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/-
Copyright (c) 2019 Gabriel Ebner. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Gabriel Ebner, Sébastien Gouëzel
-/
import analysis.calculus.fderiv
import data.polynomial.derivative
import linear_algebra.affine_space.slope
/-!
# One-dimensional derivatives
This file defines the derivative of a function `f : 𝕜 → F` where `𝕜` is a
normed field and `F` is a normed space over this field. The derivative of
such a function `f` at a point `x` is given by an element `f' : F`.
The theory is developed analogously to the [Fréchet
derivatives](./fderiv.html). We first introduce predicates defined in terms
of the corresponding predicates for Fréchet derivatives:
- `has_deriv_at_filter f f' x L` states that the function `f` has the
derivative `f'` at the point `x` as `x` goes along the filter `L`.
- `has_deriv_within_at f f' s x` states that the function `f` has the
derivative `f'` at the point `x` within the subset `s`.
- `has_deriv_at f f' x` states that the function `f` has the derivative `f'`
at the point `x`.
- `has_strict_deriv_at f f' x` states that the function `f` has the derivative `f'`
at the point `x` in the sense of strict differentiability, i.e.,
`f y - f z = (y - z) • f' + o (y - z)` as `y, z → x`.
For the last two notions we also define a functional version:
- `deriv_within f s x` is a derivative of `f` at `x` within `s`. If the
derivative does not exist, then `deriv_within f s x` equals zero.
- `deriv f x` is a derivative of `f` at `x`. If the derivative does not
exist, then `deriv f x` equals zero.
The theorems `fderiv_within_deriv_within` and `fderiv_deriv` show that the
one-dimensional derivatives coincide with the general Fréchet derivatives.
We also show the existence and compute the derivatives of:
- constants
- the identity function
- linear maps
- addition
- sum of finitely many functions
- negation
- subtraction
- multiplication
- inverse `x → x⁻¹`
- multiplication of two functions in `𝕜 → 𝕜`
- multiplication of a function in `𝕜 → 𝕜` and of a function in `𝕜 → E`
- composition of a function in `𝕜 → F` with a function in `𝕜 → 𝕜`
- composition of a function in `F → E` with a function in `𝕜 → F`
- inverse function (assuming that it exists; the inverse function theorem is in `inverse.lean`)
- division
- polynomials
For most binary operations we also define `const_op` and `op_const` theorems for the cases when
the first or second argument is a constant. This makes writing chains of `has_deriv_at`'s easier,
and they more frequently lead to the desired result.
We set up the simplifier so that it can compute the derivative of simple functions. For instance,
```lean
example (x : ℝ) : deriv (λ x, cos (sin x) * exp x) x = (cos(sin(x))-sin(sin(x))*cos(x))*exp(x) :=
by { simp, ring }
```
## Implementation notes
Most of the theorems are direct restatements of the corresponding theorems
for Fréchet derivatives.
The strategy to construct simp lemmas that give the simplifier the possibility to compute
derivatives is the same as the one for differentiability statements, as explained in `fderiv.lean`.
See the explanations there.
-/
universes u v w
noncomputable theory
open_locale classical topological_space big_operators filter ennreal polynomial
open filter asymptotics set
open continuous_linear_map (smul_right smul_right_one_eq_iff)
variables {𝕜 : Type u} [nontrivially_normed_field 𝕜]
section
variables {F : Type v} [normed_add_comm_group F] [normed_space 𝕜 F]
variables {E : Type w} [normed_add_comm_group E] [normed_space 𝕜 E]
/--
`f` has the derivative `f'` at the point `x` as `x` goes along the filter `L`.
That is, `f x' = f x + (x' - x) • f' + o(x' - x)` where `x'` converges along the filter `L`.
-/
def has_deriv_at_filter (f : 𝕜 → F) (f' : F) (x : 𝕜) (L : filter 𝕜) :=
has_fderiv_at_filter f (smul_right (1 : 𝕜 →L[𝕜] 𝕜) f') x L
/--
`f` has the derivative `f'` at the point `x` within the subset `s`.
That is, `f x' = f x + (x' - x) • f' + o(x' - x)` where `x'` converges to `x` inside `s`.
-/
def has_deriv_within_at (f : 𝕜 → F) (f' : F) (s : set 𝕜) (x : 𝕜) :=
has_deriv_at_filter f f' x (𝓝[s] x)
/--
`f` has the derivative `f'` at the point `x`.
That is, `f x' = f x + (x' - x) • f' + o(x' - x)` where `x'` converges to `x`.
-/
def has_deriv_at (f : 𝕜 → F) (f' : F) (x : 𝕜) :=
has_deriv_at_filter f f' x (𝓝 x)
/-- `f` has the derivative `f'` at the point `x` in the sense of strict differentiability.
That is, `f y - f z = (y - z) • f' + o(y - z)` as `y, z → x`. -/
def has_strict_deriv_at (f : 𝕜 → F) (f' : F) (x : 𝕜) :=
has_strict_fderiv_at f (smul_right (1 : 𝕜 →L[𝕜] 𝕜) f') x
/--
Derivative of `f` at the point `x` within the set `s`, if it exists. Zero otherwise.
If the derivative exists (i.e., `∃ f', has_deriv_within_at f f' s x`), then
`f x' = f x + (x' - x) • deriv_within f s x + o(x' - x)` where `x'` converges to `x` inside `s`.
-/
def deriv_within (f : 𝕜 → F) (s : set 𝕜) (x : 𝕜) :=
fderiv_within 𝕜 f s x 1
/--
Derivative of `f` at the point `x`, if it exists. Zero otherwise.
If the derivative exists (i.e., `∃ f', has_deriv_at f f' x`), then
`f x' = f x + (x' - x) • deriv f x + o(x' - x)` where `x'` converges to `x`.
-/
def deriv (f : 𝕜 → F) (x : 𝕜) :=
fderiv 𝕜 f x 1
variables {f f₀ f₁ g : 𝕜 → F}
variables {f' f₀' f₁' g' : F}
variables {x : 𝕜}
variables {s t : set 𝕜}
variables {L L₁ L₂ : filter 𝕜}
/-- Expressing `has_fderiv_at_filter f f' x L` in terms of `has_deriv_at_filter` -/
lemma has_fderiv_at_filter_iff_has_deriv_at_filter {f' : 𝕜 →L[𝕜] F} :
has_fderiv_at_filter f f' x L ↔ has_deriv_at_filter f (f' 1) x L :=
by simp [has_deriv_at_filter]
lemma has_fderiv_at_filter.has_deriv_at_filter {f' : 𝕜 →L[𝕜] F} :
has_fderiv_at_filter f f' x L → has_deriv_at_filter f (f' 1) x L :=
has_fderiv_at_filter_iff_has_deriv_at_filter.mp
/-- Expressing `has_fderiv_within_at f f' s x` in terms of `has_deriv_within_at` -/
lemma has_fderiv_within_at_iff_has_deriv_within_at {f' : 𝕜 →L[𝕜] F} :
has_fderiv_within_at f f' s x ↔ has_deriv_within_at f (f' 1) s x :=
has_fderiv_at_filter_iff_has_deriv_at_filter
/-- Expressing `has_deriv_within_at f f' s x` in terms of `has_fderiv_within_at` -/
lemma has_deriv_within_at_iff_has_fderiv_within_at {f' : F} :
has_deriv_within_at f f' s x ↔
has_fderiv_within_at f (smul_right (1 : 𝕜 →L[𝕜] 𝕜) f') s x :=
iff.rfl
lemma has_fderiv_within_at.has_deriv_within_at {f' : 𝕜 →L[𝕜] F} :
has_fderiv_within_at f f' s x → has_deriv_within_at f (f' 1) s x :=
has_fderiv_within_at_iff_has_deriv_within_at.mp
lemma has_deriv_within_at.has_fderiv_within_at {f' : F} :
has_deriv_within_at f f' s x → has_fderiv_within_at f (smul_right (1 : 𝕜 →L[𝕜] 𝕜) f') s x :=
has_deriv_within_at_iff_has_fderiv_within_at.mp
/-- Expressing `has_fderiv_at f f' x` in terms of `has_deriv_at` -/
lemma has_fderiv_at_iff_has_deriv_at {f' : 𝕜 →L[𝕜] F} :
has_fderiv_at f f' x ↔ has_deriv_at f (f' 1) x :=
has_fderiv_at_filter_iff_has_deriv_at_filter
lemma has_fderiv_at.has_deriv_at {f' : 𝕜 →L[𝕜] F} :
has_fderiv_at f f' x → has_deriv_at f (f' 1) x :=
has_fderiv_at_iff_has_deriv_at.mp
lemma has_strict_fderiv_at_iff_has_strict_deriv_at {f' : 𝕜 →L[𝕜] F} :
has_strict_fderiv_at f f' x ↔ has_strict_deriv_at f (f' 1) x :=
by simp [has_strict_deriv_at, has_strict_fderiv_at]
protected lemma has_strict_fderiv_at.has_strict_deriv_at {f' : 𝕜 →L[𝕜] F} :
has_strict_fderiv_at f f' x → has_strict_deriv_at f (f' 1) x :=
has_strict_fderiv_at_iff_has_strict_deriv_at.mp
lemma has_strict_deriv_at_iff_has_strict_fderiv_at :
has_strict_deriv_at f f' x ↔ has_strict_fderiv_at f (smul_right (1 : 𝕜 →L[𝕜] 𝕜) f') x :=
iff.rfl
alias has_strict_deriv_at_iff_has_strict_fderiv_at ↔ has_strict_deriv_at.has_strict_fderiv_at _
/-- Expressing `has_deriv_at f f' x` in terms of `has_fderiv_at` -/
lemma has_deriv_at_iff_has_fderiv_at {f' : F} :
has_deriv_at f f' x ↔
has_fderiv_at f (smul_right (1 : 𝕜 →L[𝕜] 𝕜) f') x :=
iff.rfl
alias has_deriv_at_iff_has_fderiv_at ↔ has_deriv_at.has_fderiv_at _
lemma deriv_within_zero_of_not_differentiable_within_at
(h : ¬ differentiable_within_at 𝕜 f s x) : deriv_within f s x = 0 :=
by { unfold deriv_within, rw fderiv_within_zero_of_not_differentiable_within_at, simp, assumption }
lemma differentiable_within_at_of_deriv_within_ne_zero (h : deriv_within f s x ≠ 0) :
differentiable_within_at 𝕜 f s x :=
not_imp_comm.1 deriv_within_zero_of_not_differentiable_within_at h
lemma deriv_zero_of_not_differentiable_at (h : ¬ differentiable_at 𝕜 f x) : deriv f x = 0 :=
by { unfold deriv, rw fderiv_zero_of_not_differentiable_at, simp, assumption }
lemma differentiable_at_of_deriv_ne_zero (h : deriv f x ≠ 0) : differentiable_at 𝕜 f x :=
not_imp_comm.1 deriv_zero_of_not_differentiable_at h
theorem unique_diff_within_at.eq_deriv (s : set 𝕜) (H : unique_diff_within_at 𝕜 s x)
(h : has_deriv_within_at f f' s x) (h₁ : has_deriv_within_at f f₁' s x) : f' = f₁' :=
smul_right_one_eq_iff.mp $ unique_diff_within_at.eq H h h₁
theorem has_deriv_at_filter_iff_is_o :
has_deriv_at_filter f f' x L ↔ (λ x' : 𝕜, f x' - f x - (x' - x) • f') =o[L] (λ x', x' - x) :=
iff.rfl
theorem has_deriv_at_filter_iff_tendsto :
has_deriv_at_filter f f' x L ↔
tendsto (λ x' : 𝕜, ∥x' - x∥⁻¹ * ∥f x' - f x - (x' - x) • f'∥) L (𝓝 0) :=
has_fderiv_at_filter_iff_tendsto
theorem has_deriv_within_at_iff_is_o :
has_deriv_within_at f f' s x
↔ (λ x' : 𝕜, f x' - f x - (x' - x) • f') =o[𝓝[s] x] (λ x', x' - x) :=
iff.rfl
theorem has_deriv_within_at_iff_tendsto : has_deriv_within_at f f' s x ↔
tendsto (λ x', ∥x' - x∥⁻¹ * ∥f x' - f x - (x' - x) • f'∥) (𝓝[s] x) (𝓝 0) :=
has_fderiv_at_filter_iff_tendsto
theorem has_deriv_at_iff_is_o :
has_deriv_at f f' x ↔ (λ x' : 𝕜, f x' - f x - (x' - x) • f') =o[𝓝 x] (λ x', x' - x) :=
iff.rfl
theorem has_deriv_at_iff_tendsto : has_deriv_at f f' x ↔
tendsto (λ x', ∥x' - x∥⁻¹ * ∥f x' - f x - (x' - x) • f'∥) (𝓝 x) (𝓝 0) :=
has_fderiv_at_filter_iff_tendsto
theorem has_strict_deriv_at.has_deriv_at (h : has_strict_deriv_at f f' x) :
has_deriv_at f f' x :=
h.has_fderiv_at
/-- If the domain has dimension one, then Fréchet derivative is equivalent to the classical
definition with a limit. In this version we have to take the limit along the subset `-{x}`,
because for `y=x` the slope equals zero due to the convention `0⁻¹=0`. -/
lemma has_deriv_at_filter_iff_tendsto_slope {x : 𝕜} {L : filter 𝕜} :
has_deriv_at_filter f f' x L ↔ tendsto (slope f x) (L ⊓ 𝓟 {x}ᶜ) (𝓝 f') :=
begin
conv_lhs { simp only [has_deriv_at_filter_iff_tendsto, (norm_inv _).symm,
(norm_smul _ _).symm, tendsto_zero_iff_norm_tendsto_zero.symm] },
conv_rhs { rw [← nhds_translation_sub f', tendsto_comap_iff] },
refine (tendsto_inf_principal_nhds_iff_of_forall_eq $ by simp).symm.trans (tendsto_congr' _),
refine (eventually_principal.2 $ λ z hz, _).filter_mono inf_le_right,
simp only [(∘)],
rw [smul_sub, ← mul_smul, inv_mul_cancel (sub_ne_zero.2 hz), one_smul, slope_def_module]
end
lemma has_deriv_within_at_iff_tendsto_slope :
has_deriv_within_at f f' s x ↔ tendsto (slope f x) (𝓝[s \ {x}] x) (𝓝 f') :=
begin
simp only [has_deriv_within_at, nhds_within, diff_eq, inf_assoc.symm, inf_principal.symm],
exact has_deriv_at_filter_iff_tendsto_slope
end
lemma has_deriv_within_at_iff_tendsto_slope' (hs : x ∉ s) :
has_deriv_within_at f f' s x ↔ tendsto (slope f x) (𝓝[s] x) (𝓝 f') :=
begin
convert ← has_deriv_within_at_iff_tendsto_slope,
exact diff_singleton_eq_self hs
end
lemma has_deriv_at_iff_tendsto_slope :
has_deriv_at f f' x ↔ tendsto (slope f x) (𝓝[≠] x) (𝓝 f') :=
has_deriv_at_filter_iff_tendsto_slope
theorem has_deriv_within_at_congr_set {s t u : set 𝕜}
(hu : u ∈ 𝓝 x) (h : s ∩ u = t ∩ u) :
has_deriv_within_at f f' s x ↔ has_deriv_within_at f f' t x :=
by simp_rw [has_deriv_within_at, nhds_within_eq_nhds_within' hu h]
alias has_deriv_within_at_congr_set ↔ has_deriv_within_at.congr_set _
@[simp] lemma has_deriv_within_at_diff_singleton :
has_deriv_within_at f f' (s \ {x}) x ↔ has_deriv_within_at f f' s x :=
by simp only [has_deriv_within_at_iff_tendsto_slope, sdiff_idem]
@[simp] lemma has_deriv_within_at_Ioi_iff_Ici [partial_order 𝕜] :
has_deriv_within_at f f' (Ioi x) x ↔ has_deriv_within_at f f' (Ici x) x :=
by rw [← Ici_diff_left, has_deriv_within_at_diff_singleton]
alias has_deriv_within_at_Ioi_iff_Ici ↔
has_deriv_within_at.Ici_of_Ioi has_deriv_within_at.Ioi_of_Ici
@[simp] lemma has_deriv_within_at_Iio_iff_Iic [partial_order 𝕜] :
has_deriv_within_at f f' (Iio x) x ↔ has_deriv_within_at f f' (Iic x) x :=
by rw [← Iic_diff_right, has_deriv_within_at_diff_singleton]
alias has_deriv_within_at_Iio_iff_Iic ↔
has_deriv_within_at.Iic_of_Iio has_deriv_within_at.Iio_of_Iic
theorem has_deriv_within_at.Ioi_iff_Ioo [linear_order 𝕜] [order_closed_topology 𝕜] {x y : 𝕜}
(h : x < y) :
has_deriv_within_at f f' (Ioo x y) x ↔ has_deriv_within_at f f' (Ioi x) x :=
has_deriv_within_at_congr_set (is_open_Iio.mem_nhds h) $
by { rw [Ioi_inter_Iio, inter_eq_left_iff_subset], exact Ioo_subset_Iio_self }
alias has_deriv_within_at.Ioi_iff_Ioo ↔
has_deriv_within_at.Ioi_of_Ioo has_deriv_within_at.Ioo_of_Ioi
theorem has_deriv_at_iff_is_o_nhds_zero : has_deriv_at f f' x ↔
(λh, f (x + h) - f x - h • f') =o[𝓝 0] (λh, h) :=
has_fderiv_at_iff_is_o_nhds_zero
theorem has_deriv_at_filter.mono (h : has_deriv_at_filter f f' x L₂) (hst : L₁ ≤ L₂) :
has_deriv_at_filter f f' x L₁ :=
has_fderiv_at_filter.mono h hst
theorem has_deriv_within_at.mono (h : has_deriv_within_at f f' t x) (hst : s ⊆ t) :
has_deriv_within_at f f' s x :=
has_fderiv_within_at.mono h hst
theorem has_deriv_at.has_deriv_at_filter (h : has_deriv_at f f' x) (hL : L ≤ 𝓝 x) :
has_deriv_at_filter f f' x L :=
has_fderiv_at.has_fderiv_at_filter h hL
theorem has_deriv_at.has_deriv_within_at
(h : has_deriv_at f f' x) : has_deriv_within_at f f' s x :=
has_fderiv_at.has_fderiv_within_at h
lemma has_deriv_within_at.differentiable_within_at (h : has_deriv_within_at f f' s x) :
differentiable_within_at 𝕜 f s x :=
has_fderiv_within_at.differentiable_within_at h
lemma has_deriv_at.differentiable_at (h : has_deriv_at f f' x) : differentiable_at 𝕜 f x :=
has_fderiv_at.differentiable_at h
@[simp] lemma has_deriv_within_at_univ : has_deriv_within_at f f' univ x ↔ has_deriv_at f f' x :=
has_fderiv_within_at_univ
theorem has_deriv_at.unique
(h₀ : has_deriv_at f f₀' x) (h₁ : has_deriv_at f f₁' x) : f₀' = f₁' :=
smul_right_one_eq_iff.mp $ h₀.has_fderiv_at.unique h₁
lemma has_deriv_within_at_inter' (h : t ∈ 𝓝[s] x) :
has_deriv_within_at f f' (s ∩ t) x ↔ has_deriv_within_at f f' s x :=
has_fderiv_within_at_inter' h
lemma has_deriv_within_at_inter (h : t ∈ 𝓝 x) :
has_deriv_within_at f f' (s ∩ t) x ↔ has_deriv_within_at f f' s x :=
has_fderiv_within_at_inter h
lemma has_deriv_within_at.union (hs : has_deriv_within_at f f' s x)
(ht : has_deriv_within_at f f' t x) :
has_deriv_within_at f f' (s ∪ t) x :=
hs.has_fderiv_within_at.union ht.has_fderiv_within_at
lemma has_deriv_within_at.nhds_within (h : has_deriv_within_at f f' s x)
(ht : s ∈ 𝓝[t] x) : has_deriv_within_at f f' t x :=
(has_deriv_within_at_inter' ht).1 (h.mono (inter_subset_right _ _))
lemma has_deriv_within_at.has_deriv_at (h : has_deriv_within_at f f' s x) (hs : s ∈ 𝓝 x) :
has_deriv_at f f' x :=
has_fderiv_within_at.has_fderiv_at h hs
lemma differentiable_within_at.has_deriv_within_at (h : differentiable_within_at 𝕜 f s x) :
has_deriv_within_at f (deriv_within f s x) s x :=
h.has_fderiv_within_at.has_deriv_within_at
lemma differentiable_at.has_deriv_at (h : differentiable_at 𝕜 f x) : has_deriv_at f (deriv f x) x :=
h.has_fderiv_at.has_deriv_at
@[simp] lemma has_deriv_at_deriv_iff : has_deriv_at f (deriv f x) x ↔ differentiable_at 𝕜 f x :=
⟨λ h, h.differentiable_at, λ h, h.has_deriv_at⟩
@[simp] lemma has_deriv_within_at_deriv_within_iff :
has_deriv_within_at f (deriv_within f s x) s x ↔ differentiable_within_at 𝕜 f s x :=
⟨λ h, h.differentiable_within_at, λ h, h.has_deriv_within_at⟩
lemma differentiable_on.has_deriv_at (h : differentiable_on 𝕜 f s) (hs : s ∈ 𝓝 x) :
has_deriv_at f (deriv f x) x :=
(h.has_fderiv_at hs).has_deriv_at
lemma has_deriv_at.deriv (h : has_deriv_at f f' x) : deriv f x = f' :=
h.differentiable_at.has_deriv_at.unique h
lemma deriv_eq {f' : 𝕜 → F} (h : ∀ x, has_deriv_at f (f' x) x) : deriv f = f' :=
funext $ λ x, (h x).deriv
lemma has_deriv_within_at.deriv_within
(h : has_deriv_within_at f f' s x) (hxs : unique_diff_within_at 𝕜 s x) :
deriv_within f s x = f' :=
hxs.eq_deriv _ h.differentiable_within_at.has_deriv_within_at h
lemma fderiv_within_deriv_within : (fderiv_within 𝕜 f s x : 𝕜 → F) 1 = deriv_within f s x :=
rfl
lemma deriv_within_fderiv_within :
smul_right (1 : 𝕜 →L[𝕜] 𝕜) (deriv_within f s x) = fderiv_within 𝕜 f s x :=
by simp [deriv_within]
lemma fderiv_deriv : (fderiv 𝕜 f x : 𝕜 → F) 1 = deriv f x :=
rfl
lemma deriv_fderiv :
smul_right (1 : 𝕜 →L[𝕜] 𝕜) (deriv f x) = fderiv 𝕜 f x :=
by simp [deriv]
lemma differentiable_at.deriv_within (h : differentiable_at 𝕜 f x)
(hxs : unique_diff_within_at 𝕜 s x) : deriv_within f s x = deriv f x :=
by { unfold deriv_within deriv, rw h.fderiv_within hxs }
theorem has_deriv_within_at.deriv_eq_zero (hd : has_deriv_within_at f 0 s x)
(H : unique_diff_within_at 𝕜 s x) : deriv f x = 0 :=
(em' (differentiable_at 𝕜 f x)).elim deriv_zero_of_not_differentiable_at $
λ h, H.eq_deriv _ h.has_deriv_at.has_deriv_within_at hd
lemma deriv_within_subset (st : s ⊆ t) (ht : unique_diff_within_at 𝕜 s x)
(h : differentiable_within_at 𝕜 f t x) :
deriv_within f s x = deriv_within f t x :=
((differentiable_within_at.has_deriv_within_at h).mono st).deriv_within ht
@[simp] lemma deriv_within_univ : deriv_within f univ = deriv f :=
by { ext, unfold deriv_within deriv, rw fderiv_within_univ }
lemma deriv_within_inter (ht : t ∈ 𝓝 x) (hs : unique_diff_within_at 𝕜 s x) :
deriv_within f (s ∩ t) x = deriv_within f s x :=
by { unfold deriv_within, rw fderiv_within_inter ht hs }
lemma deriv_within_of_open (hs : is_open s) (hx : x ∈ s) :
deriv_within f s x = deriv f x :=
by { unfold deriv_within, rw fderiv_within_of_open hs hx, refl }
lemma deriv_mem_iff {f : 𝕜 → F} {s : set F} {x : 𝕜} :
deriv f x ∈ s ↔ (differentiable_at 𝕜 f x ∧ deriv f x ∈ s) ∨
(¬differentiable_at 𝕜 f x ∧ (0 : F) ∈ s) :=
by by_cases hx : differentiable_at 𝕜 f x; simp [deriv_zero_of_not_differentiable_at, *]
lemma deriv_within_mem_iff {f : 𝕜 → F} {t : set 𝕜} {s : set F} {x : 𝕜} :
deriv_within f t x ∈ s ↔ (differentiable_within_at 𝕜 f t x ∧ deriv_within f t x ∈ s) ∨
(¬differentiable_within_at 𝕜 f t x ∧ (0 : F) ∈ s) :=
by by_cases hx : differentiable_within_at 𝕜 f t x;
simp [deriv_within_zero_of_not_differentiable_within_at, *]
lemma differentiable_within_at_Ioi_iff_Ici [partial_order 𝕜] :
differentiable_within_at 𝕜 f (Ioi x) x ↔ differentiable_within_at 𝕜 f (Ici x) x :=
⟨λ h, h.has_deriv_within_at.Ici_of_Ioi.differentiable_within_at,
λ h, h.has_deriv_within_at.Ioi_of_Ici.differentiable_within_at⟩
lemma deriv_within_Ioi_eq_Ici {E : Type*} [normed_add_comm_group E] [normed_space ℝ E] (f : ℝ → E)
(x : ℝ) :
deriv_within f (Ioi x) x = deriv_within f (Ici x) x :=
begin
by_cases H : differentiable_within_at ℝ f (Ioi x) x,
{ have A := H.has_deriv_within_at.Ici_of_Ioi,
have B := (differentiable_within_at_Ioi_iff_Ici.1 H).has_deriv_within_at,
simpa using (unique_diff_on_Ici x).eq le_rfl A B },
{ rw [deriv_within_zero_of_not_differentiable_within_at H,
deriv_within_zero_of_not_differentiable_within_at],
rwa differentiable_within_at_Ioi_iff_Ici at H }
end
section congr
/-! ### Congruence properties of derivatives -/
theorem filter.eventually_eq.has_deriv_at_filter_iff
(h₀ : f₀ =ᶠ[L] f₁) (hx : f₀ x = f₁ x) (h₁ : f₀' = f₁') :
has_deriv_at_filter f₀ f₀' x L ↔ has_deriv_at_filter f₁ f₁' x L :=
h₀.has_fderiv_at_filter_iff hx (by simp [h₁])
lemma has_deriv_at_filter.congr_of_eventually_eq (h : has_deriv_at_filter f f' x L)
(hL : f₁ =ᶠ[L] f) (hx : f₁ x = f x) : has_deriv_at_filter f₁ f' x L :=
by rwa hL.has_deriv_at_filter_iff hx rfl
lemma has_deriv_within_at.congr_mono (h : has_deriv_within_at f f' s x) (ht : ∀x ∈ t, f₁ x = f x)
(hx : f₁ x = f x) (h₁ : t ⊆ s) : has_deriv_within_at f₁ f' t x :=
has_fderiv_within_at.congr_mono h ht hx h₁
lemma has_deriv_within_at.congr (h : has_deriv_within_at f f' s x) (hs : ∀x ∈ s, f₁ x = f x)
(hx : f₁ x = f x) : has_deriv_within_at f₁ f' s x :=
h.congr_mono hs hx (subset.refl _)
lemma has_deriv_within_at.congr_of_mem (h : has_deriv_within_at f f' s x) (hs : ∀x ∈ s, f₁ x = f x)
(hx : x ∈ s) : has_deriv_within_at f₁ f' s x :=
h.congr hs (hs _ hx)
lemma has_deriv_within_at.congr_of_eventually_eq (h : has_deriv_within_at f f' s x)
(h₁ : f₁ =ᶠ[𝓝[s] x] f) (hx : f₁ x = f x) : has_deriv_within_at f₁ f' s x :=
has_deriv_at_filter.congr_of_eventually_eq h h₁ hx
lemma has_deriv_within_at.congr_of_eventually_eq_of_mem (h : has_deriv_within_at f f' s x)
(h₁ : f₁ =ᶠ[𝓝[s] x] f) (hx : x ∈ s) : has_deriv_within_at f₁ f' s x :=
h.congr_of_eventually_eq h₁ (h₁.eq_of_nhds_within hx)
lemma has_deriv_at.congr_of_eventually_eq (h : has_deriv_at f f' x)
(h₁ : f₁ =ᶠ[𝓝 x] f) : has_deriv_at f₁ f' x :=
has_deriv_at_filter.congr_of_eventually_eq h h₁ (mem_of_mem_nhds h₁ : _)
lemma filter.eventually_eq.deriv_within_eq (hs : unique_diff_within_at 𝕜 s x)
(hL : f₁ =ᶠ[𝓝[s] x] f) (hx : f₁ x = f x) :
deriv_within f₁ s x = deriv_within f s x :=
by { unfold deriv_within, rw hL.fderiv_within_eq hs hx }
lemma deriv_within_congr (hs : unique_diff_within_at 𝕜 s x)
(hL : ∀y∈s, f₁ y = f y) (hx : f₁ x = f x) :
deriv_within f₁ s x = deriv_within f s x :=
by { unfold deriv_within, rw fderiv_within_congr hs hL hx }
lemma filter.eventually_eq.deriv_eq (hL : f₁ =ᶠ[𝓝 x] f) : deriv f₁ x = deriv f x :=
by { unfold deriv, rwa filter.eventually_eq.fderiv_eq }
protected lemma filter.eventually_eq.deriv (h : f₁ =ᶠ[𝓝 x] f) : deriv f₁ =ᶠ[𝓝 x] deriv f :=
h.eventually_eq_nhds.mono $ λ x h, h.deriv_eq
end congr
section id
/-! ### Derivative of the identity -/
variables (s x L)
theorem has_deriv_at_filter_id : has_deriv_at_filter id 1 x L :=
(has_fderiv_at_filter_id x L).has_deriv_at_filter
theorem has_deriv_within_at_id : has_deriv_within_at id 1 s x :=
has_deriv_at_filter_id _ _
theorem has_deriv_at_id : has_deriv_at id 1 x :=
has_deriv_at_filter_id _ _
theorem has_deriv_at_id' : has_deriv_at (λ (x : 𝕜), x) 1 x :=
has_deriv_at_filter_id _ _
theorem has_strict_deriv_at_id : has_strict_deriv_at id 1 x :=
(has_strict_fderiv_at_id x).has_strict_deriv_at
lemma deriv_id : deriv id x = 1 :=
has_deriv_at.deriv (has_deriv_at_id x)
@[simp] lemma deriv_id' : deriv (@id 𝕜) = λ _, 1 := funext deriv_id
@[simp] lemma deriv_id'' : deriv (λ x : 𝕜, x) = λ _, 1 := deriv_id'
lemma deriv_within_id (hxs : unique_diff_within_at 𝕜 s x) : deriv_within id s x = 1 :=
(has_deriv_within_at_id x s).deriv_within hxs
end id
section const
/-! ### Derivative of constant functions -/
variables (c : F) (s x L)
theorem has_deriv_at_filter_const : has_deriv_at_filter (λ x, c) 0 x L :=
(has_fderiv_at_filter_const c x L).has_deriv_at_filter
theorem has_strict_deriv_at_const : has_strict_deriv_at (λ x, c) 0 x :=
(has_strict_fderiv_at_const c x).has_strict_deriv_at
theorem has_deriv_within_at_const : has_deriv_within_at (λ x, c) 0 s x :=
has_deriv_at_filter_const _ _ _
theorem has_deriv_at_const : has_deriv_at (λ x, c) 0 x :=
has_deriv_at_filter_const _ _ _
lemma deriv_const : deriv (λ x, c) x = 0 :=
has_deriv_at.deriv (has_deriv_at_const x c)
@[simp] lemma deriv_const' : deriv (λ x:𝕜, c) = λ x, 0 :=
funext (λ x, deriv_const x c)
lemma deriv_within_const (hxs : unique_diff_within_at 𝕜 s x) : deriv_within (λ x, c) s x = 0 :=
(has_deriv_within_at_const _ _ _).deriv_within hxs
end const
section continuous_linear_map
/-! ### Derivative of continuous linear maps -/
variables (e : 𝕜 →L[𝕜] F)
protected lemma continuous_linear_map.has_deriv_at_filter : has_deriv_at_filter e (e 1) x L :=
e.has_fderiv_at_filter.has_deriv_at_filter
protected lemma continuous_linear_map.has_strict_deriv_at : has_strict_deriv_at e (e 1) x :=
e.has_strict_fderiv_at.has_strict_deriv_at
protected lemma continuous_linear_map.has_deriv_at : has_deriv_at e (e 1) x :=
e.has_deriv_at_filter
protected lemma continuous_linear_map.has_deriv_within_at : has_deriv_within_at e (e 1) s x :=
e.has_deriv_at_filter
@[simp] protected lemma continuous_linear_map.deriv : deriv e x = e 1 :=
e.has_deriv_at.deriv
protected lemma continuous_linear_map.deriv_within (hxs : unique_diff_within_at 𝕜 s x) :
deriv_within e s x = e 1 :=
e.has_deriv_within_at.deriv_within hxs
end continuous_linear_map
section linear_map
/-! ### Derivative of bundled linear maps -/
variables (e : 𝕜 →ₗ[𝕜] F)
protected lemma linear_map.has_deriv_at_filter : has_deriv_at_filter e (e 1) x L :=
e.to_continuous_linear_map₁.has_deriv_at_filter
protected lemma linear_map.has_strict_deriv_at : has_strict_deriv_at e (e 1) x :=
e.to_continuous_linear_map₁.has_strict_deriv_at
protected lemma linear_map.has_deriv_at : has_deriv_at e (e 1) x :=
e.has_deriv_at_filter
protected lemma linear_map.has_deriv_within_at : has_deriv_within_at e (e 1) s x :=
e.has_deriv_at_filter
@[simp] protected lemma linear_map.deriv : deriv e x = e 1 :=
e.has_deriv_at.deriv
protected lemma linear_map.deriv_within (hxs : unique_diff_within_at 𝕜 s x) :
deriv_within e s x = e 1 :=
e.has_deriv_within_at.deriv_within hxs
end linear_map
section add
/-! ### Derivative of the sum of two functions -/
theorem has_deriv_at_filter.add
(hf : has_deriv_at_filter f f' x L) (hg : has_deriv_at_filter g g' x L) :
has_deriv_at_filter (λ y, f y + g y) (f' + g') x L :=
by simpa using (hf.add hg).has_deriv_at_filter
theorem has_strict_deriv_at.add
(hf : has_strict_deriv_at f f' x) (hg : has_strict_deriv_at g g' x) :
has_strict_deriv_at (λ y, f y + g y) (f' + g') x :=
by simpa using (hf.add hg).has_strict_deriv_at
theorem has_deriv_within_at.add
(hf : has_deriv_within_at f f' s x) (hg : has_deriv_within_at g g' s x) :
has_deriv_within_at (λ y, f y + g y) (f' + g') s x :=
hf.add hg
theorem has_deriv_at.add
(hf : has_deriv_at f f' x) (hg : has_deriv_at g g' x) :
has_deriv_at (λ x, f x + g x) (f' + g') x :=
hf.add hg
lemma deriv_within_add (hxs : unique_diff_within_at 𝕜 s x)
(hf : differentiable_within_at 𝕜 f s x) (hg : differentiable_within_at 𝕜 g s x) :
deriv_within (λy, f y + g y) s x = deriv_within f s x + deriv_within g s x :=
(hf.has_deriv_within_at.add hg.has_deriv_within_at).deriv_within hxs
@[simp] lemma deriv_add
(hf : differentiable_at 𝕜 f x) (hg : differentiable_at 𝕜 g x) :
deriv (λy, f y + g y) x = deriv f x + deriv g x :=
(hf.has_deriv_at.add hg.has_deriv_at).deriv
theorem has_deriv_at_filter.add_const
(hf : has_deriv_at_filter f f' x L) (c : F) :
has_deriv_at_filter (λ y, f y + c) f' x L :=
add_zero f' ▸ hf.add (has_deriv_at_filter_const x L c)
theorem has_deriv_within_at.add_const
(hf : has_deriv_within_at f f' s x) (c : F) :
has_deriv_within_at (λ y, f y + c) f' s x :=
hf.add_const c
theorem has_deriv_at.add_const
(hf : has_deriv_at f f' x) (c : F) :
has_deriv_at (λ x, f x + c) f' x :=
hf.add_const c
lemma deriv_within_add_const (hxs : unique_diff_within_at 𝕜 s x) (c : F) :
deriv_within (λy, f y + c) s x = deriv_within f s x :=
by simp only [deriv_within, fderiv_within_add_const hxs]
lemma deriv_add_const (c : F) : deriv (λy, f y + c) x = deriv f x :=
by simp only [deriv, fderiv_add_const]
@[simp] lemma deriv_add_const' (c : F) : deriv (λ y, f y + c) = deriv f :=
funext $ λ x, deriv_add_const c
theorem has_deriv_at_filter.const_add (c : F) (hf : has_deriv_at_filter f f' x L) :
has_deriv_at_filter (λ y, c + f y) f' x L :=
zero_add f' ▸ (has_deriv_at_filter_const x L c).add hf
theorem has_deriv_within_at.const_add (c : F) (hf : has_deriv_within_at f f' s x) :
has_deriv_within_at (λ y, c + f y) f' s x :=
hf.const_add c
theorem has_deriv_at.const_add (c : F) (hf : has_deriv_at f f' x) :
has_deriv_at (λ x, c + f x) f' x :=
hf.const_add c
lemma deriv_within_const_add (hxs : unique_diff_within_at 𝕜 s x) (c : F) :
deriv_within (λy, c + f y) s x = deriv_within f s x :=
by simp only [deriv_within, fderiv_within_const_add hxs]
lemma deriv_const_add (c : F) : deriv (λy, c + f y) x = deriv f x :=
by simp only [deriv, fderiv_const_add]
@[simp] lemma deriv_const_add' (c : F) : deriv (λ y, c + f y) = deriv f :=
funext $ λ x, deriv_const_add c
end add
section sum
/-! ### Derivative of a finite sum of functions -/
open_locale big_operators
variables {ι : Type*} {u : finset ι} {A : ι → (𝕜 → F)} {A' : ι → F}
theorem has_deriv_at_filter.sum (h : ∀ i ∈ u, has_deriv_at_filter (A i) (A' i) x L) :
has_deriv_at_filter (λ y, ∑ i in u, A i y) (∑ i in u, A' i) x L :=
by simpa [continuous_linear_map.sum_apply] using (has_fderiv_at_filter.sum h).has_deriv_at_filter
theorem has_strict_deriv_at.sum (h : ∀ i ∈ u, has_strict_deriv_at (A i) (A' i) x) :
has_strict_deriv_at (λ y, ∑ i in u, A i y) (∑ i in u, A' i) x :=
by simpa [continuous_linear_map.sum_apply] using (has_strict_fderiv_at.sum h).has_strict_deriv_at
theorem has_deriv_within_at.sum (h : ∀ i ∈ u, has_deriv_within_at (A i) (A' i) s x) :
has_deriv_within_at (λ y, ∑ i in u, A i y) (∑ i in u, A' i) s x :=
has_deriv_at_filter.sum h
theorem has_deriv_at.sum (h : ∀ i ∈ u, has_deriv_at (A i) (A' i) x) :
has_deriv_at (λ y, ∑ i in u, A i y) (∑ i in u, A' i) x :=
has_deriv_at_filter.sum h
lemma deriv_within_sum (hxs : unique_diff_within_at 𝕜 s x)
(h : ∀ i ∈ u, differentiable_within_at 𝕜 (A i) s x) :
deriv_within (λ y, ∑ i in u, A i y) s x = ∑ i in u, deriv_within (A i) s x :=
(has_deriv_within_at.sum (λ i hi, (h i hi).has_deriv_within_at)).deriv_within hxs
@[simp] lemma deriv_sum (h : ∀ i ∈ u, differentiable_at 𝕜 (A i) x) :
deriv (λ y, ∑ i in u, A i y) x = ∑ i in u, deriv (A i) x :=
(has_deriv_at.sum (λ i hi, (h i hi).has_deriv_at)).deriv
end sum
section pi
/-! ### Derivatives of functions `f : 𝕜 → Π i, E i` -/
variables {ι : Type*} [fintype ι] {E' : ι → Type*} [Π i, normed_add_comm_group (E' i)]
[Π i, normed_space 𝕜 (E' i)] {φ : 𝕜 → Π i, E' i} {φ' : Π i, E' i}
@[simp] lemma has_strict_deriv_at_pi :
has_strict_deriv_at φ φ' x ↔ ∀ i, has_strict_deriv_at (λ x, φ x i) (φ' i) x :=
has_strict_fderiv_at_pi'
@[simp] lemma has_deriv_at_filter_pi :
has_deriv_at_filter φ φ' x L ↔
∀ i, has_deriv_at_filter (λ x, φ x i) (φ' i) x L :=
has_fderiv_at_filter_pi'
lemma has_deriv_at_pi :
has_deriv_at φ φ' x ↔ ∀ i, has_deriv_at (λ x, φ x i) (φ' i) x:=
has_deriv_at_filter_pi
lemma has_deriv_within_at_pi :
has_deriv_within_at φ φ' s x ↔ ∀ i, has_deriv_within_at (λ x, φ x i) (φ' i) s x:=
has_deriv_at_filter_pi
lemma deriv_within_pi (h : ∀ i, differentiable_within_at 𝕜 (λ x, φ x i) s x)
(hs : unique_diff_within_at 𝕜 s x) :
deriv_within φ s x = λ i, deriv_within (λ x, φ x i) s x :=
(has_deriv_within_at_pi.2 (λ i, (h i).has_deriv_within_at)).deriv_within hs
lemma deriv_pi (h : ∀ i, differentiable_at 𝕜 (λ x, φ x i) x) :
deriv φ x = λ i, deriv (λ x, φ x i) x :=
(has_deriv_at_pi.2 (λ i, (h i).has_deriv_at)).deriv
end pi
section smul
/-! ### Derivative of the multiplication of a scalar function and a vector function -/
variables {𝕜' : Type*} [nontrivially_normed_field 𝕜'] [normed_algebra 𝕜 𝕜']
[normed_space 𝕜' F] [is_scalar_tower 𝕜 𝕜' F] {c : 𝕜 → 𝕜'} {c' : 𝕜'}
theorem has_deriv_within_at.smul
(hc : has_deriv_within_at c c' s x) (hf : has_deriv_within_at f f' s x) :
has_deriv_within_at (λ y, c y • f y) (c x • f' + c' • f x) s x :=
by simpa using (has_fderiv_within_at.smul hc hf).has_deriv_within_at
theorem has_deriv_at.smul
(hc : has_deriv_at c c' x) (hf : has_deriv_at f f' x) :
has_deriv_at (λ y, c y • f y) (c x • f' + c' • f x) x :=
begin
rw [← has_deriv_within_at_univ] at *,
exact hc.smul hf
end
theorem has_strict_deriv_at.smul
(hc : has_strict_deriv_at c c' x) (hf : has_strict_deriv_at f f' x) :
has_strict_deriv_at (λ y, c y • f y) (c x • f' + c' • f x) x :=
by simpa using (hc.smul hf).has_strict_deriv_at
lemma deriv_within_smul (hxs : unique_diff_within_at 𝕜 s x)
(hc : differentiable_within_at 𝕜 c s x) (hf : differentiable_within_at 𝕜 f s x) :
deriv_within (λ y, c y • f y) s x = c x • deriv_within f s x + (deriv_within c s x) • f x :=
(hc.has_deriv_within_at.smul hf.has_deriv_within_at).deriv_within hxs
lemma deriv_smul (hc : differentiable_at 𝕜 c x) (hf : differentiable_at 𝕜 f x) :
deriv (λ y, c y • f y) x = c x • deriv f x + (deriv c x) • f x :=
(hc.has_deriv_at.smul hf.has_deriv_at).deriv
theorem has_strict_deriv_at.smul_const
(hc : has_strict_deriv_at c c' x) (f : F) :
has_strict_deriv_at (λ y, c y • f) (c' • f) x :=
begin
have := hc.smul (has_strict_deriv_at_const x f),
rwa [smul_zero, zero_add] at this,
end
theorem has_deriv_within_at.smul_const
(hc : has_deriv_within_at c c' s x) (f : F) :
has_deriv_within_at (λ y, c y • f) (c' • f) s x :=
begin
have := hc.smul (has_deriv_within_at_const x s f),
rwa [smul_zero, zero_add] at this
end
theorem has_deriv_at.smul_const
(hc : has_deriv_at c c' x) (f : F) :
has_deriv_at (λ y, c y • f) (c' • f) x :=
begin
rw [← has_deriv_within_at_univ] at *,
exact hc.smul_const f
end
lemma deriv_within_smul_const (hxs : unique_diff_within_at 𝕜 s x)
(hc : differentiable_within_at 𝕜 c s x) (f : F) :
deriv_within (λ y, c y • f) s x = (deriv_within c s x) • f :=
(hc.has_deriv_within_at.smul_const f).deriv_within hxs
lemma deriv_smul_const (hc : differentiable_at 𝕜 c x) (f : F) :
deriv (λ y, c y • f) x = (deriv c x) • f :=
(hc.has_deriv_at.smul_const f).deriv
end smul
section const_smul
variables {R : Type*} [semiring R] [module R F] [smul_comm_class 𝕜 R F]
[has_continuous_const_smul R F]
theorem has_strict_deriv_at.const_smul
(c : R) (hf : has_strict_deriv_at f f' x) :
has_strict_deriv_at (λ y, c • f y) (c • f') x :=
by simpa using (hf.const_smul c).has_strict_deriv_at
theorem has_deriv_at_filter.const_smul
(c : R) (hf : has_deriv_at_filter f f' x L) :
has_deriv_at_filter (λ y, c • f y) (c • f') x L :=
by simpa using (hf.const_smul c).has_deriv_at_filter
theorem has_deriv_within_at.const_smul
(c : R) (hf : has_deriv_within_at f f' s x) :
has_deriv_within_at (λ y, c • f y) (c • f') s x :=
hf.const_smul c
theorem has_deriv_at.const_smul (c : R) (hf : has_deriv_at f f' x) :
has_deriv_at (λ y, c • f y) (c • f') x :=
hf.const_smul c
lemma deriv_within_const_smul (hxs : unique_diff_within_at 𝕜 s x)
(c : R) (hf : differentiable_within_at 𝕜 f s x) :
deriv_within (λ y, c • f y) s x = c • deriv_within f s x :=
(hf.has_deriv_within_at.const_smul c).deriv_within hxs
lemma deriv_const_smul (c : R) (hf : differentiable_at 𝕜 f x) :
deriv (λ y, c • f y) x = c • deriv f x :=
(hf.has_deriv_at.const_smul c).deriv
end const_smul
section neg
/-! ### Derivative of the negative of a function -/
theorem has_deriv_at_filter.neg (h : has_deriv_at_filter f f' x L) :
has_deriv_at_filter (λ x, -f x) (-f') x L :=
by simpa using h.neg.has_deriv_at_filter
theorem has_deriv_within_at.neg (h : has_deriv_within_at f f' s x) :
has_deriv_within_at (λ x, -f x) (-f') s x :=
h.neg
theorem has_deriv_at.neg (h : has_deriv_at f f' x) : has_deriv_at (λ x, -f x) (-f') x :=
h.neg
theorem has_strict_deriv_at.neg (h : has_strict_deriv_at f f' x) :
has_strict_deriv_at (λ x, -f x) (-f') x :=
by simpa using h.neg.has_strict_deriv_at
lemma deriv_within.neg (hxs : unique_diff_within_at 𝕜 s x) :
deriv_within (λy, -f y) s x = - deriv_within f s x :=
by simp only [deriv_within, fderiv_within_neg hxs, continuous_linear_map.neg_apply]
lemma deriv.neg : deriv (λy, -f y) x = - deriv f x :=
by simp only [deriv, fderiv_neg, continuous_linear_map.neg_apply]
@[simp] lemma deriv.neg' : deriv (λy, -f y) = (λ x, - deriv f x) :=
funext $ λ x, deriv.neg
end neg
section neg2
/-! ### Derivative of the negation function (i.e `has_neg.neg`) -/
variables (s x L)
theorem has_deriv_at_filter_neg : has_deriv_at_filter has_neg.neg (-1) x L :=
has_deriv_at_filter.neg $ has_deriv_at_filter_id _ _
theorem has_deriv_within_at_neg : has_deriv_within_at has_neg.neg (-1) s x :=
has_deriv_at_filter_neg _ _
theorem has_deriv_at_neg : has_deriv_at has_neg.neg (-1) x :=
has_deriv_at_filter_neg _ _
theorem has_deriv_at_neg' : has_deriv_at (λ x, -x) (-1) x :=
has_deriv_at_filter_neg _ _
theorem has_strict_deriv_at_neg : has_strict_deriv_at has_neg.neg (-1) x :=
has_strict_deriv_at.neg $ has_strict_deriv_at_id _
lemma deriv_neg : deriv has_neg.neg x = -1 :=
has_deriv_at.deriv (has_deriv_at_neg x)
@[simp] lemma deriv_neg' : deriv (has_neg.neg : 𝕜 → 𝕜) = λ _, -1 :=
funext deriv_neg
@[simp] lemma deriv_neg'' : deriv (λ x : 𝕜, -x) x = -1 :=
deriv_neg x
lemma deriv_within_neg (hxs : unique_diff_within_at 𝕜 s x) : deriv_within has_neg.neg s x = -1 :=
(has_deriv_within_at_neg x s).deriv_within hxs
lemma differentiable_neg : differentiable 𝕜 (has_neg.neg : 𝕜 → 𝕜) :=
differentiable.neg differentiable_id
lemma differentiable_on_neg : differentiable_on 𝕜 (has_neg.neg : 𝕜 → 𝕜) s :=
differentiable_on.neg differentiable_on_id
end neg2
section sub
/-! ### Derivative of the difference of two functions -/
theorem has_deriv_at_filter.sub
(hf : has_deriv_at_filter f f' x L) (hg : has_deriv_at_filter g g' x L) :
has_deriv_at_filter (λ x, f x - g x) (f' - g') x L :=
by simpa only [sub_eq_add_neg] using hf.add hg.neg
theorem has_deriv_within_at.sub
(hf : has_deriv_within_at f f' s x) (hg : has_deriv_within_at g g' s x) :
has_deriv_within_at (λ x, f x - g x) (f' - g') s x :=
hf.sub hg
theorem has_deriv_at.sub
(hf : has_deriv_at f f' x) (hg : has_deriv_at g g' x) :
has_deriv_at (λ x, f x - g x) (f' - g') x :=
hf.sub hg
theorem has_strict_deriv_at.sub
(hf : has_strict_deriv_at f f' x) (hg : has_strict_deriv_at g g' x) :
has_strict_deriv_at (λ x, f x - g x) (f' - g') x :=
by simpa only [sub_eq_add_neg] using hf.add hg.neg
lemma deriv_within_sub (hxs : unique_diff_within_at 𝕜 s x)
(hf : differentiable_within_at 𝕜 f s x) (hg : differentiable_within_at 𝕜 g s x) :
deriv_within (λy, f y - g y) s x = deriv_within f s x - deriv_within g s x :=
(hf.has_deriv_within_at.sub hg.has_deriv_within_at).deriv_within hxs
@[simp] lemma deriv_sub
(hf : differentiable_at 𝕜 f x) (hg : differentiable_at 𝕜 g x) :
deriv (λ y, f y - g y) x = deriv f x - deriv g x :=
(hf.has_deriv_at.sub hg.has_deriv_at).deriv
theorem has_deriv_at_filter.is_O_sub (h : has_deriv_at_filter f f' x L) :
(λ x', f x' - f x) =O[L] (λ x', x' - x) :=
has_fderiv_at_filter.is_O_sub h
theorem has_deriv_at_filter.is_O_sub_rev (hf : has_deriv_at_filter f f' x L) (hf' : f' ≠ 0) :
(λ x', x' - x) =O[L] (λ x', f x' - f x) :=
suffices antilipschitz_with ∥f'∥₊⁻¹ (smul_right (1 : 𝕜 →L[𝕜] 𝕜) f'), from hf.is_O_sub_rev this,
add_monoid_hom_class.antilipschitz_of_bound (smul_right (1 : 𝕜 →L[𝕜] 𝕜) f') $
λ x, by simp [norm_smul, ← div_eq_inv_mul, mul_div_cancel _ (mt norm_eq_zero.1 hf')]
theorem has_deriv_at_filter.sub_const
(hf : has_deriv_at_filter f f' x L) (c : F) :
has_deriv_at_filter (λ x, f x - c) f' x L :=
by simpa only [sub_eq_add_neg] using hf.add_const (-c)
theorem has_deriv_within_at.sub_const
(hf : has_deriv_within_at f f' s x) (c : F) :
has_deriv_within_at (λ x, f x - c) f' s x :=
hf.sub_const c
theorem has_deriv_at.sub_const
(hf : has_deriv_at f f' x) (c : F) :
has_deriv_at (λ x, f x - c) f' x :=
hf.sub_const c
lemma deriv_within_sub_const (hxs : unique_diff_within_at 𝕜 s x) (c : F) :
deriv_within (λy, f y - c) s x = deriv_within f s x :=
by simp only [deriv_within, fderiv_within_sub_const hxs]
lemma deriv_sub_const (c : F) : deriv (λ y, f y - c) x = deriv f x :=
by simp only [deriv, fderiv_sub_const]
theorem has_deriv_at_filter.const_sub (c : F) (hf : has_deriv_at_filter f f' x L) :
has_deriv_at_filter (λ x, c - f x) (-f') x L :=
by simpa only [sub_eq_add_neg] using hf.neg.const_add c
theorem has_deriv_within_at.const_sub (c : F) (hf : has_deriv_within_at f f' s x) :
has_deriv_within_at (λ x, c - f x) (-f') s x :=
hf.const_sub c
theorem has_strict_deriv_at.const_sub (c : F) (hf : has_strict_deriv_at f f' x) :
has_strict_deriv_at (λ x, c - f x) (-f') x :=
by simpa only [sub_eq_add_neg] using hf.neg.const_add c
theorem has_deriv_at.const_sub (c : F) (hf : has_deriv_at f f' x) :
has_deriv_at (λ x, c - f x) (-f') x :=
hf.const_sub c
lemma deriv_within_const_sub (hxs : unique_diff_within_at 𝕜 s x) (c : F) :
deriv_within (λy, c - f y) s x = -deriv_within f s x :=
by simp [deriv_within, fderiv_within_const_sub hxs]
lemma deriv_const_sub (c : F) : deriv (λ y, c - f y) x = -deriv f x :=
by simp only [← deriv_within_univ,
deriv_within_const_sub (unique_diff_within_at_univ : unique_diff_within_at 𝕜 _ _)]
end sub
section continuous
/-! ### Continuity of a function admitting a derivative -/
theorem has_deriv_at_filter.tendsto_nhds
(hL : L ≤ 𝓝 x) (h : has_deriv_at_filter f f' x L) :
tendsto f L (𝓝 (f x)) :=
h.tendsto_nhds hL
theorem has_deriv_within_at.continuous_within_at
(h : has_deriv_within_at f f' s x) : continuous_within_at f s x :=
has_deriv_at_filter.tendsto_nhds inf_le_left h
theorem has_deriv_at.continuous_at (h : has_deriv_at f f' x) : continuous_at f x :=
has_deriv_at_filter.tendsto_nhds le_rfl h
protected theorem has_deriv_at.continuous_on {f f' : 𝕜 → F}
(hderiv : ∀ x ∈ s, has_deriv_at f (f' x) x) : continuous_on f s :=
λ x hx, (hderiv x hx).continuous_at.continuous_within_at
end continuous
section cartesian_product
/-! ### Derivative of the cartesian product of two functions -/
variables {G : Type w} [normed_add_comm_group G] [normed_space 𝕜 G]
variables {f₂ : 𝕜 → G} {f₂' : G}
lemma has_deriv_at_filter.prod
(hf₁ : has_deriv_at_filter f₁ f₁' x L) (hf₂ : has_deriv_at_filter f₂ f₂' x L) :
has_deriv_at_filter (λ x, (f₁ x, f₂ x)) (f₁', f₂') x L :=
hf₁.prod hf₂
lemma has_deriv_within_at.prod
(hf₁ : has_deriv_within_at f₁ f₁' s x) (hf₂ : has_deriv_within_at f₂ f₂' s x) :
has_deriv_within_at (λ x, (f₁ x, f₂ x)) (f₁', f₂') s x :=
hf₁.prod hf₂
lemma has_deriv_at.prod (hf₁ : has_deriv_at f₁ f₁' x) (hf₂ : has_deriv_at f₂ f₂' x) :
has_deriv_at (λ x, (f₁ x, f₂ x)) (f₁', f₂') x :=
hf₁.prod hf₂
lemma has_strict_deriv_at.prod (hf₁ : has_strict_deriv_at f₁ f₁' x)
(hf₂ : has_strict_deriv_at f₂ f₂' x) :
has_strict_deriv_at (λ x, (f₁ x, f₂ x)) (f₁', f₂') x :=
hf₁.prod hf₂
end cartesian_product
section composition
/-!
### Derivative of the composition of a vector function and a scalar function
We use `scomp` in lemmas on composition of vector valued and scalar valued functions, and `comp`
in lemmas on composition of scalar valued functions, in analogy for `smul` and `mul` (and also
because the `comp` version with the shorter name will show up much more often in applications).
The formula for the derivative involves `smul` in `scomp` lemmas, which can be reduced to
usual multiplication in `comp` lemmas.
-/
/- For composition lemmas, we put x explicit to help the elaborator, as otherwise Lean tends to
get confused since there are too many possibilities for composition -/
variables {𝕜' : Type*} [nontrivially_normed_field 𝕜'] [normed_algebra 𝕜 𝕜']
[normed_space 𝕜' F] [is_scalar_tower 𝕜 𝕜' F] {s' t' : set 𝕜'}
{h : 𝕜 → 𝕜'} {h₁ : 𝕜 → 𝕜} {h₂ : 𝕜' → 𝕜'} {h' h₂' : 𝕜'} {h₁' : 𝕜}
{g₁ : 𝕜' → F} {g₁' : F} {L' : filter 𝕜'} (x)
theorem has_deriv_at_filter.scomp
(hg : has_deriv_at_filter g₁ g₁' (h x) L')
(hh : has_deriv_at_filter h h' x L) (hL : tendsto h L L'):
has_deriv_at_filter (g₁ ∘ h) (h' • g₁') x L :=
by simpa using ((hg.restrict_scalars 𝕜).comp x hh hL).has_deriv_at_filter
theorem has_deriv_within_at.scomp_has_deriv_at
(hg : has_deriv_within_at g₁ g₁' s' (h x))
(hh : has_deriv_at h h' x) (hs : ∀ x, h x ∈ s') :
has_deriv_at (g₁ ∘ h) (h' • g₁') x :=
hg.scomp x hh $ tendsto_inf.2 ⟨hh.continuous_at, tendsto_principal.2 $ eventually_of_forall hs⟩
theorem has_deriv_within_at.scomp
(hg : has_deriv_within_at g₁ g₁' t' (h x))
(hh : has_deriv_within_at h h' s x) (hst : maps_to h s t') :
has_deriv_within_at (g₁ ∘ h) (h' • g₁') s x :=
hg.scomp x hh $ hh.continuous_within_at.tendsto_nhds_within hst
/-- The chain rule. -/
theorem has_deriv_at.scomp
(hg : has_deriv_at g₁ g₁' (h x)) (hh : has_deriv_at h h' x) :
has_deriv_at (g₁ ∘ h) (h' • g₁') x :=
hg.scomp x hh hh.continuous_at
theorem has_strict_deriv_at.scomp
(hg : has_strict_deriv_at g₁ g₁' (h x)) (hh : has_strict_deriv_at h h' x) :
has_strict_deriv_at (g₁ ∘ h) (h' • g₁') x :=
by simpa using ((hg.restrict_scalars 𝕜).comp x hh).has_strict_deriv_at
theorem has_deriv_at.scomp_has_deriv_within_at
(hg : has_deriv_at g₁ g₁' (h x)) (hh : has_deriv_within_at h h' s x) :
has_deriv_within_at (g₁ ∘ h) (h' • g₁') s x :=
has_deriv_within_at.scomp x hg.has_deriv_within_at hh (maps_to_univ _ _)
lemma deriv_within.scomp
(hg : differentiable_within_at 𝕜' g₁ t' (h x)) (hh : differentiable_within_at 𝕜 h s x)
(hs : maps_to h s t') (hxs : unique_diff_within_at 𝕜 s x) :
deriv_within (g₁ ∘ h) s x = deriv_within h s x • deriv_within g₁ t' (h x) :=
(has_deriv_within_at.scomp x hg.has_deriv_within_at hh.has_deriv_within_at hs).deriv_within hxs
lemma deriv.scomp
(hg : differentiable_at 𝕜' g₁ (h x)) (hh : differentiable_at 𝕜 h x) :
deriv (g₁ ∘ h) x = deriv h x • deriv g₁ (h x) :=
(has_deriv_at.scomp x hg.has_deriv_at hh.has_deriv_at).deriv
/-! ### Derivative of the composition of a scalar and vector functions -/
theorem has_deriv_at_filter.comp_has_fderiv_at_filter {f : E → 𝕜'} {f' : E →L[𝕜] 𝕜'} (x)
{L'' : filter E} (hh₂ : has_deriv_at_filter h₂ h₂' (f x) L')
(hf : has_fderiv_at_filter f f' x L'') (hL : tendsto f L'' L') :
has_fderiv_at_filter (h₂ ∘ f) (h₂' • f') x L'' :=
by { convert (hh₂.restrict_scalars 𝕜).comp x hf hL, ext x, simp [mul_comm] }
theorem has_strict_deriv_at.comp_has_strict_fderiv_at {f : E → 𝕜'} {f' : E →L[𝕜] 𝕜'} (x)
(hh : has_strict_deriv_at h₂ h₂' (f x)) (hf : has_strict_fderiv_at f f' x) :
has_strict_fderiv_at (h₂ ∘ f) (h₂' • f') x :=
begin
rw has_strict_deriv_at at hh,
convert (hh.restrict_scalars 𝕜).comp x hf,
ext x,
simp [mul_comm]
end
theorem has_deriv_at.comp_has_fderiv_at {f : E → 𝕜'} {f' : E →L[𝕜] 𝕜'} (x)
(hh : has_deriv_at h₂ h₂' (f x)) (hf : has_fderiv_at f f' x) :
has_fderiv_at (h₂ ∘ f) (h₂' • f') x :=
hh.comp_has_fderiv_at_filter x hf hf.continuous_at
theorem has_deriv_at.comp_has_fderiv_within_at {f : E → 𝕜'} {f' : E →L[𝕜] 𝕜'} {s} (x)
(hh : has_deriv_at h₂ h₂' (f x)) (hf : has_fderiv_within_at f f' s x) :
has_fderiv_within_at (h₂ ∘ f) (h₂' • f') s x :=
hh.comp_has_fderiv_at_filter x hf hf.continuous_within_at
theorem has_deriv_within_at.comp_has_fderiv_within_at {f : E → 𝕜'} {f' : E →L[𝕜] 𝕜'} {s t} (x)
(hh : has_deriv_within_at h₂ h₂' t (f x)) (hf : has_fderiv_within_at f f' s x)
(hst : maps_to f s t) :
has_fderiv_within_at (h₂ ∘ f) (h₂' • f') s x :=
hh.comp_has_fderiv_at_filter x hf $ hf.continuous_within_at.tendsto_nhds_within hst
/-! ### Derivative of the composition of two scalar functions -/
theorem has_deriv_at_filter.comp
(hh₂ : has_deriv_at_filter h₂ h₂' (h x) L')
(hh : has_deriv_at_filter h h' x L) (hL : tendsto h L L') :
has_deriv_at_filter (h₂ ∘ h) (h₂' * h') x L :=
by { rw mul_comm, exact hh₂.scomp x hh hL }
theorem has_deriv_within_at.comp
(hh₂ : has_deriv_within_at h₂ h₂' s' (h x))
(hh : has_deriv_within_at h h' s x) (hst : maps_to h s s') :
has_deriv_within_at (h₂ ∘ h) (h₂' * h') s x :=
by { rw mul_comm, exact hh₂.scomp x hh hst, }
/-- The chain rule. -/
theorem has_deriv_at.comp
(hh₂ : has_deriv_at h₂ h₂' (h x)) (hh : has_deriv_at h h' x) :
has_deriv_at (h₂ ∘ h) (h₂' * h') x :=
hh₂.comp x hh hh.continuous_at
theorem has_strict_deriv_at.comp
(hh₂ : has_strict_deriv_at h₂ h₂' (h x)) (hh : has_strict_deriv_at h h' x) :
has_strict_deriv_at (h₂ ∘ h) (h₂' * h') x :=
by { rw mul_comm, exact hh₂.scomp x hh }
theorem has_deriv_at.comp_has_deriv_within_at
(hh₂ : has_deriv_at h₂ h₂' (h x)) (hh : has_deriv_within_at h h' s x) :
has_deriv_within_at (h₂ ∘ h) (h₂' * h') s x :=
hh₂.has_deriv_within_at.comp x hh (maps_to_univ _ _)
lemma deriv_within.comp
(hh₂ : differentiable_within_at 𝕜' h₂ s' (h x)) (hh : differentiable_within_at 𝕜 h s x)
(hs : maps_to h s s') (hxs : unique_diff_within_at 𝕜 s x) :
deriv_within (h₂ ∘ h) s x = deriv_within h₂ s' (h x) * deriv_within h s x :=
(hh₂.has_deriv_within_at.comp x hh.has_deriv_within_at hs).deriv_within hxs
lemma deriv.comp
(hh₂ : differentiable_at 𝕜' h₂ (h x)) (hh : differentiable_at 𝕜 h x) :
deriv (h₂ ∘ h) x = deriv h₂ (h x) * deriv h x :=
(hh₂.has_deriv_at.comp x hh.has_deriv_at).deriv
protected lemma has_deriv_at_filter.iterate {f : 𝕜 → 𝕜} {f' : 𝕜}
(hf : has_deriv_at_filter f f' x L) (hL : tendsto f L L) (hx : f x = x) (n : ℕ) :
has_deriv_at_filter (f^[n]) (f'^n) x L :=
begin
have := hf.iterate hL hx n,
rwa [continuous_linear_map.smul_right_one_pow] at this
end
protected lemma has_deriv_at.iterate {f : 𝕜 → 𝕜} {f' : 𝕜}
(hf : has_deriv_at f f' x) (hx : f x = x) (n : ℕ) :
has_deriv_at (f^[n]) (f'^n) x :=
begin
have := has_fderiv_at.iterate hf hx n,
rwa [continuous_linear_map.smul_right_one_pow] at this
end
protected lemma has_deriv_within_at.iterate {f : 𝕜 → 𝕜} {f' : 𝕜}
(hf : has_deriv_within_at f f' s x) (hx : f x = x) (hs : maps_to f s s) (n : ℕ) :
has_deriv_within_at (f^[n]) (f'^n) s x :=
begin
have := has_fderiv_within_at.iterate hf hx hs n,
rwa [continuous_linear_map.smul_right_one_pow] at this
end
protected lemma has_strict_deriv_at.iterate {f : 𝕜 → 𝕜} {f' : 𝕜}
(hf : has_strict_deriv_at f f' x) (hx : f x = x) (n : ℕ) :
has_strict_deriv_at (f^[n]) (f'^n) x :=
begin
have := hf.iterate hx n,
rwa [continuous_linear_map.smul_right_one_pow] at this
end
end composition
section composition_vector
/-! ### Derivative of the composition of a function between vector spaces and a function on `𝕜` -/
open continuous_linear_map
variables {l : F → E} {l' : F →L[𝕜] E}
variable (x)
/-- The composition `l ∘ f` where `l : F → E` and `f : 𝕜 → F`, has a derivative within a set
equal to the Fréchet derivative of `l` applied to the derivative of `f`. -/
theorem has_fderiv_within_at.comp_has_deriv_within_at {t : set F}
(hl : has_fderiv_within_at l l' t (f x)) (hf : has_deriv_within_at f f' s x)
(hst : maps_to f s t) :
has_deriv_within_at (l ∘ f) (l' f') s x :=
by simpa only [one_apply, one_smul, smul_right_apply, coe_comp', (∘)]
using (hl.comp x hf.has_fderiv_within_at hst).has_deriv_within_at
theorem has_fderiv_at.comp_has_deriv_within_at
(hl : has_fderiv_at l l' (f x)) (hf : has_deriv_within_at f f' s x) :
has_deriv_within_at (l ∘ f) (l' f') s x :=
hl.has_fderiv_within_at.comp_has_deriv_within_at x hf (maps_to_univ _ _)
/-- The composition `l ∘ f` where `l : F → E` and `f : 𝕜 → F`, has a derivative equal to the
Fréchet derivative of `l` applied to the derivative of `f`. -/
theorem has_fderiv_at.comp_has_deriv_at (hl : has_fderiv_at l l' (f x)) (hf : has_deriv_at f f' x) :
has_deriv_at (l ∘ f) (l' f') x :=
has_deriv_within_at_univ.mp $ hl.comp_has_deriv_within_at x hf.has_deriv_within_at
theorem has_strict_fderiv_at.comp_has_strict_deriv_at
(hl : has_strict_fderiv_at l l' (f x)) (hf : has_strict_deriv_at f f' x) :
has_strict_deriv_at (l ∘ f) (l' f') x :=
by simpa only [one_apply, one_smul, smul_right_apply, coe_comp', (∘)]
using (hl.comp x hf.has_strict_fderiv_at).has_strict_deriv_at
lemma fderiv_within.comp_deriv_within {t : set F}
(hl : differentiable_within_at 𝕜 l t (f x)) (hf : differentiable_within_at 𝕜 f s x)
(hs : maps_to f s t) (hxs : unique_diff_within_at 𝕜 s x) :
deriv_within (l ∘ f) s x = (fderiv_within 𝕜 l t (f x) : F → E) (deriv_within f s x) :=
(hl.has_fderiv_within_at.comp_has_deriv_within_at x hf.has_deriv_within_at hs).deriv_within hxs
lemma fderiv.comp_deriv
(hl : differentiable_at 𝕜 l (f x)) (hf : differentiable_at 𝕜 f x) :
deriv (l ∘ f) x = (fderiv 𝕜 l (f x) : F → E) (deriv f x) :=
(hl.has_fderiv_at.comp_has_deriv_at x hf.has_deriv_at).deriv
end composition_vector
section mul
/-! ### Derivative of the multiplication of two functions -/
variables {𝕜' 𝔸 : Type*} [normed_field 𝕜'] [normed_ring 𝔸] [normed_algebra 𝕜 𝕜']
[normed_algebra 𝕜 𝔸] {c d : 𝕜 → 𝔸} {c' d' : 𝔸} {u v : 𝕜 → 𝕜'}
theorem has_deriv_within_at.mul
(hc : has_deriv_within_at c c' s x) (hd : has_deriv_within_at d d' s x) :
has_deriv_within_at (λ y, c y * d y) (c' * d x + c x * d') s x :=
begin
have := (has_fderiv_within_at.mul' hc hd).has_deriv_within_at,
rwa [continuous_linear_map.add_apply, continuous_linear_map.smul_apply,
continuous_linear_map.smul_right_apply, continuous_linear_map.smul_right_apply,
continuous_linear_map.smul_right_apply, continuous_linear_map.one_apply,
one_smul, one_smul, add_comm] at this,
end
theorem has_deriv_at.mul (hc : has_deriv_at c c' x) (hd : has_deriv_at d d' x) :
has_deriv_at (λ y, c y * d y) (c' * d x + c x * d') x :=
begin
rw [← has_deriv_within_at_univ] at *,
exact hc.mul hd
end
theorem has_strict_deriv_at.mul
(hc : has_strict_deriv_at c c' x) (hd : has_strict_deriv_at d d' x) :
has_strict_deriv_at (λ y, c y * d y) (c' * d x + c x * d') x :=
begin
have := (has_strict_fderiv_at.mul' hc hd).has_strict_deriv_at,
rwa [continuous_linear_map.add_apply, continuous_linear_map.smul_apply,
continuous_linear_map.smul_right_apply, continuous_linear_map.smul_right_apply,
continuous_linear_map.smul_right_apply, continuous_linear_map.one_apply,
one_smul, one_smul, add_comm] at this,
end
lemma deriv_within_mul (hxs : unique_diff_within_at 𝕜 s x)
(hc : differentiable_within_at 𝕜 c s x) (hd : differentiable_within_at 𝕜 d s x) :
deriv_within (λ y, c y * d y) s x = deriv_within c s x * d x + c x * deriv_within d s x :=
(hc.has_deriv_within_at.mul hd.has_deriv_within_at).deriv_within hxs
@[simp] lemma deriv_mul (hc : differentiable_at 𝕜 c x) (hd : differentiable_at 𝕜 d x) :
deriv (λ y, c y * d y) x = deriv c x * d x + c x * deriv d x :=
(hc.has_deriv_at.mul hd.has_deriv_at).deriv
theorem has_deriv_within_at.mul_const (hc : has_deriv_within_at c c' s x) (d : 𝔸) :
has_deriv_within_at (λ y, c y * d) (c' * d) s x :=
begin
convert hc.mul (has_deriv_within_at_const x s d),
rw [mul_zero, add_zero]
end
theorem has_deriv_at.mul_const (hc : has_deriv_at c c' x) (d : 𝔸) :
has_deriv_at (λ y, c y * d) (c' * d) x :=
begin
rw [← has_deriv_within_at_univ] at *,
exact hc.mul_const d
end
theorem has_deriv_at_mul_const (c : 𝕜) : has_deriv_at (λ x, x * c) c x :=
by simpa only [one_mul] using (has_deriv_at_id' x).mul_const c
theorem has_strict_deriv_at.mul_const (hc : has_strict_deriv_at c c' x) (d : 𝔸) :
has_strict_deriv_at (λ y, c y * d) (c' * d) x :=
begin
convert hc.mul (has_strict_deriv_at_const x d),
rw [mul_zero, add_zero]
end
lemma deriv_within_mul_const (hxs : unique_diff_within_at 𝕜 s x)
(hc : differentiable_within_at 𝕜 c s x) (d : 𝔸) :
deriv_within (λ y, c y * d) s x = deriv_within c s x * d :=
(hc.has_deriv_within_at.mul_const d).deriv_within hxs
lemma deriv_mul_const (hc : differentiable_at 𝕜 c x) (d : 𝔸) :
deriv (λ y, c y * d) x = deriv c x * d :=
(hc.has_deriv_at.mul_const d).deriv
lemma deriv_mul_const_field (v : 𝕜') :
deriv (λ y, u y * v) x = deriv u x * v :=
begin
by_cases hu : differentiable_at 𝕜 u x,
{ exact deriv_mul_const hu v },
{ rw [deriv_zero_of_not_differentiable_at hu, zero_mul],
rcases eq_or_ne v 0 with rfl|hd,
{ simp only [mul_zero, deriv_const] },
{ refine deriv_zero_of_not_differentiable_at (mt (λ H, _) hu),
simpa only [mul_inv_cancel_right₀ hd] using H.mul_const v⁻¹ } }
end
@[simp] lemma deriv_mul_const_field' (v : 𝕜') : deriv (λ x, u x * v) = λ x, deriv u x * v :=
funext $ λ _, deriv_mul_const_field v
theorem has_deriv_within_at.const_mul (c : 𝔸) (hd : has_deriv_within_at d d' s x) :
has_deriv_within_at (λ y, c * d y) (c * d') s x :=
begin
convert (has_deriv_within_at_const x s c).mul hd,
rw [zero_mul, zero_add]
end
theorem has_deriv_at.const_mul (c : 𝔸) (hd : has_deriv_at d d' x) :
has_deriv_at (λ y, c * d y) (c * d') x :=
begin
rw [← has_deriv_within_at_univ] at *,
exact hd.const_mul c
end
theorem has_strict_deriv_at.const_mul (c : 𝔸) (hd : has_strict_deriv_at d d' x) :
has_strict_deriv_at (λ y, c * d y) (c * d') x :=
begin
convert (has_strict_deriv_at_const _ _).mul hd,
rw [zero_mul, zero_add]
end
lemma deriv_within_const_mul (hxs : unique_diff_within_at 𝕜 s x)
(c : 𝔸) (hd : differentiable_within_at 𝕜 d s x) :
deriv_within (λ y, c * d y) s x = c * deriv_within d s x :=
(hd.has_deriv_within_at.const_mul c).deriv_within hxs
lemma deriv_const_mul (c : 𝔸) (hd : differentiable_at 𝕜 d x) :
deriv (λ y, c * d y) x = c * deriv d x :=
(hd.has_deriv_at.const_mul c).deriv
lemma deriv_const_mul_field (u : 𝕜') : deriv (λ y, u * v y) x = u * deriv v x :=
by simp only [mul_comm u, deriv_mul_const_field]
@[simp] lemma deriv_const_mul_field' (u : 𝕜') : deriv (λ x, u * v x) = λ x, u * deriv v x :=
funext (λ x, deriv_const_mul_field u)
end mul
section inverse
/-! ### Derivative of `x ↦ x⁻¹` -/
theorem has_strict_deriv_at_inv (hx : x ≠ 0) : has_strict_deriv_at has_inv.inv (-(x^2)⁻¹) x :=
begin
suffices : (λ p : 𝕜 × 𝕜, (p.1 - p.2) * ((x * x)⁻¹ - (p.1 * p.2)⁻¹)) =o[𝓝 (x, x)]
(λ p, (p.1 - p.2) * 1),
{ refine this.congr' _ (eventually_of_forall $ λ _, mul_one _),
refine eventually.mono (is_open.mem_nhds (is_open_ne.prod is_open_ne) ⟨hx, hx⟩) _,
rintro ⟨y, z⟩ ⟨hy, hz⟩,
simp only [mem_set_of_eq] at hy hz, -- hy : y ≠ 0, hz : z ≠ 0
field_simp [hx, hy, hz], ring, },
refine (is_O_refl (λ p : 𝕜 × 𝕜, p.1 - p.2) _).mul_is_o ((is_o_one_iff _).2 _),
rw [← sub_self (x * x)⁻¹],
exact tendsto_const_nhds.sub ((continuous_mul.tendsto (x, x)).inv₀ $ mul_ne_zero hx hx)
end
theorem has_deriv_at_inv (x_ne_zero : x ≠ 0) :
has_deriv_at (λy, y⁻¹) (-(x^2)⁻¹) x :=
(has_strict_deriv_at_inv x_ne_zero).has_deriv_at
theorem has_deriv_within_at_inv (x_ne_zero : x ≠ 0) (s : set 𝕜) :
has_deriv_within_at (λx, x⁻¹) (-(x^2)⁻¹) s x :=
(has_deriv_at_inv x_ne_zero).has_deriv_within_at
lemma differentiable_at_inv :
differentiable_at 𝕜 (λx, x⁻¹) x ↔ x ≠ 0:=
⟨λ H, normed_field.continuous_at_inv.1 H.continuous_at,
λ H, (has_deriv_at_inv H).differentiable_at⟩
lemma differentiable_within_at_inv (x_ne_zero : x ≠ 0) :
differentiable_within_at 𝕜 (λx, x⁻¹) s x :=
(differentiable_at_inv.2 x_ne_zero).differentiable_within_at
lemma differentiable_on_inv : differentiable_on 𝕜 (λx:𝕜, x⁻¹) {x | x ≠ 0} :=
λx hx, differentiable_within_at_inv hx
lemma deriv_inv : deriv (λx, x⁻¹) x = -(x^2)⁻¹ :=
begin
rcases eq_or_ne x 0 with rfl|hne,
{ simp [deriv_zero_of_not_differentiable_at (mt differentiable_at_inv.1 (not_not.2 rfl))] },
{ exact (has_deriv_at_inv hne).deriv }
end
@[simp] lemma deriv_inv' : deriv (λ x : 𝕜, x⁻¹) = λ x, -(x ^ 2)⁻¹ := funext (λ x, deriv_inv)
lemma deriv_within_inv (x_ne_zero : x ≠ 0) (hxs : unique_diff_within_at 𝕜 s x) :
deriv_within (λx, x⁻¹) s x = -(x^2)⁻¹ :=
begin
rw differentiable_at.deriv_within (differentiable_at_inv.2 x_ne_zero) hxs,
exact deriv_inv
end
lemma has_fderiv_at_inv (x_ne_zero : x ≠ 0) :
has_fderiv_at (λx, x⁻¹) (smul_right (1 : 𝕜 →L[𝕜] 𝕜) (-(x^2)⁻¹) : 𝕜 →L[𝕜] 𝕜) x :=
has_deriv_at_inv x_ne_zero
lemma has_fderiv_within_at_inv (x_ne_zero : x ≠ 0) :
has_fderiv_within_at (λx, x⁻¹) (smul_right (1 : 𝕜 →L[𝕜] 𝕜) (-(x^2)⁻¹) : 𝕜 →L[𝕜] 𝕜) s x :=
(has_fderiv_at_inv x_ne_zero).has_fderiv_within_at
lemma fderiv_inv :
fderiv 𝕜 (λx, x⁻¹) x = smul_right (1 : 𝕜 →L[𝕜] 𝕜) (-(x^2)⁻¹) :=
by rw [← deriv_fderiv, deriv_inv]
lemma fderiv_within_inv (x_ne_zero : x ≠ 0) (hxs : unique_diff_within_at 𝕜 s x) :
fderiv_within 𝕜 (λx, x⁻¹) s x = smul_right (1 : 𝕜 →L[𝕜] 𝕜) (-(x^2)⁻¹) :=
begin
rw differentiable_at.fderiv_within (differentiable_at_inv.2 x_ne_zero) hxs,
exact fderiv_inv
end
variables {c : 𝕜 → 𝕜} {c' : 𝕜}
lemma has_deriv_within_at.inv
(hc : has_deriv_within_at c c' s x) (hx : c x ≠ 0) :
has_deriv_within_at (λ y, (c y)⁻¹) (- c' / (c x)^2) s x :=
begin
convert (has_deriv_at_inv hx).comp_has_deriv_within_at x hc,
field_simp
end
lemma has_deriv_at.inv (hc : has_deriv_at c c' x) (hx : c x ≠ 0) :
has_deriv_at (λ y, (c y)⁻¹) (- c' / (c x)^2) x :=
begin
rw ← has_deriv_within_at_univ at *,
exact hc.inv hx
end
lemma differentiable_within_at.inv (hc : differentiable_within_at 𝕜 c s x) (hx : c x ≠ 0) :
differentiable_within_at 𝕜 (λx, (c x)⁻¹) s x :=
(hc.has_deriv_within_at.inv hx).differentiable_within_at
@[simp] lemma differentiable_at.inv (hc : differentiable_at 𝕜 c x) (hx : c x ≠ 0) :
differentiable_at 𝕜 (λx, (c x)⁻¹) x :=
(hc.has_deriv_at.inv hx).differentiable_at
lemma differentiable_on.inv (hc : differentiable_on 𝕜 c s) (hx : ∀ x ∈ s, c x ≠ 0) :
differentiable_on 𝕜 (λx, (c x)⁻¹) s :=
λx h, (hc x h).inv (hx x h)
@[simp] lemma differentiable.inv (hc : differentiable 𝕜 c) (hx : ∀ x, c x ≠ 0) :
differentiable 𝕜 (λx, (c x)⁻¹) :=
λx, (hc x).inv (hx x)
lemma deriv_within_inv' (hc : differentiable_within_at 𝕜 c s x) (hx : c x ≠ 0)
(hxs : unique_diff_within_at 𝕜 s x) :
deriv_within (λx, (c x)⁻¹) s x = - (deriv_within c s x) / (c x)^2 :=
(hc.has_deriv_within_at.inv hx).deriv_within hxs
@[simp] lemma deriv_inv'' (hc : differentiable_at 𝕜 c x) (hx : c x ≠ 0) :
deriv (λx, (c x)⁻¹) x = - (deriv c x) / (c x)^2 :=
(hc.has_deriv_at.inv hx).deriv
end inverse
section division
/-! ### Derivative of `x ↦ c x / d x` -/
variables {𝕜' : Type*} [nontrivially_normed_field 𝕜'] [normed_algebra 𝕜 𝕜']
{c d : 𝕜 → 𝕜'} {c' d' : 𝕜'}
lemma has_deriv_within_at.div
(hc : has_deriv_within_at c c' s x) (hd : has_deriv_within_at d d' s x) (hx : d x ≠ 0) :
has_deriv_within_at (λ y, c y / d y) ((c' * d x - c x * d') / (d x)^2) s x :=
begin
convert hc.mul ((has_deriv_at_inv hx).comp_has_deriv_within_at x hd),
{ simp only [div_eq_mul_inv] },
{ field_simp, ring }
end
lemma has_strict_deriv_at.div (hc : has_strict_deriv_at c c' x) (hd : has_strict_deriv_at d d' x)
(hx : d x ≠ 0) :
has_strict_deriv_at (λ y, c y / d y) ((c' * d x - c x * d') / (d x)^2) x :=
begin
convert hc.mul ((has_strict_deriv_at_inv hx).comp x hd),
{ simp only [div_eq_mul_inv] },
{ field_simp, ring }
end
lemma has_deriv_at.div (hc : has_deriv_at c c' x) (hd : has_deriv_at d d' x) (hx : d x ≠ 0) :
has_deriv_at (λ y, c y / d y) ((c' * d x - c x * d') / (d x)^2) x :=
begin
rw ← has_deriv_within_at_univ at *,
exact hc.div hd hx
end
lemma differentiable_within_at.div
(hc : differentiable_within_at 𝕜 c s x) (hd : differentiable_within_at 𝕜 d s x) (hx : d x ≠ 0) :
differentiable_within_at 𝕜 (λx, c x / d x) s x :=
((hc.has_deriv_within_at).div (hd.has_deriv_within_at) hx).differentiable_within_at
@[simp] lemma differentiable_at.div
(hc : differentiable_at 𝕜 c x) (hd : differentiable_at 𝕜 d x) (hx : d x ≠ 0) :
differentiable_at 𝕜 (λx, c x / d x) x :=
((hc.has_deriv_at).div (hd.has_deriv_at) hx).differentiable_at
lemma differentiable_on.div
(hc : differentiable_on 𝕜 c s) (hd : differentiable_on 𝕜 d s) (hx : ∀ x ∈ s, d x ≠ 0) :
differentiable_on 𝕜 (λx, c x / d x) s :=
λx h, (hc x h).div (hd x h) (hx x h)
@[simp] lemma differentiable.div
(hc : differentiable 𝕜 c) (hd : differentiable 𝕜 d) (hx : ∀ x, d x ≠ 0) :
differentiable 𝕜 (λx, c x / d x) :=
λx, (hc x).div (hd x) (hx x)
lemma deriv_within_div
(hc : differentiable_within_at 𝕜 c s x) (hd : differentiable_within_at 𝕜 d s x) (hx : d x ≠ 0)
(hxs : unique_diff_within_at 𝕜 s x) :
deriv_within (λx, c x / d x) s x
= ((deriv_within c s x) * d x - c x * (deriv_within d s x)) / (d x)^2 :=
((hc.has_deriv_within_at).div (hd.has_deriv_within_at) hx).deriv_within hxs
@[simp] lemma deriv_div
(hc : differentiable_at 𝕜 c x) (hd : differentiable_at 𝕜 d x) (hx : d x ≠ 0) :
deriv (λx, c x / d x) x = ((deriv c x) * d x - c x * (deriv d x)) / (d x)^2 :=
((hc.has_deriv_at).div (hd.has_deriv_at) hx).deriv
lemma has_deriv_at.div_const (hc : has_deriv_at c c' x) (d : 𝕜') :
has_deriv_at (λ x, c x / d) (c' / d) x :=
by simpa only [div_eq_mul_inv] using hc.mul_const d⁻¹
lemma has_deriv_within_at.div_const (hc : has_deriv_within_at c c' s x) (d : 𝕜') :
has_deriv_within_at (λ x, c x / d) (c' / d) s x :=
by simpa only [div_eq_mul_inv] using hc.mul_const d⁻¹
lemma has_strict_deriv_at.div_const (hc : has_strict_deriv_at c c' x) (d : 𝕜') :
has_strict_deriv_at (λ x, c x / d) (c' / d) x :=
by simpa only [div_eq_mul_inv] using hc.mul_const d⁻¹
lemma differentiable_within_at.div_const (hc : differentiable_within_at 𝕜 c s x) {d : 𝕜'} :
differentiable_within_at 𝕜 (λx, c x / d) s x :=
(hc.has_deriv_within_at.div_const _).differentiable_within_at
@[simp] lemma differentiable_at.div_const (hc : differentiable_at 𝕜 c x) {d : 𝕜'} :
differentiable_at 𝕜 (λ x, c x / d) x :=
(hc.has_deriv_at.div_const _).differentiable_at
lemma differentiable_on.div_const (hc : differentiable_on 𝕜 c s) {d : 𝕜'} :
differentiable_on 𝕜 (λx, c x / d) s :=
λ x hx, (hc x hx).div_const
@[simp] lemma differentiable.div_const (hc : differentiable 𝕜 c) {d : 𝕜'} :
differentiable 𝕜 (λx, c x / d) :=
λ x, (hc x).div_const
lemma deriv_within_div_const (hc : differentiable_within_at 𝕜 c s x) {d : 𝕜'}
(hxs : unique_diff_within_at 𝕜 s x) :
deriv_within (λx, c x / d) s x = (deriv_within c s x) / d :=
by simp [div_eq_inv_mul, deriv_within_const_mul, hc, hxs]
@[simp] lemma deriv_div_const (d : 𝕜') :
deriv (λx, c x / d) x = (deriv c x) / d :=
by simp only [div_eq_mul_inv, deriv_mul_const_field]
end division
section clm_comp_apply
/-! ### Derivative of the pointwise composition/application of continuous linear maps -/
open continuous_linear_map
variables {G : Type*} [normed_add_comm_group G] [normed_space 𝕜 G] {c : 𝕜 → F →L[𝕜] G}
{c' : F →L[𝕜] G} {d : 𝕜 → E →L[𝕜] F} {d' : E →L[𝕜] F} {u : 𝕜 → F} {u' : F}
lemma has_strict_deriv_at.clm_comp (hc : has_strict_deriv_at c c' x)
(hd : has_strict_deriv_at d d' x) :
has_strict_deriv_at (λ y, (c y).comp (d y)) (c'.comp (d x) + (c x).comp d') x :=
begin
have := (hc.has_strict_fderiv_at.clm_comp hd.has_strict_fderiv_at).has_strict_deriv_at,
rwa [add_apply, comp_apply, comp_apply, smul_right_apply, smul_right_apply, one_apply, one_smul,
one_smul, add_comm] at this,
end
lemma has_deriv_within_at.clm_comp (hc : has_deriv_within_at c c' s x)
(hd : has_deriv_within_at d d' s x) :
has_deriv_within_at (λ y, (c y).comp (d y)) (c'.comp (d x) + (c x).comp d') s x :=
begin
have := (hc.has_fderiv_within_at.clm_comp hd.has_fderiv_within_at).has_deriv_within_at,
rwa [add_apply, comp_apply, comp_apply, smul_right_apply, smul_right_apply, one_apply, one_smul,
one_smul, add_comm] at this,
end
lemma has_deriv_at.clm_comp (hc : has_deriv_at c c' x) (hd : has_deriv_at d d' x) :
has_deriv_at (λ y, (c y).comp (d y))
(c'.comp (d x) + (c x).comp d') x :=
begin
rw [← has_deriv_within_at_univ] at *,
exact hc.clm_comp hd
end
lemma deriv_within_clm_comp (hc : differentiable_within_at 𝕜 c s x)
(hd : differentiable_within_at 𝕜 d s x) (hxs : unique_diff_within_at 𝕜 s x):
deriv_within (λ y, (c y).comp (d y)) s x =
((deriv_within c s x).comp (d x) + (c x).comp (deriv_within d s x)) :=
(hc.has_deriv_within_at.clm_comp hd.has_deriv_within_at).deriv_within hxs
lemma deriv_clm_comp (hc : differentiable_at 𝕜 c x) (hd : differentiable_at 𝕜 d x) :
deriv (λ y, (c y).comp (d y)) x =
((deriv c x).comp (d x) + (c x).comp (deriv d x)) :=
(hc.has_deriv_at.clm_comp hd.has_deriv_at).deriv
lemma has_strict_deriv_at.clm_apply (hc : has_strict_deriv_at c c' x)
(hu : has_strict_deriv_at u u' x) :
has_strict_deriv_at (λ y, (c y) (u y)) (c' (u x) + c x u') x :=
begin
have := (hc.has_strict_fderiv_at.clm_apply hu.has_strict_fderiv_at).has_strict_deriv_at,
rwa [add_apply, comp_apply, flip_apply, smul_right_apply, smul_right_apply, one_apply, one_smul,
one_smul, add_comm] at this,
end
lemma has_deriv_within_at.clm_apply (hc : has_deriv_within_at c c' s x)
(hu : has_deriv_within_at u u' s x) :
has_deriv_within_at (λ y, (c y) (u y)) (c' (u x) + c x u') s x :=
begin
have := (hc.has_fderiv_within_at.clm_apply hu.has_fderiv_within_at).has_deriv_within_at,
rwa [add_apply, comp_apply, flip_apply, smul_right_apply, smul_right_apply, one_apply, one_smul,
one_smul, add_comm] at this,
end
lemma has_deriv_at.clm_apply (hc : has_deriv_at c c' x) (hu : has_deriv_at u u' x) :
has_deriv_at (λ y, (c y) (u y)) (c' (u x) + c x u') x :=
begin
have := (hc.has_fderiv_at.clm_apply hu.has_fderiv_at).has_deriv_at,
rwa [add_apply, comp_apply, flip_apply, smul_right_apply, smul_right_apply, one_apply, one_smul,
one_smul, add_comm] at this,
end
lemma deriv_within_clm_apply (hxs : unique_diff_within_at 𝕜 s x)
(hc : differentiable_within_at 𝕜 c s x) (hu : differentiable_within_at 𝕜 u s x) :
deriv_within (λ y, (c y) (u y)) s x = (deriv_within c s x (u x) + c x (deriv_within u s x)) :=
(hc.has_deriv_within_at.clm_apply hu.has_deriv_within_at).deriv_within hxs
lemma deriv_clm_apply (hc : differentiable_at 𝕜 c x) (hu : differentiable_at 𝕜 u x) :
deriv (λ y, (c y) (u y)) x = (deriv c x (u x) + c x (deriv u x)) :=
(hc.has_deriv_at.clm_apply hu.has_deriv_at).deriv
end clm_comp_apply
theorem has_strict_deriv_at.has_strict_fderiv_at_equiv {f : 𝕜 → 𝕜} {f' x : 𝕜}
(hf : has_strict_deriv_at f f' x) (hf' : f' ≠ 0) :
has_strict_fderiv_at f
(continuous_linear_equiv.units_equiv_aut 𝕜 (units.mk0 f' hf') : 𝕜 →L[𝕜] 𝕜) x :=
hf
theorem has_deriv_at.has_fderiv_at_equiv {f : 𝕜 → 𝕜} {f' x : 𝕜} (hf : has_deriv_at f f' x)
(hf' : f' ≠ 0) :
has_fderiv_at f (continuous_linear_equiv.units_equiv_aut 𝕜 (units.mk0 f' hf') : 𝕜 →L[𝕜] 𝕜) x :=
hf
/-- If `f (g y) = y` for `y` in some neighborhood of `a`, `g` is continuous at `a`, and `f` has an
invertible derivative `f'` at `g a` in the strict sense, then `g` has the derivative `f'⁻¹` at `a`
in the strict sense.
This is one of the easy parts of the inverse function theorem: it assumes that we already have an
inverse function. -/
theorem has_strict_deriv_at.of_local_left_inverse {f g : 𝕜 → 𝕜} {f' a : 𝕜}
(hg : continuous_at g a) (hf : has_strict_deriv_at f f' (g a)) (hf' : f' ≠ 0)
(hfg : ∀ᶠ y in 𝓝 a, f (g y) = y) :
has_strict_deriv_at g f'⁻¹ a :=
(hf.has_strict_fderiv_at_equiv hf').of_local_left_inverse hg hfg
/-- If `f` is a local homeomorphism defined on a neighbourhood of `f.symm a`, and `f` has a
nonzero derivative `f'` at `f.symm a` in the strict sense, then `f.symm` has the derivative `f'⁻¹`
at `a` in the strict sense.
This is one of the easy parts of the inverse function theorem: it assumes that we already have
an inverse function. -/
lemma local_homeomorph.has_strict_deriv_at_symm (f : local_homeomorph 𝕜 𝕜) {a f' : 𝕜}
(ha : a ∈ f.target) (hf' : f' ≠ 0) (htff' : has_strict_deriv_at f f' (f.symm a)) :
has_strict_deriv_at f.symm f'⁻¹ a :=
htff'.of_local_left_inverse (f.symm.continuous_at ha) hf' (f.eventually_right_inverse ha)
/-- If `f (g y) = y` for `y` in some neighborhood of `a`, `g` is continuous at `a`, and `f` has an
invertible derivative `f'` at `g a`, then `g` has the derivative `f'⁻¹` at `a`.
This is one of the easy parts of the inverse function theorem: it assumes that we already have
an inverse function. -/
theorem has_deriv_at.of_local_left_inverse {f g : 𝕜 → 𝕜} {f' a : 𝕜}
(hg : continuous_at g a) (hf : has_deriv_at f f' (g a)) (hf' : f' ≠ 0)
(hfg : ∀ᶠ y in 𝓝 a, f (g y) = y) :
has_deriv_at g f'⁻¹ a :=
(hf.has_fderiv_at_equiv hf').of_local_left_inverse hg hfg
/-- If `f` is a local homeomorphism defined on a neighbourhood of `f.symm a`, and `f` has an
nonzero derivative `f'` at `f.symm a`, then `f.symm` has the derivative `f'⁻¹` at `a`.
This is one of the easy parts of the inverse function theorem: it assumes that we already have
an inverse function. -/
lemma local_homeomorph.has_deriv_at_symm (f : local_homeomorph 𝕜 𝕜) {a f' : 𝕜}
(ha : a ∈ f.target) (hf' : f' ≠ 0) (htff' : has_deriv_at f f' (f.symm a)) :
has_deriv_at f.symm f'⁻¹ a :=
htff'.of_local_left_inverse (f.symm.continuous_at ha) hf' (f.eventually_right_inverse ha)
lemma has_deriv_at.eventually_ne (h : has_deriv_at f f' x) (hf' : f' ≠ 0) :
∀ᶠ z in 𝓝[≠] x, f z ≠ f x :=
(has_deriv_at_iff_has_fderiv_at.1 h).eventually_ne
⟨∥f'∥⁻¹, λ z, by field_simp [norm_smul, mt norm_eq_zero.1 hf']⟩
lemma has_deriv_at.tendsto_punctured_nhds (h : has_deriv_at f f' x) (hf' : f' ≠ 0) :
tendsto f (𝓝[≠] x) (𝓝[≠] (f x)) :=
tendsto_nhds_within_of_tendsto_nhds_of_eventually_within _
h.continuous_at.continuous_within_at (h.eventually_ne hf')
theorem not_differentiable_within_at_of_local_left_inverse_has_deriv_within_at_zero
{f g : 𝕜 → 𝕜} {a : 𝕜} {s t : set 𝕜} (ha : a ∈ s) (hsu : unique_diff_within_at 𝕜 s a)
(hf : has_deriv_within_at f 0 t (g a)) (hst : maps_to g s t) (hfg : f ∘ g =ᶠ[𝓝[s] a] id) :
¬differentiable_within_at 𝕜 g s a :=
begin
intro hg,
have := (hf.comp a hg.has_deriv_within_at hst).congr_of_eventually_eq_of_mem hfg.symm ha,
simpa using hsu.eq_deriv _ this (has_deriv_within_at_id _ _)
end
theorem not_differentiable_at_of_local_left_inverse_has_deriv_at_zero
{f g : 𝕜 → 𝕜} {a : 𝕜} (hf : has_deriv_at f 0 (g a)) (hfg : f ∘ g =ᶠ[𝓝 a] id) :
¬differentiable_at 𝕜 g a :=
begin
intro hg,
have := (hf.comp a hg.has_deriv_at).congr_of_eventually_eq hfg.symm,
simpa using this.unique (has_deriv_at_id a)
end
end
namespace polynomial
/-! ### Derivative of a polynomial -/
variables {x : 𝕜} {s : set 𝕜}
variable (p : 𝕜[X])
/-- The derivative (in the analysis sense) of a polynomial `p` is given by `p.derivative`. -/
protected lemma has_strict_deriv_at (x : 𝕜) :
has_strict_deriv_at (λx, p.eval x) (p.derivative.eval x) x :=
begin
apply p.induction_on,
{ simp [has_strict_deriv_at_const] },
{ assume p q hp hq,
convert hp.add hq;
simp },
{ assume n a h,
convert h.mul (has_strict_deriv_at_id x),
{ ext y, simp [pow_add, mul_assoc] },
{ simp [pow_add], ring } }
end
/-- The derivative (in the analysis sense) of a polynomial `p` is given by `p.derivative`. -/
protected lemma has_deriv_at (x : 𝕜) : has_deriv_at (λx, p.eval x) (p.derivative.eval x) x :=
(p.has_strict_deriv_at x).has_deriv_at
protected theorem has_deriv_within_at (x : 𝕜) (s : set 𝕜) :
has_deriv_within_at (λx, p.eval x) (p.derivative.eval x) s x :=
(p.has_deriv_at x).has_deriv_within_at
protected lemma differentiable_at : differentiable_at 𝕜 (λx, p.eval x) x :=
(p.has_deriv_at x).differentiable_at
protected lemma differentiable_within_at : differentiable_within_at 𝕜 (λx, p.eval x) s x :=
p.differentiable_at.differentiable_within_at
protected lemma differentiable : differentiable 𝕜 (λx, p.eval x) :=
λx, p.differentiable_at
protected lemma differentiable_on : differentiable_on 𝕜 (λx, p.eval x) s :=
p.differentiable.differentiable_on
@[simp] protected lemma deriv : deriv (λx, p.eval x) x = p.derivative.eval x :=
(p.has_deriv_at x).deriv
protected lemma deriv_within (hxs : unique_diff_within_at 𝕜 s x) :
deriv_within (λx, p.eval x) s x = p.derivative.eval x :=
begin
rw differentiable_at.deriv_within p.differentiable_at hxs,
exact p.deriv
end
protected lemma has_fderiv_at (x : 𝕜) :
has_fderiv_at (λx, p.eval x) (smul_right (1 : 𝕜 →L[𝕜] 𝕜) (p.derivative.eval x)) x :=
p.has_deriv_at x
protected lemma has_fderiv_within_at (x : 𝕜) :
has_fderiv_within_at (λx, p.eval x) (smul_right (1 : 𝕜 →L[𝕜] 𝕜) (p.derivative.eval x)) s x :=
(p.has_fderiv_at x).has_fderiv_within_at
@[simp] protected lemma fderiv :
fderiv 𝕜 (λx, p.eval x) x = smul_right (1 : 𝕜 →L[𝕜] 𝕜) (p.derivative.eval x) :=
(p.has_fderiv_at x).fderiv
protected lemma fderiv_within (hxs : unique_diff_within_at 𝕜 s x) :
fderiv_within 𝕜 (λx, p.eval x) s x = smul_right (1 : 𝕜 →L[𝕜] 𝕜) (p.derivative.eval x) :=
(p.has_fderiv_within_at x).fderiv_within hxs
end polynomial
section pow
/-! ### Derivative of `x ↦ x^n` for `n : ℕ` -/
variables {x : 𝕜} {s : set 𝕜} {c : 𝕜 → 𝕜} {c' : 𝕜}
variable (n : ℕ)
lemma has_strict_deriv_at_pow (n : ℕ) (x : 𝕜) :
has_strict_deriv_at (λx, x^n) ((n : 𝕜) * x^(n-1)) x :=
begin
convert (polynomial.C (1 : 𝕜) * (polynomial.X)^n).has_strict_deriv_at x,
{ simp },
{ rw [polynomial.derivative_C_mul_X_pow], simp }
end
lemma has_deriv_at_pow (n : ℕ) (x : 𝕜) : has_deriv_at (λx, x^n) ((n : 𝕜) * x^(n-1)) x :=
(has_strict_deriv_at_pow n x).has_deriv_at
theorem has_deriv_within_at_pow (n : ℕ) (x : 𝕜) (s : set 𝕜) :
has_deriv_within_at (λx, x^n) ((n : 𝕜) * x^(n-1)) s x :=
(has_deriv_at_pow n x).has_deriv_within_at
lemma differentiable_at_pow : differentiable_at 𝕜 (λx, x^n) x :=
(has_deriv_at_pow n x).differentiable_at
lemma differentiable_within_at_pow : differentiable_within_at 𝕜 (λx, x^n) s x :=
(differentiable_at_pow n).differentiable_within_at
lemma differentiable_pow : differentiable 𝕜 (λx:𝕜, x^n) :=
λ x, differentiable_at_pow n
lemma differentiable_on_pow : differentiable_on 𝕜 (λx, x^n) s :=
(differentiable_pow n).differentiable_on
lemma deriv_pow : deriv (λ x, x^n) x = (n : 𝕜) * x^(n-1) :=
(has_deriv_at_pow n x).deriv
@[simp] lemma deriv_pow' : deriv (λ x, x^n) = λ x, (n : 𝕜) * x^(n-1) :=
funext $ λ x, deriv_pow n
lemma deriv_within_pow (hxs : unique_diff_within_at 𝕜 s x) :
deriv_within (λx, x^n) s x = (n : 𝕜) * x^(n-1) :=
(has_deriv_within_at_pow n x s).deriv_within hxs
lemma has_deriv_within_at.pow (hc : has_deriv_within_at c c' s x) :
has_deriv_within_at (λ y, (c y)^n) ((n : 𝕜) * (c x)^(n-1) * c') s x :=
(has_deriv_at_pow n (c x)).comp_has_deriv_within_at x hc
lemma has_deriv_at.pow (hc : has_deriv_at c c' x) :
has_deriv_at (λ y, (c y)^n) ((n : 𝕜) * (c x)^(n-1) * c') x :=
by { rw ← has_deriv_within_at_univ at *, exact hc.pow n }
lemma deriv_within_pow' (hc : differentiable_within_at 𝕜 c s x)
(hxs : unique_diff_within_at 𝕜 s x) :
deriv_within (λx, (c x)^n) s x = (n : 𝕜) * (c x)^(n-1) * (deriv_within c s x) :=
(hc.has_deriv_within_at.pow n).deriv_within hxs
@[simp] lemma deriv_pow'' (hc : differentiable_at 𝕜 c x) :
deriv (λx, (c x)^n) x = (n : 𝕜) * (c x)^(n-1) * (deriv c x) :=
(hc.has_deriv_at.pow n).deriv
end pow
section zpow
/-! ### Derivative of `x ↦ x^m` for `m : ℤ` -/
variables {E : Type*} [normed_add_comm_group E] [normed_space 𝕜 E] {x : 𝕜} {s : set 𝕜} {m : ℤ}
lemma has_strict_deriv_at_zpow (m : ℤ) (x : 𝕜) (h : x ≠ 0 ∨ 0 ≤ m) :
has_strict_deriv_at (λx, x^m) ((m : 𝕜) * x^(m-1)) x :=
begin
have : ∀ m : ℤ, 0 < m → has_strict_deriv_at (λx, x^m) ((m:𝕜) * x^(m-1)) x,
{ assume m hm,
lift m to ℕ using (le_of_lt hm),
simp only [zpow_coe_nat, int.cast_coe_nat],
convert has_strict_deriv_at_pow _ _ using 2,
rw [← int.coe_nat_one, ← int.coe_nat_sub, zpow_coe_nat],
norm_cast at hm,
exact nat.succ_le_of_lt hm },
rcases lt_trichotomy m 0 with hm|hm|hm,
{ have hx : x ≠ 0, from h.resolve_right hm.not_le,
have := (has_strict_deriv_at_inv _).scomp _ (this (-m) (neg_pos.2 hm));
[skip, exact zpow_ne_zero_of_ne_zero hx _],
simp only [(∘), zpow_neg, one_div, inv_inv, smul_eq_mul] at this,
convert this using 1,
rw [sq, mul_inv, inv_inv, int.cast_neg, neg_mul, neg_mul_neg,
← zpow_add₀ hx, mul_assoc, ← zpow_add₀ hx], congr, abel },
{ simp only [hm, zpow_zero, int.cast_zero, zero_mul, has_strict_deriv_at_const] },
{ exact this m hm }
end
lemma has_deriv_at_zpow (m : ℤ) (x : 𝕜) (h : x ≠ 0 ∨ 0 ≤ m) :
has_deriv_at (λx, x^m) ((m : 𝕜) * x^(m-1)) x :=
(has_strict_deriv_at_zpow m x h).has_deriv_at
theorem has_deriv_within_at_zpow (m : ℤ) (x : 𝕜) (h : x ≠ 0 ∨ 0 ≤ m) (s : set 𝕜) :
has_deriv_within_at (λx, x^m) ((m : 𝕜) * x^(m-1)) s x :=
(has_deriv_at_zpow m x h).has_deriv_within_at
lemma differentiable_at_zpow : differentiable_at 𝕜 (λx, x^m) x ↔ x ≠ 00 ≤ m :=
⟨λ H, normed_field.continuous_at_zpow.1 H.continuous_at,
λ H, (has_deriv_at_zpow m x H).differentiable_at⟩
lemma differentiable_within_at_zpow (m : ℤ) (x : 𝕜) (h : x ≠ 0 ∨ 0 ≤ m) :
differentiable_within_at 𝕜 (λx, x^m) s x :=
(differentiable_at_zpow.mpr h).differentiable_within_at
lemma differentiable_on_zpow (m : ℤ) (s : set 𝕜) (h : (0 : 𝕜) ∉ s ∨ 0 ≤ m) :
differentiable_on 𝕜 (λx, x^m) s :=
λ x hxs, differentiable_within_at_zpow m x $ h.imp_left $ ne_of_mem_of_not_mem hxs
lemma deriv_zpow (m : ℤ) (x : 𝕜) : deriv (λ x, x ^ m) x = m * x ^ (m - 1) :=
begin
by_cases H : x ≠ 00 ≤ m,
{ exact (has_deriv_at_zpow m x H).deriv },
{ rw deriv_zero_of_not_differentiable_at (mt differentiable_at_zpow.1 H),
push_neg at H, rcases H with ⟨rfl, hm⟩,
rw [zero_zpow _ ((sub_one_lt _).trans hm).ne, mul_zero] }
end
@[simp] lemma deriv_zpow' (m : ℤ) : deriv (λ x : 𝕜, x ^ m) = λ x, m * x ^ (m - 1) :=
funext $ deriv_zpow m
lemma deriv_within_zpow (hxs : unique_diff_within_at 𝕜 s x) (h : x ≠ 0 ∨ 0 ≤ m) :
deriv_within (λx, x^m) s x = (m : 𝕜) * x^(m-1) :=
(has_deriv_within_at_zpow m x h s).deriv_within hxs
@[simp] lemma iter_deriv_zpow' (m : ℤ) (k : ℕ) :
deriv^[k] (λ x : 𝕜, x ^ m) = λ x, (∏ i in finset.range k, (m - i)) * x ^ (m - k) :=
begin
induction k with k ihk,
{ simp only [one_mul, int.coe_nat_zero, id, sub_zero, finset.prod_range_zero,
function.iterate_zero] },
{ simp only [function.iterate_succ_apply', ihk, deriv_const_mul_field', deriv_zpow',
finset.prod_range_succ, int.coe_nat_succ, ← sub_sub, int.cast_sub, int.cast_coe_nat,
mul_assoc], }
end
lemma iter_deriv_zpow (m : ℤ) (x : 𝕜) (k : ℕ) :
deriv^[k] (λ y, y ^ m) x = (∏ i in finset.range k, (m - i)) * x ^ (m - k) :=
congr_fun (iter_deriv_zpow' m k) x
lemma iter_deriv_pow (n : ℕ) (x : 𝕜) (k : ℕ) :
deriv^[k] (λx:𝕜, x^n) x = (∏ i in finset.range k, (n - i)) * x^(n-k) :=
begin
simp only [← zpow_coe_nat, iter_deriv_zpow, int.cast_coe_nat],
cases le_or_lt k n with hkn hnk,
{ rw int.coe_nat_sub hkn },
{ have : ∏ i in finset.range k, (n - i : 𝕜) = 0,
from finset.prod_eq_zero (finset.mem_range.2 hnk) (sub_self _),
simp only [this, zero_mul] }
end
@[simp] lemma iter_deriv_pow' (n k : ℕ) :
deriv^[k] (λ x : 𝕜, x ^ n) = λ x, (∏ i in finset.range k, (n - i)) * x ^ (n - k) :=
funext $ λ x, iter_deriv_pow n x k
lemma iter_deriv_inv (k : ℕ) (x : 𝕜) :
deriv^[k] has_inv.inv x = (∏ i in finset.range k, (-1 - i)) * x ^ (-1 - k : ℤ) :=
by simpa only [zpow_neg_one, int.cast_neg, int.cast_one] using iter_deriv_zpow (-1) x k
@[simp] lemma iter_deriv_inv' (k : ℕ) :
deriv^[k] has_inv.inv = λ x : 𝕜, (∏ i in finset.range k, (-1 - i)) * x ^ (-1 - k : ℤ) :=
funext (iter_deriv_inv k)
variables {f : E → 𝕜} {t : set E} {a : E}
lemma differentiable_within_at.zpow (hf : differentiable_within_at 𝕜 f t a) (h : f a ≠ 0 ∨ 0 ≤ m) :
differentiable_within_at 𝕜 (λ x, f x ^ m) t a :=
(differentiable_at_zpow.2 h).comp_differentiable_within_at a hf
lemma differentiable_at.zpow (hf : differentiable_at 𝕜 f a) (h : f a ≠ 0 ∨ 0 ≤ m) :
differentiable_at 𝕜 (λ x, f x ^ m) a :=
(differentiable_at_zpow.2 h).comp a hf
lemma differentiable_on.zpow (hf : differentiable_on 𝕜 f t) (h : (∀ x ∈ t, f x ≠ 0) ∨ 0 ≤ m) :
differentiable_on 𝕜 (λ x, f x ^ m) t :=
λ x hx, (hf x hx).zpow $ h.imp_left (λ h, h x hx)
lemma differentiable.zpow (hf : differentiable 𝕜 f) (h : (∀ x, f x ≠ 0) ∨ 0 ≤ m) :
differentiable 𝕜 (λ x, f x ^ m) :=
λ x, (hf x).zpow $ h.imp_left (λ h, h x)
end zpow
/-! ### Support of derivatives -/
section support
open function
variables {F : Type*} [normed_add_comm_group F] [normed_space 𝕜 F] {f : 𝕜 → F}
lemma support_deriv_subset : support (deriv f) ⊆ tsupport f :=
begin
intros x,
rw [← not_imp_not],
intro h2x,
rw [not_mem_tsupport_iff_eventually_eq] at h2x,
exact nmem_support.mpr (h2x.deriv_eq.trans (deriv_const x 0))
end
lemma has_compact_support.deriv (hf : has_compact_support f) : has_compact_support (deriv f) :=
hf.mono' support_deriv_subset
end support
/-! ### Upper estimates on liminf and limsup -/
section real
variables {f : ℝ → ℝ} {f' : ℝ} {s : set ℝ} {x : ℝ} {r : ℝ}
lemma has_deriv_within_at.limsup_slope_le (hf : has_deriv_within_at f f' s x) (hr : f' < r) :
∀ᶠ z in 𝓝[s \ {x}] x, slope f x z < r :=
has_deriv_within_at_iff_tendsto_slope.1 hf (is_open.mem_nhds is_open_Iio hr)
lemma has_deriv_within_at.limsup_slope_le' (hf : has_deriv_within_at f f' s x)
(hs : x ∉ s) (hr : f' < r) :
∀ᶠ z in 𝓝[s] x, slope f x z < r :=
(has_deriv_within_at_iff_tendsto_slope' hs).1 hf (is_open.mem_nhds is_open_Iio hr)
lemma has_deriv_within_at.liminf_right_slope_le
(hf : has_deriv_within_at f f' (Ici x) x) (hr : f' < r) :
∃ᶠ z in 𝓝[>] x, slope f x z < r :=
(hf.Ioi_of_Ici.limsup_slope_le' (lt_irrefl x) hr).frequently
end real
section real_space
open metric
variables {E : Type u} [normed_add_comm_group E] [normed_space ℝ E] {f : ℝ → E} {f' : E} {s : set ℝ}
{x r : ℝ}
/-- If `f` has derivative `f'` within `s` at `x`, then for any `r > ∥f'∥` the ratio
`∥f z - f x∥ / ∥z - x∥` is less than `r` in some neighborhood of `x` within `s`.
In other words, the limit superior of this ratio as `z` tends to `x` along `s`
is less than or equal to `∥f'∥`. -/
lemma has_deriv_within_at.limsup_norm_slope_le
(hf : has_deriv_within_at f f' s x) (hr : ∥f'∥ < r) :
∀ᶠ z in 𝓝[s] x, ∥z - x∥⁻¹ * ∥f z - f x∥ < r :=
begin
have hr₀ : 0 < r, from lt_of_le_of_lt (norm_nonneg f') hr,
have A : ∀ᶠ z in 𝓝[s \ {x}] x, ∥(z - x)⁻¹ • (f z - f x)∥ ∈ Iio r,
from (has_deriv_within_at_iff_tendsto_slope.1 hf).norm (is_open.mem_nhds is_open_Iio hr),
have B : ∀ᶠ z in 𝓝[{x}] x, ∥(z - x)⁻¹ • (f z - f x)∥ ∈ Iio r,
from mem_of_superset self_mem_nhds_within
(singleton_subset_iff.2 $ by simp [hr₀]),
have C := mem_sup.2 ⟨A, B⟩,
rw [← nhds_within_union, diff_union_self, nhds_within_union, mem_sup] at C,
filter_upwards [C.1],
simp only [norm_smul, mem_Iio, norm_inv],
exact λ _, id
end
/-- If `f` has derivative `f'` within `s` at `x`, then for any `r > ∥f'∥` the ratio
`(∥f z∥ - ∥f x∥) / ∥z - x∥` is less than `r` in some neighborhood of `x` within `s`.
In other words, the limit superior of this ratio as `z` tends to `x` along `s`
is less than or equal to `∥f'∥`.
This lemma is a weaker version of `has_deriv_within_at.limsup_norm_slope_le`
where `∥f z∥ - ∥f x∥` is replaced by `∥f z - f x∥`. -/
lemma has_deriv_within_at.limsup_slope_norm_le
(hf : has_deriv_within_at f f' s x) (hr : ∥f'∥ < r) :
∀ᶠ z in 𝓝[s] x, ∥z - x∥⁻¹ * (∥f z∥ - ∥f x∥) < r :=
begin
apply (hf.limsup_norm_slope_le hr).mono,
assume z hz,
refine lt_of_le_of_lt (mul_le_mul_of_nonneg_left (norm_sub_norm_le _ _) _) hz,
exact inv_nonneg.2 (norm_nonneg _)
end
/-- If `f` has derivative `f'` within `(x, +∞)` at `x`, then for any `r > ∥f'∥` the ratio
`∥f z - f x∥ / ∥z - x∥` is frequently less than `r` as `z → x+0`.
In other words, the limit inferior of this ratio as `z` tends to `x+0`
is less than or equal to `∥f'∥`. See also `has_deriv_within_at.limsup_norm_slope_le`
for a stronger version using limit superior and any set `s`. -/
lemma has_deriv_within_at.liminf_right_norm_slope_le
(hf : has_deriv_within_at f f' (Ici x) x) (hr : ∥f'∥ < r) :
∃ᶠ z in 𝓝[>] x, ∥z - x∥⁻¹ * ∥f z - f x∥ < r :=
(hf.Ioi_of_Ici.limsup_norm_slope_le hr).frequently
/-- If `f` has derivative `f'` within `(x, +∞)` at `x`, then for any `r > ∥f'∥` the ratio
`(∥f z∥ - ∥f x∥) / (z - x)` is frequently less than `r` as `z → x+0`.
In other words, the limit inferior of this ratio as `z` tends to `x+0`
is less than or equal to `∥f'∥`.
See also
* `has_deriv_within_at.limsup_norm_slope_le` for a stronger version using
limit superior and any set `s`;
* `has_deriv_within_at.liminf_right_norm_slope_le` for a stronger version using
`∥f z - f x∥` instead of `∥f z∥ - ∥f x∥`. -/
lemma has_deriv_within_at.liminf_right_slope_norm_le
(hf : has_deriv_within_at f f' (Ici x) x) (hr : ∥f'∥ < r) :
∃ᶠ z in 𝓝[>] x, (z - x)⁻¹ * (∥f z∥ - ∥f x∥) < r :=
begin
have := (hf.Ioi_of_Ici.limsup_slope_norm_le hr).frequently,
refine this.mp (eventually.mono self_mem_nhds_within _),
assume z hxz hz,
rwa [real.norm_eq_abs, abs_of_pos (sub_pos_of_lt hxz)] at hz
end
end real_space