Theory HOL-Library.Interval

(* Title: Interval
   Author: Christoph Traut, TU Muenchen
           Fabian Immler, TU Muenchen
*)
section ‹Interval Type›
theory Interval
  imports
    Complex_Main
    Lattice_Algebras
    Set_Algebras
begin

text ‹A type of non-empty, closed intervals.›

typedef (overloaded) 'a interval =
  "{(a::'a::preorder, b). a  b}"
  morphisms bounds_of_interval Interval
  by auto

setup_lifting type_definition_interval

lift_definition lower::"('a::preorder) interval  'a" is fst .

lift_definition upper::"('a::preorder) interval  'a" is snd .

lemma interval_eq_iff: "a = b  lower a = lower b  upper a = upper b"
  by transfer auto

lemma interval_eqI: "lower a = lower b  upper a = upper b  a = b"
  by (auto simp: interval_eq_iff)

lemma lower_le_upper[simp]: "lower i  upper i"
  by transfer auto

lift_definition set_of :: "'a::preorder interval  'a set" is "λx. {fst x .. snd x}" .

lemma set_of_eq: "set_of x = {lower x .. upper x}"
  by transfer simp

context notes [[typedef_overloaded]] begin

lift_definition(code_dt) Interval'::"'a::preorder  'a::preorder  'a interval option"
  is "λa b. if a  b then Some (a, b) else None"
  by auto

lemma Interval'_split:
  "P (Interval' a b) 
    (ivl. a  b  lower ivl = a  upper ivl = b  P (Some ivl))  (¬ab  P None)"
  by transfer auto

lemma Interval'_split_asm:
  "P (Interval' a b) 
    ¬((ivl. a  b  lower ivl = a  upper ivl = b  ¬P (Some ivl))  (¬ab  ¬P None))"
  unfolding Interval'_split
  by auto

lemmas Interval'_splits = Interval'_split Interval'_split_asm

lemma Interval'_eq_Some: "Interval' a b = Some i  lower i = a  upper i = b"
  by (simp split: Interval'_splits)

end

instantiation "interval" :: ("{preorder,equal}") equal
begin

definition "equal_class.equal a b  (lower a = lower b)  (upper a = upper b)"

instance proof qed (simp add: equal_interval_def interval_eq_iff)
end

instantiation interval :: ("preorder") ord begin

definition less_eq_interval :: "'a interval  'a interval  bool"
  where "less_eq_interval a b  lower b  lower a  upper a  upper b"

definition less_interval :: "'a interval  'a interval  bool"
  where  "less_interval x y = (x  y  ¬ y  x)"

instance proof qed
end

instantiation interval :: ("lattice") semilattice_sup
begin

lift_definition sup_interval :: "'a interval  'a interval  'a interval"
  is "λ(a, b) (c, d). (inf a c, sup b d)"
  by (auto simp: le_infI1 le_supI1)

lemma lower_sup[simp]: "lower (sup A B) = inf (lower A) (lower B)"
  by transfer auto

lemma upper_sup[simp]: "upper (sup A B) = sup (upper A) (upper B)"
  by transfer auto

instance proof qed (auto simp: less_eq_interval_def less_interval_def interval_eq_iff)
end

lemma set_of_interval_union: "set_of A  set_of B  set_of (sup A B)" for A::"'a::lattice interval"
  by (auto simp: set_of_eq)

lemma interval_union_commute: "sup A B = sup B A" for A::"'a::lattice interval"
  by (auto simp add: interval_eq_iff inf.commute sup.commute)

lemma interval_union_mono1: "set_of a  set_of (sup a A)" for A :: "'a::lattice interval"
  using set_of_interval_union by blast

lemma interval_union_mono2: "set_of A  set_of (sup a A)" for A :: "'a::lattice interval"
  using set_of_interval_union by blast

lift_definition interval_of :: "'a::preorder  'a interval" is "λx. (x, x)"
  by auto

lemma lower_interval_of[simp]: "lower (interval_of a) = a"
  by transfer auto

lemma upper_interval_of[simp]: "upper (interval_of a) = a"
  by transfer auto

definition width :: "'a::{preorder,minus} interval  'a"
  where "width i = upper i - lower i"


instantiation "interval" :: ("ordered_ab_semigroup_add") ab_semigroup_add
begin

lift_definition plus_interval::"'a interval  'a interval  'a interval"
  is "λ(a, b). λ(c, d). (a + c, b + d)"
  by (auto intro!: add_mono)
lemma lower_plus[simp]: "lower (plus A B) = plus (lower A) (lower B)"
  by transfer auto
lemma upper_plus[simp]: "upper (plus A B) = plus (upper A) (upper B)"
  by transfer auto

instance proof qed (auto simp: interval_eq_iff less_eq_interval_def ac_simps)
end

instance "interval" :: ("{ordered_ab_semigroup_add, lattice}") ordered_ab_semigroup_add
proof qed (auto simp: less_eq_interval_def intro!: add_mono)

instantiation "interval" :: ("{preorder,zero}") zero
begin

lift_definition zero_interval::"'a interval" is "(0, 0)" by auto
lemma lower_zero[simp]: "lower 0 = 0"
  by transfer auto
lemma upper_zero[simp]: "upper 0 = 0"
  by transfer auto
instance proof qed
end

instance "interval" :: ("{ordered_comm_monoid_add}") comm_monoid_add
proof qed (auto simp: interval_eq_iff)

instance "interval" :: ("{ordered_comm_monoid_add,lattice}") ordered_comm_monoid_add ..

instantiation "interval" :: ("{ordered_ab_group_add}") uminus
begin

lift_definition uminus_interval::"'a interval  'a interval" is "λ(a, b). (-b, -a)" by auto
lemma lower_uminus[simp]: "lower (- A) = - upper A"
  by transfer auto
lemma upper_uminus[simp]: "upper (- A) = - lower A"
  by transfer auto
instance ..
end

instantiation "interval" :: ("{ordered_ab_group_add}") minus
begin

definition minus_interval::"'a interval  'a interval  'a interval"
  where "minus_interval a b = a + - b"
lemma lower_minus[simp]: "lower (minus A B) = minus (lower A) (upper B)"
  by (auto simp: minus_interval_def)
lemma upper_minus[simp]: "upper (minus A B) = minus (upper A) (lower B)"
  by (auto simp: minus_interval_def)

instance ..
end

instantiation "interval" :: ("{times, linorder}") times
begin

lift_definition times_interval :: "'a interval  'a interval  'a interval"
  is "λ(a1, a2). λ(b1, b2).
    (let x1 = a1 * b1; x2 = a1 * b2; x3 = a2 * b1; x4 = a2 * b2
    in (min x1 (min x2 (min x3 x4)), max x1 (max x2 (max x3 x4))))"
  by (auto simp: Let_def intro!: min.coboundedI1 max.coboundedI1)

lemma lower_times:
  "lower (times A B) = Min {lower A * lower B, lower A * upper B, upper A * lower B, upper A * upper B}"
  by transfer (auto simp: Let_def)

lemma upper_times:
  "upper (times A B) = Max {lower A * lower B, lower A * upper B, upper A * lower B, upper A * upper B}"
  by transfer (auto simp: Let_def)

instance ..
end

lemma interval_eq_set_of_iff: "X = Y  set_of X = set_of Y" for X Y::"'a::order interval"
  by (auto simp: set_of_eq interval_eq_iff)


subsection ‹Membership›

abbreviation (in preorder) in_interval ((‹notation=‹infix ∈i››_/ i _) [51, 51] 50)
  where "in_interval x X  x  set_of X"

lemma in_interval_to_interval[intro!]: "a i interval_of a"
  by (auto simp: set_of_eq)

lemma plus_in_intervalI:
  fixes x y :: "'a :: ordered_ab_semigroup_add"
  shows "x i X  y i Y  x + y i X + Y"
  by (simp add: add_mono_thms_linordered_semiring(1) set_of_eq)

lemma connected_set_of[intro, simp]:
  "connected (set_of X)" for X::"'a::linear_continuum_topology interval"
  by (auto simp: set_of_eq )

lemma ex_sum_in_interval_lemma: "xa{la .. ua}. xb{lb .. ub}. x = xa + xb"
  if "la  ua" "lb  ub" "la + lb  x" "x  ua + ub"
    "ua - la  ub - lb"
  for la b c d::"'a::linordered_ab_group_add"
proof -
  define wa where "wa = ua - la"
  define wb where "wb = ub - lb"
  define w where "w = wa + wb"
  define d where "d = x - la - lb"
  define da where "da = max 0 (min wa (d - wa))"
  define db where "db = d - da"
  from that have nonneg: "0  wa" "0  wb" "0  w" "0  d" "d  w"
    by (auto simp add: wa_def wb_def w_def d_def add.commute le_diff_eq)
  have "0  db"
    by (auto simp: da_def nonneg db_def intro!: min.coboundedI2)
  have "x = (la + da) + (lb + db)"
    by (simp add: da_def db_def d_def)
  moreover
  have "x - la - ub  da"
    using that
    unfolding da_def
    by (intro max.coboundedI2) (auto simp: wa_def d_def diff_le_eq diff_add_eq)
  then have "db  wb"
    by (auto simp: db_def d_def wb_def algebra_simps)
  with 0  db that nonneg have "lb + db  {lb..ub}"
    by (auto simp: wb_def algebra_simps)
  moreover
  have "da  wa"
    by (auto simp: da_def nonneg)
  then have "la + da  {la..ua}"
    by (auto simp: da_def wa_def algebra_simps)
  ultimately show ?thesis
    by force
qed


lemma ex_sum_in_interval: "xala. xa  ua  (xblb. xb  ub  x = xa + xb)"
  if a: "la  ua" and b: "lb  ub" and x: "la + lb  x" "x  ua + ub"
  for la b c d::"'a::linordered_ab_group_add"
proof -
  from linear consider "ua - la  ub - lb" | "ub - lb  ua - la"
    by blast
  then show ?thesis
  proof cases
    case 1
    from ex_sum_in_interval_lemma[OF that 1]
    show ?thesis by auto
  next
    case 2
    from x have "lb + la  x" "x  ub + ua" by (simp_all add: ac_simps)
    from ex_sum_in_interval_lemma[OF b a this 2]
    show ?thesis by auto
  qed
qed

lemma Icc_plus_Icc:
  "{a .. b} + {c .. d} = {a + c .. b + d}"
  if "a  b" "c  d"
  for a b c d::"'a::linordered_ab_group_add"
  using ex_sum_in_interval[OF that]
  by (auto intro: add_mono simp: atLeastAtMost_iff Bex_def set_plus_def)

lemma set_of_plus:
  fixes A :: "'a::linordered_ab_group_add interval"
  shows "set_of (A + B) = set_of A + set_of B"
  using Icc_plus_Icc[of "lower A" "upper A" "lower B" "upper B"]
  by (auto simp: set_of_eq)

lemma plus_in_intervalE:
  fixes xy :: "'a :: linordered_ab_group_add"
  assumes "xy i X + Y"
  obtains x y where "xy = x + y" "x i X" "y i Y"
  using assms
  unfolding set_of_plus set_plus_def
  by auto

lemma set_of_uminus: "set_of (-X) = {- x | x. x  set_of X}"
  for X :: "'a :: ordered_ab_group_add interval"
  by (auto simp: set_of_eq simp: le_minus_iff minus_le_iff
      intro!: exI[where x="-x" for x])

lemma uminus_in_intervalI:
  fixes x :: "'a :: ordered_ab_group_add"
  shows "x i X  -x i -X"
  by (auto simp: set_of_uminus)

lemma uminus_in_intervalD:
  fixes x :: "'a :: ordered_ab_group_add"
  shows "x i - X  - x i X"
  by (auto simp: set_of_uminus)

lemma minus_in_intervalI:
  fixes x y :: "'a :: ordered_ab_group_add"
  shows "x i X  y i Y  x - y i X - Y"
  by (metis diff_conv_add_uminus minus_interval_def plus_in_intervalI uminus_in_intervalI)

lemma set_of_minus: "set_of (X - Y) = {x - y | x y . x  set_of X  y  set_of Y}"
  for X Y :: "'a :: linordered_ab_group_add interval"
  unfolding minus_interval_def set_of_plus set_of_uminus set_plus_def
  by force

lemma times_in_intervalI:
  fixes x y::"'a::linordered_ring"
  assumes "x i X" "y i Y"
  shows "x * y i X * Y"
proof -
  define X1 where "X1  lower X"
  define X2 where "X2  upper X"
  define Y1 where "Y1  lower Y"
  define Y2 where "Y2  upper Y"
  from assms have assms: "X1  x" "x  X2" "Y1  y" "y  Y2"
    by (auto simp: X1_def X2_def Y1_def Y2_def set_of_eq)
  have "(X1 * Y1  x * y  X1 * Y2  x * y  X2 * Y1  x * y  X2 * Y2  x * y) 
        (X1 * Y1  x * y  X1 * Y2  x * y  X2 * Y1  x * y  X2 * Y2  x * y)"
  proof (cases x "0::'a" rule: linorder_cases)
    case x0: less
    show ?thesis
    proof (cases "y < 0")
      case y0: True
      from y0 x0 assms have "x * y  X1 * y" by (intro mult_right_mono_neg, auto)
      also from x0 y0 assms have "X1 * y  X1 * Y1" by (intro mult_left_mono_neg, auto)
      finally have 1: "x * y  X1 * Y1".
      show ?thesis proof(cases "X2  0")
        case True
        with assms have "X2 * Y2  X2 * y" by (auto intro: mult_left_mono_neg)
        also from assms y0 have "...  x * y" by (auto intro: mult_right_mono_neg)
        finally have "X2 * Y2  x * y".
        with 1 show ?thesis by auto
      next
        case False
        with assms have "X2 * Y1  X2 * y" by (auto intro: mult_left_mono)
        also from assms y0 have "...  x * y" by (auto intro: mult_right_mono_neg)
        finally have "X2 * Y1  x * y".
        with 1 show ?thesis by auto
      qed
    next
      case False
      then have y0: "y  0" by auto
      from x0 y0 assms have "X1 * Y2  x * Y2" by (intro mult_right_mono, auto)
      also from y0 x0 assms have "...  x * y" by (intro mult_left_mono_neg, auto)
      finally have 1: "X1 * Y2  x * y".
      show ?thesis
      proof(cases "X2  0")
        case X2: True
        from assms y0 have "x * y  X2 * y" by (intro mult_right_mono)
        also from assms X2 have "...  X2 * Y1" by (auto intro: mult_left_mono_neg)
        finally have "x * y  X2 * Y1".
        with 1 show ?thesis by auto
      next
        case X2: False
        from assms y0 have "x * y  X2 * y" by (intro mult_right_mono)
        also from assms X2 have "...  X2 * Y2" by (auto intro: mult_left_mono)
        finally have "x * y  X2 * Y2".
        with 1 show ?thesis by auto
      qed
    qed
  next
    case [simp]: equal
    with assms show ?thesis by (cases "Y2  0", auto intro:mult_sign_intros)
  next
    case x0: greater
    show ?thesis
    proof (cases "y < 0")
      case y0: True
      from x0 y0 assms have "X2 * Y1  X2 * y" by (intro mult_left_mono, auto)
      also from y0 x0 assms have "X2 * y  x * y" by (intro mult_right_mono_neg, auto)
      finally have 1: "X2 * Y1  x * y".
      show ?thesis
      proof(cases "Y2  0")
        case Y2: True
        from x0 assms have "x * y  x * Y2" by (auto intro: mult_left_mono)
        also from assms Y2 have "...  X1 * Y2" by (auto intro: mult_right_mono_neg)
        finally have "x * y  X1 * Y2".
        with 1 show ?thesis by auto
      next
        case Y2: False
        from x0 assms have "x * y  x * Y2" by (auto intro: mult_left_mono)
        also from assms Y2 have "...  X2 * Y2" by (auto intro: mult_right_mono)
        finally have "x * y  X2 * Y2".
        with 1 show ?thesis by auto
      qed
    next
      case y0: False
      from x0 y0 assms have "x * y  X2 * y" by (intro mult_right_mono, auto)
      also from y0 x0 assms have "...  X2 * Y2" by (intro mult_left_mono, auto)
      finally have 1: "x * y  X2 * Y2".
      show ?thesis
      proof(cases "X1  0")
        case True
        with assms have "X1 * Y2  X1 * y" by (auto intro: mult_left_mono_neg)
        also from assms y0 have "...  x * y" by (auto intro: mult_right_mono)
        finally have "X1 * Y2  x * y".
        with 1 show ?thesis by auto
      next
        case False
        with assms have "X1 * Y1  X1 * y" by (auto intro: mult_left_mono)
        also from assms y0 have "...  x * y" by (auto intro: mult_right_mono)
        finally have "X1 * Y1  x * y".
        with 1 show ?thesis by auto
      qed
    qed
  qed
  hence min:"min (X1 * Y1) (min (X1 * Y2) (min (X2 * Y1) (X2 * Y2)))  x * y"
    and max:"x * y  max (X1 * Y1) (max (X1 * Y2) (max (X2 * Y1) (X2 * Y2)))"
    by (auto simp:min_le_iff_disj le_max_iff_disj)
  show ?thesis using min max
    by (auto simp: Let_def X1_def X2_def Y1_def Y2_def set_of_eq lower_times upper_times)
qed

lemma times_in_intervalE:
  fixes xy :: "'a :: {linorder, real_normed_algebra, linear_continuum_topology}"
    ― ‹TODO: linear continuum topology is pretty strong›
  assumes "xy i X * Y"
  obtains x y where "xy = x * y" "x i X" "y i Y"
proof -
  let ?mult = "λ(x, y). x * y"
  let ?XY = "set_of X × set_of Y"
  have cont: "continuous_on ?XY ?mult"
    by (auto intro!: tendsto_eq_intros simp: continuous_on_def split_beta')
  have conn: "connected (?mult ` ?XY)"
    by (rule connected_continuous_image[OF cont]) auto
  have "lower (X * Y)  ?mult ` ?XY" "upper (X * Y)  ?mult ` ?XY"
    by (auto simp: set_of_eq lower_times upper_times min_def max_def split: if_splits)
  from connectedD_interval[OF conn this, of xy] assms
  obtain x y where "xy = x * y" "x i X" "y i Y" by (auto simp: set_of_eq)
  then show ?thesis ..
qed
thm times_in_intervalE[of "1::real"]
lemma set_of_times: "set_of (X * Y) = {x * y | x y. x  set_of X  y  set_of Y}"
  for X Y::"'a :: {linordered_ring, real_normed_algebra, linear_continuum_topology} interval"
  by (auto intro!: times_in_intervalI elim!: times_in_intervalE)

instance "interval" :: (linordered_idom) cancel_semigroup_add
proof qed (auto simp: interval_eq_iff)

lemma interval_mul_commute: "A * B = B * A" for A B:: "'a::linordered_idom interval"
  by (simp add: interval_eq_iff lower_times upper_times ac_simps)

lemma interval_times_zero_right[simp]: "A * 0 = 0" for A :: "'a::linordered_ring interval"
  by (simp add: interval_eq_iff lower_times upper_times ac_simps)

lemma interval_times_zero_left[simp]:
  "0 * A = 0" for A :: "'a::linordered_ring interval"
  by (simp add: interval_eq_iff lower_times upper_times ac_simps)

instantiation "interval" :: ("{preorder,one}") one
begin

lift_definition one_interval::"'a interval" is "(1, 1)" by auto
lemma lower_one[simp]: "lower 1 = 1"
  by transfer auto
lemma upper_one[simp]: "upper 1 = 1"
  by transfer auto
instance proof qed
end

instance interval :: ("{one, preorder, linorder, times}") power
proof qed

lemma set_of_one[simp]: "set_of (1::'a::{one, order} interval) = {1}"
  by (auto simp: set_of_eq)

instance "interval" ::
  ("{linordered_idom, real_normed_algebra, linear_continuum_topology}") monoid_mult
  apply standard
  unfolding interval_eq_set_of_iff set_of_times
  subgoal
    by (auto simp: interval_eq_set_of_iff set_of_times; metis mult.assoc)
  by auto

lemma one_times_ivl_left[simp]: "1 * A = A" for A :: "'a::linordered_idom interval"
  by (simp add: interval_eq_iff lower_times upper_times ac_simps min_def max_def)

lemma one_times_ivl_right[simp]: "A * 1 = A" for A :: "'a::linordered_idom interval"
  by (metis interval_mul_commute one_times_ivl_left)

lemma set_of_power_mono: "a^n  set_of (A^n)" if "a  set_of A"
  for a :: "'a::linordered_idom"
  using that
  by (induction n) (auto intro!: times_in_intervalI)

lemma set_of_add_cong:
  "set_of (A + B) = set_of (A' + B')"
  if "set_of A = set_of A'" "set_of B = set_of B'"
  for A :: "'a::linordered_ab_group_add interval"
  unfolding set_of_plus that ..

lemma set_of_add_inc_left:
  "set_of (A + B)  set_of (A' + B)"
  if "set_of A  set_of A'"
  for A :: "'a::linordered_ab_group_add interval"
  unfolding set_of_plus using that by (auto simp: set_plus_def)

lemma set_of_add_inc_right:
  "set_of (A + B)  set_of (A + B')"
  if "set_of B  set_of B'"
  for A :: "'a::linordered_ab_group_add interval"
  using set_of_add_inc_left[OF that]
  by (simp add: add.commute)

lemma set_of_add_inc:
  "set_of (A + B)  set_of (A' + B')"
  if "set_of A  set_of A'" "set_of B  set_of B'"
  for A :: "'a::linordered_ab_group_add interval"
  using set_of_add_inc_left[OF that(1)] set_of_add_inc_right[OF that(2)]
  by auto

lemma set_of_neg_inc:
  "set_of (-A)  set_of (-A')"
  if "set_of A  set_of A'"
  for A :: "'a::ordered_ab_group_add interval"
  using that
  unfolding set_of_uminus
  by auto

lemma set_of_sub_inc_left:
  "set_of (A - B)  set_of (A' - B)"
  if "set_of A  set_of A'"
  for A :: "'a::linordered_ab_group_add interval"
  using that
  unfolding set_of_minus
  by auto

lemma set_of_sub_inc_right:
  "set_of (A - B)  set_of (A - B')"
  if "set_of B  set_of B'"
  for A :: "'a::linordered_ab_group_add interval"
  using that
  unfolding set_of_minus
  by auto

lemma set_of_sub_inc:
  "set_of (A - B)  set_of (A' - B')"
  if "set_of A  set_of A'" "set_of B  set_of B'"
  for A :: "'a::linordered_idom interval"
  using set_of_sub_inc_left[OF that(1)] set_of_sub_inc_right[OF that(2)]
  by auto

lemma set_of_mul_inc_right:
  "set_of (A * B)  set_of (A * B')"
  if "set_of B  set_of B'"
  for A :: "'a::linordered_ring interval"
  using that
  apply transfer
  apply (clarsimp simp add: Let_def)
  by (smt (verit, best) linorder_le_cases max.coboundedI1 max.coboundedI2 min.absorb1 min.coboundedI2 mult_left_mono mult_left_mono_neg)

lemma set_of_distrib_left:
  "set_of (B * (A1 + A2))  set_of (B * A1 + B * A2)"
  for A1 :: "'a::linordered_ring interval"
  apply transfer
  apply (clarsimp simp: Let_def distrib_left distrib_right)
  apply (intro conjI)
         apply (metis add_mono min.cobounded1 min.left_commute)
        apply (metis add_mono min.cobounded1 min.left_commute)
       apply (metis add_mono min.cobounded1 min.left_commute)
      apply (metis add_mono min.assoc min.cobounded2)
     apply (meson add_mono order.trans max.cobounded1 max.cobounded2)
    apply (meson add_mono order.trans max.cobounded1 max.cobounded2)
   apply (meson add_mono order.trans max.cobounded1 max.cobounded2)
  apply (meson add_mono order.trans max.cobounded1 max.cobounded2)
  done

lemma set_of_distrib_right:
  "set_of ((A1 + A2) * B)  set_of (A1 * B + A2 * B)"
  for A1 A2 B :: "'a::{linordered_ring, real_normed_algebra, linear_continuum_topology} interval"
  unfolding set_of_times set_of_plus set_plus_def
  using distrib_right by blast

lemma set_of_mul_inc_left:
  "set_of (A * B)  set_of (A' * B)"
  if "set_of A  set_of A'"
  for A :: "'a::{linordered_ring, real_normed_algebra, linear_continuum_topology} interval"
  using that
  unfolding set_of_times
  by auto

lemma set_of_mul_inc:
  "set_of (A * B)  set_of (A' * B')"
  if "set_of A  set_of A'" "set_of B  set_of B'"
  for A :: "'a::{linordered_ring, real_normed_algebra, linear_continuum_topology} interval"
  using that unfolding set_of_times by auto

lemma set_of_pow_inc:
  "set_of (A^n)  set_of (A'^n)"
  if "set_of A  set_of A'"
  for A :: "'a::{linordered_idom, real_normed_algebra, linear_continuum_topology} interval"
  using that
  by (induction n, simp_all add: set_of_mul_inc)

lemma set_of_distrib_right_left:
  "set_of ((A1 + A2) * (B1 + B2))  set_of (A1 * B1 + A1 * B2 + A2 * B1 + A2 * B2)"
  for A1 :: "'a::{linordered_idom, real_normed_algebra, linear_continuum_topology} interval"
proof-
  have "set_of ((A1 + A2) * (B1 + B2))  set_of (A1 * (B1 + B2) + A2 * (B1 + B2))"
    by (rule set_of_distrib_right)
  also have "...  set_of ((A1 * B1 + A1 * B2) + A2 * (B1 + B2))"
    by (rule set_of_add_inc_left[OF set_of_distrib_left])
  also have "...  set_of ((A1 * B1 + A1 * B2) + (A2 * B1 + A2 * B2))"
    by (rule set_of_add_inc_right[OF set_of_distrib_left])
  finally show ?thesis
    by (simp add: add.assoc)
qed

lemma mult_bounds_enclose_zero1:
  "min (la * lb) (min (la * ub) (min (lb * ua) (ua * ub)))  0"
  "0  max (la * lb) (max (la * ub) (max (lb * ua) (ua * ub)))"
  if "la  0" "0  ua"
  for la lb ua ub:: "'a::linordered_idom"
  subgoal by (metis (no_types, opaque_lifting) that eq_iff min_le_iff_disj mult_zero_left mult_zero_right
        zero_le_mult_iff)
  subgoal by (metis that le_max_iff_disj mult_zero_right order_refl zero_le_mult_iff)
  done

lemma mult_bounds_enclose_zero2:
  "min (la * lb) (min (la * ub) (min (lb * ua) (ua * ub)))  0"
  "0  max (la * lb) (max (la * ub) (max (lb * ua) (ua * ub)))"
  if "lb  0" "0  ub"
  for la lb ua ub:: "'a::linordered_idom"
  using mult_bounds_enclose_zero1[OF that, of la ua]
  by (simp_all add: ac_simps)

lemma set_of_mul_contains_zero:
  "0  set_of (A * B)"
  if "0  set_of A  0  set_of B"
  for A :: "'a::linordered_idom interval"
  using that
  by (auto simp: set_of_eq lower_times upper_times algebra_simps mult_le_0_iff
      mult_bounds_enclose_zero1 mult_bounds_enclose_zero2)

instance "interval" :: ("{linordered_semiring, zero, times}") mult_zero
  by (standard; transfer; auto)

lift_definition min_interval::"'a::linorder interval  'a interval  'a interval" is
  "λ(l1, u1). λ(l2, u2). (min l1 l2, min u1 u2)"
  by (auto simp: min_def)
lemma lower_min_interval[simp]: "lower (min_interval x y) = min (lower x) (lower y)"
  by transfer auto
lemma upper_min_interval[simp]: "upper (min_interval x y) = min (upper x) (upper y)"
  by transfer auto

lemma min_intervalI:
  "a i A  b i B  min a b i min_interval A B"
  by (auto simp: set_of_eq min_def)

lift_definition max_interval::"'a::linorder interval  'a interval  'a interval" is
  "λ(l1, u1). λ(l2, u2). (max l1 l2, max u1 u2)"
  by (auto simp: max_def)
lemma lower_max_interval[simp]: "lower (max_interval x y) = max (lower x) (lower y)"
  by transfer auto
lemma upper_max_interval[simp]: "upper (max_interval x y) = max (upper x) (upper y)"
  by transfer auto

lemma max_intervalI:
  "a i A  b i B  max a b i max_interval A B"
  by (auto simp: set_of_eq max_def)

lift_definition abs_interval::"'a::linordered_idom interval  'a interval" is
  "(λ(l,u). (if l < 0  0 < u then 0 else min ¦l¦ ¦u¦, max ¦l¦ ¦u¦))"
  by auto

lemma lower_abs_interval[simp]:
  "lower (abs_interval x) = (if lower x < 0  0 < upper x then 0 else min ¦lower x¦ ¦upper x¦)"
  by transfer auto
lemma upper_abs_interval[simp]: "upper (abs_interval x) = max ¦lower x¦ ¦upper x¦"
  by transfer auto

lemma in_abs_intervalI1:
  "lx < 0  0 < ux  0  xa  xa  max (- lx) (ux)  xa  abs ` {lx..ux}"
  for xa::"'a::linordered_idom"
  by (metis abs_minus_cancel abs_of_nonneg atLeastAtMost_iff image_eqI le_less le_max_iff_disj
      le_minus_iff neg_le_0_iff_le order_trans)

lemma in_abs_intervalI2:
  "min (¦lx¦) ¦ux¦  xa  xa  max ¦lx¦ ¦ux¦  lx  ux  0  lx  ux  0 
    xa  abs ` {lx..ux}"
  for xa::"'a::linordered_idom"
  by (force intro: image_eqI[where x="-xa"] image_eqI[where x="xa"])

lemma set_of_abs_interval: "set_of (abs_interval x) = abs ` set_of x"
  by (auto simp: set_of_eq not_less intro: in_abs_intervalI1 in_abs_intervalI2 cong del: image_cong_simp)

fun split_domain :: "('a::preorder interval  'a interval list)  'a interval list  'a interval list list"
  where "split_domain split [] = [[]]"
  | "split_domain split (I#Is) = (
         let S = split I;
             D = split_domain split Is
         in concat (map (λd. map (λs. s # d) S) D)
       )"

context notes [[typedef_overloaded]] begin
lift_definition(code_dt) split_interval::"'a::linorder interval  'a  ('a interval × 'a interval)"
  is "λ(l, u) x. ((min l x, max l x), (min u x, max u x))"
  by (auto simp: min_def)
end

lemma split_domain_nonempty:
  assumes "I. split I  []"
  shows "split_domain split I  []"
  using last_in_set assms
  by (induction I, auto)

lemma lower_split_interval1: "lower (fst (split_interval X m)) = min (lower X) m"
  and lower_split_interval2: "lower (snd (split_interval X m)) = min (upper X) m"
  and upper_split_interval1: "upper (fst (split_interval X m)) = max (lower X) m"
  and upper_split_interval2: "upper (snd (split_interval X m)) = max (upper X) m"
  subgoal by transfer auto
  subgoal by transfer (auto simp: min.commute)
  subgoal by transfer auto
  subgoal by transfer auto
  done

lemma split_intervalD: "split_interval X x = (A, B)  set_of X  set_of A  set_of B"
  unfolding set_of_eq
  by transfer (auto simp: min_def max_def split: if_splits)

instantiation interval :: ("{topological_space, preorder}") topological_space
begin

definition open_interval_def[code del]: "open (X::'a interval set) =
  (xX.
      A B.
         open A 
         open B 
         lower x  A  upper x  B  Interval ` (A × B)  X)"

instance
proof
  show "open (UNIV :: ('a interval) set)"
    unfolding open_interval_def by auto
next
  fix S T :: "('a interval) set"
  assume "open S" "open T"
  show "open (S  T)"
    unfolding open_interval_def
  proof (safe)
    fix x assume "x  S" "x  T"
    from x  S open S obtain Sl Su where S:
      "open Sl" "open Su" "lower x  Sl" "upper x  Su" "Interval ` (Sl × Su)  S"
      by (auto simp: open_interval_def)
    from x  T open T obtain Tl Tu where T:
      "open Tl" "open Tu" "lower x  Tl" "upper x  Tu" "Interval ` (Tl × Tu)  T"
      by (auto simp: open_interval_def)

    let ?L = "Sl  Tl" and ?U = "Su  Tu" 
    have "open ?L  open ?U  lower x  ?L  upper x  ?U  Interval ` (?L × ?U)  S  T"
      using S T by (auto simp add: open_Int)
    then show "A B. open A  open B  lower x  A  upper x  B  Interval ` (A × B)  S  T"
      by fast
  qed
qed (unfold open_interval_def, fast)

end


subsection ‹Quickcheck›

lift_definition Ivl::"'a  'a::preorder  'a interval" is "λa b. (min a b, b)"
  by (auto simp: min_def)

instantiation interval :: ("{exhaustive,preorder}") exhaustive
begin

definition exhaustive_interval::"('a interval  (bool × term list) option)
      natural  (bool × term list) option"
  where
    "exhaustive_interval f d =
    Quickcheck_Exhaustive.exhaustive (λx. Quickcheck_Exhaustive.exhaustive (λy. f (Ivl x y)) d) d"

instance ..

end

context
  includes term_syntax
begin

definition [code_unfold]:
  "valtermify_interval x y = Code_Evaluation.valtermify (Ivl::'a::{preorder,typerep}_) {⋅} x {⋅} y"

end

instantiation interval :: ("{full_exhaustive,preorder,typerep}") full_exhaustive
begin

definition full_exhaustive_interval::
  "('a interval × (unit  term)  (bool × term list) option)
      natural  (bool × term list) option" where
  "full_exhaustive_interval f d =
    Quickcheck_Exhaustive.full_exhaustive
      (λx. Quickcheck_Exhaustive.full_exhaustive (λy. f (valtermify_interval x y)) d) d"

instance ..

end

instantiation interval :: ("{random,preorder,typerep}") random
begin

definition random_interval ::
  "natural
   natural × natural
      ('a interval × (unit  term)) × natural × natural" where
  "random_interval i =
  scomp (Quickcheck_Random.random i)
    (λman. scomp (Quickcheck_Random.random i) (λexp. Pair (valtermify_interval man exp)))"

instance ..

end

lifting_update interval.lifting
lifting_forget interval.lifting

end