Concrete example showing that monads are not closed under composition (with proof)?

Consider this monad which is isomorphic to the (Bool ->) monad:

data Pair a = P a a

instance Functor Pair where
  fmap f (P x y) = P (f x) (f y)

instance Monad Pair where
  return x = P x x
  P a b >>= f = P x y
    where P x _ = f a
          P _ y = f b

and compose it with the Maybe monad:

newtype Bad a = B (Maybe (Pair a))

I claim that Bad cannot be a monad.

Partial proof:

There's only one way to define fmap that satisfies fmap id = id:

instance Functor Bad where
    fmap f (B x) = B $ fmap (fmap f) x

Recall the monad laws:

(1) join (return x) = x 
(2) join (fmap return x) = x
(3) join (join x) = join (fmap join x)

For the definition of return x, we have two choices: B Nothing or B (Just (P x x)). It's clear that in order to have any hope of returning x from (1) and (2), we can't throw away x, so we have to pick the second option.

return' :: a -> Bad a
return' x = B (Just (P x x))

That leaves join. Since there are only a few possible inputs, we can make a case for each:

join :: Bad (Bad a) -> Bad a
(A) join (B Nothing) = ???
(B) join (B (Just (P (B Nothing)          (B Nothing))))          = ???
(C) join (B (Just (P (B (Just (P x1 x2))) (B Nothing))))          = ???
(D) join (B (Just (P (B Nothing)          (B (Just (P x1 x2)))))) = ???
(E) join (B (Just (P (B (Just (P x1 x2))) (B (Just (P x3 x4)))))) = ???

Since the output has type Bad a, the only options are B Nothing or B (Just (P y1 y2)) where y1, y2 have to be chosen from x1 ... x4.

In cases (A) and (B), we have no values of type a, so we're forced to return B Nothing in both cases.

Case (E) is determined by the (1) and (2) monad laws:

-- apply (1) to (B (Just (P y1 y2)))
join (return' (B (Just (P y1 y2))))
= -- using our definition of return'
join (B (Just (P (B (Just (P y1 y2))) (B (Just (P y1 y2))))))
= -- from (1) this should equal
B (Just (P y1 y2))

In order to return B (Just (P y1 y2)) in case (E), this means we must pick y1 from either x1 or x3, and y2 from either x2 or x4.

-- apply (2) to (B (Just (P y1 y2)))
join (fmap return' (B (Just (P y1 y2))))
= -- def of fmap
join (B (Just (P (return y1) (return y2))))
= -- def of return
join (B (Just (P (B (Just (P y1 y1))) (B (Just (P y2 y2))))))
= -- from (2) this should equal
B (Just (P y1 y2))

Likewise, this says that we must pick y1 from either x1 or x2, and y2 from either x3 or x4. Combining the two, we determine that the right hand side of (E) must be B (Just (P x1 x4)).

So far it's all good, but the problem comes when you try to fill in the right hand sides for (C) and (D).

There are 5 possible right hand sides for each, and none of the combinations work. I don't have a nice argument for this yet, but I do have a program that exhaustively tests all the combinations:

{-# LANGUAGE ImpredicativeTypes, ScopedTypeVariables #-}

import Control.Monad (guard)

data Pair a = P a a
  deriving (Eq, Show)

instance Functor Pair where
  fmap f (P x y) = P (f x) (f y)

instance Monad Pair where
  return x = P x x
  P a b >>= f = P x y
    where P x _ = f a
          P _ y = f b

newtype Bad a = B (Maybe (Pair a))
  deriving (Eq, Show)

instance Functor Bad where
  fmap f (B x) = B $ fmap (fmap f) x

-- The only definition that could possibly work.
unit :: a -> Bad a
unit x = B (Just (P x x))

-- Number of possible definitions of join for this type. If this equals zero, no monad for you!
joins :: Integer
joins = sum $ do
  -- Try all possible ways of handling cases 3 and 4 in the definition of join below.
  let ways = [ \_ _ -> B Nothing
             , \a b -> B (Just (P a a))
             , \a b -> B (Just (P a b))
             , \a b -> B (Just (P b a))
             , \a b -> B (Just (P b b)) ] :: [forall a. a -> a -> Bad a]
  c3 :: forall a. a -> a -> Bad a <- ways
  c4 :: forall a. a -> a -> Bad a <- ways

  let join :: forall a. Bad (Bad a) -> Bad a
      join (B Nothing) = B Nothing -- no choice
      join (B (Just (P (B Nothing) (B Nothing)))) = B Nothing -- again, no choice
      join (B (Just (P (B (Just (P x1 x2))) (B Nothing)))) = c3 x1 x2
      join (B (Just (P (B Nothing) (B (Just (P x3 x4)))))) = c4 x3 x4
      join (B (Just (P (B (Just (P x1 x2))) (B (Just (P x3 x4)))))) = B (Just (P x1 x4)) -- derived from monad laws

  -- We've already learnt all we can from these two, but I decided to leave them in anyway.
  guard $ all (\x -> join (unit x) == x) bad1
  guard $ all (\x -> join (fmap unit x) == x) bad1

  -- This is the one that matters
  guard $ all (\x -> join (join x) == join (fmap join x)) bad3

  return 1 

main = putStrLn $ show joins ++ " combinations work."

-- Functions for making all the different forms of Bad values containing distinct Ints.

bad1 :: [Bad Int]
bad1 = map fst (bad1' 1)

bad3 :: [Bad (Bad (Bad Int))]
bad3 = map fst (bad3' 1)

bad1' :: Int -> [(Bad Int, Int)]
bad1' n = [(B Nothing, n), (B (Just (P n (n+1))), n+2)]

bad2' :: Int -> [(Bad (Bad Int), Int)]
bad2' n = (B Nothing, n) : do
  (x, n')  <- bad1' n
  (y, n'') <- bad1' n'
  return (B (Just (P x y)), n'')

bad3' :: Int -> [(Bad (Bad (Bad Int)), Int)]
bad3' n = (B Nothing, n) : do
  (x, n')  <- bad2' n
  (y, n'') <- bad2' n'
  return (B (Just (P x y)), n'')

For a small concrete counterexample, consider the terminal monad.

data Thud x = Thud

The return and >>= just go Thud, and the laws hold trivially.

Now let's also have the writer monad for Bool (with, let's say, the xor-monoid structure).

data Flip x = Flip Bool x

instance Monad Flip where
   return x = Flip False x
   Flip False x  >>= f = f x
   Flip True x   >>= f = Flip (not b) y where Flip b y = f x

Er, um, we'll need composition

newtype (:.:) f g x = C (f (g x))

Now try to define...

instance Monad (Flip :.: Thud) where  -- that's effectively the constant `Bool` functor
  return x = C (Flip ??? Thud)
  ...

Parametricity tells us that ??? can't depend in any useful way on x, so it must be a constant. As a result, join . return is necessarily a constant function also, hence the law

join . return = id

must fail for whatever definitions of join and return we choose.