-- Mathlib/MeasureTheory/Function/Jacobian.lean
theorem exists_closed_cover_approximatesLinearOn_of_hasFDerivWithinAt [SecondCountableTopology F]
    (f : E → F) (s : Set E) (f' : E → E →L[ℝ] F) (hf' : ∀ x ∈ s, HasFDerivWithinAt f (f' x) s x)
    (r : (E →L[ℝ] F) → ℝ≥0) (rpos : ∀ A, r A ≠ 0) :
    ∃ (t : ℕ → Set E) (A : ℕ → E →L[ℝ] F),
      (∀ n, IsClosed (t n)) ∧
        (s ⊆ ⋃ n, t n) ∧
          (∀ n, ApproximatesLinearOn f (A n) (s ∩ t n) (r (A n))) ∧
            (s.Nonempty → ∀ n, ∃ y ∈ s, A n = f' y)

Proof state:
case intro
E : Type u_1
F : Type u_2
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : FiniteDimensional ℝ E
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace ℝ F
inst✝ : SecondCountableTopology F
f : E → F
s : Set E
f' : E → E →L[ℝ] F
hf' : ∀ x ∈ s, HasFDerivWithinAt f (f' x) s x
r : (E →L[ℝ] F) → ℝ≥0
rpos : ∀ (A : E →L[ℝ] F), r A ≠ 0
T : Set ↑s
T_count : T.Countable
hT : ⋃ x ∈ T, ball (f' ↑x) ↑(r (f' ↑x)) = ⋃ x, ball (f' ↑x) ↑(r (f' ↑x))
u : ℕ → ℝ
left✝ : StrictAnti u
u_pos : ∀ (n : ℕ), 0 < u n
u_lim : Tendsto u atTop (𝓝 0)
M : ℕ → ↑T → Set E :=
  fun n z => {x | x ∈ s ∧ ∀ y ∈ s ∩ ball x (u n), ‖f y - f x - (f' ↑↑z) (y - x)‖ ≤ ↑(r (f' ↑↑z)) * ‖y - x‖}
s_subset : ∀ x ∈ s, ∃ n z, x ∈ M n z
closure_M_subset : ∀ (n : ℕ) (z : ↑T), s ∩ closure (M n z) ⊆ M n z
d : ℕ → E
hd : DenseRange d
K : ℕ → ↑T → ℕ → Set E := fun n z p => closure (M n z) ∩ closedBall (d p) (u n / 3)
K_approx : ∀ (n : ℕ) (z : ↑T) (p : ℕ), ApproximatesLinearOn f (f' ↑↑z) (s ∩ K n z p) (r (f' ↑↑z))
K_closed : ∀ (n : ℕ) (z : ↑T) (p : ℕ), IsClosed (K n z p)
this : Encodable ↑T
x : E
xs : x ∈ s
⊢ Nonempty ↑T

Tactic:
rcases s_subset x xs with ⟨n, z, _⟩

Result:
case intro.intro.intro
E : Type u_1
F : Type u_2
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : FiniteDimensional ℝ E
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace ℝ F
inst✝ : SecondCountableTopology F
f : E → F
s : Set E
f' : E → E →L[ℝ] F
hf' : ∀ x ∈ s, HasFDerivWithinAt f (f' x) s x
r : (E →L[ℝ] F) → ℝ≥0
rpos : ∀ (A : E →L[ℝ] F), r A ≠ 0
T : Set ↑s
T_count : T.Countable
hT : ⋃ x ∈ T, ball (f' ↑x) ↑(r (f' ↑x)) = ⋃ x, ball (f' ↑x) ↑(r (f' ↑x))
u : ℕ → ℝ
left✝ : StrictAnti u
u_pos : ∀ (n : ℕ), 0 < u n
u_lim : Tendsto u atTop (𝓝 0)
M : ℕ → ↑T → Set E :=
  fun n z => {x | x ∈ s ∧ ∀ y ∈ s ∩ ball x (u n), ‖f y - f x - (f' ↑↑z) (y - x)‖ ≤ ↑(r (f' ↑↑z)) * ‖y - x‖}
s_subset : ∀ x ∈ s, ∃ n z, x ∈ M n z
closure_M_subset : ∀ (n : ℕ) (z : ↑T), s ∩ closure (M n z) ⊆ M n z
d : ℕ → E
hd : DenseRange d
K : ℕ → ↑T → ℕ → Set E := fun n z p => closure (M n z) ∩ closedBall (d p) (u n / 3)
K_approx : ∀ (n : ℕ) (z : ↑T) (p : ℕ), ApproximatesLinearOn f (f' ↑↑z) (s ∩ K n z p) (r (f' ↑↑z))
K_closed : ∀ (n : ℕ) (z : ↑T) (p : ℕ), IsClosed (K n z p)
this : Encodable ↑T
x : E
xs : x ∈ s
n : ℕ
z : ↑T
h✝ : x ∈ M n z
⊢ Nonempty ↑T

Proof state:
case h
E : Type u_1
F : Type u_2
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : FiniteDimensional ℝ E
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace ℝ F
inst✝ : SecondCountableTopology F
f : E → F
s : Set E
f' : E → E →L[ℝ] F
hf' : ∀ x ∈ s, HasFDerivWithinAt f (f' x) s x
r : (E →L[ℝ] F) → ℝ≥0
rpos : ∀ (A : E →L[ℝ] F), r A ≠ 0
hs : s.Nonempty
T : Set ↑s
T_count : T.Countable
hT : ⋃ x ∈ T, ball (f' ↑x) ↑(r (f' ↑x)) = ⋃ x, ball (f' ↑x) ↑(r (f' ↑x))
u : ℕ → ℝ
left✝ : StrictAnti u
u_pos : ∀ (n : ℕ), 0 < u n
u_lim : Tendsto u atTop (𝓝 0)
M : ℕ → ↑T → Set E :=
  fun n z => {x | x ∈ s ∧ ∀ y ∈ s ∩ ball x (u n), ‖f y - f x - (f' ↑↑z) (y - x)‖ ≤ ↑(r (f' ↑↑z)) * ‖y - x‖}
s_subset : ∀ x ∈ s, ∃ n z, x ∈ M n z
n : ℕ
z : ↑T
x : E
xs : x ∈ s
hx : x ∈ closure (M n z)
y : E
hy : y ∈ s ∩ ball x (u n)
a : ℕ → E
aM : ∀ (k : ℕ), a k ∈ M n z
a_lim : Tendsto a atTop (𝓝 x)
⊢ Tendsto (fun x => f y - f (a x) - (f' ↑↑z) (y - a x)) atTop (𝓝 (f y - f x - (f' ↑↑z) (y - x)))

Tactic:
have L : Tendsto (fun k => f (a k)) atTop (𝓝 (f x)) := by
  apply (hf' x xs).continuousWithinAt.tendsto.comp
  apply tendsto_nhdsWithin_of_tendsto_nhds_of_eventually_within _ a_lim
  exact Eventually.of_forall fun k => (aM k).1

Result:
case h
E : Type u_1
F : Type u_2
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : FiniteDimensional ℝ E
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace ℝ F
inst✝ : SecondCountableTopology F
f : E → F
s : Set E
f' : E → E →L[ℝ] F
hf' : ∀ x ∈ s, HasFDerivWithinAt f (f' x) s x
r : (E →L[ℝ] F) → ℝ≥0
rpos : ∀ (A : E →L[ℝ] F), r A ≠ 0
hs : s.Nonempty
T : Set ↑s
T_count : T.Countable
hT : ⋃ x ∈ T, ball (f' ↑x) ↑(r (f' ↑x)) = ⋃ x, ball (f' ↑x) ↑(r (f' ↑x))
u : ℕ → ℝ
left✝ : StrictAnti u
u_pos : ∀ (n : ℕ), 0 < u n
u_lim : Tendsto u atTop (𝓝 0)
M : ℕ → ↑T → Set E :=
  fun n z => {x | x ∈ s ∧ ∀ y ∈ s ∩ ball x (u n), ‖f y - f x - (f' ↑↑z) (y - x)‖ ≤ ↑(r (f' ↑↑z)) * ‖y - x‖}
s_subset : ∀ x ∈ s, ∃ n z, x ∈ M n z
n : ℕ
z : ↑T
x : E
xs : x ∈ s
hx : x ∈ closure (M n z)
y : E
hy : y ∈ s ∩ ball x (u n)
a : ℕ → E
aM : ∀ (k : ℕ), a k ∈ M n z
a_lim : Tendsto a atTop (𝓝 x)
L : Tendsto (fun k => f (a k)) atTop (𝓝 (f x))
⊢ Tendsto (fun x => f y - f (a x) - (f' ↑↑z) (y - a x)) atTop (𝓝 (f y - f x - (f' ↑↑z) (y - x)))

Proof state:
case e_a
E : Type u_1
F : Type u_2
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : FiniteDimensional ℝ E
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace ℝ F
inst✝ : SecondCountableTopology F
f : E → F
s : Set E
f' : E → E →L[ℝ] F
hf' : ∀ x ∈ s, HasFDerivWithinAt f (f' x) s x
r : (E →L[ℝ] F) → ℝ≥0
rpos : ∀ (A : E →L[ℝ] F), r A ≠ 0
hs : s.Nonempty
T : Set ↑s
T_count : T.Countable
hT : ⋃ x ∈ T, ball (f' ↑x) ↑(r (f' ↑x)) = ⋃ x, ball (f' ↑x) ↑(r (f' ↑x))
u : ℕ → ℝ
left✝ : StrictAnti u
u_pos : ∀ (n : ℕ), 0 < u n
u_lim : Tendsto u atTop (𝓝 0)
M : ℕ → ↑T → Set E :=
  fun n z => {x | x ∈ s ∧ ∀ y ∈ s ∩ ball x (u n), ‖f y - f x - (f' ↑↑z) (y - x)‖ ≤ ↑(r (f' ↑↑z)) * ‖y - x‖}
x : E
xs : x ∈ s
z : ↑s
zT : z ∈ T
hz : f' x ∈ ball (f' ↑z) ↑(r (f' ↑z))
ε : ℝ
εpos : 0 < ε
hε : ‖f' x - f' ↑z‖ + ε ≤ ↑(r (f' ↑z))
δ : ℝ
δpos : 0 < δ
hδ : ball x δ ∩ s ⊆ {y | ‖f y - f x - (f' x) (y - x)‖ ≤ ε * ‖y - x‖}
n : ℕ
hn : u n < δ
y : E
hy : y ∈ s ∩ ball x (u n)
⊢ f y - f x - (f' ↑z) (y - x) = f y - f x - (f' x) (y - x) + (f' x - f' ↑z) (y - x)

Tactic:
simp only [ContinuousLinearMap.coe_sub', map_sub, Pi.sub_apply]

Result:
case e_a
E : Type u_1
F : Type u_2
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : FiniteDimensional ℝ E
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace ℝ F
inst✝ : SecondCountableTopology F
f : E → F
s : Set E
f' : E → E →L[ℝ] F
hf' : ∀ x ∈ s, HasFDerivWithinAt f (f' x) s x
r : (E →L[ℝ] F) → ℝ≥0
rpos : ∀ (A : E →L[ℝ] F), r A ≠ 0
hs : s.Nonempty
T : Set ↑s
T_count : T.Countable
hT : ⋃ x ∈ T, ball (f' ↑x) ↑(r (f' ↑x)) = ⋃ x, ball (f' ↑x) ↑(r (f' ↑x))
u : ℕ → ℝ
left✝ : StrictAnti u
u_pos : ∀ (n : ℕ), 0 < u n
u_lim : Tendsto u atTop (𝓝 0)
M : ℕ → ↑T → Set E :=
  fun n z => {x | x ∈ s ∧ ∀ y ∈ s ∩ ball x (u n), ‖f y - f x - (f' ↑↑z) (y - x)‖ ≤ ↑(r (f' ↑↑z)) * ‖y - x‖}
x : E
xs : x ∈ s
z : ↑s
zT : z ∈ T
hz : f' x ∈ ball (f' ↑z) ↑(r (f' ↑z))
ε : ℝ
εpos : 0 < ε
hε : ‖f' x - f' ↑z‖ + ε ≤ ↑(r (f' ↑z))
δ : ℝ
δpos : 0 < δ
hδ : ball x δ ∩ s ⊆ {y | ‖f y - f x - (f' x) (y - x)‖ ≤ ε * ‖y - x‖}
n : ℕ
hn : u n < δ
y : E
hy : y ∈ s ∩ ball x (u n)
⊢ f y - f x - ((f' ↑z) y - (f' ↑z) x) =
    f y - f x - ((f' x) y - (f' x) x) + ((f' x) y - (f' ↑z) y - ((f' x) x - (f' ↑z) x))