(** This file is part of the Coquelicot formalization of real analysis in Coq: http://coquelicot.saclay.inria.fr/  Copyright (C) 2011-2015 Sylvie Boldo #<br /># Copyright (C) 2011-2015 Catherine Lelay #<br /># Copyright (C) 2011-2015 Guillaume Melquiond  This library is free software; you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version.  This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the COPYING file for more details. *)
(** This file describes defineitions and properties of continuity on [R] and on uniform spaces. It also contains many results about the limit of a real function (predicates [is_lim] and [ex_lim] and total function [Lim]). This limit may be either a real or an extended real. *)
(** * Limit of fonctions *)
(** ** Definition *)
Definition is_lim (f : R -> R) (x l : Rbar) :=
filterlim f (Rbar_locally' x) (Rbar_locally l).
Definition is_lim' (f : R -> R) (x l : Rbar) :=
match l with
| Finite l =>
forall eps : posreal, Rbar_locally' x (fun y => Rabs (f y - l) < eps)
| p_infty => forall M : R, Rbar_locally' x (fun y => M < f y)
| m_infty => forall M : R, Rbar_locally' x (fun y => f y < M)
end.
Definition ex_lim (f : R -> R) (x : Rbar) := exists l : Rbar, is_lim f x l.
Definition ex_finite_lim (f : R -> R) (x : Rbar) := exists l : R, is_lim f x l.
Definition Lim (f : R -> R) (x : Rbar) := Lim_seq (fun n => f (Rbar_loc_seq x n)).
(** Equivalence with standard library Reals *)
(** Composition *)

Lemma is_lim_comp' :
forall {T} {F} {FF : @Filter T F} (f : T -> R) (g : R -> R) (x l : Rbar),
filterlim f F (Rbar_locally x) -> is_lim g x l ->
F (fun y => Finite (f y) <> x) ->
filterlim (fun y => g (f y)) F (Rbar_locally l).