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Linear Functional Analysis: Wwlchen
Linear Functional Analysis: Wwlchen
W W L CHEN
c
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Chapter 3
NORMED VECTOR SPACES
page 1 of 14
r
X
!1/2
|xi |2
i=1
It can be shown that conditions (NS1)(NS4) are satisfied. The function k k : Rr R is known as the
euclidean norm or usual norm in Rr . We do not include the details here, in view of our next example.
Example 3.2.2. Suppose that V is a finite dimensional vector space over F, with basis {v1 , . . . , vr }.
For every vector x V , there exist unique c1 , . . . , cr F such that x = c1 v1 + . . . + cr vr , and let
kxk =
r
X
!1/2
2
|ci |
i=1
Chapter 3 : Normed Vector Spaces
page 2 of 14
r
X
|ci + ai |2 =
i=1
r
X
|ci |2 + 2
i=1
r
X
r
X
(ci + ai )(ci + ai ) =
i=1
|ci ||ai | +
i=1
r
X
r
X
(ci ci + ci ai + ai ci + ai ai )
i=1
|ai |2 = kxk2 + 2
i=1
r
X
i=1
|ci ||ai |
i=1
r
X
!1/2
|ci |
r
X
i=1
!1/2
|ai |
= kxkkyk,
i=1
we conclude that
kx + yk2 kxk2 + 2kxkkyk + kyk2 = (kxk + kyk)2 .
Condition (NS4) now follows on taking square roots.
Example 3.2.3. Consider the set ` of all bounded infinite sequences x = (x1 , x2 , x3 , . . .) of complex
numbers. It is not difficult to show that ` is a complex vector space, with vector addition x + y and
scalar multiplication cx defined respectively by
x + y = (x1 + y1 , x2 + y2 , x3 + y3 , . . .)
and
It is not difficult to check conditions (NS1)(NS3). To check condition (NS4), note that
kx + yk = sup |xi + yi | sup(|xi | + |yi |) sup |xi | + sup |yi | = kxk + kyk .
iN
iN
iN
iN
and
It is not difficult to check conditions (NS1)(NS3). To check condition (NS4), note that
kf + gk = sup |f (t) + g(t)| sup (|f (t)| + |g(t)|) sup |f (t)| + sup |g(t)| = kf k + kgk .
t[a,b]
t[a,b]
t[a,b]
t[a,b]
page 3 of 14
Example 3.2.5. Consider the complex vector space C[0, 1] of all continuous complex valued functions
on [0, 1]. For every function f C[0, 1], let
kf k =
Z
|f (t)| dt
2
1/2
It is not difficult to check conditions (NS1) and (NS3). For condition (NS2), note that kf k = 0, together
with the continuity of f in [0, 1], ensures that f (t) = 0 for every t [0, 1]. To check condition (NS4),
note that
Z 1
Z 1
kf + gk2 =
|f (t) + g(t)|2 dt =
(f (t) + g(t))(f (t) + g(t)) dt
0
0
1
f (t)f (t) + f (t)g(t) + g(t)f (t) + g(t)g(t) dt
|f (t)|2 dt + 2
|f (t)||g(t)| dt +
= kf k2 + 2
|g(t)|2 dt
|f (t)||g(t)| dt + kgk2 .
|f (t)||g(t)| dt
Z
1/2 Z
|f (t)| dt
2
|g(t)| dt
2
1/2
= kf kkgk,
we conclude that
kf + gk2 kf k2 + 2kf kkgk + kgk2 = (kf k + kgk)2 .
Condition (NS4) now follows on taking square roots.
Remark. It is easily shown that a norm in a vector space V over F gives rise to a metric on V . To see
this, note that we can define a real valued function : V V R by writing
(x, y) = kx yk
for every x, y V .
page 4 of 14
Example 3.2.8. In the complex normed vector space C[0, 1] in Example 3.2.5, we obtain the metric
2 (f, g) = kf gk =
Z
|f (t) g(t)|2 dt
1/2
and
kx0 k kxk kx x0 k,
so that |kxk kx0 k| kx x0 k. Hence |kxk kx0 k| < for every x V satisfying kx x0 k < .
THEOREM 3B. In any normed vector space V over F, vector addition and scalar multiplication are
continuous.
Proof. To show that vector addition is continuous, suppose that x0 , y0 V are fixed. For every
x, y V , the Triangle inequality gives
k(x + y) (x0 + y0 )k = k(x x0 ) + (y y0 )k kx x0 k + ky y0 k.
Hence k(x + y) (x0 + y0 )k < for every x, y V satisfying kx x0 k < 21 and ky y0 k < 21 . To show
that scalar multiplication is continuous, suppose that x0 V and c0 F are fixed. For every x V and
c F, the Triangle inequality and condition (NS3) give
kcx c0 x0 k = kcx cx0 + cx0 c0 x0 k kcx cx0 k + kcx0 c0 x0 k = |c|kx x0 k + |c c0 |kx0 k.
Suppose first of all that |c c0 | < 1. Then |c| < 1 + |c0 |, and so
kcx c0 x0 k (1 + |c0 |)kx x0 k + |c c0 |kx0 k.
Hence kcx c0 x0 k < for every x V and c F satisfying
kx x0 k <
2(1 + |c0 |)
and
|c c0 | < min 1,
2(1 + kx0 k)
page 5 of 14
Definition. Suppose that V is a vector space over F. We say that two norms k k1 and k k2 on V are
equivalent if there exist positive real numbers k, K R such that
kkxk1 kxk2 Kkxk1
for every x V .
Remark. Note that the above implies K 1 kxk2 kxk1 k 1 kxk2 for every x V , so that equivalence
of norms is a symmetric relation on the set of all norms on V . In fact, it is easy to check that equivalence
of norms is an equivalence relation on the set of all norms on V . We should therefore wish to show that if
V is a finite dimensional vector space, then this equivalence relation has only a single equivalence class.
The following result shows that convergence properties are not affected under equivalence of norms.
THEOREM 3C. Suppose that V is a vector space over F. Suppose further that k k1 and k k2 are
equivalent norms on V , with induced metrics 1 and 2 respectively. Then the following assertions hold:
(a) A sequence (xn )nN converges to x in the metric space (V, 1 ) if and only if it converges to x in the
metric space (V, 2 ).
(b) A sequence (xn )nN is a Cauchy sequence in the metric space (V, 1 ) if and only if it is a Cauchy
sequence in the metric space (V, 2 ).
(c) The metric space (V, 1 ) is complete if and only if the metric space (V, 2 ) is complete.
Proof. Parts (a) and (b) follow from the observation that
2 (x, y) K1 (x, y)
and
1 (x, y) k 1 2 (x, y)
for every x, y V .
To prove part (c), suppose that (V, 1 ) is complete. If (xn )nN is a Cauchy sequence in (V, 2 ), then it
follows from part (b) that it is a Cauchy sequence in (V, 1 ). Since (V, 1 ) is complete, it follows that
(xn )nN converges in (V, 1 ), and so it follows from part (a) that it converges in (V, 2 ). Hence (V, 2 )
is complete.
We next show that in a finite dimensional vector space V , there is at least one norm on V under which
V is complete with respect to the induced metric. The norm we use is the one described in Example
3.2.2.
THEOREM 3D. Suppose that V is a finite dimensional vector space over F, with basis {v1 , . . . , vr }
and norm k k0 : V R, defined for every x = c1 v1 + . . . + cr vr , where c1 , . . . , cr F, by
kxk0 =
r
X
!1/2
2
|ci |
i=1
r
X
!1/2
|cmi cni |
i=1
whenever n > Ni .
page 6 of 14
!1/2
|cni ci |
<
i=1
r
X
!1/2
> 0,
kvi k
i=1
r
X
kci vi k =
i=1
r
X
|ci |kvi k
i=1
r
X
!1/2
2
|ci |
i=1
r
X
!1/2
kvi k
= Kkxk0 .
i=1
i=1
It follows from Theorem 3A that f is continuous with respect to the euclidean metric on Fn . The unit
circle
(
)
r
X
r
2
S = (1 , . . . , r ) F :
|i | = 1
i=1
is compact, and so it follows from Theorem 2N that there exists (a1 , . . . , ar ) S such that
f (a1 , . . . , ar ) f (1 , . . . , r )
for every (1 , . . . , r ) S.
Let k = f (a1 , . . . , ar ). Then clearly k 0. Furthermore, we must have k 6= 0, for otherwise it follows
from (NS2) that
r
X
ai vi = 0,
i=1
so that a1 = . . . = ar = 0, contradicting the assumption that (a1 , . . . , ar ) S. Hence k > 0. Now for
every non-zero x = c1 v1 + . . . + cr vr V , we clearly have
x
c1
cr
c1
cr
,...,
S,
and so
kf
,...,
=
kxk0
.
kxk0
kxk0
kxk0
kxk0
It follows from (NS3) that kxk kkxk0 .
Chapter 3 : Normed Vector Spaces
page 7 of 14
Consider now the subset `0 ` consisting of all infinite sequences of complex numbers which have
only finitely many non-zero terms. It is not difficult to show that `0 is a linear subspace of ` . Clearly
1 1
a = 1, , , . . . ` .
2 3
For every n N, let
1
1 1
xn = 1, , , . . . , , 0, 0, 0, . . . `0 .
2 3
n
Then
kxn ak
1
1
1
1
=
0, . . . , 0,
,
,
,...
= n+1 0
|
{z
}
n
+
1
n
+
2
n
+
3
as n .
It follows that the sequence (xn )nN in `0 converges in ` , but the limit a does not belong to `0 . Hence
the linear subspace `0 is not closed in ` .
Example 3.5.2. Recall Example 3.2.5, and consider again the normed vector space C[0, 1] of all continuous complex valued functions f on [0, 1], with norm
kf k =
Z
|f (t)|2 dt
1/2
Consider now the subset S = {f C[0, 1] : f (0) = 0} C[0, 1]. It is not difficult to show that S is a
linear subspace of C[0, 1]. Let g C[0, 1] be defined by g(t) = 1 for every t [0, 1]. For every n N, let
fn S be defined by
nt if 0 t n1 ,
fn (t) =
1 if n1 t 1.
Then
fn (t) g(t) =
Chapter 3 : Normed Vector Spaces
nt 1
0
if 0 t n1 ,
if n1 t 1,
page 8 of 14
and so
kfn gk =
Z
0
n1
!1/2
(nt 1) dt
2
1
3n
1/2
as n .
It follows that the sequence (fn )nN in S converges in C[0, 1], but the limit g does not belong to S.
Hence the linear subspace S is not closed in C[0, 1].
As we shall see later, closed linear subspaces of a normed vector space are more important than linear
subspaces that are not closed. In order to create closed linear subspaces, we consider the closure of W .
Recall that this is the set
W = W {x V : there exists a sequence (xn )nN in W such that xn x as n },
the union of W with the set of all limit points of W . Since any x W is the limit of the constant
sequence x, x, x, . . . in W , it follows easily that
W = {x V : there exists a sequence (xn )nN in W such that xn x as n }.
THEOREM 3H. Suppose that V is a normed vector space over F, and that W is a linear subspace
of V . Then the closure W of W is a closed linear subspace of V .
Proof. Suppose that x, y W . Then there exist sequences (xn )nN and (yn )nN in W such that
xn x and yn y as n . Since W is a linear subspace of V , it follows that the sequence
(xn + yn )nN belongs to W , and that for every c F, the sequence (cxn )nN belongs to W . In view
of Theorem 3B, we have xn + yn x + y and cxn cx as n . It follows that x + y W and
cx W . Hence W is a linear subspace of V . To show that W is closed in V , we simply note that V is
a metric space and then use Theorem 1E.
We are in particular interested in linear subspaces of a normed vector space spanned by elements of
a given subset.
Definition. Suppose that V is a normed vector space over F. For any subset A V , the linear span
span(A) of A is defined to be the set of all linear combinations of elements of A. More precisely,
span(A) = {c1 x1 + . . . + cr xr : r N, c1 , . . . , cr F and x1 , . . . , xr A}.
THEOREM 3J. Suppose that V is a normed vector space over F. For any subset A V , the set
span(A) is a linear subspace of V . Furthermore, span(A) is the intersection of all linear subspaces of
V which contain A, and its closure span(A) is the intersection of all closed linear subspaces of V which
contain A.
Proof. It is not difficult to show that span(A) is closed under vector addition and scalar multiplication,
and is therefore a linear subspace of V . Next, let E denote the intersection of all linear subspaces
of V which contain A. Clearly, for every linear subspace W in the intersection E, we have A W .
Since the linear subspace W is closed under vector addition and scalar multiplication, it follows that
span(A) W . Hence span(A) E. On the other hand, span(A) is a linear subspace of V which clearly
contains A, and so E span(A). The second assertion follows. Finally, let F denote the intersection
of all closed linear subspaces of V which contain A. Clearly, for every closed linear subspace W in the
intersection F , we have A W , so that span(A) W . Since W is closed, it follows that span(A) W .
Hence span(A) F . On the other hand, it follows from Theorem 3H that span(A) is a closed linear
subspace of V which clearly contains A, and so F span(A). The last assertion follows immediately.
Chapter 3 : Normed Vector Spaces
page 9 of 14
xxxxx
We illustrate the importance of closed linear subspaces by considering the following example.
Example 3.5.3. Consider first of all the real euclidean space R2 . Here any one-dimensional linear
subspace W is simply a line through the origin, as shown in the picture below.
Consider now the unit circle C = {x R2 : kxk = 1}. Suppose that R satisfies 0 < < 1. The
shaded strip in the picture represents a width of 2. It is easy to see that we can find a point x on the
unit circle C which does not lie in the shaded strip, and so its distance from the line W must be greater
than . In general, we have the following result:
RIESZS LEMMA: Suppose that V is a normed vector space, and that W is a closed linear subspace
such that W 6= V . Then for every real number (0, 1), there exists x V satisfying kx k = 1
and such that kx yk > for every y W .
To sketch a proof of Rieszs lemma, note that there exists non-zero x V \ W . Suppose that denotes
the metric induced by the norm of V . Let (x, W ) = inf{kx wk : w W }. Then it can be shown,
using the ideas in Problem 17 in Chapter 1, that (x, W ) = 0 if and only if x W . Since x 6 W and
W is closed, we have W = W and (x, W ) > 0. Let d = (x, W ). Suppose now that (0, 1). Then
d < d1 , and so there exists w W such that kx wk < d1 . Let
x =
xw
.
kx wk
y
kx wk
kx wk kx wk
1
=
kx (w + kx wky)k > (d1 )1 d = ,
kx wk
since w + kx wky W . This proves Rieszs lemma. Note that the crucial part of the proof is the
observation that d = (x, W ) > 0. This cannot be guaranteed if the linear subspace W is not closed.
We next highlight a deficiency in infinite dimensional normed vector spaces.
Example 3.5.4. Suppose that V is an infinite dimensional normed vector space over F. We shall show
that the unit circle C = {x V : kxk = 1} in V is not compact. Let x1 C. The finite dimensional
linear subspace span{x1 } is not equal to V and is closed, in view of Theorem 3G. It follows from Rieszs
lemma that there exists x2 C such that
kx2 yk >
Chapter 3 : Normed Vector Spaces
1
2
The finite dimensional linear subspace span{x1 , x2 } is not equal to V and is also closed. It follows from
Rieszs lemma that there exists x3 C such that
kx3 yk >
1
2
1
2
It follows that kxm xn k > 21 whenever m, n N satisfy m 6= n, and so the sequence (xn )nN cannot
have a convergent subsequence. Hence C is not compact.
page 11 of 14
For any fixed i N, let us consider the sequence x1i , x2i , x3i , . . . , xni , . . . . It is clear that for every
m, n N, we have
|xmi xni | kxm xn k = (xm , xn ).
Since (xn )nN is a Cauchy sequence in ` , it follows that (xni )nN is a Cauchy sequence in C. Since C
is complete, it follows that there exists ai C such that xni ai as n . Let
a = (a1 , a2 , a3 , . . . , ai , . . .).
We shall show that a ` , and that xn a as n in ` . Given any > 0, there exists N N
such that
(xm , xn ) <
(1)
Taking n = N , we have
(xm , xN ) <
1iI
1iI
1iI
1iI
To summarize, we have shown that given any > 0, there exists N N such that (a, xn ) for every
n N satisfying n N . Hence xn a as n in ` .
Chapter 3 : Normed Vector Spaces
page 12 of 14
and
x = (x1 , x2 , x3 , . . .) C
)
|xi | < ,
i=1
|xi |
i=1
defines a norm on `1 .
4. Consider the real vector space R2 . For every x = (x1 , x2 ) R2 , let kxk = |x1 | + |x2 |.
a) Show that k k defines a norm on R2 .
b) Sketch the unit circle {x R2 : kxk = 1}.
5. Consider the complex vector space C[0, 1] of all continuous complex valued functions defined on
[0, 1]. For every n N, let fn C[0, 1] be defined by
fn (t) =
1 nt
0
if 0 t n1 ,
if n1 t 1.
a) Determine kfn k , where k k is the supremum norm in Example 3.2.4 with [a, b] = [0, 1].
b) Determine kfn k, where k k is the norm in Example 3.2.5.
c) Comment on your observations.
6. Let c0 denote the set of all infinite sequences x = (x1 , x2 , x3 , . . .) of complex numbers such that
xi 0 as i .
a) Show that c0 is a linear subspace of ` .
b) Show that c0 is closed in ` with respect to the supremum norm k k in Example 3.2.3.
Chapter 3 : Normed Vector Spaces
page 13 of 14
and
kf k1 =
|f (t)| dt
for every j N.
j1
and
T = {x V : kxk 1}.
11. Let c0 denote the set of all infinite sequences x = (x1 , x2 , x3 , . . .) of complex numbers such that
xi 0 as i . Explain why c0 is a Banach space under the norm
kxk = sup |xi |.
iN
is a Banach space.
13. In the notation of Problem 2, suppose that V is a Banach space with respect to the norm k kV and
W is a Banach space with respect to the norm k kW . Show that V W is a Banach space with
respect to the norm k k.
page 14 of 14