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Module mathcomp.analysis.exp

From mathcomp Require Import all_ssreflect ssralg ssrint ssrnum matrix.
From mathcomp Require Import interval rat.
From mathcomp Require Import boolp classical_sets functions.
From mathcomp Require Import mathcomp_extra reals ereal signed.
From mathcomp Require Import topology normedtype landau sequences derive.
From mathcomp Require Import realfun itv convex.


Set Implicit Arguments.
Unset Strict Implicit.
Unset Printing Implicit Defensive.
Import Order.TTheory GRing.Theory Num.Def Num.Theory.
Import numFieldNormedType.Exports.

Local Open Scope classical_set_scope.
Local Open Scope ring_scope.

Reserved Notation "x '`^?' ( r +? s )"
 (format "x '`^?' ( r +? s )", r at next level, at level 11) .

Lemma normr_nneg (R : numDomainType) (x : R) : `|x| \is Num.nneg.

Proof.

by rewrite qualifE/=. Qed.

#[global] Hint Extern 0 (is_true (@Num.norm _ _ _ \is Num.nneg)) =>
  solve [apply: normr_nneg] : core.

Section PseriesDiff.

Variable R : realType.

Definition pseries f (x : R) := [series f i * x ^+ i]_i.

Fact is_cvg_pseries_inside_norm f (x z : R) :
    cvgn (pseries f x) -> `|z| < `|x| ->
  cvgn (pseries (fun i => `|f i|) z).

Proof.

move=> Cx zLx; have [K [Kreal Kf]] := cvg_series_bounded Cx.
have Kzxn n : 0 <= `|K + 1| * `|z ^+ n| / `|x ^+ n| by rewrite !mulr_ge0.
apply: normed_cvg.
apply: series_le_cvg Kzxn _ _ => [//=| /= n|].
  rewrite (_ : `|_ * _| = `|f n * x ^+ n| * `|z ^+ n| / `|x ^+ n|); last first.
    rewrite !normrM normr_id mulrAC mulfK // normr_eq0 expf_eq0 andbC.
    by case: ltrgt0P zLx; rewrite //= normr_lt0.
  do! (apply: ler_pM || apply: mulr_ge0 || rewrite invr_ge0) => //.
  by apply Kf => //; rewrite (lt_le_trans _ (ler_norm _))// ltrDl.
have F : `|z / x| < 1.
  by rewrite normrM normfV ltr_pdivrMr ?mul1r // (le_lt_trans _ zLx).
rewrite (_ : (fun _ => _) = geometric `|K + 1| `|z / x|); last first.
  by apply/funext => i /=; rewrite normrM exprMn mulrA normfV !normrX exprVn.
by apply: is_cvg_geometric_series; rewrite normr_id.
Qed.

Fact is_cvg_pseries_inside f (x z : R) :
  cvgn (pseries f x) -> `|z| < `|x| -> cvgn (pseries f z).

Proof.

move=> Cx zLx.
apply: normed_cvg; rewrite /normed_series_of /=.
rewrite (_ : (fun _ => _) = (fun i => `|f i| * `|z| ^+ i)); last first.
  by apply/funext => i; rewrite normrM normrX.
by apply: is_cvg_pseries_inside_norm Cx _; rewrite normr_id.
Qed.

Definition pseries_diffs (f : nat -> R) i := i.+1%:R * f i.+1.

Lemma pseries_diffsN (f : nat -> R) : pseries_diffs (- f) = -(pseries_diffs f).

Proof.

by apply/funext => i; rewrite /pseries_diffs /= -mulrN. Qed.

Lemma pseries_diffs_inv_fact :
  pseries_diffs (fun n => (n`!%:R)^-1) = (fun n => (n`!%:R)^-1 : R).

Proof.

apply/funext => i.
by rewrite /pseries_diffs factS natrM invfM mulrA mulfV ?mul1r.
Qed.

Lemma pseries_diffs_sumE n f x :
  \sum_(0 <= i < n) pseries_diffs f i * x ^+ i =
  (\sum_(0 <= i < n) i%:R * f i * x ^+ i.-1) + n%:R * f n * x ^+ n.-1.

Proof.

case: n => [|n]; first by rewrite !big_nil !mul0r add0r.
under eq_bigr do unfold pseries_diffs.
by rewrite big_nat_recr //= big_nat_recl //= !mul0r add0r.
Qed.

Lemma pseries_diffs_equiv f x :
  let s i := i%:R * f i * x ^+ i.-1 in
  cvgn (pseries (pseries_diffs f) x) ->
  series s @ \oo --> limn (pseries (pseries_diffs f) x).

Proof.

move=> s Cx; rewrite -[lim _]subr0.
rewrite /pseries/= [X in X @ \oo --> _]/series /=.
rewrite [X in X @ \oo --> _](_ : _ = (fun n => \sum_(0 <= i < n)
    pseries_diffs f i * x ^+ i - n%:R * f n * x ^+ n.-1)); last first.
  by rewrite funeqE => n; rewrite pseries_diffs_sumE addrK.
by apply: cvgB => //; rewrite -cvg_shiftS; exact: cvg_series_cvg_0.
Qed.

Lemma is_cvg_pseries_diffs_equiv f x :
    cvgn (pseries (pseries_diffs f) x) ->
  cvgn ([series i%:R * f i * x ^+ i.-1]_i).

Proof.

by by move=> Cx; have := pseries_diffs_equiv Cx; move/(cvg_lim _) => -> //.
Qed.

Let pseries_diffs_P1 m (z h : R) :
  \sum_(0 <= i < m) ((h + z) ^+ (m - i) * z ^+ i - z ^+ m) =
  \sum_(0 <= i < m) z ^+ i * ((h + z) ^+ (m - i) - z ^+ (m - i)).

Proof.

rewrite !big_mkord; apply: eq_bigr => i _.
by rewrite mulrDr mulrN -exprD mulrC addnC subnK // ltnW.
Qed.

Let pseries_diffs_P2 n (z h : R) :
  h != 0 ->
  ((h + z) ^+ n - (z ^+ n)) / h - n%:R * z ^+ n.-1 =
  h * \sum_(0 <= i < n.-1) z ^+ i *
      \sum_(0 <= j < n.-1 - i) (h + z) ^+ j * z ^+ (n.-2 - i - j).

Proof.

move=> hNZ; apply: (mulfI hNZ).
rewrite mulrBr mulrC divfK //.
case: n => [|n].
  by rewrite !expr0 !(mul0r, mulr0, subr0, subrr, big_geq).
rewrite subrXX addrK -mulrBr; congr (_ * _).
rewrite -(big_mkord xpredT (fun i => (h + z) ^+ (n - i) * z ^+ i)).
rewrite big_nat_recr //= subnn expr0 -addrA -mulrBl.
rewrite -nat1r opprD addrA subrr sub0r mulNr.
rewrite mulr_natl -[in X in _ *+ X](subn0 n) -sumr_const_nat -sumrB.
rewrite pseries_diffs_P1 mulr_sumr !big_mkord; apply: eq_bigr => i _.
rewrite mulrCA; congr (_ * _).
rewrite subrXX addrK big_nat_rev /= big_mkord; congr (_ * _).
by apply: eq_bigr => k _; rewrite -!predn_sub subKn // -subnS.
Qed.

Let pseries_diffs_P3 (z h : R) n K :
  h != 0 -> `|z| <= K -> `|h + z| <= K ->
    `|((h +z) ^+ n - z ^+ n) / h - n%:R * z ^+ n.-1|
      <= n%:R * n.-1%:R * K ^+ n.-2 * `|h|.

Proof.

move=> hNZ zLK zhLk.
rewrite pseries_diffs_P2// normrM mulrC.
rewrite ler_pM2r ?normr_gt0//.
rewrite (le_trans (ler_norm_sum _ _ _))//.
rewrite -mulrA mulrC -mulrA mulr_natl -[X in _ *+ X]subn0 -sumr_const_nat.
apply ler_sum_nat => i /=.
case: n => //= n ni.
rewrite normrM.
pose d := (n.-1 - i)%nat.
rewrite -[(n - i)%nat]prednK ?subn_gt0// predn_sub -/d.
rewrite -(subnK (_ : i <= n.-1)%nat) -/d; last first.
  by rewrite -ltnS prednK// (leq_ltn_trans _ ni).
rewrite addnC exprD mulrAC -mulrA.
apply: ler_pM => //.
  by rewrite normrX lerXn2r// qualifE/= (le_trans _ zLK).
apply: le_trans (_ : d.+1%:R * K ^+ d <= _); last first.
  rewrite ler_wpM2r //; first by rewrite exprn_ge0 // (le_trans _ zLK).
  by rewrite ler_nat ltnS /d -subn1 -subnDA leq_subr.
rewrite (le_trans (ler_norm_sum _ _ _))//.
rewrite mulr_natl -[X in _ *+ X]subn0 -sumr_const_nat ler_sum_nat//= => j jd1.
rewrite -[in leRHS](subnK (_ : j <= d)%nat) -1?ltnS // addnC exprD normrM.
by rewrite ler_pM// normrX lerXn2r// qualifE/= (le_trans _ zLK).
Qed.

Lemma pseries_snd_diffs (c : R^nat) K x :
  cvgn (pseries c K) ->
  cvgn (pseries (pseries_diffs c) K) ->
  cvgn (pseries (pseries_diffs (pseries_diffs c)) K) ->
  `|x| < `|K| ->
  is_derive x (1 : R)
    (fun x => limn (pseries c x))
    (limn (pseries (pseries_diffs c) x)).

Proof.

move=> Ck CdK CddK xLK; rewrite /pseries.
set s := (fun n : nat => _); set (f := fun x0 => _).
suff hfxs : h^-1 *: (f (h + x) - f x) @[h --> 0^'] --> limn (series s).
  have F : f^`() x = limn (series s) by apply: cvg_lim hfxs.
  have Df : derivable f x 1.
    move: hfxs; rewrite /derivable [X in X @ 0^'](_ : _ =
        (fun h => h^-1 *: (f (h%:A + x) - f x))) /=; last first.
      by apply/funext => i //=; rewrite [i%:A]mulr1.
    by move=> /(cvg_lim _) -> //.
  by constructor; [exact: Df|rewrite -derive1E].
pose sx := fun n : nat => c n * x ^+ n.
have Csx : cvgn (pseries c x) by apply: is_cvg_pseries_inside Ck _.
pose shx := fun h (n : nat) => c n * (h + x) ^+ n.
suff Cc : limn (h^-1 *: (series (shx h - sx))) @[h --> 0^'] --> limn (series s).
  apply: cvg_sub0 Cc.
  apply/cvgrPdist_lt => eps eps_gt0 /=.
  near=> h; rewrite sub0r normrN /=.
  rewrite (le_lt_trans _ eps_gt0)//.
  rewrite normr_le0 subr_eq0 -/sx -/(shx _); apply/eqP.
  have Cshx' : cvgn (series (shx h)).
    apply: is_cvg_pseries_inside Ck _.
    rewrite (le_lt_trans (ler_normD _ _))// -(subrK `|x| `|K|) ltrD2r.
    near: h.
    apply/nbhs_ballP => /=; exists ((`|K| - `|x|) /2%:R) => /=.
      by rewrite divr_gt0 // subr_gt0.
    move=> t; rewrite /ball /= sub0r normrN => H tNZ.
    rewrite (lt_le_trans H)// ler_pdivrMr // mulr2n mulrDr mulr1.
    by rewrite ler_wpDr // subr_ge0 ltW.
  rewrite limZr; last exact/is_cvg_seriesB/Csx.
  by rewrite lim_seriesB; last exact: Csx.
apply: cvg_zero => /=.
suff Cc : limn
    (series (fun n => c n * (((h + x) ^+ n - x ^+ n) / h - n%:R * x ^+ n.-1)))
    @[h --> 0^'] --> (0 : R).
  apply: cvg_sub0 Cc.
  apply/cvgrPdist_lt => eps eps_gt0 /=.
  near=> h; rewrite sub0r normrN /=.
  rewrite (le_lt_trans _ eps_gt0)// normr_le0 subr_eq0; apply/eqP.
  have Cs : cvgn (series s) by apply: is_cvg_pseries_inside CdK _.
  have Cs1 := is_cvg_pseries_diffs_equiv Cs.
  have Fs1 := pseries_diffs_equiv Cs.
  set s1 := (fun i => _) in Cs1.
  have Cshx : cvgn (series (shx h)).
    apply: is_cvg_pseries_inside Ck _.
    rewrite (le_lt_trans (ler_normD _ _))// -(subrK `|x| `|K|) ltrD2r.
    near: h.
    apply/nbhs_ballP => /=; exists ((`|K| - `|x|) / 2%:R) => /=.
      by rewrite divr_gt0 // subr_gt0.
    move=> t; rewrite /ball /= sub0r normrN => H tNZ.
    rewrite (lt_le_trans H)// ler_pdivrMr // mulr2n mulrDr mulr1.
    by rewrite ler_wpDr // subr_ge0 ltW.
  have C1 := is_cvg_seriesB Cshx Csx.
  have Ckf := @is_cvg_seriesZ _ _ h^-1 C1.
  have Cu : (series (h^-1 *: (shx h - sx)) - series s1) x0 @[x0 --> \oo] -->
      limn (series (h^-1 *: (shx h - sx))) - limn (series s).
    exact: cvgB Ckf Fs1.
  set w := (fun n : nat => _ in RHS).
  have -> : w = h^-1 *: (shx h - sx) - s1.
    apply: funext => i; rewrite !fctE.
    rewrite /w /shx /sx /s1 /= mulrBr; congr (_ - _); last first.
      by rewrite mulrCA !mulrA.
    by rewrite -mulrBr [RHS]mulrCA [_^-1 * _]mulrC.
  rewrite [X in X h = _]/+%R /= [X in _ + X h = _]/-%R /=.
  have -> : series (h^-1 *: (shx h - sx) - s1) =
           series (h^-1 *: (shx h - sx)) - (series s1).
    by apply/funext => i; rewrite /series /= sumrB.
  have -> : h^-1 *: series (shx h - sx) = series (h^-1 *: (shx h - sx)).
    by apply/funext => i; rewrite /series /= -scaler_sumr.
  exact/esym/cvg_lim.
pose r := (`|x| + `|K|) / 2.
have xLr : `|x| < r by rewrite ltr_pdivlMr // mulrDr mulr1 ltrD2l.
have rLx : r < `|K| by rewrite ltr_pdivrMr // mulrDr mulr1 ltrD2r.
have r_gt0 : 0 < r by apply: le_lt_trans xLr.
have rNZ : r != 0by case: ltrgt0P r_gt0.
apply: (@lim_cvg_to_0_linear _
  (fun n => `|c n| * n%:R * (n.-1)%:R * r ^+ n.-2)
  (fun h n => c n * (((h + x) ^+ n - x ^+ n) / h - n%:R * x ^+ n.-1))
  (r - `|x|)); first by rewrite subr_gt0.
- have : cvgn ([series `|pseries_diffs (pseries_diffs c) n| * r ^+ n]_n).
    apply: is_cvg_pseries_inside_norm CddK _.
    by rewrite ger0_norm // ltW // (le_lt_trans _ xLr).
  have -> : (fun n => `|pseries_diffs (pseries_diffs c) n| * r ^+ n) =
            (fun n => pseries_diffs (pseries_diffs
                                      (fun m => `|c m|)) n * r ^+ n).
    apply/funext => i.
    by rewrite /pseries_diffs !normrM !mulrA ger0_norm // ger0_norm.
  move=> /is_cvg_pseries_diffs_equiv.
  rewrite /pseries_diffs.
  have -> : (fun n => n%:R * ((n.+1)%:R * `|c n.+1|) * r ^+ n.-1) =
           (fun n => pseries_diffs
             (fun m => (m.-1)%:R * `|c m| * r^-1) n * r ^+ n).
    apply/funext => n.
    rewrite /pseries_diffs /= mulrA.
    case: n => [|n /=]; first by rewrite !(mul0r, mulr0).
    rewrite [_%:R *_]mulrC !mulrA -[RHS]mulrA exprS.
    by rewrite [_^-1 * _]mulrA mulVf ?mul1r.
  move/is_cvg_pseries_diffs_equiv.
  have ->// : (fun n => n%:R * (n.-1%:R * `|c n| / r) * r ^+ n.-1) =
              (fun n => `|c n| * n%:R * n.-1%:R * r ^+ n.-2).
  apply/funext => [] [|[|i]]; rewrite ?(mul0r, mulr0) //=.
  rewrite mulrA -mulrA exprS [_^-1 * _]mulrA mulVf //.
  rewrite mul1r !mulrA; congr (_ * _).
  by rewrite mulrC mulrA.
- move=> h /andP[h_gt0 hLrBx] n.
  rewrite normrM -!mulrA ler_wpM2l //.
  rewrite (le_trans (pseries_diffs_P3 _ _ (ltW xLr) _))// ?mulrA -?normr_gt0//.
  by rewrite (le_trans (ler_normD _ _))// -(subrK `|x| r) lerD2r ltW.
Unshelve. all: by end_near.
Qed.

End PseriesDiff.

Section expR.
Variable R : realType.
Implicit Types x : R.

Lemma expR0 : expR 0 = 1 :> R.

Proof.

apply: lim_near_cst => //.
near=> m; rewrite -[m]prednK; last by near: m.
rewrite -addn1 series_addn series_exp_coeff0 big_add1 big1 ?addr0//.
by move=> i _; rewrite /exp_coeff /= expr0n mul0r.
Unshelve. all: by end_near. Qed.

Local Lemma expR_ge1Dx_subproof x : 0 <= x -> 1 + x <= expR x.

Proof.

move=> x_ge0; rewrite /expR.
pose f (x : R) i := (i == 0%nat)%:R + x *+ (i == 1%nat).
have F n : (1 < n)%nat -> \sum_(0 <= i < n) (f x i) = 1 + x.
  move=> /subnK<-.
  by rewrite addn2 !big_nat_recl //= /f /= mulr1n !mulr0n big1 ?add0r ?addr0.
have -> : 1 + x = limn (series (f x)).
  by apply/esym/lim_near_cst => //; near=> n; apply: F; near: n.
apply: ler_lim; first by apply: is_cvg_near_cst; near=> n; apply: F; near: n.
  exact: is_cvg_series_exp_coeff.
by near=> n; apply: ler_sum => -[|[|i]] _;
  rewrite /f /exp_coeff /= !(mulr0n, mulr1n, expr0, expr1, divr1, addr0, add0r)
          // exp_coeff_ge0.
Unshelve. all: by end_near. Qed.

Lemma exp_coeffE x : exp_coeff x = (fun n => (fun n => (n`!%:R)^-1) n * x ^+ n).

Proof.

by apply/funext => i; rewrite /exp_coeff /= mulrC. Qed.

Import GRing.Theory.
Local Open Scope ring_scope.

Lemma expRE :
  expR = fun x => limn (pseries (fun n => (fun n => (n`!%:R)^-1) n) x).

Proof.

by apply/funext => x; rewrite /pseries -exp_coeffE. Qed.

Global Instance is_derive_expR x : is_derive x 1 expR (expR x).

Proof.

pose s1 n := pseries_diffs (fun n => n`!%:R^-1) n * x ^+ n.
rewrite expRE /= /pseries (_ : (fun _ => _) = s1); last first.
  by apply/funext => i; rewrite /s1 pseries_diffs_inv_fact.
apply: (@pseries_snd_diffs _ _ (`|x| + 1)); rewrite /pseries.
- by rewrite -exp_coeffE; apply: is_cvg_series_exp_coeff.
- rewrite (_ : (fun _ => _) = exp_coeff (`|x| + 1)).
    exact: is_cvg_series_exp_coeff.
  by apply/funext => i; rewrite pseries_diffs_inv_fact exp_coeffE.
- rewrite (_ : (fun _ => _) = exp_coeff (`|x| + 1)).
    exact: is_cvg_series_exp_coeff.
  by apply/funext => i; rewrite !pseries_diffs_inv_fact exp_coeffE.
by rewrite [ltRHS]ger0_norm// addrC -subr_gt0 addrK.
Qed.

Lemma derivable_expR x : derivable expR x 1.

Proof.

by apply: ex_derive; apply: is_derive_exp. Qed.

Lemma derive_expR : 'D_1 expR = expR :> (R -> R).

Proof.

by apply/funext => r /=; rewrite derive_val. Qed.

Lemma continuous_expR : continuous (@expR R).

Proof.

by move=> x; exact/differentiable_continuous/derivable1_diffP/derivable_expR.
Qed.

Lemma expRxDyMexpx x y : expR (x + y) * expR (- x) = expR y.

Proof.

set v := LHS; pattern x in v; move: @v; set f := (X in let _ := X x in _) => /=.
apply: etrans (_ : f x = f 0) _; last by rewrite /f add0r oppr0 expR0 mulr1.
apply: is_derive_0_is_cst => x1.
apply: trigger_derive.
by rewrite /GRing.scale /= mulrN1 addr0 mulr1 mulrN addrC mulrC subrr.
Qed.

Lemma expRxMexpNx_1 x : expR x * expR (- x) = 1.

Proof.

by rewrite -[X in _ X * _ = _]addr0 expRxDyMexpx expR0. Qed.

Lemma pexpR_gt1 x : 0 < x -> 1 < expR x.

Proof.

by move=> x0; rewrite (lt_le_trans _ (expR_ge1Dx_subproof (ltW x0)))// ltrDl.
Qed.

Lemma expR_gt0 x : 0 < expR x.

Proof.

case: (ltrgt0P x) => [x_gt0|x_gt0|->]; last by rewrite expR0.
- exact: lt_trans (pexpR_gt1 x_gt0).
- have F : 0 < expR (- x) by rewrite (lt_trans _ (pexpR_gt1 _))// oppr_gt0.
  by rewrite -(pmulr_lgt0 _ F) expRxMexpNx_1.
Qed.

Lemma expR_ge0 x : 0 <= expR x

Proof.

by rewrite ltW// expR_gt0. Qed.

Lemma expR_eq0 x : (expR x == 0) = false.

Proof.

by rewrite gt_eqF ?expR_gt0. Qed.

Lemma expRN x : expR (- x) = (expR x)^-1.

Proof.

apply: (mulfI (lt0r_neq0 (expR_gt0 x))).
by rewrite expRxMexpNx_1 mulfV // (lt0r_neq0 (expR_gt0 x)).
Qed.

Lemma expRD x y : expR (x + y) = expR x * expR y.

Proof.

apply: (mulIf (lt0r_neq0 (expR_gt0 (- x)))).
rewrite expRxDyMexpx expRN [_ * expR y]mulrC mulfK //.
by case: ltrgt0P (expR_gt0 x).
Qed.

Lemma expRM_natl n x : expR (n%:R * x) = expR x ^+ n.

Proof.

elim: n x => [x|n IH x] /=; first by rewrite mul0r expr0 expR0.
by rewrite exprS -nat1r mulrDl mul1r expRD IH.
Qed.

Lemma expRM_natr n x : expR (x * n%:R) = expR x ^+ n.

Proof.

by rewrite mulrC expRM_natl. Qed.

Lemma expR_gt1 x : (1 < expR x) = (0 < x).

Proof.

case: ltrgt0P => [x_gt0| xN|->]; last by rewrite expR0.
- by rewrite (pexpR_gt1 x_gt0).
- apply/idP/negP.
  rewrite -[x]opprK expRN -leNgt invf_cp1 ?expR_gt0 //.
  by rewrite ltW // pexpR_gt1 // lterNE.
Qed.

Lemma expR_lt1 x : (expR x < 1) = (x < 0).

Proof.

case: ltrgt0P => [x_gt0|xN|->]; last by rewrite expR0.
- by apply/idP/negP; rewrite -leNgt ltW // expR_gt1.
- by rewrite -[x]opprK expRN invf_cp1 ?expR_gt0 // expR_gt1 lterNE.
Qed.

Lemma expRB x y : expR (x - y) = expR x / expR y.

Proof.

by rewrite expRD expRN. Qed.

Lemma ltr_expR : {mono (@expR R) : x y / x < y}.

Proof.

move=> x y.
by rewrite -[in LHS](subrK x y) expRD ltr_pMl ?expR_gt0 // expR_gt1 subr_gt0.
Qed.

Lemma ler_expR : {mono (@expR R) : x y / x <= y}.

Proof.

move=> x y.
case: (ltrgtP x y) => [xLy|yLx|<-]; last by rewrite lexx.
- by rewrite ltW // ltr_expR.
- by rewrite leNgt ltr_expR yLx.
Qed.

Lemma expR_gt1Dx x : x != 0 -> 1 + x < expR x.

Proof.

rewrite neq_lt => /orP[x0|x0].
- have [?|_] := leP x (-1).
    by rewrite (@le_lt_trans _ _ 0) ?expR_gt0// -lerBrDl sub0r.
  have [] := @MVT R expR expR _ _ x0 (fun x _ => is_derive_expR x).
    exact/continuous_subspaceT/continuous_expR.
  move=> c; rewrite in_itv/= => /andP[xc c0].
  rewrite expR0 sub0r => /eqP; rewrite subr_eq addrC -subr_eq => /eqP <-.
  by rewrite mulrN opprK ltrD2l ltr_nMl// -expR0 ltr_expR.
- have [] := @MVT R expR expR _ _ x0 (fun x _ => is_derive_expR x).
    exact/continuous_subspaceT/continuous_expR.
  move=> c; rewrite in_itv/= => /andP[c0 cx].
  rewrite subr0 expR0 => /eqP /[!subr_eq] /eqP ->.
  by rewrite addrC ltrD2r ltr_pMl// -expR0 ltr_expR.
Qed.

Lemma expR_ge1Dx x : 1 + x <= expR x.

Proof.

by have [->|/expR_gt1Dx/ltW//] := eqVneq x 0; rewrite expR0 addr0.
Qed.

Lemma cvgr_expR : @expR R (- x) @[x --> +oo] --> 0.

Proof.

apply/cvgrPdist_le => e e0; near=> x.
rewrite sub0r normrN ger0_norm; last exact: expR_ge0.
rewrite expRN -[leRHS]invrK lef_pV2 ?posrE ?expR_gt0 ?invr_gt0//.
rewrite (le_trans _ (expR_ge1Dx _))// -lerBlDl.
by near: x; apply: nbhs_pinfty_ge; exact: num_real.
Unshelve. end_near. Qed.

Lemma cvgn_expR : @expR R (- n%:R) @[n --> \oo] --> 0%R.

Proof.

under eq_cvg do rewrite -mulNrn -mulr_natr expRM_natr; apply: cvg_expr.
by rewrite ger0_norm ?expR_ge0// expRN invf_lt1 ?expR_gt1// expR_gt0.
Qed.

Lemma expR_inj : injective (@expR R).

Proof.

move=> x y exE.
by have [] := (ltr_expR x y, ltr_expR y x); rewrite exE ltxx; case: ltrgtP.
Qed.

Lemma expR_total_gt1 x :
  1 <= x -> exists y, [/\ 0 <= y, 1 + y <= x & expR y = x].

Proof.

move=> x_ge1; have x_ge0 : 0 <= x by apply: le_trans x_ge1.
have [x1 x1Ix| |x1 _ /eqP] := @IVT _ (fun y => expR y - x) _ _ 0 x_ge0.
- apply: continuousB => // y1; last exact: cst_continuous.
  by apply/continuous_subspaceT=> ?; exact: continuous_expR.
- rewrite expR0; have [_| |] := ltrgtP (1 - x) (expR x - x).
  + by rewrite subr_le0 x_ge1 subr_ge0 (le_trans _ (expR_ge1Dx _)) ?lerDr.
  + by rewrite ltrD2r expR_lt1 ltNge x_ge0.
  + rewrite subr_le0 x_ge1 => -> /=; rewrite subr_ge0.
    by rewrite (le_trans _ (expR_ge1Dx _)) ?lerDr.
- rewrite subr_eq0 => /eqP x1_x; exists x1; split => //.
  + by rewrite -ler_expR expR0 x1_x.
  + by rewrite -x1_x expR_ge1Dx // -ler_expR x1_x expR0.
Qed.

Lemma expR_total x : 0 < x -> exists y, expR y = x.

Proof.

case: (lerP 1 x) => [/expR_total_gt1[y [_ _ Hy]]|x_lt1 x_gt0].
  by exists y.
have /expR_total_gt1[y [H1y H2y H3y]] : 1 <= x^-1 by rewrite ltW // !invf_cp1.
by exists (-y); rewrite expRN H3y invrK.
Qed.

Local Open Scope convex_scope.
Lemma convex_expR (t : {i01 R}) (a b : R^o) :
  expR (a <| t |> b) <= (expR a : R^o) <| t |> (expR b : R^o).

Proof.

have [ab|/ltW ba] := leP a b.
- apply: second_derivative_convex => //.
  + by move=> x axb; rewrite derive_expR derive_val expR_ge0.
  + exact/cvg_at_left_filter/continuous_expR.
  + exact/cvg_at_right_filter/continuous_expR.
  + by move=> z zab; rewrite derive_expR; exact: derivable_expR.
- rewrite convC [leRHS]convC; apply: second_derivative_convex => //.
  + by move=> x axb; rewrite derive_expR derive_val expR_ge0.
  + exact/cvg_at_left_filter/continuous_expR.
  + exact/cvg_at_right_filter/continuous_expR.
  + by move=> z zab; rewrite derive_expR; exact: derivable_expR.
Qed.

Local Close Scope convex_scope.

End expR.

#[deprecated(since="mathcomp-analysis 1.1.0", note="renamed `expRM_natl`")]
Notation expRMm := expRM_natl (only parsing).

Section expeR.
Context {R : realType}.
Implicit Types (x y : \bar R) (r s : R).

Local Open Scope ereal_scope.

Definition expeR x :=
  match x with | r%:E => (expR r)%:E | +oo => +oo | -oo => 0 end.

Lemma expeR0 : expeR 0 = 1

Proof.

by rewrite /= expR0. Qed.

Lemma expeR_ge0 x : 0 <= expeR x.

Proof.

by case: x => //= r; rewrite lee_fin expR_ge0. Qed.

Lemma expeR_gt0 x : -oo < x -> 0 < expeR x.

Proof.

by case: x => //= r; rewrite lte_fin expR_gt0. Qed.

Lemma expeR_eq0 x : (expeR x == 0) = (x == -oo).

Proof.

by case: x => //= [r|]; rewrite ?eqxx// eqe expR_eq0. Qed.

Lemma expeRD x y : expeR (x + y) = expeR x * expeR y.

Proof.

case: x => /= [r| |]; last by rewrite mul0e.
- case: y => /= [s| |]; last by rewrite mule0.
  + by rewrite expRD EFinM.
  + by rewrite mulry gtr0_sg ?mul1e// expR_gt0.
- case: y => /= [s| |]; last by rewrite mule0.
  + by rewrite mulyr gtr0_sg ?mul1e// expR_gt0.
  + by rewrite mulyy.
Qed.

Lemma expeR_ge1Dx x : 1 + x <= expeR x.

Proof.

case : x => //= [r|]; last by rewrite addeNy.
by rewrite -EFinD !lee_fin; exact: expR_ge1Dx.
Qed.

Lemma ltr_expeR : {mono expeR : x y / x < y}.

Proof.

move=> [r| |] [s| |]//=; rewrite ?ltry//.
- by rewrite !lte_fin ltr_expR.
- by rewrite !ltNge lee_fin expR_ge0 leNye.
- by rewrite lte_fin expR_gt0 ltNye.
Qed.

Lemma ler_expeR : {mono expeR : x y / x <= y}.

Proof.

move=> [r| |] [s| |]//=; rewrite ?leey ?lexx//.
- by rewrite !lee_fin ler_expR.
- by rewrite !leNgt lte_fin expR_gt0 ltNye.
- by rewrite lee_fin expR_ge0 leNye.
Qed.

Lemma expeR_inj : injective expeR.

Proof.

move=> [r| |] [s| |] => //=.
- by move=> [] /expR_inj ->.
- by case => /eqP; rewrite expR_eq0.
- by case => /esym/eqP; rewrite expR_eq0.
Qed.

Lemma expeR_total x : 0 <= x -> exists y, expeR y = x.

Proof.

move: x => [r|_|//]; last by exists +oo.
rewrite le_eqVlt => /predU1P[<-|]; first by exists -oo.
by rewrite lte_fin => /expR_total[y <-]; exists y%:E.
Qed.

End expeR.

Section Ln.
Variable R : realType.
Implicit Types x : R.

Notation exp := (@expR R).

Definition ln x : R := [get y | exp y == x ].

Fact ln0 x : x <= 0 -> ln x = 0.

Proof.

rewrite /ln; case: xgetP => //= y _ /eqP yx x0.
by have := expR_gt0 y; rewrite yx => /(le_lt_trans x0); rewrite ltxx.
Qed.

Lemma expRK : cancel exp ln.

Proof.

by move=> x; rewrite /ln; case: xgetP => [x1 _ /eqP/expR_inj //|/(_ x)[]/=].
Qed.

Lemma lnK : {in Num.pos, cancel ln exp}.

Proof.

move=> x; rewrite qualifE => x_gt0.
rewrite /ln; case: xgetP=> [x1 _ /eqP// |H].
by case: (expR_total x_gt0) => y /eqP Hy; case: (H y).
Qed.

Lemma lnK_eq x : (exp (ln x) == x) = (0 < x).

Proof.

by apply/eqP/idP=> [<-|x0]; [exact: expR_gt0|rewrite lnK// in_itv/= x0].
Qed.

Lemma ln1 : ln 1 = 0.

Proof.

by apply/expR_inj; rewrite lnK// ?expR0// qualifE/=. Qed.

Lemma lnM : {in Num.pos &, {morph ln : x y / x * y >-> x + y}}.

Proof.

move=> x y x0 y0; apply: expR_inj; rewrite expRD !lnK//.
by move: x0 y0; rewrite !qualifE; exact: mulr_gt0.
Qed.

Lemma ln_inj : {in Num.pos &, injective ln}.

Proof.

by move=> x y /lnK {2}<- /lnK {2}<- ->. Qed.

Lemma lnV : {in Num.pos, {morph ln : x / x ^-1 >-> - x}}.

Proof.

move=> x x0; apply: expR_inj; rewrite lnK// ?expRN ?lnK//.
by move: x0; rewrite !qualifE/= invr_gt0.
Qed.

Lemma ln_div : {in Num.pos &, {morph ln : x y / x / y >-> x - y}}.

Proof.

move=> x y x0 y0; rewrite (lnM x0) ?lnV//.
by move: y0; rewrite !qualifE/= invr_gt0.
Qed.

Lemma ltr_ln : {in Num.pos &, {mono ln : x y / x < y}}.

Proof.

by move=> x y x_gt0 y_gt0; rewrite -ltr_expR !lnK. Qed.

Lemma ler_ln : {in Num.pos &, {mono ln : x y / x <= y}}.

Proof.

by move=> x y x_gt0 y_gt0; rewrite -ler_expR !lnK. Qed.

Lemma lnXn n x : 0 < x -> ln (x ^+ n) = ln x *+ n.

Proof.

move=> x_gt0; elim: n => [|n ih] /=; first by rewrite expr0 ln1 mulr0n.
by rewrite !exprS lnM ?qualifE//= ?exprn_gt0// mulrS ih.
Qed.

Lemma le_ln1Dx x : -1 < x -> ln (1 + x) <= x.

Proof.

move=> N1x; rewrite -ler_expR lnK ?expR_ge1Dx //.
by rewrite posrE addrC -ltrBlDr sub0r.
Qed.

Lemma ln_sublinear x : 0 < x -> ln x < x.

Proof.

move=> x_gt0; apply: lt_le_trans (_ : ln (1 + x) <= _).
  by rewrite -ltr_expR !lnK ?qualifE/= ?addr_gt0 // ltrDr.
by rewrite -ler_expR lnK ?qualifE/= ?addr_gt0// expR_ge1Dx // ltW.
Qed.

Lemma ln_ge0 x : 1 <= x -> 0 <= ln x.

Proof.

by move=> x_ge1; rewrite -ler_expR expR0 lnK// qualifE/= (lt_le_trans _ x_ge1).
Qed.

Lemma ln_lt0 x : 0 < x < 1 -> ln x < 0.

Proof.

by move=> /andP[x_gt0 x_lt1]; rewrite -ltr_expR expR0 lnK. Qed.

Lemma ln_gt0 x : 1 < x -> 0 < ln x.

Proof.

by move=> x_gt1; rewrite -ltr_expR expR0 lnK // qualifE/= (lt_trans _ x_gt1).
Qed.

Lemma ln_le0 (x : R) : x <= 1 -> ln x <= 0.

Proof.

have [x0|x0 x1] := leP x 0; first by rewrite ln0.
by rewrite -ler_expR expR0 lnK.
Qed.

Lemma continuous_ln x : 0 < x -> {for x, continuous ln}.

Proof.

move=> x_gt0; rewrite -[x]lnK//.
apply: nbhs_singleton (near_can_continuous _ _); near=> z; first exact: expRK.
by apply: continuous_expR.
Unshelve. all: by end_near. Qed.

Global Instance is_derive1_ln (x : R) : 0 < x -> is_derive x 1 ln x^-1.

Proof.

move=> x_gt0; rewrite -[x]lnK//.
apply: (@is_derive_inverse R expR); first by near=> z; apply: expRK.
  by near=>z; apply: continuous_expR.
by rewrite lnK // lt0r_neq0.
Unshelve. all: by end_near. Qed.

Local Open Scope convex_scope.
Lemma concave_ln (t : {i01 R}) (a b : R^o) : 0 < a -> 0 < b ->
  (ln a : R^o) <| t |> (ln b : R^o) <= ln (a <| t |> b).

Proof.

move=> a0 b0; have := convex_expR t (ln a) (ln b).
by rewrite !lnK// -(@ler_ln) ?posrE ?expR_gt0 ?conv_gt0// expRK.
Qed.

Local Close Scope convex_scope.

End Ln.

Section PowR.
Variable R : realType.
Implicit Types a x y z r : R.

Definition powR a x := if a == 0 then (x == 0)%:R else expR (x * ln a).

Local Notation "a `^ x" := (powR a x).

Lemma expRM x y : expR (x * y) = (expR x) `^ y.

Proof.

by rewrite /powR gt_eqF ?expR_gt0// expRK mulrC. Qed.

Lemma powR_ge0 a x : 0 <= a `^ x.

Proof.

by rewrite /powR; case: ifPn => // _; exact: expR_ge0. Qed.

Lemma powR_gt0 a x : 0 < a -> 0 < a `^ x.

Proof.

by move=> a0; rewrite /powR gt_eqF// expR_gt0. Qed.

Lemma gt0_powR a x : 0 < x -> 0 <= a -> 0 < a `^ x -> 0 < a.

Proof.

move=> x0 a0; rewrite /powR; case: ifPn => [_|a_neq0 _].
  by rewrite gt_eqF//= ltxx.
by rewrite lt_neqAle a0 andbT eq_sym.
Qed.

Lemma powR0 x : x != 0 -> 0 `^ x = 0.

Proof.

by move=> x0; rewrite /powR eqxx (negbTE x0). Qed.

Lemma powRr1 a : 0 <= a -> a `^ 1 = a.

Proof.

rewrite le_eqVlt => /predU1P[<-|a0]; first by rewrite powR0// oner_eq0.
by rewrite /powR gt_eqF// mul1r lnK// posrE.
Qed.

Lemma powRr0 a : a `^ 0 = 1.

Proof.

by rewrite /powR; case: ifPn; rewrite ?eqxx// mul0r expR0. Qed.

Lemma powR1 : powR 1 = fun=> 1.

Proof.

by apply/funext => x; rewrite /powR oner_eq0 ln1 mulr0 expR0. Qed.

Lemma powR_eq0 x p : (x `^ p == 0) = (x == 0) && (p != 0).

Proof.

rewrite /powR; have [_|x_neq0] := eqVneq x 0 => //.
  by case: (p == 0); rewrite (oner_eq0, eqxx).
by rewrite expR_eq0.
Qed.

Lemma powR_eq0_eq0 x p : x `^ p = 0 -> x = 0.

Proof.

by move=> /eqP; rewrite powR_eq0 => /andP[/eqP]. Qed.

Lemma ger_powR a : 0 < a <= 1 -> {homo powR a : x y /~ y <= x}.

Proof.

move=> /andP[a0 a1] x y xy.
by rewrite /powR gt_eqF// ler_expR ler_wnM2r// ln_le0.
Qed.

Lemma ler_powR a : 1 <= a -> {homo powR a : x y / x <= y}.

Proof.

move=> a1 x y xy.
by rewrite /powR gt_eqF ?(lt_le_trans _ a1)// ler_expR ler_wpM2r ?ln_ge0.
Qed.

Lemma powR_injective r : 0 < r -> {in Num.nneg &, injective (powR ^~ r)}.

Proof.

move=> r0 x y x0 y0; rewrite /powR; case: ifPn => [/eqP ->|xneq0].
  by case: ifPn => [/eqP ->//|_ /eqP]; rewrite (gt_eqF r0) eq_sym expR_eq0.
case: ifPn => [/eqP -> /eqP|yneq0]; first by rewrite (gt_eqF r0) expR_eq0.
by move/expR_inj/mulfI => /(_ (negbT (gt_eqF r0))); apply: ln_inj;
  rewrite posrE lt_neqAle eq_sym (xneq0,yneq0).
Qed.

Lemma ler1_powR a r : 1 <= a -> r <= 1 -> a >= a `^ r.

Proof.

by move=> a1 r1; rewrite (le_trans (ler_powR _ r1)) ?powRr1// (le_trans _ a1).
Qed.

Lemma le1r_powR a r : 1 <= a -> 1 <= r -> a <= a `^ r.

Proof.

by move=> a1 r1; rewrite (le_trans _ (ler_powR _ r1)) ?powRr1// (le_trans _ a1).
Qed.

Lemma ger1_powR a r : 0 < a <= 1 -> r <= 1 -> a <= a `^ r.

Proof.

move=> /andP[a0 _a1] r1.
by rewrite (le_trans _ (ger_powR _ r1)) ?powRr1 ?a0// ltW.
Qed.

Lemma ge1r_powR a r : 0 < a <= 1 -> 1 <= r -> a >= a `^ r.

Proof.

move=> /andP[a0 a1] r1.
by rewrite (le_trans (ger_powR _ r1)) ?powRr1 ?a0// ltW.
Qed.

Lemma ge0_ler_powR r : 0 <= r ->
  {in Num.nneg &, {homo powR ^~ r : x y / x <= y >-> x <= y}}.

Proof.

rewrite le_eqVlt => /predU1P[<- x y _ _ _|]; first by rewrite !powRr0.
move=> a0 x y; rewrite 2!nnegrE !le_eqVlt => /predU1P[<-|x0].
  move=> /predU1P[<- _|y0 _]; first by rewrite eqxx.
  by rewrite !powR0 ?(gt_eqF a0)// powR_gt0 ?orbT.
move=> /predU1P[<-|y0]; first by rewrite gt_eqF//= ltNge (ltW x0).
move=> /predU1P[->//|xy]; first by rewrite eqxx.
by apply/orP; right; rewrite /powR !gt_eqF// ltr_expR ltr_pM2l// ltr_ln.
Qed.

Lemma gt0_ltr_powR r : 0 < r ->
  {in Num.nneg &, {homo powR ^~ r : x y / x < y >-> x < y}}.

Proof.

move=> r0 x y x0 y0 xy; have := ge0_ler_powR (ltW r0) x0 y0 (ltW xy).
rewrite le_eqVlt => /orP[/eqP/(powR_injective r0 x0 y0)/eqP|//].
by rewrite lt_eqF.
Qed.

Lemma powRM x y r : 0 <= x -> 0 <= y -> (x * y) `^ r = x `^ r * y `^ r.

Proof.

rewrite /powR mulf_eq0.
case: (ltgtP x 0) => // x0 _; case: (ltgtP y 0) => //= y0 _; do ?
  by case: eqVneq => [r0|]; rewrite ?r0 ?mul0r ?expR0 ?mulr0 ?mul1r.
by rewrite lnM// mulrDr expRD.
Qed.

Lemma ge1r_powRZ x y r : 0 < x <= 1 -> 0 <= y -> 1 <= r ->
  (x * y) `^ r <= x * (y `^ r).

Proof.

move=> /andP[x0 x1] y0 r1.
by rewrite (powRM _ (ltW _))// ler_wpM2r ?powR_ge0// ge1r_powR// x0.
Qed.

Lemma le1r_powRZ x y r : x >= 1 -> 0 <= y -> 1 <= r ->
  (x * y) `^ r >= x * (y `^ r).

Proof.

move=> x1 y0 r1.
by rewrite (powRM _ (le_trans _ x1))// ler_wpM2r ?powR_ge0// le1r_powR// x0.
Qed.

Lemma powRrM x y z : x `^ (y * z) = (x `^ y) `^ z.

Proof.

rewrite /powR mulf_eq0; have [_|xN0] := eqVneq x 0.
  by case: (y == 0); rewrite ?eqxx//= oner_eq0 ln1 mulr0 expR0.
by rewrite expR_eq0 expRK mulrCA mulrA.
Qed.

Lemma powRAC x y z : (x `^ y) `^ z = (x `^ z) `^ y.

Proof.

by rewrite -!powRrM mulrC. Qed.

Lemma powRD x r s : (r + s == 0) ==> (x != 0) -> x `^ (r + s) = x `^ r * x `^ s.

Proof.

rewrite /powR; case: (eqVneq x 0) => //= [_|x_neq0 _];
  last by rewrite mulrDl expRD.
have [->|] := eqVneq r 0; first by rewrite mul1r add0r.
by rewrite implybF mul0r => _ /negPf ->.
Qed.

Lemma mulr_powRB1 x p : 0 <= x -> 0 < p -> x * x `^ (p - 1) = x `^ p.

Proof.

rewrite le_eqVlt => /predU1P[<- p0|x0 p0]; first by rewrite mul0r powR0 ?gt_eqF.
by rewrite -{1}(powRr1 (ltW x0))// -powRD addrCA subrr addr0// gt_eqF.
Qed.

Lemma powRN x r : x `^ (- r) = (x `^ r)^-1.

Proof.

have [r0|r0] := eqVneq r 0%R; first by rewrite r0 oppr0 powRr0 invr1.
have [->|xN0] := eqVneq x 0; first by rewrite !powR0 ?oppr_eq0// invr0.
rewrite -div1r; apply: (canRL (mulfK _)); first by rewrite powR_eq0 (negPf xN0).
by rewrite -powRD ?addNr ?powRr0// xN0 eqxx.
Qed.

Lemma powRB x r s : (r == s) ==> (x != 0) -> x `^ (r - s) = x `^ r / x `^ s.

Proof.

by move=> ?; rewrite powRD ?subr_eq0// powRN. Qed.

Lemma powR_mulrn a n : 0 <= a -> a `^ n%:R = a ^+ n.

Proof.

move=> a_ge0; elim: n => [|n IHn]; first by rewrite powRr0 expr0.
by rewrite -natr1 powRD ?natr1 ?pnatr_eq0// powRr1// IHn exprSr.
Qed.

Lemma powR_inv1 a : 0 <= a -> a `^ (-1) = a ^-1.

Proof.

by move=> a_ge0; rewrite powRN powRr1. Qed.

Lemma powR_invn a n : 0 <= a -> a `^ (- n%:R) = a ^- n.

Proof.

by move=> a_ge0; rewrite powRN powR_mulrn. Qed.

Lemma powR_intmul a (z : int) : 0 <= a -> a `^ z%:~R = a ^ z.

Proof.

by move=> a0; case: z => n; [exact: powR_mulrn | exact: powR_invn]. Qed.

Lemma ln_powR a x : ln (a `^ x) = x * ln a.

Proof.

have [->|x0] := eqVneq x 0; first by rewrite powRr0 ln1// mul0r.
have [->|a0] := eqVneq a 0; first by rewrite powR0// ln0// mulr0.
by rewrite /powR (negbTE a0) expRK.
Qed.

Lemma powR12_sqrt a : 0 <= a -> a `^ (2^-1) = Num.sqrt a.

Proof.

rewrite le_eqVlt => /predU1P[<-|a0].
  by rewrite powR0 ?invr_eq0 ?pnatr_eq0// sqrtr0.
have /eqP : (a `^ (2^-1)) ^+ 2 = (Num.sqrt a) ^+ 2.
  rewrite sqr_sqrtr; last exact: ltW.
  by rewrite /powR gt_eqF// -expRM_natl mulrA divrr ?mul1r ?unitfE// lnK.
rewrite eqf_sqr => /predU1P[//|/eqP h].
have : 0 < a `^ 2^-1 by exact: powR_gt0.
by rewrite h oppr_gt0 ltNge sqrtr_ge0.
Qed.

Lemma norm_powR a x : 0 <= a -> `|a `^ x| = `|a| `^ x.

Proof.

move=> a0; rewrite /powR; case: ifPn => [/eqP ->|].
  by rewrite normr0 eqxx normr_nat.
rewrite neq_lt ltNge a0/= => {}a0.
by rewrite gtr0_norm ?expR_gt0// gtr0_norm// gt_eqF.
Qed.

Lemma lt0_norm_powR a x : a < 0 -> `|a `^ x| = 1.

Proof.

move=> a0; rewrite /powR lt_eqF// gtr0_norm ?expR_gt0//.
by rewrite ln0 ?mulr0 ?expR0// ltW.
Qed.

Lemma conjugate_powR a b p q : 0 <= a -> 0 <= b ->
  0 < p -> 0 < q -> p^-1 + q^-1 = 1 ->
  a * b <= a `^ p / p + b `^ q / q.

Proof.

rewrite le_eqVlt => /predU1P[<- b0 p0 q0 _|a0].
  by rewrite mul0r powR0 ?gt_eqF// mul0r add0r divr_ge0 ?powR_ge0 ?ltW.
rewrite le_eqVlt => /predU1P[<-|b0] p0 q0 pq.
  by rewrite mulr0 powR0 ?gt_eqF// mul0r addr0 divr_ge0 ?powR_ge0 ?ltW.
have q01 : (q^-1 \in `[0, 1])%R.
  by rewrite in_itv/= invr_ge0 (ltW q0)/= -pq ler_wpDl// invr_ge0 ltW.
have ap0 : (0 < a `^ p)%R by rewrite powR_gt0.
have bq0 : (0 < b `^ q)%R by rewrite powR_gt0.
have := @concave_ln _ (@Itv.mk _ `[0, 1] _ q01)%R _ _ ap0 bq0.
have pq' : (p^-1 = 1 - q^-1)%R by rewrite -pq addrK.
rewrite !convRE/= /onem -pq' -ler_expR expRD (mulrC p^-1).
rewrite ln_powR mulrAC divff ?mul1r ?gt_eqF// (mulrC q^-1).
rewrite ln_powR mulrAC divff ?mul1r ?gt_eqF//.
rewrite lnK ?posrE// lnK ?posrE// => /le_trans; apply.
rewrite lnK//; last by rewrite posrE addr_gt0// mulr_gt0// ?invr_gt0.
by rewrite (mulrC _ p^-1) (mulrC _ q^-1).
Qed.

End PowR.
Notation "a `^ x" := (powR a x) : ring_scope.

#[deprecated(since="mathcomp-analysis 0.6.5", note="renamed `ge0_ler_powR`")]
Notation gt0_ler_powR := ge0_ler_powR.

Section poweR.
Local Open Scope ereal_scope.
Context {R : realType}.
Implicit Types (s r : R) (x y : \bar R).

Definition poweR x r :=
  match x with
  | x'%:E => (x' `^ r)%:E
  | +oo => if r == 0%R then 1%E else +oo
  | -oo => if r == 0%R then 1%E else 0%E
  end.

Local Notation "x `^ r" := (poweR x r).

Lemma poweR_EFin s r : s%:E `^ r = (s `^ r)%:E.

Proof.

by []. Qed.

Lemma poweRyr r : r != 0%R -> +oo `^ r = +oo.

Proof.

by move/negbTE => /= ->. Qed.

Lemma poweRe0 x : x `^ 0 = 1.

Proof.

by move: x => [x'| |]/=; rewrite ?powRr0// eqxx. Qed.

Lemma poweRe1 x : 0 <= x -> x `^ 1 = x.

Proof.

by move: x => [x'| |]//= x0; rewrite ?powRr1// (negbTE (oner_neq0 _)).
Qed.

Lemma poweRN x r : x \is a fin_num -> x `^ (- r) = (fine x `^ r)^-1%:E.

Proof.

by case: x => // x xf; rewrite poweR_EFin powRN. Qed.

Lemma poweRNyr r : r != 0%R -> -oo `^ r = 0.

Proof.

by move=> r0 /=; rewrite (negbTE r0). Qed.

Lemma poweR_eqy x r : x `^ r = +oo -> x = +oo.

Proof.

by case: x => [x| |] //=; case: ifP. Qed.

Lemma eqy_poweR x r : (0 < r)%R -> x = +oo -> x `^ r = +oo.

Proof.

by move: x => [| |]//= r0 _; rewrite gt_eqF. Qed.

Lemma poweR_lty x r : x < +oo -> x `^ r < +oo.

Proof.

by move: x => [x| |]//=; rewrite ?ltry//; case: ifPn => // _; rewrite ltry.
Qed.

Lemma lty_poweRy x r : r != 0%R -> x `^ r < +oo -> x < +oo.

Proof.

by move=> r0; move: x => [x| | _]//=; rewrite ?ltry// (negbTE r0).
Qed.

Lemma poweR0r r : r != 0%R -> 0 `^ r = 0.

Proof.

by move=> r0; rewrite poweR_EFin powR0. Qed.

Lemma poweR1r r : 1 `^ r = 1

Proof.

by rewrite poweR_EFin powR1. Qed.

Lemma fine_poweR x r : fine (x `^ r) = ((fine x) `^ r)%R.

Proof.

by move: x => [x| |]//=; case: ifPn => [/eqP ->|?]; rewrite ?powRr0 ?powR0.
Qed.

Lemma poweR_ge0 x r : 0 <= x `^ r.

Proof.

by move: x => [x| |]/=; rewrite ?lee_fin ?powR_ge0//; case: ifPn. Qed.

Lemma poweR_gt0 x r : 0 < x -> 0 < x `^ r.

Proof.

by move: x => [x|_|]//=; [rewrite lte_fin; exact: powR_gt0|case: ifPn].
Qed.

Lemma gt0_poweR x r : (0 < r)%R -> 0 <= x -> 0 < x `^ r -> 0 < x.

Proof.

move=> r0; move: x => [x|//|]; rewrite ?leeNe_eq// lee_fin !lte_fin.
exact: gt0_powR.
Qed.

Lemma poweR_eq0 x r : 0 <= x -> (x `^ r == 0) = ((x == 0) && (r != 0%R)).

Proof.

move: x => [x _|_/=|//]; first by rewrite poweR_EFin eqe powR_eq0.
by case: ifP => //; rewrite onee_eq0.
Qed.

Lemma poweR_eq0_eq0 x r : 0 <= x -> x `^ r = 0 -> x = 0.

Proof.

by move=> + /eqP => /poweR_eq0-> /andP[/eqP]. Qed.

Lemma gt0_ler_poweR r : (0 <= r)%R ->
  {in `[0, +oo] &, {homo poweR ^~ r : x y / x <= y >-> x <= y}}.

Proof.

move=> r0 + y; case=> //= [x /[1!in_itv]/= /andP[xint _]| _ _].
- case: y => //= [y /[1!in_itv]/= /andP[yint _] xy| _ _].
  + by rewrite !lee_fin ge0_ler_powR.
  + by case: eqP => [->|]; rewrite ?powRr0 ?leey.
- by rewrite leye_eq => /eqP ->.
Qed.

Lemma fin_num_poweR x r : x \is a fin_num -> x `^ r \is a fin_num.

Proof.

by move=> xfin; rewrite ge0_fin_numE ?poweR_lty ?ltey_eq ?xfin// poweR_ge0.
Qed.

Lemma poweRM x y r : 0 <= x -> 0 <= y -> (x * y) `^ r = x `^ r * y `^ r.

Proof.

have [->|rN0] := eqVneq r 0%R; first by rewrite !poweRe0 mule1.
have powyrM s : (0 <= s)%R -> (+oo * s%:E) `^ r = +oo `^ r * s%:E `^ r.
  case: ltgtP => // [s_gt0 _|<- _]; last first.
    by rewrite mule0 poweRyr// !poweR0r// mule0.
  by rewrite gt0_mulye// poweRyr// gt0_mulye// poweR_gt0.
case: x y => [x| |] [y| |]// x0 y0; first by rewrite /= -EFinM powRM.
- by rewrite muleC powyrM// muleC.
- by rewrite powyrM.
- by rewrite mulyy !poweRyr// mulyy.
Qed.

Lemma poweRrM x r s : x `^ (r * s) = (x `^ r) `^ s.

Proof.

have [->|s0] := eqVneq s 0%R; first by rewrite mulr0 !poweRe0.
have [->|r0] := eqVneq r 0%R; first by rewrite mul0r poweRe0 poweR1r.
case: x => [x| |]//; first by rewrite /= powRrM.
  by rewrite !poweRyr// mulf_neq0.
by rewrite !poweRNyr ?poweR0r ?(negPf s0)// mulf_neq0.
Qed.

Lemma poweRAC x r s : (x `^ r) `^ s = (x `^ s) `^ r.

Proof.

by rewrite -!poweRrM mulrC. Qed.

Definition poweRD_def x r s := ((r + s == 0)%R ==>
  ((x != 0) && ((x \isn't a fin_num) ==> (r == 0%R) && (s == 0%R)))).
Notation "x '`^?' ( r +? s )" := (poweRD_def x r s) : ereal_scope.

Lemma poweRD_defE x r s :
  x `^?(r +? s) = ((r + s == 0)%R ==>
  ((x != 0) && ((x \isn't a fin_num) ==> (r == 0%R) && (s == 0%R)))).

Proof.

by []. Qed.

Lemma poweRB_defE x r s :
  x `^?(r +? - s) = ((r == s)%R ==>
  ((x != 0) && ((x \isn't a fin_num) ==> (r == 0%R) && (s == 0%R)))).

Proof.

by rewrite poweRD_defE subr_eq0 oppr_eq0. Qed.

Lemma add_neq0_poweRD_def x r s : (r + s != 0)%R -> x `^?(r +? s).

Proof.

by rewrite poweRD_defE => /negPf->. Qed.

Lemma add_neq0_poweRB_def x r s : (r != s)%R -> x `^?(r +? - s).

Proof.

by rewrite poweRB_defE => /negPf->. Qed.

Lemma nneg_neq0_poweRD_def x r s : x != 0 -> (r >= 0)%R -> (s >= 0)%R ->
  x `^?(r +? s).

Proof.

move=> xN0 rge0 sge0; rewrite /poweRD_def xN0/=.
by case: ltgtP rge0 => // [r_gt0|<-]; case: ltgtP sge0 => // [s_gt0|<-]//=;
   rewrite ?addr0 ?add0r ?implybT// gt_eqF//= ?addr_gt0.
Qed.

Lemma nneg_neq0_poweRB_def x r s : x != 0 -> (r >= 0)%R -> (s <= 0)%R ->
  x `^?(r +? - s).

Proof.

by move=> *; rewrite nneg_neq0_poweRD_def// oppr_ge0. Qed.

Lemma poweRD x r s : x `^?(r +? s) -> x `^ (r + s) = x `^ r * x `^ s.

Proof.

rewrite /poweRD_def.
have [->|r0]/= := eqVneq r 0%R; first by rewrite add0r poweRe0 mul1e.
have [->|s0]/= := eqVneq s 0%R; first by rewrite addr0 poweRe0 mule1.
case: x => // [t|/=|/=]; rewrite ?(negPf r0, negPf s0, implybF); last 2 first.
- by move=> /negPf->; rewrite mulyy.
- by move=> /negPf->; rewrite mule0.
rewrite !poweR_EFin eqe => /implyP/(_ _)/andP cnd.
by rewrite powRD//; apply/implyP => /cnd[].
Qed.

Lemma poweRB x r s : x `^?(r +? - s) -> x `^ (r - s) = x `^ r * x `^ (- s).

Proof.

by move=> rs; rewrite poweRD. Qed.

Lemma poweR12_sqrt x : 0 <= x -> x `^ 2^-1 = sqrte x.

Proof.

move: x => [x|_|//]; last by rewrite poweRyr.
by rewrite lee_fin => x0 /=; rewrite powR12_sqrt.
Qed.

End poweR.
Notation "a `^ x" := (poweR a x) : ereal_scope.

Section riemannR_series.
Variable R : realType.
Implicit Types a : R.
Local Open Scope real_scope.

Definition riemannR a : R ^nat := fun n => (n.+1%:R `^ a)^-1.
Arguments riemannR a n /.

Lemma riemannR_gt0 a i : 0 <= a -> 0 < riemannR a i.

Proof.

by move=> ?; rewrite /riemannR invr_gt0 powR_gt0. Qed.

Lemma dvg_riemannR a : 0 <= a <= 1 -> ~ cvgn (series (riemannR a)).

Proof.

move=> /andP[a0 a1].
have : forall n, harmonic n <= riemannR a n.
  move=> [/=|n]; first by rewrite powR1 invr1.
  rewrite -[leRHS]div1r ler_pdivlMr ?powR_gt0// mulrC ler_pdivrMr//.
  by rewrite mul1r -[leRHS]powRr1// (ler_powR)// ler1n.
move/(series_le_cvg harmonic_ge0 (fun i => ltW (riemannR_gt0 i a0))).
by move/contra_not; apply; exact: dvg_harmonic.
Qed.

End riemannR_series.