b; ball 0 B \<subseteq> cbox c d\<rbrakk> \<Longrightarrow>
                   norm (integral (cbox a b) ?F - integral (cbox c d) ?F) < e/2"
       using rhs * by meson
     let ?B = "max (real N) B"
     show ?thesis
     proof (intro exI conjI allI impI)
       show "0 < ?B"
         using \<open>B > 0\<close> by auto
       fix a b :: 'n
       assume "ball 0 ?B \<subseteq> cbox a b"
       moreover obtain n where n: "max (real N) B \<le> real n"
         using real_arch_simple by blast
       moreover have "ball 0 B \<subseteq> ?cube n"
       proof 
         fix x :: 'n
         assume x: "x \<in> ball 0 B"
         have "\<lbrakk>norm (0 - x) < B; i \<in> Basis\<rbrakk>
               \<Longrightarrow> sum ((*\<^sub>R) (-n)) Basis \<bullet> i\<le> x \<bullet> i \<and> x \<bullet> i \<le> sum ((*\<^sub>R) n) Basis \<bullet> i" for i
           using Basis_le_norm[of i x] n by (auto simp add: field_simps sum_negf)
         then show "x \<in> ?cube n"
           using x by (auto simp: mem_box dist_norm)
       qed 
       ultimately show "norm (integral (cbox a b) ?F - i) < e"
         using norm_triangle_half_l [OF B N] by force
     qed
   qed
   then show ?l unfolding integrable_on_def has_integral_alt'[of f]
     using rhs by blast
 qed
 
 lemma integrable_altD:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   assumes "f integrable_on s"
   shows "\<And>a b. (\<lambda>x. if x \<in> s then f x else 0) integrable_on cbox a b"
     and "\<And>e. e > 0 \<Longrightarrow> \<exists>B>0. \<forall>a b c d. ball 0 B \<subseteq> cbox a b \<and> ball 0 B \<subseteq> cbox c d \<longrightarrow>
       norm (integral (cbox a b) (\<lambda>x. if x \<in> s then f x else 0) - integral (cbox c d)  (\<lambda>x. if x \<in> s then f x else 0)) < e"
   using assms[unfolded integrable_alt[of f]] by auto
 
 lemma integrable_alt_subset:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::banach"
   shows
      "f integrable_on S \<longleftrightarrow>
       (\<forall>a b. (\<lambda>x. if x \<in> S then f x else 0) integrable_on cbox a b) \<and>
       (\<forall>e>0. \<exists>B>0. \<forall>a b c d.
                       ball 0 B \<subseteq> cbox a b \<and> cbox a b \<subseteq> cbox c d
                       \<longrightarrow> norm(integral (cbox a b) (\<lambda>x. if x \<in> S then f x else 0) -
                                integral (cbox c d) (\<lambda>x. if x \<in> S then f x else 0)) < e)"
       (is "_ = ?rhs")
 proof -
   let ?g = "\<lambda>x. if x \<in> S then f x else 0"
   have "f integrable_on S \<longleftrightarrow>
         (\<forall>a b. ?g integrable_on cbox a b) \<and>
         (\<forall>e>0. \<exists>B>0. \<forall>a b c d. ball 0 B \<subseteq> cbox a b \<and> ball 0 B \<subseteq> cbox c d \<longrightarrow>
            norm (integral (cbox a b) ?g - integral (cbox c d)  ?g) < e)"
     by (rule integrable_alt)
   also have "\<dots> = ?rhs"
   proof -
     { fix e :: "real"
       assume e: "\<And>e. e>0 \<Longrightarrow> \<exists>B>0. \<forall>a b c d. ball 0 B \<subseteq> cbox a b \<and> cbox a b \<subseteq> cbox c d \<longrightarrow>
                                    norm (integral (cbox a b) ?g - integral (cbox c d) ?g) < e"
         and "e > 0"
       obtain B where "B > 0"
         and B: "\<And>a b c d. \<lbrakk>ball 0 B \<subseteq> cbox a b; cbox a b \<subseteq> cbox c d\<rbrakk> \<Longrightarrow>
                            norm (integral (cbox a b) ?g - integral (cbox c d) ?g) < e/2"
         using \<open>e > 0\<close> e [of "e/2"] by force
       have "\<exists>B>0. \<forall>a b c d.
                ball 0 B \<subseteq> cbox a b \<and> ball 0 B \<subseteq> cbox c d \<longrightarrow>
                norm (integral (cbox a b) ?g - integral (cbox c d) ?g) < e"
       proof (intro exI allI conjI impI)
         fix a b c d :: "'a"
         let ?\<alpha> = "\<Sum>i\<in>Basis. max (a \<bullet> i) (c \<bullet> i) *\<^sub>R i"
         let ?\<beta> = "\<Sum>i\<in>Basis. min (b \<bullet> i) (d \<bullet> i) *\<^sub>R i"
         show "norm (integral (cbox a b) ?g - integral (cbox c d) ?g) < e"
           if ball: "ball 0 B \<subseteq> cbox a b \<and> ball 0 B \<subseteq> cbox c d"
         proof -
           have B': "norm (integral (cbox a b \<inter> cbox c d) ?g - integral (cbox x y) ?g) < e/2"
             if "cbox a b \<inter> cbox c d \<subseteq> cbox x y" for x y
             using B [of ?\<alpha> ?\<beta> x y] ball that by (simp add: Int_interval [symmetric])
           show ?thesis
             using B' [of a b] B' [of c d] norm_triangle_half_r by blast
         qed
       qed (use \<open>B > 0\<close> in auto)}
     then show ?thesis
       by force
   qed
   finally show ?thesis .
 qed
 
 lemma integrable_on_subcbox:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   assumes intf: "f integrable_on S"
     and sub: "cbox a b \<subseteq> S"
   shows "f integrable_on cbox a b"
 proof -
   have "(\<lambda>x. if x \<in> S then f x else 0) integrable_on cbox a b"
     by (simp add: intf integrable_altD(1))
 then show ?thesis
   by (metis (mono_tags) sub integrable_restrict_Int le_inf_iff order_refl subset_antisym)
 qed
 
 
 subsection \<open>A straddling criterion for integrability\<close>
 
 lemma integrable_straddle_interval:
   fixes f :: "'n::euclidean_space \<Rightarrow> real"
   assumes "\<And>e. e>0 \<Longrightarrow> \<exists>g h i j. (g has_integral i) (cbox a b) \<and> (h has_integral j) (cbox a b) \<and>
                             \<bar>i - j\<bar> < e \<and> (\<forall>x\<in>cbox a b. (g x) \<le> f x \<and> f x \<le> h x)"
   shows "f integrable_on cbox a b"
 proof -
   have "\<exists>d. gauge d \<and>
             (\<forall>p1 p2. p1 tagged_division_of cbox a b \<and> d fine p1 \<and>
                      p2 tagged_division_of cbox a b \<and> d fine p2 \<longrightarrow>
                      \<bar>(\<Sum>(x,K)\<in>p1. content K *\<^sub>R f x) - (\<Sum>(x,K)\<in>p2. content K *\<^sub>R f x)\<bar> < e)"
     if "e > 0" for e
   proof -
     have e: "e/3 > 0"
       using that by auto
     then obtain g h i j where ij: "\<bar>i - j\<bar> < e/3"
             and "(g has_integral i) (cbox a b)"
             and "(h has_integral j) (cbox a b)"
             and fgh: "\<And>x. x \<in> cbox a b \<Longrightarrow> g x \<le> f x \<and> f x \<le> h x"
       using assms real_norm_def by metis
     then obtain d1 d2 where "gauge d1" "gauge d2"
             and d1: "\<And>p. \<lbrakk>p tagged_division_of cbox a b; d1 fine p\<rbrakk> \<Longrightarrow>
                           \<bar>(\<Sum>(x,K)\<in>p. content K *\<^sub>R g x) - i\<bar> < e/3"
             and d2: "\<And>p. \<lbrakk>p tagged_division_of cbox a b; d2 fine p\<rbrakk> \<Longrightarrow>
                           \<bar>(\<Sum>(x,K) \<in> p. content K *\<^sub>R h x) - j\<bar> < e/3"
       by (metis e has_integral real_norm_def)
     have "\<bar>(\<Sum>(x,K) \<in> p1. content K *\<^sub>R f x) - (\<Sum>(x,K) \<in> p2. content K *\<^sub>R f x)\<bar> < e"
       if p1: "p1 tagged_division_of cbox a b" and 11: "d1 fine p1" and 21: "d2 fine p1"
        and p2: "p2 tagged_division_of cbox a b" and 12: "d1 fine p2" and 22: "d2 fine p2" for p1 p2
     proof -
       have *: "\<And>g1 g2 h1 h2 f1 f2.
                   \<lbrakk>\<bar>g2 - i\<bar> < e/3; \<bar>g1 - i\<bar> < e/3; \<bar>h2 - j\<bar> < e/3; \<bar>h1 - j\<bar> < e/3;
                    g1 - h2 \<le> f1 - f2; f1 - f2 \<le> h1 - g2\<rbrakk>
                   \<Longrightarrow> \<bar>f1 - f2\<bar> < e"
         using \<open>e > 0\<close> ij by arith
       have 0: "(\<Sum>(x, k)\<in>p1. content k *\<^sub>R f x) - (\<Sum>(x, k)\<in>p1. content k *\<^sub>R g x) \<ge> 0"
               "0 \<le> (\<Sum>(x, k)\<in>p2. content k *\<^sub>R h x) - (\<Sum>(x, k)\<in>p2. content k *\<^sub>R f x)"
               "(\<Sum>(x, k)\<in>p2. content k *\<^sub>R f x) - (\<Sum>(x, k)\<in>p2. content k *\<^sub>R g x) \<ge> 0"
               "0 \<le> (\<Sum>(x, k)\<in>p1. content k *\<^sub>R h x) - (\<Sum>(x, k)\<in>p1. content k *\<^sub>R f x)"
         unfolding sum_subtractf[symmetric]
            apply (auto intro!: sum_nonneg)
            apply (meson fgh measure_nonneg mult_left_mono tag_in_interval that sum_nonneg)+
         done
       show ?thesis
       proof (rule *)
         show "\<bar>(\<Sum>(x,K) \<in> p2. content K *\<^sub>R g x) - i\<bar> < e/3"
           by (rule d1[OF p2 12])
         show "\<bar>(\<Sum>(x,K) \<in> p1. content K *\<^sub>R g x) - i\<bar> < e/3"
           by (rule d1[OF p1 11])
         show "\<bar>(\<Sum>(x,K) \<in> p2. content K *\<^sub>R h x) - j\<bar> < e/3"
           by (rule d2[OF p2 22])
         show "\<bar>(\<Sum>(x,K) \<in> p1. content K *\<^sub>R h x) - j\<bar> < e/3"
           by (rule d2[OF p1 21])
       qed (use 0 in auto)
     qed
     then show ?thesis
       by (rule_tac x="\<lambda>x. d1 x \<inter> d2 x" in exI)
         (auto simp: fine_Int intro: \<open>gauge d1\<close> \<open>gauge d2\<close> d1 d2)
   qed
   then show ?thesis
     by (simp add: integrable_Cauchy)
 qed
 
 lemma integrable_straddle:
   fixes f :: "'n::euclidean_space \<Rightarrow> real"
   assumes "\<And>e. e>0 \<Longrightarrow> \<exists>g h i j. (g has_integral i) s \<and> (h has_integral j) s \<and>
                      \<bar>i - j\<bar> < e \<and> (\<forall>x\<in>s. g x \<le> f x \<and> f x \<le> h x)"
   shows "f integrable_on s"
 proof -
   let ?fs = "(\<lambda>x. if x \<in> s then f x else 0)"
   have "?fs integrable_on cbox a b" for a b
   proof (rule integrable_straddle_interval)
     fix e::real
     assume "e > 0"
     then have *: "e/4 > 0"
       by auto
     with assms obtain g h i j where g: "(g has_integral i) s" and h: "(h has_integral j) s"
                  and ij: "\<bar>i - j\<bar> < e/4"
                  and fgh: "\<And>x. x \<in> s \<Longrightarrow> g x \<le> f x \<and> f x \<le> h x"
       by metis
     let ?gs = "(\<lambda>x. if x \<in> s then g x else 0)"
     let ?hs = "(\<lambda>x. if x \<in> s then h x else 0)"
     obtain Bg where Bg: "\<And>a b. ball 0 Bg \<subseteq> cbox a b \<Longrightarrow> \<bar>integral (cbox a b) ?gs - i\<bar> < e/4"
               and int_g: "\<And>a b. ?gs integrable_on cbox a b"
       using g * unfolding has_integral_alt' real_norm_def by meson
     obtain Bh where
           Bh: "\<And>a b. ball 0 Bh \<subseteq> cbox a b \<Longrightarrow> \<bar>integral (cbox a b) ?hs - j\<bar> < e/4"
          and int_h: "\<And>a b. ?hs integrable_on cbox a b"
       using h * unfolding has_integral_alt' real_norm_def by meson
     define c where "c = (\<Sum>i\<in>Basis. min (a\<bullet>i) (- (max Bg Bh)) *\<^sub>R i)"
     define d where "d = (\<Sum>i\<in>Basis. max (b\<bullet>i) (max Bg Bh) *\<^sub>R i)"
     have "\<lbrakk>norm (0 - x) < Bg; i \<in> Basis\<rbrakk> \<Longrightarrow> c \<bullet> i \<le> x \<bullet> i \<and> x \<bullet> i \<le> d \<bullet> i" for x i
       using Basis_le_norm[of i x] unfolding c_def d_def by auto
     then have ballBg: "ball 0 Bg \<subseteq> cbox c d"
       by (auto simp: mem_box dist_norm)
     have "\<lbrakk>norm (0 - x) < Bh; i \<in> Basis\<rbrakk> \<Longrightarrow> c \<bullet> i \<le> x \<bullet> i \<and> x \<bullet> i \<le> d \<bullet> i" for x i
       using Basis_le_norm[of i x] unfolding c_def d_def by auto
     then have ballBh: "ball 0 Bh \<subseteq> cbox c d"
       by (auto simp: mem_box dist_norm)
     have ab_cd: "cbox a b \<subseteq> cbox c d"
       by (auto simp: c_def d_def subset_box_imp)
     have **: "\<And>ch cg ag ah::real. \<lbrakk>\<bar>ah - ag\<bar> \<le> \<bar>ch - cg\<bar>; \<bar>cg - i\<bar> < e/4; \<bar>ch - j\<bar> < e/4\<rbrakk>
        \<Longrightarrow> \<bar>ag - ah\<bar> < e"
       using ij by arith
     show "\<exists>g h i j. (g has_integral i) (cbox a b) \<and> (h has_integral j) (cbox a b) \<and> \<bar>i - j\<bar> < e \<and>
           (\<forall>x\<in>cbox a b. g x \<le> (if x \<in> s then f x else 0) \<and>
                         (if x \<in> s then f x else 0) \<le> h x)"
     proof (intro exI ballI conjI)
       have eq: "\<And>x f g. (if x \<in> s then f x else 0) - (if x \<in> s then g x else 0) =
                        (if x \<in> s then f x - g x else (0::real))"
         by auto
       have int_hg: "(\<lambda>x. if x \<in> s then h x - g x else 0) integrable_on cbox a b"
                    "(\<lambda>x. if x \<in> s then h x - g x else 0) integrable_on cbox c d"
         by (metis (no_types) integrable_diff g h has_integral_integrable integrable_altD(1))+
       show "(?gs has_integral integral (cbox a b) ?gs) (cbox a b)"
            "(?hs has_integral integral (cbox a b) ?hs) (cbox a b)"
         by (intro integrable_integral int_g int_h)+
       then have "integral (cbox a b) ?gs \<le> integral (cbox a b) ?hs"
         apply (rule has_integral_le)
         using fgh by force
       then have "0 \<le> integral (cbox a b) ?hs - integral (cbox a b) ?gs"
         by simp
       then have "\<bar>integral (cbox a b) ?hs - integral (cbox a b) ?gs\<bar>
               \<le> \<bar>integral (cbox c d) ?hs - integral (cbox c d) ?gs\<bar>"
         apply (simp add: integral_diff [symmetric] int_g int_h)
         apply (subst abs_of_nonneg[OF integral_nonneg[OF integrable_diff, OF int_h int_g]])
         using fgh apply (force simp: eq intro!: integral_subset_le [OF ab_cd int_hg])+
         done
       then show "\<bar>integral (cbox a b) ?gs - integral (cbox a b) ?hs\<bar> < e"
         apply (rule **)
          apply (rule Bg ballBg Bh ballBh)+
         done
       show "\<And>x. x \<in> cbox a b \<Longrightarrow> ?gs x \<le> ?fs x" "\<And>x. x \<in> cbox a b \<Longrightarrow> ?fs x \<le> ?hs x"
         using fgh by auto
     qed
   qed
   then have int_f: "?fs integrable_on cbox a b" for a b
     by simp
   have "\<exists>B>0. \<forall>a b c d.
                   ball 0 B \<subseteq> cbox a b \<and> ball 0 B \<subseteq> cbox c d \<longrightarrow>
                   abs (integral (cbox a b) ?fs - integral (cbox c d) ?fs) < e"
       if "0 < e" for e
   proof -
     have *: "e/3 > 0"
       using that by auto
     with assms obtain g h i j where g: "(g has_integral i) s" and h: "(h has_integral j) s"
                  and ij: "\<bar>i - j\<bar> < e/3"
                  and fgh: "\<And>x. x \<in> s \<Longrightarrow> g x \<le> f x \<and> f x \<le> h x"
       by metis
     let ?gs = "(\<lambda>x. if x \<in> s then g x else 0)"
     let ?hs = "(\<lambda>x. if x \<in> s then h x else 0)"
     obtain Bg where "Bg > 0"
               and Bg: "\<And>a b. ball 0 Bg \<subseteq> cbox a b \<Longrightarrow> \<bar>integral (cbox a b) ?gs - i\<bar> < e/3"
               and int_g: "\<And>a b. ?gs integrable_on cbox a b"
       using g * unfolding has_integral_alt' real_norm_def by meson
     obtain Bh where "Bh > 0"
               and Bh: "\<And>a b. ball 0 Bh \<subseteq> cbox a b \<Longrightarrow> \<bar>integral (cbox a b) ?hs - j\<bar> < e/3"
               and int_h: "\<And>a b. ?hs integrable_on cbox a b"
       using h * unfolding has_integral_alt' real_norm_def by meson
     { fix a b c d :: 'n
       assume as: "ball 0 (max Bg Bh) \<subseteq> cbox a b" "ball 0 (max Bg Bh) \<subseteq> cbox c d"
       have **: "ball 0 Bg \<subseteq> ball (0::'n) (max Bg Bh)" "ball 0 Bh \<subseteq> ball (0::'n) (max Bg Bh)"
         by auto
       have *: "\<And>ga gc ha hc fa fc. \<lbrakk>\<bar>ga - i\<bar> < e/3; \<bar>gc - i\<bar> < e/3; \<bar>ha - j\<bar> < e/3;
                      \<bar>hc - j\<bar> < e/3; ga \<le> fa; fa \<le> ha; gc \<le> fc; fc \<le> hc\<rbrakk> \<Longrightarrow>
         \<bar>fa - fc\<bar> < e"
         using ij by arith
       have "abs (integral (cbox a b) (\<lambda>x. if x \<in> s then f x else 0) - integral (cbox c d)
         (\<lambda>x. if x \<in> s then f x else 0)) < e"
       proof (rule *)
         show "\<bar>integral (cbox a b) ?gs - i\<bar> < e/3"
           using "**" Bg as by blast
         show "\<bar>integral (cbox c d) ?gs - i\<bar> < e/3"
           using "**" Bg as by blast
         show "\<bar>integral (cbox a b) ?hs - j\<bar> < e/3"
           using "**" Bh as by blast
         show "\<bar>integral (cbox c d) ?hs - j\<bar> < e/3"
           using "**" Bh as by blast
       qed (use int_f int_g int_h fgh in \<open>simp_all add: integral_le\<close>)
     }
     then show ?thesis
       apply (rule_tac x="max Bg Bh" in exI)
         using \<open>Bg > 0\<close> by auto
   qed
   then show ?thesis
     unfolding integrable_alt[of f] real_norm_def by (blast intro: int_f)
 qed
 
 
 subsection \<open>Adding integrals over several sets\<close>
 
 lemma has_integral_Un:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   assumes f: "(f has_integral i) S" "(f has_integral j) T"
     and neg: "negligible (S \<inter> T)"
   shows "(f has_integral (i + j)) (S \<union> T)"
   unfolding has_integral_restrict_UNIV[symmetric, of f]
 proof (rule has_integral_spike[OF neg])
   let ?f = "\<lambda>x. (if x \<in> S then f x else 0) + (if x \<in> T then f x else 0)"
   show "(?f has_integral i + j) UNIV"
     by (simp add: f has_integral_add)
 qed auto
 
 lemma integral_Un [simp]:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   assumes "f integrable_on S" "f integrable_on T" "negligible (S \<inter> T)"
   shows "integral (S \<union> T) f = integral S f + integral T f"
   by (simp add: has_integral_Un assms integrable_integral integral_unique)
 
 lemma integrable_Un:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b :: banach"
   assumes "negligible (A \<inter> B)" "f integrable_on A" "f integrable_on B"
   shows   "f integrable_on (A \<union> B)"
 proof -
   from assms obtain y z where "(f has_integral y) A" "(f has_integral z) B"
      by (auto simp: integrable_on_def)
   from has_integral_Un[OF this assms(1)] show ?thesis by (auto simp: integrable_on_def)
 qed
 
 lemma integrable_Un':
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b :: banach"
   assumes "f integrable_on A" "f integrable_on B" "negligible (A \<inter> B)" "C = A \<union> B"
   shows   "f integrable_on C"
   using integrable_Un[of A B f] assms by simp
 
 lemma has_integral_Union:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   assumes \<T>: "finite \<T>"
     and int: "\<And>S. S \<in> \<T> \<Longrightarrow> (f has_integral (i S)) S"
     and neg: "pairwise (\<lambda>S S'. negligible (S \<inter> S')) \<T>"
   shows "(f has_integral (sum i \<T>)) (\<Union>\<T>)"
 proof -
   let ?\<U> = "((\<lambda>(a,b). a \<inter> b) ` {(a,b). a \<in> \<T> \<and> b \<in> {y. y \<in> \<T> \<and> a \<noteq> y}})"
   have "((\<lambda>x. if x \<in> \<Union>\<T> then f x else 0) has_integral sum i \<T>) UNIV"
   proof (rule has_integral_spike)
     show "negligible (\<Union>?\<U>)"
     proof (rule negligible_Union)
       have "finite (\<T> \<times> \<T>)"
         by (simp add: \<T>)
       moreover have "{(a, b). a \<in> \<T> \<and> b \<in> {y \<in> \<T>. a \<noteq> y}} \<subseteq> \<T> \<times> \<T>"
         by auto
       ultimately show "finite ?\<U>"
         by (blast intro: finite_subset[of _ "\<T> \<times> \<T>"])
       show "\<And>t. t \<in> ?\<U> \<Longrightarrow> negligible t"
         using neg unfolding pairwise_def by auto
     qed
   next
     show "(if x \<in> \<Union>\<T> then f x else 0) = (\<Sum>A\<in>\<T>. if x \<in> A then f x else 0)"
       if "x \<in> UNIV - (\<Union>?\<U>)" for x
     proof clarsimp
       fix S assume "S \<in> \<T>" "x \<in> S"
       moreover then have "\<forall>b\<in>\<T>. x \<in> b \<longleftrightarrow> b = S"
         using that by blast
       ultimately show "f x = (\<Sum>A\<in>\<T>. if x \<in> A then f x else 0)"
         by (simp add: sum.delta[OF \<T>])
     qed
   next
     show "((\<lambda>x. \<Sum>A\<in>\<T>. if x \<in> A then f x else 0) has_integral (\<Sum>A\<in>\<T>. i A)) UNIV"
       apply (rule has_integral_sum [OF \<T>])
       using int by (simp add: has_integral_restrict_UNIV)
   qed
   then show ?thesis
     using has_integral_restrict_UNIV by blast
 qed
 
 
 text \<open>In particular adding integrals over a division, maybe not of an interval.\<close>
 
 lemma has_integral_combine_division:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   assumes "\<D> division_of S"
     and "\<And>k. k \<in> \<D> \<Longrightarrow> (f has_integral (i k)) k"
   shows "(f has_integral (sum i \<D>)) S"
 proof -
   note \<D> = division_ofD[OF assms(1)]
   have neg: "negligible (S \<inter> s')" if "S \<in> \<D>" "s' \<in> \<D>" "S \<noteq> s'" for S s'
   proof -
     obtain a c b \<D> where obt: "S = cbox a b" "s' = cbox c \<D>"
       by (meson \<open>S \<in> \<D>\<close> \<open>s' \<in> \<D>\<close> \<D>(4))
     from \<D>(5)[OF that] show ?thesis
       unfolding obt interior_cbox
       by (metis (no_types, lifting) Diff_empty Int_interval box_Int_box negligible_frontier_interval)
   qed
   show ?thesis
     unfolding \<D>(6)[symmetric]
     by (auto intro: \<D> neg assms has_integral_Union pairwiseI)
 qed
 
 lemma integral_combine_division_bottomup:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   assumes "\<D> division_of S" "\<And>k. k \<in> \<D> \<Longrightarrow> f integrable_on k"
   shows "integral S f = sum (\<lambda>i. integral i f) \<D>"
   apply (rule integral_unique)
   by (meson assms has_integral_combine_division has_integral_integrable_integral)
 
 lemma has_integral_combine_division_topdown:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   assumes f: "f integrable_on S"
     and \<D>: "\<D> division_of K"
     and "K \<subseteq> S"
   shows "(f has_integral (sum (\<lambda>i. integral i f) \<D>)) K"
 proof -
   have "f integrable_on L" if "L \<in> \<D>" for L
   proof -
     have "L \<subseteq> S"
       using \<open>K \<subseteq> S\<close> \<D> that by blast
     then show "f integrable_on L"
       using that by (metis (no_types) f \<D> division_ofD(4) integrable_on_subcbox)
   qed
   then show ?thesis
     by (meson \<D> has_integral_combine_division has_integral_integrable_integral)
 qed
 
 lemma integral_combine_division_topdown:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   assumes "f integrable_on S"
     and "\<D> division_of S"
   shows "integral S f = sum (\<lambda>i. integral i f) \<D>"
   apply (rule integral_unique)
   apply (rule has_integral_combine_division_topdown)
   using assms
   apply auto
   done
 
 lemma integrable_combine_division:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   assumes \<D>: "\<D> division_of S"
     and f: "\<And>i. i \<in> \<D> \<Longrightarrow> f integrable_on i"
   shows "f integrable_on S"
   using f unfolding integrable_on_def by (metis has_integral_combine_division[OF \<D>])
 
 lemma integrable_on_subdivision:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   assumes \<D>: "\<D> division_of i"
     and f: "f integrable_on S"
     and "i \<subseteq> S"
   shows "f integrable_on i"
 proof -
   have "f integrable_on i" if "i \<in> \<D>" for i
 proof -
   have "i \<subseteq> S"
     using assms that by auto
   then show "f integrable_on i"
     using that by (metis (no_types) \<D> f division_ofD(4) integrable_on_subcbox)
 qed
   then show ?thesis
     using \<D> integrable_combine_division by blast
 qed
 
 
 subsection \<open>Also tagged divisions\<close>
 
 lemma has_integral_combine_tagged_division:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   assumes "p tagged_division_of S"
     and "\<forall>(x,k) \<in> p. (f has_integral (i k)) k"
   shows "(f has_integral (\<Sum>(x,k)\<in>p. i k)) S"
 proof -
   have *: "(f has_integral (\<Sum>k\<in>snd`p. integral k f)) S"
     using assms(2)
     apply (intro has_integral_combine_division)
     apply (auto simp: has_integral_integral[symmetric] intro: division_of_tagged_division[OF assms(1)])
     apply auto
     done
   also have "(\<Sum>k\<in>snd`p. integral k f) = (\<Sum>(x, k)\<in>p. integral k f)"
     by (intro sum.over_tagged_division_lemma[OF assms(1), symmetric] integral_null)
        (simp add: content_eq_0_interior)
   finally show ?thesis
     using assms by (auto simp add: has_integral_iff intro!: sum.cong)
 qed
 
 lemma integral_combine_tagged_division_bottomup:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   assumes "p tagged_division_of (cbox a b)"
     and "\<forall>(x,k)\<in>p. f integrable_on k"
   shows "integral (cbox a b) f = sum (\<lambda>(x,k). integral k f) p"
   apply (rule integral_unique)
   apply (rule has_integral_combine_tagged_division[OF assms(1)])
   using assms(2)
   apply auto
   done
 
 lemma has_integral_combine_tagged_division_topdown:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   assumes f: "f integrable_on cbox a b"
     and p: "p tagged_division_of (cbox a b)"
   shows "(f has_integral (sum (\<lambda>(x,K). integral K f) p)) (cbox a b)"
 proof -
   have "(f has_integral integral K f) K" if "(x,K) \<in> p" for x K
     by (metis assms integrable_integral integrable_on_subcbox tagged_division_ofD(3,4) that)
   then show ?thesis
     by (metis assms case_prodI2 has_integral_integrable_integral integral_combine_tagged_division_bottomup)
 qed
 
 lemma integral_combine_tagged_division_topdown:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   assumes "f integrable_on cbox a b"
     and "p tagged_division_of (cbox a b)"
   shows "integral (cbox a b) f = sum (\<lambda>(x,k). integral k f) p"
   apply (rule integral_unique [OF has_integral_combine_tagged_division_topdown])
   using assms apply auto
   done
 
 
 subsection \<open>Henstock's lemma\<close>
 
 lemma Henstock_lemma_part1:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   assumes intf: "f integrable_on cbox a b"
     and "e > 0"
     and "gauge d"
     and less_e: "\<And>p. \<lbrakk>p tagged_division_of (cbox a b); d fine p\<rbrakk> \<Longrightarrow>
                      norm (sum (\<lambda>(x,K). content K *\<^sub>R f x) p - integral(cbox a b) f) < e"
     and p: "p tagged_partial_division_of (cbox a b)" "d fine p"
   shows "norm (sum (\<lambda>(x,K). content K *\<^sub>R f x - integral K f) p) \<le> e" (is "?lhs \<le> e")
 proof (rule field_le_epsilon)
   fix k :: real
   assume "k > 0"
   let ?SUM = "\<lambda>p. (\<Sum>(x,K) \<in> p. content K *\<^sub>R f x)"
   note p' = tagged_partial_division_ofD[OF p(1)]
   have "\<Union>(snd ` p) \<subseteq> cbox a b"
     using p'(3) by fastforce
   then obtain q where q: "snd ` p \<subseteq> q" and qdiv: "q division_of cbox a b"
     by (meson p(1) partial_division_extend_interval partial_division_of_tagged_division)
   note q' = division_ofD[OF qdiv]
   define r where "r = q - snd ` p"
   have "snd ` p \<inter> r = {}"
     unfolding r_def by auto
   have "finite r"
     using q' unfolding r_def by auto
   have "\<exists>p. p tagged_division_of i \<and> d fine p \<and>
         norm (?SUM p - integral i f) < k / (real (card r) + 1)"
     if "i\<in>r" for i
   proof -
     have gt0: "k / (real (card r) + 1) > 0" using \<open>k > 0\<close> by simp
     have i: "i \<in> q"
       using that unfolding r_def by auto
     then obtain u v where uv: "i = cbox u v"
       using q'(4) by blast
     then have "cbox u v \<subseteq> cbox a b"
       using i q'(2) by auto  
     then have "f integrable_on cbox u v"
       by (rule integrable_subinterval[OF intf])
     with integrable_integral[OF this, unfolded has_integral[of f]]
     obtain dd where "gauge dd" and dd:
       "\<And>\<D>. \<lbrakk>\<D> tagged_division_of cbox u v; dd fine \<D>\<rbrakk> \<Longrightarrow>
     norm (?SUM \<D> - integral (cbox u v) f) < k / (real (card r) + 1)"
       using gt0 by auto
     with gauge_Int[OF \<open>gauge d\<close> \<open>gauge dd\<close>]
     obtain qq where qq: "qq tagged_division_of cbox u v" "(\<lambda>x. d x \<inter> dd x) fine qq"
       using fine_division_exists by blast
     with dd[of qq]  show ?thesis
       by (auto simp: fine_Int uv)
   qed
   then obtain qq where qq: "\<And>i. i \<in> r \<Longrightarrow> qq i tagged_division_of i \<and>
       d fine qq i \<and> norm (?SUM (qq i) - integral i f) < k / (real (card r) + 1)"
     by metis
 
   let ?p = "p \<union> \<Union>(qq ` r)"
   have "norm (?SUM ?p - integral (cbox a b) f) < e"
   proof (rule less_e)
     show "d fine ?p"
       by (metis (mono_tags, hide_lams) qq fine_Un fine_Union imageE p(2))
     note ptag = tagged_partial_division_of_Union_self[OF p(1)]
     have "p \<union> \<Union>(qq ` r) tagged_division_of \<Union>(snd ` p) \<union> \<Union>r"
     proof (rule tagged_division_Un[OF ptag tagged_division_Union [OF \<open>finite r\<close>]])
       show "\<And>i. i \<in> r \<Longrightarrow> qq i tagged_division_of i"
         using qq by auto
       show "\<And>i1 i2. \<lbrakk>i1 \<in> r; i2 \<in> r; i1 \<noteq> i2\<rbrakk> \<Longrightarrow> interior i1 \<inter> interior i2 = {}"
         by (simp add: q'(5) r_def)
       show "interior (\<Union>(snd ` p)) \<inter> interior (\<Union>r) = {}"
       proof (rule Int_interior_Union_intervals [OF \<open>finite r\<close>])
         show "open (interior (\<Union>(snd ` p)))"
           by blast
         show "\<And>T. T \<in> r \<Longrightarrow> \<exists>a b. T = cbox a b"
           by (simp add: q'(4) r_def)
         have "finite (snd ` p)"
           by (simp add: p'(1))
         then show "\<And>T. T \<in> r \<Longrightarrow> interior (\<Union>(snd ` p)) \<inter> interior T = {}"
           apply (subst Int_commute)
           apply (rule Int_interior_Union_intervals)
           using r_def q'(5) q(1) apply auto
           by (simp add: p'(4))
       qed
     qed
     moreover have "\<Union>(snd ` p) \<union> \<Union>r = cbox a b" and "{qq i |i. i \<in> r} = qq ` r"
       using qdiv q unfolding Union_Un_distrib[symmetric] r_def by auto
     ultimately show "?p tagged_division_of (cbox a b)"
       by fastforce
   qed
   then have "norm (?SUM p + (?SUM (\<Union>(qq ` r))) - integral (cbox a b) f) < e"
   proof (subst sum.union_inter_neutral[symmetric, OF \<open>finite p\<close>], safe)
     show "content L *\<^sub>R f x = 0" if "(x, L) \<in> p" "(x, L) \<in> qq K" "K \<in> r" for x K L 
     proof -
       obtain u v where uv: "L = cbox u v"
         using \<open>(x,L) \<in> p\<close> p'(4) by blast
       have "L \<subseteq> K"
         using  qq[OF that(3)] tagged_division_ofD(3) \<open>(x,L) \<in> qq K\<close> by metis
       have "L \<in> snd ` p" 
         using \<open>(x,L) \<in> p\<close> image_iff by fastforce 
       then have "L \<in> q" "K \<in> q" "L \<noteq> K"
         using that(1,3) q(1) unfolding r_def by auto
       with q'(5) have "interior L = {}"
         using interior_mono[OF \<open>L \<subseteq> K\<close>] by blast
       then show "content L *\<^sub>R f x = 0"
         unfolding uv content_eq_0_interior[symmetric] by auto
     qed
     show "finite (\<Union>(qq ` r))"
       by (meson finite_UN qq \<open>finite r\<close> tagged_division_of_finite)
   qed
   moreover have "content M *\<^sub>R f x = 0" 
       if x: "(x,M) \<in> qq K" "(x,M) \<in> qq L" and KL: "qq K \<noteq> qq L" and r: "K \<in> r" "L \<in> r"
     for x M K L
   proof -
     note kl = tagged_division_ofD(3,4)[OF qq[THEN conjunct1]]
     obtain u v where uv: "M = cbox u v"
       using \<open>(x, M) \<in> qq L\<close> \<open>L \<in> r\<close> kl(2) by blast
     have empty: "interior (K \<inter> L) = {}"
       by (metis DiffD1 interior_Int q'(5) r_def KL r)
     have "interior M = {}"
       by (metis (no_types, lifting) Int_assoc empty inf.absorb_iff2 interior_Int kl(1) subset_empty x r)
     then show "content M *\<^sub>R f x = 0"
       unfolding uv content_eq_0_interior[symmetric]
       by auto
   qed 
   ultimately have "norm (?SUM p + sum ?SUM (qq ` r) - integral (cbox a b) f) < e"
     apply (subst (asm) sum.Union_comp)
     using qq by (force simp: split_paired_all)+
   moreover have "content M *\<^sub>R f x = 0" 
        if "K \<in> r" "L \<in> r" "K \<noteq> L" "qq K = qq L" "(x, M) \<in> qq K" for K L x M
     using tagged_division_ofD(6) qq that by (metis (no_types, lifting)) 
   ultimately have less_e: "norm (?SUM p + sum (?SUM \<circ> qq) r - integral (cbox a b) f) < e"
     apply (subst (asm) sum.reindex_nontrivial [OF \<open>finite r\<close>])
      apply (auto simp: split_paired_all sum.neutral)
     done
   have norm_le: "norm (cp - ip) \<le> e + k"
                   if "norm ((cp + cr) - i) < e" "norm (cr - ir) < k" "ip + ir = i"
                   for ir ip i cr cp::'a
   proof -
     from that show ?thesis
       using norm_triangle_le[of "cp + cr - i" "- (cr - ir)"]
       unfolding that(3)[symmetric] norm_minus_cancel
       by (auto simp add: algebra_simps)
   qed
 
   have "?lhs =  norm (?SUM p - (\<Sum>(x, k)\<in>p. integral k f))"
     unfolding split_def sum_subtractf ..
   also have "\<dots> \<le> e + k"
   proof (rule norm_le[OF less_e])
     have lessk: "k * real (card r) / (1 + real (card r)) < k"
       using \<open>k>0\<close> by (auto simp add: field_simps)
     have "norm (sum (?SUM \<circ> qq) r - (\<Sum>k\<in>r. integral k f)) \<le> (\<Sum>x\<in>r. k / (real (card r) + 1))"
       unfolding sum_subtractf[symmetric] by (force dest: qq intro!: sum_norm_le)
     also have "... < k"
       by (simp add: lessk add.commute mult.commute)
     finally show "norm (sum (?SUM \<circ> qq) r - (\<Sum>k\<in>r. integral k f)) < k" .
   next
     from q(1) have [simp]: "snd ` p \<union> q = q" by auto
     have "integral l f = 0"
       if inp: "(x, l) \<in> p" "(y, m) \<in> p" and ne: "(x, l) \<noteq> (y, m)" and "l = m" for x l y m
     proof -
       obtain u v where uv: "l = cbox u v"
         using inp p'(4) by blast
       have "content (cbox u v) = 0"
         unfolding content_eq_0_interior using that p(1) uv by auto
       then show ?thesis
         using uv by blast
     qed
     then have "(\<Sum>(x, k)\<in>p. integral k f) = (\<Sum>k\<in>snd ` p. integral k f)"
       apply (subst sum.reindex_nontrivial [OF \<open>finite p\<close>])
       unfolding split_paired_all split_def by auto
     then show "(\<Sum>(x, k)\<in>p. integral k f) + (\<Sum>k\<in>r. integral k f) = integral (cbox a b) f"
       unfolding integral_combine_division_topdown[OF intf qdiv] r_def
       using q'(1) p'(1) sum.union_disjoint [of "snd ` p" "q - snd ` p", symmetric]
         by simp
   qed
   finally show "?lhs \<le> e + k" .
 qed
 
 lemma Henstock_lemma_part2:
   fixes f :: "'m::euclidean_space \<Rightarrow> 'n::euclidean_space"
   assumes fed: "f integrable_on cbox a b" "e > 0" "gauge d"
     and less_e: "\<And>\<D>. \<lbrakk>\<D> tagged_division_of (cbox a b); d fine \<D>\<rbrakk> \<Longrightarrow>
                      norm (sum (\<lambda>(x,k). content k *\<^sub>R f x) \<D> - integral (cbox a b) f) < e"
     and tag: "p tagged_partial_division_of (cbox a b)"
     and "d fine p"
   shows "sum (\<lambda>(x,k). norm (content k *\<^sub>R f x - integral k f)) p \<le> 2 * real (DIM('n)) * e"
 proof -
   have "finite p"
     using tag by blast
   then show ?thesis
     unfolding split_def
   proof (rule sum_norm_allsubsets_bound)
     fix Q
     assume Q: "Q \<subseteq> p"
     then have fine: "d fine Q"
       by (simp add: \<open>d fine p\<close> fine_subset)
     show "norm (\<Sum>x\<in>Q. content (snd x) *\<^sub>R f (fst x) - integral (snd x) f) \<le> e"
       apply (rule Henstock_lemma_part1[OF fed less_e, unfolded split_def])
       using Q tag tagged_partial_division_subset apply (force simp add: fine)+
       done
   qed
 qed
 
 lemma Henstock_lemma:
   fixes f :: "'m::euclidean_space \<Rightarrow> 'n::euclidean_space"
   assumes intf: "f integrable_on cbox a b"
     and "e > 0"
   obtains \<gamma> where "gauge \<gamma>"
     and "\<And>p. \<lbrakk>p tagged_partial_division_of (cbox a b); \<gamma> fine p\<rbrakk> \<Longrightarrow>
              sum (\<lambda>(x,k). norm(content k *\<^sub>R f x - integral k f)) p < e"
 proof -
   have *: "e/(2 * (real DIM('n) + 1)) > 0" using \<open>e > 0\<close> by simp
   with integrable_integral[OF intf, unfolded has_integral]
   obtain \<gamma> where "gauge \<gamma>"
     and \<gamma>: "\<And>\<D>. \<lbrakk>\<D> tagged_division_of cbox a b; \<gamma> fine \<D>\<rbrakk> \<Longrightarrow>
          norm ((\<Sum>(x,K)\<in>\<D>. content K *\<^sub>R f x) - integral (cbox a b) f)
          < e/(2 * (real DIM('n) + 1))"
     by metis
   show thesis
   proof (rule that [OF \<open>gauge \<gamma>\<close>])
     fix p
     assume p: "p tagged_partial_division_of cbox a b" "\<gamma> fine p"
     have "(\<Sum>(x,K)\<in>p. norm (content K *\<^sub>R f x - integral K f)) 
           \<le> 2 * real DIM('n) * (e/(2 * (real DIM('n) + 1)))"
       using Henstock_lemma_part2[OF intf * \<open>gauge \<gamma>\<close> \<gamma> p] by metis
     also have "... < e"
       using \<open>e > 0\<close> by (auto simp add: field_simps)
     finally
     show "(\<Sum>(x,K)\<in>p. norm (content K *\<^sub>R f x - integral K f)) < e" .
   qed
 qed
 
 
 subsection \<open>Monotone convergence (bounded interval first)\<close>
 
 lemma bounded_increasing_convergent:
   fixes f :: "nat \<Rightarrow> real"
   shows "\<lbrakk>bounded (range f); \<And>n. f n \<le> f (Suc n)\<rbrakk> \<Longrightarrow> \<exists>l. f \<longlonglongrightarrow> l"
   using Bseq_mono_convergent[of f] incseq_Suc_iff[of f]
   by (auto simp: image_def Bseq_eq_bounded convergent_def incseq_def)
 
 lemma monotone_convergence_interval:
   fixes f :: "nat \<Rightarrow> 'n::euclidean_space \<Rightarrow> real"
   assumes intf: "\<And>k. (f k) integrable_on cbox a b"
     and le: "\<And>k x. x \<in> cbox a b \<Longrightarrow> (f k x) \<le> f (Suc k) x"
     and fg: "\<And>x. x \<in> cbox a b \<Longrightarrow> ((\<lambda>k. f k x) \<longlongrightarrow> g x) sequentially"
     and bou: "bounded (range (\<lambda>k. integral (cbox a b) (f k)))"
   shows "g integrable_on cbox a b \<and> ((\<lambda>k. integral (cbox a b) (f k)) \<longlongrightarrow> integral (cbox a b) g) sequentially"
 proof (cases "content (cbox a b) = 0")
   case True then show ?thesis
     by auto
 next
   case False
   have fg1: "(f k x) \<le> (g x)" if x: "x \<in> cbox a b" for x k
   proof -
     have "\<forall>\<^sub>F j in sequentially. f k x \<le> f j x"
       apply (rule eventually_sequentiallyI [of k])
       using le x apply (force intro: transitive_stepwise_le)
       done
     then show "f k x \<le> g x"
       using tendsto_lowerbound [OF fg] x trivial_limit_sequentially by blast
   qed
   have int_inc: "\<And>n. integral (cbox a b) (f n) \<le> integral (cbox a b) (f (Suc n))"
     by (metis integral_le intf le)
   then obtain i where i: "(\<lambda>k. integral (cbox a b) (f k)) \<longlonglongrightarrow> i"
     using bounded_increasing_convergent bou by blast
   have "\<And>k. \<forall>\<^sub>F x in sequentially. integral (cbox a b) (f k) \<le> integral (cbox a b) (f x)"
     unfolding eventually_sequentially
     by (force intro: transitive_stepwise_le int_inc)
   then have i': "\<And>k. (integral(cbox a b) (f k)) \<le> i"
     using tendsto_le [OF trivial_limit_sequentially i] by blast
   have "(g has_integral i) (cbox a b)"
     unfolding has_integral real_norm_def
   proof clarify
     fix e::real
     assume e: "e > 0"
     have "\<And>k. (\<exists>\<gamma>. gauge \<gamma> \<and> (\<forall>\<D>. \<D> tagged_division_of (cbox a b) \<and> \<gamma> fine \<D> \<longrightarrow>
       abs ((\<Sum>(x,K)\<in>\<D>. content K *\<^sub>R f k x) - integral (cbox a b) (f k)) < e/2 ^ (k + 2)))"
       using intf e by (auto simp: has_integral_integral has_integral)
     then obtain c where c: "\<And>x. gauge (c x)"
           "\<And>x \<D>. \<lbrakk>\<D> tagged_division_of cbox a b; c x fine \<D>\<rbrakk> \<Longrightarrow>
               abs ((\<Sum>(u,K)\<in>\<D>. content K *\<^sub>R f x u) - integral (cbox a b) (f x))
               < e/2 ^ (x + 2)"
       by metis
 
     have "\<exists>r. \<forall>k\<ge>r. 0 \<le> i - (integral (cbox a b) (f k)) \<and> i - (integral (cbox a b) (f k)) < e/4"
     proof -
       have "e/4 > 0"
         using e by auto
       show ?thesis
         using LIMSEQ_D [OF i \<open>e/4 > 0\<close>] i' by auto
     qed
     then obtain r where r: "\<And>k. r \<le> k \<Longrightarrow> 0 \<le> i - integral (cbox a b) (f k)"
                        "\<And>k. r \<le> k \<Longrightarrow> i - integral (cbox a b) (f k) < e/4" 
       by metis
     have "\<exists>n\<ge>r. \<forall>k\<ge>n. 0 \<le> (g x) - (f k x) \<and> (g x) - (f k x) < e/(4 * content(cbox a b))"
       if "x \<in> cbox a b" for x
     proof -
       have "e/(4 * content (cbox a b)) > 0"
         by (simp add: False content_lt_nz e)
       with fg that LIMSEQ_D
       obtain N where "\<forall>n\<ge>N. norm (f n x - g x) < e/(4 * content (cbox a b))"
         by metis
       then show "\<exists>n\<ge>r.
             \<forall>k\<ge>n.
                0 \<le> g x - f k x \<and>
                g x - f k x
                < e/(4 * content (cbox a b))"
         apply (rule_tac x="N + r" in exI)
         using fg1[OF that] apply (auto simp add: field_simps)
         done
     qed
     then obtain m where r_le_m: "\<And>x. x \<in> cbox a b \<Longrightarrow> r \<le> m x"
        and m: "\<And>x k. \<lbrakk>x \<in> cbox a b; m x \<le> k\<rbrakk>
                      \<Longrightarrow> 0 \<le> g x - f k x \<and> g x - f k x < e/(4 * content (cbox a b))"
       by metis
     define d where "d x = c (m x) x" for x
     show "\<exists>\<gamma>. gauge \<gamma> \<and>
              (\<forall>\<D>. \<D> tagged_division_of cbox a b \<and>
                   \<gamma> fine \<D> \<longrightarrow> abs ((\<Sum>(x,K)\<in>\<D>. content K *\<^sub>R g x) - i) < e)"
     proof (rule exI, safe)
       show "gauge d"
         using c(1) unfolding gauge_def d_def by auto
     next
       fix \<D>
       assume ptag: "\<D> tagged_division_of (cbox a b)" and "d fine \<D>"
       note p'=tagged_division_ofD[OF ptag]
       obtain s where s: "\<And>x. x \<in> \<D> \<Longrightarrow> m (fst x) \<le> s"
         by (metis finite_imageI finite_nat_set_iff_bounded_le p'(1) rev_image_eqI)
       have *: "\<bar>a - d\<bar> < e" if "\<bar>a - b\<bar> \<le> e/4" "\<bar>b - c\<bar> < e/2" "\<bar>c - d\<bar> < e/4" for a b c d
         using that norm_triangle_lt[of "a - b" "b - c" "3* e/4"]
           norm_triangle_lt[of "a - b + (b - c)" "c - d" e]
         by (auto simp add: algebra_simps)
       show "\<bar>(\<Sum>(x, k)\<in>\<D>. content k *\<^sub>R g x) - i\<bar> < e"
       proof (rule *)
         have "\<bar>(\<Sum>(x,K)\<in>\<D>. content K *\<^sub>R g x) - (\<Sum>(x,K)\<in>\<D>. content K *\<^sub>R f (m x) x)\<bar> 
               \<le> (\<Sum>i\<in>\<D>. \<bar>(case i of (x, K) \<Rightarrow> content K *\<^sub>R g x) - (case i of (x, K) \<Rightarrow> content K *\<^sub>R f (m x) x)\<bar>)"
           by (metis (mono_tags) sum_subtractf sum_abs) 
         also have "... \<le> (\<Sum>(x, k)\<in>\<D>. content k * (e/(4 * content (cbox a b))))"
         proof (rule sum_mono, simp add: split_paired_all)
           fix x K
           assume xk: "(x,K) \<in> \<D>"
           with ptag have x: "x \<in> cbox a b"
             by blast
           then have "abs (content K * (g x - f (m x) x)) \<le> content K * (e/(4 * content (cbox a b)))"
             by (metis m[OF x] mult_nonneg_nonneg abs_of_nonneg less_eq_real_def measure_nonneg mult_left_mono order_refl)
           then show "\<bar>content K * g x - content K * f (m x) x\<bar> \<le> content K * e/(4 * content (cbox a b))"
             by (simp add: algebra_simps)
         qed
         also have "... = (e/(4 * content (cbox a b))) * (\<Sum>(x, k)\<in>\<D>. content k)"
           by (simp add: sum_distrib_left sum_divide_distrib split_def mult.commute)
         also have "... \<le> e/4"
           by (metis False additive_content_tagged_division [OF ptag] nonzero_mult_divide_mult_cancel_right order_refl times_divide_eq_left)
         finally show "\<bar>(\<Sum>(x,K)\<in>\<D>. content K *\<^sub>R g x) - (\<Sum>(x,K)\<in>\<D>. content K *\<^sub>R f (m x) x)\<bar> \<le> e/4" .
 
       next
         have "norm ((\<Sum>(x,K)\<in>\<D>. content K *\<^sub>R f (m x) x) - (\<Sum>(x,K)\<in>\<D>. integral K (f (m x))))
               \<le> norm (\<Sum>j = 0..s. \<Sum>(x,K)\<in>{xk \<in> \<D>. m (fst xk) = j}. content K *\<^sub>R f (m x) x - integral K (f (m x)))"
           apply (subst sum.group)
           using s by (auto simp: sum_subtractf split_def p'(1))
         also have "\<dots> < e/2"
         proof -
           have "norm (\<Sum>j = 0..s. \<Sum>(x, k)\<in>{xk \<in> \<D>. m (fst xk) = j}. content k *\<^sub>R f (m x) x - integral k (f (m x)))
                 \<le> (\<Sum>i = 0..s. e/2 ^ (i + 2))"
           proof (rule sum_norm_le)
             fix t
             assume "t \<in> {0..s}"
             have "norm (\<Sum>(x,k)\<in>{xk \<in> \<D>. m (fst xk) = t}. content k *\<^sub>R f (m x) x - integral k (f (m x))) =
                   norm (\<Sum>(x,k)\<in>{xk \<in> \<D>. m (fst xk) = t}. content k *\<^sub>R f t x - integral k (f t))"
               by (force intro!: sum.cong arg_cong[where f=norm])
             also have "... \<le> e/2 ^ (t + 2)"
             proof (rule Henstock_lemma_part1 [OF intf])
               show "{xk \<in> \<D>. m (fst xk) = t} tagged_partial_division_of cbox a b"
                 apply (rule tagged_partial_division_subset[of \<D>])
                 using ptag by (auto simp: tagged_division_of_def)
               show "c t fine {xk \<in> \<D>. m (fst xk) = t}"
                 using \<open>d fine \<D>\<close> by (auto simp: fine_def d_def)
             qed (use c e in auto)
             finally show "norm (\<Sum>(x,K)\<in>{xk \<in> \<D>. m (fst xk) = t}. content K *\<^sub>R f (m x) x -
                                 integral K (f (m x))) \<le> e/2 ^ (t + 2)" .
           qed
           also have "... = (e/2/2) * (\<Sum>i = 0..s. (1/2) ^ i)"
             by (simp add: sum_distrib_left field_simps)
           also have "\<dots> < e/2"
             by (simp add: sum_gp mult_strict_left_mono[OF _ e])
           finally show "norm (\<Sum>j = 0..s. \<Sum>(x, k)\<in>{xk \<in> \<D>.
             m (fst xk) = j}. content k *\<^sub>R f (m x) x - integral k (f (m x))) < e/2" .
         qed 
         finally show "\<bar>(\<Sum>(x,K)\<in>\<D>. content K *\<^sub>R f (m x) x) - (\<Sum>(x,K)\<in>\<D>. integral K (f (m x)))\<bar> < e/2"
           by simp
       next
         have comb: "integral (cbox a b) (f y) = (\<Sum>(x, k)\<in>\<D>. integral k (f y))" for y
           using integral_combine_tagged_division_topdown[OF intf ptag] by metis
         have f_le: "\<And>y m n. \<lbrakk>y \<in> cbox a b; n\<ge>m\<rbrakk> \<Longrightarrow> f m y \<le> f n y"
           using le by (auto intro: transitive_stepwise_le)        
         have "(\<Sum>(x, k)\<in>\<D>. integral k (f r)) \<le> (\<Sum>(x, K)\<in>\<D>. integral K (f (m x)))"
         proof (rule sum_mono, simp add: split_paired_all)
           fix x K
           assume xK: "(x, K) \<in> \<D>"
           show "integral K (f r) \<le> integral K (f (m x))"
           proof (rule integral_le)
             show "f r integrable_on K"
               by (metis integrable_on_subcbox intf p'(3) p'(4) xK)
             show "f (m x) integrable_on K"
               by (metis elementary_interval integrable_on_subdivision intf p'(3) p'(4) xK)
             show "f r y \<le> f (m x) y" if "y \<in> K" for y
               using that r_le_m[of x] p'(2-3)[OF xK] f_le by auto
           qed
         qed
         moreover have "(\<Sum>(x, K)\<in>\<D>. integral K (f (m x))) \<le> (\<Sum>(x, k)\<in>\<D>. integral k (f s))"
         proof (rule sum_mono, simp add: split_paired_all)
           fix x K
           assume xK: "(x, K) \<in> \<D>"
           show "integral K (f (m x)) \<le> integral K (f s)"
           proof (rule integral_le)
             show "f (m x) integrable_on K"
               by (metis elementary_interval integrable_on_subdivision intf p'(3) p'(4) xK)
             show "f s integrable_on K"
               by (metis integrable_on_subcbox intf p'(3) p'(4) xK)
             show "f (m x) y \<le> f s y" if "y \<in> K" for y
               using that s xK f_le p'(3) by fastforce
           qed
         qed
         moreover have "0 \<le> i - integral (cbox a b) (f r)" "i - integral (cbox a b) (f r) < e/4"
           using r by auto
         ultimately show "\<bar>(\<Sum>(x,K)\<in>\<D>. integral K (f (m x))) - i\<bar> < e/4"
           using comb i'[of s] by auto
       qed
     qed
   qed 
   with i integral_unique show ?thesis
     by blast
 qed
 
 lemma monotone_convergence_increasing:
   fixes f :: "nat \<Rightarrow> 'n::euclidean_space \<Rightarrow> real"
   assumes int_f: "\<And>k. (f k) integrable_on S"
     and "\<And>k x. x \<in> S \<Longrightarrow> (f k x) \<le> (f (Suc k) x)"
     and fg: "\<And>x. x \<in> S \<Longrightarrow> ((\<lambda>k. f k x) \<longlongrightarrow> g x) sequentially"
     and bou: "bounded (range (\<lambda>k. integral S (f k)))"
   shows "g integrable_on S \<and> ((\<lambda>k. integral S (f k)) \<longlongrightarrow> integral S g) sequentially"
 proof -
   have lem: "g integrable_on S \<and> ((\<lambda>k. integral S (f k)) \<longlongrightarrow> integral S g) sequentially"
     if f0: "\<And>k x. x \<in> S \<Longrightarrow> 0 \<le> f k x"
     and int_f: "\<And>k. (f k) integrable_on S"
     and le: "\<And>k x. x \<in> S \<Longrightarrow> f k x \<le> f (Suc k) x"
     and lim: "\<And>x. x \<in> S \<Longrightarrow> ((\<lambda>k. f k x) \<longlongrightarrow> g x) sequentially"
     and bou: "bounded (range(\<lambda>k. integral S (f k)))"
     for f :: "nat \<Rightarrow> 'n::euclidean_space \<Rightarrow> real" and g S
   proof -
     have fg: "(f k x) \<le> (g x)" if "x \<in> S" for x k
       apply (rule tendsto_lowerbound [OF lim [OF that]])
       apply (rule eventually_sequentiallyI [of k])
       using le  by (force intro: transitive_stepwise_le that)+
     obtain i where i: "(\<lambda>k. integral S (f k)) \<longlonglongrightarrow> i"
       using bounded_increasing_convergent [OF bou] le int_f integral_le by blast
     have i': "(integral S (f k)) \<le> i" for k
     proof -
       have "\<And>k. \<And>x. x \<in> S \<Longrightarrow> \<forall>n\<ge>k. f k x \<le> f n x"
         using le  by (force intro: transitive_stepwise_le)
       then show ?thesis
         using tendsto_lowerbound [OF i eventually_sequentiallyI trivial_limit_sequentially]
         by (meson int_f integral_le)
     qed
 
     let ?f = "(\<lambda>k x. if x \<in> S then f k x else 0)"
     let ?g = "(\<lambda>x. if x \<in> S then g x else 0)"
     have int: "?f k integrable_on cbox a b" for a b k
       by (simp add: int_f integrable_altD(1))
     have int': "\<And>k a b. f k integrable_on cbox a b \<inter> S"
       using int by (simp add: Int_commute integrable_restrict_Int) 
     have g: "?g integrable_on cbox a b \<and>
              (\<lambda>k. integral (cbox a b) (?f k)) \<longlonglongrightarrow> integral (cbox a b) ?g" for a b
     proof (rule monotone_convergence_interval)
       have "norm (integral (cbox a b) (?f k)) \<le> norm (integral S (f k))" for k
       proof -
         have "0 \<le> integral (cbox a b) (?f k)"
           by (metis (no_types) integral_nonneg Int_iff f0 inf_commute integral_restrict_Int int')
         moreover have "0 \<le> integral S (f k)"
           by (simp add: integral_nonneg f0 int_f)
         moreover have "integral (S \<inter> cbox a b) (f k) \<le> integral S (f k)"
           by (metis f0 inf_commute int' int_f integral_subset_le le_inf_iff order_refl)
         ultimately show ?thesis
           by (simp add: integral_restrict_Int)
       qed
       moreover obtain B where "\<And>x. x \<in> range (\<lambda>k. integral S (f k)) \<Longrightarrow> norm x \<le> B"
         using bou unfolding bounded_iff by blast
       ultimately show "bounded (range (\<lambda>k. integral (cbox a b) (?f k)))"
         unfolding bounded_iff by (blast intro: order_trans)
     qed (use int le lim in auto)
     moreover have "\<exists>B>0. \<forall>a b. ball 0 B \<subseteq> cbox a b \<longrightarrow> norm (integral (cbox a b) ?g - i) < e"
       if "0 < e" for e
     proof -
       have "e/4>0"
         using that by auto
       with LIMSEQ_D [OF i] obtain N where N: "\<And>n. n \<ge> N \<Longrightarrow> norm (integral S (f n) - i) < e/4"
         by metis
       with int_f[of N, unfolded has_integral_integral has_integral_alt'[of "f N"]] 
       obtain B where "0 < B" and B: 
         "\<And>a b. ball 0 B \<subseteq> cbox a b \<Longrightarrow> norm (integral (cbox a b) (?f N) - integral S (f N)) < e/4"
         by (meson \<open>0 < e/4\<close>)
       have "norm (integral (cbox a b) ?g - i) < e" if  ab: "ball 0 B \<subseteq> cbox a b" for a b
       proof -
         obtain M where M: "\<And>n. n \<ge> M \<Longrightarrow> abs (integral (cbox a b) (?f n) - integral (cbox a b) ?g) < e/2"
           using \<open>e > 0\<close> g by (fastforce simp add: dest!: LIMSEQ_D [where r = "e/2"])
         have *: "\<And>\<alpha> \<beta> g. \<lbrakk>\<bar>\<alpha> - i\<bar> < e/2; \<bar>\<beta> - g\<bar> < e/2; \<alpha> \<le> \<beta>; \<beta> \<le> i\<rbrakk> \<Longrightarrow> \<bar>g - i\<bar> < e"
           unfolding real_inner_1_right by arith
         show "norm (integral (cbox a b) ?g - i) < e"
           unfolding real_norm_def
         proof (rule *)
           show "\<bar>integral (cbox a b) (?f N) - i\<bar> < e/2"
           proof (rule abs_triangle_half_l)
             show "\<bar>integral (cbox a b) (?f N) - integral S (f N)\<bar> < e/2/2"
               using B[OF ab] by simp
             show "abs (i - integral S (f N)) < e/2/2"
               using N by (simp add: abs_minus_commute)
           qed
           show "\<bar>integral (cbox a b) (?f (M + N)) - integral (cbox a b) ?g\<bar> < e/2"
             by (metis le_add1 M[of "M + N"])
           show "integral (cbox a b) (?f N) \<le> integral (cbox a b) (?f (M + N))"
           proof (intro ballI integral_le[OF int int])
             fix x assume "x \<in> cbox a b"
             have "(f m x) \<le> (f n x)" if "x \<in> S" "n \<ge> m" for m n
               apply (rule transitive_stepwise_le [OF \<open>n \<ge> m\<close> order_refl])
               using dual_order.trans apply blast
               by (simp add: le \<open>x \<in> S\<close>)
             then show "(?f N)x \<le> (?f (M+N))x"
               by auto
           qed
           have "integral (cbox a b \<inter> S) (f (M + N)) \<le> integral S (f (M + N))"
             by (metis Int_lower1 f0 inf_commute int' int_f integral_subset_le)
           then have "integral (cbox a b) (?f (M + N)) \<le> integral S (f (M + N))"
             by (metis (no_types) inf_commute integral_restrict_Int)
           also have "... \<le> i"
             using i'[of "M + N"] by auto
           finally show "integral (cbox a b) (?f (M + N)) \<le> i" .
         qed
       qed
       then show ?thesis
         using \<open>0 < B\<close> by blast
     qed
     ultimately have "(g has_integral i) S"
       unfolding has_integral_alt' by auto
     then show ?thesis
       using has_integral_integrable_integral i integral_unique by metis
   qed
 
   have sub: "\<And>k. integral S (\<lambda>x. f k x - f 0 x) = integral S (f k) - integral S (f 0)"
     by (simp add: integral_diff int_f)
   have *: "\<And>x m n. x \<in> S \<Longrightarrow> n\<ge>m \<Longrightarrow> f m x \<le> f n x"
     using assms(2) by (force intro: transitive_stepwise_le)
   have gf: "(\<lambda>x. g x - f 0 x) integrable_on S \<and> ((\<lambda>k. integral S (\<lambda>x. f (Suc k) x - f 0 x)) \<longlongrightarrow>
     integral S (\<lambda>x. g x - f 0 x)) sequentially"
   proof (rule lem)
     show "\<And>k. (\<lambda>x. f (Suc k) x - f 0 x) integrable_on S"
       by (simp add: integrable_diff int_f)
     show "(\<lambda>k. f (Suc k) x - f 0 x) \<longlonglongrightarrow> g x - f 0 x" if "x \<in> S" for x
     proof -
       have "(\<lambda>n. f (Suc n) x) \<longlonglongrightarrow> g x"
         using LIMSEQ_ignore_initial_segment[OF fg[OF \<open>x \<in> S\<close>], of 1] by simp
       then show ?thesis
         by (simp add: tendsto_diff)
     qed
     show "bounded (range (\<lambda>k. integral S (\<lambda>x. f (Suc k) x - f 0 x)))"
     proof -
       obtain B where B: "\<And>k. norm (integral S (f k)) \<le> B"
         using  bou by (auto simp: bounded_iff)
       then have "norm (integral S (\<lambda>x. f (Suc k) x - f 0 x))
               \<le> B + norm (integral S (f 0))" for k
         unfolding sub by (meson add_le_cancel_right norm_triangle_le_diff)
       then show ?thesis
         unfolding bounded_iff by blast
     qed
   qed (use * in auto)
   then have "(\<lambda>x. integral S (\<lambda>xa. f (Suc x) xa - f 0 xa) + integral S (f 0))
              \<longlonglongrightarrow> integral S (\<lambda>x. g x - f 0 x) + integral S (f 0)"
     by (auto simp add: tendsto_add)
   moreover have "(\<lambda>x. g x - f 0 x + f 0 x) integrable_on S"
     using gf integrable_add int_f [of 0] by metis
   ultimately show ?thesis
     by (simp add: integral_diff int_f LIMSEQ_imp_Suc sub)
 qed
 
 lemma has_integral_monotone_convergence_increasing:
   fixes f :: "nat \<Rightarrow> 'a::euclidean_space \<Rightarrow> real"
   assumes f: "\<And>k. (f k has_integral x k) s"
   assumes "\<And>k x. x \<in> s \<Longrightarrow> f k x \<le> f (Suc k) x"
   assumes "\<And>x. x \<in> s \<Longrightarrow> (\<lambda>k. f k x) \<longlonglongrightarrow> g x"
   assumes "x \<longlonglongrightarrow> x'"
   shows "(g has_integral x') s"
 proof -
   have x_eq: "x = (\<lambda>i. integral s (f i))"
     by (simp add: integral_unique[OF f])
   then have x: "range(\<lambda>k. integral s (f k)) = range x"
     by auto
   have *: "g integrable_on s \<and> (\<lambda>k. integral s (f k)) \<longlonglongrightarrow> integral s g"
   proof (intro monotone_convergence_increasing allI ballI assms)
     show "bounded (range(\<lambda>k. integral s (f k)))"
       using x convergent_imp_bounded assms by metis
   qed (use f in auto)
   then have "integral s g = x'"
     by (intro LIMSEQ_unique[OF _ \<open>x \<longlonglongrightarrow> x'\<close>]) (simp add: x_eq)
   with * show ?thesis
     by (simp add: has_integral_integral)
 qed
 
 lemma monotone_convergence_decreasing:
   fixes f :: "nat \<Rightarrow> 'n::euclidean_space \<Rightarrow> real"
   assumes intf: "\<And>k. (f k) integrable_on S"
     and le: "\<And>k x. x \<in> S \<Longrightarrow> f (Suc k) x \<le> f k x"
     and fg: "\<And>x. x \<in> S \<Longrightarrow> ((\<lambda>k. f k x) \<longlongrightarrow> g x) sequentially"
     and bou: "bounded (range(\<lambda>k. integral S (f k)))"
   shows "g integrable_on S \<and> (\<lambda>k. integral S (f k)) \<longlonglongrightarrow> integral S g"
 proof -
   have *: "range(\<lambda>k. integral S (\<lambda>x. - f k x)) = (*\<^sub>R) (- 1) ` (range(\<lambda>k. integral S (f k)))"
     by force
   have "(\<lambda>x. - g x) integrable_on S \<and> (\<lambda>k. integral S (\<lambda>x. - f k x)) \<longlonglongrightarrow> integral S (\<lambda>x. - g x)"
   proof (rule monotone_convergence_increasing)
     show "\<And>k. (\<lambda>x. - f k x) integrable_on S"
       by (blast intro: integrable_neg intf)
     show "\<And>k x. x \<in> S \<Longrightarrow> - f k x \<le> - f (Suc k) x"
       by (simp add: le)
     show "\<And>x. x \<in> S \<Longrightarrow> (\<lambda>k. - f k x) \<longlonglongrightarrow> - g x"
       by (simp add: fg tendsto_minus)
     show "bounded (range(\<lambda>k. integral S (\<lambda>x. - f k x)))"
       using "*" bou bounded_scaling by auto
   qed
   then show ?thesis
     by (force dest: integrable_neg tendsto_minus)
 qed
 
 lemma integral_norm_bound_integral:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   assumes int_f: "f integrable_on S"
     and int_g: "g integrable_on S"
     and le_g: "\<And>x. x \<in> S \<Longrightarrow> norm (f x) \<le> g x"
   shows "norm (integral S f) \<le> integral S g"
 proof -
   have norm: "norm \<eta> \<le> y + e"
     if "norm \<zeta> \<le> x" and "\<bar>x - y\<bar> < e/2" and "norm (\<zeta> - \<eta>) < e/2"
     for e x y and \<zeta> \<eta> :: 'a
   proof -
     have "norm (\<eta> - \<zeta>) < e/2"
       by (metis norm_minus_commute that(3))
     moreover have "x \<le> y + e/2"
       using that(2) by linarith
     ultimately show ?thesis
       using that(1) le_less_trans[OF norm_triangle_sub[of \<eta> \<zeta>]] by (auto simp: less_imp_le)
   qed
   have lem: "norm (integral(cbox a b) f) \<le> integral (cbox a b) g"
     if f: "f integrable_on cbox a b"
     and g: "g integrable_on cbox a b"
     and nle: "\<And>x. x \<in> cbox a b \<Longrightarrow> norm (f x) \<le> g x"
     for f :: "'n \<Rightarrow> 'a" and g a b
   proof (rule field_le_epsilon)
     fix e :: real
     assume "e > 0"
     then have e: "e/2 > 0"
       by auto
     with integrable_integral[OF f,unfolded has_integral[of f]]
     obtain \<gamma> where \<gamma>: "gauge \<gamma>"
               "\<And>\<D>. \<D> tagged_division_of cbox a b \<and> \<gamma> fine \<D> 
            \<Longrightarrow> norm ((\<Sum>(x, k)\<in>\<D>. content k *\<^sub>R f x) - integral (cbox a b) f) < e/2"
       by meson 
     moreover
     from integrable_integral[OF g,unfolded has_integral[of g]] e
     obtain \<delta> where \<delta>: "gauge \<delta>"
               "\<And>\<D>. \<D> tagged_division_of cbox a b \<and> \<delta> fine \<D> 
            \<Longrightarrow> norm ((\<Sum>(x, k)\<in>\<D>. content k *\<^sub>R g x) - integral (cbox a b) g) < e/2"
       by meson
     ultimately have "gauge (\<lambda>x. \<gamma> x \<inter> \<delta> x)"
       using gauge_Int by blast
     with fine_division_exists obtain \<D> 
       where p: "\<D> tagged_division_of cbox a b" "(\<lambda>x. \<gamma> x \<inter> \<delta> x) fine \<D>" 
       by metis
     have "\<gamma> fine \<D>" "\<delta> fine \<D>"
       using fine_Int p(2) by blast+
     show "norm (integral (cbox a b) f) \<le> integral (cbox a b) g + e"
     proof (rule norm)
       have "norm (content K *\<^sub>R f x) \<le> content K *\<^sub>R g x" if  "(x, K) \<in> \<D>" for x K
       proof-
         have K: "x \<in> K" "K \<subseteq> cbox a b"
           using \<open>(x, K) \<in> \<D>\<close> p(1) by blast+
         obtain u v where  "K = cbox u v"
           using \<open>(x, K) \<in> \<D>\<close> p(1) by blast
         moreover have "content K * norm (f x) \<le> content K * g x"
           by (metis K subsetD dual_order.antisym measure_nonneg mult_zero_left nle not_le real_mult_le_cancel_iff2)
         then show ?thesis
           by simp
       qed
       then show "norm (\<Sum>(x, k)\<in>\<D>. content k *\<^sub>R f x) \<le> (\<Sum>(x, k)\<in>\<D>. content k *\<^sub>R g x)"
         by (simp add: sum_norm_le split_def)
       show "norm ((\<Sum>(x, k)\<in>\<D>. content k *\<^sub>R f x) - integral (cbox a b) f) < e/2"
         using \<open>\<gamma> fine \<D>\<close> \<gamma> p(1) by simp
       show "\<bar>(\<Sum>(x, k)\<in>\<D>. content k *\<^sub>R g x) - integral (cbox a b) g\<bar> < e/2"
         using \<open>\<delta> fine \<D>\<close> \<delta> p(1) by simp
     qed
   qed
   show ?thesis
   proof (rule field_le_epsilon)
     fix e :: real
     assume "e > 0"
     then have e: "e/2 > 0"
       by auto
     let ?f = "(\<lambda>x. if x \<in> S then f x else 0)"
     let ?g = "(\<lambda>x. if x \<in> S then g x else 0)"
     have f: "?f integrable_on cbox a b" and g: "?g integrable_on cbox a b" for a b
       using int_f int_g integrable_altD by auto
     obtain Bf where "0 < Bf"
       and Bf: "\<And>a b. ball 0 Bf \<subseteq> cbox a b \<Longrightarrow>
         \<exists>z. (?f has_integral z) (cbox a b) \<and> norm (z - integral S f) < e/2"
       using integrable_integral [OF int_f,unfolded has_integral'[of f]] e that by blast
     obtain Bg where "0 < Bg"
       and Bg: "\<And>a b. ball 0 Bg \<subseteq> cbox a b \<Longrightarrow>
         \<exists>z. (?g has_integral z) (cbox a b) \<and> norm (z - integral S g) < e/2"
       using integrable_integral [OF int_g,unfolded has_integral'[of g]] e that by blast
     obtain a b::'n where ab: "ball 0 Bf \<union> ball 0 Bg \<subseteq> cbox a b"
       using ball_max_Un  by (metis bounded_ball bounded_subset_cbox_symmetric)
     have "ball 0 Bf \<subseteq> cbox a b"
       using ab by auto
     with Bf obtain z where int_fz: "(?f has_integral z) (cbox a b)" and z: "norm (z - integral S f) < e/2"
       by meson
     have "ball 0 Bg \<subseteq> cbox a b"
       using ab by auto
     with Bg obtain w where int_gw: "(?g has_integral w) (cbox a b)" and w: "norm (w - integral S g) < e/2"
       by meson
     show "norm (integral S f) \<le> integral S g + e"
     proof (rule norm)
       show "norm (integral (cbox a b) ?f) \<le> integral (cbox a b) ?g"
         by (simp add: le_g lem[OF f g, of a b])
       show "\<bar>integral (cbox a b) ?g - integral S g\<bar> < e/2"
         using int_gw integral_unique w by auto
       show "norm (integral (cbox a b) ?f - integral S f) < e/2"
         using int_fz integral_unique z by blast
     qed
   qed
 qed
 
 lemma continuous_on_imp_absolutely_integrable_on:
   fixes f::"real \<Rightarrow> 'a::banach"
   shows "continuous_on {a..b} f \<Longrightarrow>
     norm (integral {a..b} f) \<le> integral {a..b} (\<lambda>x. norm (f x))"
   by (intro integral_norm_bound_integral integrable_continuous_real continuous_on_norm) auto
 
 lemma integral_bound:
   fixes f::"real \<Rightarrow> 'a::banach"
   assumes "a \<le> b"
   assumes "continuous_on {a .. b} f"
   assumes "\<And>t. t \<in> {a .. b} \<Longrightarrow> norm (f t) \<le> B"
   shows "norm (integral {a .. b} f) \<le> B * (b - a)"
 proof -
   note continuous_on_imp_absolutely_integrable_on[OF assms(2)]
   also have "integral {a..b} (\<lambda>x. norm (f x)) \<le> integral {a..b} (\<lambda>_. B)"
     by (rule integral_le)
       (auto intro!: integrable_continuous_real continuous_intros assms)
   also have "\<dots> = B * (b - a)" using assms by simp
   finally show ?thesis .
 qed
 
 lemma integral_norm_bound_integral_component:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   fixes g :: "'n \<Rightarrow> 'b::euclidean_space"
   assumes f: "f integrable_on S" and g: "g integrable_on S"
     and fg: "\<And>x. x \<in> S \<Longrightarrow> norm(f x) \<le> (g x)\<bullet>k"
   shows "norm (integral S f) \<le> (integral S g)\<bullet>k"
 proof -
   have "norm (integral S f) \<le> integral S ((\<lambda>x. x \<bullet> k) \<circ> g)"
     apply (rule integral_norm_bound_integral[OF f integrable_linear[OF g]])
     apply (simp add: bounded_linear_inner_left)
     apply (metis fg o_def)
     done
   then show ?thesis
     unfolding o_def integral_component_eq[OF g] .
 qed
 
 lemma has_integral_norm_bound_integral_component:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'a::banach"
   fixes g :: "'n \<Rightarrow> 'b::euclidean_space"
   assumes f: "(f has_integral i) S"
     and g: "(g has_integral j) S"
     and "\<And>x. x \<in> S \<Longrightarrow> norm (f x) \<le> (g x)\<bullet>k"
   shows "norm i \<le> j\<bullet>k"
   using integral_norm_bound_integral_component[of f S g k] 
   unfolding integral_unique[OF f] integral_unique[OF g]
   using assms
   by auto
 
 
 lemma uniformly_convergent_improper_integral:
   fixes f :: "'b \<Rightarrow> real \<Rightarrow> 'a :: {banach}"
   assumes deriv: "\<And>x. x \<ge> a \<Longrightarrow> (G has_field_derivative g x) (at x within {a..})"
   assumes integrable: "\<And>a' b x. x \<in> A \<Longrightarrow> a' \<ge> a \<Longrightarrow> b \<ge> a' \<Longrightarrow> f x integrable_on {a'..b}"
   assumes G: "convergent G"
   assumes le: "\<And>y x. y \<in> A \<Longrightarrow> x \<ge> a \<Longrightarrow> norm (f y x) \<le> g x"
   shows   "uniformly_convergent_on A (\<lambda>b x. integral {a..b} (f x))"
 proof (intro Cauchy_uniformly_convergent uniformly_Cauchy_onI', goal_cases)
   case (1 \<epsilon>)
   from G have "Cauchy G"
     by (auto intro!: convergent_Cauchy)
   with 1 obtain M where M: "dist (G (real m)) (G (real n)) < \<epsilon>" if "m \<ge> M" "n \<ge> M" for m n
     by (force simp: Cauchy_def)
   define M' where "M' = max (nat \<lceil>a\<rceil>) M"
 
   show ?case
   proof (rule exI[of _ M'], safe, goal_cases)
     case (1 x m n)
     have M': "M' \<ge> a" "M' \<ge> M" unfolding M'_def by linarith+
     have int_g: "(g has_integral (G (real n) - G (real m))) {real m..real n}"
       using 1 M' by (intro fundamental_theorem_of_calculus) 
                     (auto simp: has_field_derivative_iff_has_vector_derivative [symmetric] 
                           intro!: DERIV_subset[OF deriv])
     have int_f: "f x integrable_on {a'..real n}" if "a' \<ge> a" for a'
       using that 1 by (cases "a' \<le> real n") (auto intro: integrable)
 
     have "dist (integral {a..real m} (f x)) (integral {a..real n} (f x)) =
             norm (integral {a..real n} (f x) - integral {a..real m} (f x))"
       by (simp add: dist_norm norm_minus_commute)
     also have "integral {a..real m} (f x) + integral {real m..real n} (f x) = 
                  integral {a..real n} (f x)"
       using M' and 1 by (intro integral_combine int_f) auto
     hence "integral {a..real n} (f x) - integral {a..real m} (f x) = 
              integral {real m..real n} (f x)"
       by (simp add: algebra_simps)
     also have "norm \<dots> \<le> integral {real m..real n} g"
       using le 1 M' int_f int_g by (intro integral_norm_bound_integral) auto 
     also from int_g have "integral {real m..real n} g = G (real n) - G (real m)"
       by (simp add: has_integral_iff)
     also have "\<dots> \<le> dist (G m) (G n)" 
       by (simp add: dist_norm)
     also from 1 and M' have "\<dots> < \<epsilon>"
       by (intro M) auto
     finally show ?case .
   qed
 qed
 
 lemma uniformly_convergent_improper_integral':
   fixes f :: "'b \<Rightarrow> real \<Rightarrow> 'a :: {banach, real_normed_algebra}"
   assumes deriv: "\<And>x. x \<ge> a \<Longrightarrow> (G has_field_derivative g x) (at x within {a..})"
   assumes integrable: "\<And>a' b x. x \<in> A \<Longrightarrow> a' \<ge> a \<Longrightarrow> b \<ge> a' \<Longrightarrow> f x integrable_on {a'..b}"
   assumes G: "convergent G"
   assumes le: "eventually (\<lambda>x. \<forall>y\<in>A. norm (f y x) \<le> g x) at_top"
   shows   "uniformly_convergent_on A (\<lambda>b x. integral {a..b} (f x))"
 proof -
   from le obtain a'' where le: "\<And>y x. y \<in> A \<Longrightarrow> x \<ge> a'' \<Longrightarrow> norm (f y x) \<le> g x"
     by (auto simp: eventually_at_top_linorder)
   define a' where "a' = max a a''"
 
   have "uniformly_convergent_on A (\<lambda>b x. integral {a'..real b} (f x))"
   proof (rule uniformly_convergent_improper_integral)
     fix t assume t: "t \<ge> a'"
     hence "(G has_field_derivative g t) (at t within {a..})"
       by (intro deriv) (auto simp: a'_def)
     moreover have "{a'..} \<subseteq> {a..}" unfolding a'_def by auto
     ultimately show "(G has_field_derivative g t) (at t within {a'..})"
       by (rule DERIV_subset)
   qed (insert le, auto simp: a'_def intro: integrable G)
   hence "uniformly_convergent_on A (\<lambda>b x. integral {a..a'} (f x) + integral {a'..real b} (f x))" 
     (is ?P) by (intro uniformly_convergent_add) auto
   also have "eventually (\<lambda>x. \<forall>y\<in>A. integral {a..a'} (f y) + integral {a'..x} (f y) =
                    integral {a..x} (f y)) sequentially"
     by (intro eventually_mono [OF eventually_ge_at_top[of "nat \<lceil>a'\<rceil>"]] ballI integral_combine)
        (auto simp: a'_def intro: integrable)
   hence "?P \<longleftrightarrow> ?thesis"
     by (intro uniformly_convergent_cong) simp_all
   finally show ?thesis .
 qed
 
 subsection \<open>differentiation under the integral sign\<close>
 
 lemma integral_continuous_on_param:
   fixes f::"'a::topological_space \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'c::banach"
   assumes cont_fx: "continuous_on (U \<times> cbox a b) (\<lambda>(x, t). f x t)"
   shows "continuous_on U (\<lambda>x. integral (cbox a b) (f x))"
 proof cases
   assume "content (cbox a b) \<noteq> 0"
   then have ne: "cbox a b \<noteq> {}" by auto
 
   note [continuous_intros] =
     continuous_on_compose2[OF cont_fx, where f="\<lambda>y. Pair x y" for x,
       unfolded split_beta fst_conv snd_conv]
 
   show ?thesis
     unfolding continuous_on_def
   proof (safe intro!: tendstoI)
     fix e'::real and x
     assume "e' > 0"
     define e where "e = e' / (content (cbox a b) + 1)"
     have "e > 0" using \<open>e' > 0\<close> by (auto simp: e_def intro!: divide_pos_pos add_nonneg_pos)
     assume "x \<in> U"
     from continuous_on_prod_compactE[OF cont_fx compact_cbox \<open>x \<in> U\<close> \<open>0 < e\<close>]
     obtain X0 where X0: "x \<in> X0" "open X0"
       and fx_bound: "\<And>y t. y \<in> X0 \<inter> U \<Longrightarrow> t \<in> cbox a b \<Longrightarrow> norm (f y t - f x t) \<le> e"
       unfolding split_beta fst_conv snd_conv dist_norm
       by metis
     have "\<forall>\<^sub>F y in at x within U. y \<in> X0 \<inter> U"
       using X0(1) X0(2) eventually_at_topological by auto
     then show "\<forall>\<^sub>F y in at x within U. dist (integral (cbox a b) (f y)) (integral (cbox a b) (f x)) < e'"
     proof eventually_elim
       case (elim y)
       have "dist (integral (cbox a b) (f y)) (integral (cbox a b) (f x)) =
         norm (integral (cbox a b) (\<lambda>t. f y t - f x t))"
         using elim \<open>x \<in> U\<close>
         unfolding dist_norm
         by (subst integral_diff)
            (auto intro!: integrable_continuous continuous_intros)
       also have "\<dots> \<le> e * content (cbox a b)"
         using elim \<open>x \<in> U\<close>
         by (intro integrable_bound)
            (auto intro!: fx_bound \<open>x \<in> U \<close> less_imp_le[OF \<open>0 < e\<close>]
               integrable_continuous continuous_intros)
       also have "\<dots> < e'"
         using \<open>0 < e'\<close> \<open>e > 0\<close>
         by (auto simp: e_def field_split_simps)
       finally show "dist (integral (cbox a b) (f y)) (integral (cbox a b) (f x)) < e'" .
     qed
   qed
 qed (auto intro!: continuous_on_const)
 
 lemma leibniz_rule:
   fixes f::"'a::banach \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'c::banach"
   assumes fx: "\<And>x t. x \<in> U \<Longrightarrow> t \<in> cbox a b \<Longrightarrow>
     ((\<lambda>x. f x t) has_derivative blinfun_apply (fx x t)) (at x within U)"
   assumes integrable_f2: "\<And>x. x \<in> U \<Longrightarrow> f x integrable_on cbox a b"
   assumes cont_fx: "continuous_on (U \<times> (cbox a b)) (\<lambda>(x, t). fx x t)"
   assumes [intro]: "x0 \<in> U"
   assumes "convex U"
   shows
     "((\<lambda>x. integral (cbox a b) (f x)) has_derivative integral (cbox a b) (fx x0)) (at x0 within U)"
     (is "(?F has_derivative ?dF) _")
 proof cases
   assume "content (cbox a b) \<noteq> 0"
   then have ne: "cbox a b \<noteq> {}" by auto
   note [continuous_intros] =
     continuous_on_compose2[OF cont_fx, where f="\<lambda>y. Pair x y" for x,
       unfolded split_beta fst_conv snd_conv]
   show ?thesis
   proof (intro has_derivativeI bounded_linear_scaleR_left tendstoI, fold norm_conv_dist)
     have cont_f1: "\<And>t. t \<in> cbox a b \<Longrightarrow> continuous_on U (\<lambda>x. f x t)"
       by (auto simp: continuous_on_eq_continuous_within intro!: has_derivative_continuous fx)
     note [continuous_intros] = continuous_on_compose2[OF cont_f1]
     fix e'::real
     assume "e' > 0"
     define e where "e = e' / (content (cbox a b) + 1)"
     have "e > 0" using \<open>e' > 0\<close> by (auto simp: e_def intro!: divide_pos_pos add_nonneg_pos)
     from continuous_on_prod_compactE[OF cont_fx compact_cbox \<open>x0 \<in> U\<close> \<open>e > 0\<close>]
     obtain X0 where X0: "x0 \<in> X0" "open X0"
       and fx_bound: "\<And>x t. x \<in> X0 \<inter> U \<Longrightarrow> t \<in> cbox a b \<Longrightarrow> norm (fx x t - fx x0 t) \<le> e"
       unfolding split_beta fst_conv snd_conv
       by (metis dist_norm)
 
     note eventually_closed_segment[OF \<open>open X0\<close> \<open>x0 \<in> X0\<close>, of U]
     moreover
     have "\<forall>\<^sub>F x in at x0 within U. x \<in> X0"
       using \<open>open X0\<close> \<open>x0 \<in> X0\<close> eventually_at_topological by blast
     moreover have "\<forall>\<^sub>F x in at x0 within U. x \<noteq> x0"
       by (auto simp: eventually_at_filter)
     moreover have "\<forall>\<^sub>F x in at x0 within U. x \<in> U"
       by (auto simp: eventually_at_filter)
     ultimately
     show "\<forall>\<^sub>F x in at x0 within U. norm ((?F x - ?F x0 - ?dF (x - x0)) /\<^sub>R norm (x - x0)) < e'"
     proof eventually_elim
       case (elim x)
       from elim have "0 < norm (x - x0)" by simp
       have "closed_segment x0 x \<subseteq> U"
         by (rule \<open>convex U\<close>[unfolded convex_contains_segment, rule_format, OF \<open>x0 \<in> U\<close> \<open>x \<in> U\<close>])
       from elim have [intro]: "x \<in> U" by auto
       have "?F x - ?F x0 - ?dF (x - x0) =
         integral (cbox a b) (\<lambda>y. f x y - f x0 y - fx x0 y (x - x0))"
         (is "_ = ?id")
         using \<open>x \<noteq> x0\<close>
         by (subst blinfun_apply_integral integral_diff,
             auto intro!: integrable_diff integrable_f2 continuous_intros
               intro: integrable_continuous)+
       also
       {
         fix t assume t: "t \<in> (cbox a b)"
         have seg: "\<And>t. t \<in> {0..1} \<Longrightarrow> x0 + t *\<^sub>R (x - x0) \<in> X0 \<inter> U"
           using \<open>closed_segment x0 x \<subseteq> U\<close>
             \<open>closed_segment x0 x \<subseteq> X0\<close>
           by (force simp: closed_segment_def algebra_simps)
         from t have deriv:
           "((\<lambda>x. f x t) has_derivative (fx y t)) (at y within X0 \<inter> U)"
           if "y \<in> X0 \<inter> U" for y
           unfolding has_vector_derivative_def[symmetric]
           using that \<open>x \<in> X0\<close>
           by (intro has_derivative_within_subset[OF fx]) auto
         have "\<And>x. x \<in> X0 \<inter> U \<Longrightarrow> onorm (blinfun_apply (fx x t) - (fx x0 t)) \<le> e"
           using fx_bound t
           by (auto simp add: norm_blinfun_def fun_diff_def blinfun.bilinear_simps[symmetric])
         from differentiable_bound_linearization[OF seg deriv this] X0
         have "norm (f x t - f x0 t - fx x0 t (x - x0)) \<le> e * norm (x - x0)"
           by (auto simp add: ac_simps)
       }
       then have "norm ?id \<le> integral (cbox a b) (\<lambda>_. e * norm (x - x0))"
         by (intro integral_norm_bound_integral)
           (auto intro!: continuous_intros integrable_diff integrable_f2
             intro: integrable_continuous)
       also have "\<dots> = content (cbox a b) * e * norm (x - x0)"
         by simp
       also have "\<dots> < e' * norm (x - x0)"
         using \<open>e' > 0\<close>
         apply (intro mult_strict_right_mono[OF _ \<open>0 < norm (x - x0)\<close>])
         apply (simp add: divide_simps e_def not_less)
         done
       finally have "norm (?F x - ?F x0 - ?dF (x - x0)) < e' * norm (x - x0)" .
       then show ?case
         by (auto simp: divide_simps)
     qed
   qed (rule blinfun.bounded_linear_right)
 qed (auto intro!: derivative_eq_intros simp: blinfun.bilinear_simps)
 
 lemma has_vector_derivative_eq_has_derivative_blinfun:
   "(f has_vector_derivative f') (at x within U) \<longleftrightarrow>
     (f has_derivative blinfun_scaleR_left f') (at x within U)"
   by (simp add: has_vector_derivative_def)
 
 lemma leibniz_rule_vector_derivative:
   fixes f::"real \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'c::banach"
   assumes fx: "\<And>x t. x \<in> U \<Longrightarrow> t \<in> cbox a b \<Longrightarrow>
       ((\<lambda>x. f x t) has_vector_derivative (fx x t)) (at x within U)"
   assumes integrable_f2: "\<And>x. x \<in> U \<Longrightarrow> (f x) integrable_on cbox a b"
   assumes cont_fx: "continuous_on (U \<times> cbox a b) (\<lambda>(x, t). fx x t)"
   assumes U: "x0 \<in> U" "convex U"
   shows "((\<lambda>x. integral (cbox a b) (f x)) has_vector_derivative integral (cbox a b) (fx x0))
       (at x0 within U)"
 proof -
   note [continuous_intros] =
     continuous_on_compose2[OF cont_fx, where f="\<lambda>y. Pair x y" for x,
       unfolded split_beta fst_conv snd_conv]
   have *: "blinfun_scaleR_left (integral (cbox a b) (fx x0)) =
     integral (cbox a b) (\<lambda>t. blinfun_scaleR_left (fx x0 t))"
     by (subst integral_linear[symmetric])
        (auto simp: has_vector_derivative_def o_def
          intro!: integrable_continuous U continuous_intros bounded_linear_intros)
   show ?thesis
     unfolding has_vector_derivative_eq_has_derivative_blinfun
     apply (rule has_derivative_eq_rhs)
     apply (rule leibniz_rule[OF _ integrable_f2 _ U, where fx="\<lambda>x t. blinfun_scaleR_left (fx x t)"])
     using fx cont_fx
     apply (auto simp: has_vector_derivative_def * split_beta intro!: continuous_intros)
     done
 qed
 
 lemma has_field_derivative_eq_has_derivative_blinfun:
   "(f has_field_derivative f') (at x within U) \<longleftrightarrow> (f has_derivative blinfun_mult_right f') (at x within U)"
   by (simp add: has_field_derivative_def)
 
 lemma leibniz_rule_field_derivative:
   fixes f::"'a::{real_normed_field, banach} \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'a"
   assumes fx: "\<And>x t. x \<in> U \<Longrightarrow> t \<in> cbox a b \<Longrightarrow> ((\<lambda>x. f x t) has_field_derivative fx x t) (at x within U)"
   assumes integrable_f2: "\<And>x. x \<in> U \<Longrightarrow> (f x) integrable_on cbox a b"
   assumes cont_fx: "continuous_on (U \<times> (cbox a b)) (\<lambda>(x, t). fx x t)"
   assumes U: "x0 \<in> U" "convex U"
   shows "((\<lambda>x. integral (cbox a b) (f x)) has_field_derivative integral (cbox a b) (fx x0)) (at x0 within U)"
 proof -
   note [continuous_intros] =
     continuous_on_compose2[OF cont_fx, where f="\<lambda>y. Pair x y" for x,
       unfolded split_beta fst_conv snd_conv]
   have *: "blinfun_mult_right (integral (cbox a b) (fx x0)) =
     integral (cbox a b) (\<lambda>t. blinfun_mult_right (fx x0 t))"
     by (subst integral_linear[symmetric])
       (auto simp: has_vector_derivative_def o_def
         intro!: integrable_continuous U continuous_intros bounded_linear_intros)
   show ?thesis
     unfolding has_field_derivative_eq_has_derivative_blinfun
     apply (rule has_derivative_eq_rhs)
     apply (rule leibniz_rule[OF _ integrable_f2 _ U, where fx="\<lambda>x t. blinfun_mult_right (fx x t)"])
     using fx cont_fx
     apply (auto simp: has_field_derivative_def * split_beta intro!: continuous_intros)
     done
 qed
 
 lemma leibniz_rule_field_differentiable:
   fixes f::"'a::{real_normed_field, banach} \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'a"
   assumes "\<And>x t. x \<in> U \<Longrightarrow> t \<in> cbox a b \<Longrightarrow> ((\<lambda>x. f x t) has_field_derivative fx x t) (at x within U)"
   assumes "\<And>x. x \<in> U \<Longrightarrow> (f x) integrable_on cbox a b"
   assumes "continuous_on (U \<times> (cbox a b)) (\<lambda>(x, t). fx x t)"
   assumes "x0 \<in> U" "convex U"
   shows "(\<lambda>x. integral (cbox a b) (f x)) field_differentiable at x0 within U"
   using leibniz_rule_field_derivative[OF assms] by (auto simp: field_differentiable_def)
 
 
 subsection \<open>Exchange uniform limit and integral\<close>
 
 lemma uniform_limit_integral_cbox:
   fixes f::"'a \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'c::banach"
   assumes u: "uniform_limit (cbox a b) f g F"
   assumes c: "\<And>n. continuous_on (cbox a b) (f n)"
   assumes [simp]: "F \<noteq> bot"
   obtains I J where
     "\<And>n. (f n has_integral I n) (cbox a b)"
     "(g has_integral J) (cbox a b)"
     "(I \<longlongrightarrow> J) F"
 proof -
   have fi[simp]: "f n integrable_on (cbox a b)" for n
     by (auto intro!: integrable_continuous assms)
   then obtain I where I: "\<And>n. (f n has_integral I n) (cbox a b)"
     by atomize_elim (auto simp: integrable_on_def intro!: choice)
 
   moreover
   have gi[simp]: "g integrable_on (cbox a b)"
     by (auto intro!: integrable_continuous uniform_limit_theorem[OF _ u] eventuallyI c)
   then obtain J where J: "(g has_integral J) (cbox a b)"
     by blast
 
   moreover
   have "(I \<longlongrightarrow> J) F"
   proof cases
     assume "content (cbox a b) = 0"
     hence "I = (\<lambda>_. 0)" "J = 0"
       by (auto intro!: has_integral_unique I J)
     thus ?thesis by simp
   next
     assume content_nonzero: "content (cbox a b) \<noteq> 0"
     show ?thesis
     proof (rule tendstoI)
       fix e::real
       assume "e > 0"
       define e' where "e' = e/2"
       with \<open>e > 0\<close> have "e' > 0" by simp
       then have "\<forall>\<^sub>F n in F. \<forall>x\<in>cbox a b. norm (f n x - g x) < e' / content (cbox a b)"
         using u content_nonzero by (auto simp: uniform_limit_iff dist_norm zero_less_measure_iff)
       then show "\<forall>\<^sub>F n in F. dist (I n) J < e"
       proof eventually_elim
         case (elim n)
         have "I n = integral (cbox a b) (f n)"
             "J = integral (cbox a b) g"
           using I[of n] J by (simp_all add: integral_unique)
         then have "dist (I n) J = norm (integral (cbox a b) (\<lambda>x. f n x - g x))"
           by (simp add: integral_diff dist_norm)
         also have "\<dots> \<le> integral (cbox a b) (\<lambda>x. (e' / content (cbox a b)))"
           using elim
           by (intro integral_norm_bound_integral) (auto intro!: integrable_diff)
         also have "\<dots> < e"
           using \<open>0 < e\<close>
           by (simp add: e'_def)
         finally show ?case .
       qed
     qed
   qed
   ultimately show ?thesis ..
 qed
 
 lemma uniform_limit_integral:
   fixes f::"'a \<Rightarrow> 'b::ordered_euclidean_space \<Rightarrow> 'c::banach"
   assumes u: "uniform_limit {a..b} f g F"
   assumes c: "\<And>n. continuous_on {a..b} (f n)"
   assumes [simp]: "F \<noteq> bot"
   obtains I J where
     "\<And>n. (f n has_integral I n) {a..b}"
     "(g has_integral J) {a..b}"
     "(I \<longlongrightarrow> J) F"
   by (metis interval_cbox assms uniform_limit_integral_cbox)
 
 
 subsection \<open>Integration by parts\<close>
 
 lemma integration_by_parts_interior_strong:
   fixes prod :: "_ \<Rightarrow> _ \<Rightarrow> 'b :: banach"
   assumes bilinear: "bounded_bilinear (prod)"
   assumes s: "finite s" and le: "a \<le> b"
   assumes cont [continuous_intros]: "continuous_on {a..b} f" "continuous_on {a..b} g"
   assumes deriv: "\<And>x. x\<in>{a<..<b} - s \<Longrightarrow> (f has_vector_derivative f' x) (at x)"
                  "\<And>x. x\<in>{a<..<b} - s \<Longrightarrow> (g has_vector_derivative g' x) (at x)"
   assumes int: "((\<lambda>x. prod (f x) (g' x)) has_integral
                   (prod (f b) (g b) - prod (f a) (g a) - y)) {a..b}"
   shows   "((\<lambda>x. prod (f' x) (g x)) has_integral y) {a..b}"
 proof -
   interpret bounded_bilinear prod by fact
   have "((\<lambda>x. prod (f x) (g' x) + prod (f' x) (g x)) has_integral
           (prod (f b) (g b) - prod (f a) (g a))) {a..b}"
     using deriv by (intro fundamental_theorem_of_calculus_interior_strong[OF s le])
                    (auto intro!: continuous_intros continuous_on has_vector_derivative)
   from has_integral_diff[OF this int] show ?thesis by (simp add: algebra_simps)
 qed
 
 lemma integration_by_parts_interior:
   fixes prod :: "_ \<Rightarrow> _ \<Rightarrow> 'b :: banach"
   assumes "bounded_bilinear (prod)" "a \<le> b"
           "continuous_on {a..b} f" "continuous_on {a..b} g"
   assumes "\<And>x. x\<in>{a<..<b} \<Longrightarrow> (f has_vector_derivative f' x) (at x)"
           "\<And>x. x\<in>{a<..<b} \<Longrightarrow> (g has_vector_derivative g' x) (at x)"
   assumes "((\<lambda>x. prod (f x) (g' x)) has_integral (prod (f b) (g b) - prod (f a) (g a) - y)) {a..b}"
   shows   "((\<lambda>x. prod (f' x) (g x)) has_integral y) {a..b}"
   by (rule integration_by_parts_interior_strong[of _ "{}" _ _ f g f' g']) (insert assms, simp_all)
 
 lemma integration_by_parts:
   fixes prod :: "_ \<Rightarrow> _ \<Rightarrow> 'b :: banach"
   assumes "bounded_bilinear (prod)" "a \<le> b"
           "continuous_on {a..b} f" "continuous_on {a..b} g"
   assumes "\<And>x. x\<in>{a..b} \<Longrightarrow> (f has_vector_derivative f' x) (at x)"
           "\<And>x. x\<in>{a..b} \<Longrightarrow> (g has_vector_derivative g' x) (at x)"
   assumes "((\<lambda>x. prod (f x) (g' x)) has_integral (prod (f b) (g b) - prod (f a) (g a) - y)) {a..b}"
   shows   "((\<lambda>x. prod (f' x) (g x)) has_integral y) {a..b}"
   by (rule integration_by_parts_interior[of _ _ _ f g f' g']) (insert assms, simp_all)
 
 lemma integrable_by_parts_interior_strong:
   fixes prod :: "_ \<Rightarrow> _ \<Rightarrow> 'b :: banach"
   assumes bilinear: "bounded_bilinear (prod)"
   assumes s: "finite s" and le: "a \<le> b"
   assumes cont [continuous_intros]: "continuous_on {a..b} f" "continuous_on {a..b} g"
   assumes deriv: "\<And>x. x\<in>{a<..<b} - s \<Longrightarrow> (f has_vector_derivative f' x) (at x)"
                  "\<And>x. x\<in>{a<..<b} - s \<Longrightarrow> (g has_vector_derivative g' x) (at x)"
   assumes int: "(\<lambda>x. prod (f x) (g' x)) integrable_on {a..b}"
   shows   "(\<lambda>x. prod (f' x) (g x)) integrable_on {a..b}"
 proof -
   from int obtain I where "((\<lambda>x. prod (f x) (g' x)) has_integral I) {a..b}"
     unfolding integrable_on_def by blast
   hence "((\<lambda>x. prod (f x) (g' x)) has_integral (prod (f b) (g b) - prod (f a) (g a) -
            (prod (f b) (g b) - prod (f a) (g a) - I))) {a..b}" by simp
   from integration_by_parts_interior_strong[OF assms(1-7) this]
     show ?thesis unfolding integrable_on_def by blast
 qed
 
 lemma integrable_by_parts_interior:
   fixes prod :: "_ \<Rightarrow> _ \<Rightarrow> 'b :: banach"
   assumes "bounded_bilinear (prod)" "a \<le> b"
           "continuous_on {a..b} f" "continuous_on {a..b} g"
   assumes "\<And>x. x\<in>{a<..<b} \<Longrightarrow> (f has_vector_derivative f' x) (at x)"
           "\<And>x. x\<in>{a<..<b} \<Longrightarrow> (g has_vector_derivative g' x) (at x)"
   assumes "(\<lambda>x. prod (f x) (g' x)) integrable_on {a..b}"
   shows   "(\<lambda>x. prod (f' x) (g x)) integrable_on {a..b}"
   by (rule integrable_by_parts_interior_strong[of _ "{}" _ _ f g f' g']) (insert assms, simp_all)
 
 lemma integrable_by_parts:
   fixes prod :: "_ \<Rightarrow> _ \<Rightarrow> 'b :: banach"
   assumes "bounded_bilinear (prod)" "a \<le> b"
           "continuous_on {a..b} f" "continuous_on {a..b} g"
   assumes "\<And>x. x\<in>{a..b} \<Longrightarrow> (f has_vector_derivative f' x) (at x)"
           "\<And>x. x\<in>{a..b} \<Longrightarrow> (g has_vector_derivative g' x) (at x)"
   assumes "(\<lambda>x. prod (f x) (g' x)) integrable_on {a..b}"
   shows   "(\<lambda>x. prod (f' x) (g x)) integrable_on {a..b}"
   by (rule integrable_by_parts_interior_strong[of _ "{}" _ _ f g f' g']) (insert assms, simp_all)
 
 
 subsection \<open>Integration by substitution\<close>
 
 lemma has_integral_substitution_general:
   fixes f :: "real \<Rightarrow> 'a::euclidean_space" and g :: "real \<Rightarrow> real"
   assumes s: "finite s" and le: "a \<le> b"
       and subset: "g ` {a..b} \<subseteq> {c..d}"
       and f [continuous_intros]: "continuous_on {c..d} f"
       and g [continuous_intros]: "continuous_on {a..b} g"
       and deriv [derivative_intros]:
               "\<And>x. x \<in> {a..b} - s \<Longrightarrow> (g has_field_derivative g' x) (at x within {a..b})"
     shows "((\<lambda>x. g' x *\<^sub>R f (g x)) has_integral (integral {g a..g b} f - integral {g b..g a} f)) {a..b}"
 proof -
   let ?F = "\<lambda>x. integral {c..g x} f"
   have cont_int: "continuous_on {a..b} ?F"
     by (rule continuous_on_compose2[OF _ g subset] indefinite_integral_continuous_1
           f integrable_continuous_real)+
   have deriv: "(((\<lambda>x. integral {c..x} f) \<circ> g) has_vector_derivative g' x *\<^sub>R f (g x))
                  (at x within {a..b})" if "x \<in> {a..b} - s" for x
   proof (rule has_vector_derivative_eq_rhs [OF vector_diff_chain_within refl])
     show "(g has_vector_derivative g' x) (at x within {a..b})"
       using deriv has_field_derivative_iff_has_vector_derivative that by blast
     show "((\<lambda>x. integral {c..x} f) has_vector_derivative f (g x)) 
           (at (g x) within g ` {a..b})"
       using that le subset
       by (blast intro: has_vector_derivative_within_subset integral_has_vector_derivative f)
   qed
   have deriv: "(?F has_vector_derivative g' x *\<^sub>R f (g x))
                   (at x)" if "x \<in> {a..b} - (s \<union> {a,b})" for x
     using deriv[of x] that by (simp add: at_within_Icc_at o_def)
   have "((\<lambda>x. g' x *\<^sub>R f (g x)) has_integral (?F b - ?F a)) {a..b}"
     using le cont_int s deriv cont_int
     by (intro fundamental_theorem_of_calculus_interior_strong[of "s \<union> {a,b}"]) simp_all
   also
   from subset have "g x \<in> {c..d}" if "x \<in> {a..b}" for x using that by blast
   from this[of a] this[of b] le have cd: "c \<le> g a" "g b \<le> d" "c \<le> g b" "g a \<le> d" by auto
   have "integral {c..g b} f - integral {c..g a} f = integral {g a..g b} f - integral {g b..g a} f"
   proof cases
     assume "g a \<le> g b"
     note le = le this
     from cd have "integral {c..g a} f + integral {g a..g b} f = integral {c..g b} f"
       by (intro integral_combine integrable_continuous_real continuous_on_subset[OF f] le) simp_all
     with le show ?thesis
       by (cases "g a = g b") (simp_all add: algebra_simps)
   next
     assume less: "\<not>g a \<le> g b"
     then have "g a \<ge> g b" by simp
     note le = le this
     from cd have "integral {c..g b} f + integral {g b..g a} f = integral {c..g a} f"
       by (intro integral_combine integrable_continuous_real continuous_on_subset[OF f] le) simp_all
     with less show ?thesis
       by (simp_all add: algebra_simps)
   qed
   finally show ?thesis .
 qed
 
 lemma has_integral_substitution_strong:
   fixes f :: "real \<Rightarrow> 'a::euclidean_space" and g :: "real \<Rightarrow> real"
   assumes s: "finite s" and le: "a \<le> b" "g a \<le> g b"
     and subset: "g ` {a..b} \<subseteq> {c..d}"
     and f [continuous_intros]: "continuous_on {c..d} f"
     and g [continuous_intros]: "continuous_on {a..b} g"
     and deriv [derivative_intros]:
     "\<And>x. x \<in> {a..b} - s \<Longrightarrow> (g has_field_derivative g' x) (at x within {a..b})"
   shows "((\<lambda>x. g' x *\<^sub>R f (g x)) has_integral (integral {g a..g b} f)) {a..b}"
   using has_integral_substitution_general[OF s le(1) subset f g deriv] le(2)
   by (cases "g a = g b") auto
 
 lemma has_integral_substitution:
   fixes f :: "real \<Rightarrow> 'a::euclidean_space" and g :: "real \<Rightarrow> real"
   assumes "a \<le> b" "g a \<le> g b" "g ` {a..b} \<subseteq> {c..d}"
       and "continuous_on {c..d} f"
       and "\<And>x. x \<in> {a..b} \<Longrightarrow> (g has_field_derivative g' x) (at x within {a..b})"
     shows "((\<lambda>x. g' x *\<^sub>R f (g x)) has_integral (integral {g a..g b} f)) {a..b}"
   by (intro has_integral_substitution_strong[of "{}" a b g c d] assms)
      (auto intro: DERIV_continuous_on assms)
 
 lemma integral_shift:
   fixes f :: "real \<Rightarrow> 'a::euclidean_space"
   assumes cont: "continuous_on {a + c..b + c} f"
   shows "integral {a..b} (f \<circ> (\<lambda>x. x + c)) = integral {a + c..b + c} f"
 proof (cases "a \<le> b")
   case True
   have "((\<lambda>x. 1 *\<^sub>R f (x + c)) has_integral integral {a+c..b+c} f) {a..b}"
     using True cont
     by (intro has_integral_substitution[where c = "a + c" and d = "b + c"])
        (auto intro!: derivative_eq_intros)
   thus ?thesis by (simp add: has_integral_iff o_def)
 qed auto
 
 
 subsection \<open>Compute a double integral using iterated integrals and switching the order of integration\<close>
 
 lemma continuous_on_imp_integrable_on_Pair1:
   fixes f :: "_ \<Rightarrow> 'b::banach"
   assumes con: "continuous_on (cbox (a,c) (b,d)) f" and x: "x \<in> cbox a b"
   shows "(\<lambda>y. f (x, y)) integrable_on (cbox c d)"
 proof -
   have "f \<circ> (\<lambda>y. (x, y)) integrable_on (cbox c d)"
     apply (rule integrable_continuous)
     apply (rule continuous_on_compose [OF _ continuous_on_subset [OF con]])
     using x
     apply (auto intro: continuous_on_Pair continuous_on_const continuous_on_id continuous_on_subset con)
     done
   then show ?thesis
     by (simp add: o_def)
 qed
 
 lemma integral_integrable_2dim:
   fixes f :: "('a::euclidean_space * 'b::euclidean_space) \<Rightarrow> 'c::banach"
   assumes "continuous_on (cbox (a,c) (b,d)) f"
     shows "(\<lambda>x. integral (cbox c d) (\<lambda>y. f (x,y))) integrable_on cbox a b"
 proof (cases "content(cbox c d) = 0")
 case True
   then show ?thesis
     by (simp add: True integrable_const)
 next
   case False
   have uc: "uniformly_continuous_on (cbox (a,c) (b,d)) f"
     by (simp add: assms compact_cbox compact_uniformly_continuous)
   { fix x::'a and e::real
     assume x: "x \<in> cbox a b" and e: "0 < e"
     then have e2_gt: "0 < e/2 / content (cbox c d)" and e2_less: "e/2 / content (cbox c d) * content (cbox c d) < e"
       by (auto simp: False content_lt_nz e)
     then obtain dd
     where dd: "\<And>x x'. \<lbrakk>x\<in>cbox (a, c) (b, d); x'\<in>cbox (a, c) (b, d); norm (x' - x) < dd\<rbrakk>
                        \<Longrightarrow> norm (f x' - f x) \<le> e/(2 * content (cbox c d))"  "dd>0"
       using uc [unfolded uniformly_continuous_on_def, THEN spec, of "e/(2 * content (cbox c d))"]
       by (auto simp: dist_norm intro: less_imp_le)
     have "\<exists>delta>0. \<forall>x'\<in>cbox a b. norm (x' - x) < delta \<longrightarrow> norm (integral (cbox c d) (\<lambda>u. f (x', u) - f (x, u))) < e"
       apply (rule_tac x=dd in exI)
       using dd e2_gt assms x
       apply clarify
       apply (rule le_less_trans [OF _ e2_less])
       apply (rule integrable_bound)
       apply (auto intro: integrable_diff continuous_on_imp_integrable_on_Pair1)
       done
   } note * = this
   show ?thesis
     apply (rule integrable_continuous)
     apply (simp add: * continuous_on_iff dist_norm integral_diff [symmetric] continuous_on_imp_integrable_on_Pair1 [OF assms])
     done
 qed
 
 lemma integral_split:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::{real_normed_vector,complete_space}"
   assumes f: "f integrable_on (cbox a b)"
       and k: "k \<in> Basis"
   shows "integral (cbox a b) f =
            integral (cbox a b \<inter> {x. x\<bullet>k \<le> c}) f +
            integral (cbox a b \<inter> {x. x\<bullet>k \<ge> c}) f"
   apply (rule integral_unique [OF has_integral_split [where c=c]])
   using k f
   apply (auto simp: has_integral_integral [symmetric])
   done
 
 lemma integral_swap_operativeI:
   fixes f :: "('a::euclidean_space * 'b::euclidean_space) \<Rightarrow> 'c::banach"
   assumes f: "continuous_on s f" and e: "0 < e"
     shows "operative conj True
            (\<lambda>k. \<forall>a b c d.
                 cbox (a,c) (b,d) \<subseteq> k \<and> cbox (a,c) (b,d) \<subseteq> s
                 \<longrightarrow> norm(integral (cbox (a,c) (b,d)) f -
                          integral (cbox a b) (\<lambda>x. integral (cbox c d) (\<lambda>y. f((x,y)))))
                     \<le> e * content (cbox (a,c) (b,d)))"
 proof (standard, auto)
   fix a::'a and c::'b and b::'a and d::'b and u::'a and v::'a and w::'b and z::'b
   assume *: "box (a, c) (b, d) = {}"
      and cb1: "cbox (u, w) (v, z) \<subseteq> cbox (a, c) (b, d)"
      and cb2: "cbox (u, w) (v, z) \<subseteq> s"
   then have c0: "content (cbox (a, c) (b, d)) = 0"
     using * unfolding content_eq_0_interior by simp
   have c0': "content (cbox (u, w) (v, z)) = 0"
     by (fact content_0_subset [OF c0 cb1])
   show "norm (integral (cbox (u,w) (v,z)) f - integral (cbox u v) (\<lambda>x. integral (cbox w z) (\<lambda>y. f (x, y))))
           \<le> e * content (cbox (u,w) (v,z))"
     using content_cbox_pair_eq0_D [OF c0']
     by (force simp add: c0')
 next
   fix a::'a and c::'b and b::'a and d::'b
   and M::real and i::'a and j::'b
   and u::'a and v::'a and w::'b and z::'b
   assume ij: "(i,j) \<in> Basis"
      and n1: "\<forall>a' b' c' d'.
                 cbox (a',c') (b',d') \<subseteq> cbox (a,c) (b,d) \<and>
                 cbox (a',c') (b',d') \<subseteq> {x. x \<bullet> (i,j) \<le> M} \<and> cbox (a',c') (b',d') \<subseteq> s \<longrightarrow>
                 norm (integral (cbox (a',c') (b',d')) f - integral (cbox a' b') (\<lambda>x. integral (cbox c' d') (\<lambda>y. f (x,y))))
                 \<le> e * content (cbox (a',c') (b',d'))"
      and n2: "\<forall>a' b' c' d'.
                 cbox (a',c') (b',d') \<subseteq> cbox (a,c) (b,d) \<and>
                 cbox (a',c') (b',d') \<subseteq> {x. M \<le> x \<bullet> (i,j)} \<and> cbox (a',c') (b',d') \<subseteq> s \<longrightarrow>
                 norm (integral (cbox (a',c') (b',d')) f - integral (cbox a' b') (\<lambda>x. integral (cbox c' d') (\<lambda>y. f (x,y))))
                 \<le> e * content (cbox (a',c') (b',d'))"
      and subs: "cbox (u,w) (v,z) \<subseteq> cbox (a,c) (b,d)"  "cbox (u,w) (v,z) \<subseteq> s"
   have fcont: "continuous_on (cbox (u, w) (v, z)) f"
     using assms(1) continuous_on_subset  subs(2) by blast
   then have fint: "f integrable_on cbox (u, w) (v, z)"
     by (metis integrable_continuous)
   consider "i \<in> Basis" "j=0" | "j \<in> Basis" "i=0"  using ij
     by (auto simp: Euclidean_Space.Basis_prod_def)
   then show "norm (integral (cbox (u,w) (v,z)) f - integral (cbox u v) (\<lambda>x. integral (cbox w z) (\<lambda>y. f (x,y))))
              \<le> e * content (cbox (u,w) (v,z))" (is ?normle)
   proof cases
     case 1
     then have e: "e * content (cbox (u, w) (v, z)) =
                   e * (content (cbox u v \<inter> {x. x \<bullet> i \<le> M}) * content (cbox w z)) +
                   e * (content (cbox u v \<inter> {x. M \<le> x \<bullet> i}) * content (cbox w z))"
       by (simp add: content_split [where c=M] content_Pair algebra_simps)
     have *: "integral (cbox u v) (\<lambda>x. integral (cbox w z) (\<lambda>y. f (x, y))) =
                 integral (cbox u v \<inter> {x. x \<bullet> i \<le> M}) (\<lambda>x. integral (cbox w z) (\<lambda>y. f (x, y))) +
                 integral (cbox u v \<inter> {x. M \<le> x \<bullet> i}) (\<lambda>x. integral (cbox w z) (\<lambda>y. f (x, y)))"
       using 1 f subs integral_integrable_2dim continuous_on_subset
       by (blast intro: integral_split)
     show ?normle
       apply (rule norm_diff2 [OF integral_split [where c=M, OF fint ij] * e])
       using 1 subs
       apply (simp_all add: cbox_Pair_eq setcomp_dot1 [of "\<lambda>u. M\<le>u"] setcomp_dot1 [of "\<lambda>u. u\<le>M"] Sigma_Int_Paircomp1)
       apply (simp_all add: interval_split ij)
       apply (simp_all add: cbox_Pair_eq [symmetric] content_Pair [symmetric])
       apply (force simp add: interval_split [symmetric] intro!: n1 [rule_format])
       apply (force simp add: interval_split [symmetric] intro!: n2 [rule_format])
       done
   next
     case 2
     then have e: "e * content (cbox (u, w) (v, z)) =
                   e * (content (cbox u v) * content (cbox w z \<inter> {x. x \<bullet> j \<le> M})) +
                   e * (content (cbox u v) * content (cbox w z \<inter> {x. M \<le> x \<bullet> j}))"
       by (simp add: content_split [where c=M] content_Pair algebra_simps)
     have "(\<lambda>x. integral (cbox w z \<inter> {x. x \<bullet> j \<le> M}) (\<lambda>y. f (x, y))) integrable_on cbox u v"
                 "(\<lambda>x. integral (cbox w z \<inter> {x. M \<le> x \<bullet> j}) (\<lambda>y. f (x, y))) integrable_on cbox u v"
       using 2 subs
       apply (simp_all add: interval_split)
       apply (rule_tac [!] integral_integrable_2dim [OF continuous_on_subset [OF f]])
       apply (auto simp: cbox_Pair_eq interval_split [symmetric])
       done
     with 2 have *: "integral (cbox u v) (\<lambda>x. integral (cbox w z) (\<lambda>y. f (x, y))) =
                    integral (cbox u v) (\<lambda>x. integral (cbox w z \<inter> {x. x \<bullet> j \<le> M}) (\<lambda>y. f (x, y))) +
                    integral (cbox u v) (\<lambda>x. integral (cbox w z \<inter> {x. M \<le> x \<bullet> j}) (\<lambda>y. f (x, y)))"
       by (simp add: integral_add [symmetric] integral_split [symmetric]
                     continuous_on_imp_integrable_on_Pair1 [OF fcont] cong: integral_cong)
     show ?normle
       apply (rule norm_diff2 [OF integral_split [where c=M, OF fint ij] * e])
       using 2 subs
       apply (simp_all add: cbox_Pair_eq setcomp_dot2 [of "\<lambda>u. M\<le>u"] setcomp_dot2 [of "\<lambda>u. u\<le>M"] Sigma_Int_Paircomp2)
       apply (simp_all add: interval_split ij)
       apply (simp_all add: cbox_Pair_eq [symmetric] content_Pair [symmetric])
       apply (force simp add: interval_split [symmetric] intro!: n1 [rule_format])
       apply (force simp add: interval_split [symmetric] intro!: n2 [rule_format])
       done
   qed
 qed
 
 lemma integral_Pair_const:
     "integral (cbox (a,c) (b,d)) (\<lambda>x. k) =
      integral (cbox a b) (\<lambda>x. integral (cbox c d) (\<lambda>y. k))"
   by (simp add: content_Pair)
 
 lemma integral_prod_continuous:
   fixes f :: "('a::euclidean_space * 'b::euclidean_space) \<Rightarrow> 'c::banach"
   assumes "continuous_on (cbox (a, c) (b, d)) f" (is "continuous_on ?CBOX f")
     shows "integral (cbox (a, c) (b, d)) f = integral (cbox a b) (\<lambda>x. integral (cbox c d) (\<lambda>y. f (x, y)))"
 proof (cases "content ?CBOX = 0")
   case True
   then show ?thesis
     by (auto simp: content_Pair)
 next
   case False
   then have cbp: "content ?CBOX > 0"
     using content_lt_nz by blast
   have "norm (integral ?CBOX f - integral (cbox a b) (\<lambda>x. integral (cbox c d) (\<lambda>y. f (x,y)))) = 0"
   proof (rule dense_eq0_I, simp)
     fix e :: real 
     assume "0 < e"
     with \<open>content ?CBOX > 0\<close> have "0 < e/content ?CBOX"
       by simp
     have f_int_acbd: "f integrable_on ?CBOX"
       by (rule integrable_continuous [OF assms])
     { fix p
       assume p: "p division_of ?CBOX"
       then have "finite p"
         by blast
       define e' where "e' = e/content ?CBOX"
       with \<open>0 < e\<close> \<open>0 < e/content ?CBOX\<close>
       have "0 < e'"
         by simp
       interpret operative conj True
            "\<lambda>k. \<forall>a' b' c' d'.
                 cbox (a', c') (b', d') \<subseteq> k \<and> cbox (a', c') (b', d') \<subseteq> ?CBOX
                 \<longrightarrow> norm (integral (cbox (a', c') (b', d')) f -
                          integral (cbox a' b') (\<lambda>x. integral (cbox c' d') (\<lambda>y. f ((x, y)))))
                     \<le> e' * content (cbox (a', c') (b', d'))"
         using assms \<open>0 < e'\<close> by (rule integral_swap_operativeI)
       have "norm (integral ?CBOX f - integral (cbox a b) (\<lambda>x. integral (cbox c d) (\<lambda>y. f (x, y))))
           \<le> e' * content ?CBOX"
         if "\<And>t u v w z. t \<in> p \<Longrightarrow> cbox (u, w) (v, z) \<subseteq> t \<Longrightarrow> cbox (u, w) (v, z) \<subseteq> ?CBOX
           \<Longrightarrow> norm (integral (cbox (u, w) (v, z)) f -
               integral (cbox u v) (\<lambda>x. integral (cbox w z) (\<lambda>y. f (x, y))))
               \<le> e' * content (cbox (u, w) (v, z))"
         using that division [of p "(a, c)" "(b, d)"] p \<open>finite p\<close> by (auto simp add: comm_monoid_set_F_and)
       with False have "norm (integral ?CBOX f - integral (cbox a b) (\<lambda>x. integral (cbox c d) (\<lambda>y. f (x, y))))
           \<le> e"
         if "\<And>t u v w z. t \<in> p \<Longrightarrow> cbox (u, w) (v, z) \<subseteq> t \<Longrightarrow> cbox (u, w) (v, z) \<subseteq> ?CBOX
           \<Longrightarrow> norm (integral (cbox (u, w) (v, z)) f -
               integral (cbox u v) (\<lambda>x. integral (cbox w z) (\<lambda>y. f (x, y))))
               \<le> e * content (cbox (u, w) (v, z)) / content ?CBOX"
         using that by (simp add: e'_def)
     } note op_acbd = this
     { fix k::real and \<D> and u::'a and v w and z::'b and t1 t2 l
       assume k: "0 < k"
          and nf: "\<And>x y u v.
                   \<lbrakk>x \<in> cbox a b; y \<in> cbox c d; u \<in> cbox a b; v\<in>cbox c d; norm (u-x, v-y) < k\<rbrakk>
                   \<Longrightarrow> norm (f(u,v) - f(x,y)) < e/(2 * (content ?CBOX))"
          and p_acbd: "\<D> tagged_division_of cbox (a,c) (b,d)"
          and fine: "(\<lambda>x. ball x k) fine \<D>"  "((t1,t2), l) \<in> \<D>"
          and uwvz_sub: "cbox (u,w) (v,z) \<subseteq> l" "cbox (u,w) (v,z) \<subseteq> cbox (a,c) (b,d)"
       have t: "t1 \<in> cbox a b" "t2 \<in> cbox c d"
         by (meson fine p_acbd cbox_Pair_iff tag_in_interval)+
       have ls: "l \<subseteq> ball (t1,t2) k"
         using fine by (simp add: fine_def Ball_def)
       { fix x1 x2
         assume xuvwz: "x1 \<in> cbox u v" "x2 \<in> cbox w z"
         then have x: "x1 \<in> cbox a b" "x2 \<in> cbox c d"
           using uwvz_sub by auto
         have "norm (x1 - t1, x2 - t2) = norm (t1 - x1, t2 - x2)"
           by (simp add: norm_Pair norm_minus_commute)
         also have "norm (t1 - x1, t2 - x2) < k"
           using xuvwz ls uwvz_sub unfolding ball_def
           by (force simp add: cbox_Pair_eq dist_norm )
         finally have "norm (f (x1,x2) - f (t1,t2)) \<le> e/content ?CBOX/2"
           using nf [OF t x]  by simp
       } note nf' = this
       have f_int_uwvz: "f integrable_on cbox (u,w) (v,z)"
         using f_int_acbd uwvz_sub integrable_on_subcbox by blast
       have f_int_uv: "\<And>x. x \<in> cbox u v \<Longrightarrow> (\<lambda>y. f (x,y)) integrable_on cbox w z"
         using assms continuous_on_subset uwvz_sub
         by (blast intro: continuous_on_imp_integrable_on_Pair1)
       have 1: "norm (integral (cbox (u,w) (v,z)) f - integral (cbox (u,w) (v,z)) (\<lambda>x. f (t1,t2)))
          \<le> e * content (cbox (u,w) (v,z)) / content ?CBOX/2"
         apply (simp only: integral_diff [symmetric] f_int_uwvz integrable_const)
         apply (rule order_trans [OF integrable_bound [of "e/content ?CBOX/2"]])
         using cbp \<open>0 < e/content ?CBOX\<close> nf'
         apply (auto simp: integrable_diff f_int_uwvz integrable_const)
         done
       have int_integrable: "(\<lambda>x. integral (cbox w z) (\<lambda>y. f (x, y))) integrable_on cbox u v"
         using assms integral_integrable_2dim continuous_on_subset uwvz_sub(2) by blast
       have normint_wz:
          "\<And>x. x \<in> cbox u v \<Longrightarrow>
                norm (integral (cbox w z) (\<lambda>y. f (x, y)) - integral (cbox w z) (\<lambda>y. f (t1, t2)))
                \<le> e * content (cbox w z) / content (cbox (a, c) (b, d))/2"
         apply (simp only: integral_diff [symmetric] f_int_uv integrable_const)
         apply (rule order_trans [OF integrable_bound [of "e/content ?CBOX/2"]])
         using cbp \<open>0 < e/content ?CBOX\<close> nf'
         apply (auto simp: integrable_diff f_int_uv integrable_const)
         done
       have "norm (integral (cbox u v)
                (\<lambda>x. integral (cbox w z) (\<lambda>y. f (x,y)) - integral (cbox w z) (\<lambda>y. f (t1,t2))))
             \<le> e * content (cbox w z) / content ?CBOX/2 * content (cbox u v)"
         apply (rule integrable_bound [OF _ _ normint_wz])
         using cbp \<open>0 < e/content ?CBOX\<close>
         apply (auto simp: field_split_simps content_pos_le integrable_diff int_integrable integrable_const)
         done
       also have "... \<le> e * content (cbox (u,w) (v,z)) / content ?CBOX/2"
         by (simp add: content_Pair field_split_simps)
       finally have 2: "norm (integral (cbox u v) (\<lambda>x. integral (cbox w z) (\<lambda>y. f (x,y))) -
                       integral (cbox u v) (\<lambda>x. integral (cbox w z) (\<lambda>y. f (t1,t2))))
                 \<le> e * content (cbox (u,w) (v,z)) / content ?CBOX/2"
         by (simp only: integral_diff [symmetric] int_integrable integrable_const)
       have norm_xx: "\<lbrakk>x' = y'; norm(x - x') \<le> e/2; norm(y - y') \<le> e/2\<rbrakk> \<Longrightarrow> norm(x - y) \<le> e" for x::'c and y x' y' e
         using norm_triangle_mono [of "x-y'" "e/2" "y'-y" "e/2"] field_sum_of_halves
         by (simp add: norm_minus_commute)
       have "norm (integral (cbox (u,w) (v,z)) f - integral (cbox u v) (\<lambda>x. integral (cbox w z) (\<lambda>y. f (x,y))))
             \<le> e * content (cbox (u,w) (v,z)) / content ?CBOX"
         by (rule norm_xx [OF integral_Pair_const 1 2])
     } note * = this
     have "norm (integral ?CBOX f - integral (cbox a b) (\<lambda>x. integral (cbox c d) (\<lambda>y. f (x,y)))) \<le> e" 
       if "\<forall>x\<in>?CBOX. \<forall>x'\<in>?CBOX. norm (x' - x) < k \<longrightarrow> norm (f x' - f x) < e /(2 * content (?CBOX))" "0 < k" for k
     proof -
       obtain p where ptag: "p tagged_division_of cbox (a, c) (b, d)" 
                  and fine: "(\<lambda>x. ball x k) fine p"
         using fine_division_exists \<open>0 < k\<close> by blast
       show ?thesis
         apply (rule op_acbd [OF division_of_tagged_division [OF ptag]])
         using that fine ptag \<open>0 < k\<close> by (auto simp: *)
     qed
     then show "norm (integral ?CBOX f - integral (cbox a b) (\<lambda>x. integral (cbox c d) (\<lambda>y. f (x,y)))) \<le> e"
       using compact_uniformly_continuous [OF assms compact_cbox]
       apply (simp add: uniformly_continuous_on_def dist_norm)
       apply (drule_tac x="e/2 / content?CBOX" in spec)
       using cbp \<open>0 < e\<close> by (auto simp: zero_less_mult_iff)
   qed
   then show ?thesis
     by simp
 qed
 
 lemma integral_swap_2dim:
   fixes f :: "['a::euclidean_space, 'b::euclidean_space] \<Rightarrow> 'c::banach"
   assumes "continuous_on (cbox (a,c) (b,d)) (\<lambda>(x,y). f x y)"
     shows "integral (cbox (a, c) (b, d)) (\<lambda>(x, y). f x y) = integral (cbox (c, a) (d, b)) (\<lambda>(x, y). f y x)"
 proof -
   have "((\<lambda>(x, y). f x y) has_integral integral (cbox (c, a) (d, b)) (\<lambda>(x, y). f y x)) (prod.swap ` (cbox (c, a) (d, b)))"
     apply (rule has_integral_twiddle [of 1 prod.swap prod.swap "\<lambda>(x,y). f y x" "integral (cbox (c, a) (d, b)) (\<lambda>(x, y). f y x)", simplified])
     apply (force simp: isCont_swap content_Pair has_integral_integral [symmetric] integrable_continuous swap_continuous assms)+
     done
  then show ?thesis
    by force
 qed
 
 theorem integral_swap_continuous:
   fixes f :: "['a::euclidean_space, 'b::euclidean_space] \<Rightarrow> 'c::banach"
   assumes "continuous_on (cbox (a,c) (b,d)) (\<lambda>(x,y). f x y)"
     shows "integral (cbox a b) (\<lambda>x. integral (cbox c d) (f x)) =
            integral (cbox c d) (\<lambda>y. integral (cbox a b) (\<lambda>x. f x y))"
 proof -
   have "integral (cbox a b) (\<lambda>x. integral (cbox c d) (f x)) = integral (cbox (a, c) (b, d)) (\<lambda>(x, y). f x y)"
     using integral_prod_continuous [OF assms] by auto
   also have "... = integral (cbox (c, a) (d, b)) (\<lambda>(x, y). f y x)"
     by (rule integral_swap_2dim [OF assms])
   also have "... = integral (cbox c d) (\<lambda>y. integral (cbox a b) (\<lambda>x. f x y))"
     using integral_prod_continuous [OF swap_continuous] assms
     by auto
   finally show ?thesis .
 qed
 
 
 subsection \<open>Definite integrals for exponential and power function\<close>
 
 lemma has_integral_exp_minus_to_infinity:
   assumes a: "a > 0"
   shows   "((\<lambda>x::real. exp (-a*x)) has_integral exp (-a*c)/a) {c..}"
 proof -
   define f where "f = (\<lambda>k x. if x \<in> {c..real k} then exp (-a*x) else 0)"
   {
     fix k :: nat assume k: "of_nat k \<ge> c"
     from k a
       have "((\<lambda>x. exp (-a*x)) has_integral (-exp (-a*real k)/a - (-exp (-a*c)/a))) {c..real k}"
       by (intro fundamental_theorem_of_calculus)
          (auto intro!: derivative_eq_intros
                simp: has_field_derivative_iff_has_vector_derivative [symmetric])
     hence "(f k has_integral (exp (-a*c)/a - exp (-a*real k)/a)) {c..}" unfolding f_def
       by (subst has_integral_restrict) simp_all
   } note has_integral_f = this
 
   have [simp]: "f k = (\<lambda>_. 0)" if "of_nat k < c" for k using that by (auto simp: fun_eq_iff f_def)
   have integral_f: "integral {c..} (f k) =
                       (if real k \<ge> c then exp (-a*c)/a - exp (-a*real k)/a else 0)"
     for k using integral_unique[OF has_integral_f[of k]] by simp
 
   have A: "(\<lambda>x. exp (-a*x)) integrable_on {c..} \<and>
              (\<lambda>k. integral {c..} (f k)) \<longlonglongrightarrow> integral {c..} (\<lambda>x. exp (-a*x))"
   proof (intro monotone_convergence_increasing allI ballI)
     fix k ::nat
     have "(\<lambda>x. exp (-a*x)) integrable_on {c..of_real k}" (is ?P)
       unfolding f_def by (auto intro!: continuous_intros integrable_continuous_real)
     hence  "(f k) integrable_on {c..of_real k}"
       by (rule integrable_eq) (simp add: f_def)
     then show "f k integrable_on {c..}"
       by (rule integrable_on_superset) (auto simp: f_def)
   next
     fix x assume x: "x \<in> {c..}"
     have "sequentially \<le> principal {nat \<lceil>x\<rceil>..}" unfolding at_top_def by (simp add: Inf_lower)
     also have "{nat \<lceil>x\<rceil>..} \<subseteq> {k. x \<le> real k}" by auto
     also have "inf (principal \<dots>) (principal {k. \<not>x \<le> real k}) =
                  principal ({k. x \<le> real k} \<inter> {k. \<not>x \<le> real k})" by simp
     also have "{k. x \<le> real k} \<inter> {k. \<not>x \<le> real k} = {}" by blast
     finally have "inf sequentially (principal {k. \<not>x \<le> real k}) = bot"
       by (simp add: inf.coboundedI1 bot_unique)
     with x show "(\<lambda>k. f k x) \<longlonglongrightarrow> exp (-a*x)" unfolding f_def
       by (intro filterlim_If) auto
   next
     have "\<bar>integral {c..} (f k)\<bar> \<le> exp (-a*c)/a" for k
     proof (cases "c > of_nat k")
       case False
       hence "abs (integral {c..} (f k)) = abs (exp (- (a * c)) / a - exp (- (a * real k)) / a)"
         by (simp add: integral_f)
       also have "abs (exp (- (a * c)) / a - exp (- (a * real k)) / a) =
                    exp (- (a * c)) / a - exp (- (a * real k)) / a"
         using False a by (intro abs_of_nonneg) (simp_all add: field_simps)
       also have "\<dots> \<le> exp (- a * c) / a" using a by simp
       finally show ?thesis .
     qed (insert a, simp_all add: integral_f)
     thus "bounded (range(\<lambda>k. integral {c..} (f k)))"
       by (intro boundedI[of _ "exp (-a*c)/a"]) auto
   qed (auto simp: f_def)
   have "(\<lambda>k. exp (-a*c)/a - exp (-a * of_nat k)/a) \<longlonglongrightarrow> exp (-a*c)/a - 0/a"
     by (intro tendsto_intros filterlim_compose[OF exp_at_bot]
         filterlim_tendsto_neg_mult_at_bot[OF tendsto_const] filterlim_real_sequentially)+
       (insert a, simp_all)
   moreover
   from eventually_gt_at_top[of "nat \<lceil>c\<rceil>"] have "eventually (\<lambda>k. of_nat k > c) sequentially"
     by eventually_elim linarith
   hence "eventually (\<lambda>k. exp (-a*c)/a - exp (-a * of_nat k)/a = integral {c..} (f k)) sequentially"
     by eventually_elim (simp add: integral_f) 
   ultimately have "(\<lambda>k. integral {c..} (f k)) \<longlonglongrightarrow> exp (-a*c)/a - 0/a"
     by (rule Lim_transform_eventually)
   from LIMSEQ_unique[OF conjunct2[OF A] this]
   have "integral {c..} (\<lambda>x. exp (-a*x)) = exp (-a*c)/a" by simp
   with conjunct1[OF A] show ?thesis
     by (simp add: has_integral_integral)
 qed
 
 lemma integrable_on_exp_minus_to_infinity: "a > 0 \<Longrightarrow> (\<lambda>x. exp (-a*x) :: real) integrable_on {c..}"
   using has_integral_exp_minus_to_infinity[of a c] unfolding integrable_on_def by blast
 
 lemma has_integral_powr_from_0:
   assumes a: "a > (-1::real)" and c: "c \<ge> 0"
   shows   "((\<lambda>x. x powr a) has_integral (c powr (a+1) / (a+1))) {0..c}"
 proof (cases "c = 0")
   case False
   define f where "f = (\<lambda>k x. if x \<in> {inverse (of_nat (Suc k))..c} then x powr a else 0)"
   define F where "F = (\<lambda>k. if inverse (of_nat (Suc k)) \<le> c then
                              c powr (a+1)/(a+1) - inverse (real (Suc k)) powr (a+1)/(a+1) else 0)"
   {
     fix k :: nat
     have "(f k has_integral F k) {0..c}"
     proof (cases "inverse (of_nat (Suc k)) \<le> c")
       case True
       {
         fix x assume x: "x \<ge> inverse (1 + real k)"
         have "0 < inverse (1 + real k)" by simp
         also note x
         finally have "x > 0" .
       } note x = this
       hence "((\<lambda>x. x powr a) has_integral c powr (a + 1) / (a + 1) -
                inverse (real (Suc k)) powr (a + 1) / (a + 1)) {inverse (real (Suc k))..c}"
         using True a by (intro fundamental_theorem_of_calculus)
            (auto intro!: derivative_eq_intros continuous_on_powr' continuous_on_const
              continuous_on_id simp: has_field_derivative_iff_has_vector_derivative [symmetric])
       with True show ?thesis unfolding f_def F_def by (subst has_integral_restrict) simp_all
     next
       case False
       thus ?thesis unfolding f_def F_def by (subst has_integral_restrict) auto
     qed
   } note has_integral_f = this
   have integral_f: "integral {0..c} (f k) = F k" for k
     using has_integral_f[of k] by (rule integral_unique)
 
   have A: "(\<lambda>x. x powr a) integrable_on {0..c} \<and>
            (\<lambda>k. integral {0..c} (f k)) \<longlonglongrightarrow> integral {0..c} (\<lambda>x. x powr a)"
   proof (intro monotone_convergence_increasing ballI allI)
     fix k from has_integral_f[of k] show "f k integrable_on {0..c}"
       by (auto simp: integrable_on_def)
   next
     fix k :: nat and x :: real
     {
       assume x: "inverse (real (Suc k)) \<le> x"
       have "inverse (real (Suc (Suc k))) \<le> inverse (real (Suc k))" by (simp add: field_simps)
       also note x
       finally have "inverse (real (Suc (Suc k))) \<le> x" .
     }
     thus "f k x \<le> f (Suc k) x" by (auto simp: f_def simp del: of_nat_Suc)
   next
     fix x assume x: "x \<in> {0..c}"
     show "(\<lambda>k. f k x) \<longlonglongrightarrow> x powr a"
     proof (cases "x = 0")
       case False
       with x have "x > 0" by simp
       from order_tendstoD(2)[OF LIMSEQ_inverse_real_of_nat this]
         have "eventually (\<lambda>k. x powr a = f k x) sequentially"
         by eventually_elim (insert x, simp add: f_def)
       moreover have "(\<lambda>_. x powr a) \<longlonglongrightarrow> x powr a" by simp
       ultimately show ?thesis by (blast intro: Lim_transform_eventually)
     qed (simp_all add: f_def)
   next
     {
       fix k
       from a have "F k \<le> c powr (a + 1) / (a + 1)"
         by (auto simp add: F_def divide_simps)
       also from a have "F k \<ge> 0"
         by (auto simp: F_def divide_simps simp del: of_nat_Suc intro!: powr_mono2)
       hence "F k = abs (F k)" by simp
       finally have "abs (F k) \<le>  c powr (a + 1) / (a + 1)" .
     }
     thus "bounded (range(\<lambda>k. integral {0..c} (f k)))"
       by (intro boundedI[of _ "c powr (a+1) / (a+1)"]) (auto simp: integral_f)
   qed
 
   from False c have "c > 0" by simp
   from order_tendstoD(2)[OF LIMSEQ_inverse_real_of_nat this]
     have "eventually (\<lambda>k. c powr (a + 1) / (a + 1) - inverse (real (Suc k)) powr (a+1) / (a+1) =
             integral {0..c} (f k)) sequentially"
     by eventually_elim (simp add: integral_f F_def)
   moreover have "(\<lambda>k. c powr (a + 1) / (a + 1) - inverse (real (Suc k)) powr (a + 1) / (a + 1))
                    \<longlonglongrightarrow> c powr (a + 1) / (a + 1) - 0 powr (a + 1) / (a + 1)"
     using a by (intro tendsto_intros LIMSEQ_inverse_real_of_nat) auto
   hence "(\<lambda>k. c powr (a + 1) / (a + 1) - inverse (real (Suc k)) powr (a + 1) / (a + 1))
           \<longlonglongrightarrow> c powr (a + 1) / (a + 1)" by simp
   ultimately have "(\<lambda>k. integral {0..c} (f k)) \<longlonglongrightarrow> c powr (a+1) / (a+1)"
     by (blast intro: Lim_transform_eventually)
   with A have "integral {0..c} (\<lambda>x. x powr a) = c powr (a+1) / (a+1)"
     by (blast intro: LIMSEQ_unique)
   with A show ?thesis by (simp add: has_integral_integral)
 qed (simp_all add: has_integral_refl)
 
 lemma integrable_on_powr_from_0:
   assumes a: "a > (-1::real)" and c: "c \<ge> 0"
   shows   "(\<lambda>x. x powr a) integrable_on {0..c}"
   using has_integral_powr_from_0[OF assms] unfolding integrable_on_def by blast
 
 lemma has_integral_powr_to_inf:
   fixes a e :: real
   assumes "e < -1" "a > 0"
   shows   "((\<lambda>x. x powr e) has_integral -(a powr (e + 1)) / (e + 1)) {a..}"
 proof -
   define f :: "nat \<Rightarrow> real \<Rightarrow> real" where "f = (\<lambda>n x. if x \<in> {a..n} then x powr e else 0)"
   define F where "F = (\<lambda>x. x powr (e + 1) / (e + 1))"
 
   have has_integral_f: "(f n has_integral (F n - F a)) {a..}"
     if n: "n \<ge> a" for n :: nat
   proof -
     from n assms have "((\<lambda>x. x powr e) has_integral (F n - F a)) {a..n}"
       by (intro fundamental_theorem_of_calculus) (auto intro!: derivative_eq_intros
             simp: has_field_derivative_iff_has_vector_derivative [symmetric] F_def)
     hence "(f n has_integral (F n - F a)) {a..n}"
       by (rule has_integral_eq [rotated]) (simp add: f_def)
     thus "(f n has_integral (F n - F a)) {a..}"
       by (rule has_integral_on_superset) (auto simp: f_def)
   qed
   have integral_f: "integral {a..} (f n) = (if n \<ge> a then F n - F a else 0)" for n :: nat
   proof (cases "n \<ge> a")
     case True
     with has_integral_f[OF this] show ?thesis by (simp add: integral_unique)
   next
     case False
     have "(f n has_integral 0) {a}" by (rule has_integral_refl)
     hence "(f n has_integral 0) {a..}"
       by (rule has_integral_on_superset) (insert False, simp_all add: f_def)
     with False show ?thesis by (simp add: integral_unique)
   qed
 
   have *: "(\<lambda>x. x powr e) integrable_on {a..} \<and>
            (\<lambda>n. integral {a..} (f n)) \<longlonglongrightarrow> integral {a..} (\<lambda>x. x powr e)"
   proof (intro monotone_convergence_increasing allI ballI)
     fix n :: nat
     from assms have "(\<lambda>x. x powr e) integrable_on {a..n}"
       by (auto intro!: integrable_continuous_real continuous_intros)
     hence "f n integrable_on {a..n}"
       by (rule integrable_eq) (auto simp: f_def)
     thus "f n integrable_on {a..}"
       by (rule integrable_on_superset) (auto simp: f_def)
   next
     fix n :: nat and x :: real
     show "f n x \<le> f (Suc n) x" by (auto simp: f_def)
   next
     fix x :: real assume x: "x \<in> {a..}"
     from filterlim_real_sequentially
       have "eventually (\<lambda>n. real n \<ge> x) at_top"
       by (simp add: filterlim_at_top)
     with x have "eventually (\<lambda>n. f n x = x powr e) at_top"
       by (auto elim!: eventually_mono simp: f_def)
     thus "(\<lambda>n. f n x) \<longlonglongrightarrow> x powr e" by (simp add: tendsto_eventually)
   next
     have "norm (integral {a..} (f n)) \<le> -F a" for n :: nat
     proof (cases "n \<ge> a")
       case True
       with assms have "a powr (e + 1) \<ge> n powr (e + 1)"
         by (intro powr_mono2') simp_all
       with assms show ?thesis by (auto simp: divide_simps F_def integral_f)
     qed (insert assms, simp add: integral_f F_def field_split_simps)
     thus "bounded (range(\<lambda>k. integral {a..} (f k)))"
       unfolding bounded_iff by (intro exI[of _ "-F a"]) auto
   qed
 
   from filterlim_real_sequentially
     have "eventually (\<lambda>n. real n \<ge> a) at_top"
     by (simp add: filterlim_at_top)
   hence "eventually (\<lambda>n. F n - F a = integral {a..} (f n)) at_top"
     by eventually_elim (simp add: integral_f)
   moreover have "(\<lambda>n. F n - F a) \<longlonglongrightarrow> 0 / (e + 1) - F a" unfolding F_def
     by (insert assms, (rule tendsto_intros filterlim_compose[OF tendsto_neg_powr]
           filterlim_ident filterlim_real_sequentially | simp)+)
   hence "(\<lambda>n. F n - F a) \<longlonglongrightarrow> -F a" by simp
   ultimately have "(\<lambda>n. integral {a..} (f n)) \<longlonglongrightarrow> -F a" by (blast intro: Lim_transform_eventually)
   from conjunct2[OF *] and this
     have "integral {a..} (\<lambda>x. x powr e) = -F a" by (rule LIMSEQ_unique)
   with conjunct1[OF *] show ?thesis
     by (simp add: has_integral_integral F_def)
 qed
 
 lemma has_integral_inverse_power_to_inf:
   fixes a :: real and n :: nat
   assumes "n > 1" "a > 0"
   shows   "((\<lambda>x. 1 / x ^ n) has_integral 1 / (real (n - 1) * a ^ (n - 1))) {a..}"
 proof -
   from assms have "real_of_int (-int n) < -1" by simp
   note has_integral_powr_to_inf[OF this \<open>a > 0\<close>]
   also have "- (a powr (real_of_int (- int n) + 1)) / (real_of_int (- int n) + 1) =
                  1 / (real (n - 1) * a powr (real (n - 1)))" using assms
     by (simp add: field_split_simps powr_add [symmetric] of_nat_diff)
   also from assms have "a powr (real (n - 1)) = a ^ (n - 1)"
     by (intro powr_realpow)
   finally show ?thesis
     by (rule has_integral_eq [rotated])
        (insert assms, simp_all add: powr_minus powr_realpow field_split_simps)
 qed
 
 subsubsection \<open>Adaption to ordered Euclidean spaces and the Cartesian Euclidean space\<close>
 
 lemma integral_component_eq_cart[simp]:
   fixes f :: "'n::euclidean_space \<Rightarrow> real^'m"
   assumes "f integrable_on s"
   shows "integral s (\<lambda>x. f x $ k) = integral s f $ k"
   using integral_linear[OF assms(1) bounded_linear_vec_nth,unfolded o_def] .
 
 lemma content_closed_interval:
   fixes a :: "'a::ordered_euclidean_space"
   assumes "a \<le> b"
   shows "content {a..b} = (\<Prod>i\<in>Basis. b\<bullet>i - a\<bullet>i)"
   using content_cbox[of a b] assms by (simp add: cbox_interval eucl_le[where 'a='a])
 
 lemma integrable_const_ivl[intro]:
   fixes a::"'a::ordered_euclidean_space"
   shows "(\<lambda>x. c) integrable_on {a..b}"
   unfolding cbox_interval[symmetric] by (rule integrable_const)
 
 lemma integrable_on_subinterval:
   fixes f :: "'n::ordered_euclidean_space \<Rightarrow> 'a::banach"
   assumes "f integrable_on S" "{a..b} \<subseteq> S"
   shows "f integrable_on {a..b}"
   using integrable_on_subcbox[of f S a b] assms by (simp add: cbox_interval)
 
 end
diff --git a/src/HOL/Analysis/Linear_Algebra.thy b/src/HOL/Analysis/Linear_Algebra.thy
--- a/src/HOL/Analysis/Linear_Algebra.thy
+++ b/src/HOL/Analysis/Linear_Algebra.thy
@@ -1,1970 +1,1975 @@
 (*  Title:      HOL/Analysis/Linear_Algebra.thy
     Author:     Amine Chaieb, University of Cambridge
 *)
 
 section \<open>Elementary Linear Algebra on Euclidean Spaces\<close>
 
 theory Linear_Algebra
 imports
   Euclidean_Space
   "HOL-Library.Infinite_Set"
 begin
 
 lemma linear_simps:
   assumes "bounded_linear f"
   shows
     "f (a + b) = f a + f b"
     "f (a - b) = f a - f b"
     "f 0 = 0"
     "f (- a) = - f a"
     "f (s *\<^sub>R v) = s *\<^sub>R (f v)"
 proof -
   interpret f: bounded_linear f by fact
   show "f (a + b) = f a + f b" by (rule f.add)
   show "f (a - b) = f a - f b" by (rule f.diff)
   show "f 0 = 0" by (rule f.zero)
   show "f (- a) = - f a" by (rule f.neg)
   show "f (s *\<^sub>R v) = s *\<^sub>R (f v)" by (rule f.scale)
 qed
 
 lemma finite_Atleast_Atmost_nat[simp]: "finite {f x |x. x \<in> (UNIV::'a::finite set)}"
   using finite finite_image_set by blast
 
 lemma substdbasis_expansion_unique:
   includes inner_syntax
   assumes d: "d \<subseteq> Basis"
   shows "(\<Sum>i\<in>d. f i *\<^sub>R i) = (x::'a::euclidean_space) \<longleftrightarrow>
     (\<forall>i\<in>Basis. (i \<in> d \<longrightarrow> f i = x \<bullet> i) \<and> (i \<notin> d \<longrightarrow> x \<bullet> i = 0))"
 proof -
   have *: "\<And>x a b P. x * (if P then a else b) = (if P then x * a else x * b)"
     by auto
   have **: "finite d"
     by (auto intro: finite_subset[OF assms])
   have ***: "\<And>i. i \<in> Basis \<Longrightarrow> (\<Sum>i\<in>d. f i *\<^sub>R i) \<bullet> i = (\<Sum>x\<in>d. if x = i then f x else 0)"
     using d
     by (auto intro!: sum.cong simp: inner_Basis inner_sum_left)
   show ?thesis
     unfolding euclidean_eq_iff[where 'a='a] by (auto simp: sum.delta[OF **] ***)
 qed
 
 lemma independent_substdbasis: "d \<subseteq> Basis \<Longrightarrow> independent d"
   by (rule independent_mono[OF independent_Basis])
 
 lemma sum_not_0: "sum f A \<noteq> 0 \<Longrightarrow> \<exists>a \<in> A. f a \<noteq> 0"
   by (rule ccontr) auto
 
 lemma subset_translation_eq [simp]:
     fixes a :: "'a::real_vector" shows "(+) a ` s \<subseteq> (+) a ` t \<longleftrightarrow> s \<subseteq> t"
   by auto
 
 lemma translate_inj_on:
   fixes A :: "'a::ab_group_add set"
   shows "inj_on (\<lambda>x. a + x) A"
   unfolding inj_on_def by auto
 
 lemma translation_assoc:
   fixes a b :: "'a::ab_group_add"
   shows "(\<lambda>x. b + x) ` ((\<lambda>x. a + x) ` S) = (\<lambda>x. (a + b) + x) ` S"
   by auto
 
 lemma translation_invert:
   fixes a :: "'a::ab_group_add"
   assumes "(\<lambda>x. a + x) ` A = (\<lambda>x. a + x) ` B"
   shows "A = B"
 proof -
   have "(\<lambda>x. -a + x) ` ((\<lambda>x. a + x) ` A) = (\<lambda>x. - a + x) ` ((\<lambda>x. a + x) ` B)"
     using assms by auto
   then show ?thesis
     using translation_assoc[of "-a" a A] translation_assoc[of "-a" a B] by auto
 qed
 
 lemma translation_galois:
   fixes a :: "'a::ab_group_add"
   shows "T = ((\<lambda>x. a + x) ` S) \<longleftrightarrow> S = ((\<lambda>x. (- a) + x) ` T)"
   using translation_assoc[of "-a" a S]
   apply auto
   using translation_assoc[of a "-a" T]
   apply auto
   done
 
 lemma translation_inverse_subset:
   assumes "((\<lambda>x. - a + x) ` V) \<le> (S :: 'n::ab_group_add set)"
   shows "V \<le> ((\<lambda>x. a + x) ` S)"
 proof -
   {
     fix x
     assume "x \<in> V"
     then have "x-a \<in> S" using assms by auto
     then have "x \<in> {a + v |v. v \<in> S}"
       apply auto
       apply (rule exI[of _ "x-a"], simp)
       done
     then have "x \<in> ((\<lambda>x. a+x) ` S)" by auto
   }
   then show ?thesis by auto
 qed
 
 subsection\<^marker>\<open>tag unimportant\<close> \<open>More interesting properties of the norm\<close>
 
 unbundle inner_syntax
 
 text\<open>Equality of vectors in terms of \<^term>\<open>(\<bullet>)\<close> products.\<close>
 
 lemma linear_componentwise:
   fixes f:: "'a::euclidean_space \<Rightarrow> 'b::real_inner"
   assumes lf: "linear f"
   shows "(f x) \<bullet> j = (\<Sum>i\<in>Basis. (x\<bullet>i) * (f i\<bullet>j))" (is "?lhs = ?rhs")
 proof -
   interpret linear f by fact
   have "?rhs = (\<Sum>i\<in>Basis. (x\<bullet>i) *\<^sub>R (f i))\<bullet>j"
     by (simp add: inner_sum_left)
   then show ?thesis
     by (simp add: euclidean_representation sum[symmetric] scale[symmetric])
 qed
 
 lemma vector_eq: "x = y \<longleftrightarrow> x \<bullet> x = x \<bullet> y \<and> y \<bullet> y = x \<bullet> x"
   (is "?lhs \<longleftrightarrow> ?rhs")
 proof
   assume ?lhs
   then show ?rhs by simp
 next
   assume ?rhs
   then have "x \<bullet> x - x \<bullet> y = 0 \<and> x \<bullet> y - y \<bullet> y = 0"
     by simp
   then have "x \<bullet> (x - y) = 0 \<and> y \<bullet> (x - y) = 0"
     by (simp add: inner_diff inner_commute)
   then have "(x - y) \<bullet> (x - y) = 0"
     by (simp add: field_simps inner_diff inner_commute)
   then show "x = y" by simp
 qed
 
 lemma norm_triangle_half_r:
   "norm (y - x1) < e / 2 \<Longrightarrow> norm (y - x2) < e / 2 \<Longrightarrow> norm (x1 - x2) < e"
   using dist_triangle_half_r unfolding dist_norm[symmetric] by auto
 
 lemma norm_triangle_half_l:
   assumes "norm (x - y) < e / 2"
     and "norm (x' - y) < e / 2"
   shows "norm (x - x') < e"
   using dist_triangle_half_l[OF assms[unfolded dist_norm[symmetric]]]
   unfolding dist_norm[symmetric] .
 
 lemma abs_triangle_half_r:
   fixes y :: "'a::linordered_field"
   shows "abs (y - x1) < e / 2 \<Longrightarrow> abs (y - x2) < e / 2 \<Longrightarrow> abs (x1 - x2) < e"
   by linarith
 
 lemma abs_triangle_half_l:
   fixes y :: "'a::linordered_field"
   assumes "abs (x - y) < e / 2"
     and "abs (x' - y) < e / 2"
   shows "abs (x - x') < e"
   using assms by linarith
 
 lemma sum_clauses:
   shows "sum f {} = 0"
     and "finite S \<Longrightarrow> sum f (insert x S) = (if x \<in> S then sum f S else f x + sum f S)"
   by (auto simp add: insert_absorb)
 
 lemma vector_eq_ldot: "(\<forall>x. x \<bullet> y = x \<bullet> z) \<longleftrightarrow> y = z"
 proof
   assume "\<forall>x. x \<bullet> y = x \<bullet> z"
   then have "\<forall>x. x \<bullet> (y - z) = 0"
     by (simp add: inner_diff)
   then have "(y - z) \<bullet> (y - z) = 0" ..
   then show "y = z" by simp
 qed simp
 
 lemma vector_eq_rdot: "(\<forall>z. x \<bullet> z = y \<bullet> z) \<longleftrightarrow> x = y"
 proof
   assume "\<forall>z. x \<bullet> z = y \<bullet> z"
   then have "\<forall>z. (x - y) \<bullet> z = 0"
     by (simp add: inner_diff)
   then have "(x - y) \<bullet> (x - y) = 0" ..
   then show "x = y" by simp
 qed simp
 
 subsection \<open>Substandard Basis\<close>
 
 lemma ex_card:
   assumes "n \<le> card A"
   shows "\<exists>S\<subseteq>A. card S = n"
 proof (cases "finite A")
   case True
   from ex_bij_betw_nat_finite[OF this] obtain f where f: "bij_betw f {0..<card A} A" ..
   moreover from f \<open>n \<le> card A\<close> have "{..< n} \<subseteq> {..< card A}" "inj_on f {..< n}"
     by (auto simp: bij_betw_def intro: subset_inj_on)
   ultimately have "f ` {..< n} \<subseteq> A" "card (f ` {..< n}) = n"
     by (auto simp: bij_betw_def card_image)
   then show ?thesis by blast
 next
   case False
   with \<open>n \<le> card A\<close> show ?thesis by force
 qed
 
 lemma subspace_substandard: "subspace {x::'a::euclidean_space. (\<forall>i\<in>Basis. P i \<longrightarrow> x\<bullet>i = 0)}"
   by (auto simp: subspace_def inner_add_left)
 
 lemma dim_substandard:
   assumes d: "d \<subseteq> Basis"
   shows "dim {x::'a::euclidean_space. \<forall>i\<in>Basis. i \<notin> d \<longrightarrow> x\<bullet>i = 0} = card d" (is "dim ?A = _")
 proof (rule dim_unique)
   from d show "d \<subseteq> ?A"
     by (auto simp: inner_Basis)
   from d show "independent d"
     by (rule independent_mono [OF independent_Basis])
   have "x \<in> span d" if "\<forall>i\<in>Basis. i \<notin> d \<longrightarrow> x \<bullet> i = 0" for x
   proof -
     have "finite d"
       by (rule finite_subset [OF d finite_Basis])
     then have "(\<Sum>i\<in>d. (x \<bullet> i) *\<^sub>R i) \<in> span d"
       by (simp add: span_sum span_clauses)
     also have "(\<Sum>i\<in>d. (x \<bullet> i) *\<^sub>R i) = (\<Sum>i\<in>Basis. (x \<bullet> i) *\<^sub>R i)"
       by (rule sum.mono_neutral_cong_left [OF finite_Basis d]) (auto simp: that)
     finally show "x \<in> span d"
       by (simp only: euclidean_representation)
   qed
   then show "?A \<subseteq> span d" by auto
 qed simp
 
 
 subsection \<open>Orthogonality\<close>
 
 definition\<^marker>\<open>tag important\<close> (in real_inner) "orthogonal x y \<longleftrightarrow> x \<bullet> y = 0"
 
 context real_inner
 begin
 
 lemma orthogonal_self: "orthogonal x x \<longleftrightarrow> x = 0"
   by (simp add: orthogonal_def)
 
 lemma orthogonal_clauses:
   "orthogonal a 0"
   "orthogonal a x \<Longrightarrow> orthogonal a (c *\<^sub>R x)"
   "orthogonal a x \<Longrightarrow> orthogonal a (- x)"
   "orthogonal a x \<Longrightarrow> orthogonal a y \<Longrightarrow> orthogonal a (x + y)"
   "orthogonal a x \<Longrightarrow> orthogonal a y \<Longrightarrow> orthogonal a (x - y)"
   "orthogonal 0 a"
   "orthogonal x a \<Longrightarrow> orthogonal (c *\<^sub>R x) a"
   "orthogonal x a \<Longrightarrow> orthogonal (- x) a"
   "orthogonal x a \<Longrightarrow> orthogonal y a \<Longrightarrow> orthogonal (x + y) a"
   "orthogonal x a \<Longrightarrow> orthogonal y a \<Longrightarrow> orthogonal (x - y) a"
   unfolding orthogonal_def inner_add inner_diff by auto
 
 end
 
 lemma orthogonal_commute: "orthogonal x y \<longleftrightarrow> orthogonal y x"
   by (simp add: orthogonal_def inner_commute)
 
 lemma orthogonal_scaleR [simp]: "c \<noteq> 0 \<Longrightarrow> orthogonal (c *\<^sub>R x) = orthogonal x"
   by (rule ext) (simp add: orthogonal_def)
 
 lemma pairwise_ortho_scaleR:
     "pairwise (\<lambda>i j. orthogonal (f i) (g j)) B
     \<Longrightarrow> pairwise (\<lambda>i j. orthogonal (a i *\<^sub>R f i) (a j *\<^sub>R g j)) B"
   by (auto simp: pairwise_def orthogonal_clauses)
 
 lemma orthogonal_rvsum:
     "\<lbrakk>finite s; \<And>y. y \<in> s \<Longrightarrow> orthogonal x (f y)\<rbrakk> \<Longrightarrow> orthogonal x (sum f s)"
   by (induction s rule: finite_induct) (auto simp: orthogonal_clauses)
 
 lemma orthogonal_lvsum:
     "\<lbrakk>finite s; \<And>x. x \<in> s \<Longrightarrow> orthogonal (f x) y\<rbrakk> \<Longrightarrow> orthogonal (sum f s) y"
   by (induction s rule: finite_induct) (auto simp: orthogonal_clauses)
 
 lemma norm_add_Pythagorean:
   assumes "orthogonal a b"
     shows "norm(a + b) ^ 2 = norm a ^ 2 + norm b ^ 2"
 proof -
   from assms have "(a - (0 - b)) \<bullet> (a - (0 - b)) = a \<bullet> a - (0 - b \<bullet> b)"
     by (simp add: algebra_simps orthogonal_def inner_commute)
   then show ?thesis
     by (simp add: power2_norm_eq_inner)
 qed
 
 lemma norm_sum_Pythagorean:
   assumes "finite I" "pairwise (\<lambda>i j. orthogonal (f i) (f j)) I"
     shows "(norm (sum f I))\<^sup>2 = (\<Sum>i\<in>I. (norm (f i))\<^sup>2)"
 using assms
 proof (induction I rule: finite_induct)
   case empty then show ?case by simp
 next
   case (insert x I)
   then have "orthogonal (f x) (sum f I)"
     by (metis pairwise_insert orthogonal_rvsum)
   with insert show ?case
     by (simp add: pairwise_insert norm_add_Pythagorean)
 qed
 
 
 subsection  \<open>Orthogonality of a transformation\<close>
 
 definition\<^marker>\<open>tag important\<close>  "orthogonal_transformation f \<longleftrightarrow> linear f \<and> (\<forall>v w. f v \<bullet> f w = v \<bullet> w)"
 
 lemma\<^marker>\<open>tag unimportant\<close>  orthogonal_transformation:
   "orthogonal_transformation f \<longleftrightarrow> linear f \<and> (\<forall>v. norm (f v) = norm v)"
   unfolding orthogonal_transformation_def
   apply auto
   apply (erule_tac x=v in allE)+
   apply (simp add: norm_eq_sqrt_inner)
   apply (simp add: dot_norm linear_add[symmetric])
   done
 
 lemma\<^marker>\<open>tag unimportant\<close>  orthogonal_transformation_id [simp]: "orthogonal_transformation (\<lambda>x. x)"
   by (simp add: linear_iff orthogonal_transformation_def)
 
 lemma\<^marker>\<open>tag unimportant\<close>  orthogonal_orthogonal_transformation:
     "orthogonal_transformation f \<Longrightarrow> orthogonal (f x) (f y) \<longleftrightarrow> orthogonal x y"
   by (simp add: orthogonal_def orthogonal_transformation_def)
 
 lemma\<^marker>\<open>tag unimportant\<close>  orthogonal_transformation_compose:
    "\<lbrakk>orthogonal_transformation f; orthogonal_transformation g\<rbrakk> \<Longrightarrow> orthogonal_transformation(f \<circ> g)"
   by (auto simp: orthogonal_transformation_def linear_compose)
 
 lemma\<^marker>\<open>tag unimportant\<close>  orthogonal_transformation_neg:
   "orthogonal_transformation(\<lambda>x. -(f x)) \<longleftrightarrow> orthogonal_transformation f"
   by (auto simp: orthogonal_transformation_def dest: linear_compose_neg)
 
 lemma\<^marker>\<open>tag unimportant\<close>  orthogonal_transformation_scaleR: "orthogonal_transformation f \<Longrightarrow> f (c *\<^sub>R v) = c *\<^sub>R f v"
   by (simp add: linear_iff orthogonal_transformation_def)
 
 lemma\<^marker>\<open>tag unimportant\<close>  orthogonal_transformation_linear:
    "orthogonal_transformation f \<Longrightarrow> linear f"
   by (simp add: orthogonal_transformation_def)
 
 lemma\<^marker>\<open>tag unimportant\<close>  orthogonal_transformation_inj:
   "orthogonal_transformation f \<Longrightarrow> inj f"
   unfolding orthogonal_transformation_def inj_on_def
   by (metis vector_eq)
 
 lemma\<^marker>\<open>tag unimportant\<close>  orthogonal_transformation_surj:
   "orthogonal_transformation f \<Longrightarrow> surj f"
   for f :: "'a::euclidean_space \<Rightarrow> 'a::euclidean_space"
   by (simp add: linear_injective_imp_surjective orthogonal_transformation_inj orthogonal_transformation_linear)
 
 lemma\<^marker>\<open>tag unimportant\<close>  orthogonal_transformation_bij:
   "orthogonal_transformation f \<Longrightarrow> bij f"
   for f :: "'a::euclidean_space \<Rightarrow> 'a::euclidean_space"
   by (simp add: bij_def orthogonal_transformation_inj orthogonal_transformation_surj)
 
 lemma\<^marker>\<open>tag unimportant\<close>  orthogonal_transformation_inv:
   "orthogonal_transformation f \<Longrightarrow> orthogonal_transformation (inv f)"
   for f :: "'a::euclidean_space \<Rightarrow> 'a::euclidean_space"
   by (metis (no_types, hide_lams) bijection.inv_right bijection_def inj_linear_imp_inv_linear orthogonal_transformation orthogonal_transformation_bij orthogonal_transformation_inj)
 
 lemma\<^marker>\<open>tag unimportant\<close>  orthogonal_transformation_norm:
   "orthogonal_transformation f \<Longrightarrow> norm (f x) = norm x"
   by (metis orthogonal_transformation)
 
 
 subsection \<open>Bilinear functions\<close>
 
 definition\<^marker>\<open>tag important\<close>
 bilinear :: "('a::real_vector \<Rightarrow> 'b::real_vector \<Rightarrow> 'c::real_vector) \<Rightarrow> bool" where
 "bilinear f \<longleftrightarrow> (\<forall>x. linear (\<lambda>y. f x y)) \<and> (\<forall>y. linear (\<lambda>x. f x y))"
 
 lemma bilinear_ladd: "bilinear h \<Longrightarrow> h (x + y) z = h x z + h y z"
   by (simp add: bilinear_def linear_iff)
 
 lemma bilinear_radd: "bilinear h \<Longrightarrow> h x (y + z) = h x y + h x z"
   by (simp add: bilinear_def linear_iff)
 
 lemma bilinear_times:
   fixes c::"'a::real_algebra" shows "bilinear (\<lambda>x y::'a. x*y)"
   by (auto simp: bilinear_def distrib_left distrib_right intro!: linearI)
 
 lemma bilinear_lmul: "bilinear h \<Longrightarrow> h (c *\<^sub>R x) y = c *\<^sub>R h x y"
   by (simp add: bilinear_def linear_iff)
 
 lemma bilinear_rmul: "bilinear h \<Longrightarrow> h x (c *\<^sub>R y) = c *\<^sub>R h x y"
   by (simp add: bilinear_def linear_iff)
 
 lemma bilinear_lneg: "bilinear h \<Longrightarrow> h (- x) y = - h x y"
   by (drule bilinear_lmul [of _ "- 1"]) simp
 
 lemma bilinear_rneg: "bilinear h \<Longrightarrow> h x (- y) = - h x y"
   by (drule bilinear_rmul [of _ _ "- 1"]) simp
 
 lemma (in ab_group_add) eq_add_iff: "x = x + y \<longleftrightarrow> y = 0"
   using add_left_imp_eq[of x y 0] by auto
 
 lemma bilinear_lzero:
   assumes "bilinear h"
   shows "h 0 x = 0"
   using bilinear_ladd [OF assms, of 0 0 x] by (simp add: eq_add_iff field_simps)
 
 lemma bilinear_rzero:
   assumes "bilinear h"
   shows "h x 0 = 0"
   using bilinear_radd [OF assms, of x 0 0 ] by (simp add: eq_add_iff field_simps)
 
 lemma bilinear_lsub: "bilinear h \<Longrightarrow> h (x - y) z = h x z - h y z"
   using bilinear_ladd [of h x "- y"] by (simp add: bilinear_lneg)
 
 lemma bilinear_rsub: "bilinear h \<Longrightarrow> h z (x - y) = h z x - h z y"
   using bilinear_radd [of h _ x "- y"] by (simp add: bilinear_rneg)
 
 lemma bilinear_sum:
   assumes "bilinear h"
   shows "h (sum f S) (sum g T) = sum (\<lambda>(i,j). h (f i) (g j)) (S \<times> T) "
 proof -
   interpret l: linear "\<lambda>x. h x y" for y using assms by (simp add: bilinear_def)
   interpret r: linear "\<lambda>y. h x y" for x using assms by (simp add: bilinear_def)
   have "h (sum f S) (sum g T) = sum (\<lambda>x. h (f x) (sum g T)) S"
     by (simp add: l.sum)
   also have "\<dots> = sum (\<lambda>x. sum (\<lambda>y. h (f x) (g y)) T) S"
     by (rule sum.cong) (simp_all add: r.sum)
   finally show ?thesis
     unfolding sum.cartesian_product .
 qed
 
 
 subsection \<open>Adjoints\<close>
 
 definition\<^marker>\<open>tag important\<close> adjoint :: "(('a::real_inner) \<Rightarrow> ('b::real_inner)) \<Rightarrow> 'b \<Rightarrow> 'a" where
 "adjoint f = (SOME f'. \<forall>x y. f x \<bullet> y = x \<bullet> f' y)"
 
 lemma adjoint_unique:
   assumes "\<forall>x y. inner (f x) y = inner x (g y)"
   shows "adjoint f = g"
   unfolding adjoint_def
 proof (rule some_equality)
   show "\<forall>x y. inner (f x) y = inner x (g y)"
     by (rule assms)
 next
   fix h
   assume "\<forall>x y. inner (f x) y = inner x (h y)"
   then have "\<forall>x y. inner x (g y) = inner x (h y)"
     using assms by simp
   then have "\<forall>x y. inner x (g y - h y) = 0"
     by (simp add: inner_diff_right)
   then have "\<forall>y. inner (g y - h y) (g y - h y) = 0"
     by simp
   then have "\<forall>y. h y = g y"
     by simp
   then show "h = g" by (simp add: ext)
 qed
 
 text \<open>TODO: The following lemmas about adjoints should hold for any
   Hilbert space (i.e. complete inner product space).
   (see \<^url>\<open>https://en.wikipedia.org/wiki/Hermitian_adjoint\<close>)
 \<close>
 
 lemma adjoint_works:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
   assumes lf: "linear f"
   shows "x \<bullet> adjoint f y = f x \<bullet> y"
 proof -
   interpret linear f by fact
   have "\<forall>y. \<exists>w. \<forall>x. f x \<bullet> y = x \<bullet> w"
   proof (intro allI exI)
     fix y :: "'m" and x
     let ?w = "(\<Sum>i\<in>Basis. (f i \<bullet> y) *\<^sub>R i) :: 'n"
     have "f x \<bullet> y = f (\<Sum>i\<in>Basis. (x \<bullet> i) *\<^sub>R i) \<bullet> y"
       by (simp add: euclidean_representation)
     also have "\<dots> = (\<Sum>i\<in>Basis. (x \<bullet> i) *\<^sub>R f i) \<bullet> y"
       by (simp add: sum scale)
     finally show "f x \<bullet> y = x \<bullet> ?w"
       by (simp add: inner_sum_left inner_sum_right mult.commute)
   qed
   then show ?thesis
     unfolding adjoint_def choice_iff
     by (intro someI2_ex[where Q="\<lambda>f'. x \<bullet> f' y = f x \<bullet> y"]) auto
 qed
 
 lemma adjoint_clauses:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
   assumes lf: "linear f"
   shows "x \<bullet> adjoint f y = f x \<bullet> y"
     and "adjoint f y \<bullet> x = y \<bullet> f x"
   by (simp_all add: adjoint_works[OF lf] inner_commute)
 
 lemma adjoint_linear:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
   assumes lf: "linear f"
   shows "linear (adjoint f)"
   by (simp add: lf linear_iff euclidean_eq_iff[where 'a='n] euclidean_eq_iff[where 'a='m]
     adjoint_clauses[OF lf] inner_distrib)
 
 lemma adjoint_adjoint:
   fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
   assumes lf: "linear f"
   shows "adjoint (adjoint f) = f"
   by (rule adjoint_unique, simp add: adjoint_clauses [OF lf])
 
 
 subsection \<open>Archimedean properties and useful consequences\<close>
 
 text\<open>Bernoulli's inequality\<close>
 proposition Bernoulli_inequality:
   fixes x :: real
   assumes "-1 \<le> x"
     shows "1 + n * x \<le> (1 + x) ^ n"
 proof (induct n)
   case 0
   then show ?case by simp
 next
   case (Suc n)
   have "1 + Suc n * x \<le> 1 + (Suc n)*x + n * x^2"
     by (simp add: algebra_simps)
   also have "... = (1 + x) * (1 + n*x)"
     by (auto simp: power2_eq_square algebra_simps  of_nat_Suc)
   also have "... \<le> (1 + x) ^ Suc n"
     using Suc.hyps assms mult_left_mono by fastforce
   finally show ?case .
 qed
 
 corollary Bernoulli_inequality_even:
   fixes x :: real
   assumes "even n"
     shows "1 + n * x \<le> (1 + x) ^ n"
 proof (cases "-1 \<le> x \<or> n=0")
   case True
   then show ?thesis
     by (auto simp: Bernoulli_inequality)
 next
   case False
   then have "real n \<ge> 1"
     by simp
   with False have "n * x \<le> -1"
     by (metis linear minus_zero mult.commute mult.left_neutral mult_left_mono_neg neg_le_iff_le order_trans zero_le_one)
   then have "1 + n * x \<le> 0"
     by auto
   also have "... \<le> (1 + x) ^ n"
     using assms
     using zero_le_even_power by blast
   finally show ?thesis .
 qed
 
 corollary real_arch_pow:
   fixes x :: real
   assumes x: "1 < x"
   shows "\<exists>n. y < x^n"
 proof -
   from x have x0: "x - 1 > 0"
     by arith
   from reals_Archimedean3[OF x0, rule_format, of y]
   obtain n :: nat where n: "y < real n * (x - 1)" by metis
   from x0 have x00: "x- 1 \<ge> -1" by arith
   from Bernoulli_inequality[OF x00, of n] n
   have "y < x^n" by auto
   then show ?thesis by metis
 qed
 
 corollary real_arch_pow_inv:
   fixes x y :: real
   assumes y: "y > 0"
     and x1: "x < 1"
   shows "\<exists>n. x^n < y"
 proof (cases "x > 0")
   case True
   with x1 have ix: "1 < 1/x" by (simp add: field_simps)
   from real_arch_pow[OF ix, of "1/y"]
   obtain n where n: "1/y < (1/x)^n" by blast
   then show ?thesis using y \<open>x > 0\<close>
     by (auto simp add: field_simps)
 next
   case False
   with y x1 show ?thesis
     by (metis less_le_trans not_less power_one_right)
 qed
 
 lemma forall_pos_mono:
   "(\<And>d e::real. d < e \<Longrightarrow> P d \<Longrightarrow> P e) \<Longrightarrow>
     (\<And>n::nat. n \<noteq> 0 \<Longrightarrow> P (inverse (real n))) \<Longrightarrow> (\<And>e. 0 < e \<Longrightarrow> P e)"
   by (metis real_arch_inverse)
 
 lemma forall_pos_mono_1:
   "(\<And>d e::real. d < e \<Longrightarrow> P d \<Longrightarrow> P e) \<Longrightarrow>
     (\<And>n. P (inverse (real (Suc n)))) \<Longrightarrow> 0 < e \<Longrightarrow> P e"
   apply (rule forall_pos_mono)
   apply auto
   apply (metis Suc_pred of_nat_Suc)
   done
 
 
 subsection\<^marker>\<open>tag unimportant\<close> \<open>Euclidean Spaces as Typeclass\<close>
 
 lemma independent_Basis: "independent Basis"
   by (rule independent_Basis)
 
 lemma span_Basis [simp]: "span Basis = UNIV"
   by (rule span_Basis)
 
 lemma in_span_Basis: "x \<in> span Basis"
   unfolding span_Basis ..
 
 
 subsection\<^marker>\<open>tag unimportant\<close> \<open>Linearity and Bilinearity continued\<close>
 
 lemma linear_bounded:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
   assumes lf: "linear f"
   shows "\<exists>B. \<forall>x. norm (f x) \<le> B * norm x"
 proof
   interpret linear f by fact
   let ?B = "\<Sum>b\<in>Basis. norm (f b)"
   show "\<forall>x. norm (f x) \<le> ?B * norm x"
   proof
     fix x :: 'a
     let ?g = "\<lambda>b. (x \<bullet> b) *\<^sub>R f b"
     have "norm (f x) = norm (f (\<Sum>b\<in>Basis. (x \<bullet> b) *\<^sub>R b))"
       unfolding euclidean_representation ..
     also have "\<dots> = norm (sum ?g Basis)"
       by (simp add: sum scale)
     finally have th0: "norm (f x) = norm (sum ?g Basis)" .
     have th: "norm (?g i) \<le> norm (f i) * norm x" if "i \<in> Basis" for i
     proof -
       from Basis_le_norm[OF that, of x]
       show "norm (?g i) \<le> norm (f i) * norm x"
         unfolding norm_scaleR  by (metis mult.commute mult_left_mono norm_ge_zero)
     qed
     from sum_norm_le[of _ ?g, OF th]
     show "norm (f x) \<le> ?B * norm x"
       unfolding th0 sum_distrib_right by metis
   qed
 qed
 
 lemma linear_conv_bounded_linear:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
   shows "linear f \<longleftrightarrow> bounded_linear f"
 proof
   assume "linear f"
   then interpret f: linear f .
   show "bounded_linear f"
   proof
     have "\<exists>B. \<forall>x. norm (f x) \<le> B * norm x"
       using \<open>linear f\<close> by (rule linear_bounded)
     then show "\<exists>K. \<forall>x. norm (f x) \<le> norm x * K"
       by (simp add: mult.commute)
   qed
 next
   assume "bounded_linear f"
   then interpret f: bounded_linear f .
   show "linear f" ..
 qed
 
 lemmas linear_linear = linear_conv_bounded_linear[symmetric]
 
+lemma inj_linear_imp_inv_bounded_linear:
+  fixes f::"'a::euclidean_space \<Rightarrow> 'a"
+  shows "\<lbrakk>bounded_linear f; inj f\<rbrakk> \<Longrightarrow> bounded_linear (inv f)"
+  by (simp add: inj_linear_imp_inv_linear linear_linear)
+
 lemma linear_bounded_pos:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
   assumes lf: "linear f"
  obtains B where "B > 0" "\<And>x. norm (f x) \<le> B * norm x"
 proof -
   have "\<exists>B > 0. \<forall>x. norm (f x) \<le> norm x * B"
     using lf unfolding linear_conv_bounded_linear
     by (rule bounded_linear.pos_bounded)
   with that show ?thesis
     by (auto simp: mult.commute)
 qed
 
 lemma linear_invertible_bounded_below_pos:
   fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::euclidean_space"
   assumes "linear f" "linear g" "g \<circ> f = id"
   obtains B where "B > 0" "\<And>x. B * norm x \<le> norm(f x)"
 proof -
   obtain B where "B > 0" and B: "\<And>x. norm (g x) \<le> B * norm x"
     using linear_bounded_pos [OF \<open>linear g\<close>] by blast
   show thesis
   proof
     show "0 < 1/B"
       by (simp add: \<open>B > 0\<close>)
     show "1/B * norm x \<le> norm (f x)" for x
     proof -
       have "1/B * norm x = 1/B * norm (g (f x))"
         using assms by (simp add: pointfree_idE)
       also have "\<dots> \<le> norm (f x)"
         using B [of "f x"] by (simp add: \<open>B > 0\<close> mult.commute pos_divide_le_eq)
       finally show ?thesis .
     qed
   qed
 qed
 
 lemma linear_inj_bounded_below_pos:
   fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::euclidean_space"
   assumes "linear f" "inj f"
   obtains B where "B > 0" "\<And>x. B * norm x \<le> norm(f x)"
   using linear_injective_left_inverse [OF assms]
     linear_invertible_bounded_below_pos assms by blast
 
 lemma bounded_linearI':
   fixes f ::"'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
   assumes "\<And>x y. f (x + y) = f x + f y"
     and "\<And>c x. f (c *\<^sub>R x) = c *\<^sub>R f x"
   shows "bounded_linear f"
   using assms linearI linear_conv_bounded_linear by blast
 
 lemma bilinear_bounded:
   fixes h :: "'m::euclidean_space \<Rightarrow> 'n::euclidean_space \<Rightarrow> 'k::real_normed_vector"
   assumes bh: "bilinear h"
   shows "\<exists>B. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
 proof (clarify intro!: exI[of _ "\<Sum>i\<in>Basis. \<Sum>j\<in>Basis. norm (h i j)"])
   fix x :: 'm
   fix y :: 'n
   have "norm (h x y) = norm (h (sum (\<lambda>i. (x \<bullet> i) *\<^sub>R i) Basis) (sum (\<lambda>i. (y \<bullet> i) *\<^sub>R i) Basis))"
     by (simp add: euclidean_representation)
   also have "\<dots> = norm (sum (\<lambda> (i,j). h ((x \<bullet> i) *\<^sub>R i) ((y \<bullet> j) *\<^sub>R j)) (Basis \<times> Basis))"
     unfolding bilinear_sum[OF bh] ..
   finally have th: "norm (h x y) = \<dots>" .
   have "\<And>i j. \<lbrakk>i \<in> Basis; j \<in> Basis\<rbrakk>
            \<Longrightarrow> \<bar>x \<bullet> i\<bar> * (\<bar>y \<bullet> j\<bar> * norm (h i j)) \<le> norm x * (norm y * norm (h i j))"
     by (auto simp add: zero_le_mult_iff Basis_le_norm mult_mono)
   then show "norm (h x y) \<le> (\<Sum>i\<in>Basis. \<Sum>j\<in>Basis. norm (h i j)) * norm x * norm y"
     unfolding sum_distrib_right th sum.cartesian_product
     by (clarsimp simp add: bilinear_rmul[OF bh] bilinear_lmul[OF bh]
       field_simps simp del: scaleR_scaleR intro!: sum_norm_le)
 qed
 
 lemma bilinear_conv_bounded_bilinear:
   fixes h :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'c::real_normed_vector"
   shows "bilinear h \<longleftrightarrow> bounded_bilinear h"
 proof
   assume "bilinear h"
   show "bounded_bilinear h"
   proof
     fix x y z
     show "h (x + y) z = h x z + h y z"
       using \<open>bilinear h\<close> unfolding bilinear_def linear_iff by simp
   next
     fix x y z
     show "h x (y + z) = h x y + h x z"
       using \<open>bilinear h\<close> unfolding bilinear_def linear_iff by simp
   next
     show "h (scaleR r x) y = scaleR r (h x y)" "h x (scaleR r y) = scaleR r (h x y)" for r x y
       using \<open>bilinear h\<close> unfolding bilinear_def linear_iff
       by simp_all
   next
     have "\<exists>B. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
       using \<open>bilinear h\<close> by (rule bilinear_bounded)
     then show "\<exists>K. \<forall>x y. norm (h x y) \<le> norm x * norm y * K"
       by (simp add: ac_simps)
   qed
 next
   assume "bounded_bilinear h"
   then interpret h: bounded_bilinear h .
   show "bilinear h"
     unfolding bilinear_def linear_conv_bounded_linear
     using h.bounded_linear_left h.bounded_linear_right by simp
 qed
 
 lemma bilinear_bounded_pos:
   fixes h :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'c::real_normed_vector"
   assumes bh: "bilinear h"
   shows "\<exists>B > 0. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
 proof -
   have "\<exists>B > 0. \<forall>x y. norm (h x y) \<le> norm x * norm y * B"
     using bh [unfolded bilinear_conv_bounded_bilinear]
     by (rule bounded_bilinear.pos_bounded)
   then show ?thesis
     by (simp only: ac_simps)
 qed
 
 lemma bounded_linear_imp_has_derivative: "bounded_linear f \<Longrightarrow> (f has_derivative f) net"
   by (auto simp add: has_derivative_def linear_diff linear_linear linear_def
       dest: bounded_linear.linear)
 
 lemma linear_imp_has_derivative:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
   shows "linear f \<Longrightarrow> (f has_derivative f) net"
   by (simp add: bounded_linear_imp_has_derivative linear_conv_bounded_linear)
 
 lemma bounded_linear_imp_differentiable: "bounded_linear f \<Longrightarrow> f differentiable net"
   using bounded_linear_imp_has_derivative differentiable_def by blast
 
 lemma linear_imp_differentiable:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
   shows "linear f \<Longrightarrow> f differentiable net"
   by (metis linear_imp_has_derivative differentiable_def)
 
 
 subsection\<^marker>\<open>tag unimportant\<close> \<open>We continue\<close>
 
 lemma independent_bound:
   fixes S :: "'a::euclidean_space set"
   shows "independent S \<Longrightarrow> finite S \<and> card S \<le> DIM('a)"
   by (metis dim_subset_UNIV finiteI_independent dim_span_eq_card_independent)
 
 lemmas independent_imp_finite = finiteI_independent
 
 corollary
   fixes S :: "'a::euclidean_space set"
   assumes "independent S"
   shows independent_card_le:"card S \<le> DIM('a)"
   using assms independent_bound by auto
 
 lemma dependent_biggerset:
   fixes S :: "'a::euclidean_space set"
   shows "(finite S \<Longrightarrow> card S > DIM('a)) \<Longrightarrow> dependent S"
   by (metis independent_bound not_less)
 
 text \<open>Picking an orthogonal replacement for a spanning set.\<close>
 
 lemma vector_sub_project_orthogonal:
   fixes b x :: "'a::euclidean_space"
   shows "b \<bullet> (x - ((b \<bullet> x) / (b \<bullet> b)) *\<^sub>R b) = 0"
   unfolding inner_simps by auto
 
 lemma pairwise_orthogonal_insert:
   assumes "pairwise orthogonal S"
     and "\<And>y. y \<in> S \<Longrightarrow> orthogonal x y"
   shows "pairwise orthogonal (insert x S)"
   using assms unfolding pairwise_def
   by (auto simp add: orthogonal_commute)
 
 lemma basis_orthogonal:
   fixes B :: "'a::real_inner set"
   assumes fB: "finite B"
   shows "\<exists>C. finite C \<and> card C \<le> card B \<and> span C = span B \<and> pairwise orthogonal C"
   (is " \<exists>C. ?P B C")
   using fB
 proof (induct rule: finite_induct)
   case empty
   then show ?case
     apply (rule exI[where x="{}"])
     apply (auto simp add: pairwise_def)
     done
 next
   case (insert a B)
   note fB = \<open>finite B\<close> and aB = \<open>a \<notin> B\<close>
   from \<open>\<exists>C. finite C \<and> card C \<le> card B \<and> span C = span B \<and> pairwise orthogonal C\<close>
   obtain C where C: "finite C" "card C \<le> card B"
     "span C = span B" "pairwise orthogonal C" by blast
   let ?a = "a - sum (\<lambda>x. (x \<bullet> a / (x \<bullet> x)) *\<^sub>R x) C"
   let ?C = "insert ?a C"
   from C(1) have fC: "finite ?C"
     by simp
   from fB aB C(1,2) have cC: "card ?C \<le> card (insert a B)"
     by (simp add: card_insert_if)
   {
     fix x k
     have th0: "\<And>(a::'a) b c. a - (b - c) = c + (a - b)"
       by (simp add: field_simps)
     have "x - k *\<^sub>R (a - (\<Sum>x\<in>C. (x \<bullet> a / (x \<bullet> x)) *\<^sub>R x)) \<in> span C \<longleftrightarrow> x - k *\<^sub>R a \<in> span C"
       apply (simp only: scaleR_right_diff_distrib th0)
       apply (rule span_add_eq)
       apply (rule span_scale)
       apply (rule span_sum)
       apply (rule span_scale)
       apply (rule span_base)
       apply assumption
       done
   }
   then have SC: "span ?C = span (insert a B)"
     unfolding set_eq_iff span_breakdown_eq C(3)[symmetric] by auto
   {
     fix y
     assume yC: "y \<in> C"
     then have Cy: "C = insert y (C - {y})"
       by blast
     have fth: "finite (C - {y})"
       using C by simp
     have "orthogonal ?a y"
       unfolding orthogonal_def
       unfolding inner_diff inner_sum_left right_minus_eq
       unfolding sum.remove [OF \<open>finite C\<close> \<open>y \<in> C\<close>]
       apply (clarsimp simp add: inner_commute[of y a])
       apply (rule sum.neutral)
       apply clarsimp
       apply (rule C(4)[unfolded pairwise_def orthogonal_def, rule_format])
       using \<open>y \<in> C\<close> by auto
   }
   with \<open>pairwise orthogonal C\<close> have CPO: "pairwise orthogonal ?C"
     by (rule pairwise_orthogonal_insert)
   from fC cC SC CPO have "?P (insert a B) ?C"
     by blast
   then show ?case by blast
 qed
 
 lemma orthogonal_basis_exists:
   fixes V :: "('a::euclidean_space) set"
   shows "\<exists>B. independent B \<and> B \<subseteq> span V \<and> V \<subseteq> span B \<and>
   (card B = dim V) \<and> pairwise orthogonal B"
 proof -
   from basis_exists[of V] obtain B where
     B: "B \<subseteq> V" "independent B" "V \<subseteq> span B" "card B = dim V"
     by force
   from B have fB: "finite B" "card B = dim V"
     using independent_bound by auto
   from basis_orthogonal[OF fB(1)] obtain C where
     C: "finite C" "card C \<le> card B" "span C = span B" "pairwise orthogonal C"
     by blast
   from C B have CSV: "C \<subseteq> span V"
     by (metis span_superset span_mono subset_trans)
   from span_mono[OF B(3)] C have SVC: "span V \<subseteq> span C"
     by (simp add: span_span)
   from card_le_dim_spanning[OF CSV SVC C(1)] C(2,3) fB
   have iC: "independent C"
     by (simp add: dim_span)
   from C fB have "card C \<le> dim V"
     by simp
   moreover have "dim V \<le> card C"
     using span_card_ge_dim[OF CSV SVC C(1)]
     by simp
   ultimately have CdV: "card C = dim V"
     using C(1) by simp
   from C B CSV CdV iC show ?thesis
     by auto
 qed
 
 text \<open>Low-dimensional subset is in a hyperplane (weak orthogonal complement).\<close>
 
 lemma span_not_univ_orthogonal:
   fixes S :: "'a::euclidean_space set"
   assumes sU: "span S \<noteq> UNIV"
   shows "\<exists>a::'a. a \<noteq> 0 \<and> (\<forall>x \<in> span S. a \<bullet> x = 0)"
 proof -
   from sU obtain a where a: "a \<notin> span S"
     by blast
   from orthogonal_basis_exists obtain B where
     B: "independent B" "B \<subseteq> span S" "S \<subseteq> span B"
     "card B = dim S" "pairwise orthogonal B"
     by blast
   from B have fB: "finite B" "card B = dim S"
     using independent_bound by auto
   from span_mono[OF B(2)] span_mono[OF B(3)]
   have sSB: "span S = span B"
     by (simp add: span_span)
   let ?a = "a - sum (\<lambda>b. (a \<bullet> b / (b \<bullet> b)) *\<^sub>R b) B"
   have "sum (\<lambda>b. (a \<bullet> b / (b \<bullet> b)) *\<^sub>R b) B \<in> span S"
     unfolding sSB
     apply (rule span_sum)
     apply (rule span_scale)
     apply (rule span_base)
     apply assumption
     done
   with a have a0:"?a  \<noteq> 0"
     by auto
   have "?a \<bullet> x = 0" if "x\<in>span B" for x
   proof (rule span_induct [OF that])
     show "subspace {x. ?a \<bullet> x = 0}"
       by (auto simp add: subspace_def inner_add)
   next
     {
       fix x
       assume x: "x \<in> B"
       from x have B': "B = insert x (B - {x})"
         by blast
       have fth: "finite (B - {x})"
         using fB by simp
       have "?a \<bullet> x = 0"
         apply (subst B')
         using fB fth
         unfolding sum_clauses(2)[OF fth]
         apply simp unfolding inner_simps
         apply (clarsimp simp add: inner_add inner_sum_left)
         apply (rule sum.neutral, rule ballI)
         apply (simp only: inner_commute)
         apply (auto simp add: x field_simps
           intro: B(5)[unfolded pairwise_def orthogonal_def, rule_format])
         done
     }
     then show "?a \<bullet> x = 0" if "x \<in> B" for x
       using that by blast
     qed
   with a0 show ?thesis
     unfolding sSB by (auto intro: exI[where x="?a"])
 qed
 
 lemma span_not_univ_subset_hyperplane:
   fixes S :: "'a::euclidean_space set"
   assumes SU: "span S \<noteq> UNIV"
   shows "\<exists> a. a \<noteq>0 \<and> span S \<subseteq> {x. a \<bullet> x = 0}"
   using span_not_univ_orthogonal[OF SU] by auto
 
 lemma lowdim_subset_hyperplane:
   fixes S :: "'a::euclidean_space set"
   assumes d: "dim S < DIM('a)"
   shows "\<exists>a::'a. a \<noteq> 0 \<and> span S \<subseteq> {x. a \<bullet> x = 0}"
 proof -
   {
     assume "span S = UNIV"
     then have "dim (span S) = dim (UNIV :: ('a) set)"
       by simp
     then have "dim S = DIM('a)"
       by (metis Euclidean_Space.dim_UNIV dim_span)
     with d have False by arith
   }
   then have th: "span S \<noteq> UNIV"
     by blast
   from span_not_univ_subset_hyperplane[OF th] show ?thesis .
 qed
 
 lemma linear_eq_stdbasis:
   fixes f :: "'a::euclidean_space \<Rightarrow> _"
   assumes lf: "linear f"
     and lg: "linear g"
     and fg: "\<And>b. b \<in> Basis \<Longrightarrow> f b = g b"
   shows "f = g"
   using linear_eq_on_span[OF lf lg, of Basis] fg
   by auto
 
 
 text \<open>Similar results for bilinear functions.\<close>
 
 lemma bilinear_eq:
   assumes bf: "bilinear f"
     and bg: "bilinear g"
     and SB: "S \<subseteq> span B"
     and TC: "T \<subseteq> span C"
     and "x\<in>S" "y\<in>T"
     and fg: "\<And>x y. \<lbrakk>x \<in> B; y\<in> C\<rbrakk> \<Longrightarrow> f x y = g x y"
   shows "f x y = g x y"
 proof -
   let ?P = "{x. \<forall>y\<in> span C. f x y = g x y}"
   from bf bg have sp: "subspace ?P"
     unfolding bilinear_def linear_iff subspace_def bf bg
     by (auto simp add: span_zero bilinear_lzero[OF bf] bilinear_lzero[OF bg]
         span_add Ball_def
       intro: bilinear_ladd[OF bf])
   have sfg: "\<And>x. x \<in> B \<Longrightarrow> subspace {a. f x a = g x a}"
     apply (auto simp add: subspace_def)
     using bf bg unfolding bilinear_def linear_iff
       apply (auto simp add: span_zero bilinear_rzero[OF bf] bilinear_rzero[OF bg]
         span_add Ball_def
       intro: bilinear_ladd[OF bf])
     done
   have "\<forall>y\<in> span C. f x y = g x y" if "x \<in> span B" for x
     apply (rule span_induct [OF that sp])
     using fg sfg span_induct by blast
   then show ?thesis
     using SB TC assms by auto
 qed
 
 lemma bilinear_eq_stdbasis:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space \<Rightarrow> _"
   assumes bf: "bilinear f"
     and bg: "bilinear g"
     and fg: "\<And>i j. i \<in> Basis \<Longrightarrow> j \<in> Basis \<Longrightarrow> f i j = g i j"
   shows "f = g"
   using bilinear_eq[OF bf bg equalityD2[OF span_Basis] equalityD2[OF span_Basis]] fg by blast
 
 
 subsection \<open>Infinity norm\<close>
 
 definition\<^marker>\<open>tag important\<close> "infnorm (x::'a::euclidean_space) = Sup {\<bar>x \<bullet> b\<bar> |b. b \<in> Basis}"
 
 lemma infnorm_set_image:
   fixes x :: "'a::euclidean_space"
   shows "{\<bar>x \<bullet> i\<bar> |i. i \<in> Basis} = (\<lambda>i. \<bar>x \<bullet> i\<bar>) ` Basis"
   by blast
 
 lemma infnorm_Max:
   fixes x :: "'a::euclidean_space"
   shows "infnorm x = Max ((\<lambda>i. \<bar>x \<bullet> i\<bar>) ` Basis)"
   by (simp add: infnorm_def infnorm_set_image cSup_eq_Max)
 
 lemma infnorm_set_lemma:
   fixes x :: "'a::euclidean_space"
   shows "finite {\<bar>x \<bullet> i\<bar> |i. i \<in> Basis}"
     and "{\<bar>x \<bullet> i\<bar> |i. i \<in> Basis} \<noteq> {}"
   unfolding infnorm_set_image
   by auto
 
 lemma infnorm_pos_le:
   fixes x :: "'a::euclidean_space"
   shows "0 \<le> infnorm x"
   by (simp add: infnorm_Max Max_ge_iff ex_in_conv)
 
 lemma infnorm_triangle:
   fixes x :: "'a::euclidean_space"
   shows "infnorm (x + y) \<le> infnorm x + infnorm y"
 proof -
   have *: "\<And>a b c d :: real. \<bar>a\<bar> \<le> c \<Longrightarrow> \<bar>b\<bar> \<le> d \<Longrightarrow> \<bar>a + b\<bar> \<le> c + d"
     by simp
   show ?thesis
     by (auto simp: infnorm_Max inner_add_left intro!: *)
 qed
 
 lemma infnorm_eq_0:
   fixes x :: "'a::euclidean_space"
   shows "infnorm x = 0 \<longleftrightarrow> x = 0"
 proof -
   have "infnorm x \<le> 0 \<longleftrightarrow> x = 0"
     unfolding infnorm_Max by (simp add: euclidean_all_zero_iff)
   then show ?thesis
     using infnorm_pos_le[of x] by simp
 qed
 
 lemma infnorm_0: "infnorm 0 = 0"
   by (simp add: infnorm_eq_0)
 
 lemma infnorm_neg: "infnorm (- x) = infnorm x"
   unfolding infnorm_def by simp
 
 lemma infnorm_sub: "infnorm (x - y) = infnorm (y - x)"
   by (metis infnorm_neg minus_diff_eq)
 
 lemma absdiff_infnorm: "\<bar>infnorm x - infnorm y\<bar> \<le> infnorm (x - y)"
 proof -
   have *: "\<And>(nx::real) n ny. nx \<le> n + ny \<Longrightarrow> ny \<le> n + nx \<Longrightarrow> \<bar>nx - ny\<bar> \<le> n"
     by arith
   show ?thesis
   proof (rule *)
     from infnorm_triangle[of "x - y" " y"] infnorm_triangle[of "x - y" "-x"]
     show "infnorm x \<le> infnorm (x - y) + infnorm y" "infnorm y \<le> infnorm (x - y) + infnorm x"
       by (simp_all add: field_simps infnorm_neg)
   qed
 qed
 
 lemma real_abs_infnorm: "\<bar>infnorm x\<bar> = infnorm x"
   using infnorm_pos_le[of x] by arith
 
 lemma Basis_le_infnorm:
   fixes x :: "'a::euclidean_space"
   shows "b \<in> Basis \<Longrightarrow> \<bar>x \<bullet> b\<bar> \<le> infnorm x"
   by (simp add: infnorm_Max)
 
 lemma infnorm_mul: "infnorm (a *\<^sub>R x) = \<bar>a\<bar> * infnorm x"
   unfolding infnorm_Max
 proof (safe intro!: Max_eqI)
   let ?B = "(\<lambda>i. \<bar>x \<bullet> i\<bar>) ` Basis"
   { fix b :: 'a
     assume "b \<in> Basis"
     then show "\<bar>a *\<^sub>R x \<bullet> b\<bar> \<le> \<bar>a\<bar> * Max ?B"
       by (simp add: abs_mult mult_left_mono)
   next
     from Max_in[of ?B] obtain b where "b \<in> Basis" "Max ?B = \<bar>x \<bullet> b\<bar>"
       by (auto simp del: Max_in)
     then show "\<bar>a\<bar> * Max ((\<lambda>i. \<bar>x \<bullet> i\<bar>) ` Basis) \<in> (\<lambda>i. \<bar>a *\<^sub>R x \<bullet> i\<bar>) ` Basis"
       by (intro image_eqI[where x=b]) (auto simp: abs_mult)
   }
 qed simp
 
 lemma infnorm_mul_lemma: "infnorm (a *\<^sub>R x) \<le> \<bar>a\<bar> * infnorm x"
   unfolding infnorm_mul ..
 
 lemma infnorm_pos_lt: "infnorm x > 0 \<longleftrightarrow> x \<noteq> 0"
   using infnorm_pos_le[of x] infnorm_eq_0[of x] by arith
 
 text \<open>Prove that it differs only up to a bound from Euclidean norm.\<close>
 
 lemma infnorm_le_norm: "infnorm x \<le> norm x"
   by (simp add: Basis_le_norm infnorm_Max)
 
 lemma norm_le_infnorm:
   fixes x :: "'a::euclidean_space"
   shows "norm x \<le> sqrt DIM('a) * infnorm x"
   unfolding norm_eq_sqrt_inner id_def 
 proof (rule real_le_lsqrt[OF inner_ge_zero])
   show "sqrt DIM('a) * infnorm x \<ge> 0"
     by (simp add: zero_le_mult_iff infnorm_pos_le)
   have "x \<bullet> x \<le> (\<Sum>b\<in>Basis. x \<bullet> b * (x \<bullet> b))"
     by (metis euclidean_inner order_refl)
   also have "... \<le> DIM('a) * \<bar>infnorm x\<bar>\<^sup>2"
     by (rule sum_bounded_above) (metis Basis_le_infnorm abs_le_square_iff power2_eq_square real_abs_infnorm)
   also have "... \<le> (sqrt DIM('a) * infnorm x)\<^sup>2"
     by (simp add: power_mult_distrib)
   finally show "x \<bullet> x \<le> (sqrt DIM('a) * infnorm x)\<^sup>2" .
 qed
 
 lemma tendsto_infnorm [tendsto_intros]:
   assumes "(f \<longlongrightarrow> a) F"
   shows "((\<lambda>x. infnorm (f x)) \<longlongrightarrow> infnorm a) F"
 proof (rule tendsto_compose [OF LIM_I assms])
   fix r :: real
   assume "r > 0"
   then show "\<exists>s>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < s \<longrightarrow> norm (infnorm x - infnorm a) < r"
     by (metis real_norm_def le_less_trans absdiff_infnorm infnorm_le_norm)
 qed
 
 text \<open>Equality in Cauchy-Schwarz and triangle inequalities.\<close>
 
 lemma norm_cauchy_schwarz_eq: "x \<bullet> y = norm x * norm y \<longleftrightarrow> norm x *\<^sub>R y = norm y *\<^sub>R x"
   (is "?lhs \<longleftrightarrow> ?rhs")
 proof (cases "x=0")
   case True
   then show ?thesis 
     by auto
 next
   case False
   from inner_eq_zero_iff[of "norm y *\<^sub>R x - norm x *\<^sub>R y"]
   have "?rhs \<longleftrightarrow>
       (norm y * (norm y * norm x * norm x - norm x * (x \<bullet> y)) -
         norm x * (norm y * (y \<bullet> x) - norm x * norm y * norm y) =  0)"
     using False unfolding inner_simps
     by (auto simp add: power2_norm_eq_inner[symmetric] power2_eq_square inner_commute field_simps)
   also have "\<dots> \<longleftrightarrow> (2 * norm x * norm y * (norm x * norm y - x \<bullet> y) = 0)" 
     using False  by (simp add: field_simps inner_commute)
   also have "\<dots> \<longleftrightarrow> ?lhs" 
     using False by auto
   finally show ?thesis by metis
 qed
 
 lemma norm_cauchy_schwarz_abs_eq:
   "\<bar>x \<bullet> y\<bar> = norm x * norm y \<longleftrightarrow>
     norm x *\<^sub>R y = norm y *\<^sub>R x \<or> norm x *\<^sub>R y = - norm y *\<^sub>R x"
   (is "?lhs \<longleftrightarrow> ?rhs")
 proof -
   have th: "\<And>(x::real) a. a \<ge> 0 \<Longrightarrow> \<bar>x\<bar> = a \<longleftrightarrow> x = a \<or> x = - a"
     by arith
   have "?rhs \<longleftrightarrow> norm x *\<^sub>R y = norm y *\<^sub>R x \<or> norm (- x) *\<^sub>R y = norm y *\<^sub>R (- x)"
     by simp
   also have "\<dots> \<longleftrightarrow> (x \<bullet> y = norm x * norm y \<or> (- x) \<bullet> y = norm x * norm y)"
     unfolding norm_cauchy_schwarz_eq[symmetric]
     unfolding norm_minus_cancel norm_scaleR ..
   also have "\<dots> \<longleftrightarrow> ?lhs"
     unfolding th[OF mult_nonneg_nonneg, OF norm_ge_zero[of x] norm_ge_zero[of y]] inner_simps
     by auto
   finally show ?thesis ..
 qed
 
 lemma norm_triangle_eq:
   fixes x y :: "'a::real_inner"
   shows "norm (x + y) = norm x + norm y \<longleftrightarrow> norm x *\<^sub>R y = norm y *\<^sub>R x"
 proof (cases "x = 0 \<or> y = 0")
   case True
   then show ?thesis 
     by force
 next
   case False
   then have n: "norm x > 0" "norm y > 0"
     by auto
   have "norm (x + y) = norm x + norm y \<longleftrightarrow> (norm (x + y))\<^sup>2 = (norm x + norm y)\<^sup>2"
     by simp
   also have "\<dots> \<longleftrightarrow> norm x *\<^sub>R y = norm y *\<^sub>R x"
     unfolding norm_cauchy_schwarz_eq[symmetric]
     unfolding power2_norm_eq_inner inner_simps
     by (simp add: power2_norm_eq_inner[symmetric] power2_eq_square inner_commute field_simps)
   finally show ?thesis .
 qed
 
 
 subsection \<open>Collinearity\<close>
 
 definition\<^marker>\<open>tag important\<close> collinear :: "'a::real_vector set \<Rightarrow> bool"
   where "collinear S \<longleftrightarrow> (\<exists>u. \<forall>x \<in> S. \<forall> y \<in> S. \<exists>c. x - y = c *\<^sub>R u)"
 
 lemma collinear_alt:
      "collinear S \<longleftrightarrow> (\<exists>u v. \<forall>x \<in> S. \<exists>c. x = u + c *\<^sub>R v)" (is "?lhs = ?rhs")
 proof
   assume ?lhs
   then show ?rhs
     unfolding collinear_def by (metis Groups.add_ac(2) diff_add_cancel)
 next
   assume ?rhs
   then obtain u v where *: "\<And>x. x \<in> S \<Longrightarrow> \<exists>c. x = u + c *\<^sub>R v"
     by (auto simp: )
   have "\<exists>c. x - y = c *\<^sub>R v" if "x \<in> S" "y \<in> S" for x y
         by (metis *[OF \<open>x \<in> S\<close>] *[OF \<open>y \<in> S\<close>] scaleR_left.diff add_diff_cancel_left)
   then show ?lhs
     using collinear_def by blast
 qed
 
 lemma collinear:
   fixes S :: "'a::{perfect_space,real_vector} set"
   shows "collinear S \<longleftrightarrow> (\<exists>u. u \<noteq> 0 \<and> (\<forall>x \<in> S. \<forall> y \<in> S. \<exists>c. x - y = c *\<^sub>R u))"
 proof -
   have "\<exists>v. v \<noteq> 0 \<and> (\<forall>x\<in>S. \<forall>y\<in>S. \<exists>c. x - y = c *\<^sub>R v)"
     if "\<forall>x\<in>S. \<forall>y\<in>S. \<exists>c. x - y = c *\<^sub>R u" "u=0" for u
   proof -
     have "\<forall>x\<in>S. \<forall>y\<in>S. x = y"
       using that by auto
     moreover
     obtain v::'a where "v \<noteq> 0"
       using UNIV_not_singleton [of 0] by auto
     ultimately have "\<forall>x\<in>S. \<forall>y\<in>S. \<exists>c. x - y = c *\<^sub>R v"
       by auto
     then show ?thesis
       using \<open>v \<noteq> 0\<close> by blast
   qed
   then show ?thesis
     apply (clarsimp simp: collinear_def)
     by (metis scaleR_zero_right vector_fraction_eq_iff)
 qed
 
 lemma collinear_subset: "\<lbrakk>collinear T; S \<subseteq> T\<rbrakk> \<Longrightarrow> collinear S"
   by (meson collinear_def subsetCE)
 
 lemma collinear_empty [iff]: "collinear {}"
   by (simp add: collinear_def)
 
 lemma collinear_sing [iff]: "collinear {x}"
   by (simp add: collinear_def)
 
 lemma collinear_2 [iff]: "collinear {x, y}"
   apply (simp add: collinear_def)
   apply (rule exI[where x="x - y"])
   by (metis minus_diff_eq scaleR_left.minus scaleR_one)
 
 lemma collinear_lemma: "collinear {0, x, y} \<longleftrightarrow> x = 0 \<or> y = 0 \<or> (\<exists>c. y = c *\<^sub>R x)"
   (is "?lhs \<longleftrightarrow> ?rhs")
 proof (cases "x = 0 \<or> y = 0")
   case True
   then show ?thesis
     by (auto simp: insert_commute)
 next
   case False
   show ?thesis 
   proof
     assume h: "?lhs"
     then obtain u where u: "\<forall> x\<in> {0,x,y}. \<forall>y\<in> {0,x,y}. \<exists>c. x - y = c *\<^sub>R u"
       unfolding collinear_def by blast
     from u[rule_format, of x 0] u[rule_format, of y 0]
     obtain cx and cy where
       cx: "x = cx *\<^sub>R u" and cy: "y = cy *\<^sub>R u"
       by auto
     from cx cy False have cx0: "cx \<noteq> 0" and cy0: "cy \<noteq> 0" by auto
     let ?d = "cy / cx"
     from cx cy cx0 have "y = ?d *\<^sub>R x"
       by simp
     then show ?rhs using False by blast
   next
     assume h: "?rhs"
     then obtain c where c: "y = c *\<^sub>R x"
       using False by blast
     show ?lhs
       unfolding collinear_def c
       apply (rule exI[where x=x])
       apply auto
           apply (rule exI[where x="- 1"], simp)
          apply (rule exI[where x= "-c"], simp)
         apply (rule exI[where x=1], simp)
        apply (rule exI[where x="1 - c"], simp add: scaleR_left_diff_distrib)
       apply (rule exI[where x="c - 1"], simp add: scaleR_left_diff_distrib)
       done
   qed
 qed
 
 lemma norm_cauchy_schwarz_equal: "\<bar>x \<bullet> y\<bar> = norm x * norm y \<longleftrightarrow> collinear {0, x, y}"
 proof (cases "x=0")
   case True
   then show ?thesis
     by (auto simp: insert_commute)
 next
   case False
   then have nnz: "norm x \<noteq> 0"
     by auto
   show ?thesis
   proof
     assume "\<bar>x \<bullet> y\<bar> = norm x * norm y"
     then show "collinear {0, x, y}"
       unfolding norm_cauchy_schwarz_abs_eq collinear_lemma 
       by (meson eq_vector_fraction_iff nnz)
   next
     assume "collinear {0, x, y}"
     with False show "\<bar>x \<bullet> y\<bar> = norm x * norm y"
       unfolding norm_cauchy_schwarz_abs_eq collinear_lemma  by (auto simp: abs_if)
   qed
 qed
 
 
 subsection\<open>Properties of special hyperplanes\<close>
 
 lemma subspace_hyperplane: "subspace {x. a \<bullet> x = 0}"
   by (simp add: subspace_def inner_right_distrib)
 
 lemma subspace_hyperplane2: "subspace {x. x \<bullet> a = 0}"
   by (simp add: inner_commute inner_right_distrib subspace_def)
 
 lemma special_hyperplane_span:
   fixes S :: "'n::euclidean_space set"
   assumes "k \<in> Basis"
   shows "{x. k \<bullet> x = 0} = span (Basis - {k})"
 proof -
   have *: "x \<in> span (Basis - {k})" if "k \<bullet> x = 0" for x
   proof -
     have "x = (\<Sum>b\<in>Basis. (x \<bullet> b) *\<^sub>R b)"
       by (simp add: euclidean_representation)
     also have "... = (\<Sum>b \<in> Basis - {k}. (x \<bullet> b) *\<^sub>R b)"
       by (auto simp: sum.remove [of _ k] inner_commute assms that)
     finally have "x = (\<Sum>b\<in>Basis - {k}. (x \<bullet> b) *\<^sub>R b)" .
     then show ?thesis
       by (simp add: span_finite)
   qed
   show ?thesis
     apply (rule span_subspace [symmetric])
     using assms
     apply (auto simp: inner_not_same_Basis intro: * subspace_hyperplane)
     done
 qed
 
 lemma dim_special_hyperplane:
   fixes k :: "'n::euclidean_space"
   shows "k \<in> Basis \<Longrightarrow> dim {x. k \<bullet> x = 0} = DIM('n) - 1"
 apply (simp add: special_hyperplane_span)
 apply (rule dim_unique [OF subset_refl])
 apply (auto simp: independent_substdbasis)
 apply (metis member_remove remove_def span_base)
 done
 
 proposition dim_hyperplane:
   fixes a :: "'a::euclidean_space"
   assumes "a \<noteq> 0"
     shows "dim {x. a \<bullet> x = 0} = DIM('a) - 1"
 proof -
   have span0: "span {x. a \<bullet> x = 0} = {x. a \<bullet> x = 0}"
     by (rule span_unique) (auto simp: subspace_hyperplane)
   then obtain B where "independent B"
               and Bsub: "B \<subseteq> {x. a \<bullet> x = 0}"
               and subspB: "{x. a \<bullet> x = 0} \<subseteq> span B"
               and card0: "(card B = dim {x. a \<bullet> x = 0})"
               and ortho: "pairwise orthogonal B"
     using orthogonal_basis_exists by metis
   with assms have "a \<notin> span B"
     by (metis (mono_tags, lifting) span_eq inner_eq_zero_iff mem_Collect_eq span0)
   then have ind: "independent (insert a B)"
     by (simp add: \<open>independent B\<close> independent_insert)
   have "finite B"
     using \<open>independent B\<close> independent_bound by blast
   have "UNIV \<subseteq> span (insert a B)"
   proof fix y::'a
     obtain r z where z: "y = r *\<^sub>R a + z" "a \<bullet> z = 0"
       apply (rule_tac r="(a \<bullet> y) / (a \<bullet> a)" and z = "y - ((a \<bullet> y) / (a \<bullet> a)) *\<^sub>R a" in that)
       using assms
       by (auto simp: algebra_simps)
     show "y \<in> span (insert a B)"
       by (metis (mono_tags, lifting) z Bsub span_eq_iff
          add_diff_cancel_left' mem_Collect_eq span0 span_breakdown_eq span_subspace subspB)
   qed
   then have dima: "DIM('a) = dim(insert a B)"
     by (metis independent_Basis span_Basis dim_eq_card top.extremum_uniqueI)
   then show ?thesis
     by (metis (mono_tags, lifting) Bsub Diff_insert_absorb \<open>a \<notin> span B\<close> ind card0
         card_Diff_singleton dim_span indep_card_eq_dim_span insertI1 subsetCE
         subspB)
 qed
 
 lemma lowdim_eq_hyperplane:
   fixes S :: "'a::euclidean_space set"
   assumes "dim S = DIM('a) - 1"
   obtains a where "a \<noteq> 0" and "span S = {x. a \<bullet> x = 0}"
 proof -
   have dimS: "dim S < DIM('a)"
     by (simp add: assms)
   then obtain b where b: "b \<noteq> 0" "span S \<subseteq> {a. b \<bullet> a = 0}"
     using lowdim_subset_hyperplane [of S] by fastforce
   show ?thesis
     apply (rule that[OF b(1)])
     apply (rule subspace_dim_equal)
     by (auto simp: assms b dim_hyperplane dim_span subspace_hyperplane
         subspace_span)
 qed
 
 lemma dim_eq_hyperplane:
   fixes S :: "'n::euclidean_space set"
   shows "dim S = DIM('n) - 1 \<longleftrightarrow> (\<exists>a. a \<noteq> 0 \<and> span S = {x. a \<bullet> x = 0})"
 by (metis One_nat_def dim_hyperplane dim_span lowdim_eq_hyperplane)
 
 
 subsection\<open> Orthogonal bases, Gram-Schmidt process, and related theorems\<close>
 
 lemma pairwise_orthogonal_independent:
   assumes "pairwise orthogonal S" and "0 \<notin> S"
     shows "independent S"
 proof -
   have 0: "\<And>x y. \<lbrakk>x \<noteq> y; x \<in> S; y \<in> S\<rbrakk> \<Longrightarrow> x \<bullet> y = 0"
     using assms by (simp add: pairwise_def orthogonal_def)
   have "False" if "a \<in> S" and a: "a \<in> span (S - {a})" for a
   proof -
     obtain T U where "T \<subseteq> S - {a}" "a = (\<Sum>v\<in>T. U v *\<^sub>R v)"
       using a by (force simp: span_explicit)
     then have "a \<bullet> a = a \<bullet> (\<Sum>v\<in>T. U v *\<^sub>R v)"
       by simp
     also have "... = 0"
       apply (simp add: inner_sum_right)
       apply (rule comm_monoid_add_class.sum.neutral)
       by (metis "0" DiffE \<open>T \<subseteq> S - {a}\<close> mult_not_zero singletonI subsetCE \<open>a \<in> S\<close>)
     finally show ?thesis
       using \<open>0 \<notin> S\<close> \<open>a \<in> S\<close> by auto
   qed
   then show ?thesis
     by (force simp: dependent_def)
 qed
 
 lemma pairwise_orthogonal_imp_finite:
   fixes S :: "'a::euclidean_space set"
   assumes "pairwise orthogonal S"
     shows "finite S"
 proof -
   have "independent (S - {0})"
     apply (rule pairwise_orthogonal_independent)
      apply (metis Diff_iff assms pairwise_def)
     by blast
   then show ?thesis
     by (meson independent_imp_finite infinite_remove)
 qed
 
 lemma subspace_orthogonal_to_vector: "subspace {y. orthogonal x y}"
   by (simp add: subspace_def orthogonal_clauses)
 
 lemma subspace_orthogonal_to_vectors: "subspace {y. \<forall>x \<in> S. orthogonal x y}"
   by (simp add: subspace_def orthogonal_clauses)
 
 lemma orthogonal_to_span:
   assumes a: "a \<in> span S" and x: "\<And>y. y \<in> S \<Longrightarrow> orthogonal x y"
     shows "orthogonal x a"
   by (metis a orthogonal_clauses(1,2,4)
       span_induct_alt x)
 
 proposition Gram_Schmidt_step:
   fixes S :: "'a::euclidean_space set"
   assumes S: "pairwise orthogonal S" and x: "x \<in> span S"
     shows "orthogonal x (a - (\<Sum>b\<in>S. (b \<bullet> a / (b \<bullet> b)) *\<^sub>R b))"
 proof -
   have "finite S"
     by (simp add: S pairwise_orthogonal_imp_finite)
   have "orthogonal (a - (\<Sum>b\<in>S. (b \<bullet> a / (b \<bullet> b)) *\<^sub>R b)) x"
        if "x \<in> S" for x
   proof -
     have "a \<bullet> x = (\<Sum>y\<in>S. if y = x then y \<bullet> a else 0)"
       by (simp add: \<open>finite S\<close> inner_commute sum.delta that)
     also have "... =  (\<Sum>b\<in>S. b \<bullet> a * (b \<bullet> x) / (b \<bullet> b))"
       apply (rule sum.cong [OF refl], simp)
       by (meson S orthogonal_def pairwise_def that)
    finally show ?thesis
      by (simp add: orthogonal_def algebra_simps inner_sum_left)
   qed
   then show ?thesis
     using orthogonal_to_span orthogonal_commute x by blast
 qed
 
 
 lemma orthogonal_extension_aux:
   fixes S :: "'a::euclidean_space set"
   assumes "finite T" "finite S" "pairwise orthogonal S"
     shows "\<exists>U. pairwise orthogonal (S \<union> U) \<and> span (S \<union> U) = span (S \<union> T)"
 using assms
 proof (induction arbitrary: S)
   case empty then show ?case
     by simp (metis sup_bot_right)
 next
   case (insert a T)
   have 0: "\<And>x y. \<lbrakk>x \<noteq> y; x \<in> S; y \<in> S\<rbrakk> \<Longrightarrow> x \<bullet> y = 0"
     using insert by (simp add: pairwise_def orthogonal_def)
   define a' where "a' = a - (\<Sum>b\<in>S. (b \<bullet> a / (b \<bullet> b)) *\<^sub>R b)"
   obtain U where orthU: "pairwise orthogonal (S \<union> insert a' U)"
              and spanU: "span (insert a' S \<union> U) = span (insert a' S \<union> T)"
     by (rule exE [OF insert.IH [of "insert a' S"]])
       (auto simp: Gram_Schmidt_step a'_def insert.prems orthogonal_commute
         pairwise_orthogonal_insert span_clauses)
   have orthS: "\<And>x. x \<in> S \<Longrightarrow> a' \<bullet> x = 0"
     apply (simp add: a'_def)
     using Gram_Schmidt_step [OF \<open>pairwise orthogonal S\<close>]
     apply (force simp: orthogonal_def inner_commute span_superset [THEN subsetD])
     done
   have "span (S \<union> insert a' U) = span (insert a' (S \<union> T))"
     using spanU by simp
   also have "... = span (insert a (S \<union> T))"
     apply (rule eq_span_insert_eq)
     apply (simp add: a'_def span_neg span_sum span_base span_mul)
     done
   also have "... = span (S \<union> insert a T)"
     by simp
   finally show ?case
     by (rule_tac x="insert a' U" in exI) (use orthU in auto)
 qed
 
 
 proposition orthogonal_extension:
   fixes S :: "'a::euclidean_space set"
   assumes S: "pairwise orthogonal S"
   obtains U where "pairwise orthogonal (S \<union> U)" "span (S \<union> U) = span (S \<union> T)"
 proof -
   obtain B where "finite B" "span B = span T"
     using basis_subspace_exists [of "span T"] subspace_span by metis
   with orthogonal_extension_aux [of B S]
   obtain U where "pairwise orthogonal (S \<union> U)" "span (S \<union> U) = span (S \<union> B)"
     using assms pairwise_orthogonal_imp_finite by auto
   with \<open>span B = span T\<close> show ?thesis
     by (rule_tac U=U in that) (auto simp: span_Un)
 qed
 
 corollary\<^marker>\<open>tag unimportant\<close> orthogonal_extension_strong:
   fixes S :: "'a::euclidean_space set"
   assumes S: "pairwise orthogonal S"
   obtains U where "U \<inter> (insert 0 S) = {}" "pairwise orthogonal (S \<union> U)"
                   "span (S \<union> U) = span (S \<union> T)"
 proof -
   obtain U where "pairwise orthogonal (S \<union> U)" "span (S \<union> U) = span (S \<union> T)"
     using orthogonal_extension assms by blast
   then show ?thesis
     apply (rule_tac U = "U - (insert 0 S)" in that)
       apply blast
      apply (force simp: pairwise_def)
     apply (metis Un_Diff_cancel Un_insert_left span_redundant span_zero)
     done
 qed
 
 subsection\<open>Decomposing a vector into parts in orthogonal subspaces\<close>
 
 text\<open>existence of orthonormal basis for a subspace.\<close>
 
 lemma orthogonal_spanningset_subspace:
   fixes S :: "'a :: euclidean_space set"
   assumes "subspace S"
   obtains B where "B \<subseteq> S" "pairwise orthogonal B" "span B = S"
 proof -
   obtain B where "B \<subseteq> S" "independent B" "S \<subseteq> span B" "card B = dim S"
     using basis_exists by blast
   with orthogonal_extension [of "{}" B]
   show ?thesis
     by (metis Un_empty_left assms pairwise_empty span_superset span_subspace that)
 qed
 
 lemma orthogonal_basis_subspace:
   fixes S :: "'a :: euclidean_space set"
   assumes "subspace S"
   obtains B where "0 \<notin> B" "B \<subseteq> S" "pairwise orthogonal B" "independent B"
                   "card B = dim S" "span B = S"
 proof -
   obtain B where "B \<subseteq> S" "pairwise orthogonal B" "span B = S"
     using assms orthogonal_spanningset_subspace by blast
   then show ?thesis
     apply (rule_tac B = "B - {0}" in that)
     apply (auto simp: indep_card_eq_dim_span pairwise_subset pairwise_orthogonal_independent elim: pairwise_subset)
     done
 qed
 
 proposition orthonormal_basis_subspace:
   fixes S :: "'a :: euclidean_space set"
   assumes "subspace S"
   obtains B where "B \<subseteq> S" "pairwise orthogonal B"
               and "\<And>x. x \<in> B \<Longrightarrow> norm x = 1"
               and "independent B" "card B = dim S" "span B = S"
 proof -
   obtain B where "0 \<notin> B" "B \<subseteq> S"
              and orth: "pairwise orthogonal B"
              and "independent B" "card B = dim S" "span B = S"
     by (blast intro: orthogonal_basis_subspace [OF assms])
   have 1: "(\<lambda>x. x /\<^sub>R norm x) ` B \<subseteq> S"
     using \<open>span B = S\<close> span_superset span_mul by fastforce
   have 2: "pairwise orthogonal ((\<lambda>x. x /\<^sub>R norm x) ` B)"
     using orth by (force simp: pairwise_def orthogonal_clauses)
   have 3: "\<And>x. x \<in> (\<lambda>x. x /\<^sub>R norm x) ` B \<Longrightarrow> norm x = 1"
     by (metis (no_types, lifting) \<open>0 \<notin> B\<close> image_iff norm_sgn sgn_div_norm)
   have 4: "independent ((\<lambda>x. x /\<^sub>R norm x) ` B)"
     by (metis "2" "3" norm_zero pairwise_orthogonal_independent zero_neq_one)
   have "inj_on (\<lambda>x. x /\<^sub>R norm x) B"
   proof
     fix x y
     assume "x \<in> B" "y \<in> B" "x /\<^sub>R norm x = y /\<^sub>R norm y"
     moreover have "\<And>i. i \<in> B \<Longrightarrow> norm (i /\<^sub>R norm i) = 1"
       using 3 by blast
     ultimately show "x = y"
       by (metis norm_eq_1 orth orthogonal_clauses(7) orthogonal_commute orthogonal_def pairwise_def zero_neq_one)
   qed
   then have 5: "card ((\<lambda>x. x /\<^sub>R norm x) ` B) = dim S"
     by (metis \<open>card B = dim S\<close> card_image)
   have 6: "span ((\<lambda>x. x /\<^sub>R norm x) ` B) = S"
     by (metis "1" "4" "5" assms card_eq_dim independent_imp_finite span_subspace)
   show ?thesis
     by (rule that [OF 1 2 3 4 5 6])
 qed
 
 
 proposition\<^marker>\<open>tag unimportant\<close> orthogonal_to_subspace_exists_gen:
   fixes S :: "'a :: euclidean_space set"
   assumes "span S \<subset> span T"
   obtains x where "x \<noteq> 0" "x \<in> span T" "\<And>y. y \<in> span S \<Longrightarrow> orthogonal x y"
 proof -
   obtain B where "B \<subseteq> span S" and orthB: "pairwise orthogonal B"
              and "\<And>x. x \<in> B \<Longrightarrow> norm x = 1"
              and "independent B" "card B = dim S" "span B = span S"
     by (rule orthonormal_basis_subspace [of "span S", OF subspace_span])
       (auto simp: dim_span)
   with assms obtain u where spanBT: "span B \<subseteq> span T" and "u \<notin> span B" "u \<in> span T"
     by auto
   obtain C where orthBC: "pairwise orthogonal (B \<union> C)" and spanBC: "span (B \<union> C) = span (B \<union> {u})"
     by (blast intro: orthogonal_extension [OF orthB])
   show thesis
   proof (cases "C \<subseteq> insert 0 B")
     case True
     then have "C \<subseteq> span B"
       using span_eq
       by (metis span_insert_0 subset_trans)
     moreover have "u \<in> span (B \<union> C)"
       using \<open>span (B \<union> C) = span (B \<union> {u})\<close> span_superset by force
     ultimately show ?thesis
       using True \<open>u \<notin> span B\<close>
       by (metis Un_insert_left span_insert_0 sup.orderE)
   next
     case False
     then obtain x where "x \<in> C" "x \<noteq> 0" "x \<notin> B"
       by blast
     then have "x \<in> span T"
       by (metis (no_types, lifting) Un_insert_right Un_upper2 \<open>u \<in> span T\<close> spanBT spanBC
           \<open>u \<in> span T\<close> insert_subset span_superset span_mono
           span_span subsetCE subset_trans sup_bot.comm_neutral)
     moreover have "orthogonal x y" if "y \<in> span B" for y
       using that
     proof (rule span_induct)
       show "subspace {a. orthogonal x a}"
         by (simp add: subspace_orthogonal_to_vector)
       show "\<And>b. b \<in> B \<Longrightarrow> orthogonal x b"
         by (metis Un_iff \<open>x \<in> C\<close> \<open>x \<notin> B\<close> orthBC pairwise_def)
     qed
     ultimately show ?thesis
       using \<open>x \<noteq> 0\<close> that \<open>span B = span S\<close> by auto
   qed
 qed
 
 corollary\<^marker>\<open>tag unimportant\<close> orthogonal_to_subspace_exists:
   fixes S :: "'a :: euclidean_space set"
   assumes "dim S < DIM('a)"
   obtains x where "x \<noteq> 0" "\<And>y. y \<in> span S \<Longrightarrow> orthogonal x y"
 proof -
 have "span S \<subset> UNIV"
   by (metis (mono_tags) UNIV_I assms inner_eq_zero_iff less_le lowdim_subset_hyperplane
       mem_Collect_eq top.extremum_strict top.not_eq_extremum)
   with orthogonal_to_subspace_exists_gen [of S UNIV] that show ?thesis
     by (auto simp: span_UNIV)
 qed
 
 corollary\<^marker>\<open>tag unimportant\<close> orthogonal_to_vector_exists:
   fixes x :: "'a :: euclidean_space"
   assumes "2 \<le> DIM('a)"
   obtains y where "y \<noteq> 0" "orthogonal x y"
 proof -
   have "dim {x} < DIM('a)"
     using assms by auto
   then show thesis
     by (rule orthogonal_to_subspace_exists) (simp add: orthogonal_commute span_base that)
 qed
 
 proposition\<^marker>\<open>tag unimportant\<close> orthogonal_subspace_decomp_exists:
   fixes S :: "'a :: euclidean_space set"
   obtains y z
   where "y \<in> span S"
     and "\<And>w. w \<in> span S \<Longrightarrow> orthogonal z w"
     and "x = y + z"
 proof -
   obtain T where "0 \<notin> T" "T \<subseteq> span S" "pairwise orthogonal T" "independent T"
     "card T = dim (span S)" "span T = span S"
     using orthogonal_basis_subspace subspace_span by blast
   let ?a = "\<Sum>b\<in>T. (b \<bullet> x / (b \<bullet> b)) *\<^sub>R b"
   have orth: "orthogonal (x - ?a) w" if "w \<in> span S" for w
     by (simp add: Gram_Schmidt_step \<open>pairwise orthogonal T\<close> \<open>span T = span S\<close>
         orthogonal_commute that)
   show ?thesis
     apply (rule_tac y = "?a" and z = "x - ?a" in that)
       apply (meson \<open>T \<subseteq> span S\<close> span_scale span_sum subsetCE)
      apply (fact orth, simp)
     done
 qed
 
 lemma orthogonal_subspace_decomp_unique:
   fixes S :: "'a :: euclidean_space set"
   assumes "x + y = x' + y'"
       and ST: "x \<in> span S" "x' \<in> span S" "y \<in> span T" "y' \<in> span T"
       and orth: "\<And>a b. \<lbrakk>a \<in> S; b \<in> T\<rbrakk> \<Longrightarrow> orthogonal a b"
   shows "x = x' \<and> y = y'"
 proof -
   have "x + y - y' = x'"
     by (simp add: assms)
   moreover have "\<And>a b. \<lbrakk>a \<in> span S; b \<in> span T\<rbrakk> \<Longrightarrow> orthogonal a b"
     by (meson orth orthogonal_commute orthogonal_to_span)
   ultimately have "0 = x' - x"
     by (metis (full_types) add_diff_cancel_left' ST diff_right_commute orthogonal_clauses(10) orthogonal_clauses(5) orthogonal_self)
   with assms show ?thesis by auto
 qed
 
 lemma vector_in_orthogonal_spanningset:
   fixes a :: "'a::euclidean_space"
   obtains S where "a \<in> S" "pairwise orthogonal S" "span S = UNIV"
   by (metis UNIV_I Un_iff empty_iff insert_subset orthogonal_extension pairwise_def
       pairwise_orthogonal_insert span_UNIV subsetI subset_antisym)
 
 lemma vector_in_orthogonal_basis:
   fixes a :: "'a::euclidean_space"
   assumes "a \<noteq> 0"
   obtains S where "a \<in> S" "0 \<notin> S" "pairwise orthogonal S" "independent S" "finite S"
                   "span S = UNIV" "card S = DIM('a)"
 proof -
   obtain S where S: "a \<in> S" "pairwise orthogonal S" "span S = UNIV"
     using vector_in_orthogonal_spanningset .
   show thesis
   proof
     show "pairwise orthogonal (S - {0})"
       using pairwise_mono S(2) by blast
     show "independent (S - {0})"
       by (simp add: \<open>pairwise orthogonal (S - {0})\<close> pairwise_orthogonal_independent)
     show "finite (S - {0})"
       using \<open>independent (S - {0})\<close> independent_imp_finite by blast
     show "card (S - {0}) = DIM('a)"
       using span_delete_0 [of S] S
       by (simp add: \<open>independent (S - {0})\<close> indep_card_eq_dim_span dim_UNIV)
   qed (use S \<open>a \<noteq> 0\<close> in auto)
 qed
 
 lemma vector_in_orthonormal_basis:
   fixes a :: "'a::euclidean_space"
   assumes "norm a = 1"
   obtains S where "a \<in> S" "pairwise orthogonal S" "\<And>x. x \<in> S \<Longrightarrow> norm x = 1"
     "independent S" "card S = DIM('a)" "span S = UNIV"
 proof -
   have "a \<noteq> 0"
     using assms by auto
   then obtain S where "a \<in> S" "0 \<notin> S" "finite S"
           and S: "pairwise orthogonal S" "independent S" "span S = UNIV" "card S = DIM('a)"
     by (metis vector_in_orthogonal_basis)
   let ?S = "(\<lambda>x. x /\<^sub>R norm x) ` S"
   show thesis
   proof
     show "a \<in> ?S"
       using \<open>a \<in> S\<close> assms image_iff by fastforce
   next
     show "pairwise orthogonal ?S"
       using \<open>pairwise orthogonal S\<close> by (auto simp: pairwise_def orthogonal_def)
     show "\<And>x. x \<in> (\<lambda>x. x /\<^sub>R norm x) ` S \<Longrightarrow> norm x = 1"
       using \<open>0 \<notin> S\<close> by (auto simp: field_split_simps)
     then show "independent ?S"
       by (metis \<open>pairwise orthogonal ((\<lambda>x. x /\<^sub>R norm x) ` S)\<close> norm_zero pairwise_orthogonal_independent zero_neq_one)
     have "inj_on (\<lambda>x. x /\<^sub>R norm x) S"
       unfolding inj_on_def
       by (metis (full_types) S(1) \<open>0 \<notin> S\<close> inverse_nonzero_iff_nonzero norm_eq_zero orthogonal_scaleR orthogonal_self pairwise_def)
     then show "card ?S = DIM('a)"
       by (simp add: card_image S)
     show "span ?S = UNIV"
       by (metis (no_types) \<open>0 \<notin> S\<close> \<open>finite S\<close> \<open>span S = UNIV\<close>
           field_class.field_inverse_zero inverse_inverse_eq less_irrefl span_image_scale
           zero_less_norm_iff)
   qed
 qed
 
 proposition dim_orthogonal_sum:
   fixes A :: "'a::euclidean_space set"
   assumes "\<And>x y. \<lbrakk>x \<in> A; y \<in> B\<rbrakk> \<Longrightarrow> x \<bullet> y = 0"
     shows "dim(A \<union> B) = dim A + dim B"
 proof -
   have 1: "\<And>x y. \<lbrakk>x \<in> span A; y \<in> B\<rbrakk> \<Longrightarrow> x \<bullet> y = 0"
     by (erule span_induct [OF _ subspace_hyperplane2]; simp add: assms)
   have "\<And>x y. \<lbrakk>x \<in> span A; y \<in> span B\<rbrakk> \<Longrightarrow> x \<bullet> y = 0"
     using 1 by (simp add: span_induct [OF _ subspace_hyperplane])
   then have 0: "\<And>x y. \<lbrakk>x \<in> span A; y \<in> span B\<rbrakk> \<Longrightarrow> x \<bullet> y = 0"
     by simp
   have "dim(A \<union> B) = dim (span (A \<union> B))"
     by (simp add: dim_span)
   also have "span (A \<union> B) = ((\<lambda>(a, b). a + b) ` (span A \<times> span B))"
     by (auto simp add: span_Un image_def)
   also have "dim \<dots> = dim {x + y |x y. x \<in> span A \<and> y \<in> span B}"
     by (auto intro!: arg_cong [where f=dim])
   also have "... = dim {x + y |x y. x \<in> span A \<and> y \<in> span B} + dim(span A \<inter> span B)"
     by (auto simp: dest: 0)
   also have "... = dim (span A) + dim (span B)"
     by (rule dim_sums_Int) (auto simp: subspace_span)
   also have "... = dim A + dim B"
     by (simp add: dim_span)
   finally show ?thesis .
 qed
 
 lemma dim_subspace_orthogonal_to_vectors:
   fixes A :: "'a::euclidean_space set"
   assumes "subspace A" "subspace B" "A \<subseteq> B"
     shows "dim {y \<in> B. \<forall>x \<in> A. orthogonal x y} + dim A = dim B"
 proof -
   have "dim (span ({y \<in> B. \<forall>x\<in>A. orthogonal x y} \<union> A)) = dim (span B)"
   proof (rule arg_cong [where f=dim, OF subset_antisym])
     show "span ({y \<in> B. \<forall>x\<in>A. orthogonal x y} \<union> A) \<subseteq> span B"
       by (simp add: \<open>A \<subseteq> B\<close> Collect_restrict span_mono)
   next
     have *: "x \<in> span ({y \<in> B. \<forall>x\<in>A. orthogonal x y} \<union> A)"
          if "x \<in> B" for x
     proof -
       obtain y z where "x = y + z" "y \<in> span A" and orth: "\<And>w. w \<in> span A \<Longrightarrow> orthogonal z w"
         using orthogonal_subspace_decomp_exists [of A x] that by auto
       have "y \<in> span B"
         using \<open>y \<in> span A\<close> assms(3) span_mono by blast
       then have "z \<in> {a \<in> B. \<forall>x. x \<in> A \<longrightarrow> orthogonal x a}"
         apply simp
         using \<open>x = y + z\<close> assms(1) assms(2) orth orthogonal_commute span_add_eq
           span_eq_iff that by blast
       then have z: "z \<in> span {y \<in> B. \<forall>x\<in>A. orthogonal x y}"
         by (meson span_superset subset_iff)
       then show ?thesis
         apply (auto simp: span_Un image_def  \<open>x = y + z\<close> \<open>y \<in> span A\<close>)
         using \<open>y \<in> span A\<close> add.commute by blast
     qed
     show "span B \<subseteq> span ({y \<in> B. \<forall>x\<in>A. orthogonal x y} \<union> A)"
       by (rule span_minimal)
         (auto intro: * span_minimal simp: subspace_span)
   qed
   then show ?thesis
     by (metis (no_types, lifting) dim_orthogonal_sum dim_span mem_Collect_eq
         orthogonal_commute orthogonal_def)
 qed
 
 subsection\<open>Linear functions are (uniformly) continuous on any set\<close>
 
 subsection\<^marker>\<open>tag unimportant\<close> \<open>Topological properties of linear functions\<close>
 
 lemma linear_lim_0:
   assumes "bounded_linear f"
   shows "(f \<longlongrightarrow> 0) (at (0))"
 proof -
   interpret f: bounded_linear f by fact
   have "(f \<longlongrightarrow> f 0) (at 0)"
     using tendsto_ident_at by (rule f.tendsto)
   then show ?thesis unfolding f.zero .
 qed
 
 lemma linear_continuous_at:
   assumes "bounded_linear f"
   shows "continuous (at a) f"
   unfolding continuous_at using assms
   apply (rule bounded_linear.tendsto)
   apply (rule tendsto_ident_at)
   done
 
 lemma linear_continuous_within:
   "bounded_linear f \<Longrightarrow> continuous (at x within s) f"
   using continuous_at_imp_continuous_at_within linear_continuous_at by blast
 
 lemma linear_continuous_on:
   "bounded_linear f \<Longrightarrow> continuous_on s f"
   using continuous_at_imp_continuous_on[of s f] using linear_continuous_at[of f] by auto
 
 lemma Lim_linear:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space" and h :: "'b \<Rightarrow> 'c::real_normed_vector"
   assumes "(f \<longlongrightarrow> l) F" "linear h"
   shows "((\<lambda>x. h(f x)) \<longlongrightarrow> h l) F"
 proof -
   obtain B where B: "B > 0" "\<And>x. norm (h x) \<le> B * norm x"
     using linear_bounded_pos [OF \<open>linear h\<close>] by blast
   show ?thesis
     unfolding tendsto_iff
   proof (intro allI impI)
     show "\<forall>\<^sub>F x in F. dist (h (f x)) (h l) < e" if "e > 0" for e
     proof -
       have "\<forall>\<^sub>F x in F. dist (f x) l < e/B"
         by (simp add: \<open>0 < B\<close> assms(1) tendstoD that)
       then show ?thesis
         unfolding dist_norm
       proof (rule eventually_mono)
         show "norm (h (f x) - h l) < e" if "norm (f x - l) < e / B" for x
           using that B
           apply (simp add: field_split_simps)
           by (metis \<open>linear h\<close> le_less_trans linear_diff mult.commute)
       qed
     qed
   qed
 qed
 
 lemma linear_continuous_compose:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space" and g :: "'b \<Rightarrow> 'c::real_normed_vector"
   assumes "continuous F f" "linear g"
   shows "continuous F (\<lambda>x. g(f x))"
   using assms unfolding continuous_def by (rule Lim_linear)
 
 lemma linear_continuous_on_compose:
   fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space" and g :: "'b \<Rightarrow> 'c::real_normed_vector"
   assumes "continuous_on S f" "linear g"
   shows "continuous_on S (\<lambda>x. g(f x))"
   using assms by (simp add: continuous_on_eq_continuous_within linear_continuous_compose)
 
 text\<open>Also bilinear functions, in composition form\<close>
 
 lemma bilinear_continuous_compose:
   fixes h :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'c::real_normed_vector"
   assumes "continuous F f" "continuous F g" "bilinear h"
   shows "continuous F (\<lambda>x. h (f x) (g x))"
   using assms bilinear_conv_bounded_bilinear bounded_bilinear.continuous by blast
 
 lemma bilinear_continuous_on_compose:
   fixes h :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'c::real_normed_vector"
     and f :: "'d::t2_space \<Rightarrow> 'a"
   assumes "continuous_on S f" "continuous_on S g" "bilinear h"
   shows "continuous_on S (\<lambda>x. h (f x) (g x))"
   using assms by (simp add: continuous_on_eq_continuous_within bilinear_continuous_compose)
 
 
 end
diff --git a/src/HOL/Deriv.thy b/src/HOL/Deriv.thy
--- a/src/HOL/Deriv.thy
+++ b/src/HOL/Deriv.thy
@@ -1,2257 +1,2291 @@
 (*  Title:      HOL/Deriv.thy
     Author:     Jacques D. Fleuriot, University of Cambridge, 1998
     Author:     Brian Huffman
     Author:     Lawrence C Paulson, 2004
     Author:     Benjamin Porter, 2005
 *)
 
 section \<open>Differentiation\<close>
 
 theory Deriv
   imports Limits
 begin
 
 subsection \<open>Frechet derivative\<close>
 
 definition has_derivative :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow>
     ('a \<Rightarrow> 'b) \<Rightarrow> 'a filter \<Rightarrow> bool"  (infix "(has'_derivative)" 50)
   where "(f has_derivative f') F \<longleftrightarrow>
     bounded_linear f' \<and>
     ((\<lambda>y. ((f y - f (Lim F (\<lambda>x. x))) - f' (y - Lim F (\<lambda>x. x))) /\<^sub>R norm (y - Lim F (\<lambda>x. x))) \<longlongrightarrow> 0) F"
 
 text \<open>
   Usually the filter \<^term>\<open>F\<close> is \<^term>\<open>at x within s\<close>.  \<^term>\<open>(f has_derivative D)
   (at x within s)\<close> means: \<^term>\<open>D\<close> is the derivative of function \<^term>\<open>f\<close> at point \<^term>\<open>x\<close>
   within the set \<^term>\<open>s\<close>. Where \<^term>\<open>s\<close> is used to express left or right sided derivatives. In
   most cases \<^term>\<open>s\<close> is either a variable or \<^term>\<open>UNIV\<close>.
 \<close>
 
 text \<open>These are the only cases we'll care about, probably.\<close>
 
 lemma has_derivative_within: "(f has_derivative f') (at x within s) \<longleftrightarrow>
     bounded_linear f' \<and> ((\<lambda>y. (1 / norm(y - x)) *\<^sub>R (f y - (f x + f' (y - x)))) \<longlongrightarrow> 0) (at x within s)"
   unfolding has_derivative_def tendsto_iff
   by (subst eventually_Lim_ident_at) (auto simp add: field_simps)
 
 lemma has_derivative_eq_rhs: "(f has_derivative f') F \<Longrightarrow> f' = g' \<Longrightarrow> (f has_derivative g') F"
   by simp
 
 definition has_field_derivative :: "('a::real_normed_field \<Rightarrow> 'a) \<Rightarrow> 'a \<Rightarrow> 'a filter \<Rightarrow> bool"
     (infix "(has'_field'_derivative)" 50)
   where "(f has_field_derivative D) F \<longleftrightarrow> (f has_derivative (*) D) F"
 
 lemma DERIV_cong: "(f has_field_derivative X) F \<Longrightarrow> X = Y \<Longrightarrow> (f has_field_derivative Y) F"
   by simp
 
 definition has_vector_derivative :: "(real \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'b \<Rightarrow> real filter \<Rightarrow> bool"
     (infix "has'_vector'_derivative" 50)
   where "(f has_vector_derivative f') net \<longleftrightarrow> (f has_derivative (\<lambda>x. x *\<^sub>R f')) net"
 
 lemma has_vector_derivative_eq_rhs:
   "(f has_vector_derivative X) F \<Longrightarrow> X = Y \<Longrightarrow> (f has_vector_derivative Y) F"
   by simp
 
 named_theorems derivative_intros "structural introduction rules for derivatives"
 setup \<open>
   let
     val eq_thms = @{thms has_derivative_eq_rhs DERIV_cong has_vector_derivative_eq_rhs}
     fun eq_rule thm = get_first (try (fn eq_thm => eq_thm OF [thm])) eq_thms
   in
     Global_Theory.add_thms_dynamic
       (\<^binding>\<open>derivative_eq_intros\<close>,
         fn context =>
           Named_Theorems.get (Context.proof_of context) \<^named_theorems>\<open>derivative_intros\<close>
           |> map_filter eq_rule)
   end
 \<close>
 
 text \<open>
   The following syntax is only used as a legacy syntax.
 \<close>
 abbreviation (input)
   FDERIV :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a \<Rightarrow>  ('a \<Rightarrow> 'b) \<Rightarrow> bool"
   ("(FDERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60)
   where "FDERIV f x :> f' \<equiv> (f has_derivative f') (at x)"
 
 lemma has_derivative_bounded_linear: "(f has_derivative f') F \<Longrightarrow> bounded_linear f'"
   by (simp add: has_derivative_def)
 
 lemma has_derivative_linear: "(f has_derivative f') F \<Longrightarrow> linear f'"
   using bounded_linear.linear[OF has_derivative_bounded_linear] .
 
 lemma has_derivative_ident[derivative_intros, simp]: "((\<lambda>x. x) has_derivative (\<lambda>x. x)) F"
   by (simp add: has_derivative_def)
 
 lemma has_derivative_id [derivative_intros, simp]: "(id has_derivative id) (at a)"
   by (metis eq_id_iff has_derivative_ident)
 
 lemma has_derivative_const[derivative_intros, simp]: "((\<lambda>x. c) has_derivative (\<lambda>x. 0)) F"
   by (simp add: has_derivative_def)
 
 lemma (in bounded_linear) bounded_linear: "bounded_linear f" ..
 
 lemma (in bounded_linear) has_derivative:
   "(g has_derivative g') F \<Longrightarrow> ((\<lambda>x. f (g x)) has_derivative (\<lambda>x. f (g' x))) F"
   unfolding has_derivative_def
   by (auto simp add: bounded_linear_compose [OF bounded_linear] scaleR diff dest: tendsto)
 
 lemmas has_derivative_scaleR_right [derivative_intros] =
   bounded_linear.has_derivative [OF bounded_linear_scaleR_right]
 
 lemmas has_derivative_scaleR_left [derivative_intros] =
   bounded_linear.has_derivative [OF bounded_linear_scaleR_left]
 
 lemmas has_derivative_mult_right [derivative_intros] =
   bounded_linear.has_derivative [OF bounded_linear_mult_right]
 
 lemmas has_derivative_mult_left [derivative_intros] =
   bounded_linear.has_derivative [OF bounded_linear_mult_left]
 
 lemmas has_derivative_of_real[derivative_intros, simp] = 
   bounded_linear.has_derivative[OF bounded_linear_of_real] 
 
 lemma has_derivative_add[simp, derivative_intros]:
   assumes f: "(f has_derivative f') F"
     and g: "(g has_derivative g') F"
   shows "((\<lambda>x. f x + g x) has_derivative (\<lambda>x. f' x + g' x)) F"
   unfolding has_derivative_def
 proof safe
   let ?x = "Lim F (\<lambda>x. x)"
   let ?D = "\<lambda>f f' y. ((f y - f ?x) - f' (y - ?x)) /\<^sub>R norm (y - ?x)"
   have "((\<lambda>x. ?D f f' x + ?D g g' x) \<longlongrightarrow> (0 + 0)) F"
     using f g by (intro tendsto_add) (auto simp: has_derivative_def)
   then show "(?D (\<lambda>x. f x + g x) (\<lambda>x. f' x + g' x) \<longlongrightarrow> 0) F"
     by (simp add: field_simps scaleR_add_right scaleR_diff_right)
 qed (blast intro: bounded_linear_add f g has_derivative_bounded_linear)
 
 lemma has_derivative_sum[simp, derivative_intros]:
   "(\<And>i. i \<in> I \<Longrightarrow> (f i has_derivative f' i) F) \<Longrightarrow>
     ((\<lambda>x. \<Sum>i\<in>I. f i x) has_derivative (\<lambda>x. \<Sum>i\<in>I. f' i x)) F"
   by (induct I rule: infinite_finite_induct) simp_all
 
 lemma has_derivative_minus[simp, derivative_intros]:
   "(f has_derivative f') F \<Longrightarrow> ((\<lambda>x. - f x) has_derivative (\<lambda>x. - f' x)) F"
   using has_derivative_scaleR_right[of f f' F "-1"] by simp
 
 lemma has_derivative_diff[simp, derivative_intros]:
   "(f has_derivative f') F \<Longrightarrow> (g has_derivative g') F \<Longrightarrow>
     ((\<lambda>x. f x - g x) has_derivative (\<lambda>x. f' x - g' x)) F"
   by (simp only: diff_conv_add_uminus has_derivative_add has_derivative_minus)
 
 lemma has_derivative_at_within:
   "(f has_derivative f') (at x within s) \<longleftrightarrow>
     (bounded_linear f' \<and> ((\<lambda>y. ((f y - f x) - f' (y - x)) /\<^sub>R norm (y - x)) \<longlongrightarrow> 0) (at x within s))"
   by (cases "at x within s = bot") (simp_all add: has_derivative_def Lim_ident_at)
 
 lemma has_derivative_iff_norm:
   "(f has_derivative f') (at x within s) \<longleftrightarrow>
     bounded_linear f' \<and> ((\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x)) \<longlongrightarrow> 0) (at x within s)"
   using tendsto_norm_zero_iff[of _ "at x within s", where 'b="'b", symmetric]
   by (simp add: has_derivative_at_within divide_inverse ac_simps)
 
 lemma has_derivative_at:
   "(f has_derivative D) (at x) \<longleftrightarrow>
     (bounded_linear D \<and> (\<lambda>h. norm (f (x + h) - f x - D h) / norm h) \<midarrow>0\<rightarrow> 0)"
   unfolding has_derivative_iff_norm LIM_offset_zero_iff[of _ _ x] by simp
 
 lemma field_has_derivative_at:
   fixes x :: "'a::real_normed_field"
   shows "(f has_derivative (*) D) (at x) \<longleftrightarrow> (\<lambda>h. (f (x + h) - f x) / h) \<midarrow>0\<rightarrow> D" (is "?lhs = ?rhs")
 proof -
   have "?lhs = (\<lambda>h. norm (f (x + h) - f x - D * h) / norm h) \<midarrow>0 \<rightarrow> 0"
     by (simp add: bounded_linear_mult_right has_derivative_at)
   also have "... = (\<lambda>y. norm ((f (x + y) - f x - D * y) / y)) \<midarrow>0\<rightarrow> 0"
     by (simp cong: LIM_cong flip: nonzero_norm_divide)
   also have "... = (\<lambda>y. norm ((f (x + y) - f x) / y - D / y * y)) \<midarrow>0\<rightarrow> 0"
     by (simp only: diff_divide_distrib times_divide_eq_left [symmetric])
   also have "... = ?rhs"
     by (simp add: tendsto_norm_zero_iff LIM_zero_iff cong: LIM_cong)
   finally show ?thesis .
 qed
 
+lemma has_derivative_iff_Ex:
+  "(f has_derivative f') (at x) \<longleftrightarrow>
+    bounded_linear f' \<and> (\<exists>e. (\<forall>h. f (x+h) = f x + f' h + e h) \<and> ((\<lambda>h. norm (e h) / norm h) \<longlongrightarrow> 0) (at 0))"
+  unfolding has_derivative_at by force
+
+lemma has_derivative_at_within_iff_Ex:
+  assumes "x \<in> S" "open S"
+  shows "(f has_derivative f') (at x within S) \<longleftrightarrow>
+         bounded_linear f' \<and> (\<exists>e. (\<forall>h. x+h \<in> S \<longrightarrow> f (x+h) = f x + f' h + e h) \<and> ((\<lambda>h. norm (e h) / norm h) \<longlongrightarrow> 0) (at 0))"
+    (is "?lhs = ?rhs")
+proof safe
+  show "bounded_linear f'"
+    if "(f has_derivative f') (at x within S)"
+    using has_derivative_bounded_linear that by blast
+  show "\<exists>e. (\<forall>h. x + h \<in> S \<longrightarrow> f (x + h) = f x + f' h + e h) \<and> (\<lambda>h. norm (e h) / norm h) \<midarrow>0\<rightarrow> 0"
+    if "(f has_derivative f') (at x within S)"
+    by (metis (full_types) assms that has_derivative_iff_Ex at_within_open)
+  show "(f has_derivative f') (at x within S)"
+    if "bounded_linear f'"
+      and eq [rule_format]: "\<forall>h. x + h \<in> S \<longrightarrow> f (x + h) = f x + f' h + e h"
+      and 0: "(\<lambda>h. norm (e (h::'a)::'b) / norm h) \<midarrow>0\<rightarrow> 0"
+    for e 
+  proof -
+    have 1: "f y - f x = f' (y-x) + e (y-x)" if "y \<in> S" for y
+      using eq [of "y-x"] that by simp
+    have 2: "((\<lambda>y. norm (e (y-x)) / norm (y - x)) \<longlongrightarrow> 0) (at x within S)"
+      by (simp add: "0" assms tendsto_offset_zero_iff)
+    have "((\<lambda>y. norm (f y - f x - f' (y - x)) / norm (y - x)) \<longlongrightarrow> 0) (at x within S)"
+      by (simp add: Lim_cong_within 1 2)
+    then show ?thesis
+      by (simp add: has_derivative_iff_norm \<open>bounded_linear f'\<close>)
+  qed
+qed
+
 lemma has_derivativeI:
   "bounded_linear f' \<Longrightarrow>
     ((\<lambda>y. ((f y - f x) - f' (y - x)) /\<^sub>R norm (y - x)) \<longlongrightarrow> 0) (at x within s) \<Longrightarrow>
     (f has_derivative f') (at x within s)"
   by (simp add: has_derivative_at_within)
 
 lemma has_derivativeI_sandwich:
   assumes e: "0 < e"
     and bounded: "bounded_linear f'"
     and sandwich: "(\<And>y. y \<in> s \<Longrightarrow> y \<noteq> x \<Longrightarrow> dist y x < e \<Longrightarrow>
       norm ((f y - f x) - f' (y - x)) / norm (y - x) \<le> H y)"
     and "(H \<longlongrightarrow> 0) (at x within s)"
   shows "(f has_derivative f') (at x within s)"
   unfolding has_derivative_iff_norm
 proof safe
   show "((\<lambda>y. norm (f y - f x - f' (y - x)) / norm (y - x)) \<longlongrightarrow> 0) (at x within s)"
   proof (rule tendsto_sandwich[where f="\<lambda>x. 0"])
     show "(H \<longlongrightarrow> 0) (at x within s)" by fact
     show "eventually (\<lambda>n. norm (f n - f x - f' (n - x)) / norm (n - x) \<le> H n) (at x within s)"
       unfolding eventually_at using e sandwich by auto
   qed (auto simp: le_divide_eq)
 qed fact
 
 lemma has_derivative_subset:
   "(f has_derivative f') (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow> (f has_derivative f') (at x within t)"
   by (auto simp add: has_derivative_iff_norm intro: tendsto_within_subset)
 
 lemmas has_derivative_within_subset = has_derivative_subset
 
 lemma has_derivative_within_singleton_iff:
   "(f has_derivative g) (at x within {x}) \<longleftrightarrow> bounded_linear g"
   by (auto intro!: has_derivativeI_sandwich[where e=1] has_derivative_bounded_linear)
 
 
 subsubsection \<open>Limit transformation for derivatives\<close>
 
 lemma has_derivative_transform_within:
   assumes "(f has_derivative f') (at x within s)"
     and "0 < d"
     and "x \<in> s"
     and "\<And>x'. \<lbrakk>x' \<in> s; dist x' x < d\<rbrakk> \<Longrightarrow> f x' = g x'"
   shows "(g has_derivative f') (at x within s)"
   using assms
   unfolding has_derivative_within
   by (force simp add: intro: Lim_transform_within)
 
 lemma has_derivative_transform_within_open:
   assumes "(f has_derivative f') (at x within t)"
     and "open s"
     and "x \<in> s"
     and "\<And>x. x\<in>s \<Longrightarrow> f x = g x"
   shows "(g has_derivative f') (at x within t)"
   using assms unfolding has_derivative_within
   by (force simp add: intro: Lim_transform_within_open)
 
 lemma has_derivative_transform:
   assumes "x \<in> s" "\<And>x. x \<in> s \<Longrightarrow> g x = f x"
   assumes "(f has_derivative f') (at x within s)"
   shows "(g has_derivative f') (at x within s)"
   using assms
   by (intro has_derivative_transform_within[OF _ zero_less_one, where g=g]) auto
 
 lemma has_derivative_transform_eventually:
   assumes "(f has_derivative f') (at x within s)"
     "(\<forall>\<^sub>F x' in at x within s. f x' = g x')"
   assumes "f x = g x" "x \<in> s"
   shows "(g has_derivative f') (at x within s)"
   using assms
 proof -
   from assms(2,3) obtain d where "d > 0" "\<And>x'. x' \<in> s \<Longrightarrow> dist x' x < d \<Longrightarrow> f x' = g x'"
     by (force simp: eventually_at)
   from has_derivative_transform_within[OF assms(1) this(1) assms(4) this(2)]
   show ?thesis .
 qed
 
 
 subsection \<open>Continuity\<close>
 
 lemma has_derivative_continuous:
   assumes f: "(f has_derivative f') (at x within s)"
   shows "continuous (at x within s) f"
 proof -
   from f interpret F: bounded_linear f'
     by (rule has_derivative_bounded_linear)
   note F.tendsto[tendsto_intros]
   let ?L = "\<lambda>f. (f \<longlongrightarrow> 0) (at x within s)"
   have "?L (\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x))"
     using f unfolding has_derivative_iff_norm by blast
   then have "?L (\<lambda>y. norm ((f y - f x) - f' (y - x)) / norm (y - x) * norm (y - x))" (is ?m)
     by (rule tendsto_mult_zero) (auto intro!: tendsto_eq_intros)
   also have "?m \<longleftrightarrow> ?L (\<lambda>y. norm ((f y - f x) - f' (y - x)))"
     by (intro filterlim_cong) (simp_all add: eventually_at_filter)
   finally have "?L (\<lambda>y. (f y - f x) - f' (y - x))"
     by (rule tendsto_norm_zero_cancel)
   then have "?L (\<lambda>y. ((f y - f x) - f' (y - x)) + f' (y - x))"
     by (rule tendsto_eq_intros) (auto intro!: tendsto_eq_intros simp: F.zero)
   then have "?L (\<lambda>y. f y - f x)"
     by simp
   from tendsto_add[OF this tendsto_const, of "f x"] show ?thesis
     by (simp add: continuous_within)
 qed
 
 
 subsection \<open>Composition\<close>
 
 lemma tendsto_at_iff_tendsto_nhds_within:
   "f x = y \<Longrightarrow> (f \<longlongrightarrow> y) (at x within s) \<longleftrightarrow> (f \<longlongrightarrow> y) (inf (nhds x) (principal s))"
   unfolding tendsto_def eventually_inf_principal eventually_at_filter
   by (intro ext all_cong imp_cong) (auto elim!: eventually_mono)
 
 lemma has_derivative_in_compose:
   assumes f: "(f has_derivative f') (at x within s)"
     and g: "(g has_derivative g') (at (f x) within (f`s))"
   shows "((\<lambda>x. g (f x)) has_derivative (\<lambda>x. g' (f' x))) (at x within s)"
 proof -
   from f interpret F: bounded_linear f'
     by (rule has_derivative_bounded_linear)
   from g interpret G: bounded_linear g'
     by (rule has_derivative_bounded_linear)
   from F.bounded obtain kF where kF: "\<And>x. norm (f' x) \<le> norm x * kF"
     by fast
   from G.bounded obtain kG where kG: "\<And>x. norm (g' x) \<le> norm x * kG"
     by fast
   note G.tendsto[tendsto_intros]
 
   let ?L = "\<lambda>f. (f \<longlongrightarrow> 0) (at x within s)"
   let ?D = "\<lambda>f f' x y. (f y - f x) - f' (y - x)"
   let ?N = "\<lambda>f f' x y. norm (?D f f' x y) / norm (y - x)"
   let ?gf = "\<lambda>x. g (f x)" and ?gf' = "\<lambda>x. g' (f' x)"
   define Nf where "Nf = ?N f f' x"
   define Ng where [abs_def]: "Ng y = ?N g g' (f x) (f y)" for y
 
   show ?thesis
   proof (rule has_derivativeI_sandwich[of 1])
     show "bounded_linear (\<lambda>x. g' (f' x))"
       using f g by (blast intro: bounded_linear_compose has_derivative_bounded_linear)
   next
     fix y :: 'a
     assume neq: "y \<noteq> x"
     have "?N ?gf ?gf' x y = norm (g' (?D f f' x y) + ?D g g' (f x) (f y)) / norm (y - x)"
       by (simp add: G.diff G.add field_simps)
     also have "\<dots> \<le> norm (g' (?D f f' x y)) / norm (y - x) + Ng y * (norm (f y - f x) / norm (y - x))"
       by (simp add: add_divide_distrib[symmetric] divide_right_mono norm_triangle_ineq G.zero Ng_def)
     also have "\<dots> \<le> Nf y * kG + Ng y * (Nf y + kF)"
     proof (intro add_mono mult_left_mono)
       have "norm (f y - f x) = norm (?D f f' x y + f' (y - x))"
         by simp
       also have "\<dots> \<le> norm (?D f f' x y) + norm (f' (y - x))"
         by (rule norm_triangle_ineq)
       also have "\<dots> \<le> norm (?D f f' x y) + norm (y - x) * kF"
         using kF by (intro add_mono) simp
       finally show "norm (f y - f x) / norm (y - x) \<le> Nf y + kF"
         by (simp add: neq Nf_def field_simps)
     qed (use kG in \<open>simp_all add: Ng_def Nf_def neq zero_le_divide_iff field_simps\<close>)
     finally show "?N ?gf ?gf' x y \<le> Nf y * kG + Ng y * (Nf y + kF)" .
   next
     have [tendsto_intros]: "?L Nf"
       using f unfolding has_derivative_iff_norm Nf_def ..
     from f have "(f \<longlongrightarrow> f x) (at x within s)"
       by (blast intro: has_derivative_continuous continuous_within[THEN iffD1])
     then have f': "LIM x at x within s. f x :> inf (nhds (f x)) (principal (f`s))"
       unfolding filterlim_def
       by (simp add: eventually_filtermap eventually_at_filter le_principal)
 
     have "((?N g  g' (f x)) \<longlongrightarrow> 0) (at (f x) within f`s)"
       using g unfolding has_derivative_iff_norm ..
     then have g': "((?N g  g' (f x)) \<longlongrightarrow> 0) (inf (nhds (f x)) (principal (f`s)))"
       by (rule tendsto_at_iff_tendsto_nhds_within[THEN iffD1, rotated]) simp
 
     have [tendsto_intros]: "?L Ng"
       unfolding Ng_def by (rule filterlim_compose[OF g' f'])
     show "((\<lambda>y. Nf y * kG + Ng y * (Nf y + kF)) \<longlongrightarrow> 0) (at x within s)"
       by (intro tendsto_eq_intros) auto
   qed simp
 qed
 
 lemma has_derivative_compose:
   "(f has_derivative f') (at x within s) \<Longrightarrow> (g has_derivative g') (at (f x)) \<Longrightarrow>
   ((\<lambda>x. g (f x)) has_derivative (\<lambda>x. g' (f' x))) (at x within s)"
   by (blast intro: has_derivative_in_compose has_derivative_subset)
 
 lemma has_derivative_in_compose2:
   assumes "\<And>x. x \<in> t \<Longrightarrow> (g has_derivative g' x) (at x within t)"
   assumes "f ` s \<subseteq> t" "x \<in> s"
   assumes "(f has_derivative f') (at x within s)"
   shows "((\<lambda>x. g (f x)) has_derivative (\<lambda>y. g' (f x) (f' y))) (at x within s)"
   using assms
   by (auto intro: has_derivative_within_subset intro!: has_derivative_in_compose[of f f' x s g])
 
 lemma (in bounded_bilinear) FDERIV:
   assumes f: "(f has_derivative f') (at x within s)" and g: "(g has_derivative g') (at x within s)"
   shows "((\<lambda>x. f x ** g x) has_derivative (\<lambda>h. f x ** g' h + f' h ** g x)) (at x within s)"
 proof -
   from bounded_linear.bounded [OF has_derivative_bounded_linear [OF f]]
   obtain KF where norm_F: "\<And>x. norm (f' x) \<le> norm x * KF" by fast
 
   from pos_bounded obtain K
     where K: "0 < K" and norm_prod: "\<And>a b. norm (a ** b) \<le> norm a * norm b * K"
     by fast
   let ?D = "\<lambda>f f' y. f y - f x - f' (y - x)"
   let ?N = "\<lambda>f f' y. norm (?D f f' y) / norm (y - x)"
   define Ng where "Ng = ?N g g'"
   define Nf where "Nf = ?N f f'"
 
   let ?fun1 = "\<lambda>y. norm (f y ** g y - f x ** g x - (f x ** g' (y - x) + f' (y - x) ** g x)) / norm (y - x)"
   let ?fun2 = "\<lambda>y. norm (f x) * Ng y * K + Nf y * norm (g y) * K + KF * norm (g y - g x) * K"
   let ?F = "at x within s"
 
   show ?thesis
   proof (rule has_derivativeI_sandwich[of 1])
     show "bounded_linear (\<lambda>h. f x ** g' h + f' h ** g x)"
       by (intro bounded_linear_add
         bounded_linear_compose [OF bounded_linear_right] bounded_linear_compose [OF bounded_linear_left]
         has_derivative_bounded_linear [OF g] has_derivative_bounded_linear [OF f])
   next
     from g have "(g \<longlongrightarrow> g x) ?F"
       by (intro continuous_within[THEN iffD1] has_derivative_continuous)
     moreover from f g have "(Nf \<longlongrightarrow> 0) ?F" "(Ng \<longlongrightarrow> 0) ?F"
       by (simp_all add: has_derivative_iff_norm Ng_def Nf_def)
     ultimately have "(?fun2 \<longlongrightarrow> norm (f x) * 0 * K + 0 * norm (g x) * K + KF * norm (0::'b) * K) ?F"
       by (intro tendsto_intros) (simp_all add: LIM_zero_iff)
     then show "(?fun2 \<longlongrightarrow> 0) ?F"
       by simp
   next
     fix y :: 'd
     assume "y \<noteq> x"
     have "?fun1 y =
         norm (f x ** ?D g g' y + ?D f f' y ** g y + f' (y - x) ** (g y - g x)) / norm (y - x)"
       by (simp add: diff_left diff_right add_left add_right field_simps)
     also have "\<dots> \<le> (norm (f x) * norm (?D g g' y) * K + norm (?D f f' y) * norm (g y) * K +
         norm (y - x) * KF * norm (g y - g x) * K) / norm (y - x)"
       by (intro divide_right_mono mult_mono'
                 order_trans [OF norm_triangle_ineq add_mono]
                 order_trans [OF norm_prod mult_right_mono]
                 mult_nonneg_nonneg order_refl norm_ge_zero norm_F
                 K [THEN order_less_imp_le])
     also have "\<dots> = ?fun2 y"
       by (simp add: add_divide_distrib Ng_def Nf_def)
     finally show "?fun1 y \<le> ?fun2 y" .
   qed simp
 qed
 
 lemmas has_derivative_mult[simp, derivative_intros] = bounded_bilinear.FDERIV[OF bounded_bilinear_mult]
 lemmas has_derivative_scaleR[simp, derivative_intros] = bounded_bilinear.FDERIV[OF bounded_bilinear_scaleR]
 
 lemma has_derivative_prod[simp, derivative_intros]:
   fixes f :: "'i \<Rightarrow> 'a::real_normed_vector \<Rightarrow> 'b::real_normed_field"
   shows "(\<And>i. i \<in> I \<Longrightarrow> (f i has_derivative f' i) (at x within S)) \<Longrightarrow>
     ((\<lambda>x. \<Prod>i\<in>I. f i x) has_derivative (\<lambda>y. \<Sum>i\<in>I. f' i y * (\<Prod>j\<in>I - {i}. f j x))) (at x within S)"
 proof (induct I rule: infinite_finite_induct)
   case infinite
   then show ?case by simp
 next
   case empty
   then show ?case by simp
 next
   case (insert i I)
   let ?P = "\<lambda>y. f i x * (\<Sum>i\<in>I. f' i y * (\<Prod>j\<in>I - {i}. f j x)) + (f' i y) * (\<Prod>i\<in>I. f i x)"
   have "((\<lambda>x. f i x * (\<Prod>i\<in>I. f i x)) has_derivative ?P) (at x within S)"
     using insert by (intro has_derivative_mult) auto
   also have "?P = (\<lambda>y. \<Sum>i'\<in>insert i I. f' i' y * (\<Prod>j\<in>insert i I - {i'}. f j x))"
     using insert(1,2)
     by (auto simp add: sum_distrib_left insert_Diff_if intro!: ext sum.cong)
   finally show ?case
     using insert by simp
 qed
 
 lemma has_derivative_power[simp, derivative_intros]:
   fixes f :: "'a :: real_normed_vector \<Rightarrow> 'b :: real_normed_field"
   assumes f: "(f has_derivative f') (at x within S)"
   shows "((\<lambda>x. f x^n) has_derivative (\<lambda>y. of_nat n * f' y * f x^(n - 1))) (at x within S)"
   using has_derivative_prod[OF f, of "{..< n}"] by (simp add: prod_constant ac_simps)
 
 lemma has_derivative_inverse':
   fixes x :: "'a::real_normed_div_algebra"
   assumes x: "x \<noteq> 0"
   shows "(inverse has_derivative (\<lambda>h. - (inverse x * h * inverse x))) (at x within S)"
     (is "(_ has_derivative ?f) _")
 proof (rule has_derivativeI_sandwich)
   show "bounded_linear (\<lambda>h. - (inverse x * h * inverse x))"
     by (simp add: bounded_linear_minus bounded_linear_mult_const bounded_linear_mult_right)
   show "0 < norm x" using x by simp
   have "(inverse \<longlongrightarrow> inverse x) (at x within S)"
     using tendsto_inverse tendsto_ident_at x by auto
   then show "((\<lambda>y. norm (inverse y - inverse x) * norm (inverse x)) \<longlongrightarrow> 0) (at x within S)"
     by (simp add: LIM_zero_iff tendsto_mult_left_zero tendsto_norm_zero)
 next
   fix y :: 'a
   assume h: "y \<noteq> x" "dist y x < norm x"
   then have "y \<noteq> 0" by auto
   have "norm (inverse y - inverse x - ?f (y -x)) / norm (y - x) 
         = norm (- (inverse y * (y - x) * inverse x - inverse x * (y - x) * inverse x)) /
                 norm (y - x)"
     by (simp add: \<open>y \<noteq> 0\<close> inverse_diff_inverse x)
   also have "... = norm ((inverse y - inverse x) * (y - x) * inverse x) / norm (y - x)"
     by (simp add: left_diff_distrib norm_minus_commute)
   also have "\<dots> \<le> norm (inverse y - inverse x) * norm (y - x) * norm (inverse x) / norm (y - x)"
     by (simp add: norm_mult)
   also have "\<dots> = norm (inverse y - inverse x) * norm (inverse x)"
     by simp
   finally show "norm (inverse y - inverse x - ?f (y -x)) / norm (y - x) \<le>
     norm (inverse y - inverse x) * norm (inverse x)" .
 qed
 
 lemma has_derivative_inverse[simp, derivative_intros]:
   fixes f :: "_ \<Rightarrow> 'a::real_normed_div_algebra"
   assumes x:  "f x \<noteq> 0"
     and f: "(f has_derivative f') (at x within S)"
   shows "((\<lambda>x. inverse (f x)) has_derivative (\<lambda>h. - (inverse (f x) * f' h * inverse (f x))))
     (at x within S)"
   using has_derivative_compose[OF f has_derivative_inverse', OF x] .
 
 lemma has_derivative_divide[simp, derivative_intros]:
   fixes f :: "_ \<Rightarrow> 'a::real_normed_div_algebra"
   assumes f: "(f has_derivative f') (at x within S)"
     and g: "(g has_derivative g') (at x within S)"
   assumes x: "g x \<noteq> 0"
   shows "((\<lambda>x. f x / g x) has_derivative
                 (\<lambda>h. - f x * (inverse (g x) * g' h * inverse (g x)) + f' h / g x)) (at x within S)"
   using has_derivative_mult[OF f has_derivative_inverse[OF x g]]
   by (simp add: field_simps)
 
 
 text \<open>Conventional form requires mult-AC laws. Types real and complex only.\<close>
 
 lemma has_derivative_divide'[derivative_intros]:
   fixes f :: "_ \<Rightarrow> 'a::real_normed_field"
   assumes f: "(f has_derivative f') (at x within S)"
     and g: "(g has_derivative g') (at x within S)"
     and x: "g x \<noteq> 0"
   shows "((\<lambda>x. f x / g x) has_derivative (\<lambda>h. (f' h * g x - f x * g' h) / (g x * g x))) (at x within S)"
 proof -
   have "f' h / g x - f x * (inverse (g x) * g' h * inverse (g x)) =
       (f' h * g x - f x * g' h) / (g x * g x)" for h
     by (simp add: field_simps x)
   then show ?thesis
     using has_derivative_divide [OF f g] x
     by simp
 qed
 
 
 subsection \<open>Uniqueness\<close>
 
 text \<open>
 This can not generally shown for \<^const>\<open>has_derivative\<close>, as we need to approach the point from
 all directions. There is a proof in \<open>Analysis\<close> for \<open>euclidean_space\<close>.
 \<close>
 
 lemma has_derivative_at2: "(f has_derivative f') (at x) \<longleftrightarrow>
     bounded_linear f' \<and> ((\<lambda>y. (1 / (norm(y - x))) *\<^sub>R (f y - (f x + f' (y - x)))) \<longlongrightarrow> 0) (at x)"
   using has_derivative_within [of f f' x UNIV]
   by simp
 lemma has_derivative_zero_unique:
   assumes "((\<lambda>x. 0) has_derivative F) (at x)"
   shows "F = (\<lambda>h. 0)"
 proof -
   interpret F: bounded_linear F
     using assms by (rule has_derivative_bounded_linear)
   let ?r = "\<lambda>h. norm (F h) / norm h"
   have *: "?r \<midarrow>0\<rightarrow> 0"
     using assms unfolding has_derivative_at by simp
   show "F = (\<lambda>h. 0)"
   proof
     show "F h = 0" for h
     proof (rule ccontr)
       assume **: "\<not> ?thesis"
       then have h: "h \<noteq> 0"
         by (auto simp add: F.zero)
       with ** have "0 < ?r h"
         by simp
       from LIM_D [OF * this] obtain S
         where S: "0 < S" and r: "\<And>x. x \<noteq> 0 \<Longrightarrow> norm x < S \<Longrightarrow> ?r x < ?r h"
         by auto
       from dense [OF S] obtain t where t: "0 < t \<and> t < S" ..
       let ?x = "scaleR (t / norm h) h"
       have "?x \<noteq> 0" and "norm ?x < S"
         using t h by simp_all
       then have "?r ?x < ?r h"
         by (rule r)
       then show False
         using t h by (simp add: F.scaleR)
     qed
   qed
 qed
 
 lemma has_derivative_unique:
   assumes "(f has_derivative F) (at x)"
     and "(f has_derivative F') (at x)"
   shows "F = F'"
 proof -
   have "((\<lambda>x. 0) has_derivative (\<lambda>h. F h - F' h)) (at x)"
     using has_derivative_diff [OF assms] by simp
   then have "(\<lambda>h. F h - F' h) = (\<lambda>h. 0)"
     by (rule has_derivative_zero_unique)
   then show "F = F'"
     unfolding fun_eq_iff right_minus_eq .
 qed
 
 
 subsection \<open>Differentiability predicate\<close>
 
 definition differentiable :: "('a::real_normed_vector \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a filter \<Rightarrow> bool"
     (infix "differentiable" 50)
   where "f differentiable F \<longleftrightarrow> (\<exists>D. (f has_derivative D) F)"
 
 lemma differentiable_subset:
   "f differentiable (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow> f differentiable (at x within t)"
   unfolding differentiable_def by (blast intro: has_derivative_subset)
 
 lemmas differentiable_within_subset = differentiable_subset
 
 lemma differentiable_ident [simp, derivative_intros]: "(\<lambda>x. x) differentiable F"
   unfolding differentiable_def by (blast intro: has_derivative_ident)
 
 lemma differentiable_const [simp, derivative_intros]: "(\<lambda>z. a) differentiable F"
   unfolding differentiable_def by (blast intro: has_derivative_const)
 
 lemma differentiable_in_compose:
   "f differentiable (at (g x) within (g`s)) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow>
     (\<lambda>x. f (g x)) differentiable (at x within s)"
   unfolding differentiable_def by (blast intro: has_derivative_in_compose)
 
 lemma differentiable_compose:
   "f differentiable (at (g x)) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow>
     (\<lambda>x. f (g x)) differentiable (at x within s)"
   by (blast intro: differentiable_in_compose differentiable_subset)
 
 lemma differentiable_add [simp, derivative_intros]:
   "f differentiable F \<Longrightarrow> g differentiable F \<Longrightarrow> (\<lambda>x. f x + g x) differentiable F"
   unfolding differentiable_def by (blast intro: has_derivative_add)
 
 lemma differentiable_sum[simp, derivative_intros]:
   assumes "finite s" "\<forall>a\<in>s. (f a) differentiable net"
   shows "(\<lambda>x. sum (\<lambda>a. f a x) s) differentiable net"
 proof -
   from bchoice[OF assms(2)[unfolded differentiable_def]]
   show ?thesis
     by (auto intro!: has_derivative_sum simp: differentiable_def)
 qed
 
 lemma differentiable_minus [simp, derivative_intros]:
   "f differentiable F \<Longrightarrow> (\<lambda>x. - f x) differentiable F"
   unfolding differentiable_def by (blast intro: has_derivative_minus)
 
 lemma differentiable_diff [simp, derivative_intros]:
   "f differentiable F \<Longrightarrow> g differentiable F \<Longrightarrow> (\<lambda>x. f x - g x) differentiable F"
   unfolding differentiable_def by (blast intro: has_derivative_diff)
 
 lemma differentiable_mult [simp, derivative_intros]:
   fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_algebra"
   shows "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow>
     (\<lambda>x. f x * g x) differentiable (at x within s)"
   unfolding differentiable_def by (blast intro: has_derivative_mult)
 
 lemma differentiable_inverse [simp, derivative_intros]:
   fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_field"
   shows "f differentiable (at x within s) \<Longrightarrow> f x \<noteq> 0 \<Longrightarrow>
     (\<lambda>x. inverse (f x)) differentiable (at x within s)"
   unfolding differentiable_def by (blast intro: has_derivative_inverse)
 
 lemma differentiable_divide [simp, derivative_intros]:
   fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_field"
   shows "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow>
     g x \<noteq> 0 \<Longrightarrow> (\<lambda>x. f x / g x) differentiable (at x within s)"
   unfolding divide_inverse by simp
 
 lemma differentiable_power [simp, derivative_intros]:
   fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_field"
   shows "f differentiable (at x within s) \<Longrightarrow> (\<lambda>x. f x ^ n) differentiable (at x within s)"
   unfolding differentiable_def by (blast intro: has_derivative_power)
 
 lemma differentiable_scaleR [simp, derivative_intros]:
   "f differentiable (at x within s) \<Longrightarrow> g differentiable (at x within s) \<Longrightarrow>
     (\<lambda>x. f x *\<^sub>R g x) differentiable (at x within s)"
   unfolding differentiable_def by (blast intro: has_derivative_scaleR)
 
 lemma has_derivative_imp_has_field_derivative:
   "(f has_derivative D) F \<Longrightarrow> (\<And>x. x * D' = D x) \<Longrightarrow> (f has_field_derivative D') F"
   unfolding has_field_derivative_def
   by (rule has_derivative_eq_rhs[of f D]) (simp_all add: fun_eq_iff mult.commute)
 
 lemma has_field_derivative_imp_has_derivative:
   "(f has_field_derivative D) F \<Longrightarrow> (f has_derivative (*) D) F"
   by (simp add: has_field_derivative_def)
 
 lemma DERIV_subset:
   "(f has_field_derivative f') (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow>
     (f has_field_derivative f') (at x within t)"
   by (simp add: has_field_derivative_def has_derivative_within_subset)
 
 lemma has_field_derivative_at_within:
   "(f has_field_derivative f') (at x) \<Longrightarrow> (f has_field_derivative f') (at x within s)"
   using DERIV_subset by blast
 
 abbreviation (input)
   DERIV :: "('a::real_normed_field \<Rightarrow> 'a) \<Rightarrow> 'a \<Rightarrow> 'a \<Rightarrow> bool"
     ("(DERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60)
   where "DERIV f x :> D \<equiv> (f has_field_derivative D) (at x)"
 
 abbreviation has_real_derivative :: "(real \<Rightarrow> real) \<Rightarrow> real \<Rightarrow> real filter \<Rightarrow> bool"
     (infix "(has'_real'_derivative)" 50)
   where "(f has_real_derivative D) F \<equiv> (f has_field_derivative D) F"
 
 lemma real_differentiable_def:
   "f differentiable at x within s \<longleftrightarrow> (\<exists>D. (f has_real_derivative D) (at x within s))"
 proof safe
   assume "f differentiable at x within s"
   then obtain f' where *: "(f has_derivative f') (at x within s)"
     unfolding differentiable_def by auto
   then obtain c where "f' = ((*) c)"
     by (metis real_bounded_linear has_derivative_bounded_linear mult.commute fun_eq_iff)
   with * show "\<exists>D. (f has_real_derivative D) (at x within s)"
     unfolding has_field_derivative_def by auto
 qed (auto simp: differentiable_def has_field_derivative_def)
 
 lemma real_differentiableE [elim?]:
   assumes f: "f differentiable (at x within s)"
   obtains df where "(f has_real_derivative df) (at x within s)"
   using assms by (auto simp: real_differentiable_def)
 
 lemma has_field_derivative_iff:
   "(f has_field_derivative D) (at x within S) \<longleftrightarrow>
     ((\<lambda>y. (f y - f x) / (y - x)) \<longlongrightarrow> D) (at x within S)"
 proof -
   have "((\<lambda>y. norm (f y - f x - D * (y - x)) / norm (y - x)) \<longlongrightarrow> 0) (at x within S) 
       = ((\<lambda>y. (f y - f x) / (y - x) - D) \<longlongrightarrow> 0) (at x within S)"
     apply (subst tendsto_norm_zero_iff[symmetric], rule filterlim_cong)
       apply (simp_all add: eventually_at_filter field_simps nonzero_norm_divide)
     done
   then show ?thesis
     by (simp add: has_field_derivative_def has_derivative_iff_norm bounded_linear_mult_right LIM_zero_iff)
 qed
 
 lemma DERIV_def: "DERIV f x :> D \<longleftrightarrow> (\<lambda>h. (f (x + h) - f x) / h) \<midarrow>0\<rightarrow> D"
   unfolding field_has_derivative_at has_field_derivative_def has_field_derivative_iff ..
 
 lemma mult_commute_abs: "(\<lambda>x. x * c) = (*) c"
   for c :: "'a::ab_semigroup_mult"
   by (simp add: fun_eq_iff mult.commute)
 
 lemma DERIV_compose_FDERIV:
   fixes f::"real\<Rightarrow>real"
   assumes "DERIV f (g x) :> f'"
   assumes "(g has_derivative g') (at x within s)"
   shows "((\<lambda>x. f (g x)) has_derivative (\<lambda>x. g' x * f')) (at x within s)"
   using assms has_derivative_compose[of g g' x s f "(*) f'"]
   by (auto simp: has_field_derivative_def ac_simps)
 
 
 subsection \<open>Vector derivative\<close>
 
 lemma has_field_derivative_iff_has_vector_derivative:
   "(f has_field_derivative y) F \<longleftrightarrow> (f has_vector_derivative y) F"
   unfolding has_vector_derivative_def has_field_derivative_def real_scaleR_def mult_commute_abs ..
 
 lemma has_field_derivative_subset:
   "(f has_field_derivative y) (at x within s) \<Longrightarrow> t \<subseteq> s \<Longrightarrow>
     (f has_field_derivative y) (at x within t)"
   unfolding has_field_derivative_def by (rule has_derivative_subset)
 
 lemma has_vector_derivative_const[simp, derivative_intros]: "((\<lambda>x. c) has_vector_derivative 0) net"
   by (auto simp: has_vector_derivative_def)
 
 lemma has_vector_derivative_id[simp, derivative_intros]: "((\<lambda>x. x) has_vector_derivative 1) net"
   by (auto simp: has_vector_derivative_def)
 
 lemma has_vector_derivative_minus[derivative_intros]:
   "(f has_vector_derivative f') net \<Longrightarrow> ((\<lambda>x. - f x) has_vector_derivative (- f')) net"
   by (auto simp: has_vector_derivative_def)
 
 lemma has_vector_derivative_add[derivative_intros]:
   "(f has_vector_derivative f') net \<Longrightarrow> (g has_vector_derivative g') net \<Longrightarrow>
     ((\<lambda>x. f x + g x) has_vector_derivative (f' + g')) net"
   by (auto simp: has_vector_derivative_def scaleR_right_distrib)
 
 lemma has_vector_derivative_sum[derivative_intros]:
   "(\<And>i. i \<in> I \<Longrightarrow> (f i has_vector_derivative f' i) net) \<Longrightarrow>
     ((\<lambda>x. \<Sum>i\<in>I. f i x) has_vector_derivative (\<Sum>i\<in>I. f' i)) net"
   by (auto simp: has_vector_derivative_def fun_eq_iff scaleR_sum_right intro!: derivative_eq_intros)
 
 lemma has_vector_derivative_diff[derivative_intros]:
   "(f has_vector_derivative f') net \<Longrightarrow> (g has_vector_derivative g') net \<Longrightarrow>
     ((\<lambda>x. f x - g x) has_vector_derivative (f' - g')) net"
   by (auto simp: has_vector_derivative_def scaleR_diff_right)
 
 lemma has_vector_derivative_add_const:
   "((\<lambda>t. g t + z) has_vector_derivative f') net = ((\<lambda>t. g t) has_vector_derivative f') net"
   apply (intro iffI)
    apply (force dest: has_vector_derivative_diff [where g = "\<lambda>t. z", OF _ has_vector_derivative_const])
   apply (force dest: has_vector_derivative_add [OF _ has_vector_derivative_const])
   done
 
 lemma has_vector_derivative_diff_const:
   "((\<lambda>t. g t - z) has_vector_derivative f') net = ((\<lambda>t. g t) has_vector_derivative f') net"
   using has_vector_derivative_add_const [where z = "-z"]
   by simp
 
 lemma (in bounded_linear) has_vector_derivative:
   assumes "(g has_vector_derivative g') F"
   shows "((\<lambda>x. f (g x)) has_vector_derivative f g') F"
   using has_derivative[OF assms[unfolded has_vector_derivative_def]]
   by (simp add: has_vector_derivative_def scaleR)
 
 lemma (in bounded_bilinear) has_vector_derivative:
   assumes "(f has_vector_derivative f') (at x within s)"
     and "(g has_vector_derivative g') (at x within s)"
   shows "((\<lambda>x. f x ** g x) has_vector_derivative (f x ** g' + f' ** g x)) (at x within s)"
   using FDERIV[OF assms(1-2)[unfolded has_vector_derivative_def]]
   by (simp add: has_vector_derivative_def scaleR_right scaleR_left scaleR_right_distrib)
 
 lemma has_vector_derivative_scaleR[derivative_intros]:
   "(f has_field_derivative f') (at x within s) \<Longrightarrow> (g has_vector_derivative g') (at x within s) \<Longrightarrow>
     ((\<lambda>x. f x *\<^sub>R g x) has_vector_derivative (f x *\<^sub>R g' + f' *\<^sub>R g x)) (at x within s)"
   unfolding has_field_derivative_iff_has_vector_derivative
   by (rule bounded_bilinear.has_vector_derivative[OF bounded_bilinear_scaleR])
 
 lemma has_vector_derivative_mult[derivative_intros]:
   "(f has_vector_derivative f') (at x within s) \<Longrightarrow> (g has_vector_derivative g') (at x within s) \<Longrightarrow>
     ((\<lambda>x. f x * g x) has_vector_derivative (f x * g' + f' * g x)) (at x within s)"
   for f g :: "real \<Rightarrow> 'a::real_normed_algebra"
   by (rule bounded_bilinear.has_vector_derivative[OF bounded_bilinear_mult])
 
 lemma has_vector_derivative_of_real[derivative_intros]:
   "(f has_field_derivative D) F \<Longrightarrow> ((\<lambda>x. of_real (f x)) has_vector_derivative (of_real D)) F"
   by (rule bounded_linear.has_vector_derivative[OF bounded_linear_of_real])
     (simp add: has_field_derivative_iff_has_vector_derivative)
 
 lemma has_vector_derivative_real_field:
   "(f has_field_derivative f') (at (of_real a)) \<Longrightarrow> ((\<lambda>x. f (of_real x)) has_vector_derivative f') (at a within s)"
   using has_derivative_compose[of of_real of_real a _ f "(*) f'"] 
   by (simp add: scaleR_conv_of_real ac_simps has_vector_derivative_def has_field_derivative_def)
 
 lemma has_vector_derivative_continuous:
   "(f has_vector_derivative D) (at x within s) \<Longrightarrow> continuous (at x within s) f"
   by (auto intro: has_derivative_continuous simp: has_vector_derivative_def)
 
 lemma continuous_on_vector_derivative:
   "(\<And>x. x \<in> S \<Longrightarrow> (f has_vector_derivative f' x) (at x within S)) \<Longrightarrow> continuous_on S f"
   by (auto simp: continuous_on_eq_continuous_within intro!: has_vector_derivative_continuous)
 
 lemma has_vector_derivative_mult_right[derivative_intros]:
   fixes a :: "'a::real_normed_algebra"
   shows "(f has_vector_derivative x) F \<Longrightarrow> ((\<lambda>x. a * f x) has_vector_derivative (a * x)) F"
   by (rule bounded_linear.has_vector_derivative[OF bounded_linear_mult_right])
 
 lemma has_vector_derivative_mult_left[derivative_intros]:
   fixes a :: "'a::real_normed_algebra"
   shows "(f has_vector_derivative x) F \<Longrightarrow> ((\<lambda>x. f x * a) has_vector_derivative (x * a)) F"
   by (rule bounded_linear.has_vector_derivative[OF bounded_linear_mult_left])
 
 
 subsection \<open>Derivatives\<close>
 
 lemma DERIV_D: "DERIV f x :> D \<Longrightarrow> (\<lambda>h. (f (x + h) - f x) / h) \<midarrow>0\<rightarrow> D"
   by (simp add: DERIV_def)
 
 lemma has_field_derivativeD:
   "(f has_field_derivative D) (at x within S) \<Longrightarrow>
     ((\<lambda>y. (f y - f x) / (y - x)) \<longlongrightarrow> D) (at x within S)"
   by (simp add: has_field_derivative_iff)
 
 lemma DERIV_const [simp, derivative_intros]: "((\<lambda>x. k) has_field_derivative 0) F"
   by (rule has_derivative_imp_has_field_derivative[OF has_derivative_const]) auto
 
 lemma DERIV_ident [simp, derivative_intros]: "((\<lambda>x. x) has_field_derivative 1) F"
   by (rule has_derivative_imp_has_field_derivative[OF has_derivative_ident]) auto
 
 lemma field_differentiable_add[derivative_intros]:
   "(f has_field_derivative f') F \<Longrightarrow> (g has_field_derivative g') F \<Longrightarrow>
     ((\<lambda>z. f z + g z) has_field_derivative f' + g') F"
   by (rule has_derivative_imp_has_field_derivative[OF has_derivative_add])
      (auto simp: has_field_derivative_def field_simps mult_commute_abs)
 
 corollary DERIV_add:
   "(f has_field_derivative D) (at x within s) \<Longrightarrow> (g has_field_derivative E) (at x within s) \<Longrightarrow>
     ((\<lambda>x. f x + g x) has_field_derivative D + E) (at x within s)"
   by (rule field_differentiable_add)
 
 lemma field_differentiable_minus[derivative_intros]:
   "(f has_field_derivative f') F \<Longrightarrow> ((\<lambda>z. - (f z)) has_field_derivative -f') F"
   by (rule has_derivative_imp_has_field_derivative[OF has_derivative_minus])
      (auto simp: has_field_derivative_def field_simps mult_commute_abs)
 
 corollary DERIV_minus:
   "(f has_field_derivative D) (at x within s) \<Longrightarrow>
     ((\<lambda>x. - f x) has_field_derivative -D) (at x within s)"
   by (rule field_differentiable_minus)
 
 lemma field_differentiable_diff[derivative_intros]:
   "(f has_field_derivative f') F \<Longrightarrow>
     (g has_field_derivative g') F \<Longrightarrow> ((\<lambda>z. f z - g z) has_field_derivative f' - g') F"
   by (simp only: diff_conv_add_uminus field_differentiable_add field_differentiable_minus)
 
 corollary DERIV_diff:
   "(f has_field_derivative D) (at x within s) \<Longrightarrow>
     (g has_field_derivative E) (at x within s) \<Longrightarrow>
     ((\<lambda>x. f x - g x) has_field_derivative D - E) (at x within s)"
   by (rule field_differentiable_diff)
 
 lemma DERIV_continuous: "(f has_field_derivative D) (at x within s) \<Longrightarrow> continuous (at x within s) f"
   by (drule has_derivative_continuous[OF has_field_derivative_imp_has_derivative]) simp
 
 corollary DERIV_isCont: "DERIV f x :> D \<Longrightarrow> isCont f x"
   by (rule DERIV_continuous)
 
 lemma DERIV_atLeastAtMost_imp_continuous_on:
   assumes "\<And>x. \<lbrakk>a \<le> x; x \<le> b\<rbrakk> \<Longrightarrow> \<exists>y. DERIV f x :> y"
   shows "continuous_on {a..b} f"
   by (meson DERIV_isCont assms atLeastAtMost_iff continuous_at_imp_continuous_at_within continuous_on_eq_continuous_within)
 
 lemma DERIV_continuous_on:
   "(\<And>x. x \<in> s \<Longrightarrow> (f has_field_derivative (D x)) (at x within s)) \<Longrightarrow> continuous_on s f"
   unfolding continuous_on_eq_continuous_within
   by (intro continuous_at_imp_continuous_on ballI DERIV_continuous)
 
 lemma DERIV_mult':
   "(f has_field_derivative D) (at x within s) \<Longrightarrow> (g has_field_derivative E) (at x within s) \<Longrightarrow>
     ((\<lambda>x. f x * g x) has_field_derivative f x * E + D * g x) (at x within s)"
   by (rule has_derivative_imp_has_field_derivative[OF has_derivative_mult])
      (auto simp: field_simps mult_commute_abs dest: has_field_derivative_imp_has_derivative)
 
 lemma DERIV_mult[derivative_intros]:
   "(f has_field_derivative Da) (at x within s) \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow>
     ((\<lambda>x. f x * g x) has_field_derivative Da * g x + Db * f x) (at x within s)"
   by (rule has_derivative_imp_has_field_derivative[OF has_derivative_mult])
      (auto simp: field_simps dest: has_field_derivative_imp_has_derivative)
 
 text \<open>Derivative of linear multiplication\<close>
 
 lemma DERIV_cmult:
   "(f has_field_derivative D) (at x within s) \<Longrightarrow>
     ((\<lambda>x. c * f x) has_field_derivative c * D) (at x within s)"
   by (drule DERIV_mult' [OF DERIV_const]) simp
 
 lemma DERIV_cmult_right:
   "(f has_field_derivative D) (at x within s) \<Longrightarrow>
     ((\<lambda>x. f x * c) has_field_derivative D * c) (at x within s)"
   using DERIV_cmult by (auto simp add: ac_simps)
 
 lemma DERIV_cmult_Id [simp]: "((*) c has_field_derivative c) (at x within s)"
   using DERIV_ident [THEN DERIV_cmult, where c = c and x = x] by simp
 
 lemma DERIV_cdivide:
   "(f has_field_derivative D) (at x within s) \<Longrightarrow>
     ((\<lambda>x. f x / c) has_field_derivative D / c) (at x within s)"
   using DERIV_cmult_right[of f D x s "1 / c"] by simp
 
 lemma DERIV_unique: "DERIV f x :> D \<Longrightarrow> DERIV f x :> E \<Longrightarrow> D = E"
   unfolding DERIV_def by (rule LIM_unique)
 
 lemma DERIV_sum[derivative_intros]:
   "(\<And> n. n \<in> S \<Longrightarrow> ((\<lambda>x. f x n) has_field_derivative (f' x n)) F) \<Longrightarrow>
     ((\<lambda>x. sum (f x) S) has_field_derivative sum (f' x) S) F"
   by (rule has_derivative_imp_has_field_derivative [OF has_derivative_sum])
      (auto simp: sum_distrib_left mult_commute_abs dest: has_field_derivative_imp_has_derivative)
 
 lemma DERIV_inverse'[derivative_intros]:
   assumes "(f has_field_derivative D) (at x within s)"
     and "f x \<noteq> 0"
   shows "((\<lambda>x. inverse (f x)) has_field_derivative - (inverse (f x) * D * inverse (f x)))
     (at x within s)"
 proof -
   have "(f has_derivative (\<lambda>x. x * D)) = (f has_derivative (*) D)"
     by (rule arg_cong [of "\<lambda>x. x * D"]) (simp add: fun_eq_iff)
   with assms have "(f has_derivative (\<lambda>x. x * D)) (at x within s)"
     by (auto dest!: has_field_derivative_imp_has_derivative)
   then show ?thesis using \<open>f x \<noteq> 0\<close>
     by (auto intro: has_derivative_imp_has_field_derivative has_derivative_inverse)
 qed
 
 text \<open>Power of \<open>-1\<close>\<close>
 
 lemma DERIV_inverse:
   "x \<noteq> 0 \<Longrightarrow> ((\<lambda>x. inverse(x)) has_field_derivative - (inverse x ^ Suc (Suc 0))) (at x within s)"
   by (drule DERIV_inverse' [OF DERIV_ident]) simp
 
 text \<open>Derivative of inverse\<close>
 
 lemma DERIV_inverse_fun:
   "(f has_field_derivative d) (at x within s) \<Longrightarrow> f x \<noteq> 0 \<Longrightarrow>
     ((\<lambda>x. inverse (f x)) has_field_derivative (- (d * inverse(f x ^ Suc (Suc 0))))) (at x within s)"
   by (drule (1) DERIV_inverse') (simp add: ac_simps nonzero_inverse_mult_distrib)
 
 text \<open>Derivative of quotient\<close>
 
 lemma DERIV_divide[derivative_intros]:
   "(f has_field_derivative D) (at x within s) \<Longrightarrow>
     (g has_field_derivative E) (at x within s) \<Longrightarrow> g x \<noteq> 0 \<Longrightarrow>
     ((\<lambda>x. f x / g x) has_field_derivative (D * g x - f x * E) / (g x * g x)) (at x within s)"
   by (rule has_derivative_imp_has_field_derivative[OF has_derivative_divide])
      (auto dest: has_field_derivative_imp_has_derivative simp: field_simps)
 
 lemma DERIV_quotient:
   "(f has_field_derivative d) (at x within s) \<Longrightarrow>
     (g has_field_derivative e) (at x within s)\<Longrightarrow> g x \<noteq> 0 \<Longrightarrow>
     ((\<lambda>y. f y / g y) has_field_derivative (d * g x - (e * f x)) / (g x ^ Suc (Suc 0))) (at x within s)"
   by (drule (2) DERIV_divide) (simp add: mult.commute)
 
 lemma DERIV_power_Suc:
   "(f has_field_derivative D) (at x within s) \<Longrightarrow>
     ((\<lambda>x. f x ^ Suc n) has_field_derivative (1 + of_nat n) * (D * f x ^ n)) (at x within s)"
   by (rule has_derivative_imp_has_field_derivative[OF has_derivative_power])
      (auto simp: has_field_derivative_def)
 
 lemma DERIV_power[derivative_intros]:
   "(f has_field_derivative D) (at x within s) \<Longrightarrow>
     ((\<lambda>x. f x ^ n) has_field_derivative of_nat n * (D * f x ^ (n - Suc 0))) (at x within s)"
   by (rule has_derivative_imp_has_field_derivative[OF has_derivative_power])
      (auto simp: has_field_derivative_def)
 
 lemma DERIV_pow: "((\<lambda>x. x ^ n) has_field_derivative real n * (x ^ (n - Suc 0))) (at x within s)"
   using DERIV_power [OF DERIV_ident] by simp
 
 lemma DERIV_chain': "(f has_field_derivative D) (at x within s) \<Longrightarrow> DERIV g (f x) :> E \<Longrightarrow>
   ((\<lambda>x. g (f x)) has_field_derivative E * D) (at x within s)"
   using has_derivative_compose[of f "(*) D" x s g "(*) E"]
   by (simp only: has_field_derivative_def mult_commute_abs ac_simps)
 
 corollary DERIV_chain2: "DERIV f (g x) :> Da \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow>
   ((\<lambda>x. f (g x)) has_field_derivative Da * Db) (at x within s)"
   by (rule DERIV_chain')
 
 text \<open>Standard version\<close>
 
 lemma DERIV_chain:
   "DERIV f (g x) :> Da \<Longrightarrow> (g has_field_derivative Db) (at x within s) \<Longrightarrow>
     (f \<circ> g has_field_derivative Da * Db) (at x within s)"
   by (drule (1) DERIV_chain', simp add: o_def mult.commute)
 
 lemma DERIV_image_chain:
   "(f has_field_derivative Da) (at (g x) within (g ` s)) \<Longrightarrow>
     (g has_field_derivative Db) (at x within s) \<Longrightarrow>
     (f \<circ> g has_field_derivative Da * Db) (at x within s)"
   using has_derivative_in_compose [of g "(*) Db" x s f "(*) Da "]
   by (simp add: has_field_derivative_def o_def mult_commute_abs ac_simps)
 
 (*These two are from HOL Light: HAS_COMPLEX_DERIVATIVE_CHAIN*)
 lemma DERIV_chain_s:
   assumes "(\<And>x. x \<in> s \<Longrightarrow> DERIV g x :> g'(x))"
     and "DERIV f x :> f'"
     and "f x \<in> s"
   shows "DERIV (\<lambda>x. g(f x)) x :> f' * g'(f x)"
   by (metis (full_types) DERIV_chain' mult.commute assms)
 
 lemma DERIV_chain3: (*HAS_COMPLEX_DERIVATIVE_CHAIN_UNIV*)
   assumes "(\<And>x. DERIV g x :> g'(x))"
     and "DERIV f x :> f'"
   shows "DERIV (\<lambda>x. g(f x)) x :> f' * g'(f x)"
   by (metis UNIV_I DERIV_chain_s [of UNIV] assms)
 
 text \<open>Alternative definition for differentiability\<close>
 
 lemma DERIV_LIM_iff:
   fixes f :: "'a::{real_normed_vector,inverse} \<Rightarrow> 'a"
   shows "((\<lambda>h. (f (a + h) - f a) / h) \<midarrow>0\<rightarrow> D) = ((\<lambda>x. (f x - f a) / (x - a)) \<midarrow>a\<rightarrow> D)" (is "?lhs = ?rhs")
 proof
   assume ?lhs
   then have "(\<lambda>x. (f (a + (x + - a)) - f a) / (x + - a)) \<midarrow>0 - - a\<rightarrow> D"
     by (rule LIM_offset)
   then show ?rhs
     by simp
 next
   assume ?rhs
   then have "(\<lambda>x. (f (x+a) - f a) / ((x+a) - a)) \<midarrow>a-a\<rightarrow> D"
     by (rule LIM_offset)
   then show ?lhs
     by (simp add: add.commute)
 qed
 
 lemma has_field_derivative_cong_ev:
   assumes "x = y"
     and *: "eventually (\<lambda>x. x \<in> S \<longrightarrow> f x = g x) (nhds x)"
     and "u = v" "S = t" "x \<in> S"
   shows "(f has_field_derivative u) (at x within S) = (g has_field_derivative v) (at y within t)"
   unfolding has_field_derivative_iff
 proof (rule filterlim_cong)
   from assms have "f y = g y"
     by (auto simp: eventually_nhds)
   with * show "\<forall>\<^sub>F z in at x within S. (f z - f x) / (z - x) = (g z - g y) / (z - y)"
     unfolding eventually_at_filter
     by eventually_elim (auto simp: assms \<open>f y = g y\<close>)
 qed (simp_all add: assms)
 
 lemma has_field_derivative_cong_eventually:
   assumes "eventually (\<lambda>x. f x = g x) (at x within S)" "f x = g x"
   shows "(f has_field_derivative u) (at x within S) = (g has_field_derivative u) (at x within S)"
   unfolding has_field_derivative_iff
 proof (rule tendsto_cong)
   show "\<forall>\<^sub>F y in at x within S. (f y - f x) / (y - x) = (g y - g x) / (y - x)"
     using assms by (auto elim: eventually_mono)
 qed
 
 lemma DERIV_cong_ev:
   "x = y \<Longrightarrow> eventually (\<lambda>x. f x = g x) (nhds x) \<Longrightarrow> u = v \<Longrightarrow>
     DERIV f x :> u \<longleftrightarrow> DERIV g y :> v"
   by (rule has_field_derivative_cong_ev) simp_all
 
 lemma DERIV_shift:
   "(f has_field_derivative y) (at (x + z)) = ((\<lambda>x. f (x + z)) has_field_derivative y) (at x)"
   by (simp add: DERIV_def field_simps)
 
 lemma DERIV_mirror: "(DERIV f (- x) :> y) \<longleftrightarrow> (DERIV (\<lambda>x. f (- x)) x :> - y)"
   for f :: "real \<Rightarrow> real" and x y :: real
   by (simp add: DERIV_def filterlim_at_split filterlim_at_left_to_right
       tendsto_minus_cancel_left field_simps conj_commute)
 
 lemma floor_has_real_derivative:
   fixes f :: "real \<Rightarrow> 'a::{floor_ceiling,order_topology}"
   assumes "isCont f x"
     and "f x \<notin> \<int>"
   shows "((\<lambda>x. floor (f x)) has_real_derivative 0) (at x)"
 proof (subst DERIV_cong_ev[OF refl _ refl])
   show "((\<lambda>_. floor (f x)) has_real_derivative 0) (at x)"
     by simp
   have "\<forall>\<^sub>F y in at x. \<lfloor>f y\<rfloor> = \<lfloor>f x\<rfloor>"
     by (rule eventually_floor_eq[OF assms[unfolded continuous_at]])
   then show "\<forall>\<^sub>F y in nhds x. real_of_int \<lfloor>f y\<rfloor> = real_of_int \<lfloor>f x\<rfloor>"
     unfolding eventually_at_filter
     by eventually_elim auto
 qed
 
 lemmas has_derivative_floor[derivative_intros] =
   floor_has_real_derivative[THEN DERIV_compose_FDERIV]
 
 lemma continuous_floor:
   fixes x::real
   shows "x \<notin> \<int> \<Longrightarrow> continuous (at x) (real_of_int \<circ> floor)"
   using floor_has_real_derivative [where f=id]
   by (auto simp: o_def has_field_derivative_def intro: has_derivative_continuous)
 
 lemma continuous_frac:
   fixes x::real
   assumes "x \<notin> \<int>"
   shows "continuous (at x) frac"
 proof -
   have "isCont (\<lambda>x. real_of_int \<lfloor>x\<rfloor>) x"
     using continuous_floor [OF assms] by (simp add: o_def)
   then have *: "continuous (at x) (\<lambda>x. x - real_of_int \<lfloor>x\<rfloor>)"
     by (intro continuous_intros)
   moreover have "\<forall>\<^sub>F x in nhds x. frac x = x - real_of_int \<lfloor>x\<rfloor>"
     by (simp add: frac_def)
   ultimately show ?thesis
     by (simp add: LIM_imp_LIM frac_def isCont_def)
 qed
 
 text \<open>Caratheodory formulation of derivative at a point\<close>
 
 lemma CARAT_DERIV:
   "(DERIV f x :> l) \<longleftrightarrow> (\<exists>g. (\<forall>z. f z - f x = g z * (z - x)) \<and> isCont g x \<and> g x = l)"
   (is "?lhs = ?rhs")
 proof
   assume ?lhs
   show "\<exists>g. (\<forall>z. f z - f x = g z * (z - x)) \<and> isCont g x \<and> g x = l"
   proof (intro exI conjI)
     let ?g = "(\<lambda>z. if z = x then l else (f z - f x) / (z-x))"
     show "\<forall>z. f z - f x = ?g z * (z - x)"
       by simp
     show "isCont ?g x"
       using \<open>?lhs\<close> by (simp add: isCont_iff DERIV_def cong: LIM_equal [rule_format])
     show "?g x = l"
       by simp
   qed
 next
   assume ?rhs
   then show ?lhs
     by (auto simp add: isCont_iff DERIV_def cong: LIM_cong)
 qed
 
 
 subsection \<open>Local extrema\<close>
 
 text \<open>If \<^term>\<open>0 < f' x\<close> then \<^term>\<open>x\<close> is Locally Strictly Increasing At The Right.\<close>
 
 lemma has_real_derivative_pos_inc_right:
   fixes f :: "real \<Rightarrow> real"
   assumes der: "(f has_real_derivative l) (at x within S)"
     and l: "0 < l"
   shows "\<exists>d > 0. \<forall>h > 0. x + h \<in> S \<longrightarrow> h < d \<longrightarrow> f x < f (x + h)"
   using assms
 proof -
   from der [THEN has_field_derivativeD, THEN tendstoD, OF l, unfolded eventually_at]
   obtain s where s: "0 < s"
     and all: "\<And>xa. xa\<in>S \<Longrightarrow> xa \<noteq> x \<and> dist xa x < s \<longrightarrow> \<bar>(f xa - f x) / (xa - x) - l\<bar> < l"
     by (auto simp: dist_real_def)
   then show ?thesis
   proof (intro exI conjI strip)
     show "0 < s" by (rule s)
   next
     fix h :: real
     assume "0 < h" "h < s" "x + h \<in> S"
     with all [of "x + h"] show "f x < f (x+h)"
     proof (simp add: abs_if dist_real_def pos_less_divide_eq split: if_split_asm)
       assume "\<not> (f (x + h) - f x) / h < l" and h: "0 < h"
       with l have "0 < (f (x + h) - f x) / h"
         by arith
       then show "f x < f (x + h)"
         by (simp add: pos_less_divide_eq h)
     qed
   qed
 qed
 
 lemma DERIV_pos_inc_right:
   fixes f :: "real \<Rightarrow> real"
   assumes der: "DERIV f x :> l"
     and l: "0 < l"
   shows "\<exists>d > 0. \<forall>h > 0. h < d \<longrightarrow> f x < f (x + h)"
   using has_real_derivative_pos_inc_right[OF assms]
   by auto
 
 lemma has_real_derivative_neg_dec_left:
   fixes f :: "real \<Rightarrow> real"
   assumes der: "(f has_real_derivative l) (at x within S)"
     and "l < 0"
   shows "\<exists>d > 0. \<forall>h > 0. x - h \<in> S \<longrightarrow> h < d \<longrightarrow> f x < f (x - h)"
 proof -
   from \<open>l < 0\<close> have l: "- l > 0"
     by simp
   from der [THEN has_field_derivativeD, THEN tendstoD, OF l, unfolded eventually_at]
   obtain s where s: "0 < s"
     and all: "\<And>xa. xa\<in>S \<Longrightarrow> xa \<noteq> x \<and> dist xa x < s \<longrightarrow> \<bar>(f xa - f x) / (xa - x) - l\<bar> < - l"
     by (auto simp: dist_real_def)
   then show ?thesis
   proof (intro exI conjI strip)
     show "0 < s" by (rule s)
   next
     fix h :: real
     assume "0 < h" "h < s" "x - h \<in> S"
     with all [of "x - h"] show "f x < f (x-h)"
     proof (simp add: abs_if pos_less_divide_eq dist_real_def split: if_split_asm)
       assume "- ((f (x-h) - f x) / h) < l" and h: "0 < h"
       with l have "0 < (f (x-h) - f x) / h"
         by arith
       then show "f x < f (x - h)"
         by (simp add: pos_less_divide_eq h)
     qed
   qed
 qed
 
 lemma DERIV_neg_dec_left:
   fixes f :: "real \<Rightarrow> real"
   assumes der: "DERIV f x :> l"
     and l: "l < 0"
   shows "\<exists>d > 0. \<forall>h > 0. h < d \<longrightarrow> f x < f (x - h)"
   using has_real_derivative_neg_dec_left[OF assms]
   by auto
 
 lemma has_real_derivative_pos_inc_left:
   fixes f :: "real \<Rightarrow> real"
   shows "(f has_real_derivative l) (at x within S) \<Longrightarrow> 0 < l \<Longrightarrow>
     \<exists>d>0. \<forall>h>0. x - h \<in> S \<longrightarrow> h < d \<longrightarrow> f (x - h) < f x"
   by (rule has_real_derivative_neg_dec_left [of "\<lambda>x. - f x" "-l" x S, simplified])
       (auto simp add: DERIV_minus)
 
 lemma DERIV_pos_inc_left:
   fixes f :: "real \<Rightarrow> real"
   shows "DERIV f x :> l \<Longrightarrow> 0 < l \<Longrightarrow> \<exists>d > 0. \<forall>h > 0. h < d \<longrightarrow> f (x - h) < f x"
   using has_real_derivative_pos_inc_left
   by blast
 
 lemma has_real_derivative_neg_dec_right:
   fixes f :: "real \<Rightarrow> real"
   shows "(f has_real_derivative l) (at x within S) \<Longrightarrow> l < 0 \<Longrightarrow>
     \<exists>d > 0. \<forall>h > 0. x + h \<in> S \<longrightarrow> h < d \<longrightarrow> f x > f (x + h)"
   by (rule has_real_derivative_pos_inc_right [of "\<lambda>x. - f x" "-l" x S, simplified])
       (auto simp add: DERIV_minus)
 
 lemma DERIV_neg_dec_right:
   fixes f :: "real \<Rightarrow> real"
   shows "DERIV f x :> l \<Longrightarrow> l < 0 \<Longrightarrow> \<exists>d > 0. \<forall>h > 0. h < d \<longrightarrow> f x > f (x + h)"
   using has_real_derivative_neg_dec_right by blast
 
 lemma DERIV_local_max:
   fixes f :: "real \<Rightarrow> real"
   assumes der: "DERIV f x :> l"
     and d: "0 < d"
     and le: "\<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> f y \<le> f x"
   shows "l = 0"
 proof (cases rule: linorder_cases [of l 0])
   case equal
   then show ?thesis .
 next
   case less
   from DERIV_neg_dec_left [OF der less]
   obtain d' where d': "0 < d'" and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x - h)"
     by blast
   obtain e where "0 < e \<and> e < d \<and> e < d'"
     using field_lbound_gt_zero [OF d d']  ..
   with lt le [THEN spec [where x="x - e"]] show ?thesis
     by (auto simp add: abs_if)
 next
   case greater
   from DERIV_pos_inc_right [OF der greater]
   obtain d' where d': "0 < d'" and lt: "\<forall>h > 0. h < d' \<longrightarrow> f x < f (x + h)"
     by blast
   obtain e where "0 < e \<and> e < d \<and> e < d'"
     using field_lbound_gt_zero [OF d d'] ..
   with lt le [THEN spec [where x="x + e"]] show ?thesis
     by (auto simp add: abs_if)
 qed
 
 text \<open>Similar theorem for a local minimum\<close>
 lemma DERIV_local_min:
   fixes f :: "real \<Rightarrow> real"
   shows "DERIV f x :> l \<Longrightarrow> 0 < d \<Longrightarrow> \<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> f x \<le> f y \<Longrightarrow> l = 0"
   by (drule DERIV_minus [THEN DERIV_local_max]) auto
 
 
 text\<open>In particular, if a function is locally flat\<close>
 lemma DERIV_local_const:
   fixes f :: "real \<Rightarrow> real"
   shows "DERIV f x :> l \<Longrightarrow> 0 < d \<Longrightarrow> \<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> f x = f y \<Longrightarrow> l = 0"
   by (auto dest!: DERIV_local_max)
 
 
 subsection \<open>Rolle's Theorem\<close>
 
 text \<open>Lemma about introducing open ball in open interval\<close>
 lemma lemma_interval_lt: 
   fixes a b x :: real
   assumes "a < x" "x < b"
   shows "\<exists>d. 0 < d \<and> (\<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> a < y \<and> y < b)"
   using linorder_linear [of "x - a" "b - x"]
 proof 
   assume "x - a \<le> b - x"
   with assms show ?thesis
     by (rule_tac x = "x - a" in exI) auto
 next
   assume "b - x \<le> x - a"
   with assms show ?thesis
     by (rule_tac x = "b - x" in exI) auto
 qed
 
 lemma lemma_interval: "a < x \<Longrightarrow> x < b \<Longrightarrow> \<exists>d. 0 < d \<and> (\<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b)"
   for a b x :: real
   by (force dest: lemma_interval_lt)
 
 text \<open>Rolle's Theorem.
    If \<^term>\<open>f\<close> is defined and continuous on the closed interval
    \<open>[a,b]\<close> and differentiable on the open interval \<open>(a,b)\<close>,
    and \<^term>\<open>f a = f b\<close>,
    then there exists \<open>x0 \<in> (a,b)\<close> such that \<^term>\<open>f' x0 = 0\<close>\<close>
 theorem Rolle_deriv:
   fixes f :: "real \<Rightarrow> real"
   assumes "a < b"
     and fab: "f a = f b"
     and contf: "continuous_on {a..b} f"
     and derf: "\<And>x. \<lbrakk>a < x; x < b\<rbrakk> \<Longrightarrow> (f has_derivative f' x) (at x)"
   shows "\<exists>z. a < z \<and> z < b \<and> f' z = (\<lambda>v. 0)"
 proof -
   have le: "a \<le> b"
     using \<open>a < b\<close> by simp
     have "(a + b) / 2 \<in> {a..b}"
       using assms(1) by auto
     then have *: "{a..b} \<noteq> {}"
       by auto
   obtain x where x_max: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f z \<le> f x" and "a \<le> x" "x \<le> b"
     using continuous_attains_sup[OF compact_Icc * contf]
     by (meson atLeastAtMost_iff)
   obtain x' where x'_min: "\<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> f x' \<le> f z" and "a \<le> x'" "x' \<le> b"
     using continuous_attains_inf[OF compact_Icc * contf] by (meson atLeastAtMost_iff)
   consider "a < x" "x < b" | "x = a \<or> x = b"
     using \<open>a \<le> x\<close> \<open>x \<le> b\<close> by arith
   then show ?thesis
   proof cases
     case 1
     \<comment> \<open>\<^term>\<open>f\<close> attains its maximum within the interval\<close>
     then obtain l where der: "DERIV f x :> l"
       using derf differentiable_def real_differentiable_def by blast
     obtain d where d: "0 < d" and bound: "\<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
       using lemma_interval [OF 1] by blast
     then have bound': "\<forall>y. \<bar>x - y\<bar> < d \<longrightarrow> f y \<le> f x"
       using x_max by blast
     \<comment> \<open>the derivative at a local maximum is zero\<close>
     have "l = 0"
       by (rule DERIV_local_max [OF der d bound'])
     with 1 der derf [of x] show ?thesis
       by (metis has_derivative_unique has_field_derivative_def mult_zero_left)
   next
     case 2
     then have fx: "f b = f x" by (auto simp add: fab)
     consider "a < x'" "x' < b" | "x' = a \<or> x' = b"
       using \<open>a \<le> x'\<close> \<open>x' \<le> b\<close> by arith
     then show ?thesis
     proof cases
       case 1
         \<comment> \<open>\<^term>\<open>f\<close> attains its minimum within the interval\<close>
       then obtain l where der: "DERIV f x' :> l"
         using derf differentiable_def real_differentiable_def by blast 
       from lemma_interval [OF 1]
       obtain d where d: "0<d" and bound: "\<forall>y. \<bar>x'-y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
         by blast
       then have bound': "\<forall>y. \<bar>x' - y\<bar> < d \<longrightarrow> f x' \<le> f y"
         using x'_min by blast
       have "l = 0" by (rule DERIV_local_min [OF der d bound'])
         \<comment> \<open>the derivative at a local minimum is zero\<close>
       then show ?thesis using 1 der derf [of x'] 
         by (metis has_derivative_unique has_field_derivative_def mult_zero_left)
     next
       case 2
         \<comment> \<open>\<^term>\<open>f\<close> is constant throughout the interval\<close>
       then have fx': "f b = f x'" by (auto simp: fab)
       from dense [OF \<open>a < b\<close>] obtain r where r: "a < r" "r < b" by blast
       obtain d where d: "0 < d" and bound: "\<forall>y. \<bar>r - y\<bar> < d \<longrightarrow> a \<le> y \<and> y \<le> b"
         using lemma_interval [OF r] by blast
       have eq_fb: "f z = f b" if "a \<le> z" and "z \<le> b" for z
       proof (rule order_antisym)
         show "f z \<le> f b" by (simp add: fx x_max that)
         show "f b \<le> f z" by (simp add: fx' x'_min that)
       qed
       have bound': "\<forall>y. \<bar>r - y\<bar> < d \<longrightarrow> f r = f y"
       proof (intro strip)
         fix y :: real
         assume lt: "\<bar>r - y\<bar> < d"
         then have "f y = f b" by (simp add: eq_fb bound)
         then show "f r = f y" by (simp add: eq_fb r order_less_imp_le)
       qed
       obtain l where der: "DERIV f r :> l"
         using derf differentiable_def r(1) r(2) real_differentiable_def by blast
       have "l = 0"
         by (rule DERIV_local_const [OF der d bound'])
         \<comment> \<open>the derivative of a constant function is zero\<close>
       with r der derf [of r] show ?thesis
         by (metis has_derivative_unique has_field_derivative_def mult_zero_left)
     qed
   qed
 qed
 
 corollary Rolle:
   fixes a b :: real
   assumes ab: "a < b" "f a = f b" "continuous_on {a..b} f"
     and dif [rule_format]: "\<And>x. \<lbrakk>a < x; x < b\<rbrakk> \<Longrightarrow> f differentiable (at x)"
   shows "\<exists>z. a < z \<and> z < b \<and> DERIV f z :> 0"
 proof -
   obtain f' where f': "\<And>x. \<lbrakk>a < x; x < b\<rbrakk> \<Longrightarrow> (f has_derivative f' x) (at x)"
     using dif unfolding differentiable_def by metis
   then have "\<exists>z. a < z \<and> z < b \<and> f' z = (\<lambda>v. 0)"
     by (metis Rolle_deriv [OF ab])
   then show ?thesis
     using f' has_derivative_imp_has_field_derivative by fastforce
 qed
 
 subsection \<open>Mean Value Theorem\<close>
 
 theorem mvt:
   fixes f :: "real \<Rightarrow> real"
   assumes "a < b"
     and contf: "continuous_on {a..b} f"
     and derf: "\<And>x. \<lbrakk>a < x; x < b\<rbrakk> \<Longrightarrow> (f has_derivative f' x) (at x)"
   obtains \<xi> where "a < \<xi>" "\<xi> < b" "f b - f a = (f' \<xi>) (b - a)"
 proof -
   have "\<exists>x. a < x \<and> x < b \<and> (\<lambda>y. f' x y - (f b - f a) / (b - a) * y) = (\<lambda>v. 0)"
   proof (intro Rolle_deriv[OF \<open>a < b\<close>])
     fix x
     assume x: "a < x" "x < b"
     show "((\<lambda>x. f x - (f b - f a) / (b - a) * x) 
           has_derivative (\<lambda>y. f' x y - (f b - f a) / (b - a) * y)) (at x)"
       by (intro derivative_intros derf[OF x])
   qed (use assms in \<open>auto intro!: continuous_intros simp: field_simps\<close>)
   then obtain \<xi> where
     "a < \<xi>" "\<xi> < b" "(\<lambda>y. f' \<xi> y - (f b - f a) / (b - a) * y) = (\<lambda>v. 0)" 
     by metis
   then show ?thesis
     by (metis (no_types, hide_lams) that add.right_neutral add_diff_cancel_left' add_diff_eq \<open>a < b\<close>
                  less_irrefl nonzero_eq_divide_eq)
 qed
 
 theorem MVT:
   fixes a b :: real
   assumes lt: "a < b"
     and contf: "continuous_on {a..b} f"
     and dif: "\<And>x. \<lbrakk>a < x; x < b\<rbrakk> \<Longrightarrow> f differentiable (at x)"
   shows "\<exists>l z. a < z \<and> z < b \<and> DERIV f z :> l \<and> f b - f a = (b - a) * l"
 proof -
   obtain f' :: "real \<Rightarrow> real \<Rightarrow> real"
     where derf: "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> (f has_derivative f' x) (at x)"
     using dif unfolding differentiable_def by metis
   then obtain z where "a < z" "z < b" "f b - f a = (f' z) (b - a)"
     using mvt [OF lt contf] by blast
   then show ?thesis
     by (simp add: ac_simps)
       (metis derf dif has_derivative_unique has_field_derivative_imp_has_derivative real_differentiable_def)
 qed
 
 corollary MVT2:
   assumes "a < b" and der: "\<And>x. \<lbrakk>a \<le> x; x \<le> b\<rbrakk> \<Longrightarrow> DERIV f x :> f' x"
   shows "\<exists>z::real. a < z \<and> z < b \<and> (f b - f a = (b - a) * f' z)"
 proof -
   have "\<exists>l z. a < z \<and>
            z < b \<and>
            (f has_real_derivative l) (at z) \<and>
            f b - f a = (b - a) * l"
   proof (rule MVT [OF \<open>a < b\<close>])
     show "continuous_on {a..b} f"
       by (meson DERIV_continuous atLeastAtMost_iff continuous_at_imp_continuous_on der) 
     show "\<And>x. \<lbrakk>a < x; x < b\<rbrakk> \<Longrightarrow> f differentiable (at x)"
       using assms by (force dest: order_less_imp_le simp add: real_differentiable_def)
   qed
   with assms show ?thesis
     by (blast dest: DERIV_unique order_less_imp_le)
 qed
 
 lemma pos_deriv_imp_strict_mono:
   assumes "\<And>x. (f has_real_derivative f' x) (at x)"
   assumes "\<And>x. f' x > 0"
   shows   "strict_mono f"
 proof (rule strict_monoI)
   fix x y :: real assume xy: "x < y"
   from assms and xy have "\<exists>z>x. z < y \<and> f y - f x = (y - x) * f' z"
     by (intro MVT2) (auto dest: connectedD_interval)
   then obtain z where z: "z > x" "z < y" "f y - f x = (y - x) * f' z" by blast
   note \<open>f y - f x = (y - x) * f' z\<close>
   also have "(y - x) * f' z > 0" using xy assms by (intro mult_pos_pos) auto
   finally show "f x < f y" by simp
 qed
 
 proposition  deriv_nonneg_imp_mono:
   assumes deriv: "\<And>x. x \<in> {a..b} \<Longrightarrow> (g has_real_derivative g' x) (at x)"
   assumes nonneg: "\<And>x. x \<in> {a..b} \<Longrightarrow> g' x \<ge> 0"
   assumes ab: "a \<le> b"
   shows "g a \<le> g b"
 proof (cases "a < b")
   assume "a < b"
   from deriv have "\<And>x. \<lbrakk>x \<ge> a; x \<le> b\<rbrakk> \<Longrightarrow> (g has_real_derivative g' x) (at x)" by simp
   with MVT2[OF \<open>a < b\<close>] and deriv
     obtain \<xi> where \<xi>_ab: "\<xi> > a" "\<xi> < b" and g_ab: "g b - g a = (b - a) * g' \<xi>" by blast
   from \<xi>_ab ab nonneg have "(b - a) * g' \<xi> \<ge> 0" by simp
   with g_ab show ?thesis by simp
 qed (insert ab, simp)
 
 
 subsubsection \<open>A function is constant if its derivative is 0 over an interval.\<close>
 
 lemma DERIV_isconst_end:
   fixes f :: "real \<Rightarrow> real"
   assumes "a < b" and contf: "continuous_on {a..b} f"
     and 0: "\<And>x. \<lbrakk>a < x; x < b\<rbrakk> \<Longrightarrow> DERIV f x :> 0"
   shows "f b = f a"
   using MVT [OF \<open>a < b\<close>] "0" DERIV_unique contf real_differentiable_def
   by (fastforce simp: algebra_simps)
 
 lemma DERIV_isconst2:
   fixes f :: "real \<Rightarrow> real"
   assumes "a < b" and contf: "continuous_on {a..b} f" and derf: "\<And>x. \<lbrakk>a < x; x < b\<rbrakk> \<Longrightarrow> DERIV f x :> 0"
     and "a \<le> x" "x \<le> b"
 shows "f x = f a"
 proof (cases "a < x")
   case True
   have *: "continuous_on {a..x} f"
     using \<open>x \<le> b\<close> contf continuous_on_subset by fastforce
   show ?thesis
     by (rule DERIV_isconst_end [OF True *]) (use \<open>x \<le> b\<close> derf in auto)
 qed (use \<open>a \<le> x\<close> in auto)
 
 lemma DERIV_isconst3:
   fixes a b x y :: real
   assumes "a < b"
     and "x \<in> {a <..< b}"
     and "y \<in> {a <..< b}"
     and derivable: "\<And>x. x \<in> {a <..< b} \<Longrightarrow> DERIV f x :> 0"
   shows "f x = f y"
 proof (cases "x = y")
   case False
   let ?a = "min x y"
   let ?b = "max x y"
   have *: "DERIV f z :> 0" if "?a \<le> z" "z \<le> ?b" for z
   proof -
     have "a < z" and "z < b"
       using that \<open>x \<in> {a <..< b}\<close> and \<open>y \<in> {a <..< b}\<close> by auto
     then have "z \<in> {a<..<b}" by auto
     then show "DERIV f z :> 0" by (rule derivable)
   qed
   have isCont: "continuous_on {?a..?b} f"
     by (meson * DERIV_continuous_on atLeastAtMost_iff has_field_derivative_at_within)
   have DERIV: "\<And>z. \<lbrakk>?a < z; z < ?b\<rbrakk> \<Longrightarrow> DERIV f z :> 0"
     using * by auto
   have "?a < ?b" using \<open>x \<noteq> y\<close> by auto
   from DERIV_isconst2[OF this isCont DERIV, of x] and DERIV_isconst2[OF this isCont DERIV, of y]
   show ?thesis by auto
 qed auto
 
 lemma DERIV_isconst_all:
   fixes f :: "real \<Rightarrow> real"
   shows "\<forall>x. DERIV f x :> 0 \<Longrightarrow> f x = f y"
   apply (rule linorder_cases [of x y])
   apply (metis DERIV_continuous DERIV_isconst_end continuous_at_imp_continuous_on)+
   done
 
 lemma DERIV_const_ratio_const:
   fixes f :: "real \<Rightarrow> real"
   assumes "a \<noteq> b" and df: "\<And>x. DERIV f x :> k"
   shows "f b - f a = (b - a) * k"
 proof (cases a b rule: linorder_cases)
   case less
   show ?thesis
     using MVT [OF less] df
     by (metis DERIV_continuous DERIV_unique continuous_at_imp_continuous_on real_differentiable_def)
 next
   case greater
   have  "f a - f b = (a - b) * k"
     using MVT [OF greater] df
     by (metis DERIV_continuous DERIV_unique continuous_at_imp_continuous_on real_differentiable_def)
   then show ?thesis
     by (simp add: algebra_simps)
 qed auto
 
 lemma DERIV_const_ratio_const2:
   fixes f :: "real \<Rightarrow> real"
   assumes "a \<noteq> b" and df: "\<And>x. DERIV f x :> k"
   shows "(f b - f a) / (b - a) = k"
   using DERIV_const_ratio_const [OF assms] \<open>a \<noteq> b\<close> by auto
 
 lemma real_average_minus_first [simp]: "(a + b) / 2 - a = (b - a) / 2"
   for a b :: real
   by simp
 
 lemma real_average_minus_second [simp]: "(b + a) / 2 - a = (b - a) / 2"
   for a b :: real
   by simp
 
 text \<open>Gallileo's "trick": average velocity = av. of end velocities.\<close>
 
 lemma DERIV_const_average:
   fixes v :: "real \<Rightarrow> real"
     and a b :: real
   assumes neq: "a \<noteq> b"
     and der: "\<And>x. DERIV v x :> k"
   shows "v ((a + b) / 2) = (v a + v b) / 2"
 proof (cases rule: linorder_cases [of a b])
   case equal
   with neq show ?thesis by simp
 next
   case less
   have "(v b - v a) / (b - a) = k"
     by (rule DERIV_const_ratio_const2 [OF neq der])
   then have "(b - a) * ((v b - v a) / (b - a)) = (b - a) * k"
     by simp
   moreover have "(v ((a + b) / 2) - v a) / ((a + b) / 2 - a) = k"
     by (rule DERIV_const_ratio_const2 [OF _ der]) (simp add: neq)
   ultimately show ?thesis
     using neq by force
 next
   case greater
   have "(v b - v a) / (b - a) = k"
     by (rule DERIV_const_ratio_const2 [OF neq der])
   then have "(b - a) * ((v b - v a) / (b - a)) = (b - a) * k"
     by simp
   moreover have " (v ((b + a) / 2) - v a) / ((b + a) / 2 - a) = k"
     by (rule DERIV_const_ratio_const2 [OF _ der]) (simp add: neq)
   ultimately show ?thesis
     using neq by (force simp add: add.commute)
 qed
 
 subsubsection\<open>A function with positive derivative is increasing\<close>
 text \<open>A simple proof using the MVT, by Jeremy Avigad. And variants.\<close>
 lemma DERIV_pos_imp_increasing_open:
   fixes a b :: real
     and f :: "real \<Rightarrow> real"
   assumes "a < b"
     and "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> (\<exists>y. DERIV f x :> y \<and> y > 0)"
     and con: "continuous_on {a..b} f"
   shows "f a < f b"
 proof (rule ccontr)
   assume f: "\<not> ?thesis"
   have "\<exists>l z. a < z \<and> z < b \<and> DERIV f z :> l \<and> f b - f a = (b - a) * l"
     by (rule MVT) (use assms real_differentiable_def in \<open>force+\<close>)
   then obtain l z where z: "a < z" "z < b" "DERIV f z :> l" and "f b - f a = (b - a) * l"
     by auto
   with assms f have "\<not> l > 0"
     by (metis linorder_not_le mult_le_0_iff diff_le_0_iff_le)
   with assms z show False
     by (metis DERIV_unique)
 qed
 
 lemma DERIV_pos_imp_increasing:
   fixes a b :: real and f :: "real \<Rightarrow> real"
   assumes "a < b"
     and der: "\<And>x. \<lbrakk>a \<le> x; x \<le> b\<rbrakk> \<Longrightarrow> \<exists>y. DERIV f x :> y \<and> y > 0"
   shows "f a < f b"
   by (metis less_le_not_le DERIV_atLeastAtMost_imp_continuous_on DERIV_pos_imp_increasing_open [OF \<open>a < b\<close>] der)
 
 lemma DERIV_nonneg_imp_nondecreasing:
   fixes a b :: real
     and f :: "real \<Rightarrow> real"
   assumes "a \<le> b"
     and "\<And>x. \<lbrakk>a \<le> x; x \<le> b\<rbrakk> \<Longrightarrow> \<exists>y. DERIV f x :> y \<and> y \<ge> 0"
   shows "f a \<le> f b"
 proof (rule ccontr, cases "a = b")
   assume "\<not> ?thesis" and "a = b"
   then show False by auto
 next
   assume *: "\<not> ?thesis"
   assume "a \<noteq> b"
   with \<open>a \<le> b\<close> have "a < b"
     by linarith
   moreover have "continuous_on {a..b} f"
     by (meson DERIV_isCont assms(2) atLeastAtMost_iff continuous_at_imp_continuous_on)
   ultimately have "\<exists>l z. a < z \<and> z < b \<and> DERIV f z :> l \<and> f b - f a = (b - a) * l"
     using assms MVT [OF \<open>a < b\<close>, of f] real_differentiable_def less_eq_real_def by blast
   then obtain l z where lz: "a < z" "z < b" "DERIV f z :> l" and **: "f b - f a = (b - a) * l"
     by auto
   with * have "a < b" "f b < f a" by auto
   with ** have "\<not> l \<ge> 0" by (auto simp add: not_le algebra_simps)
     (metis * add_le_cancel_right assms(1) less_eq_real_def mult_right_mono add_left_mono linear order_refl)
   with assms lz show False
     by (metis DERIV_unique order_less_imp_le)
 qed
 
 lemma DERIV_neg_imp_decreasing_open:
   fixes a b :: real
     and f :: "real \<Rightarrow> real"
   assumes "a < b"
     and "\<And>x. a < x \<Longrightarrow> x < b \<Longrightarrow> \<exists>y. DERIV f x :> y \<and> y < 0"
     and con: "continuous_on {a..b} f"
   shows "f a > f b"
 proof -
   have "(\<lambda>x. -f x) a < (\<lambda>x. -f x) b"
   proof (rule DERIV_pos_imp_increasing_open [of a b])
     show "\<And>x. \<lbrakk>a < x; x < b\<rbrakk> \<Longrightarrow> \<exists>y. ((\<lambda>x. - f x) has_real_derivative y) (at x) \<and> 0 < y"
       using assms
       by simp (metis field_differentiable_minus neg_0_less_iff_less)
     show "continuous_on {a..b} (\<lambda>x. - f x)"
       using con continuous_on_minus by blast
   qed (use assms in auto)
   then show ?thesis
     by simp
 qed
 
 lemma DERIV_neg_imp_decreasing:
   fixes a b :: real and f :: "real \<Rightarrow> real"
   assumes "a < b"
     and der: "\<And>x. \<lbrakk>a \<le> x; x \<le> b\<rbrakk> \<Longrightarrow> \<exists>y. DERIV f x :> y \<and> y < 0"
   shows "f a > f b"
   by (metis less_le_not_le DERIV_atLeastAtMost_imp_continuous_on DERIV_neg_imp_decreasing_open [OF \<open>a < b\<close>] der)
 
 lemma DERIV_nonpos_imp_nonincreasing:
   fixes a b :: real
     and f :: "real \<Rightarrow> real"
   assumes "a \<le> b"
     and "\<And>x. \<lbrakk>a \<le> x; x \<le> b\<rbrakk> \<Longrightarrow> \<exists>y. DERIV f x :> y \<and> y \<le> 0"
   shows "f a \<ge> f b"
 proof -
   have "(\<lambda>x. -f x) a \<le> (\<lambda>x. -f x) b"
     using DERIV_nonneg_imp_nondecreasing [of a b "\<lambda>x. -f x"] assms DERIV_minus by fastforce
   then show ?thesis
     by simp
 qed
 
 lemma DERIV_pos_imp_increasing_at_bot:
   fixes f :: "real \<Rightarrow> real"
   assumes "\<And>x. x \<le> b \<Longrightarrow> (\<exists>y. DERIV f x :> y \<and> y > 0)"
     and lim: "(f \<longlongrightarrow> flim) at_bot"
   shows "flim < f b"
 proof -
   have "\<exists>N. \<forall>n\<le>N. f n \<le> f (b - 1)"
     by (rule_tac x="b - 2" in exI) (force intro: order.strict_implies_order DERIV_pos_imp_increasing assms)
   then have "flim \<le> f (b - 1)"
      by (auto simp: eventually_at_bot_linorder tendsto_upperbound [OF lim])
   also have "\<dots> < f b"
     by (force intro: DERIV_pos_imp_increasing [where f=f] assms)
   finally show ?thesis .
 qed
 
 lemma DERIV_neg_imp_decreasing_at_top:
   fixes f :: "real \<Rightarrow> real"
   assumes der: "\<And>x. x \<ge> b \<Longrightarrow> \<exists>y. DERIV f x :> y \<and> y < 0"
     and lim: "(f \<longlongrightarrow> flim) at_top"
   shows "flim < f b"
   apply (rule DERIV_pos_imp_increasing_at_bot [where f = "\<lambda>i. f (-i)" and b = "-b", simplified])
    apply (metis DERIV_mirror der le_minus_iff neg_0_less_iff_less)
   apply (metis filterlim_at_top_mirror lim)
   done
 
 text \<open>Derivative of inverse function\<close>
 
 lemma DERIV_inverse_function:
   fixes f g :: "real \<Rightarrow> real"
   assumes der: "DERIV f (g x) :> D"
     and neq: "D \<noteq> 0"
     and x: "a < x" "x < b"
     and inj: "\<And>y. \<lbrakk>a < y; y < b\<rbrakk> \<Longrightarrow> f (g y) = y"
     and cont: "isCont g x"
   shows "DERIV g x :> inverse D"
 unfolding has_field_derivative_iff
 proof (rule LIM_equal2)
   show "0 < min (x - a) (b - x)"
     using x by arith
 next
   fix y
   assume "norm (y - x) < min (x - a) (b - x)"
   then have "a < y" and "y < b"
     by (simp_all add: abs_less_iff)
   then show "(g y - g x) / (y - x) = inverse ((f (g y) - x) / (g y - g x))"
     by (simp add: inj)
 next
   have "(\<lambda>z. (f z - f (g x)) / (z - g x)) \<midarrow>g x\<rightarrow> D"
     by (rule der [unfolded has_field_derivative_iff])
   then have 1: "(\<lambda>z. (f z - x) / (z - g x)) \<midarrow>g x\<rightarrow> D"
     using inj x by simp
   have 2: "\<exists>d>0. \<forall>y. y \<noteq> x \<and> norm (y - x) < d \<longrightarrow> g y \<noteq> g x"
   proof (rule exI, safe)
     show "0 < min (x - a) (b - x)"
       using x by simp
   next
     fix y
     assume "norm (y - x) < min (x - a) (b - x)"
     then have y: "a < y" "y < b"
       by (simp_all add: abs_less_iff)
     assume "g y = g x"
     then have "f (g y) = f (g x)" by simp
     then have "y = x" using inj y x by simp
     also assume "y \<noteq> x"
     finally show False by simp
   qed
   have "(\<lambda>y. (f (g y) - x) / (g y - g x)) \<midarrow>x\<rightarrow> D"
     using cont 1 2 by (rule isCont_LIM_compose2)
   then show "(\<lambda>y. inverse ((f (g y) - x) / (g y - g x))) \<midarrow>x\<rightarrow> inverse D"
     using neq by (rule tendsto_inverse)
 qed
 
 subsection \<open>Generalized Mean Value Theorem\<close>
 
 theorem GMVT:
   fixes a b :: real
   assumes alb: "a < b"
     and fc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x"
     and fd: "\<forall>x. a < x \<and> x < b \<longrightarrow> f differentiable (at x)"
     and gc: "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont g x"
     and gd: "\<forall>x. a < x \<and> x < b \<longrightarrow> g differentiable (at x)"
   shows "\<exists>g'c f'c c.
     DERIV g c :> g'c \<and> DERIV f c :> f'c \<and> a < c \<and> c < b \<and> (f b - f a) * g'c = (g b - g a) * f'c"
 proof -
   let ?h = "\<lambda>x. (f b - f a) * g x - (g b - g a) * f x"
   have "\<exists>l z. a < z \<and> z < b \<and> DERIV ?h z :> l \<and> ?h b - ?h a = (b - a) * l"
   proof (rule MVT)
     from assms show "a < b" by simp
     show "continuous_on {a..b} ?h"
       by (simp add: continuous_at_imp_continuous_on fc gc)
     show "\<And>x. \<lbrakk>a < x; x < b\<rbrakk> \<Longrightarrow> ?h differentiable (at x)"
       using fd gd by simp
   qed
   then obtain l where l: "\<exists>z. a < z \<and> z < b \<and> DERIV ?h z :> l \<and> ?h b - ?h a = (b - a) * l" ..
   then obtain c where c: "a < c \<and> c < b \<and> DERIV ?h c :> l \<and> ?h b - ?h a = (b - a) * l" ..
 
   from c have cint: "a < c \<and> c < b" by auto
   then obtain g'c where g'c: "DERIV g c :> g'c"
     using gd real_differentiable_def by blast 
   from c have "a < c \<and> c < b" by auto
   then obtain f'c where f'c: "DERIV f c :> f'c"
     using fd real_differentiable_def by blast 
 
   from c have "DERIV ?h c :> l" by auto
   moreover have "DERIV ?h c :>  g'c * (f b - f a) - f'c * (g b - g a)"
     using g'c f'c by (auto intro!: derivative_eq_intros)
   ultimately have leq: "l =  g'c * (f b - f a) - f'c * (g b - g a)" by (rule DERIV_unique)
 
   have "?h b - ?h a = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))"
   proof -
     from c have "?h b - ?h a = (b - a) * l" by auto
     also from leq have "\<dots> = (b - a) * (g'c * (f b - f a) - f'c * (g b - g a))" by simp
     finally show ?thesis by simp
   qed
   moreover have "?h b - ?h a = 0"
   proof -
     have "?h b - ?h a =
       ((f b)*(g b) - (f a)*(g b) - (g b)*(f b) + (g a)*(f b)) -
       ((f b)*(g a) - (f a)*(g a) - (g b)*(f a) + (g a)*(f a))"
       by (simp add: algebra_simps)
     then show ?thesis  by auto
   qed
   ultimately have "(b - a) * (g'c * (f b - f a) - f'c * (g b - g a)) = 0" by auto
   with alb have "g'c * (f b - f a) - f'c * (g b - g a) = 0" by simp
   then have "g'c * (f b - f a) = f'c * (g b - g a)" by simp
   then have "(f b - f a) * g'c = (g b - g a) * f'c" by (simp add: ac_simps)
   with g'c f'c cint show ?thesis by auto
 qed
 
 lemma GMVT':
   fixes f g :: "real \<Rightarrow> real"
   assumes "a < b"
     and isCont_f: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont f z"
     and isCont_g: "\<And>z. a \<le> z \<Longrightarrow> z \<le> b \<Longrightarrow> isCont g z"
     and DERIV_g: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV g z :> (g' z)"
     and DERIV_f: "\<And>z. a < z \<Longrightarrow> z < b \<Longrightarrow> DERIV f z :> (f' z)"
   shows "\<exists>c. a < c \<and> c < b \<and> (f b - f a) * g' c = (g b - g a) * f' c"
 proof -
   have "\<exists>g'c f'c c. DERIV g c :> g'c \<and> DERIV f c :> f'c \<and>
       a < c \<and> c < b \<and> (f b - f a) * g'c = (g b - g a) * f'c"
     using assms by (intro GMVT) (force simp: real_differentiable_def)+
   then obtain c where "a < c" "c < b" "(f b - f a) * g' c = (g b - g a) * f' c"
     using DERIV_f DERIV_g by (force dest: DERIV_unique)
   then show ?thesis
     by auto
 qed
 
 
 subsection \<open>L'Hopitals rule\<close>
 
 lemma isCont_If_ge:
   fixes a :: "'a :: linorder_topology"
   assumes "continuous (at_left a) g" and f: "(f \<longlongrightarrow> g a) (at_right a)"
   shows "isCont (\<lambda>x. if x \<le> a then g x else f x) a" (is "isCont ?gf a")
 proof -
   have g: "(g \<longlongrightarrow> g a) (at_left a)"
     using assms continuous_within by blast
   show ?thesis
     unfolding isCont_def continuous_within
   proof (intro filterlim_split_at; simp)
     show "(?gf \<longlongrightarrow> g a) (at_left a)"
       by (subst filterlim_cong[OF refl refl, where g=g]) (simp_all add: eventually_at_filter less_le g)
     show "(?gf \<longlongrightarrow> g a) (at_right a)"
       by (subst filterlim_cong[OF refl refl, where g=f]) (simp_all add: eventually_at_filter less_le f)
   qed
 qed
 
 lemma lhopital_right_0:
   fixes f0 g0 :: "real \<Rightarrow> real"
   assumes f_0: "(f0 \<longlongrightarrow> 0) (at_right 0)"
     and g_0: "(g0 \<longlongrightarrow> 0) (at_right 0)"
     and ev:
       "eventually (\<lambda>x. g0 x \<noteq> 0) (at_right 0)"
       "eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)"
       "eventually (\<lambda>x. DERIV f0 x :> f' x) (at_right 0)"
       "eventually (\<lambda>x. DERIV g0 x :> g' x) (at_right 0)"
     and lim: "filterlim (\<lambda> x. (f' x / g' x)) F (at_right 0)"
   shows "filterlim (\<lambda> x. f0 x / g0 x) F (at_right 0)"
 proof -
   define f where [abs_def]: "f x = (if x \<le> 0 then 0 else f0 x)" for x
   then have "f 0 = 0" by simp
 
   define g where [abs_def]: "g x = (if x \<le> 0 then 0 else g0 x)" for x
   then have "g 0 = 0" by simp
 
   have "eventually (\<lambda>x. g0 x \<noteq> 0 \<and> g' x \<noteq> 0 \<and>
       DERIV f0 x :> (f' x) \<and> DERIV g0 x :> (g' x)) (at_right 0)"
     using ev by eventually_elim auto
   then obtain a where [arith]: "0 < a"
     and g0_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g0 x \<noteq> 0"
     and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0"
     and f0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV f0 x :> (f' x)"
     and g0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> DERIV g0 x :> (g' x)"
     unfolding eventually_at by (auto simp: dist_real_def)
 
   have g_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g x \<noteq> 0"
     using g0_neq_0 by (simp add: g_def)
 
   have f: "DERIV f x :> (f' x)" if x: "0 < x" "x < a" for x
     using that
     by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ f0[OF x]])
       (auto simp: f_def eventually_nhds_metric dist_real_def intro!: exI[of _ x])
 
   have g: "DERIV g x :> (g' x)" if x: "0 < x" "x < a" for x
     using that
     by (intro DERIV_cong_ev[THEN iffD1, OF _ _ _ g0[OF x]])
          (auto simp: g_def eventually_nhds_metric dist_real_def intro!: exI[of _ x])
 
   have "isCont f 0"
     unfolding f_def by (intro isCont_If_ge f_0 continuous_const)
 
   have "isCont g 0"
     unfolding g_def by (intro isCont_If_ge g_0 continuous_const)
 
   have "\<exists>\<zeta>. \<forall>x\<in>{0 <..< a}. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)"
   proof (rule bchoice, rule ballI)
     fix x
     assume "x \<in> {0 <..< a}"
     then have x[arith]: "0 < x" "x < a" by auto
     with g'_neq_0 g_neq_0 \<open>g 0 = 0\<close> have g': "\<And>x. 0 < x \<Longrightarrow> x < a  \<Longrightarrow> 0 \<noteq> g' x" "g 0 \<noteq> g x"
       by auto
     have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont f x"
       using \<open>isCont f 0\<close> f by (auto intro: DERIV_isCont simp: le_less)
     moreover have "\<And>x. 0 \<le> x \<Longrightarrow> x < a \<Longrightarrow> isCont g x"
       using \<open>isCont g 0\<close> g by (auto intro: DERIV_isCont simp: le_less)
     ultimately have "\<exists>c. 0 < c \<and> c < x \<and> (f x - f 0) * g' c = (g x - g 0) * f' c"
       using f g \<open>x < a\<close> by (intro GMVT') auto
     then obtain c where *: "0 < c" "c < x" "(f x - f 0) * g' c = (g x - g 0) * f' c"
       by blast
     moreover
     from * g'(1)[of c] g'(2) have "(f x - f 0)  / (g x - g 0) = f' c / g' c"
       by (simp add: field_simps)
     ultimately show "\<exists>y. 0 < y \<and> y < x \<and> f x / g x = f' y / g' y"
       using \<open>f 0 = 0\<close> \<open>g 0 = 0\<close> by (auto intro!: exI[of _ c])
   qed
   then obtain \<zeta> where "\<forall>x\<in>{0 <..< a}. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)" ..
   then have \<zeta>: "eventually (\<lambda>x. 0 < \<zeta> x \<and> \<zeta> x < x \<and> f x / g x = f' (\<zeta> x) / g' (\<zeta> x)) (at_right 0)"
     unfolding eventually_at by (intro exI[of _ a]) (auto simp: dist_real_def)
   moreover
   from \<zeta> have "eventually (\<lambda>x. norm (\<zeta> x) \<le> x) (at_right 0)"
     by eventually_elim auto
   then have "((\<lambda>x. norm (\<zeta> x)) \<longlongrightarrow> 0) (at_right 0)"
     by (rule_tac real_tendsto_sandwich[where f="\<lambda>x. 0" and h="\<lambda>x. x"]) auto
   then have "(\<zeta> \<longlongrightarrow> 0) (at_right 0)"
     by (rule tendsto_norm_zero_cancel)
   with \<zeta> have "filterlim \<zeta> (at_right 0) (at_right 0)"
     by (auto elim!: eventually_mono simp: filterlim_at)
   from this lim have "filterlim (\<lambda>t. f' (\<zeta> t) / g' (\<zeta> t)) F (at_right 0)"
     by (rule_tac filterlim_compose[of _ _ _ \<zeta>])
   ultimately have "filterlim (\<lambda>t. f t / g t) F (at_right 0)" (is ?P)
     by (rule_tac filterlim_cong[THEN iffD1, OF refl refl])
        (auto elim: eventually_mono)
   also have "?P \<longleftrightarrow> ?thesis"
     by (rule filterlim_cong) (auto simp: f_def g_def eventually_at_filter)
   finally show ?thesis .
 qed
 
 lemma lhopital_right:
   "(f \<longlongrightarrow> 0) (at_right x) \<Longrightarrow> (g \<longlongrightarrow> 0) (at_right x) \<Longrightarrow>
     eventually (\<lambda>x. g x \<noteq> 0) (at_right x) \<Longrightarrow>
     eventually (\<lambda>x. g' x \<noteq> 0) (at_right x) \<Longrightarrow>
     eventually (\<lambda>x. DERIV f x :> f' x) (at_right x) \<Longrightarrow>
     eventually (\<lambda>x. DERIV g x :> g' x) (at_right x) \<Longrightarrow>
     filterlim (\<lambda> x. (f' x / g' x)) F (at_right x) \<Longrightarrow>
   filterlim (\<lambda> x. f x / g x) F (at_right x)"
   for x :: real
   unfolding eventually_at_right_to_0[of _ x] filterlim_at_right_to_0[of _ _ x] DERIV_shift
   by (rule lhopital_right_0)
 
 lemma lhopital_left:
   "(f \<longlongrightarrow> 0) (at_left x) \<Longrightarrow> (g \<longlongrightarrow> 0) (at_left x) \<Longrightarrow>
     eventually (\<lambda>x. g x \<noteq> 0) (at_left x) \<Longrightarrow>
     eventually (\<lambda>x. g' x \<noteq> 0) (at_left x) \<Longrightarrow>
     eventually (\<lambda>x. DERIV f x :> f' x) (at_left x) \<Longrightarrow>
     eventually (\<lambda>x. DERIV g x :> g' x) (at_left x) \<Longrightarrow>
     filterlim (\<lambda> x. (f' x / g' x)) F (at_left x) \<Longrightarrow>
   filterlim (\<lambda> x. f x / g x) F (at_left x)"
   for x :: real
   unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror
   by (rule lhopital_right[where f'="\<lambda>x. - f' (- x)"]) (auto simp: DERIV_mirror)
 
 lemma lhopital:
   "(f \<longlongrightarrow> 0) (at x) \<Longrightarrow> (g \<longlongrightarrow> 0) (at x) \<Longrightarrow>
     eventually (\<lambda>x. g x \<noteq> 0) (at x) \<Longrightarrow>
     eventually (\<lambda>x. g' x \<noteq> 0) (at x) \<Longrightarrow>
     eventually (\<lambda>x. DERIV f x :> f' x) (at x) \<Longrightarrow>
     eventually (\<lambda>x. DERIV g x :> g' x) (at x) \<Longrightarrow>
     filterlim (\<lambda> x. (f' x / g' x)) F (at x) \<Longrightarrow>
   filterlim (\<lambda> x. f x / g x) F (at x)"
   for x :: real
   unfolding eventually_at_split filterlim_at_split
   by (auto intro!: lhopital_right[of f x g g' f'] lhopital_left[of f x g g' f'])
 
 
 lemma lhopital_right_0_at_top:
   fixes f g :: "real \<Rightarrow> real"
   assumes g_0: "LIM x at_right 0. g x :> at_top"
     and ev:
       "eventually (\<lambda>x. g' x \<noteq> 0) (at_right 0)"
       "eventually (\<lambda>x. DERIV f x :> f' x) (at_right 0)"
       "eventually (\<lambda>x. DERIV g x :> g' x) (at_right 0)"
     and lim: "((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> x) (at_right 0)"
   shows "((\<lambda> x. f x / g x) \<longlongrightarrow> x) (at_right 0)"
   unfolding tendsto_iff
 proof safe
   fix e :: real
   assume "0 < e"
   with lim[unfolded tendsto_iff, rule_format, of "e / 4"]
   have "eventually (\<lambda>t. dist (f' t / g' t) x < e / 4) (at_right 0)"
     by simp
   from eventually_conj[OF eventually_conj[OF ev(1) ev(2)] eventually_conj[OF ev(3) this]]
   obtain a where [arith]: "0 < a"
     and g'_neq_0: "\<And>x. 0 < x \<Longrightarrow> x < a \<Longrightarrow> g' x \<noteq> 0"
     and f0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV f x :> (f' x)"
     and g0: "\<And>x. 0 < x \<Longrightarrow> x \<le> a \<Longrightarrow> DERIV g x :> (g' x)"
     and Df: "\<And>t. 0 < t \<Longrightarrow> t < a \<Longrightarrow> dist (f' t / g' t) x < e / 4"
     unfolding eventually_at_le by (auto simp: dist_real_def)
 
   from Df have "eventually (\<lambda>t. t < a) (at_right 0)" "eventually (\<lambda>t::real. 0 < t) (at_right 0)"
     unfolding eventually_at by (auto intro!: exI[of _ a] simp: dist_real_def)
 
   moreover
   have "eventually (\<lambda>t. 0 < g t) (at_right 0)" "eventually (\<lambda>t. g a < g t) (at_right 0)"
     using g_0 by (auto elim: eventually_mono simp: filterlim_at_top_dense)
 
   moreover
   have inv_g: "((\<lambda>x. inverse (g x)) \<longlongrightarrow> 0) (at_right 0)"
     using tendsto_inverse_0 filterlim_mono[OF g_0 at_top_le_at_infinity order_refl]
     by (rule filterlim_compose)
   then have "((\<lambda>x. norm (1 - g a * inverse (g x))) \<longlongrightarrow> norm (1 - g a * 0)) (at_right 0)"
     by (intro tendsto_intros)
   then have "((\<lambda>x. norm (1 - g a / g x)) \<longlongrightarrow> 1) (at_right 0)"
     by (simp add: inverse_eq_divide)
   from this[unfolded tendsto_iff, rule_format, of 1]
   have "eventually (\<lambda>x. norm (1 - g a / g x) < 2) (at_right 0)"
     by (auto elim!: eventually_mono simp: dist_real_def)
 
   moreover
   from inv_g have "((\<lambda>t. norm ((f a - x * g a) * inverse (g t))) \<longlongrightarrow> norm ((f a - x * g a) * 0))
       (at_right 0)"
     by (intro tendsto_intros)
   then have "((\<lambda>t. norm (f a - x * g a) / norm (g t)) \<longlongrightarrow> 0) (at_right 0)"
     by (simp add: inverse_eq_divide)
   from this[unfolded tendsto_iff, rule_format, of "e / 2"] \<open>0 < e\<close>
   have "eventually (\<lambda>t. norm (f a - x * g a) / norm (g t) < e / 2) (at_right 0)"
     by (auto simp: dist_real_def)
 
   ultimately show "eventually (\<lambda>t. dist (f t / g t) x < e) (at_right 0)"
   proof eventually_elim
     fix t assume t[arith]: "0 < t" "t < a" "g a < g t" "0 < g t"
     assume ineq: "norm (1 - g a / g t) < 2" "norm (f a - x * g a) / norm (g t) < e / 2"
 
     have "\<exists>y. t < y \<and> y < a \<and> (g a - g t) * f' y = (f a - f t) * g' y"
       using f0 g0 t(1,2) by (intro GMVT') (force intro!: DERIV_isCont)+
     then obtain y where [arith]: "t < y" "y < a"
       and D_eq0: "(g a - g t) * f' y = (f a - f t) * g' y"
       by blast
     from D_eq0 have D_eq: "(f t - f a) / (g t - g a) = f' y / g' y"
       using \<open>g a < g t\<close> g'_neq_0[of y] by (auto simp add: field_simps)
 
     have *: "f t / g t - x = ((f t - f a) / (g t - g a) - x) * (1 - g a / g t) + (f a - x * g a) / g t"
       by (simp add: field_simps)
     have "norm (f t / g t - x) \<le>
         norm (((f t - f a) / (g t - g a) - x) * (1 - g a / g t)) + norm ((f a - x * g a) / g t)"
       unfolding * by (rule norm_triangle_ineq)
     also have "\<dots> = dist (f' y / g' y) x * norm (1 - g a / g t) + norm (f a - x * g a) / norm (g t)"
       by (simp add: abs_mult D_eq dist_real_def)
     also have "\<dots> < (e / 4) * 2 + e / 2"
       using ineq Df[of y] \<open>0 < e\<close> by (intro add_le_less_mono mult_mono) auto
     finally show "dist (f t / g t) x < e"
       by (simp add: dist_real_def)
   qed
 qed
 
 lemma lhopital_right_at_top:
   "LIM x at_right x. (g::real \<Rightarrow> real) x :> at_top \<Longrightarrow>
     eventually (\<lambda>x. g' x \<noteq> 0) (at_right x) \<Longrightarrow>
     eventually (\<lambda>x. DERIV f x :> f' x) (at_right x) \<Longrightarrow>
     eventually (\<lambda>x. DERIV g x :> g' x) (at_right x) \<Longrightarrow>
     ((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> y) (at_right x) \<Longrightarrow>
     ((\<lambda> x. f x / g x) \<longlongrightarrow> y) (at_right x)"
   unfolding eventually_at_right_to_0[of _ x] filterlim_at_right_to_0[of _ _ x] DERIV_shift
   by (rule lhopital_right_0_at_top)
 
 lemma lhopital_left_at_top:
   "LIM x at_left x. g x :> at_top \<Longrightarrow>
     eventually (\<lambda>x. g' x \<noteq> 0) (at_left x) \<Longrightarrow>
     eventually (\<lambda>x. DERIV f x :> f' x) (at_left x) \<Longrightarrow>
     eventually (\<lambda>x. DERIV g x :> g' x) (at_left x) \<Longrightarrow>
     ((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> y) (at_left x) \<Longrightarrow>
     ((\<lambda> x. f x / g x) \<longlongrightarrow> y) (at_left x)"
   for x :: real
   unfolding eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror
   by (rule lhopital_right_at_top[where f'="\<lambda>x. - f' (- x)"]) (auto simp: DERIV_mirror)
 
 lemma lhopital_at_top:
   "LIM x at x. (g::real \<Rightarrow> real) x :> at_top \<Longrightarrow>
     eventually (\<lambda>x. g' x \<noteq> 0) (at x) \<Longrightarrow>
     eventually (\<lambda>x. DERIV f x :> f' x) (at x) \<Longrightarrow>
     eventually (\<lambda>x. DERIV g x :> g' x) (at x) \<Longrightarrow>
     ((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> y) (at x) \<Longrightarrow>
     ((\<lambda> x. f x / g x) \<longlongrightarrow> y) (at x)"
   unfolding eventually_at_split filterlim_at_split
   by (auto intro!: lhopital_right_at_top[of g x g' f f'] lhopital_left_at_top[of g x g' f f'])
 
 lemma lhospital_at_top_at_top:
   fixes f g :: "real \<Rightarrow> real"
   assumes g_0: "LIM x at_top. g x :> at_top"
     and g': "eventually (\<lambda>x. g' x \<noteq> 0) at_top"
     and Df: "eventually (\<lambda>x. DERIV f x :> f' x) at_top"
     and Dg: "eventually (\<lambda>x. DERIV g x :> g' x) at_top"
     and lim: "((\<lambda> x. (f' x / g' x)) \<longlongrightarrow> x) at_top"
   shows "((\<lambda> x. f x / g x) \<longlongrightarrow> x) at_top"
   unfolding filterlim_at_top_to_right
 proof (rule lhopital_right_0_at_top)
   let ?F = "\<lambda>x. f (inverse x)"
   let ?G = "\<lambda>x. g (inverse x)"
   let ?R = "at_right (0::real)"
   let ?D = "\<lambda>f' x. f' (inverse x) * - (inverse x ^ Suc (Suc 0))"
   show "LIM x ?R. ?G x :> at_top"
     using g_0 unfolding filterlim_at_top_to_right .
   show "eventually (\<lambda>x. DERIV ?G x  :> ?D g' x) ?R"
     unfolding eventually_at_right_to_top
     using Dg eventually_ge_at_top[where c=1]
     by eventually_elim (rule derivative_eq_intros DERIV_chain'[where f=inverse] | simp)+
   show "eventually (\<lambda>x. DERIV ?F x  :> ?D f' x) ?R"
     unfolding eventually_at_right_to_top
     using Df eventually_ge_at_top[where c=1]
     by eventually_elim (rule derivative_eq_intros DERIV_chain'[where f=inverse] | simp)+
   show "eventually (\<lambda>x. ?D g' x \<noteq> 0) ?R"
     unfolding eventually_at_right_to_top
     using g' eventually_ge_at_top[where c=1]
     by eventually_elim auto
   show "((\<lambda>x. ?D f' x / ?D g' x) \<longlongrightarrow> x) ?R"
     unfolding filterlim_at_right_to_top
     apply (intro filterlim_cong[THEN iffD2, OF refl refl _ lim])
     using eventually_ge_at_top[where c=1]
     by eventually_elim simp
 qed
 
 lemma lhopital_right_at_top_at_top:
   fixes f g :: "real \<Rightarrow> real"
   assumes f_0: "LIM x at_right a. f x :> at_top"
   assumes g_0: "LIM x at_right a. g x :> at_top"
     and ev:
       "eventually (\<lambda>x. DERIV f x :> f' x) (at_right a)"
       "eventually (\<lambda>x. DERIV g x :> g' x) (at_right a)"
     and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_top (at_right a)"
   shows "filterlim (\<lambda> x. f x / g x) at_top (at_right a)"
 proof -
   from lim have pos: "eventually (\<lambda>x. f' x / g' x > 0) (at_right a)"
     unfolding filterlim_at_top_dense by blast
   have "((\<lambda>x. g x / f x) \<longlongrightarrow> 0) (at_right a)"
   proof (rule lhopital_right_at_top)
     from pos show "eventually (\<lambda>x. f' x \<noteq> 0) (at_right a)" by eventually_elim auto
     from tendsto_inverse_0_at_top[OF lim]
       show "((\<lambda>x. g' x / f' x) \<longlongrightarrow> 0) (at_right a)" by simp
   qed fact+
   moreover from f_0 g_0 
     have "eventually (\<lambda>x. f x > 0) (at_right a)" "eventually (\<lambda>x. g x > 0) (at_right a)"
     unfolding filterlim_at_top_dense by blast+
   hence "eventually (\<lambda>x. g x / f x > 0) (at_right a)" by eventually_elim simp
   ultimately have "filterlim (\<lambda>x. inverse (g x / f x)) at_top (at_right a)"
     by (rule filterlim_inverse_at_top)
   thus ?thesis by simp
 qed
 
 lemma lhopital_right_at_top_at_bot:
   fixes f g :: "real \<Rightarrow> real"
   assumes f_0: "LIM x at_right a. f x :> at_top"
   assumes g_0: "LIM x at_right a. g x :> at_bot"
     and ev:
       "eventually (\<lambda>x. DERIV f x :> f' x) (at_right a)"
       "eventually (\<lambda>x. DERIV g x :> g' x) (at_right a)"
     and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_bot (at_right a)"
   shows "filterlim (\<lambda> x. f x / g x) at_bot (at_right a)"
 proof -
   from ev(2) have ev': "eventually (\<lambda>x. DERIV (\<lambda>x. -g x) x :> -g' x) (at_right a)"
     by eventually_elim (auto intro: derivative_intros)
   have "filterlim (\<lambda>x. f x / (-g x)) at_top (at_right a)"
     by (rule lhopital_right_at_top_at_top[where f' = f' and g' = "\<lambda>x. -g' x"])
        (insert assms ev', auto simp: filterlim_uminus_at_bot)
   hence "filterlim (\<lambda>x. -(f x / g x)) at_top (at_right a)" by simp
   thus ?thesis by (simp add: filterlim_uminus_at_bot)
 qed
 
 lemma lhopital_left_at_top_at_top:
   fixes f g :: "real \<Rightarrow> real"
   assumes f_0: "LIM x at_left a. f x :> at_top"
   assumes g_0: "LIM x at_left a. g x :> at_top"
     and ev:
       "eventually (\<lambda>x. DERIV f x :> f' x) (at_left a)"
       "eventually (\<lambda>x. DERIV g x :> g' x) (at_left a)"
     and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_top (at_left a)"
   shows "filterlim (\<lambda> x. f x / g x) at_top (at_left a)"
   by (insert assms, unfold eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror,
       rule lhopital_right_at_top_at_top[where f'="\<lambda>x. - f' (- x)"]) 
      (insert assms, auto simp: DERIV_mirror)
 
 lemma lhopital_left_at_top_at_bot:
   fixes f g :: "real \<Rightarrow> real"
   assumes f_0: "LIM x at_left a. f x :> at_top"
   assumes g_0: "LIM x at_left a. g x :> at_bot"
     and ev:
       "eventually (\<lambda>x. DERIV f x :> f' x) (at_left a)"
       "eventually (\<lambda>x. DERIV g x :> g' x) (at_left a)"
     and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_bot (at_left a)"
   shows "filterlim (\<lambda> x. f x / g x) at_bot (at_left a)"
   by (insert assms, unfold eventually_at_left_to_right filterlim_at_left_to_right DERIV_mirror,
       rule lhopital_right_at_top_at_bot[where f'="\<lambda>x. - f' (- x)"]) 
      (insert assms, auto simp: DERIV_mirror)
 
 lemma lhopital_at_top_at_top:
   fixes f g :: "real \<Rightarrow> real"
   assumes f_0: "LIM x at a. f x :> at_top"
   assumes g_0: "LIM x at a. g x :> at_top"
     and ev:
       "eventually (\<lambda>x. DERIV f x :> f' x) (at a)"
       "eventually (\<lambda>x. DERIV g x :> g' x) (at a)"
     and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_top (at a)"
   shows "filterlim (\<lambda> x. f x / g x) at_top (at a)"
   using assms unfolding eventually_at_split filterlim_at_split
   by (auto intro!: lhopital_right_at_top_at_top[of f a g f' g'] 
                    lhopital_left_at_top_at_top[of f a g f' g'])
 
 lemma lhopital_at_top_at_bot:
   fixes f g :: "real \<Rightarrow> real"
   assumes f_0: "LIM x at a. f x :> at_top"
   assumes g_0: "LIM x at a. g x :> at_bot"
     and ev:
       "eventually (\<lambda>x. DERIV f x :> f' x) (at a)"
       "eventually (\<lambda>x. DERIV g x :> g' x) (at a)"
     and lim: "filterlim (\<lambda> x. (f' x / g' x)) at_bot (at a)"
   shows "filterlim (\<lambda> x. f x / g x) at_bot (at a)"
   using assms unfolding eventually_at_split filterlim_at_split
   by (auto intro!: lhopital_right_at_top_at_bot[of f a g f' g'] 
                    lhopital_left_at_top_at_bot[of f a g f' g'])
 
 end
diff --git a/src/HOL/Limits.thy b/src/HOL/Limits.thy
--- a/src/HOL/Limits.thy
+++ b/src/HOL/Limits.thy
@@ -1,2936 +1,2942 @@
 (*  Title:      HOL/Limits.thy
     Author:     Brian Huffman
     Author:     Jacques D. Fleuriot, University of Cambridge
     Author:     Lawrence C Paulson
     Author:     Jeremy Avigad
 *)
 
 section \<open>Limits on Real Vector Spaces\<close>
 
 theory Limits
   imports Real_Vector_Spaces
 begin
 
 subsection \<open>Filter going to infinity norm\<close>
 
 definition at_infinity :: "'a::real_normed_vector filter"
   where "at_infinity = (INF r. principal {x. r \<le> norm x})"
 
 lemma eventually_at_infinity: "eventually P at_infinity \<longleftrightarrow> (\<exists>b. \<forall>x. b \<le> norm x \<longrightarrow> P x)"
   unfolding at_infinity_def
   by (subst eventually_INF_base)
      (auto simp: subset_eq eventually_principal intro!: exI[of _ "max a b" for a b])
 
 corollary eventually_at_infinity_pos:
   "eventually p at_infinity \<longleftrightarrow> (\<exists>b. 0 < b \<and> (\<forall>x. norm x \<ge> b \<longrightarrow> p x))"
   unfolding eventually_at_infinity
   by (meson le_less_trans norm_ge_zero not_le zero_less_one)
 
 lemma at_infinity_eq_at_top_bot: "(at_infinity :: real filter) = sup at_top at_bot"
 proof -
   have 1: "\<lbrakk>\<forall>n\<ge>u. A n; \<forall>n\<le>v. A n\<rbrakk>
        \<Longrightarrow> \<exists>b. \<forall>x. b \<le> \<bar>x\<bar> \<longrightarrow> A x" for A and u v::real
     by (rule_tac x="max (- v) u" in exI) (auto simp: abs_real_def)
   have 2: "\<forall>x. u \<le> \<bar>x\<bar> \<longrightarrow> A x \<Longrightarrow> \<exists>N. \<forall>n\<ge>N. A n" for A and u::real
     by (meson abs_less_iff le_cases less_le_not_le)
   have 3: "\<forall>x. u \<le> \<bar>x\<bar> \<longrightarrow> A x \<Longrightarrow> \<exists>N. \<forall>n\<le>N. A n" for A and u::real
     by (metis (full_types) abs_ge_self abs_minus_cancel le_minus_iff order_trans)
   show ?thesis
     by (auto simp: filter_eq_iff eventually_sup eventually_at_infinity
       eventually_at_top_linorder eventually_at_bot_linorder intro: 1 2 3)
 qed
 
 lemma at_top_le_at_infinity: "at_top \<le> (at_infinity :: real filter)"
   unfolding at_infinity_eq_at_top_bot by simp
 
 lemma at_bot_le_at_infinity: "at_bot \<le> (at_infinity :: real filter)"
   unfolding at_infinity_eq_at_top_bot by simp
 
 lemma filterlim_at_top_imp_at_infinity: "filterlim f at_top F \<Longrightarrow> filterlim f at_infinity F"
   for f :: "_ \<Rightarrow> real"
   by (rule filterlim_mono[OF _ at_top_le_at_infinity order_refl])
 
 lemma filterlim_real_at_infinity_sequentially: "filterlim real at_infinity sequentially"
   by (simp add: filterlim_at_top_imp_at_infinity filterlim_real_sequentially)
 
 lemma lim_infinity_imp_sequentially: "(f \<longlongrightarrow> l) at_infinity \<Longrightarrow> ((\<lambda>n. f(n)) \<longlongrightarrow> l) sequentially"
   by (simp add: filterlim_at_top_imp_at_infinity filterlim_compose filterlim_real_sequentially)
 
 
 subsubsection \<open>Boundedness\<close>
 
 definition Bfun :: "('a \<Rightarrow> 'b::metric_space) \<Rightarrow> 'a filter \<Rightarrow> bool"
   where Bfun_metric_def: "Bfun f F = (\<exists>y. \<exists>K>0. eventually (\<lambda>x. dist (f x) y \<le> K) F)"
 
 abbreviation Bseq :: "(nat \<Rightarrow> 'a::metric_space) \<Rightarrow> bool"
   where "Bseq X \<equiv> Bfun X sequentially"
 
 lemma Bseq_conv_Bfun: "Bseq X \<longleftrightarrow> Bfun X sequentially" ..
 
 lemma Bseq_ignore_initial_segment: "Bseq X \<Longrightarrow> Bseq (\<lambda>n. X (n + k))"
   unfolding Bfun_metric_def by (subst eventually_sequentially_seg)
 
 lemma Bseq_offset: "Bseq (\<lambda>n. X (n + k)) \<Longrightarrow> Bseq X"
   unfolding Bfun_metric_def by (subst (asm) eventually_sequentially_seg)
 
 lemma Bfun_def: "Bfun f F \<longleftrightarrow> (\<exists>K>0. eventually (\<lambda>x. norm (f x) \<le> K) F)"
   unfolding Bfun_metric_def norm_conv_dist
 proof safe
   fix y K
   assume K: "0 < K" and *: "eventually (\<lambda>x. dist (f x) y \<le> K) F"
   moreover have "eventually (\<lambda>x. dist (f x) 0 \<le> dist (f x) y + dist 0 y) F"
     by (intro always_eventually) (metis dist_commute dist_triangle)
   with * have "eventually (\<lambda>x. dist (f x) 0 \<le> K + dist 0 y) F"
     by eventually_elim auto
   with \<open>0 < K\<close> show "\<exists>K>0. eventually (\<lambda>x. dist (f x) 0 \<le> K) F"
     by (intro exI[of _ "K + dist 0 y"] add_pos_nonneg conjI zero_le_dist) auto
 qed (force simp del: norm_conv_dist [symmetric])
 
 lemma BfunI:
   assumes K: "eventually (\<lambda>x. norm (f x) \<le> K) F"
   shows "Bfun f F"
   unfolding Bfun_def
 proof (intro exI conjI allI)
   show "0 < max K 1" by simp
   show "eventually (\<lambda>x. norm (f x) \<le> max K 1) F"
     using K by (rule eventually_mono) simp
 qed
 
 lemma BfunE:
   assumes "Bfun f F"
   obtains B where "0 < B" and "eventually (\<lambda>x. norm (f x) \<le> B) F"
   using assms unfolding Bfun_def by blast
 
 lemma Cauchy_Bseq:
   assumes "Cauchy X" shows "Bseq X"
 proof -
   have "\<exists>y K. 0 < K \<and> (\<exists>N. \<forall>n\<ge>N. dist (X n) y \<le> K)"
     if "\<And>m n. \<lbrakk>m \<ge> M; n \<ge> M\<rbrakk> \<Longrightarrow> dist (X m) (X n) < 1" for M
     by (meson order.order_iff_strict that zero_less_one)
   with assms show ?thesis
     by (force simp: Cauchy_def Bfun_metric_def eventually_sequentially)
 qed
 
 subsubsection \<open>Bounded Sequences\<close>
 
 lemma BseqI': "(\<And>n. norm (X n) \<le> K) \<Longrightarrow> Bseq X"
   by (intro BfunI) (auto simp: eventually_sequentially)
 
 lemma BseqI2': "\<forall>n\<ge>N. norm (X n) \<le> K \<Longrightarrow> Bseq X"
   by (intro BfunI) (auto simp: eventually_sequentially)
 
 lemma Bseq_def: "Bseq X \<longleftrightarrow> (\<exists>K>0. \<forall>n. norm (X n) \<le> K)"
   unfolding Bfun_def eventually_sequentially
 proof safe
   fix N K
   assume "0 < K" "\<forall>n\<ge>N. norm (X n) \<le> K"
   then show "\<exists>K>0. \<forall>n. norm (X n) \<le> K"
     by (intro exI[of _ "max (Max (norm ` X ` {..N})) K"] max.strict_coboundedI2)
        (auto intro!: imageI not_less[where 'a=nat, THEN iffD1] Max_ge simp: le_max_iff_disj)
 qed auto
 
 lemma BseqE: "Bseq X \<Longrightarrow> (\<And>K. 0 < K \<Longrightarrow> \<forall>n. norm (X n) \<le> K \<Longrightarrow> Q) \<Longrightarrow> Q"
   unfolding Bseq_def by auto
 
 lemma BseqD: "Bseq X \<Longrightarrow> \<exists>K. 0 < K \<and> (\<forall>n. norm (X n) \<le> K)"
   by (simp add: Bseq_def)
 
 lemma BseqI: "0 < K \<Longrightarrow> \<forall>n. norm (X n) \<le> K \<Longrightarrow> Bseq X"
   by (auto simp: Bseq_def)
 
 lemma Bseq_bdd_above: "Bseq X \<Longrightarrow> bdd_above (range X)"
   for X :: "nat \<Rightarrow> real"
 proof (elim BseqE, intro bdd_aboveI2)
   fix K n
   assume "0 < K" "\<forall>n. norm (X n) \<le> K"
   then show "X n \<le> K"
     by (auto elim!: allE[of _ n])
 qed
 
 lemma Bseq_bdd_above': "Bseq X \<Longrightarrow> bdd_above (range (\<lambda>n. norm (X n)))"
   for X :: "nat \<Rightarrow> 'a :: real_normed_vector"
 proof (elim BseqE, intro bdd_aboveI2)
   fix K n
   assume "0 < K" "\<forall>n. norm (X n) \<le> K"
   then show "norm (X n) \<le> K"
     by (auto elim!: allE[of _ n])
 qed
 
 lemma Bseq_bdd_below: "Bseq X \<Longrightarrow> bdd_below (range X)"
   for X :: "nat \<Rightarrow> real"
 proof (elim BseqE, intro bdd_belowI2)
   fix K n
   assume "0 < K" "\<forall>n. norm (X n) \<le> K"
   then show "- K \<le> X n"
     by (auto elim!: allE[of _ n])
 qed
 
 lemma Bseq_eventually_mono:
   assumes "eventually (\<lambda>n. norm (f n) \<le> norm (g n)) sequentially" "Bseq g"
   shows "Bseq f"
 proof -
   from assms(2) obtain K where "0 < K" and "eventually (\<lambda>n. norm (g n) \<le> K) sequentially"
     unfolding Bfun_def by fast
   with assms(1) have "eventually (\<lambda>n. norm (f n) \<le> K) sequentially"
     by (fast elim: eventually_elim2 order_trans)
   with \<open>0 < K\<close> show "Bseq f"
     unfolding Bfun_def by fast
 qed
 
 lemma lemma_NBseq_def: "(\<exists>K > 0. \<forall>n. norm (X n) \<le> K) \<longleftrightarrow> (\<exists>N. \<forall>n. norm (X n) \<le> real(Suc N))"
 proof safe
   fix K :: real
   from reals_Archimedean2 obtain n :: nat where "K < real n" ..
   then have "K \<le> real (Suc n)" by auto
   moreover assume "\<forall>m. norm (X m) \<le> K"
   ultimately have "\<forall>m. norm (X m) \<le> real (Suc n)"
     by (blast intro: order_trans)
   then show "\<exists>N. \<forall>n. norm (X n) \<le> real (Suc N)" ..
 next
   show "\<And>N. \<forall>n. norm (X n) \<le> real (Suc N) \<Longrightarrow> \<exists>K>0. \<forall>n. norm (X n) \<le> K"
     using of_nat_0_less_iff by blast
 qed
 
 text \<open>Alternative definition for \<open>Bseq\<close>.\<close>
 lemma Bseq_iff: "Bseq X \<longleftrightarrow> (\<exists>N. \<forall>n. norm (X n) \<le> real(Suc N))"
   by (simp add: Bseq_def) (simp add: lemma_NBseq_def)
 
 lemma lemma_NBseq_def2: "(\<exists>K > 0. \<forall>n. norm (X n) \<le> K) = (\<exists>N. \<forall>n. norm (X n) < real(Suc N))"
 proof -
   have *: "\<And>N. \<forall>n. norm (X n) \<le> 1 + real N \<Longrightarrow>
          \<exists>N. \<forall>n. norm (X n) < 1 + real N"
     by (metis add.commute le_less_trans less_add_one of_nat_Suc)
   then show ?thesis
     unfolding lemma_NBseq_def
     by (metis less_le_not_le not_less_iff_gr_or_eq of_nat_Suc)
 qed
 
 text \<open>Yet another definition for Bseq.\<close>
 lemma Bseq_iff1a: "Bseq X \<longleftrightarrow> (\<exists>N. \<forall>n. norm (X n) < real (Suc N))"
   by (simp add: Bseq_def lemma_NBseq_def2)
 
 subsubsection \<open>A Few More Equivalence Theorems for Boundedness\<close>
 
 text \<open>Alternative formulation for boundedness.\<close>
 lemma Bseq_iff2: "Bseq X \<longleftrightarrow> (\<exists>k > 0. \<exists>x. \<forall>n. norm (X n + - x) \<le> k)"
   by (metis BseqE BseqI' add.commute add_cancel_right_left add_uminus_conv_diff norm_add_leD
             norm_minus_cancel norm_minus_commute)
 
 text \<open>Alternative formulation for boundedness.\<close>
 lemma Bseq_iff3: "Bseq X \<longleftrightarrow> (\<exists>k>0. \<exists>N. \<forall>n. norm (X n + - X N) \<le> k)"
   (is "?P \<longleftrightarrow> ?Q")
 proof
   assume ?P
   then obtain K where *: "0 < K" and **: "\<And>n. norm (X n) \<le> K"
     by (auto simp: Bseq_def)
   from * have "0 < K + norm (X 0)" by (rule order_less_le_trans) simp
   from ** have "\<forall>n. norm (X n - X 0) \<le> K + norm (X 0)"
     by (auto intro: order_trans norm_triangle_ineq4)
   then have "\<forall>n. norm (X n + - X 0) \<le> K + norm (X 0)"
     by simp
   with \<open>0 < K + norm (X 0)\<close> show ?Q by blast
 next
   assume ?Q
   then show ?P by (auto simp: Bseq_iff2)
 qed
 
 
 subsubsection \<open>Upper Bounds and Lubs of Bounded Sequences\<close>
 
 lemma Bseq_minus_iff: "Bseq (\<lambda>n. - (X n) :: 'a::real_normed_vector) \<longleftrightarrow> Bseq X"
   by (simp add: Bseq_def)
 
 lemma Bseq_add:
   fixes f :: "nat \<Rightarrow> 'a::real_normed_vector"
   assumes "Bseq f"
   shows "Bseq (\<lambda>x. f x + c)"
 proof -
   from assms obtain K where K: "\<And>x. norm (f x) \<le> K"
     unfolding Bseq_def by blast
   {
     fix x :: nat
     have "norm (f x + c) \<le> norm (f x) + norm c" by (rule norm_triangle_ineq)
     also have "norm (f x) \<le> K" by (rule K)
     finally have "norm (f x + c) \<le> K + norm c" by simp
   }
   then show ?thesis by (rule BseqI')
 qed
 
 lemma Bseq_add_iff: "Bseq (\<lambda>x. f x + c) \<longleftrightarrow> Bseq f"
   for f :: "nat \<Rightarrow> 'a::real_normed_vector"
   using Bseq_add[of f c] Bseq_add[of "\<lambda>x. f x + c" "-c"] by auto
 
 lemma Bseq_mult:
   fixes f g :: "nat \<Rightarrow> 'a::real_normed_field"
   assumes "Bseq f" and "Bseq g"
   shows "Bseq (\<lambda>x. f x * g x)"
 proof -
   from assms obtain K1 K2 where K: "norm (f x) \<le> K1" "K1 > 0" "norm (g x) \<le> K2" "K2 > 0"
     for x
     unfolding Bseq_def by blast
   then have "norm (f x * g x) \<le> K1 * K2" for x
     by (auto simp: norm_mult intro!: mult_mono)
   then show ?thesis by (rule BseqI')
 qed
 
 lemma Bfun_const [simp]: "Bfun (\<lambda>_. c) F"
   unfolding Bfun_metric_def by (auto intro!: exI[of _ c] exI[of _ "1::real"])
 
 lemma Bseq_cmult_iff:
   fixes c :: "'a::real_normed_field"
   assumes "c \<noteq> 0"
   shows "Bseq (\<lambda>x. c * f x) \<longleftrightarrow> Bseq f"
 proof
   assume "Bseq (\<lambda>x. c * f x)"
   with Bfun_const have "Bseq (\<lambda>x. inverse c * (c * f x))"
     by (rule Bseq_mult)
   with \<open>c \<noteq> 0\<close> show "Bseq f"
     by (simp add: field_split_simps)
 qed (intro Bseq_mult Bfun_const)
 
 lemma Bseq_subseq: "Bseq f \<Longrightarrow> Bseq (\<lambda>x. f (g x))"
   for f :: "nat \<Rightarrow> 'a::real_normed_vector"
   unfolding Bseq_def by auto
 
 lemma Bseq_Suc_iff: "Bseq (\<lambda>n. f (Suc n)) \<longleftrightarrow> Bseq f"
   for f :: "nat \<Rightarrow> 'a::real_normed_vector"
   using Bseq_offset[of f 1] by (auto intro: Bseq_subseq)
 
 lemma increasing_Bseq_subseq_iff:
   assumes "\<And>x y. x \<le> y \<Longrightarrow> norm (f x :: 'a::real_normed_vector) \<le> norm (f y)" "strict_mono g"
   shows "Bseq (\<lambda>x. f (g x)) \<longleftrightarrow> Bseq f"
 proof
   assume "Bseq (\<lambda>x. f (g x))"
   then obtain K where K: "\<And>x. norm (f (g x)) \<le> K"
     unfolding Bseq_def by auto
   {
     fix x :: nat
     from filterlim_subseq[OF assms(2)] obtain y where "g y \<ge> x"
       by (auto simp: filterlim_at_top eventually_at_top_linorder)
     then have "norm (f x) \<le> norm (f (g y))"
       using assms(1) by blast
     also have "norm (f (g y)) \<le> K" by (rule K)
     finally have "norm (f x) \<le> K" .
   }
   then show "Bseq f" by (rule BseqI')
 qed (use Bseq_subseq[of f g] in simp_all)
 
 lemma nonneg_incseq_Bseq_subseq_iff:
   fixes f :: "nat \<Rightarrow> real"
     and g :: "nat \<Rightarrow> nat"
   assumes "\<And>x. f x \<ge> 0" "incseq f" "strict_mono g"
   shows "Bseq (\<lambda>x. f (g x)) \<longleftrightarrow> Bseq f"
   using assms by (intro increasing_Bseq_subseq_iff) (auto simp: incseq_def)
 
 lemma Bseq_eq_bounded: "range f \<subseteq> {a..b} \<Longrightarrow> Bseq f"
   for a b :: real
 proof (rule BseqI'[where K="max (norm a) (norm b)"])
   fix n assume "range f \<subseteq> {a..b}"
   then have "f n \<in> {a..b}"
     by blast
   then show "norm (f n) \<le> max (norm a) (norm b)"
     by auto
 qed
 
 lemma incseq_bounded: "incseq X \<Longrightarrow> \<forall>i. X i \<le> B \<Longrightarrow> Bseq X"
   for B :: real
   by (intro Bseq_eq_bounded[of X "X 0" B]) (auto simp: incseq_def)
 
 lemma decseq_bounded: "decseq X \<Longrightarrow> \<forall>i. B \<le> X i \<Longrightarrow> Bseq X"
   for B :: real
   by (intro Bseq_eq_bounded[of X B "X 0"]) (auto simp: decseq_def)
 
 
 subsection \<open>Convergence to Zero\<close>
 
 definition Zfun :: "('a \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a filter \<Rightarrow> bool"
   where "Zfun f F = (\<forall>r>0. eventually (\<lambda>x. norm (f x) < r) F)"
 
 lemma ZfunI: "(\<And>r. 0 < r \<Longrightarrow> eventually (\<lambda>x. norm (f x) < r) F) \<Longrightarrow> Zfun f F"
   by (simp add: Zfun_def)
 
 lemma ZfunD: "Zfun f F \<Longrightarrow> 0 < r \<Longrightarrow> eventually (\<lambda>x. norm (f x) < r) F"
   by (simp add: Zfun_def)
 
 lemma Zfun_ssubst: "eventually (\<lambda>x. f x = g x) F \<Longrightarrow> Zfun g F \<Longrightarrow> Zfun f F"
   unfolding Zfun_def by (auto elim!: eventually_rev_mp)
 
 lemma Zfun_zero: "Zfun (\<lambda>x. 0) F"
   unfolding Zfun_def by simp
 
 lemma Zfun_norm_iff: "Zfun (\<lambda>x. norm (f x)) F = Zfun (\<lambda>x. f x) F"
   unfolding Zfun_def by simp
 
 lemma Zfun_imp_Zfun:
   assumes f: "Zfun f F"
     and g: "eventually (\<lambda>x. norm (g x) \<le> norm (f x) * K) F"
   shows "Zfun (\<lambda>x. g x) F"
 proof (cases "0 < K")
   case K: True
   show ?thesis
   proof (rule ZfunI)
     fix r :: real
     assume "0 < r"
     then have "0 < r / K" using K by simp
     then have "eventually (\<lambda>x. norm (f x) < r / K) F"
       using ZfunD [OF f] by blast
     with g show "eventually (\<lambda>x. norm (g x) < r) F"
     proof eventually_elim
       case (elim x)
       then have "norm (f x) * K < r"
         by (simp add: pos_less_divide_eq K)
       then show ?case
         by (simp add: order_le_less_trans [OF elim(1)])
     qed
   qed
 next
   case False
   then have K: "K \<le> 0" by (simp only: not_less)
   show ?thesis
   proof (rule ZfunI)
     fix r :: real
     assume "0 < r"
     from g show "eventually (\<lambda>x. norm (g x) < r) F"
     proof eventually_elim
       case (elim x)
       also have "norm (f x) * K \<le> norm (f x) * 0"
         using K norm_ge_zero by (rule mult_left_mono)
       finally show ?case
         using \<open>0 < r\<close> by simp
     qed
   qed
 qed
 
 lemma Zfun_le: "Zfun g F \<Longrightarrow> \<forall>x. norm (f x) \<le> norm (g x) \<Longrightarrow> Zfun f F"
   by (erule Zfun_imp_Zfun [where K = 1]) simp
 
 lemma Zfun_add:
   assumes f: "Zfun f F"
     and g: "Zfun g F"
   shows "Zfun (\<lambda>x. f x + g x) F"
 proof (rule ZfunI)
   fix r :: real
   assume "0 < r"
   then have r: "0 < r / 2" by simp
   have "eventually (\<lambda>x. norm (f x) < r/2) F"
     using f r by (rule ZfunD)
   moreover
   have "eventually (\<lambda>x. norm (g x) < r/2) F"
     using g r by (rule ZfunD)
   ultimately
   show "eventually (\<lambda>x. norm (f x + g x) < r) F"
   proof eventually_elim
     case (elim x)
     have "norm (f x + g x) \<le> norm (f x) + norm (g x)"
       by (rule norm_triangle_ineq)
     also have "\<dots> < r/2 + r/2"
       using elim by (rule add_strict_mono)
     finally show ?case
       by simp
   qed
 qed
 
 lemma Zfun_minus: "Zfun f F \<Longrightarrow> Zfun (\<lambda>x. - f x) F"
   unfolding Zfun_def by simp
 
 lemma Zfun_diff: "Zfun f F \<Longrightarrow> Zfun g F \<Longrightarrow> Zfun (\<lambda>x. f x - g x) F"
   using Zfun_add [of f F "\<lambda>x. - g x"] by (simp add: Zfun_minus)
 
 lemma (in bounded_linear) Zfun:
   assumes g: "Zfun g F"
   shows "Zfun (\<lambda>x. f (g x)) F"
 proof -
   obtain K where "norm (f x) \<le> norm x * K" for x
     using bounded by blast
   then have "eventually (\<lambda>x. norm (f (g x)) \<le> norm (g x) * K) F"
     by simp
   with g show ?thesis
     by (rule Zfun_imp_Zfun)
 qed
 
 lemma (in bounded_bilinear) Zfun:
   assumes f: "Zfun f F"
     and g: "Zfun g F"
   shows "Zfun (\<lambda>x. f x ** g x) F"
 proof (rule ZfunI)
   fix r :: real
   assume r: "0 < r"
   obtain K where K: "0 < K"
     and norm_le: "norm (x ** y) \<le> norm x * norm y * K" for x y
     using pos_bounded by blast
   from K have K': "0 < inverse K"
     by (rule positive_imp_inverse_positive)
   have "eventually (\<lambda>x. norm (f x) < r) F"
     using f r by (rule ZfunD)
   moreover
   have "eventually (\<lambda>x. norm (g x) < inverse K) F"
     using g K' by (rule ZfunD)
   ultimately
   show "eventually (\<lambda>x. norm (f x ** g x) < r) F"
   proof eventually_elim
     case (elim x)
     have "norm (f x ** g x) \<le> norm (f x) * norm (g x) * K"
       by (rule norm_le)
     also have "norm (f x) * norm (g x) * K < r * inverse K * K"
       by (intro mult_strict_right_mono mult_strict_mono' norm_ge_zero elim K)
     also from K have "r * inverse K * K = r"
       by simp
     finally show ?case .
   qed
 qed
 
 lemma (in bounded_bilinear) Zfun_left: "Zfun f F \<Longrightarrow> Zfun (\<lambda>x. f x ** a) F"
   by (rule bounded_linear_left [THEN bounded_linear.Zfun])
 
 lemma (in bounded_bilinear) Zfun_right: "Zfun f F \<Longrightarrow> Zfun (\<lambda>x. a ** f x) F"
   by (rule bounded_linear_right [THEN bounded_linear.Zfun])
 
 lemmas Zfun_mult = bounded_bilinear.Zfun [OF bounded_bilinear_mult]
 lemmas Zfun_mult_right = bounded_bilinear.Zfun_right [OF bounded_bilinear_mult]
 lemmas Zfun_mult_left = bounded_bilinear.Zfun_left [OF bounded_bilinear_mult]
 
 lemma tendsto_Zfun_iff: "(f \<longlongrightarrow> a) F = Zfun (\<lambda>x. f x - a) F"
   by (simp only: tendsto_iff Zfun_def dist_norm)
 
 lemma tendsto_0_le:
   "(f \<longlongrightarrow> 0) F \<Longrightarrow> eventually (\<lambda>x. norm (g x) \<le> norm (f x) * K) F \<Longrightarrow> (g \<longlongrightarrow> 0) F"
   by (simp add: Zfun_imp_Zfun tendsto_Zfun_iff)
 
 
 subsubsection \<open>Distance and norms\<close>
 
 lemma tendsto_dist [tendsto_intros]:
   fixes l m :: "'a::metric_space"
   assumes f: "(f \<longlongrightarrow> l) F"
     and g: "(g \<longlongrightarrow> m) F"
   shows "((\<lambda>x. dist (f x) (g x)) \<longlongrightarrow> dist l m) F"
 proof (rule tendstoI)
   fix e :: real
   assume "0 < e"
   then have e2: "0 < e/2" by simp
   from tendstoD [OF f e2] tendstoD [OF g e2]
   show "eventually (\<lambda>x. dist (dist (f x) (g x)) (dist l m) < e) F"
   proof (eventually_elim)
     case (elim x)
     then show "dist (dist (f x) (g x)) (dist l m) < e"
       unfolding dist_real_def
       using dist_triangle2 [of "f x" "g x" "l"]
         and dist_triangle2 [of "g x" "l" "m"]
         and dist_triangle3 [of "l" "m" "f x"]
         and dist_triangle [of "f x" "m" "g x"]
       by arith
   qed
 qed
 
 lemma continuous_dist[continuous_intros]:
   fixes f g :: "_ \<Rightarrow> 'a :: metric_space"
   shows "continuous F f \<Longrightarrow> continuous F g \<Longrightarrow> continuous F (\<lambda>x. dist (f x) (g x))"
   unfolding continuous_def by (rule tendsto_dist)
 
 lemma continuous_on_dist[continuous_intros]:
   fixes f g :: "_ \<Rightarrow> 'a :: metric_space"
   shows "continuous_on s f \<Longrightarrow> continuous_on s g \<Longrightarrow> continuous_on s (\<lambda>x. dist (f x) (g x))"
   unfolding continuous_on_def by (auto intro: tendsto_dist)
 
 lemma continuous_at_dist: "isCont (dist a) b"
   using continuous_on_dist [OF continuous_on_const continuous_on_id] continuous_on_eq_continuous_within by blast
 
 lemma tendsto_norm [tendsto_intros]: "(f \<longlongrightarrow> a) F \<Longrightarrow> ((\<lambda>x. norm (f x)) \<longlongrightarrow> norm a) F"
   unfolding norm_conv_dist by (intro tendsto_intros)
 
 lemma continuous_norm [continuous_intros]: "continuous F f \<Longrightarrow> continuous F (\<lambda>x. norm (f x))"
   unfolding continuous_def by (rule tendsto_norm)
 
 lemma continuous_on_norm [continuous_intros]:
   "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. norm (f x))"
   unfolding continuous_on_def by (auto intro: tendsto_norm)
 
 lemma tendsto_norm_zero: "(f \<longlongrightarrow> 0) F \<Longrightarrow> ((\<lambda>x. norm (f x)) \<longlongrightarrow> 0) F"
   by (drule tendsto_norm) simp
 
 lemma tendsto_norm_zero_cancel: "((\<lambda>x. norm (f x)) \<longlongrightarrow> 0) F \<Longrightarrow> (f \<longlongrightarrow> 0) F"
   unfolding tendsto_iff dist_norm by simp
 
 lemma tendsto_norm_zero_iff: "((\<lambda>x. norm (f x)) \<longlongrightarrow> 0) F \<longleftrightarrow> (f \<longlongrightarrow> 0) F"
   unfolding tendsto_iff dist_norm by simp
 
 lemma tendsto_rabs [tendsto_intros]: "(f \<longlongrightarrow> l) F \<Longrightarrow> ((\<lambda>x. \<bar>f x\<bar>) \<longlongrightarrow> \<bar>l\<bar>) F"
   for l :: real
   by (fold real_norm_def) (rule tendsto_norm)
 
 lemma continuous_rabs [continuous_intros]:
   "continuous F f \<Longrightarrow> continuous F (\<lambda>x. \<bar>f x :: real\<bar>)"
   unfolding real_norm_def[symmetric] by (rule continuous_norm)
 
 lemma continuous_on_rabs [continuous_intros]:
   "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. \<bar>f x :: real\<bar>)"
   unfolding real_norm_def[symmetric] by (rule continuous_on_norm)
 
 lemma tendsto_rabs_zero: "(f \<longlongrightarrow> (0::real)) F \<Longrightarrow> ((\<lambda>x. \<bar>f x\<bar>) \<longlongrightarrow> 0) F"
   by (fold real_norm_def) (rule tendsto_norm_zero)
 
 lemma tendsto_rabs_zero_cancel: "((\<lambda>x. \<bar>f x\<bar>) \<longlongrightarrow> (0::real)) F \<Longrightarrow> (f \<longlongrightarrow> 0) F"
   by (fold real_norm_def) (rule tendsto_norm_zero_cancel)
 
 lemma tendsto_rabs_zero_iff: "((\<lambda>x. \<bar>f x\<bar>) \<longlongrightarrow> (0::real)) F \<longleftrightarrow> (f \<longlongrightarrow> 0) F"
   by (fold real_norm_def) (rule tendsto_norm_zero_iff)
 
 
 subsection \<open>Topological Monoid\<close>
 
 class topological_monoid_add = topological_space + monoid_add +
   assumes tendsto_add_Pair: "LIM x (nhds a \<times>\<^sub>F nhds b). fst x + snd x :> nhds (a + b)"
 
 class topological_comm_monoid_add = topological_monoid_add + comm_monoid_add
 
 lemma tendsto_add [tendsto_intros]:
   fixes a b :: "'a::topological_monoid_add"
   shows "(f \<longlongrightarrow> a) F \<Longrightarrow> (g \<longlongrightarrow> b) F \<Longrightarrow> ((\<lambda>x. f x + g x) \<longlongrightarrow> a + b) F"
   using filterlim_compose[OF tendsto_add_Pair, of "\<lambda>x. (f x, g x)" a b F]
   by (simp add: nhds_prod[symmetric] tendsto_Pair)
 
 lemma continuous_add [continuous_intros]:
   fixes f g :: "_ \<Rightarrow> 'b::topological_monoid_add"
   shows "continuous F f \<Longrightarrow> continuous F g \<Longrightarrow> continuous F (\<lambda>x. f x + g x)"
   unfolding continuous_def by (rule tendsto_add)
 
 lemma continuous_on_add [continuous_intros]:
   fixes f g :: "_ \<Rightarrow> 'b::topological_monoid_add"
   shows "continuous_on s f \<Longrightarrow> continuous_on s g \<Longrightarrow> continuous_on s (\<lambda>x. f x + g x)"
   unfolding continuous_on_def by (auto intro: tendsto_add)
 
 lemma tendsto_add_zero:
   fixes f g :: "_ \<Rightarrow> 'b::topological_monoid_add"
   shows "(f \<longlongrightarrow> 0) F \<Longrightarrow> (g \<longlongrightarrow> 0) F \<Longrightarrow> ((\<lambda>x. f x + g x) \<longlongrightarrow> 0) F"
   by (drule (1) tendsto_add) simp
 
 lemma tendsto_sum [tendsto_intros]:
   fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c::topological_comm_monoid_add"
   shows "(\<And>i. i \<in> I \<Longrightarrow> (f i \<longlongrightarrow> a i) F) \<Longrightarrow> ((\<lambda>x. \<Sum>i\<in>I. f i x) \<longlongrightarrow> (\<Sum>i\<in>I. a i)) F"
   by (induct I rule: infinite_finite_induct) (simp_all add: tendsto_add)
 
 lemma tendsto_null_sum:
   fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c::topological_comm_monoid_add"
   assumes "\<And>i. i \<in> I \<Longrightarrow> ((\<lambda>x. f x i) \<longlongrightarrow> 0) F"
   shows "((\<lambda>i. sum (f i) I) \<longlongrightarrow> 0) F"
   using tendsto_sum [of I "\<lambda>x y. f y x" "\<lambda>x. 0"] assms by simp
 
 lemma continuous_sum [continuous_intros]:
   fixes f :: "'a \<Rightarrow> 'b::t2_space \<Rightarrow> 'c::topological_comm_monoid_add"
   shows "(\<And>i. i \<in> I \<Longrightarrow> continuous F (f i)) \<Longrightarrow> continuous F (\<lambda>x. \<Sum>i\<in>I. f i x)"
   unfolding continuous_def by (rule tendsto_sum)
 
 lemma continuous_on_sum [continuous_intros]:
   fixes f :: "'a \<Rightarrow> 'b::topological_space \<Rightarrow> 'c::topological_comm_monoid_add"
   shows "(\<And>i. i \<in> I \<Longrightarrow> continuous_on S (f i)) \<Longrightarrow> continuous_on S (\<lambda>x. \<Sum>i\<in>I. f i x)"
   unfolding continuous_on_def by (auto intro: tendsto_sum)
 
 instance nat :: topological_comm_monoid_add
   by standard
     (simp add: nhds_discrete principal_prod_principal filterlim_principal eventually_principal)
 
 instance int :: topological_comm_monoid_add
   by standard
     (simp add: nhds_discrete principal_prod_principal filterlim_principal eventually_principal)
 
 
 subsubsection \<open>Topological group\<close>
 
 class topological_group_add = topological_monoid_add + group_add +
   assumes tendsto_uminus_nhds: "(uminus \<longlongrightarrow> - a) (nhds a)"
 begin
 
 lemma tendsto_minus [tendsto_intros]: "(f \<longlongrightarrow> a) F \<Longrightarrow> ((\<lambda>x. - f x) \<longlongrightarrow> - a) F"
   by (rule filterlim_compose[OF tendsto_uminus_nhds])
 
 end
 
 class topological_ab_group_add = topological_group_add + ab_group_add
 
 instance topological_ab_group_add < topological_comm_monoid_add ..
 
 lemma continuous_minus [continuous_intros]: "continuous F f \<Longrightarrow> continuous F (\<lambda>x. - f x)"
   for f :: "'a::t2_space \<Rightarrow> 'b::topological_group_add"
   unfolding continuous_def by (rule tendsto_minus)
 
 lemma continuous_on_minus [continuous_intros]: "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. - f x)"
   for f :: "_ \<Rightarrow> 'b::topological_group_add"
   unfolding continuous_on_def by (auto intro: tendsto_minus)
 
 lemma tendsto_minus_cancel: "((\<lambda>x. - f x) \<longlongrightarrow> - a) F \<Longrightarrow> (f \<longlongrightarrow> a) F"
   for a :: "'a::topological_group_add"
   by (drule tendsto_minus) simp
 
 lemma tendsto_minus_cancel_left:
   "(f \<longlongrightarrow> - (y::_::topological_group_add)) F \<longleftrightarrow> ((\<lambda>x. - f x) \<longlongrightarrow> y) F"
   using tendsto_minus_cancel[of f "- y" F]  tendsto_minus[of f "- y" F]
   by auto
 
 lemma tendsto_diff [tendsto_intros]:
   fixes a b :: "'a::topological_group_add"
   shows "(f \<longlongrightarrow> a) F \<Longrightarrow> (g \<longlongrightarrow> b) F \<Longrightarrow> ((\<lambda>x. f x - g x) \<longlongrightarrow> a - b) F"
   using tendsto_add [of f a F "\<lambda>x. - g x" "- b"] by (simp add: tendsto_minus)
 
 lemma continuous_diff [continuous_intros]:
   fixes f g :: "'a::t2_space \<Rightarrow> 'b::topological_group_add"
   shows "continuous F f \<Longrightarrow> continuous F g \<Longrightarrow> continuous F (\<lambda>x. f x - g x)"
   unfolding continuous_def by (rule tendsto_diff)
 
 lemma continuous_on_diff [continuous_intros]:
   fixes f g :: "_ \<Rightarrow> 'b::topological_group_add"
   shows "continuous_on s f \<Longrightarrow> continuous_on s g \<Longrightarrow> continuous_on s (\<lambda>x. f x - g x)"
   unfolding continuous_on_def by (auto intro: tendsto_diff)
 
 lemma continuous_on_op_minus: "continuous_on (s::'a::topological_group_add set) ((-) x)"
   by (rule continuous_intros | simp)+
 
 instance real_normed_vector < topological_ab_group_add
 proof
   fix a b :: 'a
   show "((\<lambda>x. fst x + snd x) \<longlongrightarrow> a + b) (nhds a \<times>\<^sub>F nhds b)"
     unfolding tendsto_Zfun_iff add_diff_add
     using tendsto_fst[OF filterlim_ident, of "(a,b)"] tendsto_snd[OF filterlim_ident, of "(a,b)"]
     by (intro Zfun_add)
        (auto simp: tendsto_Zfun_iff[symmetric] nhds_prod[symmetric] intro!: tendsto_fst)
   show "(uminus \<longlongrightarrow> - a) (nhds a)"
     unfolding tendsto_Zfun_iff minus_diff_minus
     using filterlim_ident[of "nhds a"]
     by (intro Zfun_minus) (simp add: tendsto_Zfun_iff)
 qed
 
 lemmas real_tendsto_sandwich = tendsto_sandwich[where 'a=real]
 
 
 subsubsection \<open>Linear operators and multiplication\<close>
 
-lemma linear_times: "linear (\<lambda>x. c * x)"
+lemma linear_times [simp]: "linear (\<lambda>x. c * x)"
   for c :: "'a::real_algebra"
   by (auto simp: linearI distrib_left)
 
 lemma (in bounded_linear) tendsto: "(g \<longlongrightarrow> a) F \<Longrightarrow> ((\<lambda>x. f (g x)) \<longlongrightarrow> f a) F"
   by (simp only: tendsto_Zfun_iff diff [symmetric] Zfun)
 
 lemma (in bounded_linear) continuous: "continuous F g \<Longrightarrow> continuous F (\<lambda>x. f (g x))"
   using tendsto[of g _ F] by (auto simp: continuous_def)
 
 lemma (in bounded_linear) continuous_on: "continuous_on s g \<Longrightarrow> continuous_on s (\<lambda>x. f (g x))"
   using tendsto[of g] by (auto simp: continuous_on_def)
 
 lemma (in bounded_linear) tendsto_zero: "(g \<longlongrightarrow> 0) F \<Longrightarrow> ((\<lambda>x. f (g x)) \<longlongrightarrow> 0) F"
   by (drule tendsto) (simp only: zero)
 
 lemma (in bounded_bilinear) tendsto:
   "(f \<longlongrightarrow> a) F \<Longrightarrow> (g \<longlongrightarrow> b) F \<Longrightarrow> ((\<lambda>x. f x ** g x) \<longlongrightarrow> a ** b) F"
   by (simp only: tendsto_Zfun_iff prod_diff_prod Zfun_add Zfun Zfun_left Zfun_right)
 
 lemma (in bounded_bilinear) continuous:
   "continuous F f \<Longrightarrow> continuous F g \<Longrightarrow> continuous F (\<lambda>x. f x ** g x)"
   using tendsto[of f _ F g] by (auto simp: continuous_def)
 
 lemma (in bounded_bilinear) continuous_on:
   "continuous_on s f \<Longrightarrow> continuous_on s g \<Longrightarrow> continuous_on s (\<lambda>x. f x ** g x)"
   using tendsto[of f _ _ g] by (auto simp: continuous_on_def)
 
 lemma (in bounded_bilinear) tendsto_zero:
   assumes f: "(f \<longlongrightarrow> 0) F"
     and g: "(g \<longlongrightarrow> 0) F"
   shows "((\<lambda>x. f x ** g x) \<longlongrightarrow> 0) F"
   using tendsto [OF f g] by (simp add: zero_left)
 
 lemma (in bounded_bilinear) tendsto_left_zero:
   "(f \<longlongrightarrow> 0) F \<Longrightarrow> ((\<lambda>x. f x ** c) \<longlongrightarrow> 0) F"
   by (rule bounded_linear.tendsto_zero [OF bounded_linear_left])
 
 lemma (in bounded_bilinear) tendsto_right_zero:
   "(f \<longlongrightarrow> 0) F \<Longrightarrow> ((\<lambda>x. c ** f x) \<longlongrightarrow> 0) F"
   by (rule bounded_linear.tendsto_zero [OF bounded_linear_right])
 
 lemmas tendsto_of_real [tendsto_intros] =
   bounded_linear.tendsto [OF bounded_linear_of_real]
 
 lemmas tendsto_scaleR [tendsto_intros] =
   bounded_bilinear.tendsto [OF bounded_bilinear_scaleR]
 
 
 text\<open>Analogous type class for multiplication\<close>
 class topological_semigroup_mult = topological_space + semigroup_mult +
   assumes tendsto_mult_Pair: "LIM x (nhds a \<times>\<^sub>F nhds b). fst x * snd x :> nhds (a * b)"
 
 instance real_normed_algebra < topological_semigroup_mult
 proof
   fix a b :: 'a
   show "((\<lambda>x. fst x * snd x) \<longlongrightarrow> a * b) (nhds a \<times>\<^sub>F nhds b)"
     unfolding nhds_prod[symmetric]
     using tendsto_fst[OF filterlim_ident, of "(a,b)"] tendsto_snd[OF filterlim_ident, of "(a,b)"]
     by (simp add: bounded_bilinear.tendsto [OF bounded_bilinear_mult])
 qed
 
 lemma tendsto_mult [tendsto_intros]:
   fixes a b :: "'a::topological_semigroup_mult"
   shows "(f \<longlongrightarrow> a) F \<Longrightarrow> (g \<longlongrightarrow> b) F \<Longrightarrow> ((\<lambda>x. f x * g x) \<longlongrightarrow> a * b) F"
   using filterlim_compose[OF tendsto_mult_Pair, of "\<lambda>x. (f x, g x)" a b F]
   by (simp add: nhds_prod[symmetric] tendsto_Pair)
 
 lemma tendsto_mult_left: "(f \<longlongrightarrow> l) F \<Longrightarrow> ((\<lambda>x. c * (f x)) \<longlongrightarrow> c * l) F"
   for c :: "'a::topological_semigroup_mult"
   by (rule tendsto_mult [OF tendsto_const])
 
 lemma tendsto_mult_right: "(f \<longlongrightarrow> l) F \<Longrightarrow> ((\<lambda>x. (f x) * c) \<longlongrightarrow> l * c) F"
   for c :: "'a::topological_semigroup_mult"
   by (rule tendsto_mult [OF _ tendsto_const])
 
 lemma tendsto_mult_left_iff [simp]:
    "c \<noteq> 0 \<Longrightarrow> tendsto(\<lambda>x. c * f x) (c * l) F \<longleftrightarrow> tendsto f l F" for c :: "'a::{topological_semigroup_mult,field}"
   by (auto simp: tendsto_mult_left dest: tendsto_mult_left [where c = "1/c"])
 
 lemma tendsto_mult_right_iff [simp]:
    "c \<noteq> 0 \<Longrightarrow> tendsto(\<lambda>x. f x * c) (l * c) F \<longleftrightarrow> tendsto f l F" for c :: "'a::{topological_semigroup_mult,field}"
   by (auto simp: tendsto_mult_right dest: tendsto_mult_left [where c = "1/c"])
 
 lemma tendsto_zero_mult_left_iff [simp]:
   fixes c::"'a::{topological_semigroup_mult,field}" assumes "c \<noteq> 0" shows "(\<lambda>n. c * a n)\<longlonglongrightarrow> 0 \<longleftrightarrow> a \<longlonglongrightarrow> 0"
   using assms tendsto_mult_left tendsto_mult_left_iff by fastforce
 
 lemma tendsto_zero_mult_right_iff [simp]:
   fixes c::"'a::{topological_semigroup_mult,field}" assumes "c \<noteq> 0" shows "(\<lambda>n. a n * c)\<longlonglongrightarrow> 0 \<longleftrightarrow> a \<longlonglongrightarrow> 0"
   using assms tendsto_mult_right tendsto_mult_right_iff by fastforce
 
 lemma tendsto_zero_divide_iff [simp]:
   fixes c::"'a::{topological_semigroup_mult,field}" assumes "c \<noteq> 0" shows "(\<lambda>n. a n / c)\<longlonglongrightarrow> 0 \<longleftrightarrow> a \<longlonglongrightarrow> 0"
   using tendsto_zero_mult_right_iff [of "1/c" a] assms by (simp add: field_simps)
 
 lemma lim_const_over_n [tendsto_intros]:
   fixes a :: "'a::real_normed_field"
   shows "(\<lambda>n. a / of_nat n) \<longlonglongrightarrow> 0"
   using tendsto_mult [OF tendsto_const [of a] lim_1_over_n] by simp
 
 lemmas continuous_of_real [continuous_intros] =
   bounded_linear.continuous [OF bounded_linear_of_real]
 
 lemmas continuous_scaleR [continuous_intros] =
   bounded_bilinear.continuous [OF bounded_bilinear_scaleR]
 
 lemmas continuous_mult [continuous_intros] =
   bounded_bilinear.continuous [OF bounded_bilinear_mult]
 
 lemmas continuous_on_of_real [continuous_intros] =
   bounded_linear.continuous_on [OF bounded_linear_of_real]
 
 lemmas continuous_on_scaleR [continuous_intros] =
   bounded_bilinear.continuous_on [OF bounded_bilinear_scaleR]
 
 lemmas continuous_on_mult [continuous_intros] =
   bounded_bilinear.continuous_on [OF bounded_bilinear_mult]
 
 lemmas tendsto_mult_zero =
   bounded_bilinear.tendsto_zero [OF bounded_bilinear_mult]
 
 lemmas tendsto_mult_left_zero =
   bounded_bilinear.tendsto_left_zero [OF bounded_bilinear_mult]
 
 lemmas tendsto_mult_right_zero =
   bounded_bilinear.tendsto_right_zero [OF bounded_bilinear_mult]
 
 
 lemma continuous_mult_left:
   fixes c::"'a::real_normed_algebra"
   shows "continuous F f \<Longrightarrow> continuous F (\<lambda>x. c * f x)"
 by (rule continuous_mult [OF continuous_const])
 
 lemma continuous_mult_right:
   fixes c::"'a::real_normed_algebra"
   shows "continuous F f \<Longrightarrow> continuous F (\<lambda>x. f x * c)"
 by (rule continuous_mult [OF _ continuous_const])
 
 lemma continuous_on_mult_left:
   fixes c::"'a::real_normed_algebra"
   shows "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. c * f x)"
 by (rule continuous_on_mult [OF continuous_on_const])
 
 lemma continuous_on_mult_right:
   fixes c::"'a::real_normed_algebra"
   shows "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. f x * c)"
 by (rule continuous_on_mult [OF _ continuous_on_const])
 
 lemma continuous_on_mult_const [simp]:
   fixes c::"'a::real_normed_algebra"
   shows "continuous_on s ((*) c)"
   by (intro continuous_on_mult_left continuous_on_id)
 
 lemma tendsto_divide_zero:
   fixes c :: "'a::real_normed_field"
   shows "(f \<longlongrightarrow> 0) F \<Longrightarrow> ((\<lambda>x. f x / c) \<longlongrightarrow> 0) F"
   by (cases "c=0") (simp_all add: divide_inverse tendsto_mult_left_zero)
 
 lemma tendsto_power [tendsto_intros]: "(f \<longlongrightarrow> a) F \<Longrightarrow> ((\<lambda>x. f x ^ n) \<longlongrightarrow> a ^ n) F"
   for f :: "'a \<Rightarrow> 'b::{power,real_normed_algebra}"
   by (induct n) (simp_all add: tendsto_mult)
 
 lemma tendsto_null_power: "\<lbrakk>(f \<longlongrightarrow> 0) F; 0 < n\<rbrakk> \<Longrightarrow> ((\<lambda>x. f x ^ n) \<longlongrightarrow> 0) F"
     for f :: "'a \<Rightarrow> 'b::{power,real_normed_algebra_1}"
   using tendsto_power [of f 0 F n] by (simp add: power_0_left)
 
 lemma continuous_power [continuous_intros]: "continuous F f \<Longrightarrow> continuous F (\<lambda>x. (f x)^n)"
   for f :: "'a::t2_space \<Rightarrow> 'b::{power,real_normed_algebra}"
   unfolding continuous_def by (rule tendsto_power)
 
 lemma continuous_on_power [continuous_intros]:
   fixes f :: "_ \<Rightarrow> 'b::{power,real_normed_algebra}"
   shows "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. (f x)^n)"
   unfolding continuous_on_def by (auto intro: tendsto_power)
 
 lemma tendsto_prod [tendsto_intros]:
   fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c::{real_normed_algebra,comm_ring_1}"
   shows "(\<And>i. i \<in> S \<Longrightarrow> (f i \<longlongrightarrow> L i) F) \<Longrightarrow> ((\<lambda>x. \<Prod>i\<in>S. f i x) \<longlongrightarrow> (\<Prod>i\<in>S. L i)) F"
   by (induct S rule: infinite_finite_induct) (simp_all add: tendsto_mult)
 
 lemma continuous_prod [continuous_intros]:
   fixes f :: "'a \<Rightarrow> 'b::t2_space \<Rightarrow> 'c::{real_normed_algebra,comm_ring_1}"
   shows "(\<And>i. i \<in> S \<Longrightarrow> continuous F (f i)) \<Longrightarrow> continuous F (\<lambda>x. \<Prod>i\<in>S. f i x)"
   unfolding continuous_def by (rule tendsto_prod)
 
 lemma continuous_on_prod [continuous_intros]:
   fixes f :: "'a \<Rightarrow> _ \<Rightarrow> 'c::{real_normed_algebra,comm_ring_1}"
   shows "(\<And>i. i \<in> S \<Longrightarrow> continuous_on s (f i)) \<Longrightarrow> continuous_on s (\<lambda>x. \<Prod>i\<in>S. f i x)"
   unfolding continuous_on_def by (auto intro: tendsto_prod)
 
 lemma tendsto_of_real_iff:
   "((\<lambda>x. of_real (f x) :: 'a::real_normed_div_algebra) \<longlongrightarrow> of_real c) F \<longleftrightarrow> (f \<longlongrightarrow> c) F"
   unfolding tendsto_iff by simp
 
 lemma tendsto_add_const_iff:
   "((\<lambda>x. c + f x :: 'a::real_normed_vector) \<longlongrightarrow> c + d) F \<longleftrightarrow> (f \<longlongrightarrow> d) F"
   using tendsto_add[OF tendsto_const[of c], of f d]
     and tendsto_add[OF tendsto_const[of "-c"], of "\<lambda>x. c + f x" "c + d"] by auto
 
 
 class topological_monoid_mult = topological_semigroup_mult + monoid_mult
 class topological_comm_monoid_mult = topological_monoid_mult + comm_monoid_mult
 
 lemma tendsto_power_strong [tendsto_intros]:
   fixes f :: "_ \<Rightarrow> 'b :: topological_monoid_mult"
   assumes "(f \<longlongrightarrow> a) F" "(g \<longlongrightarrow> b) F"
   shows   "((\<lambda>x. f x ^ g x) \<longlongrightarrow> a ^ b) F"
 proof -
   have "((\<lambda>x. f x ^ b) \<longlongrightarrow> a ^ b) F"
     by (induction b) (auto intro: tendsto_intros assms)
   also from assms(2) have "eventually (\<lambda>x. g x = b) F"
     by (simp add: nhds_discrete filterlim_principal)
   hence "eventually (\<lambda>x. f x ^ b = f x ^ g x) F"
     by eventually_elim simp
   hence "((\<lambda>x. f x ^ b) \<longlongrightarrow> a ^ b) F \<longleftrightarrow> ((\<lambda>x. f x ^ g x) \<longlongrightarrow> a ^ b) F"
     by (intro filterlim_cong refl)
   finally show ?thesis .
 qed
 
 lemma continuous_mult' [continuous_intros]:
   fixes f g :: "_ \<Rightarrow> 'b::topological_semigroup_mult"
   shows "continuous F f \<Longrightarrow> continuous F g \<Longrightarrow> continuous F (\<lambda>x. f x * g x)"
   unfolding continuous_def by (rule tendsto_mult)
 
 lemma continuous_power' [continuous_intros]:
   fixes f :: "_ \<Rightarrow> 'b::topological_monoid_mult"
   shows "continuous F f \<Longrightarrow> continuous F g \<Longrightarrow> continuous F (\<lambda>x. f x ^ g x)"
   unfolding continuous_def by (rule tendsto_power_strong) auto
 
 lemma continuous_on_mult' [continuous_intros]:
   fixes f g :: "_ \<Rightarrow> 'b::topological_semigroup_mult"
   shows "continuous_on A f \<Longrightarrow> continuous_on A g \<Longrightarrow> continuous_on A (\<lambda>x. f x * g x)"
   unfolding continuous_on_def by (auto intro: tendsto_mult)
 
 lemma continuous_on_power' [continuous_intros]:
   fixes f :: "_ \<Rightarrow> 'b::topological_monoid_mult"
   shows "continuous_on A f \<Longrightarrow> continuous_on A g \<Longrightarrow> continuous_on A (\<lambda>x. f x ^ g x)"
   unfolding continuous_on_def by (auto intro: tendsto_power_strong)
 
 lemma tendsto_mult_one:
   fixes f g :: "_ \<Rightarrow> 'b::topological_monoid_mult"
   shows "(f \<longlongrightarrow> 1) F \<Longrightarrow> (g \<longlongrightarrow> 1) F \<Longrightarrow> ((\<lambda>x. f x * g x) \<longlongrightarrow> 1) F"
   by (drule (1) tendsto_mult) simp
 
 lemma tendsto_prod' [tendsto_intros]:
   fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c::topological_comm_monoid_mult"
   shows "(\<And>i. i \<in> I \<Longrightarrow> (f i \<longlongrightarrow> a i) F) \<Longrightarrow> ((\<lambda>x. \<Prod>i\<in>I. f i x) \<longlongrightarrow> (\<Prod>i\<in>I. a i)) F"
   by (induct I rule: infinite_finite_induct) (simp_all add: tendsto_mult)
 
 lemma tendsto_one_prod':
   fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c::topological_comm_monoid_mult"
   assumes "\<And>i. i \<in> I \<Longrightarrow> ((\<lambda>x. f x i) \<longlongrightarrow> 1) F"
   shows "((\<lambda>i. prod (f i) I) \<longlongrightarrow> 1) F"
   using tendsto_prod' [of I "\<lambda>x y. f y x" "\<lambda>x. 1"] assms by simp
 
 lemma continuous_prod' [continuous_intros]:
   fixes f :: "'a \<Rightarrow> 'b::t2_space \<Rightarrow> 'c::topological_comm_monoid_mult"
   shows "(\<And>i. i \<in> I \<Longrightarrow> continuous F (f i)) \<Longrightarrow> continuous F (\<lambda>x. \<Prod>i\<in>I. f i x)"
   unfolding continuous_def by (rule tendsto_prod')
 
 lemma continuous_on_prod' [continuous_intros]:
   fixes f :: "'a \<Rightarrow> 'b::topological_space \<Rightarrow> 'c::topological_comm_monoid_mult"
   shows "(\<And>i. i \<in> I \<Longrightarrow> continuous_on S (f i)) \<Longrightarrow> continuous_on S (\<lambda>x. \<Prod>i\<in>I. f i x)"
   unfolding continuous_on_def by (auto intro: tendsto_prod')
 
 instance nat :: topological_comm_monoid_mult
   by standard
     (simp add: nhds_discrete principal_prod_principal filterlim_principal eventually_principal)
 
 instance int :: topological_comm_monoid_mult
   by standard
     (simp add: nhds_discrete principal_prod_principal filterlim_principal eventually_principal)
 
 class comm_real_normed_algebra_1 = real_normed_algebra_1 + comm_monoid_mult
 
 context real_normed_field
 begin
 
 subclass comm_real_normed_algebra_1
 proof
   from norm_mult[of "1 :: 'a" 1] show "norm 1 = 1" by simp 
 qed (simp_all add: norm_mult)
 
 end
 
 subsubsection \<open>Inverse and division\<close>
 
 lemma (in bounded_bilinear) Zfun_prod_Bfun:
   assumes f: "Zfun f F"
     and g: "Bfun g F"
   shows "Zfun (\<lambda>x. f x ** g x) F"
 proof -
   obtain K where K: "0 \<le> K"
     and norm_le: "\<And>x y. norm (x ** y) \<le> norm x * norm y * K"
     using nonneg_bounded by blast
   obtain B where B: "0 < B"
     and norm_g: "eventually (\<lambda>x. norm (g x) \<le> B) F"
     using g by (rule BfunE)
   have "eventually (\<lambda>x. norm (f x ** g x) \<le> norm (f x) * (B * K)) F"
   using norm_g proof eventually_elim
     case (elim x)
     have "norm (f x ** g x) \<le> norm (f x) * norm (g x) * K"
       by (rule norm_le)
     also have "\<dots> \<le> norm (f x) * B * K"
       by (intro mult_mono' order_refl norm_g norm_ge_zero mult_nonneg_nonneg K elim)
     also have "\<dots> = norm (f x) * (B * K)"
       by (rule mult.assoc)
     finally show "norm (f x ** g x) \<le> norm (f x) * (B * K)" .
   qed
   with f show ?thesis
     by (rule Zfun_imp_Zfun)
 qed
 
 lemma (in bounded_bilinear) Bfun_prod_Zfun:
   assumes f: "Bfun f F"
     and g: "Zfun g F"
   shows "Zfun (\<lambda>x. f x ** g x) F"
   using flip g f by (rule bounded_bilinear.Zfun_prod_Bfun)
 
 lemma Bfun_inverse:
   fixes a :: "'a::real_normed_div_algebra"
   assumes f: "(f \<longlongrightarrow> a) F"
   assumes a: "a \<noteq> 0"
   shows "Bfun (\<lambda>x. inverse (f x)) F"
 proof -
   from a have "0 < norm a" by simp
   then have "\<exists>r>0. r < norm a" by (rule dense)
   then obtain r where r1: "0 < r" and r2: "r < norm a"
     by blast
   have "eventually (\<lambda>x. dist (f x) a < r) F"
     using tendstoD [OF f r1] by blast
   then have "eventually (\<lambda>x. norm (inverse (f x)) \<le> inverse (norm a - r)) F"
   proof eventually_elim
     case (elim x)
     then have 1: "norm (f x - a) < r"
       by (simp add: dist_norm)
     then have 2: "f x \<noteq> 0" using r2 by auto
     then have "norm (inverse (f x)) = inverse (norm (f x))"
       by (rule nonzero_norm_inverse)
     also have "\<dots> \<le> inverse (norm a - r)"
     proof (rule le_imp_inverse_le)
       show "0 < norm a - r"
         using r2 by simp
       have "norm a - norm (f x) \<le> norm (a - f x)"
         by (rule norm_triangle_ineq2)
       also have "\<dots> = norm (f x - a)"
         by (rule norm_minus_commute)
       also have "\<dots> < r" using 1 .
       finally show "norm a - r \<le> norm (f x)"
         by simp
     qed
     finally show "norm (inverse (f x)) \<le> inverse (norm a - r)" .
   qed
   then show ?thesis by (rule BfunI)
 qed
 
 lemma tendsto_inverse [tendsto_intros]:
   fixes a :: "'a::real_normed_div_algebra"
   assumes f: "(f \<longlongrightarrow> a) F"
     and a: "a \<noteq> 0"
   shows "((\<lambda>x. inverse (f x)) \<longlongrightarrow> inverse a) F"
 proof -
   from a have "0 < norm a" by simp
   with f have "eventually (\<lambda>x. dist (f x) a < norm a) F"
     by (rule tendstoD)
   then have "eventually (\<lambda>x. f x \<noteq> 0) F"
     unfolding dist_norm by (auto elim!: eventually_mono)
   with a have "eventually (\<lambda>x. inverse (f x) - inverse a =
     - (inverse (f x) * (f x - a) * inverse a)) F"
     by (auto elim!: eventually_mono simp: inverse_diff_inverse)
   moreover have "Zfun (\<lambda>x. - (inverse (f x) * (f x - a) * inverse a)) F"
     by (intro Zfun_minus Zfun_mult_left
       bounded_bilinear.Bfun_prod_Zfun [OF bounded_bilinear_mult]
       Bfun_inverse [OF f a] f [unfolded tendsto_Zfun_iff])
   ultimately show ?thesis
     unfolding tendsto_Zfun_iff by (rule Zfun_ssubst)
 qed
 
 lemma continuous_inverse:
   fixes f :: "'a::t2_space \<Rightarrow> 'b::real_normed_div_algebra"
   assumes "continuous F f"
     and "f (Lim F (\<lambda>x. x)) \<noteq> 0"
   shows "continuous F (\<lambda>x. inverse (f x))"
   using assms unfolding continuous_def by (rule tendsto_inverse)
 
 lemma continuous_at_within_inverse[continuous_intros]:
   fixes f :: "'a::t2_space \<Rightarrow> 'b::real_normed_div_algebra"
   assumes "continuous (at a within s) f"
     and "f a \<noteq> 0"
   shows "continuous (at a within s) (\<lambda>x. inverse (f x))"
   using assms unfolding continuous_within by (rule tendsto_inverse)
 
 lemma continuous_on_inverse[continuous_intros]:
   fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_div_algebra"
   assumes "continuous_on s f"
     and "\<forall>x\<in>s. f x \<noteq> 0"
   shows "continuous_on s (\<lambda>x. inverse (f x))"
   using assms unfolding continuous_on_def by (blast intro: tendsto_inverse)
 
 lemma tendsto_divide [tendsto_intros]:
   fixes a b :: "'a::real_normed_field"
   shows "(f \<longlongrightarrow> a) F \<Longrightarrow> (g \<longlongrightarrow> b) F \<Longrightarrow> b \<noteq> 0 \<Longrightarrow> ((\<lambda>x. f x / g x) \<longlongrightarrow> a / b) F"
   by (simp add: tendsto_mult tendsto_inverse divide_inverse)
 
 lemma continuous_divide:
   fixes f g :: "'a::t2_space \<Rightarrow> 'b::real_normed_field"
   assumes "continuous F f"
     and "continuous F g"
     and "g (Lim F (\<lambda>x. x)) \<noteq> 0"
   shows "continuous F (\<lambda>x. (f x) / (g x))"
   using assms unfolding continuous_def by (rule tendsto_divide)
 
 lemma continuous_at_within_divide[continuous_intros]:
   fixes f g :: "'a::t2_space \<Rightarrow> 'b::real_normed_field"
   assumes "continuous (at a within s) f" "continuous (at a within s) g"
     and "g a \<noteq> 0"
   shows "continuous (at a within s) (\<lambda>x. (f x) / (g x))"
   using assms unfolding continuous_within by (rule tendsto_divide)
 
 lemma isCont_divide[continuous_intros, simp]:
   fixes f g :: "'a::t2_space \<Rightarrow> 'b::real_normed_field"
   assumes "isCont f a" "isCont g a" "g a \<noteq> 0"
   shows "isCont (\<lambda>x. (f x) / g x) a"
   using assms unfolding continuous_at by (rule tendsto_divide)
 
 lemma continuous_on_divide[continuous_intros]:
   fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_field"
   assumes "continuous_on s f" "continuous_on s g"
     and "\<forall>x\<in>s. g x \<noteq> 0"
   shows "continuous_on s (\<lambda>x. (f x) / (g x))"
   using assms unfolding continuous_on_def by (blast intro: tendsto_divide)
 
 lemma tendsto_sgn [tendsto_intros]: "(f \<longlongrightarrow> l) F \<Longrightarrow> l \<noteq> 0 \<Longrightarrow> ((\<lambda>x. sgn (f x)) \<longlongrightarrow> sgn l) F"
   for l :: "'a::real_normed_vector"
   unfolding sgn_div_norm by (simp add: tendsto_intros)
 
 lemma continuous_sgn:
   fixes f :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector"
   assumes "continuous F f"
     and "f (Lim F (\<lambda>x. x)) \<noteq> 0"
   shows "continuous F (\<lambda>x. sgn (f x))"
   using assms unfolding continuous_def by (rule tendsto_sgn)
 
 lemma continuous_at_within_sgn[continuous_intros]:
   fixes f :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector"
   assumes "continuous (at a within s) f"
     and "f a \<noteq> 0"
   shows "continuous (at a within s) (\<lambda>x. sgn (f x))"
   using assms unfolding continuous_within by (rule tendsto_sgn)
 
 lemma isCont_sgn[continuous_intros]:
   fixes f :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector"
   assumes "isCont f a"
     and "f a \<noteq> 0"
   shows "isCont (\<lambda>x. sgn (f x)) a"
   using assms unfolding continuous_at by (rule tendsto_sgn)
 
 lemma continuous_on_sgn[continuous_intros]:
   fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_vector"
   assumes "continuous_on s f"
     and "\<forall>x\<in>s. f x \<noteq> 0"
   shows "continuous_on s (\<lambda>x. sgn (f x))"
   using assms unfolding continuous_on_def by (blast intro: tendsto_sgn)
 
 lemma filterlim_at_infinity:
   fixes f :: "_ \<Rightarrow> 'a::real_normed_vector"
   assumes "0 \<le> c"
   shows "(LIM x F. f x :> at_infinity) \<longleftrightarrow> (\<forall>r>c. eventually (\<lambda>x. r \<le> norm (f x)) F)"
   unfolding filterlim_iff eventually_at_infinity
 proof safe
   fix P :: "'a \<Rightarrow> bool"
   fix b
   assume *: "\<forall>r>c. eventually (\<lambda>x. r \<le> norm (f x)) F"
   assume P: "\<forall>x. b \<le> norm x \<longrightarrow> P x"
   have "max b (c + 1) > c" by auto
   with * have "eventually (\<lambda>x. max b (c + 1) \<le> norm (f x)) F"
     by auto
   then show "eventually (\<lambda>x. P (f x)) F"
   proof eventually_elim
     case (elim x)
     with P show "P (f x)" by auto
   qed
 qed force
 
 lemma filterlim_at_infinity_imp_norm_at_top:
   fixes F
   assumes "filterlim f at_infinity F"
   shows   "filterlim (\<lambda>x. norm (f x)) at_top F"
 proof -
   {
     fix r :: real
     have "\<forall>\<^sub>F x in F. r \<le> norm (f x)" using filterlim_at_infinity[of 0 f F] assms
       by (cases "r > 0")
          (auto simp: not_less intro: always_eventually order.trans[OF _ norm_ge_zero])
   }
   thus ?thesis by (auto simp: filterlim_at_top)
 qed
 
 lemma filterlim_norm_at_top_imp_at_infinity:
   fixes F
   assumes "filterlim (\<lambda>x. norm (f x)) at_top F"
   shows   "filterlim f at_infinity F"
   using filterlim_at_infinity[of 0 f F] assms by (auto simp: filterlim_at_top)
 
 lemma filterlim_norm_at_top: "filterlim norm at_top at_infinity"
   by (rule filterlim_at_infinity_imp_norm_at_top) (rule filterlim_ident)
 
 lemma filterlim_at_infinity_conv_norm_at_top:
   "filterlim f at_infinity G \<longleftrightarrow> filterlim (\<lambda>x. norm (f x)) at_top G"
   by (auto simp: filterlim_at_infinity[OF order.refl] filterlim_at_top_gt[of _ _ 0])
 
 lemma eventually_not_equal_at_infinity:
   "eventually (\<lambda>x. x \<noteq> (a :: 'a :: {real_normed_vector})) at_infinity"
 proof -
   from filterlim_norm_at_top[where 'a = 'a]
     have "\<forall>\<^sub>F x in at_infinity. norm a < norm (x::'a)" by (auto simp: filterlim_at_top_dense)
   thus ?thesis by eventually_elim auto
 qed
 
 lemma filterlim_int_of_nat_at_topD:
   fixes F
   assumes "filterlim (\<lambda>x. f (int x)) F at_top"
   shows   "filterlim f F at_top"
 proof -
   have "filterlim (\<lambda>x. f (int (nat x))) F at_top"
     by (rule filterlim_compose[OF assms filterlim_nat_sequentially])
   also have "?this \<longleftrightarrow> filterlim f F at_top"
     by (intro filterlim_cong refl eventually_mono [OF eventually_ge_at_top[of "0::int"]]) auto
   finally show ?thesis .
 qed
 
 lemma filterlim_int_sequentially [tendsto_intros]:
   "filterlim int at_top sequentially"
   unfolding filterlim_at_top
 proof
   fix C :: int
   show "eventually (\<lambda>n. int n \<ge> C) at_top"
     using eventually_ge_at_top[of "nat \<lceil>C\<rceil>"] by eventually_elim linarith
 qed
 
 lemma filterlim_real_of_int_at_top [tendsto_intros]:
   "filterlim real_of_int at_top at_top"
   unfolding filterlim_at_top
 proof
   fix C :: real
   show "eventually (\<lambda>n. real_of_int n \<ge> C) at_top"
     using eventually_ge_at_top[of "\<lceil>C\<rceil>"] by eventually_elim linarith
 qed
 
 lemma filterlim_abs_real: "filterlim (abs::real \<Rightarrow> real) at_top at_top"
 proof (subst filterlim_cong[OF refl refl])
   from eventually_ge_at_top[of "0::real"] show "eventually (\<lambda>x::real. \<bar>x\<bar> = x) at_top"
     by eventually_elim simp
 qed (simp_all add: filterlim_ident)
 
 lemma filterlim_of_real_at_infinity [tendsto_intros]:
   "filterlim (of_real :: real \<Rightarrow> 'a :: real_normed_algebra_1) at_infinity at_top"
   by (intro filterlim_norm_at_top_imp_at_infinity) (auto simp: filterlim_abs_real)
 
 lemma not_tendsto_and_filterlim_at_infinity:
   fixes c :: "'a::real_normed_vector"
   assumes "F \<noteq> bot"
     and "(f \<longlongrightarrow> c) F"
     and "filterlim f at_infinity F"
   shows False
 proof -
   from tendstoD[OF assms(2), of "1/2"]
   have "eventually (\<lambda>x. dist (f x) c < 1/2) F"
     by simp
   moreover
   from filterlim_at_infinity[of "norm c" f F] assms(3)
   have "eventually (\<lambda>x. norm (f x) \<ge> norm c + 1) F" by simp
   ultimately have "eventually (\<lambda>x. False) F"
   proof eventually_elim
     fix x
     assume A: "dist (f x) c < 1/2"
     assume "norm (f x) \<ge> norm c + 1"
     also have "norm (f x) = dist (f x) 0" by simp
     also have "\<dots> \<le> dist (f x) c + dist c 0" by (rule dist_triangle)
     finally show False using A by simp
   qed
   with assms show False by simp
 qed
 
 lemma filterlim_at_infinity_imp_not_convergent:
   assumes "filterlim f at_infinity sequentially"
   shows "\<not> convergent f"
   by (rule notI, rule not_tendsto_and_filterlim_at_infinity[OF _ _ assms])
      (simp_all add: convergent_LIMSEQ_iff)
 
 lemma filterlim_at_infinity_imp_eventually_ne:
   assumes "filterlim f at_infinity F"
   shows "eventually (\<lambda>z. f z \<noteq> c) F"
 proof -
   have "norm c + 1 > 0"
     by (intro add_nonneg_pos) simp_all
   with filterlim_at_infinity[OF order.refl, of f F] assms
   have "eventually (\<lambda>z. norm (f z) \<ge> norm c + 1) F"
     by blast
   then show ?thesis
     by eventually_elim auto
 qed
 
 lemma tendsto_of_nat [tendsto_intros]:
   "filterlim (of_nat :: nat \<Rightarrow> 'a::real_normed_algebra_1) at_infinity sequentially"
 proof (subst filterlim_at_infinity[OF order.refl], intro allI impI)
   fix r :: real
   assume r: "r > 0"
   define n where "n = nat \<lceil>r\<rceil>"
   from r have n: "\<forall>m\<ge>n. of_nat m \<ge> r"
     unfolding n_def by linarith
   from eventually_ge_at_top[of n] show "eventually (\<lambda>m. norm (of_nat m :: 'a) \<ge> r) sequentially"
     by eventually_elim (use n in simp_all)
 qed
 
 
 subsection \<open>Relate \<^const>\<open>at\<close>, \<^const>\<open>at_left\<close> and \<^const>\<open>at_right\<close>\<close>
 
 text \<open>
   This lemmas are useful for conversion between \<^term>\<open>at x\<close> to \<^term>\<open>at_left x\<close> and
   \<^term>\<open>at_right x\<close> and also \<^term>\<open>at_right 0\<close>.
 \<close>
 
 lemmas filterlim_split_at_real = filterlim_split_at[where 'a=real]
 
 lemma filtermap_nhds_shift: "filtermap (\<lambda>x. x - d) (nhds a) = nhds (a - d)"
   for a d :: "'a::real_normed_vector"
   by (rule filtermap_fun_inverse[where g="\<lambda>x. x + d"])
     (auto intro!: tendsto_eq_intros filterlim_ident)
 
 lemma filtermap_nhds_minus: "filtermap (\<lambda>x. - x) (nhds a) = nhds (- a)"
   for a :: "'a::real_normed_vector"
   by (rule filtermap_fun_inverse[where g=uminus])
     (auto intro!: tendsto_eq_intros filterlim_ident)
 
 lemma filtermap_at_shift: "filtermap (\<lambda>x. x - d) (at a) = at (a - d)"
   for a d :: "'a::real_normed_vector"
   by (simp add: filter_eq_iff eventually_filtermap eventually_at_filter filtermap_nhds_shift[symmetric])
 
 lemma filtermap_at_right_shift: "filtermap (\<lambda>x. x - d) (at_right a) = at_right (a - d)"
   for a d :: "real"
   by (simp add: filter_eq_iff eventually_filtermap eventually_at_filter filtermap_nhds_shift[symmetric])
 
 lemma at_right_to_0: "at_right a = filtermap (\<lambda>x. x + a) (at_right 0)"
   for a :: real
   using filtermap_at_right_shift[of "-a" 0] by simp
 
 lemma filterlim_at_right_to_0:
   "filterlim f F (at_right a) \<longleftrightarrow> filterlim (\<lambda>x. f (x + a)) F (at_right 0)"
   for a :: real
   unfolding filterlim_def filtermap_filtermap at_right_to_0[of a] ..
 
 lemma eventually_at_right_to_0:
   "eventually P (at_right a) \<longleftrightarrow> eventually (\<lambda>x. P (x + a)) (at_right 0)"
   for a :: real
   unfolding at_right_to_0[of a] by (simp add: eventually_filtermap)
 
 lemma at_to_0: "at a = filtermap (\<lambda>x. x + a) (at 0)"
   for a :: "'a::real_normed_vector"
   using filtermap_at_shift[of "-a" 0] by simp
 
 lemma filterlim_at_to_0:
   "filterlim f F (at a) \<longleftrightarrow> filterlim (\<lambda>x. f (x + a)) F (at 0)"
   for a :: "'a::real_normed_vector"
   unfolding filterlim_def filtermap_filtermap at_to_0[of a] ..
 
 lemma eventually_at_to_0:
   "eventually P (at a) \<longleftrightarrow> eventually (\<lambda>x. P (x + a)) (at 0)"
   for a ::  "'a::real_normed_vector"
   unfolding at_to_0[of a] by (simp add: eventually_filtermap)
 
 lemma filtermap_at_minus: "filtermap (\<lambda>x. - x) (at a) = at (- a)"
   for a :: "'a::real_normed_vector"
   by (simp add: filter_eq_iff eventually_filtermap eventually_at_filter filtermap_nhds_minus[symmetric])
 
 lemma at_left_minus: "at_left a = filtermap (\<lambda>x. - x) (at_right (- a))"
   for a :: real
   by (simp add: filter_eq_iff eventually_filtermap eventually_at_filter filtermap_nhds_minus[symmetric])
 
 lemma at_right_minus: "at_right a = filtermap (\<lambda>x. - x) (at_left (- a))"
   for a :: real
   by (simp add: filter_eq_iff eventually_filtermap eventually_at_filter filtermap_nhds_minus[symmetric])
 
 
 lemma filterlim_at_left_to_right:
   "filterlim f F (at_left a) \<longleftrightarrow> filterlim (\<lambda>x. f (- x)) F (at_right (-a))"
   for a :: real
   unfolding filterlim_def filtermap_filtermap at_left_minus[of a] ..
 
 lemma eventually_at_left_to_right:
   "eventually P (at_left a) \<longleftrightarrow> eventually (\<lambda>x. P (- x)) (at_right (-a))"
   for a :: real
   unfolding at_left_minus[of a] by (simp add: eventually_filtermap)
 
 lemma filterlim_uminus_at_top_at_bot: "LIM x at_bot. - x :: real :> at_top"
   unfolding filterlim_at_top eventually_at_bot_dense
   by (metis leI minus_less_iff order_less_asym)
 
 lemma filterlim_uminus_at_bot_at_top: "LIM x at_top. - x :: real :> at_bot"
   unfolding filterlim_at_bot eventually_at_top_dense
   by (metis leI less_minus_iff order_less_asym)
 
 lemma at_bot_mirror :
   shows "(at_bot::('a::{ordered_ab_group_add,linorder} filter)) = filtermap uminus at_top"
   apply (rule filtermap_fun_inverse[of uminus, symmetric])
   subgoal unfolding filterlim_at_top filterlim_at_bot eventually_at_bot_linorder using le_minus_iff by auto
   subgoal unfolding filterlim_at_bot eventually_at_top_linorder using minus_le_iff by auto
   by auto
 
 lemma at_top_mirror :
   shows "(at_top::('a::{ordered_ab_group_add,linorder} filter)) = filtermap uminus at_bot"
   apply (subst at_bot_mirror)
   by (auto simp: filtermap_filtermap)
 
 lemma filterlim_at_top_mirror: "(LIM x at_top. f x :> F) \<longleftrightarrow> (LIM x at_bot. f (-x::real) :> F)"
   unfolding filterlim_def at_top_mirror filtermap_filtermap ..
 
 lemma filterlim_at_bot_mirror: "(LIM x at_bot. f x :> F) \<longleftrightarrow> (LIM x at_top. f (-x::real) :> F)"
   unfolding filterlim_def at_bot_mirror filtermap_filtermap ..
 
 lemma filterlim_uminus_at_top: "(LIM x F. f x :> at_top) \<longleftrightarrow> (LIM x F. - (f x) :: real :> at_bot)"
   using filterlim_compose[OF filterlim_uminus_at_bot_at_top, of f F]
     and filterlim_compose[OF filterlim_uminus_at_top_at_bot, of "\<lambda>x. - f x" F]
   by auto
 
 lemma tendsto_at_botI_sequentially:
   fixes f :: "real \<Rightarrow> 'b::first_countable_topology"
   assumes *: "\<And>X. filterlim X at_bot sequentially \<Longrightarrow> (\<lambda>n. f (X n)) \<longlonglongrightarrow> y"
   shows "(f \<longlongrightarrow> y) at_bot"
   unfolding filterlim_at_bot_mirror
 proof (rule tendsto_at_topI_sequentially)
   fix X :: "nat \<Rightarrow> real" assume "filterlim X at_top sequentially"
   thus "(\<lambda>n. f (-X n)) \<longlonglongrightarrow> y" by (intro *) (auto simp: filterlim_uminus_at_top)
 qed
 
 lemma filterlim_at_infinity_imp_filterlim_at_top:
   assumes "filterlim (f :: 'a \<Rightarrow> real) at_infinity F"
   assumes "eventually (\<lambda>x. f x > 0) F"
   shows   "filterlim f at_top F"
 proof -
   from assms(2) have *: "eventually (\<lambda>x. norm (f x) = f x) F" by eventually_elim simp
   from assms(1) show ?thesis unfolding filterlim_at_infinity_conv_norm_at_top
     by (subst (asm) filterlim_cong[OF refl refl *])
 qed
 
 lemma filterlim_at_infinity_imp_filterlim_at_bot:
   assumes "filterlim (f :: 'a \<Rightarrow> real) at_infinity F"
   assumes "eventually (\<lambda>x. f x < 0) F"
   shows   "filterlim f at_bot F"
 proof -
   from assms(2) have *: "eventually (\<lambda>x. norm (f x) = -f x) F" by eventually_elim simp
   from assms(1) have "filterlim (\<lambda>x. - f x) at_top F"
     unfolding filterlim_at_infinity_conv_norm_at_top
     by (subst (asm) filterlim_cong[OF refl refl *])
   thus ?thesis by (simp add: filterlim_uminus_at_top)
 qed
 
 lemma filterlim_uminus_at_bot: "(LIM x F. f x :> at_bot) \<longleftrightarrow> (LIM x F. - (f x) :: real :> at_top)"
   unfolding filterlim_uminus_at_top by simp
 
 lemma filterlim_inverse_at_top_right: "LIM x at_right (0::real). inverse x :> at_top"
   unfolding filterlim_at_top_gt[where c=0] eventually_at_filter
 proof safe
   fix Z :: real
   assume [arith]: "0 < Z"
   then have "eventually (\<lambda>x. x < inverse Z) (nhds 0)"
     by (auto simp: eventually_nhds_metric dist_real_def intro!: exI[of _ "\<bar>inverse Z\<bar>"])
   then show "eventually (\<lambda>x. x \<noteq> 0 \<longrightarrow> x \<in> {0<..} \<longrightarrow> Z \<le> inverse x) (nhds 0)"
     by (auto elim!: eventually_mono simp: inverse_eq_divide field_simps)
 qed
 
 lemma tendsto_inverse_0:
   fixes x :: "_ \<Rightarrow> 'a::real_normed_div_algebra"
   shows "(inverse \<longlongrightarrow> (0::'a)) at_infinity"
   unfolding tendsto_Zfun_iff diff_0_right Zfun_def eventually_at_infinity
 proof safe
   fix r :: real
   assume "0 < r"
   show "\<exists>b. \<forall>x. b \<le> norm x \<longrightarrow> norm (inverse x :: 'a) < r"
   proof (intro exI[of _ "inverse (r / 2)"] allI impI)
     fix x :: 'a
     from \<open>0 < r\<close> have "0 < inverse (r / 2)" by simp
     also assume *: "inverse (r / 2) \<le> norm x"
     finally show "norm (inverse x) < r"
       using * \<open>0 < r\<close>
       by (subst nonzero_norm_inverse) (simp_all add: inverse_eq_divide field_simps)
   qed
 qed
 
 lemma tendsto_add_filterlim_at_infinity:
   fixes c :: "'b::real_normed_vector"
     and F :: "'a filter"
   assumes "(f \<longlongrightarrow> c) F"
     and "filterlim g at_infinity F"
   shows "filterlim (\<lambda>x. f x + g x) at_infinity F"
 proof (subst filterlim_at_infinity[OF order_refl], safe)
   fix r :: real
   assume r: "r > 0"
   from assms(1) have "((\<lambda>x. norm (f x)) \<longlongrightarrow> norm c) F"
     by (rule tendsto_norm)
   then have "eventually (\<lambda>x. norm (f x) < norm c + 1) F"
     by (rule order_tendstoD) simp_all
   moreover from r have "r + norm c + 1 > 0"
     by (intro add_pos_nonneg) simp_all
   with assms(2) have "eventually (\<lambda>x. norm (g x) \<ge> r + norm c + 1) F"
     unfolding filterlim_at_infinity[OF order_refl]
     by (elim allE[of _ "r + norm c + 1"]) simp_all
   ultimately show "eventually (\<lambda>x. norm (f x + g x) \<ge> r) F"
   proof eventually_elim
     fix x :: 'a
     assume A: "norm (f x) < norm c + 1" and B: "r + norm c + 1 \<le> norm (g x)"
     from A B have "r \<le> norm (g x) - norm (f x)"
       by simp
     also have "norm (g x) - norm (f x) \<le> norm (g x + f x)"
       by (rule norm_diff_ineq)
     finally show "r \<le> norm (f x + g x)"
       by (simp add: add_ac)
   qed
 qed
 
 lemma tendsto_add_filterlim_at_infinity':
   fixes c :: "'b::real_normed_vector"
     and F :: "'a filter"
   assumes "filterlim f at_infinity F"
     and "(g \<longlongrightarrow> c) F"
   shows "filterlim (\<lambda>x. f x + g x) at_infinity F"
   by (subst add.commute) (rule tendsto_add_filterlim_at_infinity assms)+
 
 lemma filterlim_inverse_at_right_top: "LIM x at_top. inverse x :> at_right (0::real)"
   unfolding filterlim_at
   by (auto simp: eventually_at_top_dense)
      (metis tendsto_inverse_0 filterlim_mono at_top_le_at_infinity order_refl)
 
 lemma filterlim_inverse_at_top:
   "(f \<longlongrightarrow> (0 :: real)) F \<Longrightarrow> eventually (\<lambda>x. 0 < f x) F \<Longrightarrow> LIM x F. inverse (f x) :> at_top"
   by (intro filterlim_compose[OF filterlim_inverse_at_top_right])
      (simp add: filterlim_def eventually_filtermap eventually_mono at_within_def le_principal)
 
 lemma filterlim_inverse_at_bot_neg:
   "LIM x (at_left (0::real)). inverse x :> at_bot"
   by (simp add: filterlim_inverse_at_top_right filterlim_uminus_at_bot filterlim_at_left_to_right)
 
 lemma filterlim_inverse_at_bot:
   "(f \<longlongrightarrow> (0 :: real)) F \<Longrightarrow> eventually (\<lambda>x. f x < 0) F \<Longrightarrow> LIM x F. inverse (f x) :> at_bot"
   unfolding filterlim_uminus_at_bot inverse_minus_eq[symmetric]
   by (rule filterlim_inverse_at_top) (simp_all add: tendsto_minus_cancel_left[symmetric])
 
 lemma at_right_to_top: "(at_right (0::real)) = filtermap inverse at_top"
   by (intro filtermap_fun_inverse[symmetric, where g=inverse])
      (auto intro: filterlim_inverse_at_top_right filterlim_inverse_at_right_top)
 
 lemma eventually_at_right_to_top:
   "eventually P (at_right (0::real)) \<longleftrightarrow> eventually (\<lambda>x. P (inverse x)) at_top"
   unfolding at_right_to_top eventually_filtermap ..
 
 lemma filterlim_at_right_to_top:
   "filterlim f F (at_right (0::real)) \<longleftrightarrow> (LIM x at_top. f (inverse x) :> F)"
   unfolding filterlim_def at_right_to_top filtermap_filtermap ..
 
 lemma at_top_to_right: "at_top = filtermap inverse (at_right (0::real))"
   unfolding at_right_to_top filtermap_filtermap inverse_inverse_eq filtermap_ident ..
 
 lemma eventually_at_top_to_right:
   "eventually P at_top \<longleftrightarrow> eventually (\<lambda>x. P (inverse x)) (at_right (0::real))"
   unfolding at_top_to_right eventually_filtermap ..
 
 lemma filterlim_at_top_to_right:
   "filterlim f F at_top \<longleftrightarrow> (LIM x (at_right (0::real)). f (inverse x) :> F)"
   unfolding filterlim_def at_top_to_right filtermap_filtermap ..
 
 lemma filterlim_inverse_at_infinity:
   fixes x :: "_ \<Rightarrow> 'a::{real_normed_div_algebra, division_ring}"
   shows "filterlim inverse at_infinity (at (0::'a))"
   unfolding filterlim_at_infinity[OF order_refl]
 proof safe
   fix r :: real
   assume "0 < r"
   then show "eventually (\<lambda>x::'a. r \<le> norm (inverse x)) (at 0)"
     unfolding eventually_at norm_inverse
     by (intro exI[of _ "inverse r"])
        (auto simp: norm_conv_dist[symmetric] field_simps inverse_eq_divide)
 qed
 
 lemma filterlim_inverse_at_iff:
   fixes g :: "'a \<Rightarrow> 'b::{real_normed_div_algebra, division_ring}"
   shows "(LIM x F. inverse (g x) :> at 0) \<longleftrightarrow> (LIM x F. g x :> at_infinity)"
   unfolding filterlim_def filtermap_filtermap[symmetric]
 proof
   assume "filtermap g F \<le> at_infinity"
   then have "filtermap inverse (filtermap g F) \<le> filtermap inverse at_infinity"
     by (rule filtermap_mono)
   also have "\<dots> \<le> at 0"
     using tendsto_inverse_0[where 'a='b]
     by (auto intro!: exI[of _ 1]
         simp: le_principal eventually_filtermap filterlim_def at_within_def eventually_at_infinity)
   finally show "filtermap inverse (filtermap g F) \<le> at 0" .
 next
   assume "filtermap inverse (filtermap g F) \<le> at 0"
   then have "filtermap inverse (filtermap inverse (filtermap g F)) \<le> filtermap inverse (at 0)"
     by (rule filtermap_mono)
   with filterlim_inverse_at_infinity show "filtermap g F \<le> at_infinity"
     by (auto intro: order_trans simp: filterlim_def filtermap_filtermap)
 qed
 
 lemma tendsto_mult_filterlim_at_infinity:
   fixes c :: "'a::real_normed_field"
   assumes  "(f \<longlongrightarrow> c) F" "c \<noteq> 0"
   assumes "filterlim g at_infinity F"
   shows "filterlim (\<lambda>x. f x * g x) at_infinity F"
 proof -
   have "((\<lambda>x. inverse (f x) * inverse (g x)) \<longlongrightarrow> inverse c * 0) F"
     by (intro tendsto_mult tendsto_inverse assms filterlim_compose[OF tendsto_inverse_0])
   then have "filterlim (\<lambda>x. inverse (f x) * inverse (g x)) (at (inverse c * 0)) F"
     unfolding filterlim_at
     using assms
     by (auto intro: filterlim_at_infinity_imp_eventually_ne tendsto_imp_eventually_ne eventually_conj)
   then show ?thesis
     by (subst filterlim_inverse_at_iff[symmetric]) simp_all
 qed
 
 lemma tendsto_inverse_0_at_top: "LIM x F. f x :> at_top \<Longrightarrow> ((\<lambda>x. inverse (f x) :: real) \<longlongrightarrow> 0) F"
  by (metis filterlim_at filterlim_mono[OF _ at_top_le_at_infinity order_refl] filterlim_inverse_at_iff)
 
 lemma real_tendsto_divide_at_top:
   fixes c::"real"
   assumes "(f \<longlongrightarrow> c) F"
   assumes "filterlim g at_top F"
   shows "((\<lambda>x. f x / g x) \<longlongrightarrow> 0) F"
   by (auto simp: divide_inverse_commute
       intro!: tendsto_mult[THEN tendsto_eq_rhs] tendsto_inverse_0_at_top assms)
 
 lemma mult_nat_left_at_top: "c > 0 \<Longrightarrow> filterlim (\<lambda>x. c * x) at_top sequentially"
   for c :: nat
   by (rule filterlim_subseq) (auto simp: strict_mono_def)
 
 lemma mult_nat_right_at_top: "c > 0 \<Longrightarrow> filterlim (\<lambda>x. x * c) at_top sequentially"
   for c :: nat
   by (rule filterlim_subseq) (auto simp: strict_mono_def)
 
 lemma filterlim_times_pos:
   "LIM x F1. c * f x :> at_right l"
   if "filterlim f (at_right p) F1" "0 < c" "l = c * p"
   for c::"'a::{linordered_field, linorder_topology}"
   unfolding filterlim_iff
 proof safe
   fix P
   assume "\<forall>\<^sub>F x in at_right l. P x"
   then obtain d where "c * p < d" "\<And>y. y > c * p \<Longrightarrow> y < d \<Longrightarrow> P y"
     unfolding \<open>l = _ \<close> eventually_at_right_field
     by auto
   then have "\<forall>\<^sub>F a in at_right p. P (c * a)"
     by (auto simp: eventually_at_right_field \<open>0 < c\<close> field_simps intro!: exI[where x="d/c"])
   from that(1)[unfolded filterlim_iff, rule_format, OF this]
   show "\<forall>\<^sub>F x in F1. P (c * f x)" .
 qed
 
 lemma filtermap_nhds_times: "c \<noteq> 0 \<Longrightarrow> filtermap (times c) (nhds a) = nhds (c * a)"
   for a c :: "'a::real_normed_field"
   by (rule filtermap_fun_inverse[where g="\<lambda>x. inverse c * x"])
     (auto intro!: tendsto_eq_intros filterlim_ident)
 
 lemma filtermap_times_pos_at_right:
   fixes c::"'a::{linordered_field, linorder_topology}"
   assumes "c > 0"
   shows "filtermap (times c) (at_right p) = at_right (c * p)"
   using assms
   by (intro filtermap_fun_inverse[where g="\<lambda>x. inverse c * x"])
     (auto intro!: filterlim_ident filterlim_times_pos)
 
 lemma at_to_infinity: "(at (0::'a::{real_normed_field,field})) = filtermap inverse at_infinity"
 proof (rule antisym)
   have "(inverse \<longlongrightarrow> (0::'a)) at_infinity"
     by (fact tendsto_inverse_0)
   then show "filtermap inverse at_infinity \<le> at (0::'a)"
     using filterlim_def filterlim_ident filterlim_inverse_at_iff by fastforce
 next
   have "filtermap inverse (filtermap inverse (at (0::'a))) \<le> filtermap inverse at_infinity"
     using filterlim_inverse_at_infinity unfolding filterlim_def
     by (rule filtermap_mono)
   then show "at (0::'a) \<le> filtermap inverse at_infinity"
     by (simp add: filtermap_ident filtermap_filtermap)
 qed
 
 lemma lim_at_infinity_0:
   fixes l :: "'a::{real_normed_field,field}"
   shows "(f \<longlongrightarrow> l) at_infinity \<longleftrightarrow> ((f \<circ> inverse) \<longlongrightarrow> l) (at (0::'a))"
   by (simp add: tendsto_compose_filtermap at_to_infinity filtermap_filtermap)
 
 lemma lim_zero_infinity:
   fixes l :: "'a::{real_normed_field,field}"
   shows "((\<lambda>x. f(1 / x)) \<longlongrightarrow> l) (at (0::'a)) \<Longrightarrow> (f \<longlongrightarrow> l) at_infinity"
   by (simp add: inverse_eq_divide lim_at_infinity_0 comp_def)
 
 
 text \<open>
   We only show rules for multiplication and addition when the functions are either against a real
   value or against infinity. Further rules are easy to derive by using @{thm
   filterlim_uminus_at_top}.
 \<close>
 
 lemma filterlim_tendsto_pos_mult_at_top:
   assumes f: "(f \<longlongrightarrow> c) F"
     and c: "0 < c"
     and g: "LIM x F. g x :> at_top"
   shows "LIM x F. (f x * g x :: real) :> at_top"
   unfolding filterlim_at_top_gt[where c=0]
 proof safe
   fix Z :: real
   assume "0 < Z"
   from f \<open>0 < c\<close> have "eventually (\<lambda>x. c / 2 < f x) F"
     by (auto dest!: tendstoD[where e="c / 2"] elim!: eventually_mono
         simp: dist_real_def abs_real_def split: if_split_asm)
   moreover from g have "eventually (\<lambda>x. (Z / c * 2) \<le> g x) F"
     unfolding filterlim_at_top by auto
   ultimately show "eventually (\<lambda>x. Z \<le> f x * g x) F"
   proof eventually_elim
     case (elim x)
     with \<open>0 < Z\<close> \<open>0 < c\<close> have "c / 2 * (Z / c * 2) \<le> f x * g x"
       by (intro mult_mono) (auto simp: zero_le_divide_iff)
     with \<open>0 < c\<close> show "Z \<le> f x * g x"
        by simp
   qed
 qed
 
 lemma filterlim_at_top_mult_at_top:
   assumes f: "LIM x F. f x :> at_top"
     and g: "LIM x F. g x :> at_top"
   shows "LIM x F. (f x * g x :: real) :> at_top"
   unfolding filterlim_at_top_gt[where c=0]
 proof safe
   fix Z :: real
   assume "0 < Z"
   from f have "eventually (\<lambda>x. 1 \<le> f x) F"
     unfolding filterlim_at_top by auto
   moreover from g have "eventually (\<lambda>x. Z \<le> g x) F"
     unfolding filterlim_at_top by auto
   ultimately show "eventually (\<lambda>x. Z \<le> f x * g x) F"
   proof eventually_elim
     case (elim x)
     with \<open>0 < Z\<close> have "1 * Z \<le> f x * g x"
       by (intro mult_mono) (auto simp: zero_le_divide_iff)
     then show "Z \<le> f x * g x"
        by simp
   qed
 qed
 
 lemma filterlim_at_top_mult_tendsto_pos:
   assumes f: "(f \<longlongrightarrow> c) F"
     and c: "0 < c"
     and g: "LIM x F. g x :> at_top"
   shows "LIM x F. (g x * f x:: real) :> at_top"
   by (auto simp: mult.commute intro!: filterlim_tendsto_pos_mult_at_top f c g)
 
 lemma filterlim_tendsto_pos_mult_at_bot:
   fixes c :: real
   assumes "(f \<longlongrightarrow> c) F" "0 < c" "filterlim g at_bot F"
   shows "LIM x F. f x * g x :> at_bot"
   using filterlim_tendsto_pos_mult_at_top[OF assms(1,2), of "\<lambda>x. - g x"] assms(3)
   unfolding filterlim_uminus_at_bot by simp
 
 lemma filterlim_tendsto_neg_mult_at_bot:
   fixes c :: real
   assumes c: "(f \<longlongrightarrow> c) F" "c < 0" and g: "filterlim g at_top F"
   shows "LIM x F. f x * g x :> at_bot"
   using c filterlim_tendsto_pos_mult_at_top[of "\<lambda>x. - f x" "- c" F, OF _ _ g]
   unfolding filterlim_uminus_at_bot tendsto_minus_cancel_left by simp
 
 lemma filterlim_pow_at_top:
   fixes f :: "'a \<Rightarrow> real"
   assumes "0 < n"
     and f: "LIM x F. f x :> at_top"
   shows "LIM x F. (f x)^n :: real :> at_top"
   using \<open>0 < n\<close>
 proof (induct n)
   case 0
   then show ?case by simp
 next
   case (Suc n) with f show ?case
     by (cases "n = 0") (auto intro!: filterlim_at_top_mult_at_top)
 qed
 
 lemma filterlim_pow_at_bot_even:
   fixes f :: "real \<Rightarrow> real"
   shows "0 < n \<Longrightarrow> LIM x F. f x :> at_bot \<Longrightarrow> even n \<Longrightarrow> LIM x F. (f x)^n :> at_top"
   using filterlim_pow_at_top[of n "\<lambda>x. - f x" F] by (simp add: filterlim_uminus_at_top)
 
 lemma filterlim_pow_at_bot_odd:
   fixes f :: "real \<Rightarrow> real"
   shows "0 < n \<Longrightarrow> LIM x F. f x :> at_bot \<Longrightarrow> odd n \<Longrightarrow> LIM x F. (f x)^n :> at_bot"
   using filterlim_pow_at_top[of n "\<lambda>x. - f x" F] by (simp add: filterlim_uminus_at_bot)
 
 lemma filterlim_power_at_infinity [tendsto_intros]:
   fixes F and f :: "'a \<Rightarrow> 'b :: real_normed_div_algebra"
   assumes "filterlim f at_infinity F" "n > 0"
   shows   "filterlim (\<lambda>x. f x ^ n) at_infinity F"
   by (rule filterlim_norm_at_top_imp_at_infinity)
      (auto simp: norm_power intro!: filterlim_pow_at_top assms
            intro: filterlim_at_infinity_imp_norm_at_top)
 
 lemma filterlim_tendsto_add_at_top:
   assumes f: "(f \<longlongrightarrow> c) F"
     and g: "LIM x F. g x :> at_top"
   shows "LIM x F. (f x + g x :: real) :> at_top"
   unfolding filterlim_at_top_gt[where c=0]
 proof safe
   fix Z :: real
   assume "0 < Z"
   from f have "eventually (\<lambda>x. c - 1 < f x) F"
     by (auto dest!: tendstoD[where e=1] elim!: eventually_mono simp: dist_real_def)
   moreover from g have "eventually (\<lambda>x. Z - (c - 1) \<le> g x) F"
     unfolding filterlim_at_top by auto
   ultimately show "eventually (\<lambda>x. Z \<le> f x + g x) F"
     by eventually_elim simp
 qed
 
 lemma LIM_at_top_divide:
   fixes f g :: "'a \<Rightarrow> real"
   assumes f: "(f \<longlongrightarrow> a) F" "0 < a"
     and g: "(g \<longlongrightarrow> 0) F" "eventually (\<lambda>x. 0 < g x) F"
   shows "LIM x F. f x / g x :> at_top"
   unfolding divide_inverse
   by (rule filterlim_tendsto_pos_mult_at_top[OF f]) (rule filterlim_inverse_at_top[OF g])
 
 lemma filterlim_at_top_add_at_top:
   assumes f: "LIM x F. f x :> at_top"
     and g: "LIM x F. g x :> at_top"
   shows "LIM x F. (f x + g x :: real) :> at_top"
   unfolding filterlim_at_top_gt[where c=0]
 proof safe
   fix Z :: real
   assume "0 < Z"
   from f have "eventually (\<lambda>x. 0 \<le> f x) F"
     unfolding filterlim_at_top by auto
   moreover from g have "eventually (\<lambda>x. Z \<le> g x) F"
     unfolding filterlim_at_top by auto
   ultimately show "eventually (\<lambda>x. Z \<le> f x + g x) F"
     by eventually_elim simp
 qed
 
 lemma tendsto_divide_0:
   fixes f :: "_ \<Rightarrow> 'a::{real_normed_div_algebra, division_ring}"
   assumes f: "(f \<longlongrightarrow> c) F"
     and g: "LIM x F. g x :> at_infinity"
   shows "((\<lambda>x. f x / g x) \<longlongrightarrow> 0) F"
   using tendsto_mult[OF f filterlim_compose[OF tendsto_inverse_0 g]]
   by (simp add: divide_inverse)
 
 lemma linear_plus_1_le_power:
   fixes x :: real
   assumes x: "0 \<le> x"
   shows "real n * x + 1 \<le> (x + 1) ^ n"
 proof (induct n)
   case 0
   then show ?case by simp
 next
   case (Suc n)
   from x have "real (Suc n) * x + 1 \<le> (x + 1) * (real n * x + 1)"
     by (simp add: field_simps)
   also have "\<dots> \<le> (x + 1)^Suc n"
     using Suc x by (simp add: mult_left_mono)
   finally show ?case .
 qed
 
 lemma filterlim_realpow_sequentially_gt1:
   fixes x :: "'a :: real_normed_div_algebra"
   assumes x[arith]: "1 < norm x"
   shows "LIM n sequentially. x ^ n :> at_infinity"
 proof (intro filterlim_at_infinity[THEN iffD2] allI impI)
   fix y :: real
   assume "0 < y"
   have "0 < norm x - 1" by simp
   then obtain N :: nat where "y < real N * (norm x - 1)"
     by (blast dest: reals_Archimedean3)
   also have "\<dots> \<le> real N * (norm x - 1) + 1"
     by simp
   also have "\<dots> \<le> (norm x - 1 + 1) ^ N"
     by (rule linear_plus_1_le_power) simp
   also have "\<dots> = norm x ^ N"
     by simp
   finally have "\<forall>n\<ge>N. y \<le> norm x ^ n"
     by (metis order_less_le_trans power_increasing order_less_imp_le x)
   then show "eventually (\<lambda>n. y \<le> norm (x ^ n)) sequentially"
     unfolding eventually_sequentially
     by (auto simp: norm_power)
 qed simp
 
 
 lemma filterlim_divide_at_infinity:
   fixes f g :: "'a \<Rightarrow> 'a :: real_normed_field"
   assumes "filterlim f (nhds c) F" "filterlim g (at 0) F" "c \<noteq> 0"
   shows   "filterlim (\<lambda>x. f x / g x) at_infinity F"
 proof -
   have "filterlim (\<lambda>x. f x * inverse (g x)) at_infinity F"
     by (intro tendsto_mult_filterlim_at_infinity[OF assms(1,3)]
           filterlim_compose [OF filterlim_inverse_at_infinity assms(2)])
   thus ?thesis by (simp add: field_simps)
 qed
 
 subsection \<open>Floor and Ceiling\<close>
 
 lemma eventually_floor_less:
   fixes f :: "'a \<Rightarrow> 'b::{order_topology,floor_ceiling}"
   assumes f: "(f \<longlongrightarrow> l) F"
     and l: "l \<notin> \<int>"
   shows "\<forall>\<^sub>F x in F. of_int (floor l) < f x"
   by (intro order_tendstoD[OF f]) (metis Ints_of_int antisym_conv2 floor_correct l)
 
 lemma eventually_less_ceiling:
   fixes f :: "'a \<Rightarrow> 'b::{order_topology,floor_ceiling}"
   assumes f: "(f \<longlongrightarrow> l) F"
     and l: "l \<notin> \<int>"
   shows "\<forall>\<^sub>F x in F. f x < of_int (ceiling l)"
   by (intro order_tendstoD[OF f]) (metis Ints_of_int l le_of_int_ceiling less_le)
 
 lemma eventually_floor_eq:
   fixes f::"'a \<Rightarrow> 'b::{order_topology,floor_ceiling}"
   assumes f: "(f \<longlongrightarrow> l) F"
     and l: "l \<notin> \<int>"
   shows "\<forall>\<^sub>F x in F. floor (f x) = floor l"
   using eventually_floor_less[OF assms] eventually_less_ceiling[OF assms]
   by eventually_elim (meson floor_less_iff less_ceiling_iff not_less_iff_gr_or_eq)
 
 lemma eventually_ceiling_eq:
   fixes f::"'a \<Rightarrow> 'b::{order_topology,floor_ceiling}"
   assumes f: "(f \<longlongrightarrow> l) F"
     and l: "l \<notin> \<int>"
   shows "\<forall>\<^sub>F x in F. ceiling (f x) = ceiling l"
   using eventually_floor_less[OF assms] eventually_less_ceiling[OF assms]
   by eventually_elim (meson floor_less_iff less_ceiling_iff not_less_iff_gr_or_eq)
 
 lemma tendsto_of_int_floor:
   fixes f::"'a \<Rightarrow> 'b::{order_topology,floor_ceiling}"
   assumes "(f \<longlongrightarrow> l) F"
     and "l \<notin> \<int>"
   shows "((\<lambda>x. of_int (floor (f x)) :: 'c::{ring_1,topological_space}) \<longlongrightarrow> of_int (floor l)) F"
   using eventually_floor_eq[OF assms]
   by (simp add: eventually_mono topological_tendstoI)
 
 lemma tendsto_of_int_ceiling:
   fixes f::"'a \<Rightarrow> 'b::{order_topology,floor_ceiling}"
   assumes "(f \<longlongrightarrow> l) F"
     and "l \<notin> \<int>"
   shows "((\<lambda>x. of_int (ceiling (f x)):: 'c::{ring_1,topological_space}) \<longlongrightarrow> of_int (ceiling l)) F"
   using eventually_ceiling_eq[OF assms]
   by (simp add: eventually_mono topological_tendstoI)
 
 lemma continuous_on_of_int_floor:
   "continuous_on (UNIV - \<int>::'a::{order_topology, floor_ceiling} set)
     (\<lambda>x. of_int (floor x)::'b::{ring_1, topological_space})"
   unfolding continuous_on_def
   by (auto intro!: tendsto_of_int_floor)
 
 lemma continuous_on_of_int_ceiling:
   "continuous_on (UNIV - \<int>::'a::{order_topology, floor_ceiling} set)
     (\<lambda>x. of_int (ceiling x)::'b::{ring_1, topological_space})"
   unfolding continuous_on_def
   by (auto intro!: tendsto_of_int_ceiling)
 
 
 subsection \<open>Limits of Sequences\<close>
 
 lemma [trans]: "X = Y \<Longrightarrow> Y \<longlonglongrightarrow> z \<Longrightarrow> X \<longlonglongrightarrow> z"
   by simp
 
 lemma LIMSEQ_iff:
   fixes L :: "'a::real_normed_vector"
   shows "(X \<longlonglongrightarrow> L) = (\<forall>r>0. \<exists>no. \<forall>n \<ge> no. norm (X n - L) < r)"
 unfolding lim_sequentially dist_norm ..
 
 lemma LIMSEQ_I: "(\<And>r. 0 < r \<Longrightarrow> \<exists>no. \<forall>n\<ge>no. norm (X n - L) < r) \<Longrightarrow> X \<longlonglongrightarrow> L"
   for L :: "'a::real_normed_vector"
   by (simp add: LIMSEQ_iff)
 
 lemma LIMSEQ_D: "X \<longlonglongrightarrow> L \<Longrightarrow> 0 < r \<Longrightarrow> \<exists>no. \<forall>n\<ge>no. norm (X n - L) < r"
   for L :: "'a::real_normed_vector"
   by (simp add: LIMSEQ_iff)
 
 lemma LIMSEQ_linear: "X \<longlonglongrightarrow> x \<Longrightarrow> l > 0 \<Longrightarrow> (\<lambda> n. X (n * l)) \<longlonglongrightarrow> x"
   unfolding tendsto_def eventually_sequentially
   by (metis div_le_dividend div_mult_self1_is_m le_trans mult.commute)
 
 
 text \<open>Transformation of limit.\<close>
 
 lemma Lim_transform: "(g \<longlongrightarrow> a) F \<Longrightarrow> ((\<lambda>x. f x - g x) \<longlongrightarrow> 0) F \<Longrightarrow> (f \<longlongrightarrow> a) F"
   for a b :: "'a::real_normed_vector"
   using tendsto_add [of g a F "\<lambda>x. f x - g x" 0] by simp
 
 lemma Lim_transform2: "(f \<longlongrightarrow> a) F \<Longrightarrow> ((\<lambda>x. f x - g x) \<longlongrightarrow> 0) F \<Longrightarrow> (g \<longlongrightarrow> a) F"
   for a b :: "'a::real_normed_vector"
   by (erule Lim_transform) (simp add: tendsto_minus_cancel)
 
 proposition Lim_transform_eq: "((\<lambda>x. f x - g x) \<longlongrightarrow> 0) F \<Longrightarrow> (f \<longlongrightarrow> a) F \<longleftrightarrow> (g \<longlongrightarrow> a) F"
   for a :: "'a::real_normed_vector"
   using Lim_transform Lim_transform2 by blast
 
 lemma Lim_transform_eventually:
   "\<lbrakk>(f \<longlongrightarrow> l) F; eventually (\<lambda>x. f x = g x) F\<rbrakk> \<Longrightarrow> (g \<longlongrightarrow> l) F"
   using eventually_elim2 by (fastforce simp add: tendsto_def)
 
 lemma Lim_transform_within:
   assumes "(f \<longlongrightarrow> l) (at x within S)"
     and "0 < d"
     and "\<And>x'. x'\<in>S \<Longrightarrow> 0 < dist x' x \<Longrightarrow> dist x' x < d \<Longrightarrow> f x' = g x'"
   shows "(g \<longlongrightarrow> l) (at x within S)"
 proof (rule Lim_transform_eventually)
   show "eventually (\<lambda>x. f x = g x) (at x within S)"
     using assms by (auto simp: eventually_at)
   show "(f \<longlongrightarrow> l) (at x within S)"
     by fact
 qed
 
 lemma filterlim_transform_within:
   assumes "filterlim g G (at x within S)"
   assumes "G \<le> F" "0<d" "(\<And>x'. x' \<in> S \<Longrightarrow> 0 < dist x' x \<Longrightarrow> dist x' x < d \<Longrightarrow> f x' = g x') "
   shows "filterlim f F (at x within S)"
   using assms
   apply (elim filterlim_mono_eventually)
   unfolding eventually_at by auto
 
 text \<open>Common case assuming being away from some crucial point like 0.\<close>
 lemma Lim_transform_away_within:
   fixes a b :: "'a::t1_space"
   assumes "a \<noteq> b"
     and "\<forall>x\<in>S. x \<noteq> a \<and> x \<noteq> b \<longrightarrow> f x = g x"
     and "(f \<longlongrightarrow> l) (at a within S)"
   shows "(g \<longlongrightarrow> l) (at a within S)"
 proof (rule Lim_transform_eventually)
   show "(f \<longlongrightarrow> l) (at a within S)"
     by fact
   show "eventually (\<lambda>x. f x = g x) (at a within S)"
     unfolding eventually_at_topological
     by (rule exI [where x="- {b}"]) (simp add: open_Compl assms)
 qed
 
 lemma Lim_transform_away_at:
   fixes a b :: "'a::t1_space"
   assumes ab: "a \<noteq> b"
     and fg: "\<forall>x. x \<noteq> a \<and> x \<noteq> b \<longrightarrow> f x = g x"
     and fl: "(f \<longlongrightarrow> l) (at a)"
   shows "(g \<longlongrightarrow> l) (at a)"
   using Lim_transform_away_within[OF ab, of UNIV f g l] fg fl by simp
 
 text \<open>Alternatively, within an open set.\<close>
 lemma Lim_transform_within_open:
   assumes "(f \<longlongrightarrow> l) (at a within T)"
     and "open s" and "a \<in> s"
     and "\<And>x. x\<in>s \<Longrightarrow> x \<noteq> a \<Longrightarrow> f x = g x"
   shows "(g \<longlongrightarrow> l) (at a within T)"
 proof (rule Lim_transform_eventually)
   show "eventually (\<lambda>x. f x = g x) (at a within T)"
     unfolding eventually_at_topological
     using assms by auto
   show "(f \<longlongrightarrow> l) (at a within T)" by fact
 qed
 
 
 text \<open>A congruence rule allowing us to transform limits assuming not at point.\<close>
 
 (* FIXME: Only one congruence rule for tendsto can be used at a time! *)
 
 lemma Lim_cong_within(*[cong add]*):
   assumes "a = b"
     and "x = y"
     and "S = T"
     and "\<And>x. x \<noteq> b \<Longrightarrow> x \<in> T \<Longrightarrow> f x = g x"
   shows "(f \<longlongrightarrow> x) (at a within S) \<longleftrightarrow> (g \<longlongrightarrow> y) (at b within T)"
   unfolding tendsto_def eventually_at_topological
   using assms by simp
 
 lemma Lim_cong_at(*[cong add]*):
   assumes "a = b" "x = y"
     and "\<And>x. x \<noteq> a \<Longrightarrow> f x = g x"
   shows "((\<lambda>x. f x) \<longlongrightarrow> x) (at a) \<longleftrightarrow> ((g \<longlongrightarrow> y) (at a))"
   unfolding tendsto_def eventually_at_topological
   using assms by simp
 
 text \<open>An unbounded sequence's inverse tends to 0.\<close>
 lemma LIMSEQ_inverse_zero:
   assumes "\<And>r::real. \<exists>N. \<forall>n\<ge>N. r < X n"
   shows "(\<lambda>n. inverse (X n)) \<longlonglongrightarrow> 0"
   apply (rule filterlim_compose[OF tendsto_inverse_0])
   by (metis assms eventually_at_top_linorderI filterlim_at_top_dense filterlim_at_top_imp_at_infinity)
 
 text \<open>The sequence \<^term>\<open>1/n\<close> tends to 0 as \<^term>\<open>n\<close> tends to infinity.\<close>
 lemma LIMSEQ_inverse_real_of_nat: "(\<lambda>n. inverse (real (Suc n))) \<longlonglongrightarrow> 0"
   by (metis filterlim_compose tendsto_inverse_0 filterlim_mono order_refl filterlim_Suc
       filterlim_compose[OF filterlim_real_sequentially] at_top_le_at_infinity)
 
 text \<open>
   The sequence \<^term>\<open>r + 1/n\<close> tends to \<^term>\<open>r\<close> as \<^term>\<open>n\<close> tends to
   infinity is now easily proved.
 \<close>
 
 lemma LIMSEQ_inverse_real_of_nat_add: "(\<lambda>n. r + inverse (real (Suc n))) \<longlonglongrightarrow> r"
   using tendsto_add [OF tendsto_const LIMSEQ_inverse_real_of_nat] by auto
 
 lemma LIMSEQ_inverse_real_of_nat_add_minus: "(\<lambda>n. r + -inverse (real (Suc n))) \<longlonglongrightarrow> r"
   using tendsto_add [OF tendsto_const tendsto_minus [OF LIMSEQ_inverse_real_of_nat]]
   by auto
 
 lemma LIMSEQ_inverse_real_of_nat_add_minus_mult: "(\<lambda>n. r * (1 + - inverse (real (Suc n)))) \<longlonglongrightarrow> r"
   using tendsto_mult [OF tendsto_const LIMSEQ_inverse_real_of_nat_add_minus [of 1]]
   by auto
 
 lemma lim_inverse_n: "((\<lambda>n. inverse(of_nat n)) \<longlongrightarrow> (0::'a::real_normed_field)) sequentially"
   using lim_1_over_n by (simp add: inverse_eq_divide)
 
 lemma lim_inverse_n': "((\<lambda>n. 1 / n) \<longlongrightarrow> 0) sequentially"
   using lim_inverse_n
   by (simp add: inverse_eq_divide)
 
 lemma LIMSEQ_Suc_n_over_n: "(\<lambda>n. of_nat (Suc n) / of_nat n :: 'a :: real_normed_field) \<longlonglongrightarrow> 1"
 proof (rule Lim_transform_eventually)
   show "eventually (\<lambda>n. 1 + inverse (of_nat n :: 'a) = of_nat (Suc n) / of_nat n) sequentially"
     using eventually_gt_at_top[of "0::nat"]
     by eventually_elim (simp add: field_simps)
   have "(\<lambda>n. 1 + inverse (of_nat n) :: 'a) \<longlonglongrightarrow> 1 + 0"
     by (intro tendsto_add tendsto_const lim_inverse_n)
   then show "(\<lambda>n. 1 + inverse (of_nat n) :: 'a) \<longlonglongrightarrow> 1"
     by simp
 qed
 
 lemma LIMSEQ_n_over_Suc_n: "(\<lambda>n. of_nat n / of_nat (Suc n) :: 'a :: real_normed_field) \<longlonglongrightarrow> 1"
 proof (rule Lim_transform_eventually)
   show "eventually (\<lambda>n. inverse (of_nat (Suc n) / of_nat n :: 'a) =
       of_nat n / of_nat (Suc n)) sequentially"
     using eventually_gt_at_top[of "0::nat"]
     by eventually_elim (simp add: field_simps del: of_nat_Suc)
   have "(\<lambda>n. inverse (of_nat (Suc n) / of_nat n :: 'a)) \<longlonglongrightarrow> inverse 1"
     by (intro tendsto_inverse LIMSEQ_Suc_n_over_n) simp_all
   then show "(\<lambda>n. inverse (of_nat (Suc n) / of_nat n :: 'a)) \<longlonglongrightarrow> 1"
     by simp
 qed
 
 
 subsection \<open>Convergence on sequences\<close>
 
 lemma convergent_cong:
   assumes "eventually (\<lambda>x. f x = g x) sequentially"
   shows "convergent f \<longleftrightarrow> convergent g"
   unfolding convergent_def
   by (subst filterlim_cong[OF refl refl assms]) (rule refl)
 
 lemma convergent_Suc_iff: "convergent (\<lambda>n. f (Suc n)) \<longleftrightarrow> convergent f"
   by (auto simp: convergent_def LIMSEQ_Suc_iff)
 
 lemma convergent_ignore_initial_segment: "convergent (\<lambda>n. f (n + m)) = convergent f"
 proof (induct m arbitrary: f)
   case 0
   then show ?case by simp
 next
   case (Suc m)
   have "convergent (\<lambda>n. f (n + Suc m)) \<longleftrightarrow> convergent (\<lambda>n. f (Suc n + m))"
     by simp
   also have "\<dots> \<longleftrightarrow> convergent (\<lambda>n. f (n + m))"
     by (rule convergent_Suc_iff)
   also have "\<dots> \<longleftrightarrow> convergent f"
     by (rule Suc)
   finally show ?case .
 qed
 
 lemma convergent_add:
   fixes X Y :: "nat \<Rightarrow> 'a::topological_monoid_add"
   assumes "convergent (\<lambda>n. X n)"
     and "convergent (\<lambda>n. Y n)"
   shows "convergent (\<lambda>n. X n + Y n)"
   using assms unfolding convergent_def by (blast intro: tendsto_add)
 
 lemma convergent_sum:
   fixes X :: "'a \<Rightarrow> nat \<Rightarrow> 'b::topological_comm_monoid_add"
   shows "(\<And>i. i \<in> A \<Longrightarrow> convergent (\<lambda>n. X i n)) \<Longrightarrow> convergent (\<lambda>n. \<Sum>i\<in>A. X i n)"
   by (induct A rule: infinite_finite_induct) (simp_all add: convergent_const convergent_add)
 
 lemma (in bounded_linear) convergent:
   assumes "convergent (\<lambda>n. X n)"
   shows "convergent (\<lambda>n. f (X n))"
   using assms unfolding convergent_def by (blast intro: tendsto)
 
 lemma (in bounded_bilinear) convergent:
   assumes "convergent (\<lambda>n. X n)"
     and "convergent (\<lambda>n. Y n)"
   shows "convergent (\<lambda>n. X n ** Y n)"
   using assms unfolding convergent_def by (blast intro: tendsto)
 
 lemma convergent_minus_iff:
   fixes X :: "nat \<Rightarrow> 'a::topological_group_add"
   shows "convergent X \<longleftrightarrow> convergent (\<lambda>n. - X n)"
   unfolding convergent_def by (force dest: tendsto_minus)
 
 lemma convergent_diff:
   fixes X Y :: "nat \<Rightarrow> 'a::topological_group_add"
   assumes "convergent (\<lambda>n. X n)"
   assumes "convergent (\<lambda>n. Y n)"
   shows "convergent (\<lambda>n. X n - Y n)"
   using assms unfolding convergent_def by (blast intro: tendsto_diff)
 
 lemma convergent_norm:
   assumes "convergent f"
   shows "convergent (\<lambda>n. norm (f n))"
 proof -
   from assms have "f \<longlonglongrightarrow> lim f"
     by (simp add: convergent_LIMSEQ_iff)
   then have "(\<lambda>n. norm (f n)) \<longlonglongrightarrow> norm (lim f)"
     by (rule tendsto_norm)
   then show ?thesis
     by (auto simp: convergent_def)
 qed
 
 lemma convergent_of_real:
   "convergent f \<Longrightarrow> convergent (\<lambda>n. of_real (f n) :: 'a::real_normed_algebra_1)"
   unfolding convergent_def by (blast intro!: tendsto_of_real)
 
 lemma convergent_add_const_iff:
   "convergent (\<lambda>n. c + f n :: 'a::topological_ab_group_add) \<longleftrightarrow> convergent f"
 proof
   assume "convergent (\<lambda>n. c + f n)"
   from convergent_diff[OF this convergent_const[of c]] show "convergent f"
     by simp
 next
   assume "convergent f"
   from convergent_add[OF convergent_const[of c] this] show "convergent (\<lambda>n. c + f n)"
     by simp
 qed
 
 lemma convergent_add_const_right_iff:
   "convergent (\<lambda>n. f n + c :: 'a::topological_ab_group_add) \<longleftrightarrow> convergent f"
   using convergent_add_const_iff[of c f] by (simp add: add_ac)
 
 lemma convergent_diff_const_right_iff:
   "convergent (\<lambda>n. f n - c :: 'a::topological_ab_group_add) \<longleftrightarrow> convergent f"
   using convergent_add_const_right_iff[of f "-c"] by (simp add: add_ac)
 
 lemma convergent_mult:
   fixes X Y :: "nat \<Rightarrow> 'a::topological_semigroup_mult"
   assumes "convergent (\<lambda>n. X n)"
     and "convergent (\<lambda>n. Y n)"
   shows "convergent (\<lambda>n. X n * Y n)"
   using assms unfolding convergent_def by (blast intro: tendsto_mult)
 
 lemma convergent_mult_const_iff:
   assumes "c \<noteq> 0"
   shows "convergent (\<lambda>n. c * f n :: 'a::{field,topological_semigroup_mult}) \<longleftrightarrow> convergent f"
 proof
   assume "convergent (\<lambda>n. c * f n)"
   from assms convergent_mult[OF this convergent_const[of "inverse c"]]
     show "convergent f" by (simp add: field_simps)
 next
   assume "convergent f"
   from convergent_mult[OF convergent_const[of c] this] show "convergent (\<lambda>n. c * f n)"
     by simp
 qed
 
 lemma convergent_mult_const_right_iff:
   fixes c :: "'a::{field,topological_semigroup_mult}"
   assumes "c \<noteq> 0"
   shows "convergent (\<lambda>n. f n * c) \<longleftrightarrow> convergent f"
   using convergent_mult_const_iff[OF assms, of f] by (simp add: mult_ac)
 
 lemma convergent_imp_Bseq: "convergent f \<Longrightarrow> Bseq f"
   by (simp add: Cauchy_Bseq convergent_Cauchy)
 
 
 text \<open>A monotone sequence converges to its least upper bound.\<close>
 
 lemma LIMSEQ_incseq_SUP:
   fixes X :: "nat \<Rightarrow> 'a::{conditionally_complete_linorder,linorder_topology}"
   assumes u: "bdd_above (range X)"
     and X: "incseq X"
   shows "X \<longlonglongrightarrow> (SUP i. X i)"
   by (rule order_tendstoI)
     (auto simp: eventually_sequentially u less_cSUP_iff
       intro: X[THEN incseqD] less_le_trans cSUP_lessD[OF u])
 
 lemma LIMSEQ_decseq_INF:
   fixes X :: "nat \<Rightarrow> 'a::{conditionally_complete_linorder, linorder_topology}"
   assumes u: "bdd_below (range X)"
     and X: "decseq X"
   shows "X \<longlonglongrightarrow> (INF i. X i)"
   by (rule order_tendstoI)
      (auto simp: eventually_sequentially u cINF_less_iff
        intro: X[THEN decseqD] le_less_trans less_cINF_D[OF u])
 
 text \<open>Main monotonicity theorem.\<close>
 
 lemma Bseq_monoseq_convergent: "Bseq X \<Longrightarrow> monoseq X \<Longrightarrow> convergent X"
   for X :: "nat \<Rightarrow> real"
   by (auto simp: monoseq_iff convergent_def intro: LIMSEQ_decseq_INF LIMSEQ_incseq_SUP
       dest: Bseq_bdd_above Bseq_bdd_below)
 
 lemma Bseq_mono_convergent: "Bseq X \<Longrightarrow> (\<forall>m n. m \<le> n \<longrightarrow> X m \<le> X n) \<Longrightarrow> convergent X"
   for X :: "nat \<Rightarrow> real"
   by (auto intro!: Bseq_monoseq_convergent incseq_imp_monoseq simp: incseq_def)
 
 lemma monoseq_imp_convergent_iff_Bseq: "monoseq f \<Longrightarrow> convergent f \<longleftrightarrow> Bseq f"
   for f :: "nat \<Rightarrow> real"
   using Bseq_monoseq_convergent[of f] convergent_imp_Bseq[of f] by blast
 
 lemma Bseq_monoseq_convergent'_inc:
   fixes f :: "nat \<Rightarrow> real"
   shows "Bseq (\<lambda>n. f (n + M)) \<Longrightarrow> (\<And>m n. M \<le> m \<Longrightarrow> m \<le> n \<Longrightarrow> f m \<le> f n) \<Longrightarrow> convergent f"
   by (subst convergent_ignore_initial_segment [symmetric, of _ M])
      (auto intro!: Bseq_monoseq_convergent simp: monoseq_def)
 
 lemma Bseq_monoseq_convergent'_dec:
   fixes f :: "nat \<Rightarrow> real"
   shows "Bseq (\<lambda>n. f (n + M)) \<Longrightarrow> (\<And>m n. M \<le> m \<Longrightarrow> m \<le> n \<Longrightarrow> f m \<ge> f n) \<Longrightarrow> convergent f"
   by (subst convergent_ignore_initial_segment [symmetric, of _ M])
     (auto intro!: Bseq_monoseq_convergent simp: monoseq_def)
 
 lemma Cauchy_iff: "Cauchy X \<longleftrightarrow> (\<forall>e>0. \<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. norm (X m - X n) < e)"
   for X :: "nat \<Rightarrow> 'a::real_normed_vector"
   unfolding Cauchy_def dist_norm ..
 
 lemma CauchyI: "(\<And>e. 0 < e \<Longrightarrow> \<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. norm (X m - X n) < e) \<Longrightarrow> Cauchy X"
   for X :: "nat \<Rightarrow> 'a::real_normed_vector"
   by (simp add: Cauchy_iff)
 
 lemma CauchyD: "Cauchy X \<Longrightarrow> 0 < e \<Longrightarrow> \<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. norm (X m - X n) < e"
   for X :: "nat \<Rightarrow> 'a::real_normed_vector"
   by (simp add: Cauchy_iff)
 
 lemma incseq_convergent:
   fixes X :: "nat \<Rightarrow> real"
   assumes "incseq X"
     and "\<forall>i. X i \<le> B"
   obtains L where "X \<longlonglongrightarrow> L" "\<forall>i. X i \<le> L"
 proof atomize_elim
   from incseq_bounded[OF assms] \<open>incseq X\<close> Bseq_monoseq_convergent[of X]
   obtain L where "X \<longlonglongrightarrow> L"
     by (auto simp: convergent_def monoseq_def incseq_def)
   with \<open>incseq X\<close> show "\<exists>L. X \<longlonglongrightarrow> L \<and> (\<forall>i. X i \<le> L)"
     by (auto intro!: exI[of _ L] incseq_le)
 qed
 
 lemma decseq_convergent:
   fixes X :: "nat \<Rightarrow> real"
   assumes "decseq X"
     and "\<forall>i. B \<le> X i"
   obtains L where "X \<longlonglongrightarrow> L" "\<forall>i. L \<le> X i"
 proof atomize_elim
   from decseq_bounded[OF assms] \<open>decseq X\<close> Bseq_monoseq_convergent[of X]
   obtain L where "X \<longlonglongrightarrow> L"
     by (auto simp: convergent_def monoseq_def decseq_def)
   with \<open>decseq X\<close> show "\<exists>L. X \<longlonglongrightarrow> L \<and> (\<forall>i. L \<le> X i)"
     by (auto intro!: exI[of _ L] decseq_ge)
 qed
 
 lemma monoseq_convergent:
   fixes X :: "nat \<Rightarrow> real"
   assumes X: "monoseq X" and B: "\<And>i. \<bar>X i\<bar> \<le> B"
   obtains L where "X \<longlonglongrightarrow> L"
   using X unfolding monoseq_iff
 proof
   assume "incseq X"
   show thesis
     using abs_le_D1 [OF B] incseq_convergent [OF \<open>incseq X\<close>] that by meson
 next
   assume "decseq X"
   show thesis
     using decseq_convergent [OF \<open>decseq X\<close>] that
     by (metis B abs_le_iff add.inverse_inverse neg_le_iff_le)
 qed
 
 subsection \<open>Power Sequences\<close>
 
 lemma Bseq_realpow: "0 \<le> x \<Longrightarrow> x \<le> 1 \<Longrightarrow> Bseq (\<lambda>n. x ^ n)"
   for x :: real
   by (metis decseq_bounded decseq_def power_decreasing zero_le_power)
 
 lemma monoseq_realpow: "0 \<le> x \<Longrightarrow> x \<le> 1 \<Longrightarrow> monoseq (\<lambda>n. x ^ n)"
   for x :: real
   using monoseq_def power_decreasing by blast
 
 lemma convergent_realpow: "0 \<le> x \<Longrightarrow> x \<le> 1 \<Longrightarrow> convergent (\<lambda>n. x ^ n)"
   for x :: real
   by (blast intro!: Bseq_monoseq_convergent Bseq_realpow monoseq_realpow)
 
 lemma LIMSEQ_inverse_realpow_zero: "1 < x \<Longrightarrow> (\<lambda>n. inverse (x ^ n)) \<longlonglongrightarrow> 0"
   for x :: real
   by (rule filterlim_compose[OF tendsto_inverse_0 filterlim_realpow_sequentially_gt1]) simp
 
 lemma LIMSEQ_realpow_zero:
   fixes x :: real
   assumes "0 \<le> x" "x < 1"
   shows "(\<lambda>n. x ^ n) \<longlonglongrightarrow> 0"
 proof (cases "x = 0")
   case False
   with \<open>0 \<le> x\<close> have x0: "0 < x" by simp
   then have "1 < inverse x"
     using \<open>x < 1\<close> by (rule one_less_inverse)
   then have "(\<lambda>n. inverse (inverse x ^ n)) \<longlonglongrightarrow> 0"
     by (rule LIMSEQ_inverse_realpow_zero)
   then show ?thesis by (simp add: power_inverse)
 next
   case True
   show ?thesis
     by (rule LIMSEQ_imp_Suc) (simp add: True)
 qed
 
 lemma LIMSEQ_power_zero [tendsto_intros]: "norm x < 1 \<Longrightarrow> (\<lambda>n. x ^ n) \<longlonglongrightarrow> 0"
   for x :: "'a::real_normed_algebra_1"
   apply (drule LIMSEQ_realpow_zero [OF norm_ge_zero])
   by (simp add: Zfun_le norm_power_ineq tendsto_Zfun_iff)
 
 lemma LIMSEQ_divide_realpow_zero: "1 < x \<Longrightarrow> (\<lambda>n. a / (x ^ n) :: real) \<longlonglongrightarrow> 0"
   by (rule tendsto_divide_0 [OF tendsto_const filterlim_realpow_sequentially_gt1]) simp
 
 lemma
   tendsto_power_zero:
   fixes x::"'a::real_normed_algebra_1"
   assumes "filterlim f at_top F"
   assumes "norm x < 1"
   shows "((\<lambda>y. x ^ (f y)) \<longlongrightarrow> 0) F"
 proof (rule tendstoI)
   fix e::real assume "0 < e"
   from tendstoD[OF LIMSEQ_power_zero[OF \<open>norm x < 1\<close>] \<open>0 < e\<close>]
   have "\<forall>\<^sub>F xa in sequentially. norm (x ^ xa) < e"
     by simp
   then obtain N where N: "norm (x ^ n) < e" if "n \<ge> N" for n
     by (auto simp: eventually_sequentially)
   have "\<forall>\<^sub>F i in F. f i \<ge> N"
     using \<open>filterlim f sequentially F\<close>
     by (simp add: filterlim_at_top)
   then show "\<forall>\<^sub>F i in F. dist (x ^ f i) 0 < e"
     by eventually_elim (auto simp: N)
 qed
 
 text \<open>Limit of \<^term>\<open>c^n\<close> for \<^term>\<open>\<bar>c\<bar> < 1\<close>.\<close>
 
 lemma LIMSEQ_abs_realpow_zero: "\<bar>c\<bar> < 1 \<Longrightarrow> (\<lambda>n. \<bar>c\<bar> ^ n :: real) \<longlonglongrightarrow> 0"
   by (rule LIMSEQ_realpow_zero [OF abs_ge_zero])
 
 lemma LIMSEQ_abs_realpow_zero2: "\<bar>c\<bar> < 1 \<Longrightarrow> (\<lambda>n. c ^ n :: real) \<longlonglongrightarrow> 0"
   by (rule LIMSEQ_power_zero) simp
 
 
 subsection \<open>Limits of Functions\<close>
 
 lemma LIM_eq: "f \<midarrow>a\<rightarrow> L = (\<forall>r>0. \<exists>s>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < s \<longrightarrow> norm (f x - L) < r)"
   for a :: "'a::real_normed_vector" and L :: "'b::real_normed_vector"
   by (simp add: LIM_def dist_norm)
 
 lemma LIM_I:
   "(\<And>r. 0 < r \<Longrightarrow> \<exists>s>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < s \<longrightarrow> norm (f x - L) < r) \<Longrightarrow> f \<midarrow>a\<rightarrow> L"
   for a :: "'a::real_normed_vector" and L :: "'b::real_normed_vector"
   by (simp add: LIM_eq)
 
 lemma LIM_D: "f \<midarrow>a\<rightarrow> L \<Longrightarrow> 0 < r \<Longrightarrow> \<exists>s>0.\<forall>x. x \<noteq> a \<and> norm (x - a) < s \<longrightarrow> norm (f x - L) < r"
   for a :: "'a::real_normed_vector" and L :: "'b::real_normed_vector"
   by (simp add: LIM_eq)
 
 lemma LIM_offset: "f \<midarrow>a\<rightarrow> L \<Longrightarrow> (\<lambda>x. f (x + k)) \<midarrow>(a - k)\<rightarrow> L"
   for a :: "'a::real_normed_vector"
   by (simp add: filtermap_at_shift[symmetric, of a k] filterlim_def filtermap_filtermap)
 
 lemma LIM_offset_zero: "f \<midarrow>a\<rightarrow> L \<Longrightarrow> (\<lambda>h. f (a + h)) \<midarrow>0\<rightarrow> L"
   for a :: "'a::real_normed_vector"
   by (drule LIM_offset [where k = a]) (simp add: add.commute)
 
 lemma LIM_offset_zero_cancel: "(\<lambda>h. f (a + h)) \<midarrow>0\<rightarrow> L \<Longrightarrow> f \<midarrow>a\<rightarrow> L"
   for a :: "'a::real_normed_vector"
   by (drule LIM_offset [where k = "- a"]) simp
 
 lemma LIM_offset_zero_iff: "f \<midarrow>a\<rightarrow> L \<longleftrightarrow> (\<lambda>h. f (a + h)) \<midarrow>0\<rightarrow> L"
   for f :: "'a :: real_normed_vector \<Rightarrow> _"
   using LIM_offset_zero_cancel[of f a L] LIM_offset_zero[of f L a] by auto
 
+lemma tendsto_offset_zero_iff:
+  fixes f :: "'a :: real_normed_vector \<Rightarrow> _"
+  assumes "a \<in> S" "open S"
+  shows "(f \<longlongrightarrow> L) (at a within S) \<longleftrightarrow> ((\<lambda>h. f (a + h)) \<longlongrightarrow> L) (at 0)"
+  by (metis LIM_offset_zero_iff assms tendsto_within_open)
+
 lemma LIM_zero: "(f \<longlongrightarrow> l) F \<Longrightarrow> ((\<lambda>x. f x - l) \<longlongrightarrow> 0) F"
   for f :: "'a \<Rightarrow> 'b::real_normed_vector"
   unfolding tendsto_iff dist_norm by simp
 
 lemma LIM_zero_cancel:
   fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
   shows "((\<lambda>x. f x - l) \<longlongrightarrow> 0) F \<Longrightarrow> (f \<longlongrightarrow> l) F"
 unfolding tendsto_iff dist_norm by simp
 
 lemma LIM_zero_iff: "((\<lambda>x. f x - l) \<longlongrightarrow> 0) F = (f \<longlongrightarrow> l) F"
   for f :: "'a \<Rightarrow> 'b::real_normed_vector"
   unfolding tendsto_iff dist_norm by simp
 
 lemma LIM_imp_LIM:
   fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_vector"
   fixes g :: "'a::topological_space \<Rightarrow> 'c::real_normed_vector"
   assumes f: "f \<midarrow>a\<rightarrow> l"
     and le: "\<And>x. x \<noteq> a \<Longrightarrow> norm (g x - m) \<le> norm (f x - l)"
   shows "g \<midarrow>a\<rightarrow> m"
   by (rule metric_LIM_imp_LIM [OF f]) (simp add: dist_norm le)
 
 lemma LIM_equal2:
   fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::topological_space"
   assumes "0 < R"
     and "\<And>x. x \<noteq> a \<Longrightarrow> norm (x - a) < R \<Longrightarrow> f x = g x"
   shows "g \<midarrow>a\<rightarrow> l \<Longrightarrow> f \<midarrow>a\<rightarrow> l"
   by (rule metric_LIM_equal2 [OF _ assms]) (simp_all add: dist_norm)
 
 lemma LIM_compose2:
   fixes a :: "'a::real_normed_vector"
   assumes f: "f \<midarrow>a\<rightarrow> b"
     and g: "g \<midarrow>b\<rightarrow> c"
     and inj: "\<exists>d>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < d \<longrightarrow> f x \<noteq> b"
   shows "(\<lambda>x. g (f x)) \<midarrow>a\<rightarrow> c"
   by (rule metric_LIM_compose2 [OF f g inj [folded dist_norm]])
 
 lemma real_LIM_sandwich_zero:
   fixes f g :: "'a::topological_space \<Rightarrow> real"
   assumes f: "f \<midarrow>a\<rightarrow> 0"
     and 1: "\<And>x. x \<noteq> a \<Longrightarrow> 0 \<le> g x"
     and 2: "\<And>x. x \<noteq> a \<Longrightarrow> g x \<le> f x"
   shows "g \<midarrow>a\<rightarrow> 0"
 proof (rule LIM_imp_LIM [OF f]) (* FIXME: use tendsto_sandwich *)
   fix x
   assume x: "x \<noteq> a"
   with 1 have "norm (g x - 0) = g x" by simp
   also have "g x \<le> f x" by (rule 2 [OF x])
   also have "f x \<le> \<bar>f x\<bar>" by (rule abs_ge_self)
   also have "\<bar>f x\<bar> = norm (f x - 0)" by simp
   finally show "norm (g x - 0) \<le> norm (f x - 0)" .
 qed
 
 
 subsection \<open>Continuity\<close>
 
 lemma LIM_isCont_iff: "(f \<midarrow>a\<rightarrow> f a) = ((\<lambda>h. f (a + h)) \<midarrow>0\<rightarrow> f a)"
   for f :: "'a::real_normed_vector \<Rightarrow> 'b::topological_space"
   by (rule iffI [OF LIM_offset_zero LIM_offset_zero_cancel])
 
 lemma isCont_iff: "isCont f x = (\<lambda>h. f (x + h)) \<midarrow>0\<rightarrow> f x"
   for f :: "'a::real_normed_vector \<Rightarrow> 'b::topological_space"
   by (simp add: isCont_def LIM_isCont_iff)
 
 lemma isCont_LIM_compose2:
   fixes a :: "'a::real_normed_vector"
   assumes f [unfolded isCont_def]: "isCont f a"
     and g: "g \<midarrow>f a\<rightarrow> l"
     and inj: "\<exists>d>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < d \<longrightarrow> f x \<noteq> f a"
   shows "(\<lambda>x. g (f x)) \<midarrow>a\<rightarrow> l"
   by (rule LIM_compose2 [OF f g inj])
 
 lemma isCont_norm [simp]: "isCont f a \<Longrightarrow> isCont (\<lambda>x. norm (f x)) a"
   for f :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector"
   by (fact continuous_norm)
 
 lemma isCont_rabs [simp]: "isCont f a \<Longrightarrow> isCont (\<lambda>x. \<bar>f x\<bar>) a"
   for f :: "'a::t2_space \<Rightarrow> real"
   by (fact continuous_rabs)
 
 lemma isCont_add [simp]: "isCont f a \<Longrightarrow> isCont g a \<Longrightarrow> isCont (\<lambda>x. f x + g x) a"
   for f :: "'a::t2_space \<Rightarrow> 'b::topological_monoid_add"
   by (fact continuous_add)
 
 lemma isCont_minus [simp]: "isCont f a \<Longrightarrow> isCont (\<lambda>x. - f x) a"
   for f :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector"
   by (fact continuous_minus)
 
 lemma isCont_diff [simp]: "isCont f a \<Longrightarrow> isCont g a \<Longrightarrow> isCont (\<lambda>x. f x - g x) a"
   for f :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector"
   by (fact continuous_diff)
 
 lemma isCont_mult [simp]: "isCont f a \<Longrightarrow> isCont g a \<Longrightarrow> isCont (\<lambda>x. f x * g x) a"
   for f g :: "'a::t2_space \<Rightarrow> 'b::real_normed_algebra"
   by (fact continuous_mult)
 
 lemma (in bounded_linear) isCont: "isCont g a \<Longrightarrow> isCont (\<lambda>x. f (g x)) a"
   by (fact continuous)
 
 lemma (in bounded_bilinear) isCont: "isCont f a \<Longrightarrow> isCont g a \<Longrightarrow> isCont (\<lambda>x. f x ** g x) a"
   by (fact continuous)
 
 lemmas isCont_scaleR [simp] =
   bounded_bilinear.isCont [OF bounded_bilinear_scaleR]
 
 lemmas isCont_of_real [simp] =
   bounded_linear.isCont [OF bounded_linear_of_real]
 
 lemma isCont_power [simp]: "isCont f a \<Longrightarrow> isCont (\<lambda>x. f x ^ n) a"
   for f :: "'a::t2_space \<Rightarrow> 'b::{power,real_normed_algebra}"
   by (fact continuous_power)
 
 lemma isCont_sum [simp]: "\<forall>i\<in>A. isCont (f i) a \<Longrightarrow> isCont (\<lambda>x. \<Sum>i\<in>A. f i x) a"
   for f :: "'a \<Rightarrow> 'b::t2_space \<Rightarrow> 'c::topological_comm_monoid_add"
   by (auto intro: continuous_sum)
 
 
 subsection \<open>Uniform Continuity\<close>
 
 lemma uniformly_continuous_on_def:
   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space"
   shows "uniformly_continuous_on s f \<longleftrightarrow>
     (\<forall>e>0. \<exists>d>0. \<forall>x\<in>s. \<forall>x'\<in>s. dist x' x < d \<longrightarrow> dist (f x') (f x) < e)"
   unfolding uniformly_continuous_on_uniformity
     uniformity_dist filterlim_INF filterlim_principal eventually_inf_principal
   by (force simp: Ball_def uniformity_dist[symmetric] eventually_uniformity_metric)
 
 abbreviation isUCont :: "['a::metric_space \<Rightarrow> 'b::metric_space] \<Rightarrow> bool"
   where "isUCont f \<equiv> uniformly_continuous_on UNIV f"
 
 lemma isUCont_def: "isUCont f \<longleftrightarrow> (\<forall>r>0. \<exists>s>0. \<forall>x y. dist x y < s \<longrightarrow> dist (f x) (f y) < r)"
   by (auto simp: uniformly_continuous_on_def dist_commute)
 
 lemma isUCont_isCont: "isUCont f \<Longrightarrow> isCont f x"
   by (drule uniformly_continuous_imp_continuous) (simp add: continuous_on_eq_continuous_at)
 
 lemma uniformly_continuous_on_Cauchy:
   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space"
   assumes "uniformly_continuous_on S f" "Cauchy X" "\<And>n. X n \<in> S"
   shows "Cauchy (\<lambda>n. f (X n))"
   using assms
   unfolding uniformly_continuous_on_def  by (meson Cauchy_def)
 
 lemma isUCont_Cauchy: "isUCont f \<Longrightarrow> Cauchy X \<Longrightarrow> Cauchy (\<lambda>n. f (X n))"
   by (rule uniformly_continuous_on_Cauchy[where S=UNIV and f=f]) simp_all
 
 lemma uniformly_continuous_imp_Cauchy_continuous:
   fixes f :: "'a::metric_space \<Rightarrow> 'b::metric_space"
   shows "\<lbrakk>uniformly_continuous_on S f; Cauchy \<sigma>; \<And>n. (\<sigma> n) \<in> S\<rbrakk> \<Longrightarrow> Cauchy(f \<circ> \<sigma>)"
   by (simp add: uniformly_continuous_on_def Cauchy_def) meson
 
 lemma (in bounded_linear) isUCont: "isUCont f"
   unfolding isUCont_def dist_norm
 proof (intro allI impI)
   fix r :: real
   assume r: "0 < r"
   obtain K where K: "0 < K" and norm_le: "norm (f x) \<le> norm x * K" for x
     using pos_bounded by blast
   show "\<exists>s>0. \<forall>x y. norm (x - y) < s \<longrightarrow> norm (f x - f y) < r"
   proof (rule exI, safe)
     from r K show "0 < r / K" by simp
   next
     fix x y :: 'a
     assume xy: "norm (x - y) < r / K"
     have "norm (f x - f y) = norm (f (x - y))" by (simp only: diff)
     also have "\<dots> \<le> norm (x - y) * K" by (rule norm_le)
     also from K xy have "\<dots> < r" by (simp only: pos_less_divide_eq)
     finally show "norm (f x - f y) < r" .
   qed
 qed
 
 lemma (in bounded_linear) Cauchy: "Cauchy X \<Longrightarrow> Cauchy (\<lambda>n. f (X n))"
   by (rule isUCont [THEN isUCont_Cauchy])
 
 lemma LIM_less_bound:
   fixes f :: "real \<Rightarrow> real"
   assumes ev: "b < x" "\<forall> x' \<in> { b <..< x}. 0 \<le> f x'" and "isCont f x"
   shows "0 \<le> f x"
 proof (rule tendsto_lowerbound)
   show "(f \<longlongrightarrow> f x) (at_left x)"
     using \<open>isCont f x\<close> by (simp add: filterlim_at_split isCont_def)
   show "eventually (\<lambda>x. 0 \<le> f x) (at_left x)"
     using ev by (auto simp: eventually_at dist_real_def intro!: exI[of _ "x - b"])
 qed simp
 
 
 subsection \<open>Nested Intervals and Bisection -- Needed for Compactness\<close>
 
 lemma nested_sequence_unique:
   assumes "\<forall>n. f n \<le> f (Suc n)" "\<forall>n. g (Suc n) \<le> g n" "\<forall>n. f n \<le> g n" "(\<lambda>n. f n - g n) \<longlonglongrightarrow> 0"
   shows "\<exists>l::real. ((\<forall>n. f n \<le> l) \<and> f \<longlonglongrightarrow> l) \<and> ((\<forall>n. l \<le> g n) \<and> g \<longlonglongrightarrow> l)"
 proof -
   have "incseq f" unfolding incseq_Suc_iff by fact
   have "decseq g" unfolding decseq_Suc_iff by fact
   have "f n \<le> g 0" for n
   proof -
     from \<open>decseq g\<close> have "g n \<le> g 0"
       by (rule decseqD) simp
     with \<open>\<forall>n. f n \<le> g n\<close>[THEN spec, of n] show ?thesis
       by auto
   qed
   then obtain u where "f \<longlonglongrightarrow> u" "\<forall>i. f i \<le> u"
     using incseq_convergent[OF \<open>incseq f\<close>] by auto
   moreover have "f 0 \<le> g n" for n
   proof -
     from \<open>incseq f\<close> have "f 0 \<le> f n" by (rule incseqD) simp
     with \<open>\<forall>n. f n \<le> g n\<close>[THEN spec, of n] show ?thesis
       by simp
   qed
   then obtain l where "g \<longlonglongrightarrow> l" "\<forall>i. l \<le> g i"
     using decseq_convergent[OF \<open>decseq g\<close>] by auto
   moreover note LIMSEQ_unique[OF assms(4) tendsto_diff[OF \<open>f \<longlonglongrightarrow> u\<close> \<open>g \<longlonglongrightarrow> l\<close>]]
   ultimately show ?thesis by auto
 qed
 
 lemma Bolzano[consumes 1, case_names trans local]:
   fixes P :: "real \<Rightarrow> real \<Rightarrow> bool"
   assumes [arith]: "a \<le> b"
     and trans: "\<And>a b c. P a b \<Longrightarrow> P b c \<Longrightarrow> a \<le> b \<Longrightarrow> b \<le> c \<Longrightarrow> P a c"
     and local: "\<And>x. a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> \<exists>d>0. \<forall>a b. a \<le> x \<and> x \<le> b \<and> b - a < d \<longrightarrow> P a b"
   shows "P a b"
 proof -
   define bisect where "bisect =
     rec_nat (a, b) (\<lambda>n (x, y). if P x ((x+y) / 2) then ((x+y)/2, y) else (x, (x+y)/2))"
   define l u where "l n = fst (bisect n)" and "u n = snd (bisect n)" for n
   have l[simp]: "l 0 = a" "\<And>n. l (Suc n) = (if P (l n) ((l n + u n) / 2) then (l n + u n) / 2 else l n)"
     and u[simp]: "u 0 = b" "\<And>n. u (Suc n) = (if P (l n) ((l n + u n) / 2) then u n else (l n + u n) / 2)"
     by (simp_all add: l_def u_def bisect_def split: prod.split)
 
   have [simp]: "l n \<le> u n" for n by (induct n) auto
 
   have "\<exists>x. ((\<forall>n. l n \<le> x) \<and> l \<longlonglongrightarrow> x) \<and> ((\<forall>n. x \<le> u n) \<and> u \<longlonglongrightarrow> x)"
   proof (safe intro!: nested_sequence_unique)
     show "l n \<le> l (Suc n)" "u (Suc n) \<le> u n" for n
       by (induct n) auto
   next
     have "l n - u n = (a - b) / 2^n" for n
       by (induct n) (auto simp: field_simps)
     then show "(\<lambda>n. l n - u n) \<longlonglongrightarrow> 0"
       by (simp add: LIMSEQ_divide_realpow_zero)
   qed fact
   then obtain x where x: "\<And>n. l n \<le> x" "\<And>n. x \<le> u n" and "l \<longlonglongrightarrow> x" "u \<longlonglongrightarrow> x"
     by auto
   obtain d where "0 < d" and d: "a \<le> x \<Longrightarrow> x \<le> b \<Longrightarrow> b - a < d \<Longrightarrow> P a b" for a b
     using \<open>l 0 \<le> x\<close> \<open>x \<le> u 0\<close> local[of x] by auto
 
   show "P a b"
   proof (rule ccontr)
     assume "\<not> P a b"
     have "\<not> P (l n) (u n)" for n
     proof (induct n)
       case 0
       then show ?case
         by (simp add: \<open>\<not> P a b\<close>)
     next
       case (Suc n)
       with trans[of "l n" "(l n + u n) / 2" "u n"] show ?case
         by auto
     qed
     moreover
     {
       have "eventually (\<lambda>n. x - d / 2 < l n) sequentially"
         using \<open>0 < d\<close> \<open>l \<longlonglongrightarrow> x\<close> by (intro order_tendstoD[of _ x]) auto
       moreover have "eventually (\<lambda>n. u n < x + d / 2) sequentially"
         using \<open>0 < d\<close> \<open>u \<longlonglongrightarrow> x\<close> by (intro order_tendstoD[of _ x]) auto
       ultimately have "eventually (\<lambda>n. P (l n) (u n)) sequentially"
       proof eventually_elim
         case (elim n)
         from add_strict_mono[OF this] have "u n - l n < d" by simp
         with x show "P (l n) (u n)" by (rule d)
       qed
     }
     ultimately show False by simp
   qed
 qed
 
 lemma compact_Icc[simp, intro]: "compact {a .. b::real}"
 proof (cases "a \<le> b", rule compactI)
   fix C
   assume C: "a \<le> b" "\<forall>t\<in>C. open t" "{a..b} \<subseteq> \<Union>C"
   define T where "T = {a .. b}"
   from C(1,3) show "\<exists>C'\<subseteq>C. finite C' \<and> {a..b} \<subseteq> \<Union>C'"
   proof (induct rule: Bolzano)
     case (trans a b c)
     then have *: "{a..c} = {a..b} \<union> {b..c}"
       by auto
     with trans obtain C1 C2
       where "C1\<subseteq>C" "finite C1" "{a..b} \<subseteq> \<Union>C1" "C2\<subseteq>C" "finite C2" "{b..c} \<subseteq> \<Union>C2"
       by auto
     with trans show ?case
       unfolding * by (intro exI[of _ "C1 \<union> C2"]) auto
   next
     case (local x)
     with C have "x \<in> \<Union>C" by auto
     with C(2) obtain c where "x \<in> c" "open c" "c \<in> C"
       by auto
     then obtain e where "0 < e" "{x - e <..< x + e} \<subseteq> c"
       by (auto simp: open_dist dist_real_def subset_eq Ball_def abs_less_iff)
     with \<open>c \<in> C\<close> show ?case
       by (safe intro!: exI[of _ "e/2"] exI[of _ "{c}"]) auto
   qed
 qed simp
 
 
 lemma continuous_image_closed_interval:
   fixes a b and f :: "real \<Rightarrow> real"
   defines "S \<equiv> {a..b}"
   assumes "a \<le> b" and f: "continuous_on S f"
   shows "\<exists>c d. f`S = {c..d} \<and> c \<le> d"
 proof -
   have S: "compact S" "S \<noteq> {}"
     using \<open>a \<le> b\<close> by (auto simp: S_def)
   obtain c where "c \<in> S" "\<forall>d\<in>S. f d \<le> f c"
     using continuous_attains_sup[OF S f] by auto
   moreover obtain d where "d \<in> S" "\<forall>c\<in>S. f d \<le> f c"
     using continuous_attains_inf[OF S f] by auto
   moreover have "connected (f`S)"
     using connected_continuous_image[OF f] connected_Icc by (auto simp: S_def)
   ultimately have "f ` S = {f d .. f c} \<and> f d \<le> f c"
     by (auto simp: connected_iff_interval)
   then show ?thesis
     by auto
 qed
 
 lemma open_Collect_positive:
   fixes f :: "'a::topological_space \<Rightarrow> real"
   assumes f: "continuous_on s f"
   shows "\<exists>A. open A \<and> A \<inter> s = {x\<in>s. 0 < f x}"
   using continuous_on_open_invariant[THEN iffD1, OF f, rule_format, of "{0 <..}"]
   by (auto simp: Int_def field_simps)
 
 lemma open_Collect_less_Int:
   fixes f g :: "'a::topological_space \<Rightarrow> real"
   assumes f: "continuous_on s f"
     and g: "continuous_on s g"
   shows "\<exists>A. open A \<and> A \<inter> s = {x\<in>s. f x < g x}"
   using open_Collect_positive[OF continuous_on_diff[OF g f]] by (simp add: field_simps)
 
 
 subsection \<open>Boundedness of continuous functions\<close>
 
 text\<open>By bisection, function continuous on closed interval is bounded above\<close>
 
 lemma isCont_eq_Ub:
   fixes f :: "real \<Rightarrow> 'a::linorder_topology"
   shows "a \<le> b \<Longrightarrow> \<forall>x::real. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x \<Longrightarrow>
     \<exists>M. (\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> f x \<le> M) \<and> (\<exists>x. a \<le> x \<and> x \<le> b \<and> f x = M)"
   using continuous_attains_sup[of "{a..b}" f]
   by (auto simp: continuous_at_imp_continuous_on Ball_def Bex_def)
 
 lemma isCont_eq_Lb:
   fixes f :: "real \<Rightarrow> 'a::linorder_topology"
   shows "a \<le> b \<Longrightarrow> \<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x \<Longrightarrow>
     \<exists>M. (\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> M \<le> f x) \<and> (\<exists>x. a \<le> x \<and> x \<le> b \<and> f x = M)"
   using continuous_attains_inf[of "{a..b}" f]
   by (auto simp: continuous_at_imp_continuous_on Ball_def Bex_def)
 
 lemma isCont_bounded:
   fixes f :: "real \<Rightarrow> 'a::linorder_topology"
   shows "a \<le> b \<Longrightarrow> \<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x \<Longrightarrow> \<exists>M. \<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> f x \<le> M"
   using isCont_eq_Ub[of a b f] by auto
 
 lemma isCont_has_Ub:
   fixes f :: "real \<Rightarrow> 'a::linorder_topology"
   shows "a \<le> b \<Longrightarrow> \<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x \<Longrightarrow>
     \<exists>M. (\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> f x \<le> M) \<and> (\<forall>N. N < M \<longrightarrow> (\<exists>x. a \<le> x \<and> x \<le> b \<and> N < f x))"
   using isCont_eq_Ub[of a b f] by auto
 
 (*HOL style here: object-level formulations*)
 lemma IVT_objl:
   "(f a \<le> y \<and> y \<le> f b \<and> a \<le> b \<and> (\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x)) \<longrightarrow>
     (\<exists>x. a \<le> x \<and> x \<le> b \<and> f x = y)"
   for a y :: real
   by (blast intro: IVT)
 
 lemma IVT2_objl:
   "(f b \<le> y \<and> y \<le> f a \<and> a \<le> b \<and> (\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x)) \<longrightarrow>
     (\<exists>x. a \<le> x \<and> x \<le> b \<and> f x = y)"
   for b y :: real
   by (blast intro: IVT2)
 
 lemma isCont_Lb_Ub:
   fixes f :: "real \<Rightarrow> real"
   assumes "a \<le> b" "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> isCont f x"
   shows "\<exists>L M. (\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> L \<le> f x \<and> f x \<le> M) \<and>
     (\<forall>y. L \<le> y \<and> y \<le> M \<longrightarrow> (\<exists>x. a \<le> x \<and> x \<le> b \<and> (f x = y)))"
 proof -
   obtain M where M: "a \<le> M" "M \<le> b" "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> f x \<le> f M"
     using isCont_eq_Ub[OF assms] by auto
   obtain L where L: "a \<le> L" "L \<le> b" "\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> f L \<le> f x"
     using isCont_eq_Lb[OF assms] by auto
   have "(\<forall>x. a \<le> x \<and> x \<le> b \<longrightarrow> f L \<le> f x \<and> f x \<le> f M)"
     using M L by simp
   moreover
   have "(\<forall>y. f L \<le> y \<and> y \<le> f M \<longrightarrow> (\<exists>x\<ge>a. x \<le> b \<and> f x = y))"
   proof (cases "L \<le> M")
     case True then show ?thesis
     using IVT[of f L _ M] M L assms by (metis order.trans)
   next
     case False then show ?thesis
     using IVT2[of f L _ M]
     by (metis L(2) M(1) assms(2) le_cases order.trans)
 qed
   ultimately show ?thesis
     by blast
 qed
 
 
 text \<open>Continuity of inverse function.\<close>
 
 lemma isCont_inverse_function:
   fixes f g :: "real \<Rightarrow> real"
   assumes d: "0 < d"
     and inj: "\<And>z. \<bar>z-x\<bar> \<le> d \<Longrightarrow> g (f z) = z"
     and cont: "\<And>z. \<bar>z-x\<bar> \<le> d \<Longrightarrow> isCont f z"
   shows "isCont g (f x)"
 proof -
   let ?A = "f (x - d)"
   let ?B = "f (x + d)"
   let ?D = "{x - d..x + d}"
 
   have f: "continuous_on ?D f"
     using cont by (intro continuous_at_imp_continuous_on ballI) auto
   then have g: "continuous_on (f`?D) g"
     using inj by (intro continuous_on_inv) auto
 
   from d f have "{min ?A ?B <..< max ?A ?B} \<subseteq> f ` ?D"
     by (intro connected_contains_Ioo connected_continuous_image) (auto split: split_min split_max)
   with g have "continuous_on {min ?A ?B <..< max ?A ?B} g"
     by (rule continuous_on_subset)
   moreover
   have "(?A < f x \<and> f x < ?B) \<or> (?B < f x \<and> f x < ?A)"
     using d inj by (intro continuous_inj_imp_mono[OF _ _ f] inj_on_imageI2[of g, OF inj_onI]) auto
   then have "f x \<in> {min ?A ?B <..< max ?A ?B}"
     by auto
   ultimately show ?thesis
     by (simp add: continuous_on_eq_continuous_at)
 qed
 
 lemma isCont_inverse_function2:
   fixes f g :: "real \<Rightarrow> real"
   shows
     "\<lbrakk>a < x; x < b;
       \<And>z. \<lbrakk>a \<le> z; z \<le> b\<rbrakk> \<Longrightarrow> g (f z) = z;
       \<And>z. \<lbrakk>a \<le> z; z \<le> b\<rbrakk> \<Longrightarrow> isCont f z\<rbrakk> \<Longrightarrow> isCont g (f x)"
   apply (rule isCont_inverse_function [where f=f and d="min (x - a) (b - x)"])
   apply (simp_all add: abs_le_iff)
   done
 
 text \<open>Bartle/Sherbert: Introduction to Real Analysis, Theorem 4.2.9, p. 110.\<close>
 lemma LIM_fun_gt_zero: "f \<midarrow>c\<rightarrow> l \<Longrightarrow> 0 < l \<Longrightarrow> \<exists>r. 0 < r \<and> (\<forall>x. x \<noteq> c \<and> \<bar>c - x\<bar> < r \<longrightarrow> 0 < f x)"
   for f :: "real \<Rightarrow> real"
   by (force simp: dest: LIM_D)
 
 lemma LIM_fun_less_zero: "f \<midarrow>c\<rightarrow> l \<Longrightarrow> l < 0 \<Longrightarrow> \<exists>r. 0 < r \<and> (\<forall>x. x \<noteq> c \<and> \<bar>c - x\<bar> < r \<longrightarrow> f x < 0)"
   for f :: "real \<Rightarrow> real"
   by (drule LIM_D [where r="-l"]) force+
 
 lemma LIM_fun_not_zero: "f \<midarrow>c\<rightarrow> l \<Longrightarrow> l \<noteq> 0 \<Longrightarrow> \<exists>r. 0 < r \<and> (\<forall>x. x \<noteq> c \<and> \<bar>c - x\<bar> < r \<longrightarrow> f x \<noteq> 0)"
   for f :: "real \<Rightarrow> real"
   using LIM_fun_gt_zero[of f l c] LIM_fun_less_zero[of f l c] by (auto simp: neq_iff)
 
 end