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/-
Copyright (c) 2018 Chris Hughes. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Chris Hughes, Abhimanyu Pallavi Sudhir, Jean Lo, Calle Sönne
-/
module
public import Mathlib.Analysis.SpecialFunctions.Exp
public import Mathlib.Data.Nat.Factorization.Defs
public import Mathlib.Analysis.Normed.Module.RCLike.Real
public import Mathlib.Data.Rat.Cast.CharZero
/-!
# Real logarithm
In this file we define `Real.log` to be the logarithm of a real number. As usual, we extend it from
its domain `(0, +∞)` to a globally defined function. We choose to do it so that `log 0 = 0` and
`log (-x) = log x`.
We prove some basic properties of this function and show that it is continuous.
## Tags
logarithm, continuity
-/
@[expose] public section
open Set Filter Function
open Topology
noncomputable section
namespace Real
variable {x y : ℝ}
/-- The real logarithm function, equal to the inverse of the exponential for `x > 0`,
to `log |x|` for `x < 0`, and to `0` for `0`. We use this unconventional extension to
`(-∞, 0]` as it gives the formula `log (x * y) = log x + log y` for all nonzero `x` and `y`, and
the derivative of `log` is `1/x` away from `0`. -/
@[pp_nodot]
noncomputable def log (x : ℝ) : ℝ :=
if hx : x = 0 then 0 else expOrderIso.symm ⟨|x|, abs_pos.2 hx⟩
theorem log_of_ne_zero (hx : x ≠ 0) : log x = expOrderIso.symm ⟨|x|, abs_pos.2 hx⟩ :=
dif_neg hx
theorem log_of_pos (hx : 0 < x) : log x = expOrderIso.symm ⟨x, hx⟩ := by
rw [log_of_ne_zero hx.ne']
congr
exact abs_of_pos hx
theorem exp_log_eq_abs (hx : x ≠ 0) : exp (log x) = |x| := by
rw [log_of_ne_zero hx, ← coe_expOrderIso_apply, OrderIso.apply_symm_apply, Subtype.coe_mk]
theorem exp_log (hx : 0 < x) : exp (log x) = x := by
rw [exp_log_eq_abs hx.ne']
exact abs_of_pos hx
theorem exp_log_of_neg (hx : x < 0) : exp (log x) = -x := by
rw [exp_log_eq_abs (ne_of_lt hx)]
exact abs_of_neg hx
theorem le_exp_log (x : ℝ) : x ≤ exp (log x) := by
by_cases h_zero : x = 0
· rw [h_zero, log, dif_pos rfl, exp_zero]
exact zero_le_one
· rw [exp_log_eq_abs h_zero]
exact le_abs_self _
@[simp, push]
theorem log_exp (x : ℝ) : log (exp x) = x :=
exp_injective <| exp_log (exp_pos x)
@[simp] theorem log_comp_exp : log ∘ exp = id := funext log_exp
theorem exp_one_mul_le_exp {x : ℝ} : exp 1 * x ≤ exp x := by
by_cases hx0 : x ≤ 0
· apply le_trans (mul_nonpos_of_nonneg_of_nonpos (exp_pos 1).le hx0) (exp_nonneg x)
· have h := add_one_le_exp (log x)
rwa [← exp_le_exp, exp_add, exp_log (lt_of_not_ge hx0), mul_comm] at h
theorem two_mul_le_exp {x : ℝ} : 2 * x ≤ exp x := by
by_cases hx0 : x < 0
· exact le_trans (mul_nonpos_of_nonneg_of_nonpos (by simp only [Nat.ofNat_nonneg]) hx0.le)
(exp_nonneg x)
· apply le_trans (mul_le_mul_of_nonneg_right _ (le_of_not_gt hx0)) exp_one_mul_le_exp
have := Real.add_one_le_exp 1
rwa [one_add_one_eq_two] at this
theorem surjOn_log : SurjOn log (Ioi 0) univ := fun x _ => ⟨exp x, exp_pos x, log_exp x⟩
theorem log_surjective : Surjective log := fun x => ⟨exp x, log_exp x⟩
@[simp]
theorem range_log : range log = univ :=
log_surjective.range_eq
@[simp, push]
theorem log_zero : log 0 = 0 :=
dif_pos rfl
@[simp, push]
theorem log_one : log 1 = 0 :=
exp_injective <| by rw [exp_log zero_lt_one, exp_zero]
/-- This holds true for all `x : ℝ` because of the junk values `0 / 0 = 0` and `log 0 = 0`. -/
@[simp] lemma log_div_self (x : ℝ) : log (x / x) = 0 := by
obtain rfl | hx := eq_or_ne x 0 <;> simp [*]
@[simp, push]
theorem log_abs (x : ℝ) : log |x| = log x := by
by_cases h : x = 0
· simp [h]
· rw [← exp_eq_exp, exp_log_eq_abs h, exp_log_eq_abs (abs_pos.2 h).ne', abs_abs]
@[simp, push]
theorem log_neg_eq_log (x : ℝ) : log (-x) = log x := by rw [← log_abs x, ← log_abs (-x), abs_neg]
theorem sinh_log {x : ℝ} (hx : 0 < x) : sinh (log x) = (x - x⁻¹) / 2 := by
rw [sinh_eq, exp_neg, exp_log hx]
theorem cosh_log {x : ℝ} (hx : 0 < x) : cosh (log x) = (x + x⁻¹) / 2 := by
rw [cosh_eq, exp_neg, exp_log hx]
theorem surjOn_log' : SurjOn log (Iio 0) univ := fun x _ =>
⟨-exp x, neg_lt_zero.2 <| exp_pos x, by rw [log_neg_eq_log, log_exp]⟩
@[push]
theorem log_mul (hx : x ≠ 0) (hy : y ≠ 0) : log (x * y) = log x + log y :=
exp_injective <| by
rw [exp_log_eq_abs (mul_ne_zero hx hy), exp_add, exp_log_eq_abs hx, exp_log_eq_abs hy, abs_mul]
@[push]
theorem log_div (hx : x ≠ 0) (hy : y ≠ 0) : log (x / y) = log x - log y :=
exp_injective <| by
rw [exp_log_eq_abs (div_ne_zero hx hy), exp_sub, exp_log_eq_abs hx, exp_log_eq_abs hy, abs_div]
@[simp, push]
theorem log_inv (x : ℝ) : log x⁻¹ = -log x := by
by_cases hx : x = 0; · simp [hx]
rw [← exp_eq_exp, exp_log_eq_abs (inv_ne_zero hx), exp_neg, exp_log_eq_abs hx, abs_inv]
theorem log_le_log_iff (h : 0 < x) (h₁ : 0 < y) : log x ≤ log y ↔ x ≤ y := by
rw [← exp_le_exp, exp_log h, exp_log h₁]
@[gcongr, bound]
lemma log_le_log (hx : 0 < x) (hxy : x ≤ y) : log x ≤ log y :=
(log_le_log_iff hx (hx.trans_le hxy)).2 hxy
@[gcongr, bound]
theorem log_lt_log (hx : 0 < x) (h : x < y) : log x < log y := by
rwa [← exp_lt_exp, exp_log hx, exp_log (lt_trans hx h)]
theorem log_lt_log_iff (hx : 0 < x) (hy : 0 < y) : log x < log y ↔ x < y := by
rw [← exp_lt_exp, exp_log hx, exp_log hy]
theorem log_le_iff_le_exp (hx : 0 < x) : log x ≤ y ↔ x ≤ exp y := by rw [← exp_le_exp, exp_log hx]
theorem log_lt_iff_lt_exp (hx : 0 < x) : log x < y ↔ x < exp y := by rw [← exp_lt_exp, exp_log hx]
theorem le_log_iff_exp_le (hy : 0 < y) : x ≤ log y ↔ exp x ≤ y := by rw [← exp_le_exp, exp_log hy]
theorem lt_log_iff_exp_lt (hy : 0 < y) : x < log y ↔ exp x < y := by rw [← exp_lt_exp, exp_log hy]
/-- One direction of `Real.log_le_iff_le_exp` without positivity assumption. -/
lemma le_exp_of_log_le (h : log x ≤ y) : x ≤ exp y := by
rcases le_or_gt x 0 with hx | hx
· exact hx.trans <| exp_nonneg y
· exact (log_le_iff_le_exp hx).mp h
/-- One direction of `Real.log_lt_iff_lt_exp` without positivity assumption. -/
lemma lt_exp_of_log_lt (h : log x < y) : x < exp y := by
rcases le_or_gt x 0 with hx | hx
· exact hx.trans_lt <| exp_pos y
· exact (log_lt_iff_lt_exp hx).mp h
theorem log_pos_iff (hx : 0 ≤ x) : 0 < log x ↔ 1 < x := by
rcases hx.eq_or_lt with (rfl | hx)
· simp [zero_le_one]
rw [← log_one]
exact log_lt_log_iff zero_lt_one hx
@[bound]
theorem log_pos (hx : 1 < x) : 0 < log x :=
(log_pos_iff (lt_trans zero_lt_one hx).le).2 hx
theorem log_pos_of_lt_neg_one (hx : x < -1) : 0 < log x := by
rw [← neg_neg x, log_neg_eq_log]
have : 1 < -x := by linarith
exact log_pos this
theorem log_neg_iff (h : 0 < x) : log x < 0 ↔ x < 1 := by
rw [← log_one]
exact log_lt_log_iff h zero_lt_one
@[bound]
theorem log_neg (h0 : 0 < x) (h1 : x < 1) : log x < 0 :=
(log_neg_iff h0).2 h1
theorem log_neg_of_lt_zero (h0 : x < 0) (h1 : -1 < x) : log x < 0 := by
rw [← neg_neg x, log_neg_eq_log]
have h0' : 0 < -x := by linarith
have h1' : -x < 1 := by linarith
exact log_neg h0' h1'
theorem log_nonneg_iff (hx : 0 < x) : 0 ≤ log x ↔ 1 ≤ x := by rw [← not_lt, log_neg_iff hx, not_lt]
@[bound]
theorem log_nonneg (hx : 1 ≤ x) : 0 ≤ log x :=
(log_nonneg_iff (zero_lt_one.trans_le hx)).2 hx
theorem log_nonpos_iff (hx : 0 ≤ x) : log x ≤ 0 ↔ x ≤ 1 := by
rcases hx.eq_or_lt with (rfl | hx)
· simp [zero_le_one]
rw [← not_lt, log_pos_iff hx.le, not_lt]
@[bound]
theorem log_nonpos (hx : 0 ≤ x) (h'x : x ≤ 1) : log x ≤ 0 :=
(log_nonpos_iff hx).2 h'x
theorem log_natCast_nonneg (n : ℕ) : 0 ≤ log n := by
if hn : n = 0 then
simp [hn]
else
have : (1 : ℝ) ≤ n := mod_cast Nat.one_le_of_lt <| Nat.pos_of_ne_zero hn
exact log_nonneg this
theorem log_neg_natCast_nonneg (n : ℕ) : 0 ≤ log (-n) := by
rw [← log_neg_eq_log, neg_neg]
exact log_natCast_nonneg _
theorem log_intCast_nonneg (n : ℤ) : 0 ≤ log n := by
cases lt_trichotomy 0 n with
| inl hn =>
have : (1 : ℝ) ≤ n := mod_cast hn
exact log_nonneg this
| inr hn =>
cases hn with
| inl hn => simp [hn.symm]
| inr hn =>
have : (1 : ℝ) ≤ -n := by rw [← neg_zero, ← lt_neg] at hn; exact mod_cast hn
rw [← log_neg_eq_log]
exact log_nonneg this
theorem strictMonoOn_log : StrictMonoOn log (Set.Ioi 0) := fun _ hx _ _ hxy => log_lt_log hx hxy
theorem strictAntiOn_log : StrictAntiOn log (Set.Iio 0) := by
rintro x (hx : x < 0) y (hy : y < 0) hxy
rw [← log_abs y, ← log_abs x]
refine log_lt_log (abs_pos.2 hy.ne) ?_
rwa [abs_of_neg hy, abs_of_neg hx, neg_lt_neg_iff]
theorem log_injOn_pos : Set.InjOn log (Set.Ioi 0) :=
strictMonoOn_log.injOn
theorem log_lt_sub_one_of_pos (hx1 : 0 < x) (hx2 : x ≠ 1) : log x < x - 1 := by
have h : log x ≠ 0 := by
rwa [← log_one, log_injOn_pos.ne_iff hx1]
exact mem_Ioi.mpr zero_lt_one
linarith [add_one_lt_exp h, exp_log hx1]
theorem eq_one_of_pos_of_log_eq_zero {x : ℝ} (h₁ : 0 < x) (h₂ : log x = 0) : x = 1 :=
log_injOn_pos (Set.mem_Ioi.2 h₁) (Set.mem_Ioi.2 zero_lt_one) (h₂.trans Real.log_one.symm)
theorem log_ne_zero_of_pos_of_ne_one {x : ℝ} (hx_pos : 0 < x) (hx : x ≠ 1) : log x ≠ 0 :=
mt (eq_one_of_pos_of_log_eq_zero hx_pos) hx
@[simp]
theorem log_eq_zero {x : ℝ} : log x = 0 ↔ x = 0 ∨ x = 1 ∨ x = -1 := by
constructor
· intro h
rcases lt_trichotomy x 0 with (x_lt_zero | rfl | x_gt_zero)
· refine Or.inr (Or.inr (neg_eq_iff_eq_neg.mp ?_))
rw [← log_neg_eq_log x] at h
exact eq_one_of_pos_of_log_eq_zero (neg_pos.mpr x_lt_zero) h
· exact Or.inl rfl
· exact Or.inr (Or.inl (eq_one_of_pos_of_log_eq_zero x_gt_zero h))
· rintro (rfl | rfl | rfl) <;> simp only [log_one, log_zero, log_neg_eq_log]
theorem log_ne_zero {x : ℝ} : log x ≠ 0 ↔ x ≠ 0 ∧ x ≠ 1 ∧ x ≠ -1 := by
simpa only [not_or] using log_eq_zero.not
@[simp, push]
theorem log_pow (x : ℝ) (n : ℕ) : log (x ^ n) = n * log x := by
induction n with
| zero => simp
| succ n ih =>
rcases eq_or_ne x 0 with (rfl | hx)
· simp
· rw [pow_succ, log_mul (pow_ne_zero _ hx) hx, ih, Nat.cast_succ, add_mul, one_mul]
@[simp, push]
theorem log_zpow (x : ℝ) (n : ℤ) : log (x ^ n) = n * log x := by
cases n
· rw [Int.ofNat_eq_natCast, zpow_natCast, log_pow, Int.cast_natCast]
· rw [zpow_negSucc, log_inv, log_pow, Int.cast_negSucc, Nat.cast_add_one, neg_mul_eq_neg_mul]
@[push]
theorem log_sqrt {x : ℝ} (hx : 0 ≤ x) : log (√x) = log x / 2 := by
rw [eq_div_iff, mul_comm, ← Nat.cast_two, ← log_pow, sq_sqrt hx]
exact two_ne_zero
theorem log_le_sub_one_of_pos {x : ℝ} (hx : 0 < x) : log x ≤ x - 1 := by
rw [le_sub_iff_add_le]
convert! add_one_le_exp (log x)
rw [exp_log hx]
lemma one_sub_inv_le_log_of_pos (hx : 0 < x) : 1 - x⁻¹ ≤ log x := by
simpa [add_comm] using log_le_sub_one_of_pos (inv_pos.2 hx)
/-- See `Real.log_le_sub_one_of_pos` for the stronger version when `x ≠ 0`. -/
lemma log_le_self (hx : 0 ≤ x) : log x ≤ x := by
obtain rfl | hx := hx.eq_or_lt
· simp
· exact (log_le_sub_one_of_pos hx).trans (by linarith)
/-- See `Real.one_sub_inv_le_log_of_pos` for the stronger version when `x ≠ 0`. -/
lemma neg_inv_le_log (hx : 0 ≤ x) : -x⁻¹ ≤ log x := by
rw [neg_le, ← log_inv]; exact log_le_self <| inv_nonneg.2 hx
/-- Bound for `|log x * x|` in the interval `(0, 1]`. -/
theorem abs_log_mul_self_lt (x : ℝ) (h1 : 0 < x) (h2 : x ≤ 1) : |log x * x| < 1 := by
have : 0 < 1 / x := by simpa only [one_div, inv_pos] using h1
replace := log_le_sub_one_of_pos this
replace : log (1 / x) < 1 / x := by linarith
rw [log_div one_ne_zero h1.ne', log_one, zero_sub, lt_div_iff₀ h1] at this
have aux : 0 ≤ -log x * x := by
refine mul_nonneg ?_ h1.le
rw [← log_inv]
apply log_nonneg
rw [← le_inv_comm₀ h1 zero_lt_one, inv_one]
exact h2
rw [← abs_of_nonneg aux, neg_mul, abs_neg] at this
exact this
lemma le_log_one_add_of_nonneg {x : ℝ} (hx : 0 ≤ x) : 2 * x / (x + 2) ≤ log (1 + x) := by
rw [le_log_iff_exp_le (by grind)]
convert exp_le_two_add_div_two_sub (x := 2 * x / (x + 2)) (by positivity) _ using 1
all_goals field_simp; grind
lemma lt_log_one_add_of_pos {x : ℝ} (hx : 0 < x) : 2 * x / (x + 2) < log (1 + x) := by
rw [lt_log_iff_exp_lt (by grind)]
convert exp_lt_two_add_div_two_sub (x := 2 * x / (x + 2)) (by positivity) _ using 1
all_goals field_simp; grind
/-- The real logarithm function tends to `+∞` at `+∞`. -/
theorem tendsto_log_atTop : Tendsto log atTop atTop :=
tendsto_comp_exp_atTop.1 <| by simpa only [log_exp] using tendsto_id
lemma tendsto_log_nhdsGT_zero : Tendsto log (𝓝[>] 0) atBot := by
simpa [← tendsto_comp_exp_atBot] using tendsto_id
theorem tendsto_log_nhdsNE_zero : Tendsto log (𝓝[≠] 0) atBot := by
simpa [comp_def] using tendsto_log_nhdsGT_zero.comp tendsto_abs_nhdsNE_zero
lemma tendsto_log_nhdsLT_zero : Tendsto log (𝓝[<] 0) atBot :=
tendsto_log_nhdsNE_zero.mono_left <| nhdsWithin_mono _ fun _ h ↦ ne_of_lt h
theorem continuousOn_log : ContinuousOn log {0}ᶜ := by
simp +unfoldPartialApp only [continuousOn_iff_continuous_restrict,
restrict]
conv in log _ => rw [log_of_ne_zero (show (x : ℝ) ≠ 0 from x.2)]
exact expOrderIso.symm.continuous.comp (continuous_subtype_val.norm.subtype_mk _)
/-- The real logarithm is continuous as a function from nonzero reals. -/
@[fun_prop]
theorem continuous_log : Continuous fun x : { x : ℝ // x ≠ 0 } => log x :=
continuousOn_iff_continuous_restrict.1 <| continuousOn_log.mono fun _ => id
/-- The real logarithm is continuous as a function from positive reals. -/
@[fun_prop]
theorem continuous_log' : Continuous fun x : { x : ℝ // 0 < x } => log x :=
continuousOn_iff_continuous_restrict.1 <| continuousOn_log.mono fun _ hx => ne_of_gt hx
theorem continuousAt_log (hx : x ≠ 0) : ContinuousAt log x :=
(continuousOn_log x hx).continuousAt <| isOpen_compl_singleton.mem_nhds hx
@[simp]
theorem continuousAt_log_iff : ContinuousAt log x ↔ x ≠ 0 := by
refine ⟨?_, continuousAt_log⟩
rintro h rfl
exact not_tendsto_nhds_of_tendsto_atBot tendsto_log_nhdsNE_zero _ <|
h.tendsto.mono_left nhdsWithin_le_nhds
open List in
lemma log_list_prod {l : List ℝ} (h : ∀ x ∈ l, x ≠ 0) :
log l.prod = (l.map (fun x ↦ log x)).sum := by
induction l with
| nil => simp
| cons a l ih =>
simp_all only [ne_eq, mem_cons, or_true, not_false_eq_true, forall_const, forall_eq_or_imp,
prod_cons, map_cons, sum_cons]
have : l.prod ≠ 0 := by grind [prod_ne_zero]
rw [log_mul h.1 this, add_right_inj, ih]
open Multiset in
lemma log_multiset_prod {s : Multiset ℝ} (h : ∀ x ∈ s, x ≠ 0) :
log s.prod = (s.map (fun x ↦ log x)).sum := by
rw [← prod_toList, log_list_prod (by simp_all), sum_map_toList]
open Finset in
@[push]
theorem log_prod {α : Type*} {s : Finset α} {f : α → ℝ} (hf : ∀ x ∈ s, f x ≠ 0) :
log (∏ i ∈ s, f i) = ∑ i ∈ s, log (f i) := by
rw [← prod_map_toList, log_list_prod (by simp_all)]
simp
@[push]
protected theorem _root_.Finsupp.log_prod {α β : Type*} [Zero β] (f : α →₀ β) (g : α → β → ℝ)
(hg : ∀ a, g a (f a) = 0 → f a = 0) : log (f.prod g) = f.sum fun a b ↦ log (g a b) :=
log_prod fun _x hx h₀ ↦ Finsupp.mem_support_iff.1 hx <| hg _ h₀
-- Note: This is wrong assuming only `f a ≠ 0` (as in `Real.log_prod`).
-- E.g., `f = (2, -1, -1, ...)` (with infinitely many `-1`s).
lemma log_finprod {α : Type*} {f : α → ℝ} (h : ∀ a, 0 < f a) :
log (∏ᶠ a, f a) = ∑ᶠ a, log (f a) := by
classical
have H : (fun i ↦ log (f i)).support = f.mulSupport := by
grind [mem_mulSupport, mem_support, log_eq_zero]
have H' : HasFiniteMulSupport f ↔ HasFiniteSupport fun a ↦ log (f a) := by
simp [HasFiniteMulSupport, HasFiniteSupport, H]
simp only [finprod_def, finsum_def]
by_cases h' : HasFiniteMulSupport f
· simp [h', log_prod (fun a _ ↦ (h a).ne'), H'.mp h', H]
· simp [h', mt H'.mpr h']
theorem log_nat_eq_sum_factorization (n : ℕ) :
log n = n.factorization.sum fun p t => t * log p := by
rcases eq_or_ne n 0 with (rfl | hn)
· simp -- relies on junk values of `log` and `Nat.factorization`
· simp only [← log_pow, ← Nat.cast_pow]
rw [← Finsupp.log_prod, ← Nat.cast_finsuppProd, Nat.prod_factorization_pow_eq_self hn]
intro p hp
rw [eq_zero_of_pow_eq_zero (Nat.cast_eq_zero.1 hp), Nat.factorization_zero_right]
theorem tendsto_pow_log_div_mul_add_atTop (a b : ℝ) (n : ℕ) (ha : a ≠ 0) :
Tendsto (fun x => log x ^ n / (a * x + b)) atTop (𝓝 0) :=
((tendsto_div_pow_mul_exp_add_atTop a b n ha.symm).comp tendsto_log_atTop).congr' <| by
filter_upwards [eventually_gt_atTop (0 : ℝ)] with x hx using by simp [exp_log hx]
theorem isLittleO_pow_log_id_atTop {n : ℕ} : (fun x => log x ^ n) =o[atTop] id := by
rw [Asymptotics.isLittleO_iff_tendsto']
· simpa using tendsto_pow_log_div_mul_add_atTop 1 0 n one_ne_zero
filter_upwards [eventually_ne_atTop (0 : ℝ)] with x h₁ h₂ using (h₁ h₂).elim
theorem isLittleO_log_id_atTop : log =o[atTop] id :=
isLittleO_pow_log_id_atTop.congr_left fun _ => pow_one _
theorem isLittleO_const_log_atTop {c : ℝ} : (fun _ => c) =o[atTop] log := by
refine Asymptotics.isLittleO_of_tendsto' ?_
<| Tendsto.div_atTop (a := c) (by simp) tendsto_log_atTop
filter_upwards [eventually_gt_atTop 1] with x hx
aesop (add safe forward log_pos)
/-- `Real.exp` as an `OpenPartialHomeomorph` with `source = univ` and `target = {z | 0 < z}`. -/
@[simps] noncomputable def expPartialHomeomorph : OpenPartialHomeomorph ℝ ℝ where
toFun := Real.exp
invFun := Real.log
source := univ
target := Ioi (0 : ℝ)
map_source' x _ := exp_pos x
map_target' _ _ := mem_univ _
left_inv' _ _ := by simp
right_inv' _ hx := exp_log hx
open_source := isOpen_univ
open_target := isOpen_Ioi
continuousOn_toFun := continuousOn_exp
continuousOn_invFun x hx := (continuousAt_log (ne_of_gt hx)).continuousWithinAt
end Real
namespace Nat.Prime
theorem log_pos {p : ℕ} (hp : p.Prime) : 0 < Real.log p :=
Real.log_pos <| mod_cast hp.one_lt
theorem log_ne_zero {p : ℕ} (hp : p.Prime) : Real.log p ≠ 0 := hp.log_pos.ne'
end Nat.Prime
section Continuity
open Real
variable {α : Type*}
theorem Filter.Tendsto.log {f : α → ℝ} {l : Filter α} {x : ℝ} (h : Tendsto f l (𝓝 x)) (hx : x ≠ 0) :
Tendsto (fun x => log (f x)) l (𝓝 (log x)) :=
(continuousAt_log hx).tendsto.comp h
variable [TopologicalSpace α] {f : α → ℝ} {s : Set α} {a : α}
@[fun_prop]
theorem Continuous.log (hf : Continuous f) (h₀ : ∀ x, f x ≠ 0) : Continuous fun x => log (f x) :=
continuousOn_log.comp_continuous hf h₀
@[fun_prop]
nonrec theorem ContinuousAt.log (hf : ContinuousAt f a) (h₀ : f a ≠ 0) :
ContinuousAt (fun x => log (f x)) a :=
hf.log h₀
nonrec theorem ContinuousWithinAt.log (hf : ContinuousWithinAt f s a) (h₀ : f a ≠ 0) :
ContinuousWithinAt (fun x => log (f x)) s a :=
hf.log h₀
@[fun_prop]
theorem ContinuousOn.log (hf : ContinuousOn f s) (h₀ : ∀ x ∈ s, f x ≠ 0) :
ContinuousOn (fun x => log (f x)) s := fun x hx => (hf x hx).log (h₀ x hx)
end Continuity
section TendstoCompAddSub
open Filter
namespace Real
theorem tendsto_log_comp_add_sub_log (y : ℝ) :
Tendsto (fun x : ℝ => log (x + y) - log x) atTop (𝓝 0) := by
have : Tendsto (fun x ↦ 1 + y / x) atTop (𝓝 (1 + 0)) :=
tendsto_const_nhds.add (tendsto_const_nhds.div_atTop tendsto_id)
rw [← comap_exp_nhds_exp, exp_zero, tendsto_comap_iff, ← add_zero (1 : ℝ)]
refine this.congr' ?_
filter_upwards [eventually_gt_atTop (0 : ℝ), eventually_gt_atTop (-y)] with x hx₀ hxy
rw [comp_apply, exp_sub, exp_log, exp_log, one_add_div] <;> linarith
theorem tendsto_log_nat_add_one_sub_log : Tendsto (fun k : ℕ => log (k + 1) - log k) atTop (𝓝 0) :=
(tendsto_log_comp_add_sub_log 1).comp tendsto_natCast_atTop_atTop
end Real
end TendstoCompAddSub
namespace Mathlib.Meta.Positivity
open Lean.Meta Qq
variable {e : ℝ} {d : ℕ}
lemma log_nonneg_of_isNat {n : ℕ} (h : NormNum.IsNat e n) : 0 ≤ Real.log (e : ℝ) := by
rw [NormNum.IsNat.to_eq h rfl]
exact Real.log_natCast_nonneg _
lemma log_pos_of_isNat {n : ℕ} (h : NormNum.IsNat e n) (w : Nat.blt 1 n = true) :
0 < Real.log (e : ℝ) := by
rw [NormNum.IsNat.to_eq h rfl]
apply Real.log_pos
simpa using w
lemma log_nonneg_of_isNegNat {n : ℕ} (h : NormNum.IsInt e (.negOfNat n)) :
0 ≤ Real.log (e : ℝ) := by
rw [NormNum.IsInt.neg_to_eq h rfl]
exact Real.log_neg_natCast_nonneg _
lemma log_pos_of_isNegNat {n : ℕ} (h : NormNum.IsInt e (.negOfNat n)) (w : Nat.blt 1 n = true) :
0 < Real.log (e : ℝ) := by
rw [NormNum.IsInt.neg_to_eq h rfl]
rw [Real.log_neg_eq_log]
apply Real.log_pos
simpa using w
lemma log_pos_of_isNNRat {n : ℕ} :
(NormNum.IsNNRat e n d) → (decide ((1 : ℚ) < n / d)) → (0 < Real.log (e : ℝ))
| ⟨inv, eq⟩, h => by
rw [eq, invOf_eq_inv, ← div_eq_mul_inv]
have : 1 < (n : ℝ) / d := by
simpa using (Rat.cast_lt (K := ℝ)).2 (of_decide_eq_true h)
exact Real.log_pos this
lemma log_pos_of_isRat_neg {n : ℤ} :
(NormNum.IsRat e n d) → (decide (n / d < (-1 : ℚ))) → (0 < Real.log (e : ℝ))
| ⟨inv, eq⟩, h => by
rw [eq, invOf_eq_inv, ← div_eq_mul_inv]
have : (n : ℝ) / d < -1 := by exact_mod_cast of_decide_eq_true h
exact Real.log_pos_of_lt_neg_one this
lemma log_nz_of_isNNRat {n : ℕ} : (NormNum.IsNNRat e n d) → (decide ((0 : ℚ) < n / d))
→ (decide (n / d < (1 : ℚ))) → (Real.log (e : ℝ) ≠ 0)
| ⟨inv, eq⟩, h₁, h₂ => by
rw [eq, invOf_eq_inv, ← div_eq_mul_inv]
have h₁' : 0 < (n : ℝ) / d := by
simpa using (Rat.cast_pos (K := ℝ)).2 (of_decide_eq_true h₁)
have h₂' : (n : ℝ) / d < 1 := by
simpa using (Rat.cast_lt (K := ℝ)).2 (of_decide_eq_true h₂)
exact ne_of_lt <| Real.log_neg h₁' h₂'
lemma log_nz_of_isRat_neg {n : ℤ} : (NormNum.IsRat e n d) → (decide (n / d < (0 : ℚ)))
→ (decide ((-1 : ℚ) < n / d)) → (Real.log (e : ℝ) ≠ 0)
| ⟨inv, eq⟩, h₁, h₂ => by
rw [eq, invOf_eq_inv, ← div_eq_mul_inv]
have h₁' : (n : ℝ) / d < 0 := by exact_mod_cast of_decide_eq_true h₁
have h₂' : -1 < (n : ℝ) / d := by exact_mod_cast of_decide_eq_true h₂
exact ne_of_lt <| Real.log_neg_of_lt_zero h₁' h₂'
/-- Extension for the `positivity` tactic: `Real.log` of a natural number is always nonnegative. -/
@[positivity Real.log (Nat.cast _)]
meta def evalLogNatCast : PositivityExt where eval {u α} _zα _pα e := do
match u, α, e with
| 0, ~q(ℝ), ~q(Real.log (Nat.cast $a)) =>
assertInstancesCommute
pure (.nonnegative q(Real.log_natCast_nonneg $a))
| _, _, _ => throwError "not Real.log"
/-- Extension for the `positivity` tactic: `Real.log` of an integer is always nonnegative. -/
@[positivity Real.log (Int.cast _)]
meta def evalLogIntCast : PositivityExt where eval {u α} _zα _pα e := do
match u, α, e with
| 0, ~q(ℝ), ~q(Real.log (Int.cast $a)) =>
assertInstancesCommute
pure (.nonnegative q(Real.log_intCast_nonneg $a))
| _, _, _ => throwError "not Real.log"
/-- Extension for the `positivity` tactic: `Real.log` of a numeric literal. -/
@[positivity Real.log _]
meta def evalLogNatLit : PositivityExt where eval {u α} _ _ e := do
match u, α, e with
| 0, ~q(ℝ), ~q(Real.log $a) =>
match ← NormNum.derive a with
| .isNat (_ : Q(AddMonoidWithOne ℝ)) lit p =>
assumeInstancesCommute
have p : Q(NormNum.IsNat $a $lit) := p
if 1 < lit.natLit! then
let p' : Q(Nat.blt 1 $lit = true) := (q(Eq.refl true) : Lean.Expr)
pure (.positive q(log_pos_of_isNat $p $p'))
else
pure (.nonnegative q(log_nonneg_of_isNat $p))
| .isNegNat _ lit p =>
assumeInstancesCommute
have p : Q(NormNum.IsInt $a (Int.negOfNat $lit)) := p
if 1 < lit.natLit! then
let p' : Q(Nat.blt 1 $lit = true) := (q(Eq.refl true) : Lean.Expr)
pure (.positive q(log_pos_of_isNegNat $p $p'))
else
pure (.nonnegative q(log_nonneg_of_isNegNat $p))
| .isNNRat _ q n d p =>
assumeInstancesCommute
if q < 1 then
let w₁ : Q(decide ((0 : ℚ) < $n / $d) = true) := (q(Eq.refl true) : Lean.Expr)
let w₂ : Q(decide ($n / $d < (1 : ℚ)) = true) := (q(Eq.refl true) : Lean.Expr)
pure (.nonzero q(log_nz_of_isNNRat $p $w₁ $w₂))
else if 1 < q then
let w : Q(decide ((1 : ℚ) < $n / $d) = true) := (q(Eq.refl true) : Lean.Expr)
pure (.positive q(log_pos_of_isNNRat $p $w))
else
failure
| .isNegNNRat _ q n d p =>
assumeInstancesCommute
if -1 < q then
let w₁ : Q(decide ((Int.negOfNat $n) / $d < (0 : ℚ)) = true) :=
(q(Eq.refl true) : Lean.Expr)
let w₂ : Q(decide ((-1 : ℚ) < (Int.negOfNat $n) / $d) = true) :=
(q(Eq.refl true) : Lean.Expr)
pure (.nonzero q(log_nz_of_isRat_neg $p $w₁ $w₂))
else if q < -1 then
let w : Q(decide ((Int.negOfNat $n) / $d < (-1 : ℚ)) = true) :=
(q(Eq.refl true) : Lean.Expr)
pure (.positive q(log_pos_of_isRat_neg $p $w))
else
failure
| _ => failure
| _, _, _ => throwError "not Real.log"
end Mathlib.Meta.Positivity