-- Mathlib/MeasureTheory/Function/Jacobian.lean
theorem _root_.ApproximatesLinearOn.norm_fderiv_sub_le {A : E →L[ℝ] E} {δ : ℝ≥0}
    (hf : ApproximatesLinearOn f A s δ) (hs : MeasurableSet s) (f' : E → E →L[ℝ] E)
    (hf' : ∀ x ∈ s, HasFDerivWithinAt f (f' x) s x) : ∀ᵐ x ∂μ.restrict s, ‖f' x - A‖₊ ≤ δ

Proof state:
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : FiniteDimensional ℝ E
s : Set E
f : E → E
inst✝² : MeasurableSpace E
inst✝¹ : BorelSpace E
μ : Measure E
inst✝ : μ.IsAddHaarMeasure
A : E →L[ℝ] E
δ : ℝ≥0
hf : ApproximatesLinearOn f A s δ
hs : MeasurableSet s
f' : E → E →L[ℝ] E
hf' : ∀ x ∈ s, HasFDerivWithinAt f (f' x) s x
x : E
hx : Tendsto (fun r => μ (s ∩ closedBall x r) / μ (closedBall x r)) (𝓝[>] 0) (𝓝 1)
xs : x ∈ s
z : E
ε : ℝ
εpos : 0 < ε
B₁ : ∀ᶠ (r : ℝ) in 𝓝[>] 0, (s ∩ ({x} + r • closedBall z ε)).Nonempty
ρ : ℝ
ρpos : ρ > 0
hρ : ball x ρ ∩ s ⊆ {y | ‖f y - f x - (f' x) (y - x)‖ ≤ ε * ‖y - x‖}
⊢ ∀ᶠ (r : ℝ) in 𝓝[>] 0, {x} + r • closedBall z ε ⊆ ball x ρ

Tactic:
apply nhdsWithin_le_nhds

Result:
case a
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : FiniteDimensional ℝ E
s : Set E
f : E → E
inst✝² : MeasurableSpace E
inst✝¹ : BorelSpace E
μ : Measure E
inst✝ : μ.IsAddHaarMeasure
A : E →L[ℝ] E
δ : ℝ≥0
hf : ApproximatesLinearOn f A s δ
hs : MeasurableSet s
f' : E → E →L[ℝ] E
hf' : ∀ x ∈ s, HasFDerivWithinAt f (f' x) s x
x : E
hx : Tendsto (fun r => μ (s ∩ closedBall x r) / μ (closedBall x r)) (𝓝[>] 0) (𝓝 1)
xs : x ∈ s
z : E
ε : ℝ
εpos : 0 < ε
B₁ : ∀ᶠ (r : ℝ) in 𝓝[>] 0, (s ∩ ({x} + r • closedBall z ε)).Nonempty
ρ : ℝ
ρpos : ρ > 0
hρ : ball x ρ ∩ s ⊆ {y | ‖f y - f x - (f' x) (y - x)‖ ≤ ε * ‖y - x‖}
⊢ {x_1 | (fun r => {x} + r • closedBall z ε ⊆ ball x ρ) x_1} ∈ 𝓝 0

Proof state:
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : FiniteDimensional ℝ E
s : Set E
f : E → E
inst✝² : MeasurableSpace E
inst✝¹ : BorelSpace E
μ : Measure E
inst✝ : μ.IsAddHaarMeasure
A : E →L[ℝ] E
δ : ℝ≥0
hf : ApproximatesLinearOn f A s δ
hs : MeasurableSet s
f' : E → E →L[ℝ] E
hf' : ∀ x ∈ s, HasFDerivWithinAt f (f' x) s x
x : E
hx : Tendsto (fun r => μ (s ∩ closedBall x r) / μ (closedBall x r)) (𝓝[>] 0) (𝓝 1)
xs : x ∈ s
z : E
ε : ℝ
εpos : 0 < ε
B₁ : ∀ᶠ (r : ℝ) in 𝓝[>] 0, (s ∩ ({x} + r • closedBall z ε)).Nonempty
⊢ ‖(f' x - A) z‖ ≤ (↑δ + ε) * (‖z‖ + ε) + ‖f' x - A‖ * ε

Tactic:
obtain ⟨ρ, ρpos, hρ⟩ :
  ∃ ρ > 0, ball x ρ ∩ s ⊆ {y : E | ‖f y - f x - (f' x) (y - x)‖ ≤ ε * ‖y - x‖} :=
  mem_nhdsWithin_iff.1 ((hf' x xs).isLittleO.def εpos)

Result:
case intro.intro
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : FiniteDimensional ℝ E
s : Set E
f : E → E
inst✝² : MeasurableSpace E
inst✝¹ : BorelSpace E
μ : Measure E
inst✝ : μ.IsAddHaarMeasure
A : E →L[ℝ] E
δ : ℝ≥0
hf : ApproximatesLinearOn f A s δ
hs : MeasurableSet s
f' : E → E →L[ℝ] E
hf' : ∀ x ∈ s, HasFDerivWithinAt f (f' x) s x
x : E
hx : Tendsto (fun r => μ (s ∩ closedBall x r) / μ (closedBall x r)) (𝓝[>] 0) (𝓝 1)
xs : x ∈ s
z : E
ε : ℝ
εpos : 0 < ε
B₁ : ∀ᶠ (r : ℝ) in 𝓝[>] 0, (s ∩ ({x} + r • closedBall z ε)).Nonempty
ρ : ℝ
ρpos : ρ > 0
hρ : ball x ρ ∩ s ⊆ {y | ‖f y - f x - (f' x) (y - x)‖ ≤ ε * ‖y - x‖}
⊢ ‖(f' x - A) z‖ ≤ (↑δ + ε) * (‖z‖ + ε) + ‖f' x - A‖ * ε

Proof state:
case h
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : FiniteDimensional ℝ E
s : Set E
f : E → E
inst✝² : MeasurableSpace E
inst✝¹ : BorelSpace E
μ : Measure E
inst✝ : μ.IsAddHaarMeasure
A : E →L[ℝ] E
δ : ℝ≥0
hf : ApproximatesLinearOn f A s δ
hs : MeasurableSet s
f' : E → E →L[ℝ] E
hf' : ∀ x ∈ s, HasFDerivWithinAt f (f' x) s x
x : E
hx : Tendsto (fun r => μ (s ∩ closedBall x r) / μ (closedBall x r)) (𝓝[>] 0) (𝓝 1)
xs : x ∈ s
z : E
H : ∀ (ε : ℝ), 0 < ε → ‖(f' x - A) z‖ ≤ (↑δ + ε) * (‖z‖ + ε) + ‖f' x - A‖ * ε
this : Tendsto (fun ε => (↑δ + ε) * (‖z‖ + ε) + ‖f' x - A‖ * ε) (𝓝[>] 0) (𝓝 (↑δ * ‖z‖))
⊢ ∀ a ∈ Ioi 0, ‖(f' x - A) z‖ ≤ (↑δ + a) * (‖z‖ + a) + ‖f' x - A‖ * a

Tactic:
exact H

Result:
no goals

Proof state:
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : FiniteDimensional ℝ E
s : Set E
f : E → E
inst✝² : MeasurableSpace E
inst✝¹ : BorelSpace E
μ : Measure E
inst✝ : μ.IsAddHaarMeasure
A : E →L[ℝ] E
δ : ℝ≥0
hf : ApproximatesLinearOn f A s δ
hs : MeasurableSet s
f' : E → E →L[ℝ] E
hf' : ∀ x ∈ s, HasFDerivWithinAt f (f' x) s x
x : E
hx : Tendsto (fun r => μ (s ∩ closedBall x r) / μ (closedBall x r)) (𝓝[>] 0) (𝓝 1)
xs : x ∈ s
z : E
ε : ℝ
εpos : 0 < ε
B₁ : ∀ᶠ (r : ℝ) in 𝓝[>] 0, (s ∩ ({x} + r • closedBall z ε)).Nonempty
ρ : ℝ
ρpos : ρ > 0
hρ : ball x ρ ∩ s ⊆ {y | ‖f y - f x - (f' x) (y - x)‖ ≤ ε * ‖y - x‖}
B₂ : ∀ᶠ (r : ℝ) in 𝓝[>] 0, {x} + r • closedBall z ε ⊆ ball x ρ
r : ℝ
y : E
ys : y ∈ s
hy : y ∈ {x} + r • closedBall z ε
rρ : {x} + r • closedBall z ε ⊆ ball x ρ
rpos : 0 < r
a : E
az : a ∈ closedBall z ε
ya : y = x + r • a
norm_a : ‖a‖ ≤ ‖z‖ + ε
I : r * ‖(f' x - A) a‖ ≤ r * (↑δ + ε) * (‖z‖ + ε)
⊢ ‖(f' x - A) a‖ + ‖(f' x - A) (z - a)‖ ≤ (↑δ + ε) * (‖z‖ + ε) + ‖f' x - A‖ * ‖z - a‖

Tactic:
apply add_le_add

Result:
case h₁
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : FiniteDimensional ℝ E
s : Set E
f : E → E
inst✝² : MeasurableSpace E
inst✝¹ : BorelSpace E
μ : Measure E
inst✝ : μ.IsAddHaarMeasure
A : E →L[ℝ] E
δ : ℝ≥0
hf : ApproximatesLinearOn f A s δ
hs : MeasurableSet s
f' : E → E →L[ℝ] E
hf' : ∀ x ∈ s, HasFDerivWithinAt f (f' x) s x
x : E
hx : Tendsto (fun r => μ (s ∩ closedBall x r) / μ (closedBall x r)) (𝓝[>] 0) (𝓝 1)
xs : x ∈ s
z : E
ε : ℝ
εpos : 0 < ε
B₁ : ∀ᶠ (r : ℝ) in 𝓝[>] 0, (s ∩ ({x} + r • closedBall z ε)).Nonempty
ρ : ℝ
ρpos : ρ > 0
hρ : ball x ρ ∩ s ⊆ {y | ‖f y - f x - (f' x) (y - x)‖ ≤ ε * ‖y - x‖}
B₂ : ∀ᶠ (r : ℝ) in 𝓝[>] 0, {x} + r • closedBall z ε ⊆ ball x ρ
r : ℝ
y : E
ys : y ∈ s
hy : y ∈ {x} + r • closedBall z ε
rρ : {x} + r • closedBall z ε ⊆ ball x ρ
rpos : 0 < r
a : E
az : a ∈ closedBall z ε
ya : y = x + r • a
norm_a : ‖a‖ ≤ ‖z‖ + ε
I : r * ‖(f' x - A) a‖ ≤ r * (↑δ + ε) * (‖z‖ + ε)
⊢ ‖(f' x - A) a‖ ≤ (↑δ + ε) * (‖z‖ + ε)

case h₂
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : FiniteDimensional ℝ E
s : Set E
f : E → E
inst✝² : MeasurableSpace E
inst✝¹ : BorelSpace E
μ : Measure E
inst✝ : μ.IsAddHaarMeasure
A : E →L[ℝ] E
δ : ℝ≥0
hf : ApproximatesLinearOn f A s δ
hs : MeasurableSet s
f' : E → E →L[ℝ] E
hf' : ∀ x ∈ s, HasFDerivWithinAt f (f' x) s x
x : E
hx : Tendsto (fun r => μ (s ∩ closedBall x r) / μ (closedBall x r)) (𝓝[>] 0) (𝓝 1)
xs : x ∈ s
z : E
ε : ℝ
εpos : 0 < ε
B₁ : ∀ᶠ (r : ℝ) in 𝓝[>] 0, (s ∩ ({x} + r • closedBall z ε)).Nonempty
ρ : ℝ
ρpos : ρ > 0
hρ : ball x ρ ∩ s ⊆ {y | ‖f y - f x - (f' x) (y - x)‖ ≤ ε * ‖y - x‖}
B₂ : ∀ᶠ (r : ℝ) in 𝓝[>] 0, {x} + r • closedBall z ε ⊆ ball x ρ
r : ℝ
y : E
ys : y ∈ s
hy : y ∈ {x} + r • closedBall z ε
rρ : {x} + r • closedBall z ε ⊆ ball x ρ
rpos : 0 < r
a : E
az : a ∈ closedBall z ε
ya : y = x + r • a
norm_a : ‖a‖ ≤ ‖z‖ + ε
I : r * ‖(f' x - A) a‖ ≤ r * (↑δ + ε) * (‖z‖ + ε)
⊢ ‖(f' x - A) (z - a)‖ ≤ ‖f' x - A‖ * ‖z - a‖