Theory Elementary_Metric_Spaces

(*  Author:     L C Paulson, University of Cambridge
    Author:     Amine Chaieb, University of Cambridge
    Author:     Robert Himmelmann, TU Muenchen
    Author:     Brian Huffman, Portland State University
*)

chapter ‹Elementary Metric Spaces›

theory Elementary_Metric_Spaces
  imports
    Abstract_Topology_2
    Metric_Arith
begin

section ‹Open and closed balls›

definitiontag important› ball :: "'a::metric_space  real  'a set"
  where "ball x e = {y. dist x y < e}"

definitiontag important› cball :: "'a::metric_space  real  'a set"
  where "cball x e = {y. dist x y  e}"

definitiontag important› sphere :: "'a::metric_space  real  'a set"
  where "sphere x e = {y. dist x y = e}"

lemma mem_ball [simp, metric_unfold]: "y  ball x e  dist x y < e"
  by (simp add: ball_def)

lemma mem_cball [simp, metric_unfold]: "y  cball x e  dist x y  e"
  by (simp add: cball_def)

lemma mem_sphere [simp]: "y  sphere x e  dist x y = e"
  by (simp add: sphere_def)

lemma ball_trivial [simp]: "ball x 0 = {}"
  by auto

lemma cball_trivial [simp]: "cball x 0 = {x}"
  by auto

lemma sphere_trivial [simp]: "sphere x 0 = {x}"
  by auto

lemma disjoint_ballI: "dist x y  r+s  ball x r  ball y s = {}"
  using dist_triangle_less_add not_le by fastforce

lemma disjoint_cballI: "dist x y > r + s  cball x r  cball y s = {}"
  by (metis add_mono disjoint_iff_not_equal dist_triangle2 dual_order.trans leD mem_cball)

lemma sphere_empty [simp]: "r < 0  sphere a r = {}"
  for a :: "'a::metric_space"
  by auto

lemma centre_in_ball [simp]: "x  ball x e  0 < e"
  by simp

lemma centre_in_cball [simp]: "x  cball x e  0  e"
  by simp

lemma ball_subset_cball [simp, intro]: "ball x e  cball x e"
  by (simp add: subset_eq)

lemma mem_ball_imp_mem_cball: "x  ball y e  x  cball y e"
  by auto

lemma sphere_cball [simp,intro]: "sphere z r  cball z r"
  by force

lemma cball_diff_sphere: "cball a r - sphere a r = ball a r"
  by auto

lemma subset_ball[intro]: "d  e  ball x d  ball x e"
  by auto

lemma subset_cball[intro]: "d  e  cball x d  cball x e"
  by auto

lemma mem_ball_leI: "x  ball y e  e  f  x  ball y f"
  by auto

lemma mem_cball_leI: "x  cball y e  e  f  x  cball y f"
  by auto

lemma cball_trans: "y  cball z b  x  cball y a  x  cball z (b + a)"
  by metric

lemma ball_max_Un: "ball a (max r s) = ball a r  ball a s"
  by auto

lemma ball_min_Int: "ball a (min r s) = ball a r  ball a s"
  by auto

lemma cball_max_Un: "cball a (max r s) = cball a r  cball a s"
  by auto

lemma cball_min_Int: "cball a (min r s) = cball a r  cball a s"
  by auto

lemma cball_diff_eq_sphere: "cball a r - ball a r =  sphere a r"
  by auto

lemma open_ball [intro, simp]: "open (ball x e)"
proof -
  have "open (dist x -` {..<e})"
    by (intro open_vimage open_lessThan continuous_intros)
  also have "dist x -` {..<e} = ball x e"
    by auto
  finally show ?thesis .
qed

lemma open_contains_ball: "open S  (xS. e>0. ball x e  S)"
  by (simp add: open_dist subset_eq Ball_def dist_commute)

lemma openI [intro?]: "(x. xS  e>0. ball x e  S)  open S"
  by (auto simp: open_contains_ball)

lemma openE[elim?]:
  assumes "open S" "xS"
  obtains e where "e>0" "ball x e  S"
  using assms unfolding open_contains_ball by auto

lemma open_contains_ball_eq: "open S  xS  (e>0. ball x e  S)"
  by (metis open_contains_ball subset_eq centre_in_ball)

lemma ball_eq_empty[simp]: "ball x e = {}  e  0"
  unfolding mem_ball set_eq_iff
  by (simp add: not_less) metric

lemma ball_empty: "e  0  ball x e = {}" 
  by simp

lemma closed_cball [iff]: "closed (cball x e)"
proof -
  have "closed (dist x -` {..e})"
    by (intro closed_vimage closed_atMost continuous_intros)
  also have "dist x -` {..e} = cball x e"
    by auto
  finally show ?thesis .
qed

lemma open_contains_cball: "open S  (xS. e>0.  cball x e  S)"
proof -
  {
    fix x and e::real
    assume "xS" "e>0" "ball x e  S"
    then have "d>0. cball x d  S"
      unfolding subset_eq by (rule_tac x="e/2" in exI, auto)
  }
  moreover
  {
    fix x and e::real
    assume "xS" "e>0" "cball x e  S"
    then have "d>0. ball x d  S"
      using mem_ball_imp_mem_cball by blast
  }
  ultimately show ?thesis
    unfolding open_contains_ball by auto
qed

lemma open_contains_cball_eq: "open S  (x. x  S  (e>0. cball x e  S))"
  by (metis open_contains_cball subset_eq order_less_imp_le centre_in_cball)

lemma eventually_nhds_ball: "d > 0  eventually (λx. x  ball z d) (nhds z)"
  by (rule eventually_nhds_in_open) simp_all

lemma eventually_at_ball: "d > 0  eventually (λt. t  ball z d  t  A) (at z within A)"
  unfolding eventually_at by (intro exI[of _ d]) (simp_all add: dist_commute)

lemma eventually_at_ball': "d > 0  eventually (λt. t  ball z d  t  z  t  A) (at z within A)"
  unfolding eventually_at by (intro exI[of _ d]) (simp_all add: dist_commute)

lemma at_within_ball: "e > 0  dist x y < e  at y within ball x e = at y"
  by (subst at_within_open) auto

lemma atLeastAtMost_eq_cball:
  fixes a b::real
  shows "{a .. b} = cball ((a + b)/2) ((b - a)/2)"
  by (auto simp: dist_real_def field_simps)

lemma cball_eq_atLeastAtMost:
  fixes a b::real
  shows "cball a b = {a - b .. a + b}"
  by (auto simp: dist_real_def)

lemma greaterThanLessThan_eq_ball:
  fixes a b::real
  shows "{a <..< b} = ball ((a + b)/2) ((b - a)/2)"
  by (auto simp: dist_real_def field_simps)

lemma ball_eq_greaterThanLessThan:
  fixes a b::real
  shows "ball a b = {a - b <..< a + b}"
  by (auto simp: dist_real_def)

lemma interior_ball [simp]: "interior (ball x e) = ball x e"
  by (simp add: interior_open)

lemma cball_eq_empty [simp]: "cball x e = {}  e < 0"
  by (smt (verit, best) Diff_empty ball_eq_empty cball_diff_sphere centre_in_ball centre_in_cball sphere_empty)

lemma cball_empty [simp]: "e < 0  cball x e = {}"
  by simp

lemma cball_sing:
  fixes x :: "'a::metric_space"
  shows "e = 0  cball x e = {x}"
  by simp

lemma ball_divide_subset: "d  1  ball x (e/d)  ball x e"
  by (metis ball_eq_empty div_by_1 frac_le linear subset_ball zero_less_one)

lemma ball_divide_subset_numeral: "ball x (e / numeral w)  ball x e"
  using ball_divide_subset one_le_numeral by blast

lemma cball_divide_subset: "d  1  cball x (e/d)  cball x e"
  by (smt (verit, best) cball_empty div_by_1 frac_le subset_cball zero_le_divide_iff)

lemma cball_divide_subset_numeral: "cball x (e / numeral w)  cball x e"
  using cball_divide_subset one_le_numeral by blast

lemma cball_scale:
  assumes "a  0"
  shows   "(λx. a *R x) ` cball c r = cball (a *R c :: 'a :: real_normed_vector) (¦a¦ * r)"
proof -
  have 1: "(λx. a *R x) ` cball c r  cball (a *R c) (¦a¦ * r)" if "a  0" for a r and c :: 'a
  proof safe
    fix x
    assume x: "x  cball c r"
    have "dist (a *R c) (a *R x) = norm (a *R c - a *R x)"
      by (auto simp: dist_norm)
    also have "a *R c - a *R x = a *R (c - x)"
      by (simp add: algebra_simps)
    finally show "a *R x  cball (a *R c) (¦a¦ * r)"
      using that x by (auto simp: dist_norm)
  qed

  have "cball (a *R c) (¦a¦ * r) = (λx. a *R x) ` (λx. inverse a *R x) ` cball (a *R c) (¦a¦ * r)"
    unfolding image_image using assms by simp
  also have "  (λx. a *R x) ` cball (inverse a *R (a *R c)) (¦inverse a¦ * (¦a¦ * r))"
    using assms by (intro image_mono 1) auto
  also have " = (λx. a *R x) ` cball c r"
    using assms by (simp add: algebra_simps)
  finally have "cball (a *R c) (¦a¦ * r)  (λx. a *R x) ` cball c r" .
  moreover from assms have "(λx. a *R x) ` cball c r  cball (a *R c) (¦a¦ * r)"
    by (intro 1) auto
  ultimately show ?thesis by blast
qed

lemma ball_scale:
  assumes "a  0"
  shows   "(λx. a *R x) ` ball c r = ball (a *R c :: 'a :: real_normed_vector) (¦a¦ * r)"
proof -
  have 1: "(λx. a *R x) ` ball c r  ball (a *R c) (¦a¦ * r)" if "a  0" for a r and c :: 'a
  proof safe
    fix x
    assume x: "x  ball c r"
    have "dist (a *R c) (a *R x) = norm (a *R c - a *R x)"
      by (auto simp: dist_norm)
    also have "a *R c - a *R x = a *R (c - x)"
      by (simp add: algebra_simps)
    finally show "a *R x  ball (a *R c) (¦a¦ * r)"
      using that x by (auto simp: dist_norm)
  qed

  have "ball (a *R c) (¦a¦ * r) = (λx. a *R x) ` (λx. inverse a *R x) ` ball (a *R c) (¦a¦ * r)"
    unfolding image_image using assms by simp
  also have "  (λx. a *R x) ` ball (inverse a *R (a *R c)) (¦inverse a¦ * (¦a¦ * r))"
    using assms by (intro image_mono 1) auto
  also have " = (λx. a *R x) ` ball c r"
    using assms by (simp add: algebra_simps)
  finally have "ball (a *R c) (¦a¦ * r)  (λx. a *R x) ` ball c r" .
  moreover from assms have "(λx. a *R x) ` ball c r  ball (a *R c) (¦a¦ * r)"
    by (intro 1) auto
  ultimately show ?thesis by blast
qed

lemma frequently_atE:
  fixes x :: "'a :: metric_space"
  assumes "frequently P (at x within s)"
  shows   "f. filterlim f (at x within s) sequentially  (n. P (f n))"
proof -
  have "y. y  s  (ball x (1 / real (Suc n)) - {x})  P y" for n
  proof -
    have "zs. z  x  dist z x < (1 / real (Suc n))  P z"
      by (metis assms divide_pos_pos frequently_at of_nat_0_less_iff zero_less_Suc zero_less_one)
    then show ?thesis
      by (auto simp: dist_commute conj_commute)
  qed
  then obtain f where f: "n. f n  s  (ball x (1 / real (Suc n)) - {x})  P (f n)"
    by metis
  have "filterlim f (nhds x) sequentially"
    unfolding tendsto_iff
  proof clarify
    fix e :: real
    assume e: "e > 0"
    then obtain n where n: "Suc n > 1 / e"
      by (meson le_nat_floor lessI not_le)
    have "dist (f k) x < e" if "k  n" for k
    proof -
      have "dist (f k) x < 1 / real (Suc k)"
        using f[of k] by (auto simp: dist_commute)
      also have "  1 / real (Suc n)"
        using that by (intro divide_left_mono) auto
      also have " < e"
        using n e by (simp add: field_simps)
      finally show ?thesis .
    qed
    thus "F k in sequentially. dist (f k) x < e"
      unfolding eventually_at_top_linorder by blast
  qed
  moreover have "f n  x" for n
    using f[of n] by auto
  ultimately have "filterlim f (at x within s) sequentially"
    using f by (auto simp: filterlim_at)
  with f show ?thesis
    by blast
qed

section ‹Limit Points›

lemma islimpt_approachable:
  fixes x :: "'a::metric_space"
  shows "x islimpt S  (e>0. x'S. x'  x  dist x' x < e)"
  unfolding islimpt_iff_eventually eventually_at by fast

lemma islimpt_approachable_le: "x islimpt S  (e>0. x' S. x'  x  dist x' x  e)"
  for x :: "'a::metric_space"
  unfolding islimpt_approachable
  using approachable_lt_le2 [where f="λy. dist y x" and P="λy. y  S  y = x" and Q="λx. True"]
  by auto

lemma limpt_of_limpts: "x islimpt {y. y islimpt S}  x islimpt S"
  for x :: "'a::metric_space"
  by (metis islimpt_def islimpt_eq_acc_point mem_Collect_eq)

lemma closed_limpts:  "closed {x::'a::metric_space. x islimpt S}"
  using closed_limpt limpt_of_limpts by blast

lemma limpt_of_closure: "x islimpt closure S  x islimpt S"
  for x :: "'a::metric_space"
  by (auto simp: closure_def islimpt_Un dest: limpt_of_limpts)

lemma islimpt_eq_infinite_ball: "x islimpt S  (e>0. infinite(S  ball x e))"
  unfolding islimpt_eq_acc_point
  by (metis open_ball Int_commute Int_mono finite_subset open_contains_ball_eq subset_eq)

lemma islimpt_eq_infinite_cball: "x islimpt S  (e>0. infinite(S  cball x e))"
  unfolding islimpt_eq_infinite_ball
  by (metis open_ball ball_subset_cball centre_in_ball finite_Int inf.absorb_iff2 inf_assoc open_contains_cball_eq)


section ‹Perfect Metric Spaces›

lemma perfect_choose_dist: "0 < r  a. a  x  dist a x < r"
  for x :: "'a::{perfect_space,metric_space}"
  using islimpt_UNIV [of x] by (simp add: islimpt_approachable)

lemma cball_eq_sing:
  fixes x :: "'a::{metric_space,perfect_space}"
  shows "cball x e = {x}  e = 0"
  by (smt (verit, best) open_ball ball_eq_empty ball_subset_cball cball_empty cball_trivial 
      not_open_singleton subset_singleton_iff)


section ‹Finite and discrete›

lemma finite_ball_include:
  fixes a :: "'a::metric_space"
  assumes "finite S" 
  shows "e>0. S  ball a e"
  using assms
proof induction
  case (insert x S)
  then obtain e0 where "e0>0" and e0:"S  ball a e0" by auto
  define e where "e = max e0 (2 * dist a x)"
  have "e>0" unfolding e_def using e0>0 by auto
  moreover have "insert x S  ball a e"
    using e0 e>0 unfolding e_def by auto
  ultimately show ?case by auto
qed (auto intro: zero_less_one)

lemma finite_set_avoid:
  fixes a :: "'a::metric_space"
  assumes "finite S"
  shows "d>0. xS. x  a  d  dist a x"
  using assms
proof induction
  case (insert x S)
  then obtain d where "d > 0" and d: "xS. x  a  d  dist a x"
    by blast
  show ?case
    by (smt (verit, del_insts) dist_pos_lt insert.IH insert_iff)
qed (auto intro: zero_less_one)

lemma discrete_imp_closed:
  fixes S :: "'a::metric_space set"
  assumes e: "0 < e"
    and d: "x  S. y  S. dist y x < e  y = x"
  shows "closed S"
proof -
  have False if C: "e. e>0  x'S. x'  x  dist x' x < e" for x
  proof -
    from e have e2: "e/2 > 0" by arith
    from C[OF e2] obtain y where y: "y  S" "y  x" "dist y x < e/2"
      by blast
    from e2 y(2) have mp: "min (e/2) (dist x y) > 0"
      by simp
    from d y C[OF mp] show ?thesis
      by metric
  qed
  then show ?thesis
    by (metis islimpt_approachable closed_limpt [where 'a='a])
qed

lemma discrete_imp_not_islimpt:
  assumes e: "0 < e"
    and d: "x y. x  S  y  S  dist y x < e  y = x"
  shows "¬ x islimpt S"
proof
  assume "x islimpt S"
  hence "x islimpt S - {x}"
    by (meson islimpt_punctured)
  moreover from assms have "closed (S - {x})"
    by (intro discrete_imp_closed) auto
  ultimately show False
    unfolding closed_limpt by blast
qed
  

section ‹Interior›

lemma mem_interior: "x  interior S  (e>0. ball x e  S)"
  using open_contains_ball_eq [where S="interior S"]
  by (simp add: open_subset_interior)

lemma mem_interior_cball: "x  interior S  (e>0. cball x e  S)"
  by (meson ball_subset_cball interior_subset mem_interior open_contains_cball open_interior
      subset_trans)

lemma ball_iff_cball: "(r>0. ball x r  U)  (r>0. cball x r  U)"
  by (meson mem_interior mem_interior_cball)


section ‹Frontier›

lemma frontier_straddle:
  fixes a :: "'a::metric_space"
  shows "a  frontier S  (e>0. (xS. dist a x < e)  (x. x  S  dist a x < e))"
  unfolding frontier_def closure_interior
  by (auto simp: mem_interior subset_eq ball_def)


section ‹Limits›

proposition Lim: "(f  l) net  trivial_limit net  (e>0. eventually (λx. dist (f x) l < e) net)"
  by (auto simp: tendsto_iff trivial_limit_eq)

text ‹Show that they yield usual definitions in the various cases.›

proposition Lim_within_le: "(f  l)(at a within S) 
    (e>0. d>0. xS. 0 < dist x a  dist x a  d  dist (f x) l < e)"
  by (auto simp: tendsto_iff eventually_at_le)

proposition Lim_within: "(f  l) (at a within S) 
    (e >0. d>0. x  S. 0 < dist x a  dist x a  < d  dist (f x) l < e)"
  by (auto simp: tendsto_iff eventually_at)

corollary Lim_withinI [intro?]:
  assumes "e. e > 0  d>0. x  S. 0 < dist x a  dist x a < d  dist (f x) l  e"
  shows "(f  l) (at a within S)"
  unfolding Lim_within by (smt (verit, ccfv_SIG) assms zero_less_dist_iff)

proposition Lim_at: "(f  l) (at a) 
    (e >0. d>0. x. 0 < dist x a  dist x a < d   dist (f x) l < e)"
  by (auto simp: tendsto_iff eventually_at)

lemma Lim_transform_within_set:
  fixes a :: "'a::metric_space" and l :: "'b::metric_space"
  shows "(f  l) (at a within S); eventually (λx. x  S  x  T) (at a)
          (f  l) (at a within T)"
  by (simp add: eventually_at Lim_within) (smt (verit, best))

text ‹Another limit point characterization.›

lemma limpt_sequential_inj:
  fixes x :: "'a::metric_space"
  shows "x islimpt S 
         (f. (n::nat. f n  S - {x})  inj f  (f  x) sequentially)"
         (is "?lhs = ?rhs")
proof
  assume ?lhs
  then have "e>0. x'S. x'  x  dist x' x < e"
    by (force simp: islimpt_approachable)
  then obtain y where y: "e. e>0  y e  S  y e  x  dist (y e) x < e"
    by metis
  define f where "f  rec_nat (y 1) (λn fn. y (min (inverse(2 ^ (Suc n))) (dist fn x)))"
  have [simp]: "f 0 = y 1"
            and fSuc: "f(Suc n) = y (min (inverse(2 ^ (Suc n))) (dist (f n) x))" for n
    by (simp_all add: f_def)
  have f: "f n  S  (f n  x)  dist (f n) x < inverse(2 ^ n)" for n
  proof (induction n)
    case 0 show ?case
      by (simp add: y)
  next
    case (Suc n) then show ?case
      by (smt (verit, best) fSuc dist_pos_lt inverse_positive_iff_positive y zero_less_power)
  qed
  show ?rhs
  proof (intro exI conjI allI)
    show "n. f n  S - {x}"
      using f by blast
    have "dist (f n) x < dist (f m) x" if "m < n" for m n
    using that
    proof (induction n)
      case 0 then show ?case by simp
    next
      case (Suc n)
      then consider "m < n" | "m = n" using less_Suc_eq by blast
      then show ?case
      proof cases
        assume "m < n"
        have "dist (f(Suc n)) x = dist (y (min (inverse(2 ^ (Suc n))) (dist (f n) x))) x"
          by (simp add: fSuc)
        also have " < dist (f n) x"
          by (metis dist_pos_lt f min.strict_order_iff min_less_iff_conj y)
        also have " < dist (f m) x"
          using Suc.IH m < n by blast
        finally show ?thesis .
      next
        assume "m = n" then show ?case
          by (smt (verit, best) dist_pos_lt f fSuc y)
      qed
    qed
    then show "inj f"
      by (metis less_irrefl linorder_injI)
    have "e n. 0 < e; nat 1 / e  n  dist (f n) x < e"
      apply (rule less_trans [OF f [THEN conjunct2, THEN conjunct2]])
      by (simp add: divide_simps order_le_less_trans)
    then show "f  x"
      using lim_sequentially by blast
  qed
next
  assume ?rhs
  then show ?lhs
    by (fastforce simp add: islimpt_approachable lim_sequentially)
qed

lemma Lim_dist_ubound:
  assumes "¬(trivial_limit net)"
    and "(f  l) net"
    and "eventually (λx. dist a (f x)  e) net"
  shows "dist a l  e"
  using assms by (fast intro: tendsto_le tendsto_intros)


section ‹Continuity›

text‹Derive the epsilon-delta forms, which we often use as "definitions"›

proposition continuous_within_eps_delta:
  "continuous (at x within s) f  (e>0. d>0. x' s.  dist x' x < d --> dist (f x') (f x) < e)"
  unfolding continuous_within and Lim_within  by fastforce

corollary continuous_at_eps_delta:
  "continuous (at x) f  (e > 0. d > 0. x'. dist x' x < d  dist (f x') (f x) < e)"
  using continuous_within_eps_delta [of x UNIV f] by simp

lemma continuous_at_right_real_increasing:
  fixes f :: "real  real"
  assumes nondecF: "x y. x  y  f x  f y"
  shows "continuous (at_right a) f  (e>0. d>0. f (a + d) - f a < e)"
  apply (simp add: greaterThan_def dist_real_def continuous_within Lim_within_le)
  apply (intro all_cong ex_cong)
  by (smt (verit, best) nondecF)

lemma continuous_at_left_real_increasing:
  assumes nondecF: " x y. x  y  f x  ((f y) :: real)"
  shows "(continuous (at_left (a :: real)) f)  (e > 0. delta > 0. f a - f (a - delta) < e)"
  apply (simp add: lessThan_def dist_real_def continuous_within Lim_within_le)
  apply (intro all_cong ex_cong)
  by (smt (verit) nondecF)

text‹Versions in terms of open balls.›

lemma continuous_within_ball:
  "continuous (at x within S) f 
    (e > 0. d > 0. f ` (ball x d  S)  ball (f x) e)"
  (is "?lhs = ?rhs")
proof
  assume ?lhs
  {
    fix e :: real
    assume "e > 0"
    then obtain d where "d>0" and d: "yS. 0 < dist y x  dist y x < d  dist (f y) (f x) < e"
      using ?lhs[unfolded continuous_within Lim_within] by auto
    { fix y
      assume "y  f ` (ball x d  S)" then have "y  ball (f x) e"
        using d e > 0 by (auto simp: dist_commute)
    }
    then have "d>0. f ` (ball x d  S)  ball (f x) e"
      using d > 0 by blast
  }
  then show ?rhs by auto
next
  assume ?rhs
  then show ?lhs
    apply (simp add: continuous_within Lim_within ball_def subset_eq)
    by (metis (mono_tags, lifting) Int_iff dist_commute mem_Collect_eq)
qed

lemma continuous_at_ball:
  "continuous (at x) f  (e>0. d>0. f ` (ball x d)  ball (f x) e)"
  apply (simp add: continuous_at Lim_at subset_eq Ball_def Bex_def image_iff)
  by (smt (verit, ccfv_threshold) dist_commute dist_self)


text‹Define setwise continuity in terms of limits within the set.›

lemma continuous_on_iff:
  "continuous_on s f 
    (xs. e>0. d>0. x's. dist x' x < d  dist (f x') (f x) < e)"
  unfolding continuous_on_def Lim_within
  by (metis dist_pos_lt dist_self)

lemma continuous_within_E:
  assumes "continuous (at x within S) f" "e>0"
  obtains d where "d>0"  "x'. x' S; dist x' x  d  dist (f x') (f x) < e"
  using assms unfolding continuous_within_eps_delta
  by (metis dense order_le_less_trans)

lemma continuous_onI [intro?]:
  assumes "x e. e > 0; x  S  d>0. x'S. dist x' x < d  dist (f x') (f x)  e"
  shows "continuous_on S f"
apply (simp add: continuous_on_iff, clarify)
apply (rule ex_forward [OF assms [OF half_gt_zero]], auto)
done

text‹Some simple consequential lemmas.›

lemma continuous_onE:
    assumes "continuous_on s f" "xs" "e>0"
    obtains d where "d>0"  "x'. x'  s; dist x' x  d  dist (f x') (f x) < e"
  using assms
  unfolding continuous_on_iff by (metis dense order_le_less_trans)

text‹The usual transformation theorems.›

lemma continuous_transform_within:
  fixes f g :: "'a::metric_space  'b::topological_space"
  assumes "continuous (at x within s) f"
    and "0 < d"
    and "x  s"
    and "x'. x'  s; dist x' x < d  f x' = g x'"
  shows "continuous (at x within s) g"
  using assms
  unfolding continuous_within by (force intro: Lim_transform_within)


section ‹Closure and Limit Characterization›

lemma closure_approachable:
  fixes S :: "'a::metric_space set"
  shows "x  closure S  (e>0. yS. dist y x < e)"
  using dist_self by (force simp: closure_def islimpt_approachable)

lemma closure_approachable_le:
  fixes S :: "'a::metric_space set"
  shows "x  closure S  (e>0. yS. dist y x  e)"
  unfolding closure_approachable
  using dense by force

lemma closure_approachableD:
  assumes "x  closure S" "e>0"
  shows "yS. dist x y < e"
  using assms unfolding closure_approachable by (auto simp: dist_commute)

lemma closed_approachable:
  fixes S :: "'a::metric_space set"
  shows "closed S  (e>0. yS. dist y x < e)  x  S"
  by (metis closure_closed closure_approachable)

lemma closure_contains_Inf:
  fixes S :: "real set"
  assumes "S  {}" "bdd_below S"
  shows "Inf S  closure S"
proof -
  have *: "xS. Inf S  x"
    using cInf_lower[of _ S] assms by metis
  { fix e :: real
    assume "e > 0"
    then have "Inf S < Inf S + e" by simp
    with assms obtain x where "x  S" "x < Inf S + e"
      using cInf_lessD by blast
    with * have "xS. dist x (Inf S) < e"
      using dist_real_def by force
  }
  then show ?thesis unfolding closure_approachable by auto
qed

lemma closure_contains_Sup:
  fixes S :: "real set"
  assumes "S  {}" "bdd_above S"
  shows "Sup S  closure S"
proof -
  have *: "xS. x  Sup S"
    using cSup_upper[of _ S] assms by metis
  {
    fix e :: real
    assume "e > 0"
    then have "Sup S - e < Sup S" by simp
    with assms obtain x where "x  S" "Sup S - e < x"
      using less_cSupE by blast
    with * have "xS. dist x (Sup S) < e"
      using dist_real_def by force
  }
  then show ?thesis unfolding closure_approachable by auto
qed

lemma not_trivial_limit_within_ball:
  "¬ trivial_limit (at x within S)  (e>0. S  ball x e - {x}  {})"
  (is "?lhs  ?rhs")
proof
  show ?rhs if ?lhs
  proof -
    { fix e :: real
      assume "e > 0"
      then obtain y where "y  S - {x}" and "dist y x < e"
        using ?lhs not_trivial_limit_within[of x S] closure_approachable[of x "S - {x}"]
        by auto
      then have "y  S  ball x e - {x}"
        unfolding ball_def by (simp add: dist_commute)
      then have "S  ball x e - {x}  {}" by blast
    }
    then show ?thesis by auto
  qed
  show ?lhs if ?rhs
  proof -
    { fix e :: real
      assume "e > 0"
      then obtain y where "y  S  ball x e - {x}"
        using ?rhs by blast
      then have "y  S - {x}" and "dist y x < e"
        unfolding ball_def by (simp_all add: dist_commute)
      then have "y  S - {x}. dist y x < e"
        by auto
    }
    then show ?thesis
      using not_trivial_limit_within[of x S] closure_approachable[of x "S - {x}"]
      by auto
  qed
qed


section ‹Boundedness›

  (* FIXME: This has to be unified with BSEQ!! *)
definitiontag important› (in metric_space) bounded :: "'a set  bool"
  where "bounded S  (x e. yS. dist x y  e)"

lemma bounded_subset_cball: "bounded S  (e x. S  cball x e  0  e)"
  unfolding bounded_def subset_eq  by auto (meson order_trans zero_le_dist)

lemma bounded_any_center: "bounded S  (e. yS. dist a y  e)"
  unfolding bounded_def
  by auto (metis add.commute add_le_cancel_right dist_commute dist_triangle_le)

lemma bounded_iff: "bounded S  (a. xS. norm x  a)"
  unfolding bounded_any_center [where a=0]
  by (simp add: dist_norm)

lemma bdd_above_norm: "bdd_above (norm ` X)  bounded X"
  by (simp add: bounded_iff bdd_above_def)

lemma bounded_norm_comp: "bounded ((λx. norm (f x)) ` S) = bounded (f ` S)"
  by (simp add: bounded_iff)

lemma boundedI:
  assumes "x. x  S  norm x  B"
  shows "bounded S"
  using assms bounded_iff by blast

lemma bounded_empty [simp]: "bounded {}"
  by (simp add: bounded_def)

lemma bounded_subset: "bounded T  S  T  bounded S"
  by (metis bounded_def subset_eq)

lemma bounded_interior[intro]: "bounded S  bounded(interior S)"
  by (metis bounded_subset interior_subset)

lemma bounded_closure[intro]:
  assumes "bounded S"
  shows "bounded (closure S)"
proof -
  from assms obtain x and a where a: "yS. dist x y  a"
    unfolding bounded_def by auto
  { fix y
    assume "y  closure S"
    then obtain f where f: "n. f n  S"  "(f  y) sequentially"
      unfolding closure_sequential by auto
    have "n. f n  S  dist x (f n)  a" using a by simp
    then have "eventually (λn. dist x (f n)  a) sequentially"
      by (simp add: f(1))
    then have "dist x y  a"
      using Lim_dist_ubound f(2) trivial_limit_sequentially by blast
  }
  then show ?thesis
    unfolding bounded_def by auto
qed

lemma bounded_closure_image: "bounded (f ` closure S)  bounded (f ` S)"
  by (simp add: bounded_subset closure_subset image_mono)

lemma bounded_cball[simp,intro]: "bounded (cball x e)"
  unfolding bounded_def  using mem_cball by blast

lemma bounded_ball[simp,intro]: "bounded (ball x e)"
  by (metis ball_subset_cball bounded_cball bounded_subset)

lemma bounded_Un[simp]: "bounded (S  T)  bounded S  bounded T"
  by (auto simp: bounded_def) (metis Un_iff bounded_any_center le_max_iff_disj)

lemma bounded_Union[intro]: "finite F  SF. bounded S  bounded (F)"
  by (induct rule: finite_induct[of F]) auto

lemma bounded_UN [intro]: "finite A  xA. bounded (B x)  bounded (xA. B x)"
  by auto

lemma bounded_insert [simp]: "bounded (insert x S)  bounded S"
proof -
  have "y{x}. dist x y  0"
    by simp
  then have "bounded {x}"
    unfolding bounded_def by fast
  then show ?thesis
    by (metis insert_is_Un bounded_Un)
qed

lemma bounded_subset_ballI: "S  ball x r  bounded S"
  by (meson bounded_ball bounded_subset)

lemma bounded_subset_ballD:
  assumes "bounded S" shows "r. 0 < r  S  ball x r"
proof -
  obtain e::real and y where "S  cball y e" "0  e"
    using assms by (auto simp: bounded_subset_cball)
  then show ?thesis
    by (intro exI[where x="dist x y + e + 1"]) metric
qed

lemma finite_imp_bounded [intro]: "finite S  bounded S"
  by (induct set: finite) simp_all

lemma bounded_Int[intro]: "bounded S  bounded T  bounded (S  T)"
  by (metis Int_lower1 Int_lower2 bounded_subset)

lemma bounded_diff[intro]: "bounded S  bounded (S - T)"
  by (metis Diff_subset bounded_subset)

lemma bounded_dist_comp:
  assumes "bounded (f ` S)" "bounded (g ` S)"
  shows "bounded ((λx. dist (f x) (g x)) ` S)"
proof -
  from assms obtain M1 M2 where *: "dist (f x) undefined  M1" "dist undefined (g x)  M2" if "x  S" for x
    by (auto simp: bounded_any_center[of _ undefined] dist_commute)
  have "dist (f x) (g x)  M1 + M2" if "x  S" for x
    using *[OF that]
    by metric
  then show ?thesis
    by (auto intro!: boundedI)
qed

lemma bounded_Times:
  assumes "bounded s" "bounded t"
  shows "bounded (s × t)"
proof -
  obtain x y a b where "zs. dist x z  a" "zt. dist y z  b"
    using assms [unfolded bounded_def] by auto
  then have "zs × t. dist (x, y) z  sqrt (a2 + b2)"
    by (auto simp: dist_Pair_Pair real_sqrt_le_mono add_mono power_mono)
  then show ?thesis unfolding bounded_any_center [where a="(x, y)"] by auto
qed


section ‹Compactness›

lemma compact_imp_bounded:
  assumes "compact U"
  shows "bounded U"
proof -
  have "compact U" "xU. open (ball x 1)" "U  (xU. ball x 1)"
    using assms by auto
  then obtain D where D: "D  U" "finite D" "U  (xD. ball x 1)"
    by (metis compactE_image)
  from finite D have "bounded (xD. ball x 1)"
    by (simp add: bounded_UN)
  then show "bounded U" using U  (xD. ball x 1)
    by (rule bounded_subset)
qed

lemma continuous_on_compact_bound:
  assumes "compact A" "continuous_on A f"
  obtains B where "B  0" "x. x  A  norm (f x)  B"
proof -
  have "compact (f ` A)" by (metis assms compact_continuous_image)
  then obtain B where "xA. norm (f x)  B"
    by (auto dest!: compact_imp_bounded simp: bounded_iff)
  hence "max B 0  0" and "xA. norm (f x)  max B 0" by auto
  thus ?thesis using that by blast
qed

lemma closure_Int_ball_not_empty:
  assumes "S  closure T" "x  S" "r > 0"
  shows "T  ball x r  {}"
  using assms centre_in_ball closure_iff_nhds_not_empty by blast

lemma compact_sup_maxdistance:
  fixes S :: "'a::metric_space set"
  assumes "compact S"
    and "S  {}"
  shows "xS. yS. uS. vS. dist u v  dist x y"
proof -
  have "compact (S × S)"
    using compact S by (intro compact_Times)
  moreover have "S × S  {}"
    using S  {} by auto
  moreover have "continuous_on (S × S) (λx. dist (fst x) (snd x))"
    by (intro continuous_at_imp_continuous_on ballI continuous_intros)
  ultimately show ?thesis
    using continuous_attains_sup[of "S × S" "λx. dist (fst x) (snd x)"] by auto
qed

text ‹
  If A› is a compact subset of an open set B› in a metric space, then there exists an ε > 0›
  such that the Minkowski sum of A› with an open ball of radius ε› is also a subset of B›.
›
lemma compact_subset_open_imp_ball_epsilon_subset:
  assumes "compact A" "open B" "A  B"
  obtains e where "e > 0"  "(xA. ball x e)  B"
proof -
  have "xA. e. e > 0  ball x e  B"
    using assms unfolding open_contains_ball by blast
  then obtain e where e: "x. x  A  e x > 0" "x. x  A  ball x (e x)  B"
    by metis
  define C where "C = e ` A"
  obtain X where X: "X  A" "finite X" "A  (cX. ball c (e c / 2))"
    using assms(1)
  proof (rule compactE_image)
    show "open (ball x (e x / 2))" if "x  A" for x
      by simp
    show "A  (cA. ball c (e c / 2))"
      using e by auto
  qed auto

  define e' where "e' = Min (insert 1 ((λx. e x / 2) ` X))"
  have "e' > 0"
    unfolding e'_def using e X by (subst Min_gr_iff) auto
  have e': "e'  e x / 2" if "x  X" for x
    using that X unfolding e'_def by (intro Min.coboundedI) auto

  show ?thesis
  proof 
    show "e' > 0"
      by fact
  next
    show "(xA. ball x e')  B"
    proof clarify
      fix x y assume xy: "x  A" "y  ball x e'"
      from xy(1) X obtain z where z: "z  X" "x  ball z (e z / 2)"
        by auto
      have "dist y z  dist x y + dist z x"
        by (metis dist_commute dist_triangle)
      also have "dist z x < e z / 2"
        using xy z by auto
      also have "dist x y < e'"
        using xy by auto
      also have "  e z / 2"
        using z by (intro e') auto
      finally have "y  ball z (e z)"
        by (simp add: dist_commute)
      also have "  B"
        using z X by (intro e) auto
      finally show "y  B" .
    qed
  qed
qed

lemma compact_subset_open_imp_cball_epsilon_subset:
  assumes "compact A" "open B" "A  B"
  obtains e where "e > 0"  "(xA. cball x e)  B"
proof -
  obtain e where "e > 0" and e: "(xA. ball x e)  B"
    using compact_subset_open_imp_ball_epsilon_subset [OF assms] by blast
  then have "(xA. cball x (e / 2))  (xA. ball x e)"
    by auto
  with 0 < e that show ?thesis
    by (metis e half_gt_zero_iff order_trans)
qed

subsubsection‹Totally bounded›

proposition seq_compact_imp_totally_bounded:
  assumes "seq_compact S"
  shows "e>0. k. finite k  k  S  S  (xk. ball x e)"
proof -
  { fix e::real assume "e > 0" assume *: "k. finite k  k  S  ¬ S  (xk. ball x e)"
    let ?Q = "λx n r. r  S  (m < (n::nat). ¬ (dist (x m) r < e))"
    have "x. n::nat. ?Q x n (x n)"
    proof (rule dependent_wellorder_choice)
      fix n x assume "y. y < n  ?Q x y (x y)"
      then have "¬ S  (xx ` {0..<n}. ball x e)"
        using *[of "x ` {0 ..< n}"] by (auto simp: subset_eq)
      then obtain z where z:"zS" "z  (xx ` {0..<n}. ball x e)"
        unfolding subset_eq by auto
      show "r. ?Q x n r"
        using z by auto
    qed simp
    then obtain x where "n::nat. x n  S" and x:"n m. m < n  ¬ (dist (x m) (x n) < e)"
      by blast
    then obtain l r where "l  S" and r:"strict_mono  r" and "((x  r)  l) sequentially"
      using assms by (metis seq_compact_def)
    then have "Cauchy (x  r)"
      using LIMSEQ_imp_Cauchy by auto
    then obtain N::nat where "m n. N  m  N  n  dist ((x  r) m) ((x  r) n) < e"
      unfolding Cauchy_def using e > 0 by blast
    then have False
      using x[of "r N" "r (N+1)"] r by (auto simp: strict_mono_def) }
  then show ?thesis
    by metis
qed

subsubsection‹Heine-Borel theorem›

proposition seq_compact_imp_Heine_Borel:
  fixes S :: "'a :: metric_space set"
  assumes "seq_compact S"
  shows "compact S"
proof -
  from seq_compact_imp_totally_bounded[OF seq_compact S]
  obtain f where f: "e>0. finite (f e)  f e  S  S  (xf e. ball x e)"
    unfolding choice_iff' ..
  define K where "K = (λ(x, r). ball x r) ` ((e    {0 <..}. f e) × )"
  have "countably_compact S"
    using seq_compact S by (rule seq_compact_imp_countably_compact)
  then show "compact S"
  proof (rule countably_compact_imp_compact)
    show "countable K"
      unfolding K_def using f
      by (auto intro: countable_finite countable_subset countable_rat
               intro!: countable_image countable_SIGMA countable_UN)
    show "bK. open b" by (auto simp: K_def)
  next
    fix T x
    assume T: "open T" "x  T" and x: "x  S"
    from openE[OF T] obtain e where "0 < e" "ball x e  T"
      by auto
    then have "0 < e/2" "ball x (e/2)  T"
      by auto
    from Rats_dense_in_real[OF 0 < e/2] obtain r where "r  " "0 < r" "r < e/2"
      by auto
    from f[rule_format, of r] 0 < r x  S obtain k where "k  f r" "x  ball k r"
      by auto
    from r   0 < r k  f r have "ball k r  K"
      by (auto simp: K_def)
    then show "bK. x  b  b  S  T"
    proof (rule bexI[rotated], safe)
      fix y
      assume "y  ball k r"
      with r < e/2 x  ball k r have "dist x y < e"
        by (intro dist_triangle_half_r [of k _ e]) (auto simp: dist_commute)
      with ball x e  T show "y  T"
        by auto
    next
      show "x  ball k r" by fact
    qed
  qed
qed

proposition compact_eq_seq_compact_metric:
  "compact (S :: 'a::metric_space set)  seq_compact S"
  using compact_imp_seq_compact seq_compact_imp_Heine_Borel by blast

proposition compact_def: ― ‹this is the definition of compactness in HOL Light›
  "compact (S :: 'a::metric_space set) 
   (f. (n. f n  S)  (lS. r::natnat. strict_mono r  (f  r)  l))"
  unfolding compact_eq_seq_compact_metric seq_compact_def by auto

subsubsection ‹Complete the chain of compactness variants›

proposition compact_eq_Bolzano_Weierstrass:
  fixes S :: "'a::metric_space set"
  shows "compact S  (T. infinite T  T  S  (x  S. x islimpt T))"
  by (meson Bolzano_Weierstrass_imp_seq_compact Heine_Borel_imp_Bolzano_Weierstrass seq_compact_imp_Heine_Borel)

proposition Bolzano_Weierstrass_imp_bounded:
  "(T. infinite T; T  S  (x  S. x islimpt T))  bounded S"
  using compact_imp_bounded unfolding compact_eq_Bolzano_Weierstrass by metis


section ‹Banach fixed point theorem›
  
theorem banach_fix:― ‹TODO: rename to Banach_fix›
  assumes s: "complete s" "s  {}"
    and c: "0  c" "c < 1"
    and f: "f ` s  s"
    and lipschitz: "xs. ys. dist (f x) (f y)  c * dist x y"
  shows "∃!xs. f x = x"
proof -
  from c have "1 - c > 0" by simp

  from s(2) obtain z0 where z0: "z0  s" by blast
  define z where "z n = (f ^^ n) z0" for n
  with f z0 have z_in_s: "z n  s" for n :: nat
    by (induct n) auto
  define d where "d = dist (z 0) (z 1)"

  have fzn: "f (z n) = z (Suc n)" for n
    by (simp add: z_def)
  have cf_z: "dist (z n) (z (Suc n))  (c ^ n) * d" for n :: nat
  proof (induct n)
    case 0
    then show ?case
      by (simp add: d_def)
  next
    case (Suc m)
    with 0  c have "c * dist (z m) (z (Suc m))  c ^ Suc m * d"
      using mult_left_mono[of "dist (z m) (z (Suc m))" "c ^ m * d" c] by simp
    then show ?case
      using lipschitz[THEN bspec[where x="z m"], OF z_in_s, THEN bspec[where x="z (Suc m)"], OF z_in_s]
      by (simp add: fzn mult_le_cancel_left)
  qed

  have cf_z2: "(1 - c) * dist (z m) (z (m + n))  (c ^ m) * d * (1 - c ^ n)" for n m :: nat
  proof (induct n)
    case 0
    show ?case by simp
  next
    case (Suc k)
    from c have "(1 - c) * dist (z m) (z (m + Suc k)) 
        (1 - c) * (dist (z m) (z (m + k)) + dist (z (m + k)) (z (Suc (m + k))))"
      by (simp add: dist_triangle)
    also from c cf_z[of "m + k"] have "  (1 - c) * (dist (z m) (z (m + k)) + c ^ (m + k) * d)"
      by simp
    also from Suc have "  c ^ m * d * (1 - c ^ k) + (1 - c) * c ^ (m + k) * d"
      by (simp add: field_simps)
    also have " = (c ^ m) * (d * (1 - c ^ k) + (1 - c) * c ^ k * d)"
      by (simp add: power_add field_simps)
    also from c have "  (c ^ m) * d * (1 - c ^ Suc k)"
      by (simp add: field_simps)
    finally show ?case by simp
  qed

  have "N. m n. N  m  N  n  dist (z m) (z n) < e" if "e > 0" for e
  proof (cases "d = 0")
    case True
    from 1 - c > 0 have "(1 - c) * x  0  x  0" for x
      by (simp add: mult_le_0_iff)
    with c cf_z2[of 0] True have "z n = z0" for n
      by (simp add: z_def)
    with e > 0 show ?thesis by simp
  next
    case False
    with zero_le_dist[of "z 0" "z 1"] have "d > 0"
      by (metis d_def less_le)
    with 1 - c > 0 e > 0 have "0 < e * (1 - c) / d"
      by simp
    with c obtain N where N: "c ^ N < e * (1 - c) / d"
      using real_arch_pow_inv[of "e * (1 - c) / d" c] by auto
    have *: "dist (z m) (z n) < e" if "m > n" and as: "m  N" "n  N" for m n :: nat
    proof -
      from c n  N have *: "c ^ n  c ^ N"
        using power_decreasing[OF nN, of c] by simp
      from c m > n have "1 - c ^ (m - n) > 0"
        using power_strict_mono[of c 1 "m - n"] by simp
      with d > 0 0 < 1 - c have **: "d * (1 - c ^ (m - n)) / (1 - c) > 0"
        by simp
      from cf_z2[of n "m - n"] m > n
      have "dist (z m) (z n)  c ^ n * d * (1 - c ^ (m - n)) / (1 - c)"
        by (simp add: pos_le_divide_eq[OF 1 - c > 0] mult.commute dist_commute)
      also have "  c ^ N * d * (1 - c ^ (m - n)) / (1 - c)"
        using mult_right_mono[OF * order_less_imp_le[OF **]]
        by (simp add: mult.assoc)
      also have " < (e * (1 - c) / d) * d * (1 - c ^ (m - n)) / (1 - c)"
        using mult_strict_right_mono[OF N **] by (auto simp: mult.assoc)
      also from c d > 0 1 - c > 0 have " = e * (1 - c ^ (m - n))"
        by simp
      also from c 1 - c ^ (m - n) > 0 e > 0 have "  e"
        using mult_right_le_one_le[of e "1 - c ^ (m - n)"] by auto
      finally show ?thesis by simp
    qed
    have "dist (z n) (z m) < e" if "N  m" "N  n" for m n :: nat
    proof (cases "n = m")
      case True
      with e > 0 show ?thesis by simp
    next
      case False
      with *[of n m] *[of m n] and that show ?thesis
        by (auto simp: dist_commute nat_neq_iff)
    qed
    then show ?thesis by auto
  qed
  then have "Cauchy z"
    by (metis metric_CauchyI)
  then obtain x where "xs" and x:"(z  x) sequentially"
    using s(1)[unfolded compact_def complete_def, THEN spec[where x=z]] and z_in_s by auto

  define e where "e = dist (f x) x"
  have "e = 0"
  proof (rule ccontr)
    assume "e  0"
    then have "e > 0"
      unfolding e_def using zero_le_dist[of "f x" x]
      by (metis dist_eq_0_iff dist_nz e_def)
    then obtain N where N:"nN. dist (z n) x < e/2"
      using x[unfolded lim_sequentially, THEN spec[where x="e/2"]] by auto
    then have N':"dist (z N) x < e/2" by auto
    have *: "c * dist (z N) x  dist (z N) x"
      unfolding mult_le_cancel_right2
      using zero_le_dist[of "z N" x] and c
      by (metis dist_eq_0_iff dist_nz order_less_asym less_le)
    have "dist (f (z N)) (f x)  c * dist (z N) x"
      using lipschitz[THEN bspec[where x="z N"], THEN bspec[where x=x]]
      using z_in_s[of N] xs
      using c
      by auto
    also have " < e/2"
      using N' and c using * by auto
    finally show False
      unfolding fzn
      using N[THEN spec[where x="Suc N"]] and dist_triangle_half_r[of "z (Suc N)" "f x" e x]
      unfolding e_def
      by auto
  qed
  then have "f x = x" by (auto simp: e_def)
  moreover have "y = x" if "f y = y" "y  s" for y
  proof -
    from x  s f x = x that have "dist x y  c * dist x y"
      using lipschitz[THEN bspec[where x=x], THEN bspec[where x=y]] by simp
    with c and zero_le_dist[of x y] have "dist x y = 0"
      by (simp add: mult_le_cancel_right1)
    then show ?thesis by simp
  qed
  ultimately show ?thesis
    using xs by blast
qed


section ‹Edelstein fixed point theorem›

theorem Edelstein_fix:
  fixes S :: "'a::metric_space set"
  assumes S: "compact S" "S  {}"
    and gs: "(g ` S)  S"
    and dist: "xS. yS. x  y  dist (g x) (g y) < dist x y"
  shows "∃!xS. g x = x"
proof -
  let ?D = "(λx. (x, x)) ` S"
  have D: "compact ?D" "?D  {}"
    by (rule compact_continuous_image)
       (auto intro!: S continuous_Pair continuous_ident simp: continuous_on_eq_continuous_within)

  have "x y e. x  S  y  S  0 < e  dist y x < e  dist (g y) (g x) < e"
    using dist by fastforce
  then have "continuous_on S g"
    by (auto simp: continuous_on_iff)
  then have cont: "continuous_on ?D (λx. dist ((g  fst) x) (snd x))"
    unfolding continuous_on_eq_continuous_within
    by (intro continuous_dist ballI continuous_within_compose)
       (auto intro!: continuous_fst continuous_snd continuous_ident simp: image_image)

  obtain a where "a  S" and le: "x. x  S  dist (g a) a  dist (g x) x"
    using continuous_attains_inf[OF D cont] by auto

  have "g a = a"
  proof (rule ccontr)
    assume "g a  a"
    with a  S gs have "dist (g (g a)) (g a) < dist (g a) a"
      by (intro dist[rule_format]) auto
    moreover have "dist (g a) a  dist (g (g a)) (g a)"
      using a  S gs by (intro le) auto
    ultimately show False by auto
  qed
  moreover have "x. x  S  g x = x  x = a"
    using dist[THEN bspec[where x=a]] g a = a and aS by auto
  ultimately show "∃!xS. g x = x"
    using a  S by blast
qed

section ‹The diameter of a set›

definitiontag important› diameter :: "'a::metric_space set  real" where
  "diameter S = (if S = {} then 0 else SUP (x,y)S×S. dist x y)"

lemma diameter_empty [simp]: "diameter{} = 0"
  by (auto simp: diameter_def)

lemma diameter_singleton [simp]: "diameter{x} = 0"
  by (auto simp: diameter_def)

lemma diameter_le:
  assumes "S  {}  0  d"
    and no: "x y. x  S; y  S  norm(x - y)  d"
  shows "diameter S  d"
  using assms
  by (auto simp: dist_norm diameter_def intro: cSUP_least)

lemma diameter_bounded_bound:
  fixes S :: "'a :: metric_space set"
  assumes S: "bounded S" "x  S" "y  S"
  shows "dist x y  diameter S"
proof -
  from S obtain z d where z: "x. x  S  dist z x  d"
    unfolding bounded_def by auto
  have "bdd_above (case_prod dist ` (S×S))"
  proof (intro bdd_aboveI, safe)
    fix a b
    assume "a  S" "b  S"
    with z[of a] z[of b] dist_triangle[of a b z]
    show "dist a b  2 * d"
      by (simp add: dist_commute)
  qed
  moreover have "(x,y)  S×S" using S by auto
  ultimately have "dist x y  (SUP (x,y)S×S. dist x y)"
    by (rule cSUP_upper2) simp
  with x  S show ?thesis
    by (auto simp: diameter_def)
qed

lemma diameter_lower_bounded:
  fixes S :: "'a :: metric_space set"
  assumes S: "bounded S"
    and d: "0 < d" "d < diameter S"
  shows "xS. yS. d < dist x y"
proof (rule ccontr)
  assume contr: "¬ ?thesis"
  moreover have "S  {}"
    using d by (auto simp: diameter_def)
  ultimately have "diameter S  d"
    by (auto simp: not_less diameter_def intro!: cSUP_least)
  with d < diameter S show False by auto
qed

lemma diameter_bounded:
  assumes "bounded S"
  shows "xS. yS. dist x y  diameter S"
    and "d>0. d < diameter S  (xS. yS. dist x y > d)"
  using diameter_bounded_bound[of S] diameter_lower_bounded[of S] assms
  by auto

lemma bounded_two_points: "bounded S  (e. xS. yS. dist x y  e)"
  by (meson bounded_def diameter_bounded(1))

lemma diameter_compact_attained:
  assumes "compact S"
    and "S  {}"
  shows "xS. yS. dist x y = diameter S"
proof -
  have b: "bounded S" using assms(1)
    by (rule compact_imp_bounded)
  then obtain x y where xys: "xS" "yS"
    and xy: "uS. vS. dist u v  dist x y"
    using compact_sup_maxdistance[OF assms] by auto
  then have "diameter S  dist x y"
    unfolding diameter_def by (force intro!: cSUP_least)
  then show ?thesis
    by (metis b diameter_bounded_bound order_antisym xys)
qed

lemma diameter_ge_0:
  assumes "bounded S"  shows "0  diameter S"
  by (metis all_not_in_conv assms diameter_bounded_bound diameter_empty dist_self order_refl)

lemma diameter_subset:
  assumes "S  T" "bounded T"
  shows "diameter S  diameter T"
proof (cases "S = {}  T = {}")
  case True
  with assms show ?thesis
    by (force simp: diameter_ge_0)
next
  case False
  then have "bdd_above ((λx. case x of (x, xa)  dist x xa) ` (T × T))"
    using bounded T diameter_bounded_bound by (force simp: bdd_above_def)
  with False S  T show ?thesis
    apply (simp add: diameter_def)
    apply (rule cSUP_subset_mono, auto)
    done
qed

lemma diameter_closure:
  assumes "bounded S"
  shows "diameter(closure S) = diameter S"
proof (rule order_antisym)
  have "False" if d_less_d: "diameter S < diameter (closure S)"
  proof -
    define d where "d = diameter(closure S) - diameter(S)"
    have "d > 0"
      using that by (simp add: d_def)
    then have dle: "diameter(closure(S)) - d / 2 < diameter(closure(S))"
      by simp
    have dd: "diameter (closure S) - d / 2 = (diameter(closure(S)) + diameter(S)) / 2"
      by (simp add: d_def field_split_simps)
     have bocl: "bounded (closure S)"
      using assms by blast
    moreover have "0  diameter S"
      using assms diameter_ge_0 by blast
    ultimately obtain x y where "x  closure S" "y  closure S" and xy: "diameter(closure(S)) - d / 2 < dist x y"
      by (smt (verit) dle d_less_d d_def dd diameter_lower_bounded)
    then obtain x' y' where x'y': "x'  S" "dist x' x < d/4" "y'  S" "dist y' y < d/4"
      by (metis 0 < d zero_less_divide_iff zero_less_numeral closure_approachable)
    then have "dist x' y'  diameter S"
      using assms diameter_bounded_bound by blast
    with x'y' have "dist x y  d / 4 + diameter S + d / 4"
      by (meson add_mono dist_triangle dist_triangle3 less_eq_real_def order_trans)
    then show ?thesis
      using xy d_def by linarith
  qed
  then show "diameter (closure S)  diameter S"
    by fastforce
  next
    show "diameter S  diameter (closure S)"
      by (simp add: assms bounded_closure closure_subset diameter_subset)
qed

proposition Lebesgue_number_lemma:
  assumes "compact S" "𝒞  {}" "S  𝒞" and ope: "B. B  𝒞  open B"
  obtains δ where "0 < δ" "T. T  S; diameter T < δ  B  𝒞. T  B"
proof (cases "S = {}")
  case True
  then show ?thesis
    by (metis 𝒞  {} zero_less_one empty_subsetI equals0I subset_trans that)
next
  case False
  { fix x assume "x  S"
    then obtain C where C: "x  C" "C  𝒞"
      using S  𝒞 by blast
    then obtain r where r: "r>0" "ball x (2*r)  C"
      by (metis mult.commute mult_2_right not_le ope openE field_sum_of_halves zero_le_numeral zero_less_mult_iff)
    then have "r C. r > 0  ball x (2*r)  C  C  𝒞"
      using C by blast
  }
  then obtain r where r: "x. x  S  r x > 0  (C  𝒞. ball x (2*r x)  C)"
    by metis
  then have "S  (x  S. ball x (r x))"
    by auto
  then obtain 𝒯 where "finite 𝒯" "S  𝒯" and 𝒯: "𝒯  (λx. ball x (r x)) ` S"
    by (rule compactE [OF compact S]) auto
  then obtain S0 where "S0  S" "finite S0" and S0: "𝒯 = (λx. ball x (r x)) ` S0"
    by (meson finite_subset_image)
  then have "S0  {}"
    using False S  𝒯 by auto
  define δ where "δ = Inf (r ` S0)"
  have "δ > 0"
    using finite S0 S0  S S0  {} r by (auto simp: δ_def finite_less_Inf_iff)
  show ?thesis
  proof
    show "0 < δ"
      by (simp add: 0 < δ)
    show "B  𝒞. T  B" if "T  S" and dia: "diameter T < δ" for T
    proof (cases "T = {}")
      case True
      then show ?thesis
        using 𝒞  {} by blast
    next
      case False
      then obtain y where "y  T" by blast
      then have "y  S"
        using T  S by auto
      then obtain x where "x  S0" and x: "y  ball x (r x)"
        using S  𝒯 S0 that by blast
      have "ball y δ  ball y (r x)"
        by (metis δ_def S0  {} finite S0 x  S0 empty_is_image finite_imageI finite_less_Inf_iff imageI less_irrefl not_le subset_ball)
      also have "...  ball x (2*r x)"
        using x by metric
      finally obtain C where "C  𝒞" "ball y δ  C"
        by (meson r S0  S x  S0 dual_order.trans subsetCE)
      have "bounded T"
        using compact S bounded_subset compact_imp_bounded T  S by blast
      then have "T  ball y δ"
        using y  T dia diameter_bounded_bound by fastforce
      then show ?thesis
        by (meson C  𝒞 ball y δ  C subset_eq)
    qed
  qed
qed


section ‹Metric spaces with the Heine-Borel property›

text ‹
  A metric space (or topological vector space) is said to have the
  Heine-Borel property if every closed and bounded subset is compact.
›

class heine_borel = metric_space +
  assumes bounded_imp_convergent_subsequence:
    "bounded (range f)  l r. strict_mono (r::natnat)  ((f  r)  l) sequentially"

proposition bounded_closed_imp_seq_compact:
  fixes S::"'a::heine_borel set"
  assumes "bounded S"
    and "closed S"
  shows "seq_compact S"
proof (unfold seq_compact_def, clarify)
  fix f :: "nat  'a"
  assume f: "n. f n  S"
  with bounded S have "bounded (range f)"
    by (auto intro: bounded_subset)
  obtain l r where r: "strict_mono (r :: nat  nat)" and l: "((f  r)  l) sequentially"
    using bounded_imp_convergent_subsequence [OF bounded (range f)] by auto
  from f have fr: "n. (f  r) n  S"
    by simp
  show "lS. r. strict_mono r  (f  r)  l"
    using assms(2) closed_sequentially fr l r by blast
qed

lemma compact_eq_bounded_closed:
  fixes S :: "'a::heine_borel set"
  shows "compact S  bounded S  closed S"
  using bounded_closed_imp_seq_compact compact_eq_seq_compact_metric compact_imp_bounded compact_imp_closed 
  by auto

lemma bounded_infinite_imp_islimpt:
  fixes S :: "'a::heine_borel set"
  assumes "T  S" "bounded S" "infinite T"
  obtains x where "x islimpt S" 
  by (meson assms closed_limpt compact_eq_Bolzano_Weierstrass compact_eq_bounded_closed islimpt_subset) 

lemma compact_Inter:
  fixes  :: "'a :: heine_borel set set"
  assumes com: "S. S    compact S" and "  {}"
  shows "compact( )"
  using assms
  by (meson Inf_lower all_not_in_conv bounded_subset closed_Inter compact_eq_bounded_closed)

lemma compact_closure [simp]:
  fixes S :: "'a::heine_borel set"
  shows "compact(closure S)  bounded S"
by (meson bounded_closure bounded_subset closed_closure closure_subset compact_eq_bounded_closed)

instancetag important› real :: heine_borel
proof
  fix f :: "nat  real"
  assume f: "bounded (range f)"
  obtain r :: "nat  nat" where r: "strict_mono r" "monoseq (f  r)"
    unfolding comp_def by (metis seq_monosub)
  then have "Bseq (f  r)"
    unfolding Bseq_eq_bounded by (metis f BseqI' bounded_iff comp_apply rangeI)
  with r show "l r. strict_mono r  (f  r)  l"
    using Bseq_monoseq_convergent[of "f  r"] by (auto simp: convergent_def)
qed

lemma compact_lemma_general:
  fixes f :: "nat  'a"
  fixes proj::"'a  'b  'c::heine_borel" (infixl "proj" 60)
  fixes unproj:: "('b  'c)  'a"
  assumes finite_basis: "finite basis"
  assumes bounded_proj: "k. k  basis  bounded ((λx. x proj k) ` range f)"
  assumes proj_unproj: "e k. k  basis  (unproj e) proj k = e k"
  assumes unproj_proj: "x. unproj (λk. x proj k) = x"
  shows "dbasis. l::'a.  r::natnat.
    strict_mono r  (e>0. eventually (λn. id. dist (f (r n) proj i) (l proj i) < e) sequentially)"
proof safe
  fix d :: "'b set"
  assume d: "d  basis"
  with finite_basis have "finite d"
    by (blast intro: finite_subset)
  from this d show "l::'a. r::natnat. strict_mono r 
    (e>0. eventually (λn. id. dist (f (r n) proj i) (l proj i) < e) sequentially)"
  proof (induct d)
    case empty
    then show ?case
      unfolding strict_mono_def by auto
  next
    case (insert k d)
    have k[intro]: "k  basis"
      using insert by auto
    have s': "bounded ((λx. x proj k) ` range f)"
      using k
      by (rule bounded_proj)
    obtain l1::"'a" and r1 where r1: "strict_mono r1"
      and lr1: "e > 0. F n in sequentially. id. dist (f (r1 n) proj i) (l1 proj i) < e"
      using insert by auto
    have f': "n. f (r1 n) proj k  (λx. x proj k) ` range f"
      by simp
    have "bounded (range (λi. f (r1 i) proj k))"
      by (metis (lifting) bounded_subset f' image_subsetI s')
    then obtain l2 r2 where r2: "strict_mono r2" and lr2: "(λi. f (r1 (r2 i)) proj k)  l2"
      using bounded_imp_convergent_subsequence[of "λi. f (r1 i) proj k"]
      by (auto simp: o_def)
    define r where "r = r1  r2"
    have r: "strict_mono r"
      using r1 and r2 unfolding r_def o_def strict_mono_def by auto
    moreover
    define l where "l = unproj (λi. if i = k then l2 else l1 proj i)"
    { fix e::real
      assume "e > 0"
      from lr1 e > 0 have N1: "F n in sequentially. id. dist (f (r1 n) proj i) (l1 proj i) < e"
        by blast
      from lr2 e > 0 have N2: "F n in sequentially. dist (f (r1 (r2 n)) proj k) l2 < e"
        by (rule tendstoD)
      from r2 N1 have N1': "F n in sequentially. id. dist (f (r1 (r2 n)) proj i) (l1 proj i) < e"
        by (rule eventually_subseq)
      have "F n in sequentially. iinsert k d. dist (f (r n) proj i) (l proj i) < e"
        using N1' N2
        by eventually_elim (use insert.prems in auto simp: l_def r_def o_def proj_unproj)
    }
    ultimately show ?case by auto
  qed
qed

lemma bounded_fst: "bounded s  bounded (fst ` s)"
  unfolding bounded_def
  by (metis (erased, opaque_lifting) dist_fst_le image_iff order_trans)

lemma bounded_snd: "bounded s  bounded (snd ` s)"
  unfolding bounded_def
  by (metis (no_types, opaque_lifting) dist_snd_le image_iff order.trans)

instancetag important› prod :: (heine_borel, heine_borel) heine_borel
proof
  fix f :: "nat  'a × 'b"
  assume f: "bounded (range f)"
  then have "bounded (fst ` range f)"
    by (rule bounded_fst)
  then have s1: "bounded (range (fst  f))"
    by (simp add: image_comp)
  obtain l1 r1 where r1: "strict_mono r1" and l1: "(λn. fst (f (r1 n)))  l1"
    using bounded_imp_convergent_subsequence [OF s1] unfolding o_def by fast
  from f have s2: "bounded (range (snd  f  r1))"
    by (auto simp: image_comp intro: bounded_snd bounded_subset)
  obtain l2 r2 where r2: "strict_mono r2" and l2: "(λn. snd (f (r1 (r2 n))))  l2"
    using bounded_imp_convergent_subsequence [OF s2]
    unfolding o_def by fast
  have l1': "((λn. fst (f (r1 (r2 n))))  l1) sequentially"
    using LIMSEQ_subseq_LIMSEQ [OF l1 r2] unfolding o_def .
  have l: "((f  (r1  r2))  (l1, l2)) sequentially"
    using tendsto_Pair [OF l1' l2] unfolding o_def by simp
  have r: "strict_mono (r1  r2)"
    using r1 r2 unfolding strict_mono_def by simp
  show "l r. strict_mono r  ((f  r)  l) sequentially"
    using l r by fast
qed


section ‹Completeness›

proposition (in metric_space) completeI:
  assumes "f. n. f n  s  Cauchy f  ls. f  l"
  shows "complete s"
  using assms unfolding complete_def by fast

proposition (in metric_space) completeE:
  assumes "complete s" and "n. f n  s" and "Cauchy f"
  obtains l where "l  s" and "f  l"
  using assms unfolding complete_def by fast

(* TODO: generalize to uniform spaces *)
lemma compact_imp_complete:
  fixes s :: "'a::metric_space set"
  assumes "compact s"
  shows "complete s"
proof -
  {
    fix f
    assume as: "(n::nat. f n  s)" "Cauchy f"
    from as(1) obtain l r where lr: "ls" "strict_mono r" "(f  r)  l"
      using assms unfolding compact_def by blast

    note lr' = seq_suble [OF lr(2)]
    {
      fix e :: real
      assume "e > 0"
      from as(2) obtain N where N:"m n. N  m  N  n  dist (f m) (f n) < e/2"
        unfolding Cauchy_def using e > 0 by (meson half_gt_zero)
      then obtain M where M:"nM. dist ((f  r) n) l < e/2"
        by (metis dist_self lim_sequentially lr(3))
      {
        fix n :: nat
        assume n: "n  max N M"
        have "dist ((f  r) n) l < e/2"
          using n M by auto
        moreover have "r n  N"
          using lr'[of n] n by auto
        then have "dist (f n) ((f  r) n) < e/2"
          using N and n by auto
        ultimately have "dist (f n) l < e" using n M
          by metric
      }
      then have "N. nN. dist (f n) l < e" by blast
    }
    then have "ls. (f  l) sequentially" using ls
      unfolding lim_sequentially by auto
  }
  then show ?thesis unfolding complete_def by auto
qed

proposition compact_eq_totally_bounded:
  "compact s  complete s  (e>0. k. finite k  s  (xk. ball x e))"
    (is "_  ?rhs")
proof
  assume assms: "?rhs"
  then obtain k where k: "e. 0 < e  finite (k e)" "e. 0 < e  s  (xk e. ball x e)"
    by (auto simp: choice_iff')

  show "compact s"
  proof cases
    assume "s = {}"
    then show "compact s" by (simp add: compact_def)
  next
    assume "s  {}"
    show ?thesis
      unfolding compact_def
    proof safe
      fix f :: "nat  'a"
      assume f: "n. f n  s"

      define e where "e n = 1 / (2 * Suc n)" for n
      then have [simp]: "n. 0 < e n" by auto
      define B where "B n U = (SOME b. infinite {n. f n  b}  (x. b  ball x (e n)  U))" for n U
      {
        fix n U
        assume "infinite {n. f n  U}"
        then have "bk (e n). infinite {i{n. f n  U}. f i  ball b (e n)}"
          using k f by (intro pigeonhole_infinite_rel) (auto simp: subset_eq)
        then obtain a where
          "a  k (e n)"
          "infinite {i  {n. f n  U}. f i  ball a (e n)}" ..
        then have "b. infinite {i. f i  b}  (x. b  ball x (e n)  U)"
          by (intro exI[of _ "ball a (e n)  U"] exI[of _ a]) (auto simp: ac_simps)
        from someI_ex[OF this]
        have "infinite {i. f i  B n U}" "x. B n U  ball x (e n)  U"
          unfolding B_def by auto
      }
      note B = this

      define F where "F = rec_nat (B 0 UNIV) B"
      {
        fix n
        have "infinite {i. f i  F n}"
          by (induct n) (auto simp: F_def B)
      }
      then have F: "n. x. F (Suc n)  ball x (e n)  F n"
        using B by (simp add: F_def)
      then have F_dec: "m n. m  n  F n  F m"
        using decseq_SucI[of F] by (auto simp: decseq_def)

      obtain sel where sel: "k i. i < sel k i" "k i. f (sel k i)  F k"
      proof (atomize_elim, unfold all_conj_distrib[symmetric], intro choice allI)
        fix k i
        have "infinite ({n. f n  F k} - {.. i})"
          using infinite {n. f n  F k} by auto
        from infinite_imp_nonempty[OF this]
        show "x>i. f x  F k"
          by (simp add: set_eq_iff not_le conj_commute)
      qed

      define t where "t = rec_nat (sel 0 0) (λn i. sel (Suc n) i)"
      have "strict_mono t"
        unfolding strict_mono_Suc_iff by (simp add: t_def sel)
      moreover have "i. (f  t) i  s"
        using f by auto
      moreover
      have t: "(f  t) n  F n" for n
        by (cases n) (simp_all add: t_def sel)

      have "Cauchy (f  t)"
      proof (safe intro!: metric_CauchyI exI elim!: nat_approx_posE)
        fix r :: real and N n m
        assume "1 / Suc N < r" "Suc N  n" "Suc N  m"
        then have "(f  t) n  F (Suc N)" "(f  t) m  F (Suc N)" "2 * e N < r"
          using F_dec t by (auto simp: e_def field_simps)
        with F[of N] obtain x where "dist x ((f  t) n) < e N" "dist x ((f  t) m) < e N"
          by (auto simp: subset_eq)
        with 2 * e N < r show "dist ((f  t) m) ((f  t) n) < r"
          by metric
      qed

      ultimately show "ls. r. strict_mono r  (f  r)  l"
        using assms unfolding complete_def by blast
    qed
  qed
qed (metis compact_imp_complete compact_imp_seq_compact seq_compact_imp_totally_bounded)

lemma cauchy_imp_bounded:
  assumes "Cauchy s"
  shows "bounded (range s)"
proof -
  from assms obtain N :: nat where "m n. N  m  N  n  dist (s m) (s n) < 1"
    by (meson Cauchy_def zero_less_one)
  then have N:"n. N  n  dist (s N) (s n) < 1" by auto
  moreover
  have "bounded (s ` {0..N})"
    using finite_imp_bounded[of "s ` {1..N}"] by auto
  then obtain a where a:"xs ` {0..N}. dist (s N) x  a"
    unfolding bounded_any_center [where a="s N"] by auto
  ultimately show "?thesis"
    unfolding bounded_any_center [where a="s N"]
    apply (rule_tac x="max a 1" in exI, auto)
    apply (erule_tac x=y in allE)
    apply (erule_tac x=y in ballE, auto)
    done
qed

instance heine_borel < complete_space
proof
  fix f :: "nat  'a" assume "Cauchy f"
  then show "convergent f"
    unfolding convergent_def
    using Cauchy_converges_subseq cauchy_imp_bounded bounded_imp_convergent_subsequence by blast
qed

lemma complete_UNIV: "complete (UNIV :: ('a::complete_space) set)"
proof (rule completeI)
  fix f :: "nat  'a" assume "Cauchy f"
  then show "lUNIV. f  l" 
    using Cauchy_convergent convergent_def by blast
qed

lemma complete_imp_closed:
  fixes S :: "'a::metric_space set"
  shows "complete S  closed S"
  by (metis LIMSEQ_imp_Cauchy LIMSEQ_unique closed_sequential_limits completeE)

lemma complete_Int_closed:
  fixes S :: "'a::metric_space set"
  assumes "complete S" and "closed t"
  shows "complete (S  t)"
  by (metis Int_iff assms closed_sequentially completeE completeI)

lemma complete_closed_subset:
  fixes S :: "'a::metric_space set"
  assumes "closed S" and "S  t" and "complete t"
  shows "complete S"
  using assms complete_Int_closed [of t S] by (simp add: Int_absorb1)

lemma complete_eq_closed:
  fixes S :: "('a::complete_space) set"
  shows "complete S  closed S"
proof
  assume "closed S" then show "complete S"
    using subset_UNIV complete_UNIV by (rule complete_closed_subset)
next
  assume "complete S" then show "closed S"
    by (rule complete_imp_closed)
qed

lemma convergent_eq_Cauchy:
  fixes S :: "nat  'a::complete_space"
  shows "(l. (S  l) sequentially)  Cauchy S"
  unfolding Cauchy_convergent_iff convergent_def ..

lemma convergent_imp_bounded:
  fixes S :: "nat  'a::metric_space"
  shows "(S  l) sequentially  bounded (range S)"
  by (intro cauchy_imp_bounded LIMSEQ_imp_Cauchy)

lemma frontier_subset_compact:
  fixes S :: "'a::heine_borel set"
  shows "compact S  frontier S  S"
  using frontier_subset_closed compact_eq_bounded_closed
  by blast

lemma banach_fix_type:
  fixes f::"'a::complete_space'a"
  assumes c:"0  c" "c < 1"
      and lipschitz:"x. y. dist (f x) (f y)  c * dist x y"
  shows "∃!x. (f x = x)"
  using assms banach_fix[OF complete_UNIV UNIV_not_empty assms(1,2) subset_UNIV, of f]
  by auto

section ‹Cauchy continuity›

definition Cauchy_continuous_on where
  "Cauchy_continuous_on  λS f. σ. Cauchy σ  range σ  S  Cauchy (f  σ)"

lemma continuous_closed_imp_Cauchy_continuous:
  fixes S :: "('a::complete_space) set"
  shows "continuous_on S f; closed S  Cauchy_continuous_on S f"
  unfolding Cauchy_continuous_on_def
  by (metis LIMSEQ_imp_Cauchy completeE complete_eq_closed continuous_on_sequentially range_subsetD)

lemma uniformly_continuous_imp_Cauchy_continuous:
  fixes f :: "'a::metric_space  'b::metric_space"
  shows "uniformly_continuous_on S f  Cauchy_continuous_on S f"
  by (simp add: uniformly_continuous_on_def Cauchy_continuous_on_def Cauchy_def image_subset_iff) metis

lemma Cauchy_continuous_on_imp_continuous:
  fixes f :: "'a::metric_space  'b::metric_space"
  assumes "Cauchy_continuous_on S f"
  shows "continuous_on S f"
proof -
  have False if x: "n. x'S. dist x' x < inverse(Suc n)  ¬ dist (f x') (f x) < ε" "ε>0" "x  S" for x and ε::real
  proof -
    obtain ρ where ρ: "n. ρ n  S" and dx: "n. dist (ρ n) x < inverse(Suc n)" and dfx: "n. ¬ dist (f (ρ n)) (f x) < ε"
      using x by metis
    define σ where "σ  λn. if even n then ρ n else x"
    with ρ x  S have "range σ  S"
      by auto
    have "σ  x"
      unfolding tendsto_iff
    proof (intro strip)
      fix e :: real
      assume "e>0"
      then obtain N where "inverse (Suc N) < e"
        using reals_Archimedean by blast
      then have "n. N  n  dist (ρ n) x < e"
        by (smt (verit, ccfv_SIG) dx inverse_Suc inverse_less_iff_less inverse_positive_iff_positive of_nat_Suc of_nat_mono)
      with e>0 show "F n in sequentially. dist (σ n) x < e"
        by (auto simp add: eventually_sequentially σ_def)
    qed
    then have "Cauchy σ"
      by (intro LIMSEQ_imp_Cauchy)
    then have Cf: "Cauchy (f  σ)"
      by (meson Cauchy_continuous_on_def range σ  S assms)
    have "(f  σ)  f x"
      unfolding tendsto_iff 
    proof (intro strip)
      fix e :: real
      assume "e>0"
      then obtain N where N: "mN. nN. dist ((f  σ) m) ((f  σ) n) < e"
        using Cf unfolding Cauchy_def by presburger
      moreover have "(f  σ) (Suc(N+N)) = f x"
        by (simp add: σ_def)
      ultimately have "nN. dist ((f  σ) n) (f x) < e"
        by (metis add_Suc le_add2)
      then show "F n in sequentially. dist ((f  σ) n) (f x) < e"
        using eventually_sequentially by blast
    qed
    moreover have "n. ¬ dist (f (σ (2*n))) (f x) < ε"
      using dfx by (simp add: σ_def)
    ultimately show False
      using ε>0 by (fastforce simp: mult_2 nat_le_iff_add tendsto_iff eventually_sequentially)
  qed
  then show ?thesis
    unfolding continuous_on_iff by (meson inverse_Suc)
qed


sectiontag unimportant›‹ Finite intersection property›

text‹Also developed in HOL's toplogical spaces theory, but the Heine-Borel type class isn't available there.›

lemma closed_imp_fip:
  fixes S :: "'a::heine_borel set"
  assumes "closed S"
      and T: "T  " "bounded T"
      and clof: "T. T    closed T"
      and "ℱ'. finite ℱ'; ℱ'    S  ℱ'  {}"
    shows "S    {}"
proof -
  have "compact (S  T)"
    using closed S clof compact_eq_bounded_closed T by blast
  then have "(S  T)    {}"
    by (smt (verit, best) Inf_insert Int_assoc assms compact_imp_fip finite_insert insert_subset)
  then show ?thesis by blast
qed

lemma closed_imp_fip_compact:
  fixes S :: "'a::heine_borel set"
  shows
   "closed S; T. T    compact T;
     ℱ'. finite ℱ'; ℱ'    S  ℱ'  {}
         S    {}"
  by (metis closed_imp_fip compact_eq_bounded_closed equals0I finite.emptyI order.refl)

lemma closed_fip_Heine_Borel:
  fixes  :: "'a::heine_borel set set"
  assumes "T  " "bounded T"
      and "T. T    closed T"
      and "ℱ'. finite ℱ'; ℱ'    ℱ'  {}"
    shows "  {}"
  using closed_imp_fip [OF closed_UNIV] assms by auto

lemma compact_fip_Heine_Borel:
  fixes  :: "'a::heine_borel set set"
  assumes clof: "T. T    compact T"
      and none: "ℱ'. finite ℱ'; ℱ'    ℱ'  {}"
    shows "  {}"
  by (metis InterI clof closed_fip_Heine_Borel compact_eq_bounded_closed equals0D none)

lemma compact_sequence_with_limit:
  fixes f :: "nat  'a::heine_borel"
  shows "f  l  compact (insert l (range f))"
  by (simp add: closed_limpt compact_eq_bounded_closed convergent_imp_bounded islimpt_insert sequence_unique_limpt)


section ‹Properties of Balls and Spheres›

lemma compact_cball[simp]:
  fixes x :: "'a::heine_borel"
  shows "compact (cball x e)"
  using compact_eq_bounded_closed bounded_cball closed_cball by blast

lemma compact_frontier_bounded[intro]:
  fixes S :: "'a::heine_borel set"
  shows "bounded S  compact (frontier S)"
  unfolding frontier_def
  using compact_eq_bounded_closed by blast

lemma compact_frontier[intro]:
  fixes S :: "'a::heine_borel set"
  shows "compact S  compact (frontier S)"
  using compact_eq_bounded_closed compact_frontier_bounded by blast

lemma no_limpt_imp_countable:
  assumes "z. ¬z islimpt (X :: 'a :: {real_normed_vector, heine_borel} set)"
  shows   "countable X"
proof -
  have "countable (n. cball 0 (real n)  X)"
  proof (intro countable_UN[OF _ countable_finite])
    fix n :: nat
    show "finite (cball 0 (real n)  X)"
      using assms by (intro finite_not_islimpt_in_compact) auto
  qed auto
  also have "(n. cball 0 (real n)) = (UNIV :: 'a set)"
    by (force simp: real_arch_simple)
  hence "(n. cball 0 (real n)  X) = X"
    by blast
  finally show "countable X" .
qed


section ‹Distance from a Set›

lemma distance_attains_sup:
  assumes "compact s" "s  {}"
  shows "xs. ys. dist a y  dist a x"
proof (rule continuous_attains_sup [OF assms])
  {
    fix x
    assume "xs"
    have "(dist a  dist a x) (at x within s)"
      by (intro tendsto_dist tendsto_const tendsto_ident_at)
  }
  then show "continuous_on s (dist a)"
    unfolding continuous_on ..
qed

text ‹For \emph{minimal} distance, we only need closure, not compactness.›

lemma distance_attains_inf:
  fixes a :: "'a::heine_borel"
  assumes "closed s" and "s  {}"
  obtains x where "xs" "y. y  s  dist a x  dist a y"
proof -
  from assms obtain b where "b  s" by auto
  let ?B = "s  cball a (dist b a)"
  have "?B  {}" using b  s
    by (auto simp: dist_commute)
  moreover have "continuous_on ?B (dist a)"
    by (auto intro!: continuous_at_imp_continuous_on continuous_dist continuous_ident continuous_const)
  moreover have "compact ?B"
    by (intro closed_Int_compact closed s compact_cball)
  ultimately obtain x where "x  ?B" "y?B. dist a x  dist a y"
    by (metis continuous_attains_inf)
  with that show ?thesis by fastforce
qed


section ‹Infimum Distance›

definitiontag important› "infdist x A = (if A = {} then 0 else INF aA. dist x a)"

lemma bdd_below_image_dist[intro, simp]: "bdd_below (dist x ` A)"
  by (auto intro!: zero_le_dist)

lemma infdist_notempty: "A  {}  infdist x A = (INF aA. dist x a)"
  by (simp add: infdist_def)

lemma infdist_nonneg: "0  infdist x A"
  by (auto simp: infdist_def intro: cINF_greatest)

lemma infdist_le: "a  A  infdist x A  dist x a"
  by (auto intro: cINF_lower simp add: infdist_def)

lemma infdist_le2: "a  A  dist x a  d  infdist x A  d"
  by (auto intro!: cINF_lower2 simp add: infdist_def)

lemma infdist_zero[simp]: "a  A  infdist a A = 0"
  by (auto intro!: antisym infdist_nonneg infdist_le2)

lemma infdist_Un_min:
  assumes "A  {}" "B  {}"
  shows "infdist x (A  B) = min (infdist x A) (infdist x B)"
using assms by (simp add: infdist_def cINF_union inf_real_def)

lemma infdist_triangle: "infdist x A  infdist y A + dist x y"
proof (cases "A = {}")
  case True
  then show ?thesis by (simp add: infdist_def)
next
  case False
  then obtain a where "a  A" by auto
  have "infdist x A  Inf {dist x y + dist y a |a. a  A}"
  proof (rule cInf_greatest)
    from A  {} show "{dist x y + dist y a |a. a  A}  {}"
      by simp
    fix d
    assume "d  {dist x y + dist y a |a. a  A}"
    then obtain a where d: "d = dist x y + dist y a" "a  A"
      by auto
    show "infdist x A  d"
      unfolding infdist_notempty[OF A  {}]
    proof (rule cINF_lower2)
      show "a  A" by fact
      show "dist x a  d"
        unfolding d by (rule dist_triangle)
    qed simp
  qed
  also have " = dist x y + infdist y A"
  proof (rule cInf_eq, safe)
    fix a
    assume "a  A"
    then show "dist x y + infdist y A  dist x y + dist y a"
      by (auto intro: infdist_le)
  next
    fix i
    assume inf: "d. d  {dist x y + dist y a |a. a  A}  i  d"
    then have "i - dist x y  infdist y A"
      unfolding infdist_notempty[OF A  {}] using a  A
      by (intro cINF_greatest) (auto simp: field_simps)
    then show "i  dist x y + infdist y A"
      by simp
  qed
  finally show ?thesis by simp
qed

lemma infdist_triangle_abs: "¦infdist x A - infdist y A¦  dist x y"
  by (metis (full_types) abs_diff_le_iff diff_le_eq dist_commute infdist_triangle)

lemma in_closure_iff_infdist_zero:
  assumes "A  {}"
  shows "x  closure A  infdist x A = 0"
proof
  assume "x  closure A"
  show "infdist x A = 0"
  proof (rule ccontr)
    assume "infdist x A  0"
    with infdist_nonneg[of x A] have "infdist x A > 0"
      by auto
    then have "ball x (infdist x A)  closure A = {}"
      by (smt (verit, best) x  closure A closure_approachableD infdist_le)
    then have "x  closure A"
      by (metis 0 < infdist x A centre_in_ball disjoint_iff_not_equal)
    then show False using x  closure A by simp
  qed
next
  assume x: "infdist x A = 0"
  then obtain a where "a  A"
    by atomize_elim (metis all_not_in_conv assms)
  have False if "e > 0" "¬ (yA. dist y x < e)" for e
  proof -
    have "infdist x A  e" using a  A
      unfolding infdist_def using that
      by (force simp: dist_commute intro: cINF_greatest)
    with x e > 0 show False by auto
  qed
  then show "x  closure A"
    using closure_approachable by blast
qed

lemma in_closed_iff_infdist_zero:
  assumes "closed A" "A  {}"
  shows "x  A  infdist x A = 0"
proof -
  have "x  closure A  infdist x A = 0"
    by (simp add: A  {} in_closure_iff_infdist_zero)
  with assms show ?thesis by simp
qed

lemma infdist_pos_not_in_closed:
  assumes "closed S" "S  {}" "x  S"
  shows "infdist x S > 0"
  by (smt (verit, best) assms in_closed_iff_infdist_zero infdist_nonneg)

lemma
  infdist_attains_inf:
  fixes X::"'a::heine_borel set"
  assumes "closed X"
  assumes "X  {}"
  obtains x where "x  X" "infdist y X = dist y x"
proof -
  have "bdd_below (dist y ` X)"
    by auto
  from distance_attains_inf[OF assms, of y]
  obtain x where "x  X" "z. z  X  dist y x  dist y z" by auto
  then have "infdist y X = dist y x"
    by (metis antisym assms(2) cINF_greatest infdist_def infdist_le)
  with x  X show ?thesis ..
qed


text ‹Every metric space is a T4 space:›

instance metric_space  t4_space
proof
  fix S T::"'a set" assume H: "closed S" "closed T" "S  T = {}"
  consider "S = {}" | "T = {}" | "S  {}  T  {}" by auto
  then show "U V. open U  open V  S  U  T  V  U  V = {}"
  proof (cases)
    case 1 then show ?thesis by blast
  next
    case 2 then show ?thesis by blast
  next
    case 3
    define U where "U = (xS. ball x ((infdist x T)/2))"
    have A: "open U" unfolding U_def by auto
    have "infdist x T > 0" if "x  S" for x
      using H that 3 by (auto intro!: infdist_pos_not_in_closed)
    then have B: "S  U" unfolding U_def by auto
    define V where "V = (xT. ball x ((infdist x S)/2))"
    have C: "open V" unfolding V_def by auto
    have "infdist x S > 0" if "x  T" for x
      using H that 3 by (auto intro!: infdist_pos_not_in_closed)
    then have D: "T  V" unfolding V_def by auto

    have "(ball x ((infdist x T)/2))  (ball y ((infdist y S)/2)) = {}" if "x  S" "y  T" for x y
    proof auto
      fix z assume H: "dist x z * 2 < infdist x T" "dist y z * 2 < infdist y S"
      have "2 * dist x y  2 * dist x z + 2 * dist y z"
        by metric
      also have "... < infdist x T + infdist y S"
        using H by auto
      finally have "dist x y < infdist x T  dist x y < infdist y S"
        by auto
      then show False
        using infdist_le[OF x  S, of y] infdist_le[OF y  T, of x] by (auto simp add: dist_commute)
    qed
    then have E: "U  V = {}"
      unfolding U_def V_def by auto
    show ?thesis
      using A B C D E by blast
  qed
qed

lemma tendsto_infdist [tendsto_intros]:
  assumes f: "(f  l) F"
  shows "((λx. infdist (f x) A)  infdist l A) F"
proof (rule tendstoI)
  fix e ::real
  assume "e > 0"
  from tendstoD[OF f this]
  show "eventually (λx. dist (infdist (f x) A) (infdist l A) < e) F"
  proof (eventually_elim)
    fix x
    from infdist_triangle[of l A "f x"] infdist_triangle[of "f x" A l]
    have "dist (infdist (f x) A) (infdist l A)  dist (f x) l"
      by (simp add: dist_commute dist_real_def)
    also assume "dist (f x) l < e"
    finally show "dist (infdist (f x) A) (infdist l A) < e" .
  qed
qed

lemma continuous_infdist[continuous_intros]:
  assumes "continuous F f"
  shows "continuous F (λx. infdist (f x) A)"
  using assms unfolding continuous_def by (rule tendsto_infdist)

lemma continuous_on_infdist [continuous_intros]:
  assumes "continuous_on S f"
  shows "continuous_on S (λx. infdist (f x) A)"
using assms unfolding continuous_on by (auto intro: tendsto_infdist)

lemma compact_infdist_le:
  fixes A::"'a::heine_borel set"
  assumes "A  {}"
  assumes "compact A"
  assumes "e > 0"
  shows "compact {x. infdist x A  e}"
proof -
  from continuous_closed_vimage[of "{0..e}" "λx. infdist x A"]
    continuous_infdist[OF continuous_ident, of _ UNIV A]
  have "closed {x. infdist x A  e}" by (auto simp: vimage_def infdist_nonneg)
  moreover
  from assms obtain x0 b where b: "x. x  A  dist x0 x  b" "closed A"
    by (auto simp: compact_eq_bounded_closed bounded_def)
  {
    fix y
    assume "infdist y A  e"
    moreover
    from infdist_attains_inf[OF closed A A  {}, of y]
    obtain z where "z  A" "infdist y A = dist y z" by blast
    ultimately
    have "dist x0 y  b + e" using b by metric
  } then
  have "bounded {x. infdist x A  e}"
    by (auto simp: bounded_any_center[where a=x0] intro!: exI[where x="b + e"])
  ultimately show "compact {x. infdist x A  e}"
    by (simp add: compact_eq_bounded_closed)
qed


section ‹Separation between Points and Sets›

proposition separate_point_closed:
  fixes S :: "'a::heine_borel set"
  assumes "closed S" and "a  S"
  shows "d>0. xS. d  dist a x"
  by (metis assms distance_attains_inf empty_iff gt_ex zero_less_dist_iff)

proposition separate_compact_closed:
  fixes S T :: "'a::heine_borel set"
  assumes "compact S"
    and T: "closed T" "S  T = {}"
  shows "d>0. xS. yT. d  dist x y"
proof cases
  assume "S  {}  T  {}"
  then have "S  {}" "T  {}" by auto
  let ?inf = "λx. infdist x T"
  have "continuous_on S ?inf"
    by (auto intro!: continuous_at_imp_continuous_on continuous_infdist continuous_ident)
  then obtain x where x: "x  S" "yS. ?inf x  ?inf y"
    using continuous_attains_inf[OF compact S S  {}] by auto
  then have "0 < ?inf x"
    using T T  {} in_closed_iff_infdist_zero by (auto simp: less_le infdist_nonneg)
  moreover have "x'S. yT. ?inf x  dist x' y"
    using x by (auto intro: order_trans infdist_le)
  ultimately show ?thesis by auto
qed (auto intro!: exI[of _ 1])

proposition separate_closed_compact:
  fixes S T :: "'a::heine_borel set"
  assumes S: "closed S"
    and T: "compact T"
    and dis: "S  T = {}"
  shows "d>0. xS. yT. d  dist x y"
  by (metis separate_compact_closed[OF T S] dis dist_commute inf_commute)

proposition compact_in_open_separated:
  fixes A::"'a::heine_borel set"
  assumes A: "A  {}" "compact A"
  assumes "open B"
  assumes "A  B"
  obtains e where "e > 0" "{x. infdist x A  e}  B"
proof atomize_elim
  have "closed (- B)" "compact A" "- B  A = {}"
    using assms by (auto simp: open_Diff compact_eq_bounded_closed)
  from separate_closed_compact[OF this]
  obtain d'::real where d': "d'>0" "x y. x  B  y  A  d'  dist x y"
    by auto
  define d where "d = d' / 2"
  hence "d>0" "d < d'" using d' by auto
  with d' have d: "x y. x  B  y  A  d < dist x y"
    by force
  show "e>0. {x. infdist x A  e}  B"
  proof (rule ccontr)
    assume "e. 0 < e  {x. infdist x A  e}  B"
    with d > 0 obtain x where x: "infdist x A  d" "x  B"
      by auto
    then show False
      by (metis A compact_eq_bounded_closed infdist_attains_inf x d linorder_not_less)
  qed
qed


section ‹Uniform Continuity›

lemma uniformly_continuous_onE:
  assumes "uniformly_continuous_on s f" "0 < e"
  obtains d where "d>0" "x x'. xs; x's; dist x' x < d  dist (f x') (f x) < e"
  using assms
  by (auto simp: uniformly_continuous_on_def)

lemma uniformly_continuous_on_sequentially:
  "uniformly_continuous_on s f  (x y. (n. x n  s)  (n. y n  s) 
    (λn. dist (x n) (y n))  0  (λn. dist (f(x n)) (f(y n)))  0)" (is "?lhs = ?rhs")
proof
  assume ?lhs
  {
    fix x y
    assume x: "n. x n  s"
      and y: "n. y n  s"
      and xy: "((λn. dist (x n) (y n))  0) sequentially"
    {
      fix e :: real
      assume "e > 0"
      then obtain d where "d > 0" and d: "xs. x's. dist x' x < d  dist (f x') (f x) < e"
        by (metis ?lhs uniformly_continuous_onE)
      obtain N where N: "nN. dist (x n) (y n) < d"
        using xy[unfolded lim_sequentially dist_norm] and d>0 by auto
      then have "N. nN. dist (f (x n)) (f (y n)) < e"
        using d x y by blast
    }
    then have "((λn. dist (f(x n)) (f(y n)))  0) sequentially"
      unfolding lim_sequentially and dist_real_def by auto
  }
  then show ?rhs by auto
next
  assume ?rhs
  {
    assume "¬ ?lhs"
    then obtain e where "e > 0" "d>0. xs. x's. dist x' x < d  ¬ dist (f x') (f x) < e"
      unfolding uniformly_continuous_on_def by auto
    then obtain fa where fa:
      "x. 0 < x  fst (fa x)  s  snd (fa x)  s  dist (fst (fa x)) (snd (fa x)) < x  ¬ dist (f (fst (fa x))) (f (snd (fa x))) < e"
      using choice[of "λd x. d>0  fst x  s  snd x  s  dist (snd x) (fst x) < d  ¬ dist (f (snd x)) (f (fst x)) < e"]
      by (auto simp: Bex_def dist_commute)
    define x where "x n = fst (fa (inverse (real n + 1)))" for n
    define y where "y n = snd (fa (inverse (real n + 1)))" for n
    have xyn: "n. x n  s  y n  s"
      and xy0: "n. dist (x n) (y n) < inverse (real n + 1)"
      and fxy:"n. ¬ dist (f (x n)) (f (y n)) < e"
      unfolding x_def and y_def using fa
      by auto
    {
      fix e :: real
      assume "e > 0"
      then obtain N :: nat where "N  0" and N: "0 < inverse (real N)  inverse (real N) < e"
        unfolding real_arch_inverse[of e] by auto
      then have "N. nN. dist (x n) (y n) < e"
        by (smt (verit, ccfv_SIG) inverse_le_imp_le nat_le_real_less of_nat_le_0_iff xy0) 
    }
    then have "e>0. N. nN. dist (f (x n)) (f (y n)) < e"
      using ?rhs[THEN spec[where x=x], THEN spec[where x=y]] and xyn
      unfolding lim_sequentially dist_real_def by auto
    then have False using fxy and e>0 by auto
  }
  then show ?lhs
    unfolding uniformly_continuous_on_def by blast
qed


section ‹Continuity on a Compact Domain Implies Uniform Continuity›

text‹From the proof of the Heine-Borel theorem: Lemma 2 in section 3.7, page 69 of
J. C. Burkill and H. Burkill. A Second Course in Mathematical Analysis (CUP, 2002)›

lemma Heine_Borel_lemma:
  assumes "compact S" and Ssub: "S  𝒢" and opn: "G. G  𝒢  open G"
  obtains e where "0 < e" "x. x  S  G  𝒢. ball x e  G"
proof -
  have False if neg: "e. 0 < e  x  S. G  𝒢. ¬ ball x e  G"
  proof -
    have "x  S. G  𝒢. ¬ ball x (1 / Suc n)  G" for n
      using neg by simp
    then obtain f where "n. f n  S" and fG: "G n. G  𝒢  ¬ ball (f n) (1 / Suc n)  G"
      by metis
    then obtain l r where "l  S" "strict_mono r" and to_l: "(f  r)  l"
      using compact S compact_def that by metis
    then obtain G where "l  G" "G  𝒢"
      using Ssub by auto
    then obtain e where "0 < e" and e: "z. dist z l < e  z  G"
      using opn open_dist by blast
    obtain N1 where N1: "n. n  N1  dist (f (r n)) l < e/2"
      using to_l apply (simp add: lim_sequentially)
      using 0 < e half_gt_zero that by blast
    obtain N2 where N2: "of_nat N2 > 2/e"
      using reals_Archimedean2 by blast
    obtain x where "x  ball (f (r (max N1 N2))) (1 / real (Suc (r (max N1 N2))))" and "x  G"
      using fG [OF G  𝒢, of "r (max N1 N2)"] by blast
    then have "dist (f (r (max N1 N2))) x < 1 / real (Suc (r (max N1 N2)))"
      by simp
    also have "...  1 / real (Suc (max N1 N2))"
      by (meson Suc_le_mono strict_mono r inverse_of_nat_le nat.discI seq_suble)
    also have "...  1 / real (Suc N2)"
      by (simp add: field_simps)
    also have "... < e/2"
      using N2 0 < e by (simp add: field_simps)
    finally have "dist (f (r (max N1 N2))) x < e/2" .
    moreover have "dist (f (r (max N1 N2))) l < e/2"
      using N1 max.cobounded1 by blast
    ultimately have "dist x l < e"
      by metric
    then show ?thesis
      using e x  G by blast
  qed
  then show ?thesis
    by (meson that)
qed

lemma compact_uniformly_equicontinuous:
  assumes "compact S"
      and cont: "x e. x  S; 0 < e
                         d. 0 < d 
                                (f  . x'  S. dist x' x < d  dist (f x') (f x) < e)"
      and "0 < e"
  obtains d where "0 < d"
                  "f x x'. f  ; x  S; x'  S; dist x' x < d  dist (f x') (f x) < e"
proof -
  obtain d where d_pos: "x e. x  S; 0 < e  0 < d x e"
     and d_dist : "x x' e f. dist x' x < d x e; x  S; x'  S; 0 < e; f    dist (f x') (f x) < e"
    using cont by metis
  let ?𝒢 = "((λx. ball x (d x (e/2))) ` S)"
  have Ssub: "S   ?𝒢"
    using 0 < e d_pos by auto
  then obtain k where "0 < k" and k: "x. x  S  G  ?𝒢. ball x k  G"
    by (rule Heine_Borel_lemma [OF compact S]) auto
  moreover have "dist (f v) (f u) < e" if "f  " "u  S" "v  S" "dist v u < k" for f u v
  proof -
    obtain G where "G  ?𝒢" "u  G" "v  G"
      using k that
      by (metis dist v u < k u  S 0 < k centre_in_ball subsetD dist_commute mem_ball)
    then obtain w where w: "dist w u < d w (e/2)" "dist w v < d w (e/2)" "w  S"
      by auto
    with that d_dist have "dist (f w) (f v) < e/2"
      by (metis 0 < e dist_commute half_gt_zero)
    moreover
    have "dist (f w) (f u) < e/2"
      using that d_dist w by (metis 0 < e dist_commute divide_pos_pos zero_less_numeral)
    ultimately show ?thesis
      using dist_triangle_half_r by blast
  qed
  ultimately show ?thesis using that by blast
qed

corollary compact_uniformly_continuous:
  fixes f :: "'a :: metric_space  'b :: metric_space"
  assumes f: "continuous_on S f" and S: "compact S"
  shows "uniformly_continuous_on S f"
  using f
    unfolding continuous_on_iff uniformly_continuous_on_def
    by (force intro: compact_uniformly_equicontinuous [OF S, of "{f}"])


sectiontag unimportant›‹ Theorems relating continuity and uniform continuity to closures›

lemma continuous_on_closure:
   "continuous_on (closure S) f 
    (x e. x  closure S  0 < e
            (d. 0 < d  (y. y  S  dist y x < d  dist (f y) (f x) < e)))"
   (is "?lhs = ?rhs")
proof
  assume ?lhs then show ?rhs
    unfolding continuous_on_iff  by (metis Un_iff closure_def)
next
  assume R [rule_format]: ?rhs
  show ?lhs
  proof
    fix x and e::real
    assume "0 < e" and x: "x  closure S"
    obtain δ::real where "δ > 0"
                   and δ: "y. y  S; dist y x < δ  dist (f y) (f x) < e/2"
      using R [of x "e/2"] 0 < e x by auto
    have "dist (f y) (f x)  e" if y: "y  closure S" and dyx: "dist y x < δ/2" for y
    proof -
      obtain δ'::real where "δ' > 0"
                      and δ': "z. z  S; dist z y < δ'  dist (f z) (f y) < e/2"
        using R [of y "e/2"] 0 < e y by auto
      obtain z where "z  S" and z: "dist z y < min δ' δ / 2"
        using closure_approachable y
        by (metis 0 < δ' 0 < δ divide_pos_pos min_less_iff_conj zero_less_numeral)
      have "dist (f z) (f y) < e/2"
        using δ' [OF z  S] z 0 < δ' by metric
      moreover have "dist (f z) (f x) < e/2"
        using δ[OF z  S] z dyx by metric
      ultimately show ?thesis
        by metric
    qed
    then show "d>0. x'closure S. dist x' x < d  dist (f x') (f x)  e"
      by (rule_tac x="δ/2" in exI) (simp add: δ > 0)
  qed
qed

lemma continuous_on_closure_sequentially:
  fixes f :: "'a::metric_space  'b :: metric_space"
  shows
   "continuous_on (closure S) f 
    (x a. a  closure S  (n. x n  S)  x  a  (f  x)  f a)"
   (is "?lhs = ?rhs")
proof -
  have "continuous_on (closure S) f 
           (x  closure S. continuous (at x within S) f)"
    by (force simp: continuous_on_closure continuous_within_eps_delta)
  also have "... = ?rhs"
    by (force simp: continuous_within_sequentially)
  finally show ?thesis .
qed

lemma uniformly_continuous_on_closure:
  fixes f :: "'a::metric_space  'b::metric_space"
  assumes ucont: "uniformly_continuous_on S f"
      and cont: "continuous_on (closure S) f"
    shows "uniformly_continuous_on (closure S) f"
unfolding uniformly_continuous_on_def
proof (intro allI impI)
  fix e::real
  assume "0 < e"
  then obtain d::real
    where "d>0"
      and d: "x x'. xS; x'S; dist x' x < d  dist (f x') (f x) < e/3"
    using ucont [unfolded uniformly_continuous_on_def, rule_format, of "e/3"] by auto
  show "d>0. xclosure S. x'closure S. dist x' x < d  dist (f x') (f x) < e"
  proof (rule exI [where x="d/3"], clarsimp simp: d > 0)
    fix x y
    assume x: "x  closure S" and y: "y  closure S" and dyx: "dist y x * 3 < d"
    obtain d1::real where "d1 > 0"
           and d1: "w. w  closure S; dist w x < d1  dist (f w) (f x) < e/3"
      using cont [unfolded continuous_on_iff, rule_format, of "x" "e/3"] 0 < e x by auto
     obtain x' where "x'  S" and x': "dist x' x < min d1 (d / 3)"
        using closure_approachable [of x S]
        by (metis 0 < d1 0 < d divide_pos_pos min_less_iff_conj x zero_less_numeral)
    obtain d2::real where "d2 > 0"
           and d2: "w  closure S. dist w y < d2  dist (f w) (f y) < e/3"
      using cont [unfolded continuous_on_iff, rule_format, of "y" "e/3"] 0 < e y by auto
    obtain y' where "y'  S" and y': "dist y' y < min d2 (d / 3)"
      using closure_approachable [of y S]
      by (metis 0 < d2 0 < d divide_pos_pos min_less_iff_conj y zero_less_numeral)
    have "dist x' x < d/3" using x' by auto
    then have "dist x' y' < d"
      using dyx y' by metric
    then have "dist (f x') (f y') < e/3"
      by (rule d [OF y'  S x'  S])
    moreover have "dist (f x') (f x) < e/3" using x'  S closure_subset x' d1
      by (simp add: closure_def)
    moreover have "dist (f y') (f y) < e/3" using y'  S closure_subset y' d2
      by (simp add: closure_def)
    ultimately show "dist (f y) (f x) < e" by metric
  qed
qed

lemma uniformly_continuous_on_extension_at_closure:
  fixes f::"'a::metric_space  'b::complete_space"
  assumes uc: "uniformly_continuous_on X f"
  assumes "x  closure X"
  obtains l where "(f  l) (at x within X)"
proof -
  from assms obtain xs where xs: "xs  x" "n. xs n  X"
    by (auto simp: closure_sequential)

  from uniformly_continuous_on_Cauchy[OF uc LIMSEQ_imp_Cauchy, OF xs]
  obtain l where l: "(λn. f (xs n))  l"
    by atomize_elim (simp only: convergent_eq_Cauchy)

  have "(f  l) (at x within X)"
  proof (safe intro!: Lim_within_LIMSEQ)
    fix xs'
    assume "n. xs' n  x  xs' n  X"
      and xs': "xs'  x"
    then have "xs' n  x" "xs' n  X" for n by auto

    from uniformly_continuous_on_Cauchy[OF uc LIMSEQ_imp_Cauchy, OF xs'  x xs' _  X]
    obtain l' where l': "(λn. f (xs' n))  l'"
      by atomize_elim (simp only: convergent_eq_Cauchy)

    show "(λn. f (xs' n))  l"
    proof (rule tendstoI)
      fix e::real assume "e > 0"
      define e' where "e'  e/2"
      have "e' > 0" using e > 0 by (simp add: e'_def)

      have "F n in sequentially. dist (f (xs n)) l < e'"
        by (simp add: 0 < e' l tendstoD)
      moreover
      from uc[unfolded uniformly_continuous_on_def, rule_format, OF e' > 0]
      obtain d where d: "d > 0" "x x'. x  X  x'  X  dist x x' < d  dist (f x) (f x') < e'"
        by auto
      have "F n in sequentially. dist (xs n) (xs' n) < d"
        by (auto intro!: 0 < d order_tendstoD tendsto_eq_intros xs xs')
      ultimately
      show "F n in sequentially. dist (f (xs' n)) l < e"
      proof eventually_elim
        case (elim n)
        have "dist (f (xs' n)) l  dist (f (xs n)) (f (xs' n)) + dist (f (xs n)) l"
          by metric
        also have "dist (f (xs n)) (f (xs' n)) < e'"
          by (auto intro!: d xs xs' _  _ elim)
        also note dist (f (xs n)) l < e'
        also have "e' + e' = e" by (simp add: e'_def)
        finally show ?case by simp
      qed
    qed
  qed
  thus ?thesis ..
qed

lemma uniformly_continuous_on_extension_on_closure:
  fixes f::"'a::metric_space  'b::complete_space"
  assumes uc: "uniformly_continuous_on X f"
  obtains g where "uniformly_continuous_on (closure X) g" "x. x  X  f x = g x"
    "Y h x. X  Y  Y  closure X  continuous_on Y h  (x. x  X  f x = h x)  x  Y  h x = g x"
proof -
  from uc have cont_f: "continuous_on X f"
    by (simp add: uniformly_continuous_imp_continuous)
  obtain y where y: "(f  y x) (at x within X)" if "x  closure X" for x
    using uniformly_continuous_on_extension_at_closure[OF assms] by meson
  let ?g = "λx. if x  X then f x else y x"

  have "uniformly_continuous_on (closure X) ?g"
    unfolding uniformly_continuous_on_def
  proof safe
    fix e::real assume "e > 0"
    define e' where "e'  e / 3"
    have "e' > 0" using e > 0 by (simp add: e'_def)
    from uc[unfolded uniformly_continuous_on_def, rule_format, OF 0 < e']
    obtain d where "d > 0" and d: "x x'. x  X  x'  X  dist x' x < d  dist (f x') (f x) < e'"
      by auto
    define d' where "d' = d / 3"
    have "d' > 0" using d > 0 by (simp add: d'_def)
    show "d>0. xclosure X. x'closure X. dist x' x < d  dist (?g x') (?g x) < e"
    proof (safe intro!: exI[where x=d'] d' > 0)
      fix x x' assume x: "x  closure X" and x': "x'  closure X" and dist: "dist x' x < d'"
      then obtain xs xs' where xs: "xs  x" "n. xs n  X"
        and xs': "xs'  x'" "n. xs' n  X"
        by (auto simp: closure_sequential)
      have "F n in sequentially. dist (xs' n) x' < d'"
        and "F n in sequentially. dist (xs n) x < d'"
        by (auto intro!: 0 < d' order_tendstoD tendsto_eq_intros xs xs')
      moreover
      have "(λx. f (xs x))  y x" if "x  closure X" "x  X" "xs  x" "n. xs n  X" for xs x
        using that not_eventuallyD
        by (force intro!: filterlim_compose[OF y[OF x  closure X]] simp: filterlim_at)
      then have "(λx. f (xs' x))  ?g x'" "(λx. f (xs x))  ?g x"
        using x x'
        by (auto intro!: continuous_on_tendsto_compose[OF cont_f] simp: xs' xs)
      then have "F n in sequentially. dist (f (xs' n)) (?g x') < e'"
        "F n in sequentially. dist (f (xs n)) (?g x) < e'"
        by (auto intro!: 0 < e' order_tendstoD tendsto_eq_intros)
      ultimately
      have "F n in sequentially. dist (?g x') (?g x) < e"
      proof eventually_elim
        case (elim n)
        have "dist (?g x') (?g x) 
          dist (f (xs' n)) (?g x') + dist (f (xs' n)) (f (xs n)) + dist (f (xs n)) (?g x)"
          by (metis add.commute add_le_cancel_left dist_commute dist_triangle dist_triangle_le)
        also
        from dist (xs' n) x' < d' dist x' x < d' dist (xs n) x < d'
        have "dist (xs' n) (xs n) < d" unfolding d'_def by metric
        with xs _  X xs' _  X have "dist (f (xs' n)) (f (xs n)) < e'"
          by (rule d)
        also note dist (f (xs' n)) (?g x') < e'
        also note dist (f (xs n)) (?g x) < e'
        finally show ?case by (simp add: e'_def)
      qed
      then show "dist (?g x') (?g x) < e" by simp
    qed
  qed
  moreover have "f x = ?g x" if "x  X" for x using that by simp
  moreover
  {
    fix Y h x
    assume Y: "x  Y" "X  Y" "Y  closure X" and cont_h: "continuous_on Y h"
      and extension: "(x. x  X  f x = h x)"
    {
      assume "x  X"
      have "x  closure X" using Y by auto
      then obtain xs where xs: "xs  x" "n. xs n  X"
        by (auto simp: closure_sequential)
      from continuous_on_tendsto_compose[OF cont_h xs(1)] xs(2) Y
      have hx: "(λx. f (xs x))  h x"
        by (auto simp: subsetD extension)
      then have "(λx. f (xs x))  y x"
        using x  X not_eventuallyD xs(2)
        by (force intro!: filterlim_compose[OF y[OF x  closure X]] simp: filterlim_at xs)
      with hx have "h x = y x" by (rule LIMSEQ_unique)
    } then
    have "h x = ?g x"
      using extension by auto
  }
  ultimately show ?thesis ..
qed

lemma bounded_uniformly_continuous_image:
  fixes f :: "'a :: heine_borel  'b :: heine_borel"
  assumes "uniformly_continuous_on S f" "bounded S"
  shows "bounded(f ` S)"
  by (metis (no_types, lifting) assms bounded_closure_image compact_closure compact_continuous_image compact_eq_bounded_closed image_cong uniformly_continuous_imp_continuous uniformly_continuous_on_extension_on_closure)


section ‹With Abstract Topology (TODO: move and remove dependency?)›

lemma openin_contains_ball:
    "openin (top_of_set T) S 
     S  T  (x  S. e. 0 < e  ball x e  T  S)"
    (is "?lhs = ?rhs")
proof
  assume ?lhs
  then show ?rhs
    by (metis IntD2 Int_commute Int_lower1 Int_mono inf.idem openE openin_open)
next
  assume ?rhs
  then show ?lhs
    by (smt (verit) open_ball Int_commute Int_iff centre_in_ball in_mono openin_open_Int openin_subopen)
qed

lemma openin_contains_cball:
   "openin (top_of_set T) S 
        S  T  (x  S. e. 0 < e  cball x e  T  S)"
    (is "?lhs = ?rhs")
proof
  assume ?lhs
  then show ?rhs
    by (force simp add: openin_contains_ball intro: exI [where x="_/2"])
next
  assume ?rhs
  then show ?lhs
    by (force simp add: openin_contains_ball)
qed


section ‹Closed Nest›

text ‹Bounded closed nest property (proof does not use Heine-Borel)›

lemma bounded_closed_nest:
  fixes S :: "nat  ('a::heine_borel) set"
  assumes "n. closed (S n)"
      and "n. S n  {}"
      and "m n. m  n  S n  S m"
      and "bounded (S 0)"
  obtains a where "n. a  S n"
proof -
  from assms(2) obtain x where x: "n. x n  S n"
    using choice[of "λn x. x  S n"] by auto
  from assms(4,1) have "seq_compact (S 0)"
    by (simp add: bounded_closed_imp_seq_compact)
  then obtain l r where lr: "l  S 0" "strict_mono r" "(x  r)  l"
    using x and assms(3) unfolding seq_compact_def by blast
  have "n. l  S n"
  proof
    fix n :: nat
    have "closed (S n)"
      using assms(1) by simp
    moreover have "i. (x  r) i  S i"
      using x and assms(3) and lr(2) [THEN seq_suble] by auto
    then have "i. (x  r) (i + n)  S n"
      using assms(3) by (fast intro!: le_add2)
    moreover have "(λi. (x  r) (i + n))  l"
      using lr(3) by (rule LIMSEQ_ignore_initial_segment)
    ultimately show "l  S n"
      by (metis closed_sequentially)
  qed
  then show ?thesis 
    using that by blast
qed

text ‹Decreasing case does not even need compactness, just completeness.›

lemma decreasing_closed_nest:
  fixes S :: "nat  ('a::complete_space) set"
  assumes "n. closed (S n)"
          "n. S n  {}"
          "m n. m  n  S n  S m"
          "e. e>0  n. xS n. yS n. dist x y < e"
  obtains a where "n. a  S n"
proof -
  obtain t where t: "n. t n  S n"
    by (meson assms(2) equals0I)
  {
    fix e :: real
    assume "e > 0"
    then obtain N where N: "xS N. yS N. dist x y < e"
      using assms(4) by blast
    {
      fix m n :: nat
      assume "N  m  N  n"
      then have "t m  S N" "t n  S N"
        using assms(3) t unfolding  subset_eq t by blast+
      then have "dist (t m) (t n) < e"
        using N by auto
    }
    then have "N. m n. N  m  N  n  dist (t m) (t n) < e"
      by auto
  }
  then have "Cauchy t"
    by (metis metric_CauchyI)
  then obtain l where l:"(t  l) sequentially"
    using complete_UNIV unfolding complete_def by auto
  { fix n :: nat
    { fix e :: real
      assume "e > 0"
      then obtain N :: nat where N: "nN. dist (t n) l < e"
        using l[unfolded lim_sequentially] by auto
      have "t (max n N)  S n"
        by (meson assms(3) contra_subsetD max.cobounded1 t)
      then have "yS n. dist y l < e"
        using N max.cobounded2 by blast
    }
    then have "l  S n"
      using closed_approachable[of "S n" l] assms(1) by auto
  }
  then show ?thesis
    using that by blast
qed

text ‹Strengthen it to the intersection actually being a singleton.›

lemma decreasing_closed_nest_sing:
  fixes S :: "nat  'a::complete_space set"
  assumes "n. closed(S n)"
          "n. S n  {}"
          "m n. m  n  S n  S m"
          "e. e>0  n. x  (S n).  y(S n). dist x y < e"
  shows "a. (range S) = {a}"
proof -
  obtain a where a: "n. a  S n"
    using decreasing_closed_nest[of S] using assms by auto
  { fix b
    assume b: "b  (range S)"
    { fix e :: real
      assume "e > 0"
      then have "dist a b < e"
        using assms(4) and b and a by blast
    }
    then have "dist a b = 0"
      by (metis dist_eq_0_iff dist_nz less_le)
  }
  with a have "(range S) = {a}"
    unfolding image_def by auto
  then show ?thesis ..
qed

sectiontag unimportant› ‹Making a continuous function avoid some value in a neighbourhood›

lemma continuous_within_avoid:
  fixes f :: "'a::metric_space  'b::t1_space"
  assumes "continuous (at x within s) f"
    and "f x  a"
  shows "e>0. y  s. dist x y < e --> f y  a"
proof -
  obtain U where "open U" and "f x  U" and "a  U"
    using t1_space [OF f x  a] by fast
  have "(f  f x) (at x within s)"
    using assms(1) by (simp add: continuous_within)
  then have "eventually (λy. f y  U) (at x within s)"
    using open U and f x  U
    unfolding tendsto_def by fast
  then have "eventually (λy. f y  a) (at x within s)"
    using a  U by (fast elim: eventually_mono)
  then show ?thesis
    using f x  a by (auto simp: dist_commute eventually_at)
qed

lemma continuous_at_avoid:
  fixes f :: "'a::metric_space  'b::t1_space"
  assumes "continuous (at x) f"
    and "f x  a"
  shows "e>0. y. dist x y < e  f y  a"
  using assms continuous_within_avoid[of x UNIV f a] by simp

lemma continuous_on_avoid:
  fixes f :: "'a::metric_space  'b::t1_space"
  assumes "continuous_on s f"
    and "x  s"
    and "f x  a"
  shows "e>0. y  s. dist x y < e  f y  a"
  using assms(1)[unfolded continuous_on_eq_continuous_within, THEN bspec[where x=x],
    OF assms(2)] continuous_within_avoid[of x s f a]
  using assms(3)
  by auto

lemma continuous_on_open_avoid:
  fixes f :: "'a::metric_space  'b::t1_space"
  assumes "continuous_on s f"
    and "open s"
    and "x  s"
    and "f x  a"
  shows "e>0. y. dist x y < e  f y  a"
  using assms(1)[unfolded continuous_on_eq_continuous_at[OF assms(2)], THEN bspec[where x=x], OF assms(3)]
  using continuous_at_avoid[of x f a] assms(4)
  by auto

section ‹Consequences for Real Numbers›

lemma closed_contains_Inf:
  fixes S :: "real set"
  shows "S  {}  bdd_below S  closed S  Inf S  S"
  by (metis closure_contains_Inf closure_closed)

lemma closed_subset_contains_Inf:
  fixes A C :: "real set"
  shows "closed C  A  C  A  {}  bdd_below A  Inf A  C"
  by (metis closure_contains_Inf closure_minimal subset_eq)

lemma closed_contains_Sup:
  fixes S :: "real set"
  shows "S  {}  bdd_above S  closed S  Sup S  S"
  by (subst closure_closed[symmetric], assumption, rule closure_contains_Sup)

lemma closed_subset_contains_Sup:
  fixes A C :: "real set"
  shows "closed C  A  C  A  {}  bdd_above A  Sup A  C"
  by (metis closure_contains_Sup closure_minimal subset_eq)

lemma atLeastAtMost_subset_contains_Inf:
  fixes A :: "real set" and a b :: real
  shows "A  {}  a  b  A  {a..b}  Inf A  {a..b}"
  by (rule closed_subset_contains_Inf)
     (auto intro: closed_real_atLeastAtMost intro!: bdd_belowI[of A a])

lemma bounded_real: "bounded (S::real set)  (a. xS. ¦x¦  a)"
  by (simp add: bounded_iff)

lemma bounded_imp_bdd_above: "bounded S  bdd_above (S :: real set)"
  by (auto simp: bounded_def bdd_above_def dist_real_def)
     (metis abs_le_D1 abs_minus_commute diff_le_eq)

lemma bounded_imp_bdd_below: "bounded S  bdd_below (S :: real set)"
  by (auto simp: bounded_def bdd_below_def dist_real_def)
     (metis abs_le_D1 add.commute diff_le_eq)

lemma bounded_norm_le_SUP_norm:
  "bounded (range f)  norm (f x)  (SUP x. norm (f x))"
  by (auto intro!: cSUP_upper bounded_imp_bdd_above simp: bounded_norm_comp)

lemma bounded_has_Sup:
  fixes S :: "real set"
  assumes "bounded S"
    and "S  {}"
  shows "xS. x  Sup S"
    and "b. (xS. x  b)  Sup S  b"
proof
  show "b. (xS. x  b)  Sup S  b"
    using assms by (metis cSup_least)
qed (metis cSup_upper assms(1) bounded_imp_bdd_above)

lemma Sup_insert:
  fixes S :: "real set"
  shows "bounded S  Sup (insert x S) = (if S = {} then x else max x (Sup S))"
  by (auto simp: bounded_imp_bdd_above sup_max cSup_insert_If)

lemma bounded_has_Inf:
  fixes S :: "real set"
  assumes "bounded S"
    and "S  {}"
  shows "xS. x  Inf S"
    and "b. (xS. x  b)  Inf S  b"
proof
  show "b. (xS. x  b)  Inf S  b"
    using assms by (metis cInf_greatest)
qed (metis cInf_lower assms(1) bounded_imp_bdd_below)

lemma Inf_insert:
  fixes S :: "real set"
  shows "bounded S  Inf (insert x S) = (if S = {} then x else min x (Inf S))"
  by (auto simp: bounded_imp_bdd_below inf_min cInf_insert_If)

lemma open_real:
  fixes s :: "real set"
  shows "open s  (x  s. e>0. x'. ¦x' - x¦ < e --> x'  s)"
  unfolding open_dist dist_norm by simp

lemma islimpt_approachable_real:
  fixes s :: "real set"
  shows "x islimpt s  (e>0. x' s. x'  x  ¦x' - x¦ < e)"
  unfolding islimpt_approachable dist_norm by simp

lemma closed_real:
  fixes s :: "real set"
  shows "closed s  (x. (e>0.  x'  s. x'  x  ¦x' - x¦ < e)  x  s)"
  unfolding closed_limpt islimpt_approachable dist_norm by simp

lemma continuous_at_real_range:
  fixes f :: "'a::real_normed_vector  real"
  shows "continuous (at x) f  (e>0. d>0. x'. norm(x' - x) < d --> ¦f x' - f x¦ < e)"
  by (metis (mono_tags, opaque_lifting) LIM_eq continuous_within norm_eq_zero real_norm_def right_minus_eq)

lemma continuous_on_real_range:
  fixes f :: "'a::real_normed_vector  real"
  shows "continuous_on s f 
    (x  s. e>0. d>0. (x'  s. norm(x' - x) < d  ¦f x' - f x¦ < e))"
  unfolding continuous_on_iff dist_norm by simp

lemma continuous_on_closed_Collect_le:
  fixes f g :: "'a::topological_space  real"
  assumes f: "continuous_on s f" and g: "continuous_on s g" and s: "closed s"
  shows "closed {x  s. f x  g x}"
proof -
  have "closed ((λx. g x - f x) -` {0..}  s)"
    using closed_real_atLeast continuous_on_diff [OF g f]
    by (simp add: continuous_on_closed_vimage [OF s])
  also have "((λx. g x - f x) -` {0..}  s) = {xs. f x  g x}"
    by auto
  finally show ?thesis .
qed

lemma continuous_le_on_closure:
  fixes a::real
  assumes f: "continuous_on (closure s) f"
      and x: "x  closure(s)"
      and xlo: "x. x  s ==> f(x)  a"
    shows "f(x)  a"
  using image_closure_subset [OF f, where T=" {x. x  a}" ] assms
    continuous_on_closed_Collect_le[of "UNIV" "λx. x" "λx. a"]
  by auto

lemma continuous_ge_on_closure:
  fixes a::real
  assumes f: "continuous_on (closure s) f"
      and x: "x  closure(s)"
      and xlo: "x. x  s ==> f(x)  a"
    shows "f(x)  a"
  using image_closure_subset [OF f, where T=" {x. a  x}"] assms
    continuous_on_closed_Collect_le[of "UNIV" "λx. a" "λx. x"]
  by auto


section‹The infimum of the distance between two sets›

definitiontag important› setdist :: "'a::metric_space set  'a set  real" where
  "setdist s t 
       (if s = {}  t = {} then 0
        else Inf {dist x y| x y. x  s  y  t})"

lemma setdist_empty1 [simp]: "setdist {} t = 0"
  by (simp add: setdist_def)

lemma setdist_empty2 [simp]: "setdist t {} = 0"
  by (simp add: setdist_def)

lemma setdist_pos_le [simp]: "0  setdist s t"
  by (auto simp: setdist_def ex_in_conv [symmetric] intro: cInf_greatest)

lemma le_setdistI:
  assumes "s  {}" "t  {}" "x y. x  s; y  t  d  dist x y"
    shows "d  setdist s t"
  using assms
  by (auto simp: setdist_def Set.ex_in_conv [symmetric] intro: cInf_greatest)

lemma setdist_le_dist: "x  s; y  t  setdist s t  dist x y"
  unfolding setdist_def
  by (auto intro!: bdd_belowI [where m=0] cInf_lower)

lemma le_setdist_iff:
        "d  setdist S T 
        (x  S. y  T. d  dist x y)  (S = {}  T = {}  d  0)"
  by (smt (verit) le_setdistI setdist_def setdist_le_dist)

lemma setdist_ltE:
  assumes "setdist S T < b" "S  {}" "T  {}"
    obtains x y where "x  S" "y  T" "dist x y < b"
using assms
by (auto simp: not_le [symmetric] le_setdist_iff)

lemma setdist_refl: "setdist S S = 0"
  by (metis dist_eq_0_iff ex_in_conv order_antisym setdist_def setdist_le_dist setdist_pos_le)

lemma setdist_sym: "setdist S T = setdist T S"
  by (force simp: setdist_def dist_commute intro!: arg_cong [where f=Inf])

lemma setdist_triangle: "setdist S T  setdist S {a} + setdist {a} T"
proof (cases "S = {}  T = {}")
  case True then show ?thesis
    using setdist_pos_le by fastforce
next
  case False
  then have "x. x  S  setdist S T - dist x a  setdist {a} T"
    using  dist_self dist_triangle3 empty_not_insert le_setdist_iff setdist_le_dist singleton_iff
    by (smt (verit, best) dist_self dist_triangle3 empty_not_insert le_setdist_iff setdist_le_dist singleton_iff)
  then have "setdist S T - setdist {a} T  setdist S {a}"
    using False by (fastforce intro: le_setdistI)
  then show ?thesis
    by (simp add: algebra_simps)
qed

lemma setdist_singletons [simp]: "setdist {x} {y} = dist x y"
  by (simp add: setdist_def)

lemma setdist_Lipschitz: "¦setdist {x} S - setdist {y} S¦  dist x y"
  apply (subst setdist_singletons [symmetric])
  by (metis abs_diff_le_iff diff_le_eq setdist_triangle setdist_sym)

lemma continuous_at_setdist [continuous_intros]: "continuous (at x) (λy. (setdist {y} S))"
  by (force simp: continuous_at_eps_delta dist_real_def intro: le_less_trans [OF setdist_Lipschitz])

lemma continuous_on_setdist [continuous_intros]: "continuous_on T (λy. (setdist {y} S))"
  by (metis continuous_at_setdist continuous_at_imp_continuous_on)

lemma uniformly_continuous_on_setdist: "uniformly_continuous_on T (λy. (setdist {y} S))"
  by (force simp: uniformly_continuous_on_def dist_real_def intro: le_less_trans [OF setdist_Lipschitz])

lemma setdist_subset_right: "T  {}; T  u  setdist S u  setdist S T"
  by (smt (verit, best) in_mono le_setdist_iff)

lemma setdist_subset_left: "S  {}; S  T  setdist T u  setdist S u"
  by (metis setdist_subset_right setdist_sym)

lemma setdist_closure_1 [simp]: "setdist (closure S) T = setdist S T"
proof (cases "S = {}  T = {}")
  case True then show ?thesis by force
next
  case False
  { fix y
    assume "y  T"
    have "continuous_on (closure S) (λa. dist a y)"
      by (auto simp: continuous_intros dist_norm)
    then have *: "x. x  closure S  setdist S T  dist x y"
      by (fast intro: setdist_le_dist y  T continuous_ge_on_closure)
  } then
  show ?thesis
    by (metis False antisym closure_eq_empty closure_subset le_setdist_iff setdist_subset_left)
qed

lemma setdist_closure_2 [simp]: "setdist T (closure S) = setdist T S"
  by (metis setdist_closure_1 setdist_sym)

lemma setdist_eq_0I: "x  S; x  T  setdist S T = 0"
  by (metis antisym dist_self setdist_le_dist setdist_pos_le)

lemma setdist_unique:
  "a  S; b  T; x y. x  S  y  T ==> dist a b  dist x y
    setdist S T = dist a b"
  by (force simp add: setdist_le_dist le_setdist_iff intro: antisym)

lemma setdist_le_sing: "x  S ==> setdist S T  setdist {x} T"
  using setdist_subset_left by auto

lemma infdist_eq_setdist: "infdist x A = setdist {x} A"
  by (simp add: infdist_def setdist_def Setcompr_eq_image)

lemma setdist_eq_infdist: "setdist A B = (if A = {} then 0 else INF aA. infdist a B)"
proof -
  have "Inf {dist x y |x y. x  A  y  B} = (INF xA. Inf (dist x ` B))"
    if "b  B" "a  A" for a b
  proof (rule order_antisym)
    have "Inf {dist x y |x y. x  A  y  B}  Inf (dist x ` B)"
      if  "b  B" "a  A" "x  A" for x 
    proof -
      have "b'. b'  B  Inf {dist x y |x y. x  A  y  B}  dist x b'"
        by (metis (mono_tags, lifting) ex_in_conv setdist_def setdist_le_dist that(3))
      then show ?thesis
        by (smt (verit) cINF_greatest ex_in_conv b  B)
    qed
    then show "Inf {dist x y |x y. x  A  y  B}  (INF xA. Inf (dist x ` B))"
      by (metis (mono_tags, lifting) cINF_greatest emptyE that)
  next
    have *: "x y. b  B; a  A; x  A; y  B  aA. Inf (dist a ` B)  dist x y"
      by (meson bdd_below_image_dist cINF_lower)
    show "(INF xA. Inf (dist x ` B))  Inf {dist x y |x y. x  A  y  B}"
    proof (rule conditionally_complete_lattice_class.cInf_mono)
      show "bdd_below ((λx. Inf (dist x ` B)) ` A)"
        by (metis (no_types, lifting) bdd_belowI2 ex_in_conv infdist_def infdist_nonneg that(1))
    qed (use that in auto simp: *)
  qed
  then show ?thesis
    by (auto simp: setdist_def infdist_def)
qed

lemma infdist_mono:
  assumes "A  B" "A  {}"
  shows "infdist x B  infdist x A"
  by (simp add: assms infdist_eq_setdist setdist_subset_right)

lemma infdist_singleton [simp]: "infdist x {y} = dist x y"
  by (simp add: infdist_eq_setdist)

proposition setdist_attains_inf:
  assumes "compact B" "B  {}"
  obtains y where "y  B" "setdist A B = infdist y A"
proof (cases "A = {}")
  case True
  then show thesis
    by (metis assms diameter_compact_attained infdist_def setdist_def that)
next
  case False
  obtain y where "y  B" and min: "y'. y'  B  infdist y A  infdist y' A"
    by (metis continuous_attains_inf [OF assms continuous_on_infdist] continuous_on_id)
  show thesis
  proof
    have "setdist A B = (INF yB. infdist y A)"
      by (metis B  {} setdist_eq_infdist setdist_sym)
    also have " = infdist y A"
    proof (rule order_antisym)
      show "(INF yB. infdist y A)  infdist y A"
        by (meson y  B bdd_belowI2 cInf_lower image_eqI infdist_nonneg)
    next
      show "infdist y A  (INF yB. infdist y A)"
        by (simp add: B  {} cINF_greatest min)
    qed
    finally show "setdist A B = infdist y A" .
  qed (fact y  B)
qed


section ‹Diameter Lemma›

text ‹taken from the AFP entry Martingales, by Ata Keskin, TU München›

lemma diameter_comp_strict_mono:
  fixes s :: "nat  'a :: metric_space"
  assumes "strict_mono r" "bounded {s i |i. r n  i}"
  shows "diameter {s (r i) | i. n  i}  diameter {s i | i. r n  i}"
proof (rule diameter_subset)
  show "{s (r i) | i. n  i}  {s i | i. r n  i}" using assms(1) monotoneD strict_mono_mono by fastforce
qed (intro assms(2))

lemma diameter_bounded_bound':
  fixes S :: "'a :: metric_space set"
  assumes S: "bdd_above (case_prod dist ` (S×S))" and "x  S" "y  S"
  shows "dist x y  diameter S"
proof -
  have "(x,y)  S×S" using assms by auto
  then have "dist x y  (SUP (x,y)S×S. dist x y)"
    by (metis S cSUP_upper case_prod_conv)
  with x  S show ?thesis by (auto simp: diameter_def)
qed

lemma bounded_imp_dist_bounded:
  assumes "bounded (range s)"
  shows "bounded ((λ(i, j). dist (s i) (s j)) ` ({n..} × {n..}))"
  using bounded_dist_comp[OF bounded_fst bounded_snd, OF bounded_Times(1,1)[OF assms(1,1)]] by (rule bounded_subset, force) 

text ‹A sequence is Cauchy, if and only if it is bounded and its diameter tends to zero. The diameter is well-defined only if the sequence is bounded.›
lemma cauchy_iff_diameter_tends_to_zero_and_bounded:
  fixes s :: "nat  'a :: metric_space"
  shows "Cauchy s  ((λn. diameter {s i | i. i  n})  0  bounded (range s))"
proof -
  have "{s i |i. N  i}  {}" for N by blast
  hence diameter_SUP: "diameter {s i |i. N  i} = (SUP (i, j)  {N..} × {N..}. dist (s i) (s j))" for N unfolding diameter_def by (auto intro!: arg_cong[of _ _ Sup])
  show ?thesis 
  proof (intro iffI)
    assume asm: "Cauchy s"
    have "N. nN. norm (diameter {s i |i. n  i}) < e" if e_pos: "e > 0" for e
    proof -
      obtain N where dist_less: "dist (s n) (s m) < (1/2) * e" if "n  N" "m  N" for n m using asm e_pos by (metis Cauchy_def mult_pos_pos zero_less_divide_iff zero_less_numeral zero_less_one)
      {
        fix r assume "r  N"
        hence "dist (s n) (s m) < (1/2) * e" if "n  r" "m  r" for n m using dist_less that by simp
        hence "(SUP (i, j)  {r..} × {r..}. dist (s i) (s j))  (1/2) * e" by (intro cSup_least) fastforce+
        also have "... < e" using e_pos by simp
        finally have "diameter {s i |i. r  i} < e" using diameter_SUP by presburger
      }
      moreover have "diameter {s i |i. r  i}  0" for r unfolding diameter_SUP using bounded_imp_dist_bounded[OF cauchy_imp_bounded, THEN bounded_imp_bdd_above, OF asm] by (intro cSup_upper2, auto)
      ultimately show ?thesis by auto
    qed                 
    thus "(λn. diameter {s i |i. n  i})  0  bounded (range s)" using cauchy_imp_bounded[OF asm] by (simp add: LIMSEQ_iff)
  next
    assume asm: "(λn. diameter {s i |i. n  i})  0  bounded (range s)"
    have "N. nN. mN. dist (s n) (s m) < e" if e_pos: "e > 0" for e
    proof -
      obtain N where diam_less: "diameter {s i |i. r  i} < e" if "r  N" for r using LIMSEQ_D asm(1) e_pos by fastforce
      {
        fix n m assume "n  N" "m  N"
        hence "dist (s n) (s m) < e" using cSUP_lessD[OF bounded_imp_dist_bounded[THEN bounded_imp_bdd_above], OF _ diam_less[unfolded diameter_SUP]] asm by auto
      }
      thus ?thesis by blast
    qed
    then show "Cauchy s" by (simp add: Cauchy_def)
  qed            
qed
  
end