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/-
Copyright (c) 2019 Jeremy Avigad. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Jeremy Avigad, Yury Kudryashov
-/
module
public import Mathlib.Analysis.Normed.Field.Basic
/-!
# Asymptotics
We introduce these relations:
* `IsBigOWith c l f g` : "f is big O of g along l with constant c";
* `f =O[l] g` : "f is big O of g along l";
* `f =Θ[l] g` : "f is big O of g along l and vice versa";
* `f =o[l] g` : "f is little o of g along l";
* `f ~[l] g` : `f` and `g` are equivalent, i.e., `f - g =o[l] g`.
Here `l` is any filter on the domain of `f` and `g`, which are assumed to be the same. The codomains
of `f` and `g` do not need to be the same; all that is needed is that there is a norm associated
with these types, and it is the norm that is compared asymptotically.
The relation `IsBigOWith c` is introduced to factor out common algebraic arguments in the proofs of
similar properties of `IsBigO` and `IsLittleO`. Usually proofs outside of this file should use
`IsBigO` instead.
Often the ranges of `f` and `g` will be the real numbers, in which case the norm is the absolute
value. In general, we have
`f =O[l] g ↔ (fun x ↦ ‖f x‖) =O[l] (fun x ↦ ‖g x‖)`,
and similarly for `IsLittleO`. But our setup allows us to use the notions e.g. with functions
to the integers, rationals, complex numbers, or any normed vector space without mentioning the
norm explicitly.
If `f` and `g` are functions to a normed field like the reals or complex numbers and `g` is always
nonzero, we have
`f =o[l] g ↔ Tendsto (fun x ↦ f x / (g x)) l (𝓝 0)`.
In fact, the right-to-left direction holds without the hypothesis on `g`, and in the other direction
it suffices to assume that `f` is zero wherever `g` is. (This generalization is useful in defining
the Fréchet derivative.)
Sometimes Landau notation may be embedded in more complex expressions, such as
$f(n) = n ^ {1 + O(g(n))}$. This can be expressed using the existential pattern, for example:
`∃ (e : ℕ → ℝ) (he : e =O[l] g), f =ᶠ[l] fun n ↦ n ^ (1 + e n)`.
-/
set_option linter.style.longFile 1600
@[expose] public section
assert_not_exists IsBoundedSMul Summable OpenPartialHomeomorph BoundedLENhdsClass
open Set Topology Filter NNReal
namespace Asymptotics
variable {α : Type*} {β : Type*} {E : Type*} {F : Type*} {G : Type*} {E' : Type*}
{F' : Type*} {G' : Type*} {E'' : Type*} {F'' : Type*} {G'' : Type*} {E''' : Type*}
{R : Type*} {R' : Type*} {𝕜 : Type*} {𝕜' : Type*}
variable [Norm E] [Norm F] [Norm G]
variable [SeminormedAddCommGroup E'] [SeminormedAddCommGroup F'] [SeminormedAddCommGroup G']
[NormedAddCommGroup E''] [NormedAddCommGroup F''] [NormedAddCommGroup G''] [SeminormedRing R]
[SeminormedAddGroup E''']
[SeminormedRing R']
variable {S : Type*} [NormedRing S] [NormMulClass S]
variable [NormedDivisionRing 𝕜] [NormedDivisionRing 𝕜']
variable {c c' c₁ c₂ : ℝ} {f : α → E} {g : α → F} {k : α → G}
variable {f' : α → E'} {g' : α → F'} {k' : α → G'}
variable {f'' : α → E''} {g'' : α → F''} {k'' : α → G''}
variable {l l' : Filter α}
section Defs
/-! ### Definitions -/
/-- This version of the Landau notation `IsBigOWith C l f g` where `f` and `g` are two functions on
a type `α` and `l` is a filter on `α`, means that eventually for `l`, `‖f‖` is bounded by `C * ‖g‖`.
In other words, `‖f‖ / ‖g‖` is eventually bounded by `C`, modulo division by zero issues that are
avoided by this definition. Probably you want to use `IsBigO` instead of this relation. -/
irreducible_def IsBigOWith (c : ℝ) (l : Filter α) (f : α → E) (g : α → F) : Prop :=
∀ᶠ x in l, ‖f x‖ ≤ c * ‖g x‖
/-- Definition of `IsBigOWith`. We record it in a lemma as `IsBigOWith` is irreducible. -/
theorem isBigOWith_iff : IsBigOWith c l f g ↔ ∀ᶠ x in l, ‖f x‖ ≤ c * ‖g x‖ := by rw [IsBigOWith_def]
alias ⟨IsBigOWith.bound, IsBigOWith.of_bound⟩ := isBigOWith_iff
/-- The Landau notation `f =O[l] g` where `f` and `g` are two functions on a type `α` and `l` is
a filter on `α`, means that eventually for `l`, `‖f‖` is bounded by a constant multiple of `‖g‖`.
In other words, `‖f‖ / ‖g‖` is eventually bounded, modulo division by zero issues that are avoided
by this definition. -/
irreducible_def IsBigO (l : Filter α) (f : α → E) (g : α → F) : Prop :=
∃ c : ℝ, IsBigOWith c l f g
@[inherit_doc]
notation:100 f " =O[" l "] " g:100 => IsBigO l f g
/-- Definition of `IsBigO` in terms of `IsBigOWith`. We record it in a lemma as `IsBigO` is
irreducible. -/
theorem isBigO_iff_isBigOWith : f =O[l] g ↔ ∃ c : ℝ, IsBigOWith c l f g := by rw [IsBigO_def]
/-- Definition of `IsBigO` in terms of filters. -/
theorem isBigO_iff : f =O[l] g ↔ ∃ c : ℝ, ∀ᶠ x in l, ‖f x‖ ≤ c * ‖g x‖ := by
simp only [IsBigO_def, IsBigOWith_def]
/-- Definition of `IsBigO` in terms of filters, with a positive constant. -/
theorem isBigO_iff' {g : α → E'''} :
f =O[l] g ↔ ∃ c > 0, ∀ᶠ x in l, ‖f x‖ ≤ c * ‖g x‖ := by
refine ⟨fun h => ?mp, fun h => ?mpr⟩
case mp =>
rw [isBigO_iff] at h
obtain ⟨c, hc⟩ := h
refine ⟨max c 1, zero_lt_one.trans_le (le_max_right _ _), ?_⟩
filter_upwards [hc] with x hx
apply hx.trans
gcongr
exact le_max_left _ _
case mpr =>
rw [isBigO_iff]
obtain ⟨c, ⟨_, hc⟩⟩ := h
exact ⟨c, hc⟩
/-- Definition of `IsBigO` in terms of filters, with the constant in the lower bound. -/
theorem isBigO_iff'' {g : α → E'''} :
f =O[l] g ↔ ∃ c > 0, ∀ᶠ x in l, c * ‖f x‖ ≤ ‖g x‖ := by
refine ⟨fun h => ?mp, fun h => ?mpr⟩
case mp =>
rw [isBigO_iff'] at h
obtain ⟨c, ⟨hc_pos, hc⟩⟩ := h
refine ⟨c⁻¹, ⟨by positivity, ?_⟩⟩
filter_upwards [hc] with x hx
rwa [inv_mul_le_iff₀ (by positivity)]
case mpr =>
rw [isBigO_iff']
obtain ⟨c, ⟨hc_pos, hc⟩⟩ := h
refine ⟨c⁻¹, ⟨by positivity, ?_⟩⟩
filter_upwards [hc] with x hx
rwa [← inv_inv c, inv_mul_le_iff₀ (by positivity)] at hx
theorem IsBigO.of_bound (c : ℝ) (h : ∀ᶠ x in l, ‖f x‖ ≤ c * ‖g x‖) : f =O[l] g :=
isBigO_iff.2 ⟨c, h⟩
theorem IsBigO.of_bound' (h : ∀ᶠ x in l, ‖f x‖ ≤ ‖g x‖) : f =O[l] g :=
.of_bound 1 <| by simpa only [one_mul] using h
theorem IsBigO.bound : f =O[l] g → ∃ c : ℝ, ∀ᶠ x in l, ‖f x‖ ≤ c * ‖g x‖ :=
isBigO_iff.1
/-- See also `Filter.Eventually.isBigO`, which is the same lemma
stated using `Filter.Eventually` instead of `Filter.EventuallyLE`. -/
theorem IsBigO.of_norm_eventuallyLE {g : α → ℝ} (h : (‖f ·‖) ≤ᶠ[l] g) : f =O[l] g :=
.of_bound' <| h.mono fun _ h ↦ h.trans <| le_abs_self _
theorem IsBigO.of_norm_le {g : α → ℝ} (h : ∀ x, ‖f x‖ ≤ g x) : f =O[l] g :=
.of_norm_eventuallyLE <| .of_forall h
/-- We say that `f` is `Θ(g)` along a filter `l` (notation: `f =Θ[l] g`) if `f =O[l] g` and
`g =O[l] f`. -/
def IsTheta (l : Filter α) (f : α → E) (g : α → F) : Prop :=
IsBigO l f g ∧ IsBigO l g f
@[inherit_doc]
notation:100 f " =Θ[" l "] " g:100 => IsTheta l f g
theorem IsBigO.antisymm (h₁ : f =O[l] g) (h₂ : g =O[l] f) : f =Θ[l] g :=
⟨h₁, h₂⟩
lemma IsTheta.isBigO (h : f =Θ[l] g) : f =O[l] g := h.1
lemma IsTheta.isBigO_symm (h : f =Θ[l] g) : g =O[l] f := h.2
/-- The Landau notation `f =o[l] g` where `f` and `g` are two functions on a type `α` and `l` is
a filter on `α`, means that eventually for `l`, `‖f‖` is bounded by an arbitrarily small constant
multiple of `‖g‖`. In other words, `‖f‖ / ‖g‖` tends to `0` along `l`, modulo division by zero
issues that are avoided by this definition. -/
irreducible_def IsLittleO (l : Filter α) (f : α → E) (g : α → F) : Prop :=
∀ ⦃c : ℝ⦄, 0 < c → IsBigOWith c l f g
@[inherit_doc]
notation:100 f " =o[" l "] " g:100 => IsLittleO l f g
/-- Definition of `IsLittleO` in terms of `IsBigOWith`. -/
theorem isLittleO_iff_forall_isBigOWith : f =o[l] g ↔ ∀ ⦃c : ℝ⦄, 0 < c → IsBigOWith c l f g := by
rw [IsLittleO_def]
alias ⟨IsLittleO.forall_isBigOWith, IsLittleO.of_isBigOWith⟩ := isLittleO_iff_forall_isBigOWith
/-- Definition of `IsLittleO` in terms of filters. -/
theorem isLittleO_iff : f =o[l] g ↔ ∀ ⦃c : ℝ⦄, 0 < c → ∀ᶠ x in l, ‖f x‖ ≤ c * ‖g x‖ := by
simp only [IsLittleO_def, IsBigOWith_def]
alias ⟨IsLittleO.bound, IsLittleO.of_bound⟩ := isLittleO_iff
theorem IsLittleO.def (h : f =o[l] g) (hc : 0 < c) : ∀ᶠ x in l, ‖f x‖ ≤ c * ‖g x‖ :=
isLittleO_iff.1 h hc
theorem IsLittleO.def' (h : f =o[l] g) (hc : 0 < c) : IsBigOWith c l f g :=
isBigOWith_iff.2 <| isLittleO_iff.1 h hc
theorem IsLittleO.eventuallyLE (h : f =o[l] g) : ∀ᶠ x in l, ‖f x‖ ≤ ‖g x‖ := by
simpa using h.def zero_lt_one
theorem IsLittleO.eventuallyLT_norm_of_eventually_pos (h : f =o[l] g) (hg : ∀ᶠ x in l, 0 < ‖g x‖) :
∀ᶠ x in l, ‖f x‖ < ‖g x‖ := by
refine ((h.def (show 0 < 2⁻¹ by simp)).and hg).mono fun x ⟨hx₁, hx₂⟩ ↦ hx₁.trans_lt ?_
rw [mul_lt_iff_lt_one_left hx₂]
norm_num
/-- Two functions `u` and `v` are said to be asymptotically equivalent along a filter `l`
(denoted as `u ~[l] v` in the `Asymptotics` namespace)
when `u x - v x = o(v x)` as `x` converges along `l`. -/
def IsEquivalent (l : Filter α) (u v : α → E') :=
(u - v) =o[l] v
@[inherit_doc] scoped notation:50 u " ~[" l:50 "] " v:50 => Asymptotics.IsEquivalent l u v
end Defs
/-! ### Conversions -/
theorem IsBigOWith.isBigO (h : IsBigOWith c l f g) : f =O[l] g := by rw [IsBigO_def]; exact ⟨c, h⟩
theorem IsLittleO.isBigOWith (hgf : f =o[l] g) : IsBigOWith 1 l f g :=
hgf.def' zero_lt_one
theorem IsLittleO.isBigO (hgf : f =o[l] g) : f =O[l] g :=
hgf.isBigOWith.isBigO
theorem IsBigO.isBigOWith : f =O[l] g → ∃ c : ℝ, IsBigOWith c l f g :=
isBigO_iff_isBigOWith.1
theorem IsBigOWith.weaken (h : IsBigOWith c l f g') (hc : c ≤ c') : IsBigOWith c' l f g' :=
IsBigOWith.of_bound <|
mem_of_superset h.bound fun x hx =>
calc
‖f x‖ ≤ c * ‖g' x‖ := hx
_ ≤ _ := by gcongr
theorem IsBigOWith.exists_pos (h : IsBigOWith c l f g') :
∃ c' > 0, IsBigOWith c' l f g' :=
⟨max c 1, lt_of_lt_of_le zero_lt_one (le_max_right c 1), h.weaken <| le_max_left c 1⟩
theorem IsBigO.exists_pos (h : f =O[l] g') : ∃ c > 0, IsBigOWith c l f g' :=
let ⟨_c, hc⟩ := h.isBigOWith
hc.exists_pos
theorem IsBigOWith.exists_nonneg (h : IsBigOWith c l f g') :
∃ c' ≥ 0, IsBigOWith c' l f g' :=
let ⟨c, cpos, hc⟩ := h.exists_pos
⟨c, le_of_lt cpos, hc⟩
theorem IsBigO.exists_nonneg (h : f =O[l] g') : ∃ c ≥ 0, IsBigOWith c l f g' :=
let ⟨_c, hc⟩ := h.isBigOWith
hc.exists_nonneg
/-- `f = O(g)` if and only if `IsBigOWith c f g` for all sufficiently large `c`. -/
theorem isBigO_iff_eventually_isBigOWith : f =O[l] g' ↔ ∀ᶠ c in atTop, IsBigOWith c l f g' :=
isBigO_iff_isBigOWith.trans
⟨fun ⟨c, hc⟩ => mem_atTop_sets.2 ⟨c, fun _c' hc' => hc.weaken hc'⟩, fun h => h.exists⟩
/-- `f = O(g)` if and only if `∀ᶠ x in l, ‖f x‖ ≤ c * ‖g x‖` for all sufficiently large `c`. -/
theorem isBigO_iff_eventually : f =O[l] g' ↔ ∀ᶠ c in atTop, ∀ᶠ x in l, ‖f x‖ ≤ c * ‖g' x‖ :=
isBigO_iff_eventually_isBigOWith.trans <| by simp only [IsBigOWith_def]
theorem IsBigO.exists_mem_basis {ι} {p : ι → Prop} {s : ι → Set α} (h : f =O[l] g')
(hb : l.HasBasis p s) :
∃ c > 0, ∃ i : ι, p i ∧ ∀ x ∈ s i, ‖f x‖ ≤ c * ‖g' x‖ :=
flip Exists.imp h.exists_pos fun c h => by
simpa only [isBigOWith_iff, hb.eventually_iff, exists_prop] using h
theorem isBigOWith_inv (hc : 0 < c) : IsBigOWith c⁻¹ l f g ↔ ∀ᶠ x in l, c * ‖f x‖ ≤ ‖g x‖ := by
simp only [IsBigOWith_def, ← div_eq_inv_mul, le_div_iff₀' hc]
-- We prove this lemma with strange assumptions to get two lemmas below automatically
theorem isLittleO_iff_nat_mul_le_aux (h₀ : (∀ x, 0 ≤ ‖f x‖) ∨ ∀ x, 0 ≤ ‖g x‖) :
f =o[l] g ↔ ∀ n : ℕ, ∀ᶠ x in l, ↑n * ‖f x‖ ≤ ‖g x‖ := by
constructor
· rintro H (_ | n)
· refine (H.def one_pos).mono fun x h₀' => ?_
rw [Nat.cast_zero, zero_mul]
refine h₀.elim (fun hf => (hf x).trans ?_) fun hg => hg x
rwa [one_mul] at h₀'
· have : (0 : ℝ) < n.succ := Nat.cast_pos.2 n.succ_pos
exact (isBigOWith_inv this).1 (H.def' <| inv_pos.2 this)
· refine fun H => isLittleO_iff.2 fun ε ε0 => ?_
rcases exists_nat_gt ε⁻¹ with ⟨n, hn⟩
have hn₀ : (0 : ℝ) < n := (inv_pos.2 ε0).trans hn
refine ((isBigOWith_inv hn₀).2 (H n)).bound.mono fun x hfg => ?_
refine hfg.trans (mul_le_mul_of_nonneg_right (inv_le_of_inv_le₀ ε0 hn.le) ?_)
refine h₀.elim (fun hf => nonneg_of_mul_nonneg_right ((hf x).trans hfg) ?_) fun h => h x
exact inv_pos.2 hn₀
theorem isLittleO_iff_nat_mul_le : f =o[l] g' ↔ ∀ n : ℕ, ∀ᶠ x in l, ↑n * ‖f x‖ ≤ ‖g' x‖ :=
isLittleO_iff_nat_mul_le_aux (Or.inr fun _x => norm_nonneg _)
theorem isLittleO_iff_nat_mul_le' : f' =o[l] g ↔ ∀ n : ℕ, ∀ᶠ x in l, ↑n * ‖f' x‖ ≤ ‖g x‖ :=
isLittleO_iff_nat_mul_le_aux (Or.inl fun _x => norm_nonneg _)
/-! ### Subsingleton -/
@[nontriviality]
theorem isLittleO_of_subsingleton [Subsingleton E'] : f' =o[l] g' :=
IsLittleO.of_bound fun c hc => by simp [Subsingleton.elim (f' _) 0, mul_nonneg hc.le]
@[nontriviality]
theorem isBigO_of_subsingleton [Subsingleton E'] : f' =O[l] g' :=
isLittleO_of_subsingleton.isBigO
section congr
variable {f₁ f₂ : α → E} {g₁ g₂ : α → F}
/-! ### Congruence -/
theorem isBigOWith_congr (hc : c₁ = c₂) (hf : f₁ =ᶠ[l] f₂) (hg : g₁ =ᶠ[l] g₂) :
IsBigOWith c₁ l f₁ g₁ ↔ IsBigOWith c₂ l f₂ g₂ := by
simp only [IsBigOWith_def]
subst c₂
apply Filter.eventually_congr
filter_upwards [hf, hg] with _ e₁ e₂
rw [e₁, e₂]
theorem IsBigOWith.congr' (h : IsBigOWith c₁ l f₁ g₁) (hc : c₁ = c₂) (hf : f₁ =ᶠ[l] f₂)
(hg : g₁ =ᶠ[l] g₂) : IsBigOWith c₂ l f₂ g₂ :=
(isBigOWith_congr hc hf hg).mp h
theorem IsBigOWith.congr (h : IsBigOWith c₁ l f₁ g₁) (hc : c₁ = c₂) (hf : ∀ x, f₁ x = f₂ x)
(hg : ∀ x, g₁ x = g₂ x) : IsBigOWith c₂ l f₂ g₂ :=
h.congr' hc (univ_mem' hf) (univ_mem' hg)
theorem IsBigOWith.congr_left (h : IsBigOWith c l f₁ g) (hf : ∀ x, f₁ x = f₂ x) :
IsBigOWith c l f₂ g :=
h.congr rfl hf fun _ => rfl
theorem IsBigOWith.congr_right (h : IsBigOWith c l f g₁) (hg : ∀ x, g₁ x = g₂ x) :
IsBigOWith c l f g₂ :=
h.congr rfl (fun _ => rfl) hg
theorem IsBigOWith.congr_const (h : IsBigOWith c₁ l f g) (hc : c₁ = c₂) : IsBigOWith c₂ l f g :=
h.congr hc (fun _ => rfl) fun _ => rfl
theorem isBigO_congr (hf : f₁ =ᶠ[l] f₂) (hg : g₁ =ᶠ[l] g₂) : f₁ =O[l] g₁ ↔ f₂ =O[l] g₂ := by
simp only [IsBigO_def]
exact exists_congr fun c => isBigOWith_congr rfl hf hg
theorem IsBigO.congr' (h : f₁ =O[l] g₁) (hf : f₁ =ᶠ[l] f₂) (hg : g₁ =ᶠ[l] g₂) : f₂ =O[l] g₂ :=
(isBigO_congr hf hg).mp h
theorem IsBigO.congr (h : f₁ =O[l] g₁) (hf : ∀ x, f₁ x = f₂ x) (hg : ∀ x, g₁ x = g₂ x) :
f₂ =O[l] g₂ :=
h.congr' (univ_mem' hf) (univ_mem' hg)
theorem IsBigO.congr_left (h : f₁ =O[l] g) (hf : ∀ x, f₁ x = f₂ x) : f₂ =O[l] g :=
h.congr hf fun _ => rfl
theorem IsBigO.congr_right (h : f =O[l] g₁) (hg : ∀ x, g₁ x = g₂ x) : f =O[l] g₂ :=
h.congr (fun _ => rfl) hg
theorem isLittleO_congr (hf : f₁ =ᶠ[l] f₂) (hg : g₁ =ᶠ[l] g₂) : f₁ =o[l] g₁ ↔ f₂ =o[l] g₂ := by
simp only [IsLittleO_def]
exact forall₂_congr fun c _hc => isBigOWith_congr (Eq.refl c) hf hg
theorem IsLittleO.congr' (h : f₁ =o[l] g₁) (hf : f₁ =ᶠ[l] f₂) (hg : g₁ =ᶠ[l] g₂) : f₂ =o[l] g₂ :=
(isLittleO_congr hf hg).mp h
theorem IsLittleO.congr (h : f₁ =o[l] g₁) (hf : ∀ x, f₁ x = f₂ x) (hg : ∀ x, g₁ x = g₂ x) :
f₂ =o[l] g₂ :=
h.congr' (univ_mem' hf) (univ_mem' hg)
theorem IsLittleO.congr_left (h : f₁ =o[l] g) (hf : ∀ x, f₁ x = f₂ x) : f₂ =o[l] g :=
h.congr hf fun _ => rfl
theorem IsLittleO.congr_right (h : f =o[l] g₁) (hg : ∀ x, g₁ x = g₂ x) : f =o[l] g₂ :=
h.congr (fun _ => rfl) hg
@[trans]
theorem _root_.Filter.EventuallyEq.trans_isBigO {f₁ f₂ : α → E} {g : α → F} (hf : f₁ =ᶠ[l] f₂)
(h : f₂ =O[l] g) : f₁ =O[l] g :=
h.congr' hf.symm EventuallyEq.rfl
instance transEventuallyEqIsBigO :
@Trans (α → E) (α → E) (α → F) (· =ᶠ[l] ·) (· =O[l] ·) (· =O[l] ·) where
trans := Filter.EventuallyEq.trans_isBigO
@[trans]
theorem _root_.Filter.EventuallyEq.trans_isLittleO {f₁ f₂ : α → E} {g : α → F} (hf : f₁ =ᶠ[l] f₂)
(h : f₂ =o[l] g) : f₁ =o[l] g :=
h.congr' hf.symm EventuallyEq.rfl
instance transEventuallyEqIsLittleO :
@Trans (α → E) (α → E) (α → F) (· =ᶠ[l] ·) (· =o[l] ·) (· =o[l] ·) where
trans := Filter.EventuallyEq.trans_isLittleO
@[trans]
theorem IsBigO.trans_eventuallyEq {f : α → E} {g₁ g₂ : α → F} (h : f =O[l] g₁) (hg : g₁ =ᶠ[l] g₂) :
f =O[l] g₂ :=
h.congr' EventuallyEq.rfl hg
instance transIsBigOEventuallyEq :
@Trans (α → E) (α → F) (α → F) (· =O[l] ·) (· =ᶠ[l] ·) (· =O[l] ·) where
trans := IsBigO.trans_eventuallyEq
@[trans]
theorem IsLittleO.trans_eventuallyEq {f : α → E} {g₁ g₂ : α → F} (h : f =o[l] g₁)
(hg : g₁ =ᶠ[l] g₂) : f =o[l] g₂ :=
h.congr' EventuallyEq.rfl hg
instance transIsLittleOEventuallyEq :
@Trans (α → E) (α → F) (α → F) (· =o[l] ·) (· =ᶠ[l] ·) (· =o[l] ·) where
trans := IsLittleO.trans_eventuallyEq
end congr
/-! ### Filter operations and transitivity -/
theorem IsBigOWith.comp_tendsto (hcfg : IsBigOWith c l f g) {k : β → α} {l' : Filter β}
(hk : Tendsto k l' l) : IsBigOWith c l' (f ∘ k) (g ∘ k) :=
IsBigOWith.of_bound <| hk hcfg.bound
theorem IsBigO.comp_tendsto (hfg : f =O[l] g) {k : β → α} {l' : Filter β} (hk : Tendsto k l' l) :
(f ∘ k) =O[l'] (g ∘ k) :=
isBigO_iff_isBigOWith.2 <| hfg.isBigOWith.imp fun _c h => h.comp_tendsto hk
lemma IsBigO.comp_neg_int {f : ℤ → E} {g : ℤ → F} (hf : f =O[cofinite] g) :
(fun n => f (-n)) =O[cofinite] fun n => g (-n) := by
rw [← Equiv.neg_apply]
exact hf.comp_tendsto (Equiv.neg ℤ).injective.tendsto_cofinite
theorem IsLittleO.comp_tendsto (hfg : f =o[l] g) {k : β → α} {l' : Filter β} (hk : Tendsto k l' l) :
(f ∘ k) =o[l'] (g ∘ k) :=
IsLittleO.of_isBigOWith fun _c cpos => (hfg.forall_isBigOWith cpos).comp_tendsto hk
@[simp]
theorem isBigOWith_map {k : β → α} {l : Filter β} :
IsBigOWith c (map k l) f g ↔ IsBigOWith c l (f ∘ k) (g ∘ k) := by
simp only [IsBigOWith_def]
exact eventually_map
@[simp]
theorem isBigO_map {k : β → α} {l : Filter β} : f =O[map k l] g ↔ (f ∘ k) =O[l] (g ∘ k) := by
simp only [IsBigO_def, isBigOWith_map]
@[simp]
theorem isLittleO_map {k : β → α} {l : Filter β} : f =o[map k l] g ↔ (f ∘ k) =o[l] (g ∘ k) := by
simp only [IsLittleO_def, isBigOWith_map]
theorem IsBigOWith.mono (h : IsBigOWith c l' f g) (hl : l ≤ l') : IsBigOWith c l f g :=
IsBigOWith.of_bound <| hl h.bound
theorem IsBigO.mono (h : f =O[l'] g) (hl : l ≤ l') : f =O[l] g :=
isBigO_iff_isBigOWith.2 <| h.isBigOWith.imp fun _c h => h.mono hl
theorem IsLittleO.mono (h : f =o[l'] g) (hl : l ≤ l') : f =o[l] g :=
IsLittleO.of_isBigOWith fun _c cpos => (h.forall_isBigOWith cpos).mono hl
theorem IsBigOWith.trans (hfg : IsBigOWith c l f g) (hgk : IsBigOWith c' l g k) (hc : 0 ≤ c) :
IsBigOWith (c * c') l f k := by
simp only [IsBigOWith_def] at *
filter_upwards [hfg, hgk] with x hx hx'
calc
‖f x‖ ≤ c * ‖g x‖ := hx
_ ≤ c * (c' * ‖k x‖) := by gcongr
_ = c * c' * ‖k x‖ := (mul_assoc _ _ _).symm
@[trans]
theorem IsBigO.trans {f : α → E} {g : α → F'} {k : α → G} (hfg : f =O[l] g) (hgk : g =O[l] k) :
f =O[l] k :=
let ⟨_c, cnonneg, hc⟩ := hfg.exists_nonneg
let ⟨_c', hc'⟩ := hgk.isBigOWith
(hc.trans hc' cnonneg).isBigO
instance transIsBigOIsBigO :
@Trans (α → E) (α → F') (α → G) (· =O[l] ·) (· =O[l] ·) (· =O[l] ·) where
trans := IsBigO.trans
theorem IsLittleO.trans_isBigOWith (hfg : f =o[l] g) (hgk : IsBigOWith c l g k) (hc : 0 < c) :
f =o[l] k := by
simp only [IsLittleO_def] at *
intro c' c'pos
have : 0 < c' / c := div_pos c'pos hc
exact ((hfg this).trans hgk this.le).congr_const (div_mul_cancel₀ _ hc.ne')
@[trans]
theorem IsLittleO.trans_isBigO {f : α → E} {g : α → F} {k : α → G'} (hfg : f =o[l] g)
(hgk : g =O[l] k) : f =o[l] k :=
let ⟨_c, cpos, hc⟩ := hgk.exists_pos
hfg.trans_isBigOWith hc cpos
instance transIsLittleOIsBigO :
@Trans (α → E) (α → F) (α → G') (· =o[l] ·) (· =O[l] ·) (· =o[l] ·) where
trans := IsLittleO.trans_isBigO
theorem IsBigOWith.trans_isLittleO (hfg : IsBigOWith c l f g) (hgk : g =o[l] k) (hc : 0 < c) :
f =o[l] k := by
simp only [IsLittleO_def] at *
intro c' c'pos
have : 0 < c' / c := div_pos c'pos hc
exact (hfg.trans (hgk this) hc.le).congr_const (mul_div_cancel₀ _ hc.ne')
@[trans]
theorem IsBigO.trans_isLittleO {f : α → E} {g : α → F'} {k : α → G} (hfg : f =O[l] g)
(hgk : g =o[l] k) : f =o[l] k :=
let ⟨_c, cpos, hc⟩ := hfg.exists_pos
hc.trans_isLittleO hgk cpos
instance transIsBigOIsLittleO :
@Trans (α → E) (α → F') (α → G) (· =O[l] ·) (· =o[l] ·) (· =o[l] ·) where
trans := IsBigO.trans_isLittleO
@[trans]
theorem IsLittleO.trans {f : α → E} {g : α → F} {k : α → G} (hfg : f =o[l] g) (hgk : g =o[l] k) :
f =o[l] k :=
hfg.trans_isBigOWith hgk.isBigOWith one_pos
instance transIsLittleOIsLittleO :
@Trans (α → E) (α → F) (α → G) (· =o[l] ·) (· =o[l] ·) (· =o[l] ·) where
trans := IsLittleO.trans
theorem _root_.Filter.Eventually.trans_isBigO {f : α → E} {g : α → F'} {k : α → G}
(hfg : ∀ᶠ x in l, ‖f x‖ ≤ ‖g x‖) (hgk : g =O[l] k) : f =O[l] k :=
(IsBigO.of_bound' hfg).trans hgk
/-- See also `Asymptotics.IsBigO.of_norm_eventuallyLE`, which is the same lemma
stated using `Filter.EventuallyLE` instead of `Filter.Eventually`. -/
theorem _root_.Filter.Eventually.isBigO {f : α → E} {g : α → ℝ} {l : Filter α}
(hfg : ∀ᶠ x in l, ‖f x‖ ≤ g x) : f =O[l] g :=
.of_norm_eventuallyLE hfg
section
variable (l)
theorem isBigOWith_of_le' (hfg : ∀ x, ‖f x‖ ≤ c * ‖g x‖) : IsBigOWith c l f g :=
IsBigOWith.of_bound <| univ_mem' hfg
theorem isBigOWith_of_le (hfg : ∀ x, ‖f x‖ ≤ ‖g x‖) : IsBigOWith 1 l f g :=
isBigOWith_of_le' l fun x => by
rw [one_mul]
exact hfg x
theorem isBigO_of_le' (hfg : ∀ x, ‖f x‖ ≤ c * ‖g x‖) : f =O[l] g :=
(isBigOWith_of_le' l hfg).isBigO
theorem isBigO_of_le (hfg : ∀ x, ‖f x‖ ≤ ‖g x‖) : f =O[l] g :=
(isBigOWith_of_le l hfg).isBigO
end
theorem isBigOWith_refl (f : α → E) (l : Filter α) : IsBigOWith 1 l f f :=
isBigOWith_of_le l fun _ => le_rfl
theorem isBigO_refl (f : α → E) (l : Filter α) : f =O[l] f :=
(isBigOWith_refl f l).isBigO
theorem _root_.Filter.EventuallyEq.isBigO {f₁ f₂ : α → E} (hf : f₁ =ᶠ[l] f₂) : f₁ =O[l] f₂ :=
hf.trans_isBigO (isBigO_refl _ _)
theorem IsBigOWith.trans_le (hfg : IsBigOWith c l f g) (hgk : ∀ x, ‖g x‖ ≤ ‖k x‖) (hc : 0 ≤ c) :
IsBigOWith c l f k :=
(hfg.trans (isBigOWith_of_le l hgk) hc).congr_const <| mul_one c
theorem IsBigO.trans_le (hfg : f =O[l] g') (hgk : ∀ x, ‖g' x‖ ≤ ‖k x‖) : f =O[l] k :=
hfg.trans (isBigO_of_le l hgk)
theorem IsLittleO.trans_le (hfg : f =o[l] g) (hgk : ∀ x, ‖g x‖ ≤ ‖k x‖) : f =o[l] k :=
hfg.trans_isBigOWith (isBigOWith_of_le _ hgk) zero_lt_one
theorem isLittleO_irrefl' (h : ∃ᶠ x in l, ‖f' x‖ ≠ 0) : ¬f' =o[l] f' := by
intro ho
rcases ((ho.bound one_half_pos).and_frequently h).exists with ⟨x, hle, hne⟩
rw [one_div, ← div_eq_inv_mul] at hle
exact (half_lt_self (lt_of_le_of_ne (norm_nonneg _) hne.symm)).not_ge hle
theorem isLittleO_irrefl (h : ∃ᶠ x in l, f'' x ≠ 0) : ¬f'' =o[l] f'' :=
isLittleO_irrefl' <| h.mono fun _x => norm_ne_zero_iff.mpr
theorem IsBigO.not_isLittleO (h : f'' =O[l] g') (hf : ∃ᶠ x in l, f'' x ≠ 0) :
¬g' =o[l] f'' := fun h' =>
isLittleO_irrefl hf (h.trans_isLittleO h')
theorem IsLittleO.not_isBigO (h : f'' =o[l] g') (hf : ∃ᶠ x in l, f'' x ≠ 0) :
¬g' =O[l] f'' := fun h' =>
isLittleO_irrefl hf (h.trans_isBigO h')
section Bot
variable (c f g)
@[simp]
theorem isBigOWith_bot : IsBigOWith c ⊥ f g :=
IsBigOWith.of_bound <| trivial
@[simp]
theorem isBigO_bot : f =O[⊥] g :=
(isBigOWith_bot 1 f g).isBigO
@[simp]
theorem isLittleO_bot : f =o[⊥] g :=
IsLittleO.of_isBigOWith fun c _ => isBigOWith_bot c f g
end Bot
@[simp]
theorem isBigOWith_pure {x} : IsBigOWith c (pure x) f g ↔ ‖f x‖ ≤ c * ‖g x‖ :=
isBigOWith_iff
theorem IsBigOWith.sup (h : IsBigOWith c l f g) (h' : IsBigOWith c l' f g) :
IsBigOWith c (l ⊔ l') f g :=
IsBigOWith.of_bound <| mem_sup.2 ⟨h.bound, h'.bound⟩
theorem IsBigOWith.sup' (h : IsBigOWith c l f g') (h' : IsBigOWith c' l' f g') :
IsBigOWith (max c c') (l ⊔ l') f g' :=
IsBigOWith.of_bound <|
mem_sup.2 ⟨(h.weaken <| le_max_left c c').bound, (h'.weaken <| le_max_right c c').bound⟩
theorem IsBigO.sup (h : f =O[l] g') (h' : f =O[l'] g') : f =O[l ⊔ l'] g' :=
let ⟨_c, hc⟩ := h.isBigOWith
let ⟨_c', hc'⟩ := h'.isBigOWith
(hc.sup' hc').isBigO
theorem IsLittleO.sup (h : f =o[l] g) (h' : f =o[l'] g) : f =o[l ⊔ l'] g :=
IsLittleO.of_isBigOWith fun _c cpos => (h.forall_isBigOWith cpos).sup (h'.forall_isBigOWith cpos)
@[simp]
theorem isBigO_sup : f =O[l ⊔ l'] g' ↔ f =O[l] g' ∧ f =O[l'] g' :=
⟨fun h => ⟨h.mono le_sup_left, h.mono le_sup_right⟩, fun h => h.1.sup h.2⟩
@[simp]
theorem isLittleO_sup : f =o[l ⊔ l'] g ↔ f =o[l] g ∧ f =o[l'] g :=
⟨fun h => ⟨h.mono le_sup_left, h.mono le_sup_right⟩, fun h => h.1.sup h.2⟩
theorem isBigOWith_insert [TopologicalSpace α] {x : α} {s : Set α} {C : ℝ} {g : α → E} {g' : α → F}
(h : ‖g x‖ ≤ C * ‖g' x‖) : IsBigOWith C (𝓝[insert x s] x) g g' ↔
IsBigOWith C (𝓝[s] x) g g' := by
simp_rw [IsBigOWith_def, nhdsWithin_insert, eventually_sup, eventually_pure, h, true_and]
protected theorem IsBigOWith.insert [TopologicalSpace α] {x : α} {s : Set α} {C : ℝ} {g : α → E}
{g' : α → F} (h1 : IsBigOWith C (𝓝[s] x) g g') (h2 : ‖g x‖ ≤ C * ‖g' x‖) :
IsBigOWith C (𝓝[insert x s] x) g g' :=
(isBigOWith_insert h2).mpr h1
theorem isLittleO_insert [TopologicalSpace α] {x : α} {s : Set α} {g : α → E'} {g' : α → F'}
(h : g x = 0) : g =o[𝓝[insert x s] x] g' ↔ g =o[𝓝[s] x] g' := by
simp_rw [IsLittleO_def]
refine forall_congr' fun c => forall_congr' fun hc => ?_
rw [isBigOWith_insert]
rw [h, norm_zero]
positivity
protected theorem IsLittleO.insert [TopologicalSpace α] {x : α} {s : Set α} {g : α → E'}
{g' : α → F'} (h1 : g =o[𝓝[s] x] g') (h2 : g x = 0) : g =o[𝓝[insert x s] x] g' :=
(isLittleO_insert h2).mpr h1
/-! ### Simplification: norm, abs -/
section NormAbs
variable {u v : α → ℝ}
@[simp]
theorem isBigOWith_norm_right : (IsBigOWith c l f fun x => ‖g' x‖) ↔ IsBigOWith c l f g' := by
simp only [IsBigOWith_def, norm_norm]
@[simp]
theorem isBigOWith_abs_right : (IsBigOWith c l f fun x => |u x|) ↔ IsBigOWith c l f u :=
@isBigOWith_norm_right _ _ _ _ _ _ f u l
alias ⟨IsBigOWith.of_norm_right, IsBigOWith.norm_right⟩ := isBigOWith_norm_right
alias ⟨IsBigOWith.of_abs_right, IsBigOWith.abs_right⟩ := isBigOWith_abs_right
@[simp]
theorem isBigO_norm_right : (f =O[l] fun x => ‖g' x‖) ↔ f =O[l] g' := by
simp only [IsBigO_def]
exact exists_congr fun _ => isBigOWith_norm_right
@[simp]
theorem isBigO_abs_right : (f =O[l] fun x => |u x|) ↔ f =O[l] u :=
@isBigO_norm_right _ _ ℝ _ _ _ _ _
alias ⟨IsBigO.of_norm_right, IsBigO.norm_right⟩ := isBigO_norm_right
alias ⟨IsBigO.of_abs_right, IsBigO.abs_right⟩ := isBigO_abs_right
@[simp]
theorem isLittleO_norm_right : (f =o[l] fun x => ‖g' x‖) ↔ f =o[l] g' := by
simp only [IsLittleO_def]
exact forall₂_congr fun _ _ => isBigOWith_norm_right
@[simp]
theorem isLittleO_abs_right : (f =o[l] fun x => |u x|) ↔ f =o[l] u :=
@isLittleO_norm_right _ _ ℝ _ _ _ _ _
alias ⟨IsLittleO.of_norm_right, IsLittleO.norm_right⟩ := isLittleO_norm_right
alias ⟨IsLittleO.of_abs_right, IsLittleO.abs_right⟩ := isLittleO_abs_right
@[simp]
theorem isBigOWith_norm_left : IsBigOWith c l (fun x => ‖f' x‖) g ↔ IsBigOWith c l f' g := by
simp only [IsBigOWith_def, norm_norm]
@[simp]
theorem isBigOWith_abs_left : IsBigOWith c l (fun x => |u x|) g ↔ IsBigOWith c l u g :=
@isBigOWith_norm_left _ _ _ _ _ _ g u l
alias ⟨IsBigOWith.of_norm_left, IsBigOWith.norm_left⟩ := isBigOWith_norm_left
alias ⟨IsBigOWith.of_abs_left, IsBigOWith.abs_left⟩ := isBigOWith_abs_left
@[simp]
theorem isBigO_norm_left : (fun x => ‖f' x‖) =O[l] g ↔ f' =O[l] g := by
simp only [IsBigO_def]
exact exists_congr fun _ => isBigOWith_norm_left
@[simp]
theorem isBigO_abs_left : (fun x => |u x|) =O[l] g ↔ u =O[l] g :=
@isBigO_norm_left _ _ _ _ _ g u l
alias ⟨IsBigO.of_norm_left, IsBigO.norm_left⟩ := isBigO_norm_left
alias ⟨IsBigO.of_abs_left, IsBigO.abs_left⟩ := isBigO_abs_left
@[simp]
theorem isLittleO_norm_left : (fun x => ‖f' x‖) =o[l] g ↔ f' =o[l] g := by
simp only [IsLittleO_def]
exact forall₂_congr fun _ _ => isBigOWith_norm_left
@[simp]
theorem isLittleO_abs_left : (fun x => |u x|) =o[l] g ↔ u =o[l] g :=
@isLittleO_norm_left _ _ _ _ _ g u l
alias ⟨IsLittleO.of_norm_left, IsLittleO.norm_left⟩ := isLittleO_norm_left
alias ⟨IsLittleO.of_abs_left, IsLittleO.abs_left⟩ := isLittleO_abs_left
theorem isBigOWith_norm_norm :
(IsBigOWith c l (fun x => ‖f' x‖) fun x => ‖g' x‖) ↔ IsBigOWith c l f' g' :=
isBigOWith_norm_left.trans isBigOWith_norm_right
theorem isBigOWith_abs_abs :
(IsBigOWith c l (fun x => |u x|) fun x => |v x|) ↔ IsBigOWith c l u v :=
isBigOWith_abs_left.trans isBigOWith_abs_right
alias ⟨IsBigOWith.of_norm_norm, IsBigOWith.norm_norm⟩ := isBigOWith_norm_norm
alias ⟨IsBigOWith.of_abs_abs, IsBigOWith.abs_abs⟩ := isBigOWith_abs_abs
theorem isBigO_norm_norm : ((fun x => ‖f' x‖) =O[l] fun x => ‖g' x‖) ↔ f' =O[l] g' :=
isBigO_norm_left.trans isBigO_norm_right
theorem isBigO_abs_abs : ((fun x => |u x|) =O[l] fun x => |v x|) ↔ u =O[l] v :=
isBigO_abs_left.trans isBigO_abs_right
alias ⟨IsBigO.of_norm_norm, IsBigO.norm_norm⟩ := isBigO_norm_norm
alias ⟨IsBigO.of_abs_abs, IsBigO.abs_abs⟩ := isBigO_abs_abs
theorem isLittleO_norm_norm : ((fun x => ‖f' x‖) =o[l] fun x => ‖g' x‖) ↔ f' =o[l] g' :=
isLittleO_norm_left.trans isLittleO_norm_right
theorem isLittleO_abs_abs : ((fun x => |u x|) =o[l] fun x => |v x|) ↔ u =o[l] v :=
isLittleO_abs_left.trans isLittleO_abs_right
alias ⟨IsLittleO.of_norm_norm, IsLittleO.norm_norm⟩ := isLittleO_norm_norm
alias ⟨IsLittleO.of_abs_abs, IsLittleO.abs_abs⟩ := isLittleO_abs_abs
end NormAbs
/-! ### Simplification: negate -/
@[simp]
theorem isBigOWith_neg_right : (IsBigOWith c l f fun x => -g' x) ↔ IsBigOWith c l f g' := by
simp only [IsBigOWith_def, norm_neg]
alias ⟨IsBigOWith.of_neg_right, IsBigOWith.neg_right⟩ := isBigOWith_neg_right
@[simp]
theorem isBigO_neg_right : (f =O[l] fun x => -g' x) ↔ f =O[l] g' := by
simp only [IsBigO_def]
exact exists_congr fun _ => isBigOWith_neg_right
alias ⟨IsBigO.of_neg_right, IsBigO.neg_right⟩ := isBigO_neg_right
@[simp]
theorem isLittleO_neg_right : (f =o[l] fun x => -g' x) ↔ f =o[l] g' := by
simp only [IsLittleO_def]
exact forall₂_congr fun _ _ => isBigOWith_neg_right
alias ⟨IsLittleO.of_neg_right, IsLittleO.neg_right⟩ := isLittleO_neg_right
@[simp]
theorem isBigOWith_neg_left : IsBigOWith c l (fun x => -f' x) g ↔ IsBigOWith c l f' g := by
simp only [IsBigOWith_def, norm_neg]
alias ⟨IsBigOWith.of_neg_left, IsBigOWith.neg_left⟩ := isBigOWith_neg_left
@[simp]
theorem isBigO_neg_left : (fun x => -f' x) =O[l] g ↔ f' =O[l] g := by
simp only [IsBigO_def]
exact exists_congr fun _ => isBigOWith_neg_left
alias ⟨IsBigO.of_neg_left, IsBigO.neg_left⟩ := isBigO_neg_left
@[simp]
theorem isLittleO_neg_left : (fun x => -f' x) =o[l] g ↔ f' =o[l] g := by
simp only [IsLittleO_def]
exact forall₂_congr fun _ _ => isBigOWith_neg_left
alias ⟨IsLittleO.of_neg_left, IsLittleO.neg_left⟩ := isLittleO_neg_left
/-! ### Product of functions (right) -/
theorem isBigOWith_fst_prod : IsBigOWith 1 l f' fun x => (f' x, g' x) :=
isBigOWith_of_le l fun _x => le_max_left _ _
theorem isBigOWith_snd_prod : IsBigOWith 1 l g' fun x => (f' x, g' x) :=
isBigOWith_of_le l fun _x => le_max_right _ _
theorem isBigO_fst_prod : f' =O[l] fun x => (f' x, g' x) :=
isBigOWith_fst_prod.isBigO
theorem isBigO_snd_prod : g' =O[l] fun x => (f' x, g' x) :=
isBigOWith_snd_prod.isBigO
theorem isBigO_fst_prod' {f' : α → E' × F'} : (fun x => (f' x).1) =O[l] f' := by
simpa [IsBigO_def, IsBigOWith_def] using isBigO_fst_prod (E' := E') (F' := F')
theorem isBigO_snd_prod' {f' : α → E' × F'} : (fun x => (f' x).2) =O[l] f' := by
simpa [IsBigO_def, IsBigOWith_def] using isBigO_snd_prod (E' := E') (F' := F')
section
variable (f' k')
theorem IsBigOWith.prod_rightl (h : IsBigOWith c l f g') (hc : 0 ≤ c) :
IsBigOWith c l f fun x => (g' x, k' x) :=
(h.trans isBigOWith_fst_prod hc).congr_const (mul_one c)
theorem IsBigO.prod_rightl (h : f =O[l] g') : f =O[l] fun x => (g' x, k' x) :=
let ⟨_c, cnonneg, hc⟩ := h.exists_nonneg
(hc.prod_rightl k' cnonneg).isBigO
theorem IsLittleO.prod_rightl (h : f =o[l] g') : f =o[l] fun x => (g' x, k' x) :=
IsLittleO.of_isBigOWith fun _c cpos => (h.forall_isBigOWith cpos).prod_rightl k' cpos.le
theorem IsBigOWith.prod_rightr (h : IsBigOWith c l f g') (hc : 0 ≤ c) :
IsBigOWith c l f fun x => (f' x, g' x) :=
(h.trans isBigOWith_snd_prod hc).congr_const (mul_one c)
theorem IsBigO.prod_rightr (h : f =O[l] g') : f =O[l] fun x => (f' x, g' x) :=
let ⟨_c, cnonneg, hc⟩ := h.exists_nonneg
(hc.prod_rightr f' cnonneg).isBigO
theorem IsLittleO.prod_rightr (h : f =o[l] g') : f =o[l] fun x => (f' x, g' x) :=
IsLittleO.of_isBigOWith fun _c cpos => (h.forall_isBigOWith cpos).prod_rightr f' cpos.le
end
section
variable {f : α × β → E} {g : α × β → F} {l' : Filter β}
protected theorem IsBigO.fiberwise_right :
f =O[l ×ˢ l'] g → ∀ᶠ a in l, (f ⟨a, ·⟩) =O[l'] (g ⟨a, ·⟩) := by
simp only [isBigO_iff, eventually_iff, mem_prod_iff]
rintro ⟨c, t₁, ht₁, t₂, ht₂, ht⟩
exact mem_of_superset ht₁ fun _ ha ↦ ⟨c, mem_of_superset ht₂ fun _ hb ↦ ht ⟨ha, hb⟩⟩
protected theorem IsBigO.fiberwise_left :
f =O[l ×ˢ l'] g → ∀ᶠ b in l', (f ⟨·, b⟩) =O[l] (g ⟨·, b⟩) := by
simp only [isBigO_iff, eventually_iff, mem_prod_iff]
rintro ⟨c, t₁, ht₁, t₂, ht₂, ht⟩
exact mem_of_superset ht₂ fun _ hb ↦ ⟨c, mem_of_superset ht₁ fun _ ha ↦ ht ⟨ha, hb⟩⟩
end
section
variable (l' : Filter β)
protected theorem IsBigO.comp_fst : f =O[l] g → (f ∘ Prod.fst) =O[l ×ˢ l'] (g ∘ Prod.fst) :=
fun h ↦ h.comp_tendsto Filter.tendsto_fst
protected theorem IsBigO.comp_snd : f =O[l] g → (f ∘ Prod.snd) =O[l' ×ˢ l] (g ∘ Prod.snd) :=
fun h ↦ h.comp_tendsto Filter.tendsto_snd
protected theorem IsLittleO.comp_fst : f =o[l] g → (f ∘ Prod.fst) =o[l ×ˢ l'] (g ∘ Prod.fst) :=
fun h ↦ h.comp_tendsto Filter.tendsto_fst
protected theorem IsLittleO.comp_snd : f =o[l] g → (f ∘ Prod.snd) =o[l' ×ˢ l] (g ∘ Prod.snd) :=
fun h ↦ h.comp_tendsto Filter.tendsto_snd
end
theorem IsBigOWith.prod_left_same (hf : IsBigOWith c l f' k') (hg : IsBigOWith c l g' k') :
IsBigOWith c l (fun x => (f' x, g' x)) k' := by
rw [isBigOWith_iff] at *; filter_upwards [hf, hg] with x using max_le
theorem IsBigOWith.prod_left (hf : IsBigOWith c l f' k') (hg : IsBigOWith c' l g' k') :
IsBigOWith (max c c') l (fun x => (f' x, g' x)) k' :=
(hf.weaken <| le_max_left c c').prod_left_same (hg.weaken <| le_max_right c c')
theorem IsBigOWith.prod_left_fst (h : IsBigOWith c l (fun x => (f' x, g' x)) k') :
IsBigOWith c l f' k' :=
(isBigOWith_fst_prod.trans h zero_le_one).congr_const <| one_mul c
theorem IsBigOWith.prod_left_snd (h : IsBigOWith c l (fun x => (f' x, g' x)) k') :
IsBigOWith c l g' k' :=
(isBigOWith_snd_prod.trans h zero_le_one).congr_const <| one_mul c
theorem isBigOWith_prod_left :
IsBigOWith c l (fun x => (f' x, g' x)) k' ↔ IsBigOWith c l f' k' ∧ IsBigOWith c l g' k' :=
⟨fun h => ⟨h.prod_left_fst, h.prod_left_snd⟩, fun h => h.1.prod_left_same h.2⟩
theorem IsBigO.prod_left (hf : f' =O[l] k') (hg : g' =O[l] k') : (fun x => (f' x, g' x)) =O[l] k' :=
let ⟨_c, hf⟩ := hf.isBigOWith
let ⟨_c', hg⟩ := hg.isBigOWith
(hf.prod_left hg).isBigO
theorem IsBigO.prod_left_fst : (fun x => (f' x, g' x)) =O[l] k' → f' =O[l] k' :=
IsBigO.trans isBigO_fst_prod
theorem IsBigO.prod_left_snd : (fun x => (f' x, g' x)) =O[l] k' → g' =O[l] k' :=
IsBigO.trans isBigO_snd_prod
@[simp]
theorem isBigO_prod_left : (fun x => (f' x, g' x)) =O[l] k' ↔ f' =O[l] k' ∧ g' =O[l] k' :=
⟨fun h => ⟨h.prod_left_fst, h.prod_left_snd⟩, fun h => h.1.prod_left h.2⟩
theorem IsLittleO.prod_left (hf : f' =o[l] k') (hg : g' =o[l] k') :
(fun x => (f' x, g' x)) =o[l] k' :=
IsLittleO.of_isBigOWith fun _c hc =>
(hf.forall_isBigOWith hc).prod_left_same (hg.forall_isBigOWith hc)
theorem IsLittleO.prod_left_fst : (fun x => (f' x, g' x)) =o[l] k' → f' =o[l] k' :=
IsBigO.trans_isLittleO isBigO_fst_prod
theorem IsLittleO.prod_left_snd : (fun x => (f' x, g' x)) =o[l] k' → g' =o[l] k' :=
IsBigO.trans_isLittleO isBigO_snd_prod
@[simp]
theorem isLittleO_prod_left : (fun x => (f' x, g' x)) =o[l] k' ↔ f' =o[l] k' ∧ g' =o[l] k' :=
⟨fun h => ⟨h.prod_left_fst, h.prod_left_snd⟩, fun h => h.1.prod_left h.2⟩
theorem IsBigOWith.eq_zero_imp (h : IsBigOWith c l f'' g'') : ∀ᶠ x in l, g'' x = 0 → f'' x = 0 :=
Eventually.mono h.bound fun x hx hg => norm_le_zero_iff.1 <| by simpa [hg] using hx
theorem IsBigO.eq_zero_imp (h : f'' =O[l] g'') : ∀ᶠ x in l, g'' x = 0 → f'' x = 0 :=
let ⟨_C, hC⟩ := h.isBigOWith
hC.eq_zero_imp
/-! ### Addition and subtraction -/
section add_sub
variable {f₁ f₂ : α → E'} {g₁ g₂ : α → F'}
theorem IsBigOWith.add (h₁ : IsBigOWith c₁ l f₁ g) (h₂ : IsBigOWith c₂ l f₂ g) :
IsBigOWith (c₁ + c₂) l (fun x => f₁ x + f₂ x) g := by
rw [IsBigOWith_def] at *
filter_upwards [h₁, h₂] with x hx₁ hx₂ using
calc
‖f₁ x + f₂ x‖ ≤ c₁ * ‖g x‖ + c₂ * ‖g x‖ := norm_add_le_of_le hx₁ hx₂
_ = (c₁ + c₂) * ‖g x‖ := (add_mul _ _ _).symm
theorem IsBigO.add (h₁ : f₁ =O[l] g) (h₂ : f₂ =O[l] g) : (fun x => f₁ x + f₂ x) =O[l] g :=
let ⟨_c₁, hc₁⟩ := h₁.isBigOWith
let ⟨_c₂, hc₂⟩ := h₂.isBigOWith
(hc₁.add hc₂).isBigO
theorem IsLittleO.add (h₁ : f₁ =o[l] g) (h₂ : f₂ =o[l] g) : (fun x => f₁ x + f₂ x) =o[l] g :=
IsLittleO.of_isBigOWith fun c cpos =>
((h₁.forall_isBigOWith <| half_pos cpos).add (h₂.forall_isBigOWith <|
half_pos cpos)).congr_const (add_halves c)
theorem IsBigOWith.add_add {g₁ g₂ : α → ℝ} (h₁ : IsBigOWith c₁ l f₁ g₁)
(h₂ : IsBigOWith c₂ l f₂ g₂) :
IsBigOWith (max c₁ c₂) l (fun x ↦ f₁ x + f₂ x) (fun x ↦ ‖g₁ x‖ + ‖g₂ x‖) := by
rw [IsBigOWith_def] at *
filter_upwards [h₁, h₂] with x hx₁ hx₂