Library Coquelicot.Equiv

This file is part of the Coquelicot formalization of real analysis in Coq: http://coquelicot.saclay.inria.fr/
Copyright (C) 2011-2015 Sylvie Boldo
Copyright (C) 2011-2015 Catherine Lelay
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.

Require Import Reals Psatz.
Require Import mathcomp.ssreflect.ssreflect.
Require Import Rbar Rcomplements Hierarchy.

This file gives definitions of equivalent (g ~ f) and dominant (g = o(f)). This is used for defining differentiability on a NormedModule.

Definition is_domin {T} {Ku Kv : AbsRing}
  {U : NormedModule Ku} {V : NormedModule Kv}
  (F : (T -> Prop) -> Prop) (f : T -> U) (g : T -> V) :=
  forall eps : posreal, F (fun x => norm (g x) <= eps * norm (f x)).

Definition is_equiv {T} {K : AbsRing} {V : NormedModule K}
  (F : (T -> Prop) -> Prop) (f g : T -> V) :=
  is_domin F g (fun x => minus (g x) (f x)).

To be dominant is a partial strict order

Lemma domin_antisym {T} {K : AbsRing} {V : NormedModule K} :
  forall {F : (T -> Prop) -> Prop} {FF : ProperFilter F} (f : T -> V),
  F (fun x => norm (f x) <> 0) -> ~ is_domin F f f.
Proof.
intros F FF f Hf H.
move: (H (pos_div_2 (mkposreal _ Rlt_0_1))) => {H} /= H.
apply filter_const.
generalize (filter_and _ _ H Hf) => {H Hf}.
apply filter_imp.
intros x [H1 H2].
generalize (norm_ge_0 (f x)).
lra.
Qed.

Lemma domin_trans {T} {Ku Kv Kw : AbsRing}
   {U : NormedModule Ku} {V : NormedModule Kv} {W : NormedModule Kw} :
  forall {F : (T -> Prop) -> Prop} {FF : Filter F} (f : T -> U) (g : T -> V) (h : T -> W),
  is_domin F f g -> is_domin F g h -> is_domin F f h.
Proof.
  intros F FF f g h Hfg Hgh eps.
  apply (filter_imp (fun x => (norm (h x) <= sqrt eps * norm (g x)) /\ (norm (g x) <= sqrt eps * norm (f x)))).
  intros x [H0 H1].
  apply Rle_trans with (1 := H0).
  rewrite -{2}(sqrt_sqrt eps).
  rewrite Rmult_assoc.
  apply Rmult_le_compat_l.
  by apply sqrt_pos.
  apply H1.
  by apply Rlt_le, eps.
  apply filter_and.
  by apply (Hgh (mkposreal (sqrt eps) (sqrt_lt_R0 _ (cond_pos eps)))).
  by apply (Hfg (mkposreal (sqrt eps) (sqrt_lt_R0 _ (cond_pos eps)))).
Qed.

Relations between domination and equivalence

Lemma equiv_le_2 {T} {K : AbsRing} {V : NormedModule K}
  F {FF : Filter F} (f g : T -> V) :
  is_equiv F f g ->
  F (fun x => norm (g x) <= 2 * norm (f x) /\ norm (f x) <= 2 * norm (g x)).
Proof.
  intros H.
  apply filter_and.
  - move: (H (pos_div_2 (mkposreal _ Rlt_0_1))) => {H}.
    apply filter_imp => x /= H.
    apply Rle_trans with (1 := norm_triangle_inv _ _) in H.
    rewrite -Ropp_minus_distr Rabs_Ropp in H.
    apply Rabs_le_between' in H ; case: H => H _.
    field_simplify in H.
    rewrite Rdiv_1 in H.
    apply Rle_div_l in H.
    by rewrite Rmult_comm.
    by apply Rlt_0_2.
  - move: (H (mkposreal _ Rlt_0_1)) => {H}.
    apply filter_imp => x /= H.
    apply Rle_trans with (1 := norm_triangle_inv _ _) in H.
    rewrite -Ropp_minus_distr Rabs_Ropp in H.
    apply Rabs_le_between' in H ; case: H => _ H.
    field_simplify in H.
    by rewrite !Rdiv_1 in H.
Qed.

Lemma domin_rw_l {T} {Ku Kv : AbsRing}
  {U : NormedModule Ku} {V : NormedModule Kv} :
  forall {F : (T -> Prop) -> Prop} {FF : Filter F} (f1 f2 : T -> U) (g : T -> V),
  is_equiv F f1 f2 -> is_domin F f1 g -> is_domin F f2 g.
Proof.
  intros F FF f1 f2 g Hf Hg eps.
  assert (F (fun x => norm (f1 x) <= 2 * norm (f2 x))).
    eapply filter_imp.
    2: apply (equiv_le_2 _ _ _ Hf).
    move => /= x Hx.
    by apply Hx.
  clear Hf ; rename H into Hf.
  specialize (Hg (pos_div_2 eps)).
  generalize (filter_and _ _ Hf Hg) ; clear -FF.
  apply filter_imp => x /= [Hf Hg].
  apply Rle_trans with (1 := Hg).
  rewrite /Rdiv Rmult_assoc.
  apply Rmult_le_compat_l.
  by apply Rlt_le, eps.
  rewrite Rmult_comm Rle_div_l.
  by rewrite Rmult_comm.
  by apply Rlt_0_2.
Qed.

Lemma domin_rw_r {T} {Ku Kv : AbsRing}
  {U : NormedModule Ku} {V : NormedModule Kv} :
  forall {F : (T -> Prop) -> Prop} {FF : Filter F} (f : T -> U) (g1 g2 : T -> V),
  is_equiv F g1 g2 -> is_domin F f g1 -> is_domin F f g2.
Proof.
  intros F FF f g1 g2 Hg Hf eps.
  assert (F (fun x => norm (g2 x) <= 2 * norm (g1 x))).
    eapply filter_imp.
    2: apply (equiv_le_2 _ _ _ Hg).
    move => /= x Hx.
    by apply Hx.
  clear Hg ; rename H into Hg.
  specialize (Hf (pos_div_2 eps)).
  generalize (filter_and _ _ Hf Hg) ; clear -FF.
  apply filter_imp => x /= [Hf Hg].
  apply Rle_trans with (1 := Hg).
  rewrite Rmult_comm Rle_div_r.
  apply Rle_trans with (1 := Hf).
  right ; rewrite /Rdiv ; ring.
  by apply Rlt_0_2.
Qed.

To be equivalent is an equivalence relation

Section Equiv.

Context {T : Type} {K : AbsRing} {V : NormedModule K}.

Lemma equiv_refl :
  forall {F : (T -> Prop) -> Prop} {FF : Filter F} (f : T -> V),
  is_equiv F f f.
Proof.
  intros F FF f eps.
  apply: filter_forall => x.
  rewrite /minus plus_opp_r norm_zero.
  apply Rmult_le_pos.
  by apply Rlt_le, eps.
  by apply norm_ge_0.
Qed.

Lemma equiv_sym :
  forall {F : (T -> Prop) -> Prop} {FF : Filter F} (f g : T -> V),
  is_equiv F f g -> is_equiv F g f.
Proof.
  intros F FF f g H eps.
  assert (H0 := equiv_le_2 _ _ _ H).
  specialize (H (pos_div_2 eps)).
  generalize (filter_and _ _ H H0) ; apply filter_imp ;
  clear => x [H [H0 H1]].
  rewrite -norm_opp /minus opp_plus opp_opp plus_comm.
  apply Rle_trans with (1 := H) ; simpl.
  eapply Rle_trans.
  apply Rmult_le_compat_l.
  by apply Rlt_le, is_pos_div_2.
  by apply H0.
  apply Req_le ; field.
Qed.

Lemma equiv_trans :
  forall {F : (T -> Prop) -> Prop} {FF : Filter F} (f g h : T -> V),
  is_equiv F f g -> is_equiv F g h -> is_equiv F f h.
Proof.
  intros F FF f g h Hfg Hgh.
  apply (fun c => domin_rw_l _ _ c Hgh).
  intros eps.
  apply equiv_sym in Hgh.
  generalize (filter_and _ _ (Hfg (pos_div_2 eps)) (Hgh (pos_div_2 eps))) => {Hfg Hgh}.
  apply filter_imp => x /= [Hfg Hgh].
  replace (minus (h x) (f x)) with (plus (minus (g x) (f x)) (opp (minus (g x) (h x)))).
  eapply Rle_trans. 1 : by apply @norm_triangle.
  rewrite norm_opp (double_var eps) Rmult_plus_distr_r.
  by apply Rplus_le_compat.
  rewrite /minus opp_plus opp_opp plus_comm plus_assoc.
  congr (plus _ (opp (f x))).
  rewrite plus_comm plus_assoc plus_opp_r.
  apply plus_zero_l.
Qed.

Lemma equiv_carac_0 :
  forall {F : (T -> Prop) -> Prop} {FF : Filter F} (f g : T -> V),
  is_equiv F f g ->
  {o : T -> V | (forall x : T, f x = plus (g x) (o x)) /\ is_domin F g o }.
Proof.
  intros F FF f g H.
  exists (fun x => minus (f x) (g x)).
  split.
  intro x.
  by rewrite /minus plus_comm -plus_assoc plus_opp_l plus_zero_r.
  apply (domin_rw_l _ _ _ H).
  by apply equiv_sym.
Qed.

Lemma equiv_carac_1 :
  forall {F : (T -> Prop) -> Prop} {FF : Filter F} (f g o : T -> V),
  (forall x, f x = plus (g x) (o x)) -> is_domin F g o -> is_equiv F f g.
Proof.
  intros F FF f g o Ho Hgo.
  intro eps ; move: (Hgo eps).
  apply filter_imp => x.
  replace (o x) with (minus (f x) (g x)).
  congr (_ <= _).
  by rewrite -norm_opp /minus opp_plus opp_opp plus_comm.
  rewrite Ho.
  rewrite /minus plus_comm plus_assoc plus_opp_l.
  apply plus_zero_l.
Qed.

Lemma equiv_ext_loc {F : (T -> Prop) -> Prop} {FF : Filter F} (f g : T -> V) :
  F (fun x => f x = g x) -> is_equiv F f g.
Proof.
  move => H eps.
  move: H ; apply filter_imp.
  move => x ->.
  rewrite /minus plus_opp_r norm_zero.
  apply Rmult_le_pos.
  by apply Rlt_le, eps.
  by apply norm_ge_0.
Qed.

End Equiv.

Vector space

is_domin is a vector space

Section Domin.

Context {T : Type} {Ku Kv : AbsRing}
  {U : NormedModule Ku} {V : NormedModule Kv}.

Lemma is_domin_le {F G} (f : T -> U) (g : T -> V) :
  is_domin F f g -> filter_le G F -> is_domin G f g.
Proof.
  intros.
  intros eps.
  by apply H0.
Qed.

Lemma domin_scal_r :
  forall {F : (T -> Prop) -> Prop} {FF : Filter F} (f : T -> U) (g : T -> V) (c : Kv),
  is_domin F f g -> is_domin F f (fun x => scal c (g x)).
Proof.
  intros F FF f g c H.
  case: (Req_dec (abs c) 0) => Hc.
  move => eps /=.
  apply filter_imp with (2 := filter_true) => x _.
  eapply Rle_trans.
  apply @norm_scal.
  rewrite Hc Rmult_0_l.
  apply Rmult_le_pos.
  by apply Rlt_le, eps.
  by apply norm_ge_0.

  destruct (abs_ge_0 c) => //.
  clear Hc ; rename H0 into Hc.
  move => eps /=.
  assert (He : 0 < eps / abs c).
    apply Rdiv_lt_0_compat.
    by apply eps.
    by apply Hc.
  move: (H (mkposreal _ He)) => /= {H}.
  apply filter_imp => x H.
  eapply Rle_trans.
  apply @norm_scal.
  rewrite Rmult_comm ; apply Rle_div_r.
  by [].
  apply Rle_trans with (1 := H).
  apply Req_le ; rewrite /Rdiv ; ring.
  by apply sym_eq in H0.
Qed.

Lemma domin_scal_l :
  forall {F : (T -> Prop) -> Prop} {FF : Filter F} (f : T -> U) (g : T -> V) (c : Ku),
  (exists y, mult y c = one) -> is_domin F f g -> is_domin F (fun x => scal c (f x)) g.
Proof.
  intros F FF f g c Hc H eps.
  destruct Hc as [y Hc].
  assert (0 < abs c).
    apply Rnot_le_lt => H0.
    destruct H0.
    move: H0 ; by apply Rle_not_lt, abs_ge_0.
    move: H0.
    apply (Rmult_neq_0_reg (abs y)).
    apply Rgt_not_eq.
    eapply Rlt_le_trans, @abs_mult.
    rewrite Hc abs_one ; by apply Rlt_0_1.
  assert (0 < abs y).
    apply Rmult_lt_reg_r with (abs c).
    by [].
    rewrite Rmult_0_l.
    eapply Rlt_le_trans, @abs_mult.
    rewrite Hc abs_one ; by apply Rlt_0_1.
  assert (He : (0 < eps / abs y)).
    apply Rdiv_lt_0_compat.
    by apply eps.
    by [].
  move: (H (mkposreal _ He)) => /= {H}.
  apply filter_imp => x Hx.
  apply Rle_trans with (1 := Hx).
  rewrite /Rdiv Rmult_assoc ; apply Rmult_le_compat_l.
  by apply Rlt_le, eps.
  rewrite -{1}(scal_one (f x)) -Hc -scal_assoc.
  eapply Rle_trans.
  apply Rmult_le_compat_l.
  by apply Rlt_le, Rinv_0_lt_compat.
  apply @norm_scal.
  apply Req_le ; field.
  by apply Rgt_not_eq.
Qed.

Lemma domin_plus :
  forall {F : (T -> Prop) -> Prop} {FF : Filter F} (f : T -> U) (g1 g2 : T -> V),
  is_domin F f g1 -> is_domin F f g2 -> is_domin F f (fun x => plus (g1 x) (g2 x)).
Proof.
  intros F FF f g1 g2 Hg1 Hg2 eps.
  generalize (filter_and _ _ (Hg1 (pos_div_2 eps)) (Hg2 (pos_div_2 eps)))
    => /= {Hg1 Hg2}.
  apply filter_imp => x [Hg1 Hg2].
  eapply Rle_trans.
  apply @norm_triangle.
  eapply Rle_trans.
  apply Rplus_le_compat.
  by apply Hg1.
  by apply Hg2.
  apply Req_le ; field.
Qed.

End Domin.

is_equiv is compatible with the vector space structure

Section Equiv_VS.

Context {T : Type} {K : AbsRing} {V : NormedModule K}.

Lemma equiv_scal :
  forall {F : (T -> Prop) -> Prop} {FF : Filter F} (f g : T -> V) (c : K),
  (exists y : K, mult y c = one) ->
  is_equiv F f g -> is_equiv F (fun x => scal c (f x)) (fun x => scal c (g x)).
Proof.
  intros F FF f g c [y Hc] H.
  apply domin_scal_l.
  by exists y.
  move => eps /=.
  cut (F (fun x => norm (scal c (minus (g x) (f x))) <= eps * norm (g x))).
  apply filter_imp => x.
  now rewrite scal_distr_l scal_opp_r.
  now apply domin_scal_r.
Qed.

Lemma equiv_plus :
  forall {F : (T -> Prop) -> Prop} {FF : Filter F} (f o : T -> V),
  is_domin F f o -> is_equiv F (fun x => plus (f x) (o x)) f.
Proof.
  intros F FF f o H eps.
  move: (H eps) => {H}.
  apply filter_imp => x Hx.
  simpl.
  now rewrite /minus opp_plus plus_assoc plus_opp_r plus_zero_l norm_opp.
Qed.

End Equiv_VS.

Multiplication and inverse

Domination

Lemma domin_mult_r :
  forall {T} {F : (T -> Prop) -> Prop} {FF : Filter F} (f g h : T -> R),
  is_domin F f g -> is_domin F (fun x => f x * h x) (fun x => g x * h x).
Proof.
  intros T F FF f g h H eps.
  move: (H eps) => {H}.
  apply filter_imp => x H1.
  rewrite /norm /= /abs /= ?Rabs_mult.
  rewrite -Rmult_assoc.
  apply Rmult_le_compat_r.
  by apply Rabs_pos.
  by apply H1.
Qed.

Lemma domin_mult_l :
  forall {T} {F : (T -> Prop) -> Prop} {FF : Filter F} (f g h : T -> R),
  is_domin F f g -> is_domin F (fun x => h x * f x) (fun x => h x * g x).
Proof.
  intros T F FF f g h H eps.
  generalize (domin_mult_r f g h H eps).
  apply filter_imp => x.
  by rewrite ?(Rmult_comm (h x)).
Qed.

Lemma domin_mult :
  forall {T} {F : (T -> Prop) -> Prop} {FF : Filter F} (f1 f2 g1 g2 : T -> R),
  is_domin F f1 g1 -> is_domin F f2 g2 ->
  is_domin F (fun x => f1 x * f2 x) (fun x => g1 x * g2 x).
Proof.
  intros T F FF f1 f2 g1 g2 H1 H2 eps.
  move: (H1 (mkposreal _ (sqrt_lt_R0 _ (cond_pos eps))))
    (H2 (mkposreal _ (sqrt_lt_R0 _ (cond_pos eps)))) => {H1 H2} /= H1 H2.
  generalize (filter_and _ _ H1 H2) => {H1 H2}.
  apply filter_imp => x [H1 H2].
  rewrite /norm /= /abs /= ?Rabs_mult.
  rewrite -(sqrt_sqrt _ (Rlt_le _ _ (cond_pos eps))).
  replace (sqrt eps * sqrt eps * (Rabs (f1 x) * Rabs (f2 x)))
    with ((sqrt eps * Rabs (f1 x))*(sqrt eps * Rabs (f2 x))) by ring.
  apply Rmult_le_compat.
  by apply Rabs_pos.
  by apply Rabs_pos.
  by apply H1.
  by apply H2.
Qed.

Lemma domin_inv :
  forall {T} {F : (T -> Prop) -> Prop} {FF : Filter F} (f g : T -> R),
  F (fun x => g x <> 0) -> is_domin F f g ->
  is_domin F (fun x => / g x) (fun x => / f x).
Proof.
  intros T F FF f g Hg H eps.
  have Hf : F (fun x => f x <> 0).
    generalize (filter_and _ _ Hg (H (mkposreal _ Rlt_0_1))) => /=.
    apply filter_imp => x {Hg H} [Hg H].
    case: (Req_dec (f x) 0) => Hf.
    rewrite /norm /= /abs /= Hf Rabs_R0 Rmult_0_r in H.
    apply Rlt_not_le in H.
    move => _ ; apply H.
    by apply Rabs_pos_lt.
    by [].
  generalize (filter_and _ _ (H eps) (filter_and _ _ Hf Hg)) => {H Hf Hg}.
  apply filter_imp => x [H [Hf Hg]].
  rewrite /norm /= /abs /= ?Rabs_Rinv => //.
  replace (/ Rabs (f x))
    with (Rabs (g x) / (Rabs (f x) * Rabs (g x)))
    by (field ; split ; by apply Rabs_no_R0).
  replace (eps * / Rabs (g x))
    with (eps * Rabs (f x) / (Rabs (f x) * Rabs (g x)))
    by (field ; split ; by apply Rabs_no_R0).
  apply Rmult_le_compat_r.
  apply Rlt_le, Rinv_0_lt_compat, Rmult_lt_0_compat ; apply Rabs_pos_lt => //.
  by apply H.
Qed.

Equivalence

Lemma equiv_mult :
  forall {T} {F : (T -> Prop) -> Prop} {FF : Filter F} (f1 f2 g1 g2 : T -> R),
  is_equiv F f1 g1 -> is_equiv F f2 g2 ->
  is_equiv F (fun x => f1 x * f2 x) (fun x => g1 x * g2 x).
Proof.
  intros T F FF f1 f2 g1 g2 H1 H2.
  case: (equiv_carac_0 _ _ H1) => {H1} o1 [H1 Ho1].
  case: (equiv_carac_0 _ _ H2) => {H2} o2 [H2 Ho2].
  apply equiv_carac_1 with (fun x => o1 x * g2 x + g1 x * o2 x + o1 x * o2 x).
  move => x ; rewrite H1 H2 /plus /= ; ring.
  repeat apply @domin_plus => //.
  by apply domin_mult_r.
  by apply domin_mult_l.
  by apply domin_mult.
Qed.

Lemma equiv_inv :
  forall {T} {F : (T -> Prop) -> Prop} {FF : Filter F} (f g : T -> R),
  F (fun x => g x <> 0) -> is_equiv F f g ->
  is_equiv F (fun x => / f x) (fun x => / g x).
Proof.
  intros T F FF f g Hg H.
  have Hf : F (fun x => f x <> 0).
    generalize (filter_and _ _ Hg (H (pos_div_2 (mkposreal _ Rlt_0_1)))) => /=.
    apply filter_imp => x {Hg H} [Hg H].
    case: (Req_dec (f x) 0) => Hf //.
    rewrite /minus /plus /opp /= Hf Ropp_0 Rplus_0_r in H.
    generalize (norm_ge_0 (g x)) (norm_eq_zero (g x)).
    rewrite /zero /=.
    lra.
  apply equiv_sym in H.
  move => eps.
  generalize (filter_and _ _ (filter_and _ _ Hf Hg) (H eps)).
  clear -FF.
  apply filter_imp.
  intros x [[Hf Hg] H].
  rewrite /norm /= /abs /minus /plus /opp /=.
  replace (/ g x + - / f x)
    with ((f x - g x) / (f x * g x)).
  rewrite Rabs_div ?Rabs_Rinv ?Rabs_mult //.
  apply Rle_div_l.
  apply Rmult_lt_0_compat ; by apply Rabs_pos_lt.
  field_simplify ; rewrite ?Rdiv_1.
  by [].
  by apply Rabs_no_R0.
  by apply Rmult_integral_contrapositive_currified.
  field ; by split.
Qed.

Domination and composition


Section Domin_comp.

Context {T1 T2 : Type} {Ku Kv : AbsRing}
  {U : NormedModule Ku} {V : NormedModule Kv}
  (F : (T1 -> Prop) -> Prop) {FF : Filter F}
  (G : (T2 -> Prop) -> Prop) {FG : Filter G}.

Lemma domin_comp (f : T2 -> U) (g : T2 -> V) (l : T1 -> T2) :
  filterlim l F G -> is_domin G f g
    -> is_domin F (fun t => f (l t)) (fun t => g (l t)).
Proof.
  intros Hl Hg eps.
  generalize (fun eps => Hl _ (Hg eps)) => {Hl Hg} /= Hl.
  by apply Hl.
Qed.

End Domin_comp.

Equivalence and limits


Lemma filterlim_equiv :
  forall {T} {F : (T -> Prop) -> Prop} {FF : Filter F} (f g : T -> R) (l : Rbar),
  is_equiv F f g ->
  filterlim f F (Rbar_locally l) ->
  filterlim g F (Rbar_locally l).
Proof.
intros T F FF f g [l| |] Hfg Hf P [eps HP] ;
  apply equiv_sym in Hfg ;
  unfold filtermap.
- assert (He: 0 < eps / 2 / (Rabs l + 1)).
  apply Rdiv_lt_0_compat.
  apply is_pos_div_2.
  apply Rplus_le_lt_0_compat.
  apply Rabs_pos.
  apply Rlt_0_1.
  pose ineqs (y : R) := Rabs (y - l) < eps/2 /\ Rabs y <= Rabs l + 1.
  assert (Hl: Rbar_locally l ineqs).
  assert (H: 0 < Rmin (eps / 2) 1).
  apply Rmin_case.
  apply is_pos_div_2.
  apply Rlt_0_1.
  exists (mkposreal _ H).
  simpl.
  intros x Hx.
  split.
  apply Rlt_le_trans with (1 := Hx).
  apply Rmin_l.
  apply Rabs_le_between'.
  apply Rle_trans with (1 := Rabs_triang_inv2 _ _).
  apply Rlt_le.
  apply Rlt_le_trans with (1 := Hx).
  apply Rmin_r.
  generalize (filter_and _ (fun (x : T) => ineqs (f x)) (Hfg (mkposreal _ He)) (Hf _ Hl)).
  apply filter_imp.
  simpl.
  intros x [H1 [H2 H3]].
  apply HP.
  rewrite /ball /= /AbsRing_ball /= /abs /minus /plus /opp /=.
  replace (g x + - l) with ((f x - l) + -(f x - g x)) by ring.
  apply Rle_lt_trans with (1 := Rabs_triang _ _).
  replace (pos eps) with (eps / 2 + eps / 2 / (Rabs l + 1) * (Rabs l + 1)).
  apply Rplus_lt_le_compat with (1 := H2).
  rewrite Rabs_Ropp.
  apply Rle_trans with (1 := H1).
  apply Rmult_le_compat_l with (2 := H3).
  now apply Rlt_le.
  field.
  apply Rgt_not_eq.
  apply Rplus_le_lt_0_compat.
  apply Rabs_pos.
  apply Rlt_0_1.
- pose ineq (y : R) := Rmax 0 (2 * eps) < y.
  assert (Hl: Rbar_locally' p_infty ineq).
  now exists (Rmax 0 (2 * eps)).
  generalize (filter_and _ (fun (x : T) => ineq (f x)) (Hfg (mkposreal _ pos_half_prf)) (Hf _ Hl)).
  apply filter_imp.
  simpl.
  intros x [H1 H2].
  apply HP.
  apply Rabs_le_between' in H1.
  generalize (Rplus_le_compat_l (- /2 * Rabs (f x)) _ _ (proj2 H1)).
  rewrite /norm /= /abs /=.
  replace (- / 2 * Rabs (f x) + (g x + / 2 * Rabs (f x))) with (g x) by ring.
  apply Rlt_le_trans.
  rewrite Rabs_pos_eq.
  apply Rmult_lt_reg_l with (1 := Rlt_R0_R2).
  replace (2 * (- / 2 * f x + f x)) with (f x) by field.
  apply Rle_lt_trans with (2 := H2).
  apply Rmax_r.
  apply Rlt_le.
  apply Rle_lt_trans with (2 := H2).
  apply Rmax_l.
- pose ineq (y : R) := y < Rmin 0 (2 * eps).
  assert (Hl: Rbar_locally' m_infty ineq).
  now exists (Rmin 0 (2 * eps)).
  generalize (filter_and _ (fun (x : T) => ineq (f x)) (Hfg (mkposreal _ pos_half_prf)) (Hf _ Hl)).
  apply filter_imp.
  simpl.
  intros x [H1 H2].
  apply HP.
  apply Rabs_le_between' in H1.
  generalize (Rplus_le_compat_l (/2 * Rabs (f x)) _ _ (proj1 H1)).
  rewrite /norm /= /abs /=.
  replace (/ 2 * Rabs (f x) + (g x - / 2 * Rabs (f x))) with (g x) by ring.
  intros H.
  apply Rle_lt_trans with (1 := H).
  rewrite Rabs_left.
  apply Rmult_lt_reg_l with (1 := Rlt_R0_R2).
  replace (2 * (/ 2 * - f x + f x)) with (f x) by field.
  apply Rlt_le_trans with (1 := H2).
  apply Rmin_r.
  apply Rlt_le_trans with (1 := H2).
  apply Rmin_l.
Qed.